Tour v381
XLC
State Street CommServSelSectSPDRETF
$110.03 -0.69%
$109.95 (-0.07%)🌙
as of 07/21 07:16 PM
7/21 19:16

Option Volume

Detail
Current (07/21) 1,353
Calls: 933 (69%)
Puts: 420 (31%)
Prior (07/20) 7,080
Calls: 5,956 (84%)
Puts: 1,124 (16%)
Current vs Prior -80.89%
Calls: -84.34% (Calls)
Puts: -62.63% (Puts)
Prior 7-Day Total 23,131
Calls: 15,349 (66%)
Puts: 7,782 (34%)
Prior 7-Day Average 3,304
Calls: 2,192 (66%)
Puts: 1,111 (34%)
Current vs Prior 7-Day Avg -59.05%
Calls: -57.45%
Puts: -62.22%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $368.8K
Calls: $277.3K (75%)
Puts: $91.5K (25%)
Prior (07/20) $2.66M
Calls: $2.47M (93%)
Puts: $192.7K (7%)
Current vs Prior -86.16%
Calls: -88.78%
Puts: -52.53%
Prior 7-Day Total $7.51M
Calls: $5.84M (78%)
Puts: $1.68M (22%)
Prior 7-Day Average $1.07M
Calls: $833.7K (78%)
Puts: $239.9K (22%)
Current vs Prior 7-Day Avg -65.65%
Calls: -66.74%
Puts: -61.85%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.45
Prior (07/20) 0.19
Current vs Prior +138.54%
Prior 7-Day Average 0.61
Current vs Prior 7-Day Avg -25.65%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 22,228
Calls: 10,326 (46%)
Puts: 11,902 (54%)
Prior (07/20) 14,730
Calls: 7,416 (50%)
Puts: 7,314 (50%)
Current vs Prior +50.90%
Prior 7-Day Total 761,974
Calls: 60,159 (8%)
Puts: 701,815 (92%)
Prior 7-Day Average 108,853
Calls: 8,594 (8%)
Puts: 100,259 (92%)
Current vs Prior 7-Day Avg -79.58%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 4.64% | 3.25%4.23% | 5.89%
Prior 3.41% | 4.12%4.38% | 6.41%
Current vs Prior +36.13% | -20.94%-3.45% | -8.09%
Prior 7-Day Avg 3.64% | 4.07%3.65% | 5.49%
Current vs 7-Day Avg +27.64% | -19.98%+15.70% | +7.18%
Prior 7-Day Eod 3.41% | 4.12%4.38% | 6.41%
Current vs 7-Day Eod +36.13% | -20.94%-3.45% | -8.09%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 373.08% | 0.00%
Calls: 373.08% | 0.00%
Puts: -- | --
Prior 373.08% | 0.00%
Calls: 373.08% | 0.00%
Puts: -- | --
Current vs Prior +0.00% | --
Prior 7-Day Avg 373.08% | 0.00%
Calls: 373.08% | 0.00%
Puts: 373.08% | 0.00%
Current vs 7-Day Avg +0.00% | --
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 75% of dollar volume in calls ($277.3K) vs puts ($91.5K). Light premium activity with dollar volume down 86% vs prior. Below-average activity with volume down 81% vs prior. Extreme bullish P/C ratio of 0.45 - heavy call buying (933 calls vs 420 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top -- of results (avg --%, best --%)

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 20 found (avg delta 0.68, highest 0.89)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$102.00Jul 246.1010.50$8.3053.0%80.89--
$100.00Jul 247.9012.50$10.2045.1%40.881
$106.00Jul 241.505.40$3.45113.0%400.862
$101.00Jul 246.7011.50$9.1052.7%50.841
$103.00Jul 245.209.50$7.3558.5%70.7248
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 244.007.00$5.5054.5%10.81--
$113.00Jul 311.005.60$3.30139.4%450.77211
$112.00Jul 240.004.80$2.40200.0%30.7122
$112.00Jul 310.404.50$2.45167.3%50.67--
$114.00Aug 142.056.90$4.47108.5%10.63--

Most actively traded options today. High liquidity = easy entry/exit. 60 active (total vol 839, top 160)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$113.00Jul 240.000.60$0.30200.0%1600.18186
$120.00Aug 210.150.65$0.40125.0%1090.12620
$107.00Aug 212.605.40$4.0070.0%700.66111
$106.00Jul 241.505.40$3.45113.0%400.862
$115.00Jul 310.150.70$0.43127.9%260.15245
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$106.00Jul 240.000.60$0.30200.0%600.1513
$111.00Jul 310.003.70$1.85200.0%530.5769
$113.00Jul 311.005.60$3.30139.4%450.77211
$110.00Jul 240.154.90$2.53187.7%250.4917
$105.00Aug 210.351.55$0.95126.3%90.21530

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 140.7%, max 399.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$110.00Jul 24Aug 2164.1%15.4%316.4%29304
$111.00Jul 24Aug 2173.8%17.8%314.2%2732
$112.00Jul 24Aug 2836.2%14.9%142.6%1140
$115.00Jul 31Aug 2130.2%19.2%57.7%31644
$114.00Jul 31Aug 1444.9%36.7%22.1%1053
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$111.00Jul 24Aug 2873.8%14.8%399.8%8--
$110.00Jul 24Aug 2164.1%15.4%316.4%3045
$104.00Jul 31Aug 2164.4%36.4%77.0%721
$107.00Jul 31Aug 2847.3%27.7%70.8%26
$108.00Jul 31Aug 2123.6%14.9%58.0%215

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 17 found (best R:R 20.25, avg 5.02)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$106.00$110.00Jul 24$0.97$3.03$0.973.12$106.97
$108.00$109.00Jul 31$0.30$0.70$0.302.33$108.30
$111.00$115.00Aug 21$1.20$2.80$1.202.33$112.20
$112.00$113.00Jul 24$0.33$0.67$0.332.03$112.33
$115.00$116.00Aug 21$0.40$0.60$0.401.50$115.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$107.00$90.00Aug 14$0.80$16.20$0.8020.25$106.20
$109.00$106.00Jul 24$0.15$2.85$0.1519.00$108.85
$111.00$107.00Aug 28$0.27$3.73$0.2713.81$110.73
$111.00$110.00Jul 24$0.10$0.90$0.109.00$110.90
$106.00$105.00Jul 24$0.22$0.78$0.223.55$105.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 19 found (best R:R 5.67, avg 1.04)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$101.00$102.00Jul 24$0.80$0.80$0.204.00$101.80
$112.00$113.00Jul 31$0.63$0.63$0.371.70$112.63
$110.00$111.00Aug 21$0.55$0.55$0.451.22$110.55
$107.00$110.00Aug 21$1.35$1.35$1.650.82$108.35
$115.00$116.00Aug 21$0.40$0.40$0.600.67$115.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$113.00$112.00Jul 31$0.85$0.85$0.155.67$112.15
$112.00$111.00Jul 31$0.60$0.60$0.401.50$111.40
$114.00$107.00Aug 14$3.04$3.04$3.960.77$110.96
$110.00$108.00Aug 21$0.82$0.82$1.180.69$109.18
$109.00$108.00Jul 31$0.30$0.30$0.700.43$108.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.93, cheapest $0.05)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$113.00Jul 24Jul 31$0.3032.7%26.6%
$112.00Jul 24Jul 31$0.6036.2%32.6%
$115.00Jul 31Aug 14$1.0230.2%29.6%
$114.00Jul 31Aug 14$1.0544.9%36.7%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$112.00Jul 24Jul 31$0.0536.2%32.6%
$105.00Jul 24Aug 21$0.8732.4%23.5%
$109.00Jul 24Jul 31$1.0321.2%21.5%
$106.00Jul 24Aug 21$2.4839.5%37.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 2.75% of stock, avg 3.95%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$112.00Jul 24$0.63$2.40$3.03$108.97$115.032.75%
$112.00Jul 31$1.23$2.45$3.68$108.32$115.683.34%
$106.00Jul 24$3.45$0.30$3.75$102.25$109.753.41%
$113.00Jul 31$0.60$3.30$3.90$109.10$116.903.54%
$108.00Jul 31$2.75$1.18$3.93$104.07$111.933.57%
$109.00Jul 31$2.45$1.48$3.93$105.07$112.933.57%
$111.00Jul 31$2.40$1.85$4.25$106.75$115.253.86%
$110.00Aug 21$2.65$1.70$4.35$105.65$114.353.95%
$110.00Jul 24$2.48$2.53$5.01$104.99$115.014.55%
$111.00Jul 24$2.40$2.63$5.03$105.97$116.034.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 70 found (cheapest 0.35% of stock, avg 2.68%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$113.00$105.00Jul 24$0.30$0.08$0.38$104.62$113.38
$113.00$106.00Jul 24$0.30$0.30$0.60$105.40$113.60
$112.00$105.00Jul 24$0.63$0.08$0.71$104.29$112.71
$113.00$109.00Jul 24$0.30$0.45$0.75$108.25$113.75
$115.00$103.00Jul 31$0.43$0.35$0.78$102.22$115.78
$112.00$106.00Jul 24$0.63$0.30$0.93$105.07$112.93
$113.00$103.00Jul 31$0.60$0.35$0.95$102.05$113.95
$112.00$109.00Jul 24$0.63$0.45$1.08$107.92$113.08
$116.00$108.00Aug 21$0.50$0.88$1.38$106.62$117.38
$112.00$103.00Jul 31$1.23$0.35$1.58$101.42$113.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 10 found (best R:R 4.48, avg credit $1.62)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
99/100111/115Aug 21$3.27$0.734.48$96.73$114.27
105/106111/115Aug 21$3.03$0.973.12$102.97$114.03
106/109111/112Jul 24$1.92$1.081.78$107.08$112.92
108/110115/116Aug 21$1.22$0.781.56$108.78$116.22
105/106112/113Jul 24$0.55$0.451.22$105.45$112.55
108/110111/115Aug 21$2.02$1.981.02$107.98$113.02
110/111112/113Jul 24$0.43$0.570.75$110.57$112.43
107/111112/112Aug 28$1.50$2.500.60$109.50$113.00
106/109112/113Jul 24$0.48$2.520.19$108.52$112.48
90/107114/115Aug 14$1.83$15.170.12$105.17$115.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 3.00, cheapest $0.25)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$100.00$101.00$102.00Jul 24$0.30$0.702.33
$116.00$117.00$118.00Aug 21$0.50$0.501.00
$111.00$112.00$113.00Jul 31$0.54$0.460.85
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$111.00$112.00$113.00Jul 31$0.25$0.753.00
$108.00$109.00$110.00Jul 31$0.70$0.300.43

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 22 found (best net $-0.15, 13 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$106.00$110.001:2Jul 24-$1.51$2.49
$107.00$110.001:2Aug 21-$1.30$1.70
$111.00$112.001:2Jul 31-$0.06$0.94
$115.00$116.001:2Aug 21-$0.10$0.90
$114.00$115.001:2Aug 14-$0.42$0.58
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$109.00$106.001:2Jul 24-$0.15$2.85
$110.00$108.001:2Aug 21-$0.06$1.94
$111.00$107.001:2Aug 28-$2.21$1.79
$104.00$100.001:2Aug 21-$2.82$1.18
$107.00$104.001:2Jul 31-$2.40$0.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 0.36%, avg 0.23%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$111.00Aug 21$0.400.490.9%0.36%1.25%3--
$115.00Aug 21$0.400.254.5%0.36%4.88%5399
$111.50Aug 28$0.250.451.3%0.23%1.56%2--
$118.00Aug 21$0.200.327.2%0.18%7.43%2--
$115.00Jul 31$0.150.154.5%0.14%4.65%26245
$120.00Aug 21$0.150.129.1%0.14%9.20%109620

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 933
Total Puts 420
Put/Call Ratio 0.45
Net Difference 513

Prior's Put/Call Breakdown

Total Calls 5,956
Total Puts 1,124
Put/Call Ratio 0.19
Net Difference 4,832

Prior 7-Day Put/Call Summary

Total Calls 15,349
Total Puts 7,782
Average Put/Call Ratio 0.61
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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