Tour v533
XLE
State StreetEngySelSectSPDRETF
$67.25 -3.96%
$67.50 (+0.37%)🌙
as of 11/02 06:08 PM
◀ 11/2 18:08 ▶

Option Volume

Detail
ℹ
Current (11/02) 363,265
Calls: 166,291 (46%)
Puts: 196,974 (54%)
Prior (10/30) 203,234
Calls: 90,824 (45%)
Puts: 112,410 (55%)
Current vs Prior +78.74%
Calls: +83.09% (Calls)
Puts: +75.23% (Puts)
Prior 7-Day Total 1,397,245
Calls: 603,736 (43%)
Puts: 793,509 (57%)
Prior 7-Day Average 199,606
Calls: 86,248 (43%)
Puts: 113,358 (57%)
Current vs Prior 7-Day Avg +81.99%
Calls: +92.81%
Puts: +73.76%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/02) $46.33M
Calls: $26.02M (56%)
Puts: $20.31M (44%)
Prior (10/30) $30.13M
Calls: $22.64M (75%)
Puts: $7.50M (25%)
Current vs Prior +53.77%
Calls: +14.95%
Puts: +171.03%
Prior 7-Day Total $302.39M
Calls: $217.14M (72%)
Puts: $85.24M (28%)
Prior 7-Day Average $43.20M
Calls: $31.02M (72%)
Puts: $12.18M (28%)
Current vs Prior 7-Day Avg +7.26%
Calls: -16.12%
Puts: +66.82%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/02) 1.18
Prior (10/30) 1.24
Current vs Prior -4.29%
Prior 7-Day Average 1.49
Current vs Prior 7-Day Avg -20.32%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/02) 3,952,155
Calls: 1,418,820 (36%)
Puts: 2,533,335 (64%)
Prior (10/30) 3,992,833
Calls: 1,440,020 (36%)
Puts: 2,552,813 (64%)
Current vs Prior -1.02%
Prior 7-Day Total 23,145,118
Calls: 8,905,806 (38%)
Puts: 14,239,312 (62%)
Prior 7-Day Average 3,306,445
Calls: 1,272,258 (38%)
Puts: 2,034,187 (62%)
Current vs Prior 7-Day Avg +19.53%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/02) | Next (11/04)Expiry (11/06) | Next (11/13)Expiry (11/16) | Next (12/18)
Current 1.53% | 3.36%4.46% | 5.46%5.89% | 9.52%
Prior 2.70% | 3.70%1.04% | 3.94%6.17% | 8.14%
Current vs Prior +24.50% | +20.60%+327.87% | +38.45%-4.56% | +16.91%
Prior 7-Day Avg 2.50% | 3.73%2.48% | 3.78%6.11% | 9.57%
Current vs 7-Day Avg +34.42% | +19.45%+80.22% | +44.45%-3.57% | -0.52%
Prior 7-Day Eod 1.66% | 3.60%1.04% | 3.94%6.17% | 8.14%
Current vs 7-Day Eod +102.57% | +23.93%+327.87% | +38.45%-4.56% | +16.91%
Sentiment BEARISHBEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 53.98% | 7.33%
Calls: 60.34% | 8.40%
Puts: 47.62% | 6.25%
Prior 34.12% | 14.55%
Calls: 23.08% | 11.54%
Puts: 45.16% | 17.57%
Current vs Prior +58.21% | -49.62%
Prior 7-Day Avg 24.70% | 10.67%
Calls: 19.55% | 8.93%
Puts: 26.00% | 14.04%
Current vs 7-Day Avg +118.53% | -31.31%
Liquidity Expensive
+
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🤖 AI Insights

Elevated premium activity with dollar volume up 54% vs prior. Above-average activity with volume up 79% vs prior. Volume explosion - 82% above 7-day average (363,265 vs avg 199,606). Slightly bearish P/C ratio of 1.18.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 1 of results (avg 4.0%, best 4.0%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$64.00Nov 200.720.75$0.744.1%13.2K0.2323.4K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.53, cheapest $0.32)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$69.00Nov 40.300.34$0.3212.5%9650.25284
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$64.00Nov 200.720.75$0.744.1%13.2K0.2323.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 160 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$54.00Nov 411.3516.00$13.6834.0%81.001
$58.00Nov 47.7011.65$9.6840.8%11.00--
$54.00Nov 613.1014.65$13.8811.2%21.00--
$55.00Nov 610.5515.00$12.7834.8%51.00--
$56.00Nov 69.6513.40$11.5332.5%51.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$69.00Nov 20.621.97$1.30103.8%6141.00625
$70.00Nov 21.483.55$2.5182.5%791.0082
$71.00Nov 21.645.85$3.74112.6%171.0077
$72.00Nov 24.204.95$4.5816.4%81.0045
$73.00Nov 24.256.85$5.5546.8%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 387 active (total vol 251.9K, top 33.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Nov 200.851.13$0.9928.3%33.7K0.3465.0K
$70.00Nov 60.260.61$0.4479.5%3.2K0.231.4K
$69.00Nov 20.000.01$0.01100.0%2.5K0.02599
$71.00Nov 200.540.80$0.6738.8%2.5K0.269.8K
$75.00Nov 200.020.60$0.31187.1%1.9K0.1215.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Nov 200.861.15$1.0029.0%25.2K0.2911.2K
$68.00Nov 20.240.95$0.60118.3%23.5K0.9820.6K
$66.00Nov 40.200.70$0.45111.1%15.9K0.28447
$64.00Nov 200.720.75$0.744.1%13.2K0.2323.4K
$66.00Nov 60.490.85$0.6753.7%11.7K0.322.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 204.9%, max 2329.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$67.50Nov 6Dec 1144.0%21.5%104.5%61562
$70.50Nov 6Dec 1146.8%25.7%82.4%1.5K1.2K
$68.50Nov 6Dec 1144.4%31.5%40.9%4481.0K
$66.50Nov 6Nov 2745.9%33.1%38.7%50530
$64.50Nov 6Nov 2047.8%35.0%36.4%1259
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$65.00Nov 2Dec 11734.6%30.2%2329.3%84822
$67.50Nov 6Dec 1144.0%21.5%104.5%6891.5K
$70.50Nov 6Dec 446.8%25.8%81.3%--69
$66.50Nov 6Dec 1145.9%31.3%46.7%1.1K2.3K
$69.50Nov 6Dec 443.5%29.8%45.9%55580

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 130 found (best R:R 24.00, avg 3.31)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$75.00$80.00Dec 11$0.20$4.80$0.2024%24.00$75.20
$68.00$71.00Nov 16$0.53$2.47$0.5356%4.66$68.53
$72.00$75.00Nov 16$0.13$2.87$0.1332%22.08$72.13
$59.00$60.00Nov 2$0.40$0.60$0.4099%1.50$59.40
$66.00$67.00Nov 16$0.17$0.83$0.1769%4.88$66.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$67.00$63.00Nov 16$0.58$3.42$0.5841%5.90$66.42
$73.00$72.00Nov 27$0.53$0.47$0.5390%0.89$72.47
$69.00$68.00Nov 9$0.27$0.73$0.2765%2.70$68.73
$72.00$71.00Nov 20$0.58$0.42$0.5882%0.72$71.42
$70.00$69.50Nov 6$0.20$0.30$0.2077%1.50$69.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 103 found (best R:R 4.00, avg 0.68)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$70.00$71.00Nov 27$0.80$0.80$0.2060%4.00$70.80
$69.00$70.00Nov 11$0.72$0.72$0.2862%2.57$69.72
$79.00$80.00Nov 20$0.45$0.45$0.5586%0.82$79.45
$74.00$75.00Nov 11$0.36$0.36$0.6484%0.56$74.36
$72.50$73.00Nov 27$0.33$0.33$0.1776%1.94$72.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$65.00$64.00Nov 2$0.53$0.53$0.4776%1.13$64.47
$58.50$58.00Nov 6$0.37$0.37$0.1390%2.85$58.13
$57.00$56.50Nov 6$0.29$0.29$0.2192%1.38$56.71
$62.00$61.50Nov 20$0.28$0.28$0.2285%1.27$61.72
$65.50$65.00Nov 13$0.36$0.36$0.1468%2.57$65.14

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.51, cheapest $0.47)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$67.50Nov 6Nov 13$0.5244.0%37.5%
$68.50Nov 6Nov 13$0.6644.4%41.2%
$66.50Nov 6Nov 13$0.3545.9%45.3%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$67.50Nov 6Nov 13$0.4744.0%37.5%
$68.50Nov 6Nov 13$0.2544.4%41.2%
$66.50Nov 6Nov 13$0.8045.9%45.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 116 found (cheapest 0.65% of stock, avg 6.26%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$67.00Nov 2$0.43$0.01$0.44$66.56$67.440.65%
$68.00Nov 2$0.01$0.60$0.61$67.39$68.610.91%
$69.00Nov 2$0.01$1.30$1.31$67.69$70.311.95%
$66.00Nov 2$1.47$0.01$1.48$64.52$67.482.20%
$68.00Nov 4$0.60$1.05$1.65$66.35$69.652.45%
$67.00Nov 4$1.21$0.75$1.96$65.04$68.962.91%
$69.00Nov 4$0.32$1.87$2.19$66.81$71.193.26%
$68.00Nov 6$0.95$1.38$2.33$65.67$70.333.46%
$67.50Nov 6$1.18$1.25$2.43$65.07$69.933.61%
$68.00Nov 9$0.97$1.53$2.50$65.50$70.503.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 234 found (cheapest 0.33% of stock, avg 3.51%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$73.00$64.00Nov 4$0.13$0.09$0.22$63.78$73.22
$72.00$64.00Nov 4$0.14$0.09$0.23$63.77$72.23
$70.00$64.00Nov 4$0.14$0.09$0.23$63.77$70.23
$70.00$65.00Nov 4$0.14$0.21$0.35$64.65$70.35
$73.00$59.00Nov 4$0.13$0.23$0.36$58.64$73.36
$73.00$65.00Nov 4$0.13$0.21$0.34$64.66$73.34
$72.00$65.00Nov 4$0.14$0.21$0.35$64.65$72.35
$72.00$59.00Nov 4$0.14$0.23$0.37$58.63$72.37
$70.00$59.00Nov 4$0.14$0.23$0.37$58.63$70.37
$75.00$63.00Nov 9$0.16$0.26$0.42$62.58$75.42

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 128 found (best R:R 6.69, avg credit $0.44)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
59/6074/75Dec 4$0.87$0.1364%6.69$58.63$74.87
64/6474/75Nov 27$1.20$0.3053%4.00$62.80$74.70
62/6279/80Nov 20$0.73$0.2771%2.70$61.27$79.73
64/6474/75Dec 4$0.87$0.1354%6.69$63.13$74.87
57/5879/80Nov 20$0.61$0.3979%1.56$57.39$79.61
55/5679/80Nov 20$0.59$0.4180%1.44$55.41$79.59
61/6274/75Dec 4$0.75$0.2561%3.00$60.75$74.75
62/6279/80Nov 20$0.68$0.3267%2.12$61.82$79.68
56/5774/74Nov 6$0.39$0.1185%3.55$56.61$73.89
58/5974/74Dec 4$0.67$0.3364%2.03$58.33$74.17

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 115 found (best R:R 8.09, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$67.00$68.00$69.00Nov 2$0.42$0.5894%1.38
$66.00$67.00$68.00Nov 2$0.62$0.3894%0.61
$68.00$69.00$70.00Nov 4$0.10$0.9027%9.00
$70.00$71.00$72.00Nov 9$0.12$0.8821%7.33
$69.00$70.00$71.00Nov 4$0.11$0.8918%8.09
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$67.00$68.00$69.00Nov 2$0.11$0.8996%8.09
$66.00$67.00$68.00Nov 2$0.59$0.4196%0.69
$65.00$66.00$67.00Nov 4$0.06$0.9426%15.67
$66.00$67.00$68.00Nov 9$0.09$0.9123%10.11
$63.00$64.00$65.00Nov 4$0.07$0.9312%13.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 144 found (best net $-0.80, 113 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$68.00$71.001:2Nov 16-$0.82$2.18
$67.00$68.001:2Nov 9-$0.07$0.93
$65.00$67.001:2Nov 9-$0.96$1.04
$70.00$71.001:2Nov 27-$0.14$0.86
$75.00$80.001:2Dec 11-$0.74$4.26
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$74.00$71.001:2Nov 6-$0.80$2.20
$80.00$75.001:2Nov 6-$3.02$1.98
$70.00$69.001:2Nov 2-$0.09$0.91
$69.00$68.001:2Nov 4-$0.23$0.77
$67.00$63.001:2Nov 16-$0.69$3.31

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 61 found (best yield 2.87%, avg 0.84%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$69.00Dec 11$1.930.452.6%2.87%5.47%189--
$73.00Dec 11$0.680.328.6%1.01%9.56%6521
$67.50Nov 27$2.100.560.4%3.12%3.49%5111
$69.00Dec 4$1.200.482.6%1.78%4.39%11462
$72.00Dec 4$0.500.317.1%0.74%7.81%100177
$70.00Nov 27$0.810.404.1%1.20%5.29%404470
$68.00Nov 27$1.490.521.1%2.22%3.33%88410
$69.50Nov 20$1.010.383.4%1.50%4.85%2933.8K
$71.50Dec 4$0.530.306.3%0.79%7.11%468166
$70.00Nov 20$0.850.344.1%1.26%5.35%33.7K65.0K

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 166,291
Total Puts 196,974
Put/Call Ratio 1.18
Net Difference -30,683

Prior's Put/Call Breakdown

Total Calls 90,824
Total Puts 112,410
Put/Call Ratio 1.24
Net Difference -21,586

Prior 7-Day Put/Call Summary

Total Calls 603,736
Total Puts 793,509
Average Put/Call Ratio 1.49
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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