Tour v533
XLE
State StreetEngySelSectSPDRETF
$66.68 -0.85%
$66.66 (-0.03%)🌙
as of 11/03 06:12 PM
◀ 11/3 18:12 ▶

Option Volume

Detail
ℹ
Current (11/03) 175,488
Calls: 105,534 (60%)
Puts: 69,954 (40%)
Prior (11/02) 363,265
Calls: 166,291 (46%)
Puts: 196,974 (54%)
Current vs Prior -51.69%
Calls: -36.54% (Calls)
Puts: -64.49% (Puts)
Prior 7-Day Total 1,191,785
Calls: 491,882 (41%)
Puts: 699,903 (59%)
Prior 7-Day Average 198,630
Calls: 70,268 (41%)
Puts: 99,986 (59%)
Current vs Prior 7-Day Avg -11.65%
Calls: +50.19%
Puts: -30.04%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/03) $23.13M
Calls: $15.40M (67%)
Puts: $7.73M (33%)
Prior (11/02) $46.33M
Calls: $26.02M (56%)
Puts: $20.31M (44%)
Current vs Prior -50.07%
Calls: -40.80%
Puts: -61.94%
Prior 7-Day Total $238.13M
Calls: $160.41M (67%)
Puts: $77.71M (33%)
Prior 7-Day Average $39.69M
Calls: $22.92M (67%)
Puts: $11.10M (33%)
Current vs Prior 7-Day Avg -41.71%
Calls: -32.79%
Puts: -30.35%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/03) 0.66
Prior (11/02) 1.18
Current vs Prior -44.04%
Prior 7-Day Average 1.58
Current vs Prior 7-Day Avg -58.01%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/03) 2,109,034
Calls: 928,005 (44%)
Puts: 1,181,029 (56%)
Prior (11/02) 3,952,155
Calls: 1,418,820 (36%)
Puts: 2,533,335 (64%)
Current vs Prior -46.64%
Prior 7-Day Total 19,327,302
Calls: 7,456,430 (39%)
Puts: 11,870,872 (61%)
Prior 7-Day Average 3,221,217
Calls: 1,242,738 (39%)
Puts: 1,978,478 (61%)
Current vs Prior 7-Day Avg -34.53%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/04) | Next (11/06)Expiry (11/06) | Next (11/13)Expiry (11/16) | Next (12/18)
Current 2.68% | 3.45%3.45% | 4.99%5.74% | 9.28%
Prior 3.36% | 4.46%4.46% | 5.46%5.89% | 9.52%
Current vs Prior -20.12% | -22.68%-22.68% | -8.49%-2.46% | -2.45%
Prior 7-Day Avg 2.61% | 3.90%3.10% | 4.11%5.96% | 9.57%
Current vs 7-Day Avg +2.83% | -11.64%+11.32% | +21.56%-3.67% | -3.03%
Prior 7-Day Eod 3.36% | 4.46%4.46% | 5.46%5.89% | 9.52%
Current vs 7-Day Eod -20.12% | -22.68%-22.68% | -8.49%-2.46% | -2.45%
Sentiment BULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 16.39% | 7.83%
Calls: 17.50% | 8.94%
Puts: 15.28% | 6.73%
Prior 53.98% | 7.33%
Calls: 60.34% | 8.40%
Puts: 47.62% | 6.25%
Current vs Prior -69.64% | +6.82%
Prior 7-Day Avg 27.20% | 9.22%
Calls: 21.27% | 8.46%
Puts: 33.14% | 9.98%
Current vs 7-Day Avg -39.75% | -15.08%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($15.40M). Light premium activity with dollar volume down 50% vs prior. Below-average activity with volume down 52% vs prior. Bullish P/C ratio of 0.66.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 16 of results (avg 7.9%, best 4.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$54.00Dec 1813.0013.60$13.304.5%40.9815.3K
$57.50Dec 189.6510.25$9.956.0%10.93--
$56.00Nov 610.5511.30$10.936.9%281.005
$56.00Nov 410.3511.10$10.737.0%251.001
$55.00Nov 2011.5012.35$11.937.1%50.99--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Dec 184.354.65$4.506.7%1600.652.7K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.66, cheapest $0.71)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$68.00Nov 90.650.76$0.7115.5%8460.35103
$70.00Nov 200.600.72$0.6618.2%4.7K0.2665.8K
$71.00Nov 270.600.70$0.6515.4%9090.23637
$75.00Dec 180.450.49$0.478.5%9540.1435.8K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$64.00Nov 200.730.89$0.8119.8%7110.2619.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 140 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$54.00Nov 412.2013.55$12.8810.5%171.008
$55.00Nov 411.3012.45$11.889.7%31.002
$54.00Nov 612.5513.85$13.209.8%51.001
$56.00Nov 410.3511.10$10.737.0%251.001
$55.00Nov 611.3512.25$11.807.6%261.003
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Nov 43.053.70$3.3819.2%491.00128
$75.00Nov 47.759.05$8.4015.5%11.00--
$76.00Nov 47.4010.85$9.1337.8%11.00--
$77.00Nov 49.7011.55$10.6317.4%11.00--
$74.00Nov 65.1010.00$7.5564.9%21.001

Most actively traded options today. High liquidity = easy entry/exit. 400 active (total vol 155.9K, top 18.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Dec 181.421.76$1.5921.4%18.3K0.3513.9K
$68.00Nov 201.181.44$1.3119.8%16.5K0.4214.6K
$69.00Nov 200.791.08$0.9430.9%10.7K0.335.3K
$70.00Nov 200.600.72$0.6618.2%4.7K0.2665.8K
$67.00Nov 60.801.09$0.9530.5%4.0K0.48555
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$59.00Dec 180.340.49$0.4235.7%7.7K0.1117.2K
$65.00Dec 181.591.94$1.7719.8%7.5K0.3761.6K
$66.00Nov 40.210.38$0.3056.7%6.5K0.3015.2K
$61.00Dec 180.560.77$0.6731.3%3.6K0.175.7K
$62.50Nov 200.360.57$0.4744.7%3.3K0.17367

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 48.9%, max 93.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$66.00Nov 4Dec 1846.8%27.7%69.3%1133.4K
$67.00Nov 4Dec 1146.1%28.4%62.5%3.3K58
$66.50Nov 6Dec 1142.9%27.2%57.6%78465
$67.50Nov 6Dec 1843.1%30.3%42.6%70232.7K
$65.50Nov 6Nov 2742.5%30.1%41.4%17225
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$65.00Nov 4Dec 1854.4%28.1%93.7%8.3K62.8K
$66.00Nov 4Dec 1846.8%27.7%69.3%7.5K20.2K
$67.00Nov 4Dec 1146.1%28.4%62.5%477753
$65.50Nov 6Dec 442.5%26.3%61.8%1.1K1.2K
$66.50Nov 6Dec 1142.9%27.2%57.6%1.3K2.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 181 found (best R:R 4.88, avg 2.51)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$65.00$66.00Dec 4$0.15$0.85$0.1564%5.67$65.15
$60.00$61.00Nov 20$0.52$0.48$0.5292%0.92$60.52
$56.00$57.00Nov 4$0.66$0.34$0.66100%0.52$56.66
$63.00$64.00Nov 27$0.46$0.54$0.4679%1.17$63.46
$62.00$63.00Nov 27$0.57$0.43$0.5784%0.75$62.57
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$70.00$69.00Nov 13$0.17$0.83$0.1780%4.88$69.83
$66.00$65.00Dec 11$0.21$0.79$0.2143%3.76$65.79
$68.00$67.50Dec 4$0.12$0.38$0.1257%3.17$67.88
$69.00$68.00Nov 9$0.62$0.38$0.6279%0.61$68.38
$67.00$66.50Dec 4$0.13$0.37$0.1350%2.85$66.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 122 found (best R:R 1.14, avg 0.56)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$67.00$70.00Nov 18$1.60$1.60$1.4045%1.14$68.60
$69.00$70.00Nov 16$0.43$0.43$0.5769%0.75$69.43
$72.00$72.50Dec 11$0.26$0.26$0.2474%1.08$72.26
$67.00$68.00Nov 16$0.57$0.57$0.4352%1.33$67.57
$70.50$71.00Dec 4$0.27$0.27$0.2371%1.17$70.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$64.00$62.00Nov 18$0.75$0.75$1.2570%0.60$63.25
$63.00$62.00Dec 11$0.42$0.42$0.5874%0.72$62.58
$66.00$65.50Dec 4$0.38$0.38$0.1256%3.17$65.62
$64.00$62.50Dec 18$0.50$0.50$1.0068%0.50$63.50
$64.50$64.00Dec 11$0.27$0.27$0.2366%1.17$64.23

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.47, cheapest $0.33)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$66.50Nov 6Nov 13$0.5242.9%32.2%
$67.50Nov 6Nov 13$0.6843.1%37.7%
$67.00Nov 4Nov 6$0.4246.1%43.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$66.50Nov 6Nov 13$0.3342.9%32.2%
$67.50Nov 6Nov 13$0.4843.1%37.7%
$67.00Nov 4Nov 6$0.4046.1%43.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 107 found (cheapest 1.84% of stock, avg 5.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$67.00Nov 4$0.53$0.70$1.23$65.77$68.231.84%
$66.00Nov 4$1.09$0.30$1.39$64.61$67.392.08%
$68.00Nov 4$0.16$1.35$1.51$66.49$69.512.26%
$65.00Nov 4$1.85$0.15$2.00$63.00$67.003.00%
$67.00Nov 6$0.95$1.10$2.05$64.95$69.053.07%
$66.50Nov 6$1.20$0.88$2.08$64.42$68.583.12%
$67.50Nov 6$0.72$1.40$2.12$65.38$69.623.18%
$68.00Nov 6$0.46$1.67$2.13$65.87$70.133.19%
$66.00Nov 6$1.49$0.67$2.16$63.84$68.163.24%
$67.00Nov 9$1.05$1.22$2.27$64.73$69.273.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 263 found (cheapest 0.31% of stock, avg 3.23%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$71.00$61.00Nov 9$0.07$0.14$0.21$60.79$71.21
$71.00$63.00Nov 9$0.07$0.16$0.23$62.77$71.23
$69.00$65.00Nov 4$0.09$0.15$0.24$64.76$69.24
$71.00$65.00Nov 4$0.12$0.15$0.27$64.73$71.27
$68.00$65.00Nov 4$0.16$0.15$0.31$64.69$68.31
$71.00$62.00Nov 11$0.17$0.17$0.34$61.66$71.34
$70.00$61.00Nov 9$0.19$0.14$0.33$60.67$70.33
$70.00$63.00Nov 9$0.19$0.16$0.35$62.65$70.35
$71.00$64.00Nov 9$0.07$0.26$0.33$63.67$71.33
$70.00$64.00Nov 9$0.19$0.26$0.45$63.55$70.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 114 found (best R:R 2.13, avg credit $0.35)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
62/6372/72Dec 11$0.68$0.3248%2.13$62.32$72.68
61/6270/71Dec 4$0.38$0.1253%3.17$61.12$70.88
58/5972/72Nov 27$0.28$0.2273%1.27$58.72$72.28
61/6270/70Dec 4$0.37$0.1349%2.85$61.13$70.37
64/6570/70Nov 13$0.36$0.1446%2.57$64.64$70.36
63/6470/70Dec 4$0.39$0.1140%3.55$63.11$70.39
64/6472/72Nov 27$0.32$0.1854%1.78$63.68$72.32
62/6372/73Dec 11$0.56$0.4453%1.27$62.44$73.06
63/6472/72Nov 27$0.30$0.2057%1.50$63.20$72.30
64/6470/70Nov 13$0.33$0.1751%1.94$64.17$70.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 123 found (best R:R 4.26, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$66.00$67.00$68.00Nov 4$0.19$0.8150%4.26
$65.00$66.00$67.00Nov 4$0.20$0.8039%4.00
$66.00$67.50$69.00Dec 18$0.11$1.3917%12.64
$65.00$66.00$67.00Nov 16$0.08$0.9219%11.50
$66.00$67.00$68.00Nov 9$0.16$0.8426%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$66.00$67.00$68.00Nov 4$0.25$0.7556%3.00
$65.00$66.00$67.00Nov 9$0.07$0.9327%13.29
$64.00$65.00$66.00Nov 11$0.07$0.9319%13.29
$63.00$64.00$65.00Nov 9$0.07$0.9315%13.29
$65.00$66.00$67.00Nov 4$0.25$0.7540%3.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 162 found (best net $-0.29, 148 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$61.00$64.001:2Nov 4-$0.29$2.71
$55.00$60.001:2Nov 20-$2.37$2.63
$65.00$66.001:2Nov 4-$0.33$0.67
$72.50$75.001:2Dec 18-$0.08$2.42
$68.00$69.001:2Nov 11-$0.09$0.91
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$74.00$71.001:2Nov 6-$0.85$2.15
$74.00$71.001:2Nov 4-$1.21$1.79
$69.00$68.001:2Nov 4-$0.44$0.56
$65.00$63.001:2Nov 16-$0.01$1.99
$66.00$65.001:2Nov 9-$0.07$0.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 94 found (best yield 3.60%, avg 1.11%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$67.50Dec 18$2.400.491.2%3.60%4.83%28632.1K
$69.00Dec 18$1.710.403.5%2.56%6.04%1.2K16.8K
$70.00Dec 18$1.420.355.0%2.13%7.11%18.3K13.9K
$67.50Dec 11$2.140.481.2%3.21%4.44%881
$67.00Dec 11$2.320.510.5%3.48%3.96%22
$68.50Dec 11$1.710.422.7%2.56%5.29%12358
$69.00Dec 11$1.520.393.5%2.28%5.76%11660
$68.00Dec 11$1.790.452.0%2.68%4.66%1686
$71.00Dec 18$1.040.306.5%1.56%8.04%2769.2K
$67.00Dec 4$2.150.500.5%3.22%3.70%4320

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 105,534
Total Puts 69,954
Put/Call Ratio 0.66
Net Difference 35,580

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 491,882
Total Puts 699,903
Average Put/Call Ratio 1.58
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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