Tour v456
XLE
State StreetEngySelSectSPDRETF
$58.65 +1.88%
$58.63 (-0.03%)🌙
as of 07/29 06:14 PM
7/29 18:14

Option Volume

Detail
Current (07/29) 102,053
Calls: 57,295 (56%)
Puts: 44,758 (44%)
Prior (07/28) 96,619
Calls: 41,411 (43%)
Puts: 55,208 (57%)
Current vs Prior +5.62%
Calls: +38.36% (Calls)
Puts: -18.93% (Puts)
Prior 7-Day Total 989,972
Calls: 610,014 (62%)
Puts: 379,958 (38%)
Prior 7-Day Average 141,424
Calls: 87,144 (62%)
Puts: 54,279 (38%)
Current vs Prior 7-Day Avg -27.84%
Calls: -34.25%
Puts: -17.54%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/29) $10.60M
Calls: $6.81M (64%)
Puts: $3.78M (36%)
Prior (07/28) $15.86M
Calls: $7.25M (46%)
Puts: $8.61M (54%)
Current vs Prior -33.19%
Calls: -6.05%
Puts: -56.05%
Prior 7-Day Total $164.01M
Calls: $117.35M (72%)
Puts: $46.66M (28%)
Prior 7-Day Average $23.43M
Calls: $16.76M (72%)
Puts: $6.67M (28%)
Current vs Prior 7-Day Avg -54.77%
Calls: -59.36%
Puts: -43.24%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/29) 0.78
Prior (07/28) 1.33
Current vs Prior -41.40%
Prior 7-Day Average 0.69
Current vs Prior 7-Day Avg +13.42%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/29) 2,300,184
Calls: 1,270,082 (55%)
Puts: 1,030,102 (45%)
Prior (07/28) 2,317,477
Calls: 1,165,036 (50%)
Puts: 1,152,441 (50%)
Current vs Prior -0.75%
Prior 7-Day Total 23,573,501
Calls: 10,277,706 (44%)
Puts: 13,295,795 (56%)
Prior 7-Day Average 3,367,643
Calls: 1,468,243 (44%)
Puts: 1,899,399 (56%)
Current vs Prior 7-Day Avg -31.70%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 2.49% | 3.90%5.98% | 9.51%
Prior 2.74% | 4.22%6.04% | 9.36%
Current vs Prior -9.30% | -7.50%-0.99% | +1.62%
Prior 7-Day Avg 2.71% | 4.41%6.49% | 9.60%
Current vs 7-Day Avg -7.99% | -11.40%-7.77% | -0.86%
Prior 7-Day Eod 2.74% | 4.22%6.04% | 9.36%
Current vs 7-Day Eod -9.30% | -7.50%-0.99% | +1.62%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 10.14% | 10.20%
Calls: 10.81% | 10.40%
Puts: 9.46% | 10.00%
Prior 10.37% | 9.51%
Calls: 10.34% | 7.81%
Puts: 10.39% | 11.21%
Current vs Prior -2.22% | +7.26%
Prior 7-Day Avg 24.24% | 17.84%
Calls: 21.06% | 9.29%
Puts: 27.43% | 26.39%
Current vs 7-Day Avg -58.18% | -42.82%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($6.81M). P/C ratio dropping 41% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 12 of results (avg 7.7%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 218.659.10$8.885.1%10.97134
$52.50Aug 216.256.70$6.486.9%490.9333
$53.00Aug 215.806.25$6.037.5%2120.91480
$52.00Jul 316.406.90$6.657.5%11.00--
$52.00Aug 216.607.15$6.888.0%200.94544
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$68.00Aug 79.109.55$9.324.8%30.981
$65.00Aug 216.256.75$6.507.7%90.9018
$65.00Aug 286.206.75$6.488.5%20.86--
$62.50Aug 213.954.35$4.159.6%70.8013

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.75, cheapest $0.06)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$61.00Jul 310.050.06$0.0616.7%6050.083.0K
$61.00Aug 280.891.05$0.9716.5%300.33114
$59.00Aug 70.921.04$0.9812.2%1.7K0.456.4K
$60.50Aug 210.891.07$0.9818.4%1730.35301
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 80 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Jul 3111.4513.60$12.5217.2%71.005
$48.00Jul 3110.4512.60$11.5218.7%41.0017
$49.00Jul 317.8511.60$9.7338.5%61.0012
$50.00Jul 317.409.95$8.6829.4%61.0020
$51.00Jul 316.408.95$7.6833.2%61.0055
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Jul 319.4013.30$11.3534.4%20.99--
$68.00Aug 79.109.55$9.324.8%30.981
$65.00Aug 216.256.75$6.507.7%90.9018
$65.00Aug 286.206.75$6.488.5%20.86--
$60.00Jul 311.221.76$1.4936.2%110.841.1K

Most actively traded options today. High liquidity = easy entry/exit. 248 active (total vol 84.2K, top 13.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$62.00Jul 310.000.04$0.02200.0%13.7K0.0313.9K
$59.00Aug 211.381.70$1.5420.8%3.9K0.489.3K
$63.00Aug 210.280.45$0.3745.9%3.9K0.175.1K
$60.50Jul 310.070.13$0.1060.0%3.8K0.131.5K
$60.00Jul 310.050.18$0.12108.3%2.8K0.1612.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Aug 210.851.12$0.9927.3%12.6K0.3318.1K
$52.00Aug 210.090.17$0.1361.5%7.9K0.0624.5K
$57.00Jul 310.080.15$0.1258.3%2.6K0.141.1K
$59.50Jul 310.831.36$1.1048.2%2.1K0.712.1K
$57.50Jul 310.120.39$0.26103.8%2.1K0.257.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 54 strikes (avg 56.0%, max 182.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Jul 31Aug 21113.1%40.1%182.3%617
$50.00Jul 31Aug 2184.8%36.1%135.0%7154
$65.00Jul 31Sep 465.2%29.8%118.5%629
$52.00Jul 31Aug 2165.8%32.1%104.7%21544
$53.00Jul 31Aug 2161.6%31.3%96.9%213624
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Jul 31Sep 484.8%31.3%171.0%6--
$47.00Jul 31Aug 28123.1%46.0%167.6%1113
$53.00Jul 31Sep 461.6%28.6%115.6%14--
$53.50Jul 31Aug 2856.7%31.2%81.6%101.0K
$54.00Jul 31Aug 2854.7%30.6%78.9%65--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 88 found (best R:R 24.00, avg 2.72)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$66.00$70.00Aug 28$0.16$3.84$0.1624.00$66.16
$66.00$70.00Sep 4$0.20$3.80$0.2019.00$66.20
$63.50$65.00Sep 4$0.10$1.40$0.1014.00$63.60
$65.00$66.00Sep 4$0.11$0.89$0.118.09$65.11
$62.00$63.00Aug 14$0.12$0.88$0.127.33$62.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$52.00$50.00Sep 4$0.11$1.89$0.1117.18$51.89
$53.00$52.00Sep 4$0.10$0.90$0.109.00$52.90
$55.00$54.00Aug 14$0.14$0.86$0.146.14$54.86
$55.00$53.00Sep 4$0.41$1.59$0.413.88$54.59
$55.00$54.50Aug 7$0.11$0.39$0.113.55$54.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 113 found (best R:R 70.43, avg 2.06)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$55.00$56.00Aug 7$0.87$0.87$0.136.69$55.87
$55.00$56.00Aug 28$0.87$0.87$0.136.69$55.87
$55.00$56.50Aug 14$1.24$1.24$0.264.77$56.24
$57.50$58.00Jul 31$0.40$0.40$0.104.00$57.90
$52.00$52.50Aug 21$0.40$0.40$0.104.00$52.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$70.00$60.00Jul 31$9.86$9.86$0.1470.43$60.14
$68.00$60.00Aug 7$7.42$7.42$0.5812.79$60.58
$62.00$61.00Aug 21$0.82$0.82$0.184.56$61.18
$60.00$59.50Jul 31$0.39$0.39$0.113.55$59.61
$60.00$59.00Aug 7$0.78$0.78$0.223.55$59.22

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 43 found (avg debit $0.30, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$68.00Aug 7Aug 21$0.0544.5%32.8%
$63.50Jul 31Aug 7$0.0652.3%32.6%
$64.00Jul 31Aug 7$0.0853.4%36.0%
$63.00Jul 31Aug 7$0.0950.1%32.9%
$62.50Jul 31Aug 7$0.1443.2%33.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$54.00Jul 31Aug 7$0.0654.7%33.4%
$50.00Jul 31Aug 21$0.0784.8%36.1%
$54.50Jul 31Aug 7$0.0849.1%32.5%
$50.50Aug 14Aug 28$0.0843.0%35.7%
$51.50Aug 14Aug 28$0.1039.2%33.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 73 found (cheapest 2.08% of stock, avg 7.18%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$59.00Jul 31$0.45$0.77$1.22$57.78$60.222.08%
$58.50Jul 31$0.69$0.54$1.23$57.27$59.732.10%
$58.00Jul 31$1.00$0.35$1.35$56.65$59.352.30%
$59.50Jul 31$0.27$1.10$1.37$58.13$60.872.34%
$60.00Jul 31$0.12$1.49$1.61$58.39$61.612.75%
$57.50Jul 31$1.40$0.26$1.66$55.84$59.162.83%
$57.00Jul 31$1.81$0.12$1.93$55.07$58.933.29%
$59.00Aug 7$0.98$1.12$2.10$56.90$61.103.58%
$58.00Aug 7$1.41$0.78$2.19$55.81$60.193.73%
$58.50Aug 7$1.17$1.03$2.20$56.30$60.703.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.20% of stock, avg 3.21%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$61.00$56.50Jul 31$0.06$0.06$0.12$56.38$61.12
$60.50$56.50Jul 31$0.10$0.06$0.16$56.34$60.66
$60.00$56.50Jul 31$0.12$0.06$0.18$56.32$60.18
$61.00$57.00Jul 31$0.06$0.12$0.18$56.82$61.18
$60.50$57.00Jul 31$0.10$0.12$0.22$56.78$60.72
$60.00$57.00Jul 31$0.12$0.12$0.24$56.76$60.24
$61.00$57.50Jul 31$0.06$0.26$0.32$57.18$61.32
$59.50$56.50Jul 31$0.27$0.06$0.33$56.17$59.83
$60.50$57.50Jul 31$0.10$0.26$0.36$57.14$60.86
$60.00$57.50Jul 31$0.12$0.26$0.38$57.12$60.38

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 112 found (best R:R 4.88, avg credit $0.45)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
55/5656/57Sep 4$0.83$0.174.88$54.67$56.83
52/5356/57Sep 4$0.82$0.184.56$52.18$56.82
56/5657/58Sep 4$0.81$0.194.26$55.69$57.81
52/5355/56Sep 4$0.80$0.204.00$52.20$55.80
56/5758/58Aug 7$0.39$0.113.55$56.61$58.39
58/5861/62Aug 7$0.39$0.113.55$57.61$61.39
58/5860/60Aug 14$0.39$0.113.55$58.11$60.39
58/5960/60Aug 28$0.39$0.113.55$58.61$59.89
56/5662/62Sep 4$0.39$0.113.55$56.11$61.89
58/5962/62Sep 4$0.39$0.113.55$58.61$61.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 56 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$49.00$50.00$51.00Jul 31$0.05$0.9519.00
$52.00$53.00$54.00Jul 31$0.05$0.9519.00
$62.00$63.00$64.00Aug 14$0.05$0.9519.00
$64.00$65.00$66.00Aug 14$0.10$0.909.00
$56.00$56.50$57.00Jul 31$0.06$0.447.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$59.00$59.50$60.00Jul 31$0.06$0.447.33
$56.00$56.50$57.00Aug 7$0.06$0.447.33
$57.00$57.50$58.00Aug 7$0.06$0.447.33
$58.00$58.50$59.00Aug 28$0.06$0.447.33
$55.00$55.50$56.00Aug 7$0.07$0.436.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 102 found (best net $-0.04, 96 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$65.00$68.001:2Aug 7$0.00$3.00
$68.00$70.001:2Aug 21-$0.02$1.98
$66.00$68.001:2Aug 21-$0.03$1.97
$63.50$65.001:2Sep 4-$0.31$1.19
$65.00$66.001:2Aug 21-$0.07$0.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$53.00$48.501:2Aug 7-$0.04$4.46
$50.00$47.001:2Jul 31-$0.01$2.99
$53.00$50.001:2Jul 31-$0.01$2.99
$52.00$50.001:2Sep 4-$0.02$1.98
$50.50$49.001:2Aug 14-$0.06$1.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 52 found (best yield 2.93%, avg 1.03%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$59.00Sep 4$1.720.490.6%2.93%3.53%2--
$59.00Aug 28$1.630.490.6%2.78%3.38%1883
$59.50Sep 4$1.490.451.4%2.54%3.99%545
$59.00Aug 21$1.380.480.6%2.35%2.95%3.9K9.3K
$60.00Sep 4$1.290.422.3%2.20%4.50%9148
$59.50Aug 28$1.230.451.4%2.10%3.55%547
$60.00Aug 28$1.220.412.3%2.08%4.38%55196
$59.50Aug 21$1.200.441.4%2.05%3.50%399575
$60.50Sep 4$1.130.383.1%1.93%5.08%1--
$60.00Aug 21$1.050.392.3%1.79%4.09%2.6K70.4K

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 57,295
Total Puts 44,758
Put/Call Ratio 0.78
Net Difference 12,537

Prior's Put/Call Breakdown

Total Calls 41,411
Total Puts 55,208
Put/Call Ratio 1.33
Net Difference -13,797

Prior 7-Day Put/Call Summary

Total Calls 610,014
Total Puts 379,958
Average Put/Call Ratio 0.69
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All