Tour v472
XLE
State StreetEngySelSectSPDRETF
$58.96 +0.53%
$59.10 (+0.24%)🌙
as of 07/30 06:12 PM
7/30 18:12

Option Volume

Detail
Current (07/30) 112,512
Calls: 65,732 (58%)
Puts: 46,780 (42%)
Prior (07/29) 102,053
Calls: 57,295 (56%)
Puts: 44,758 (44%)
Current vs Prior +10.25%
Calls: +14.73% (Calls)
Puts: +4.52% (Puts)
Prior 7-Day Total 1,000,301
Calls: 594,623 (59%)
Puts: 405,678 (41%)
Prior 7-Day Average 142,900
Calls: 84,946 (59%)
Puts: 57,954 (41%)
Current vs Prior 7-Day Avg -21.27%
Calls: -22.62%
Puts: -19.28%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/30) $17.62M
Calls: $12.32M (70%)
Puts: $5.30M (30%)
Prior (07/29) $10.60M
Calls: $6.81M (64%)
Puts: $3.78M (36%)
Current vs Prior +66.27%
Calls: +80.86%
Puts: +40.00%
Prior 7-Day Total $162.67M
Calls: $114.32M (70%)
Puts: $48.35M (30%)
Prior 7-Day Average $23.24M
Calls: $16.33M (70%)
Puts: $6.91M (30%)
Current vs Prior 7-Day Avg -24.18%
Calls: -24.55%
Puts: -23.32%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30) 0.71
Prior (07/29) 0.78
Current vs Prior -8.90%
Prior 7-Day Average 0.76
Current vs Prior 7-Day Avg -6.72%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/30) 2,223,308
Calls: 1,100,591 (50%)
Puts: 1,122,717 (50%)
Prior (07/29) 2,300,184
Calls: 1,270,082 (55%)
Puts: 1,030,102 (45%)
Current vs Prior -3.34%
Prior 7-Day Total 21,753,650
Calls: 9,924,965 (46%)
Puts: 11,828,685 (54%)
Prior 7-Day Average 3,107,664
Calls: 1,417,852 (46%)
Puts: 1,689,812 (54%)
Current vs Prior 7-Day Avg -28.46%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.78% | 3.75%5.73% | 9.11%
Prior 2.49% | 3.90%5.98% | 9.51%
Current vs Prior -28.46% | -4.00%-4.21% | -4.27%
Prior 7-Day Avg 2.64% | 4.36%6.36% | 9.54%
Current vs 7-Day Avg -32.66% | -14.09%-9.83% | -4.51%
Prior 7-Day Eod 2.49% | 3.90%5.98% | 9.51%
Current vs 7-Day Eod -28.46% | -4.00%-4.21% | -4.27%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 10.14% | 10.20%
Calls: 10.81% | 10.40%
Puts: 9.46% | 10.00%
Prior 10.14% | 10.20%
Calls: 10.81% | 10.40%
Puts: 9.46% | 10.00%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 24.37% | 18.40%
Calls: 21.75% | 10.01%
Puts: 26.98% | 26.79%
Current vs 7-Day Avg -58.38% | -44.57%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($12.32M). Elevated premium activity with dollar volume up 66% vs prior.

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 NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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 32 of results (avg 7.2%, best 3.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 78.809.20$9.004.4%100.99--
$48.00Jul 3110.6511.15$10.904.6%201.0016
$50.00Aug 218.959.40$9.184.9%20.97134
$53.00Aug 216.106.45$6.285.6%10.93--
$54.00Aug 215.155.45$5.305.7%630.9131.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Aug 710.8511.25$11.053.6%11.00--
$65.00Aug 215.906.20$6.055.0%100.9326
$67.00Aug 147.808.25$8.035.6%20.93--
$65.00Aug 75.856.25$6.056.6%11.00--
$63.00Aug 214.154.45$4.307.0%400.83--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 14 found (avg $0.63, cheapest $0.28)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$63.00Aug 210.350.42$0.3917.9%830.188.4K
$62.50Aug 210.440.51$0.4814.6%1130.221.0K
$62.00Aug 210.530.60$0.5612.5%1340.2525.7K
$61.50Aug 210.650.74$0.7012.9%2190.29238
$62.50Sep 40.730.88$0.8118.5%30.275
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Aug 70.250.30$0.2817.9%800.20753
$56.50Aug 140.370.42$0.4012.5%10.21216
$57.50Aug 70.390.44$0.4211.9%980.26696
$56.00Aug 210.440.52$0.4816.7%4.7K0.209.7K
$57.00Aug 210.660.78$0.7216.7%390.2815.7K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 89 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Jul 3110.6511.15$10.904.6%201.0016
$50.00Jul 318.459.15$8.808.0%121.00--
$49.00Jul 319.3510.15$9.758.2%160.9915
$51.00Jul 317.408.35$7.8812.1%80.9959
$51.50Jul 316.907.85$7.3812.9%60.999
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.50Jul 311.241.80$1.5236.8%31.00111
$63.00Jul 313.854.15$4.007.5%11.00--
$65.00Aug 75.856.25$6.056.6%11.00--
$70.00Aug 710.8511.25$11.053.6%11.00--
$63.00Aug 73.904.30$4.109.8%10.95--

Most actively traded options today. High liquidity = easy entry/exit. 251 active (total vol 65.6K, top 16.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 211.161.25$1.217.4%16.4K0.4369.8K
$59.00Jul 310.340.46$0.4030.0%9.7K0.532.6K
$60.00Jul 310.060.10$0.0850.0%3.2K0.1612.5K
$59.00Aug 211.561.80$1.6814.3%1.3K0.539.5K
$62.00Aug 70.000.19$0.10190.0%9200.10440
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Aug 210.440.52$0.4816.7%4.7K0.209.7K
$55.00Aug 210.280.35$0.3221.9%4.1K0.144.5K
$58.00Jul 310.060.11$0.0955.6%3.8K0.152.5K
$57.50Jul 310.030.06$0.0560.0%3.5K0.096.8K
$59.00Jul 310.230.44$0.3461.8%1.6K0.481.9K

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 84.8%, max 302.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$49.00Jul 31Aug 21152.7%38.0%302.1%1846
$50.00Jul 31Aug 21127.3%36.9%245.3%14134
$53.00Jul 31Aug 2194.2%31.0%204.4%2144
$53.50Jul 31Aug 2187.3%30.1%190.3%318404
$65.00Jul 31Aug 2876.8%29.1%164.4%59114
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Jul 31Aug 28127.3%33.1%284.2%1715
$53.00Jul 31Sep 1194.2%26.3%258.2%61.0K
$52.00Jul 31Sep 4100.0%29.7%236.6%2017
$52.50Jul 31Aug 28101.1%33.3%203.9%314
$54.00Jul 31Aug 2879.7%27.9%185.7%978

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 87 found (best R:R 24.00, avg 2.89)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$65.00$68.00Aug 21$0.12$2.88$0.1224.00$65.12
$65.00$70.00Aug 28$0.22$4.78$0.2221.73$65.22
$66.00$70.00Sep 4$0.19$3.81$0.1920.05$66.19
$63.50$65.00Aug 21$0.13$1.37$0.1310.54$63.63
$64.00$65.00Aug 28$0.10$0.90$0.109.00$64.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$52.00Sep 4$0.34$2.66$0.347.82$54.66
$55.00$54.00Aug 28$0.15$0.85$0.155.67$54.85
$55.50$53.00Sep 11$0.42$2.08$0.424.95$55.08
$58.50$58.00Jul 31$0.11$0.39$0.113.55$58.39
$56.00$55.50Sep 4$0.12$0.38$0.123.17$55.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 109 found (best R:R 29.00, avg 1.56)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$53.00Aug 21$2.90$2.90$0.1029.00$52.90
$54.00$55.00Aug 14$0.90$0.90$0.109.00$54.90
$54.00$54.50Aug 21$0.40$0.40$0.104.00$54.40
$57.50$58.00Aug 21$0.40$0.40$0.104.00$57.90
$58.00$58.50Jul 31$0.39$0.39$0.113.55$58.39
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$65.00$63.50Aug 21$1.33$1.33$0.177.82$63.67
$63.00$60.00Aug 7$2.55$2.55$0.455.67$60.45
$67.00$59.00Aug 14$6.80$6.80$1.205.67$60.20
$60.00$59.50Aug 7$0.39$0.39$0.113.55$59.61
$61.00$60.50Aug 21$0.35$0.35$0.152.33$60.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 41 found (avg debit $0.29, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$62.00Jul 31Aug 7$0.0947.0%24.9%
$56.50Jul 31Aug 7$0.1146.6%29.4%
$61.50Jul 31Aug 7$0.1142.9%23.6%
$64.00Aug 7Aug 14$0.1132.9%30.7%
$55.50Jul 31Aug 7$0.1261.6%31.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$51.00Aug 7Aug 14$0.0647.5%42.2%
$53.50Aug 14Aug 21$0.0731.6%30.1%
$53.00Jul 31Aug 14$0.0894.2%32.8%
$55.00Jul 31Aug 7$0.0965.4%33.7%
$55.50Jul 31Aug 7$0.1061.6%31.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 78 found (cheapest 1.26% of stock, avg 6.48%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$59.00Jul 31$0.40$0.34$0.74$58.26$59.741.26%
$59.50Jul 31$0.21$0.68$0.89$58.61$60.391.51%
$58.50Jul 31$0.71$0.20$0.91$57.59$59.411.54%
$60.00Jul 31$0.08$1.01$1.09$58.91$61.091.85%
$58.00Jul 31$1.10$0.09$1.19$56.81$59.192.02%
$60.50Jul 31$0.04$1.52$1.56$58.94$62.062.65%
$57.50Jul 31$1.56$0.05$1.61$55.89$59.112.73%
$59.50Aug 7$0.75$1.16$1.91$57.59$61.413.24%
$58.50Aug 7$1.25$0.77$2.02$56.48$60.523.43%
$59.00Aug 7$1.06$0.96$2.02$56.98$61.023.43%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 137 found (cheapest 0.15% of stock, avg 2.98%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.50$57.50Jul 31$0.04$0.05$0.09$57.41$60.59
$60.00$57.50Jul 31$0.08$0.05$0.13$57.37$60.13
$60.50$58.00Jul 31$0.04$0.09$0.13$57.87$60.63
$60.00$58.00Jul 31$0.08$0.09$0.17$57.83$60.17
$60.50$58.50Jul 31$0.04$0.20$0.24$58.26$60.74
$59.50$57.50Jul 31$0.21$0.05$0.26$57.24$59.76
$60.00$58.50Jul 31$0.08$0.20$0.28$58.22$60.28
$59.50$58.00Jul 31$0.21$0.09$0.30$57.70$59.80
$60.50$59.00Jul 31$0.04$0.34$0.38$58.62$60.88
$59.50$58.50Jul 31$0.21$0.20$0.41$58.09$59.91

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 90 found (best R:R 6.69, avg credit $0.48)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
59/6062/63Aug 28$0.87$0.136.69$59.13$62.87
59/6061/62Aug 28$0.86$0.146.14$59.14$61.86
54/5556/57Aug 28$0.78$0.223.55$54.22$56.78
56/5759/60Sep 4$0.39$0.113.55$56.61$59.39
57/5860/60Sep 4$0.39$0.113.55$57.11$59.89
52/5256/57Aug 28$0.77$0.233.35$51.73$56.77
57/5859/60Aug 14$0.38$0.123.17$57.12$59.38
58/5961/62Sep 4$0.38$0.123.17$58.62$61.38
56/5659/60Sep 4$0.37$0.132.85$56.13$59.37
56/5759/60Aug 14$0.36$0.142.57$56.64$59.36

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 54 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$64.00$65.00$66.00Aug 14$0.07$0.9313.29
$57.50$58.00$58.50Aug 14$0.05$0.459.00
$62.50$63.00$63.50Sep 4$0.05$0.459.00
$59.00$59.50$60.00Jul 31$0.06$0.447.33
$59.50$60.00$60.50Aug 21$0.06$0.447.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$56.00$56.50$57.00Aug 28$0.05$0.459.00
$57.00$57.50$58.00Sep 4$0.05$0.459.00
$56.50$57.00$57.50Aug 7$0.06$0.447.33
$56.00$56.50$57.00Aug 21$0.06$0.447.33
$53.00$53.50$54.00Aug 28$0.06$0.447.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 89 found (best net $-1.05, 80 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$54.001:2Aug 7-$1.10$2.90
$63.00$65.001:2Jul 31-$0.01$1.99
$62.00$64.001:2Aug 7-$0.02$1.98
$68.00$70.001:2Aug 21-$0.02$1.98
$64.00$66.001:2Sep 4-$0.06$1.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$70.00$65.001:2Aug 7-$1.05$3.95
$52.00$50.001:2Jul 31-$0.01$1.99
$50.50$48.501:2Aug 7-$0.05$1.95
$54.00$52.501:2Aug 7-$0.01$1.49
$52.00$50.501:2Aug 28-$0.10$1.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 46 found (best yield 3.38%, avg 1.16%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$59.00Sep 4$1.990.530.1%3.38%3.44%144
$59.00Aug 28$1.730.520.1%2.93%3.00%5377
$59.50Sep 4$1.720.490.9%2.92%3.83%2147
$59.00Aug 21$1.560.530.1%2.65%2.71%1.3K9.5K
$60.00Sep 4$1.500.451.8%2.54%4.31%2--
$59.50Aug 21$1.310.480.9%2.22%3.14%187604
$60.00Aug 28$1.300.441.8%2.20%3.97%15208
$60.00Aug 21$1.160.431.8%1.97%3.73%16.4K69.8K
$61.00Sep 4$1.150.373.5%1.95%5.41%11--
$59.00Aug 14$1.120.510.1%1.90%1.97%55224

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 65,732
Total Puts 46,780
Put/Call Ratio 0.71
Net Difference 18,952

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 594,623
Total Puts 405,678
Average Put/Call Ratio 0.76
Ratio Trend Falling

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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