Tour v533
XLE
State StreetEngySelSectSPDRETF
$67.63 -3.41%
◀ 11/2 15:06 ▶

Option Volume

Detail
ℹ
Current (11/02 3:05pm) 296,162
Calls: 128,817 (43%)
Puts: 167,345 (57%)
Prior (10/30) 147,468
Calls: 75,949 (52%)
Puts: 71,519 (48%)
Current vs Prior +100.83%
Calls: +69.61% (Calls)
Puts: +133.99% (Puts)
Prior 7-Day Total 1,066,240
Calls: 462,947 (43%)
Puts: 603,293 (57%)
Prior 7-Day Average 152,320
Calls: 66,135 (43%)
Puts: 86,184 (57%)
Current vs Prior 7-Day Avg +94.43%
Calls: +94.78%
Puts: +94.17%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/02 3:05pm) $38.23M
Calls: $21.50M (56%)
Puts: $16.73M (44%)
Prior (10/30) $24.21M
Calls: $17.68M (73%)
Puts: $6.52M (27%)
Current vs Prior +57.94%
Calls: +21.56%
Puts: +156.58%
Prior 7-Day Total $189.80M
Calls: $136.67M (72%)
Puts: $53.13M (28%)
Prior 7-Day Average $27.11M
Calls: $19.52M (72%)
Puts: $7.59M (28%)
Current vs Prior 7-Day Avg +41.00%
Calls: +10.11%
Puts: +120.47%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/02 3:05pm) 1.30
Prior (10/30) 0.94
Current vs Prior +37.96%
Prior 7-Day Average 1.49
Current vs Prior 7-Day Avg -12.54%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/02 3:05pm) 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 26,791,694
Calls: 10,017,196 (37%)
Puts: 16,774,498 (63%)
Prior 7-Day Average 3,827,384
Calls: 1,431,028 (37%)
Puts: 2,396,356 (63%)
Current vs Prior 7-Day Avg +3.26%
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 1.55% | 3.59%3.99% | 5.32%6.76% | 9.69%
Prior 1.72% | 2.78%1.72% | 3.76%5.76% | 9.10%
Current vs Prior -9.95% | +29.43%+131.56% | +41.76%+17.38% | +6.40%
Prior 7-Day Avg 1.77% | 2.72%2.24% | 4.11%4.52% | 8.30%
Current vs 7-Day Avg -12.42% | +32.08%+78.16% | +29.46%+49.66% | +16.71%
Prior 7-Day Eod 1.72% | 2.78%1.04% | 3.94%6.17% | 8.14%
Current vs 7-Day Eod -9.95% | +29.43%+282.92% | +35.05%+9.53% | +18.97%
Sentiment BULLISHBEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 53.98% | 7.33%
Calls: 60.34% | 8.40%
Puts: 47.62% | 6.25%
Prior 8.98% | 10.44%
Calls: 6.85% | 7.61%
Puts: 11.11% | 13.27%
Current vs Prior +501.11% | -29.79%
Prior 7-Day Avg 23.16% | 10.79%
Calls: 20.23% | 8.63%
Puts: 26.10% | 12.95%
Current vs 7-Day Avg +133.06% | -32.08%
Liquidity Expensive
+
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🤖 AI Insights

Elevated premium activity with dollar volume up 58% vs prior. Unusually high activity with volume up 101% vs prior - elevated interest. Volume explosion - 94% above 7-day average (296,162 vs avg 152,320). Bearish P/C ratio of 1.30 indicates protective positioning.

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 BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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 144 of results (avg 6.4%, best 1.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$68.50Nov 271.881.90$1.891.1%2660.46241
$69.00Nov 131.081.10$1.091.8%2490.39697
$68.50Dec 112.392.44$2.422.1%1280.473
$69.00Dec 112.162.21$2.192.3%1300.45--
$69.50Dec 41.721.76$1.742.3%740.41207
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.50Dec 42.242.31$2.283.1%990.47129
$66.00Nov 201.271.31$1.293.1%1.4K0.365.3K
$67.00Nov 60.910.94$0.933.2%5680.413.4K
$63.50Dec 40.890.92$0.913.3%80.2363
$66.00Nov 60.590.61$0.603.3%11.6K0.292.4K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 87 found (avg $0.51, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$71.00Nov 40.070.08$0.0812.5%2640.07460
$70.00Nov 40.160.17$0.175.9%1.7K0.152.1K
$69.00Nov 40.360.40$0.3810.5%8220.28284
$72.00Nov 60.100.11$0.119.1%7790.081.5K
$72.50Nov 60.080.09$0.0911.1%2040.071.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Nov 40.190.21$0.2010.0%6030.15866
$66.00Nov 40.370.40$0.397.7%14.7K0.25447
$63.00Nov 60.120.14$0.1315.4%1260.08383
$63.50Nov 60.160.19$0.1816.7%650.10494
$67.00Nov 40.650.70$0.687.4%6340.39340

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 152 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Nov 212.2513.45$12.859.3%181.008
$56.00Nov 211.2512.55$11.9010.9%211.008
$57.00Nov 210.2511.65$10.9512.8%161.001
$58.00Nov 29.2510.80$10.0315.5%211.001
$59.00Nov 28.259.85$9.0517.7%131.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Nov 66.309.30$7.8038.5%11.0010
$80.00Nov 611.2514.25$12.7523.5%61.00--
$79.00Nov 210.2512.70$11.4821.3%270.99--
$80.00Nov 211.2513.70$12.4819.6%280.99--
$81.00Nov 212.2514.70$13.4818.2%150.99--

Most actively traded options today. High liquidity = easy entry/exit. 372 active (total vol 215.9K, top 23.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Nov 201.041.08$1.063.8%23.5K0.3365.0K
$70.00Nov 60.350.37$0.365.6%3.1K0.221.4K
$71.00Nov 200.740.78$0.765.3%2.5K0.269.8K
$69.00Nov 20.000.02$0.01200.0%2.4K0.04599
$75.00Nov 200.170.18$0.185.6%1.9K0.0815.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Nov 200.971.02$1.005.0%23.3K0.2911.2K
$68.00Nov 20.320.52$0.4247.6%17.2K0.9520.6K
$66.00Nov 40.370.40$0.397.7%14.7K0.25447
$64.00Nov 200.720.77$0.756.7%11.9K0.2323.4K
$66.00Nov 60.590.61$0.603.3%11.6K0.292.4K

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 36.9%, max 50.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$65.50Nov 6Nov 2745.3%31.5%43.5%21227
$66.50Nov 6Nov 2744.0%30.7%43.4%50530
$67.50Nov 6Nov 2742.3%30.0%40.9%48673
$68.50Nov 6Dec 1142.5%31.6%34.4%3901.0K
$64.50Nov 6Nov 2047.0%35.4%32.9%--259
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$65.50Nov 6Dec 1145.3%30.0%50.9%5561.1K
$64.50Nov 6Dec 1147.0%31.2%50.6%4088.8K
$66.50Nov 6Dec 1144.0%29.6%48.6%1.0K2.3K
$67.50Nov 6Dec 1142.3%29.7%42.1%6521.5K
$68.50Nov 6Dec 1142.5%31.6%34.4%2531.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 190 found (best R:R 2.33, avg 2.43)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$60.00$60.50Nov 6$0.15$0.35$0.1599%2.33$60.15
$65.00$65.50Nov 6$0.20$0.30$0.2080%1.50$65.20
$64.00$64.50Nov 20$0.20$0.30$0.2077%1.50$64.20
$66.00$66.50Nov 20$0.16$0.34$0.1664%2.13$66.16
$62.50$63.00Nov 6$0.32$0.18$0.3294%0.56$62.82
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$72.50$72.00Nov 20$0.23$0.27$0.2382%1.17$72.27
$72.00$71.00Nov 20$0.62$0.38$0.6280%0.61$71.38
$70.50$70.00Dec 4$0.18$0.32$0.1866%1.78$70.32
$70.00$69.50Nov 20$0.22$0.28$0.2267%1.27$69.78
$70.00$69.50Dec 4$0.20$0.30$0.2062%1.50$69.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 134 found (best R:R 2.85, avg 0.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$79.00$80.00Nov 20$0.40$0.40$0.6088%0.67$79.40
$71.00$75.00Nov 16$0.61$0.61$3.3975%0.18$71.61
$75.00$80.00Dec 4$0.38$0.38$4.6285%0.08$75.38
$74.00$75.00Nov 11$0.21$0.21$0.7987%0.27$74.21
$68.50$69.00Dec 4$0.33$0.33$0.1753%1.94$68.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$58.50$58.00Nov 6$0.37$0.37$0.1390%2.85$58.13
$60.50$60.00Nov 13$0.27$0.27$0.2388%1.17$60.23
$59.00$58.50Nov 13$0.20$0.20$0.3089%0.67$58.80
$59.50$59.00Dec 4$0.17$0.17$0.3390%0.52$59.33
$65.00$64.00Nov 2$0.16$0.16$0.8486%0.19$64.84

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.43, cheapest $0.40)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$66.50Nov 6Nov 13$0.4344.0%35.8%
$67.50Nov 6Nov 13$0.4842.3%34.6%
$68.50Nov 6Nov 13$0.4842.5%36.1%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$66.50Nov 6Nov 13$0.4044.0%35.8%
$67.50Nov 6Nov 13$0.4142.3%34.6%
$68.50Nov 6Nov 13$0.4142.5%36.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 114 found (cheapest 0.64% of stock, avg 6.37%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$68.00Nov 2$0.01$0.42$0.43$67.57$68.430.64%
$67.00Nov 2$0.63$0.02$0.65$66.35$67.650.96%
$69.00Nov 2$0.01$1.39$1.40$67.60$70.402.07%
$66.00Nov 2$1.59$0.01$1.60$64.40$67.602.37%
$68.00Nov 4$0.77$1.12$1.89$66.11$69.892.79%
$67.00Nov 4$1.31$0.68$1.99$65.01$68.992.94%
$69.00Nov 4$0.38$1.76$2.14$66.86$71.143.16%
$70.00Nov 2$0.01$2.40$2.41$67.59$72.413.56%
$67.50Nov 6$1.30$1.14$2.44$65.06$69.943.61%
$68.00Nov 6$1.05$1.40$2.45$65.55$70.453.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 223 found (cheapest 0.25% of stock, avg 3.50%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$72.00$64.00Nov 4$0.07$0.10$0.17$63.83$72.17
$71.00$64.00Nov 4$0.08$0.10$0.18$63.82$71.18
$70.00$64.00Nov 4$0.17$0.10$0.27$63.73$70.27
$72.00$65.00Nov 4$0.07$0.20$0.27$64.73$72.27
$71.00$65.00Nov 4$0.08$0.20$0.28$64.72$71.28
$70.00$65.00Nov 4$0.17$0.20$0.37$64.63$70.37
$72.00$63.00Nov 9$0.16$0.21$0.37$62.63$72.37
$72.00$64.00Nov 9$0.16$0.29$0.45$63.55$72.45
$72.00$63.00Nov 11$0.29$0.25$0.54$62.46$72.54
$71.00$63.00Nov 9$0.31$0.21$0.52$62.48$71.52

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 161 found (best R:R 1.00, avg credit $0.32)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
59/6079/80Nov 20$0.50$0.5081%1.00$59.50$79.50
62/6379/80Nov 20$0.50$0.5070%1.00$62.50$79.50
60/6070/71Nov 13$0.38$0.1263%3.17$60.12$70.88
64/6479/80Nov 20$0.51$0.4965%1.04$63.49$79.51
64/6479/80Nov 20$0.53$0.4762%1.13$63.97$79.53
58/5970/70Nov 13$0.37$0.1355%2.85$58.63$69.87
59/6072/73Dec 4$0.31$0.1966%1.63$59.19$72.81
59/6073/74Nov 6$0.24$0.2679%0.92$59.26$73.24
60/6071/72Nov 13$0.47$0.5367%0.89$60.03$71.47
58/5970/71Nov 13$0.31$0.1964%1.63$58.69$70.81

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 105 found (best R:R 1.94, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$66.00$67.00$68.00Nov 2$0.34$0.6695%1.94
$67.00$68.00$69.00Nov 2$0.62$0.3890%0.61
$67.00$68.00$69.00Nov 4$0.15$0.8533%5.67
$67.00$68.00$69.00Nov 9$0.09$0.9124%10.11
$67.00$68.00$69.00Nov 11$0.10$0.9021%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$66.00$67.00$68.00Nov 2$0.39$0.6193%1.56
$67.00$68.00$69.00Nov 2$0.57$0.4389%0.75
$66.00$67.00$68.00Nov 9$0.09$0.9123%10.11
$65.00$66.00$67.00Nov 4$0.10$0.9024%9.00
$68.00$69.00$70.00Nov 9$0.09$0.9122%10.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 147 found (best net $-0.38, 125 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$67.00$68.001:2Nov 4-$0.23$0.77
$69.00$70.001:2Nov 9-$0.20$0.80
$73.50$75.001:2Nov 27-$0.10$1.40
$68.00$69.001:2Nov 9-$0.33$0.67
$71.00$72.001:2Nov 13-$0.10$0.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$74.00$71.001:2Nov 6-$0.38$2.62
$80.00$75.001:2Nov 6-$2.85$2.15
$70.00$69.001:2Nov 2-$0.38$0.62
$68.00$67.001:2Nov 4-$0.24$0.76
$67.00$66.001:2Nov 4-$0.10$0.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 92 found (best yield 3.53%, avg 1.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$68.50Dec 11$2.390.471.3%3.53%4.82%1283
$69.00Dec 11$2.160.452.0%3.19%5.22%130--
$69.50Dec 11$1.940.422.8%2.87%5.63%196--
$70.00Dec 11$1.740.393.5%2.57%6.08%1044
$70.50Dec 11$1.550.364.2%2.29%6.54%133--
$68.50Dec 4$2.150.471.3%3.18%4.47%69--
$68.00Dec 11$2.330.500.6%3.45%3.99%35
$71.00Dec 11$1.390.335.0%2.06%7.04%192--
$69.50Dec 4$1.720.412.8%2.54%5.31%74207
$68.00Dec 4$2.270.500.6%3.36%3.90%3143

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 128,817
Total Puts 167,345
Put/Call Ratio 1.30
Net Difference -38,528

Prior's Put/Call Breakdown

Total Calls 75,949
Total Puts 71,519
Put/Call Ratio 0.94
Net Difference 4,430

Prior 7-Day Put/Call Summary

Total Calls 462,947
Total Puts 603,293
Average Put/Call Ratio 1.49
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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