Tour v533
XLE
State StreetEngySelSectSPDRETF
$66.92 -0.49%
◀ 11/3 15:06 ▶

Option Volume

Detail
ℹ
Current (11/03 3:05pm) 154,468
Calls: 97,643 (63%)
Puts: 56,825 (37%)
Prior (11/02) 296,162
Calls: 128,817 (43%)
Puts: 167,345 (57%)
Current vs Prior -47.84%
Calls: -24.20% (Calls)
Puts: -66.04% (Puts)
Prior 7-Day Total 1,095,109
Calls: 464,567 (42%)
Puts: 630,542 (58%)
Prior 7-Day Average 156,444
Calls: 66,366 (42%)
Puts: 90,077 (58%)
Current vs Prior 7-Day Avg -1.26%
Calls: +47.13%
Puts: -36.92%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/03 3:05pm) $21.99M
Calls: $15.17M (69%)
Puts: $6.82M (31%)
Prior (11/02) $38.23M
Calls: $21.50M (56%)
Puts: $16.73M (44%)
Current vs Prior -42.48%
Calls: -29.43%
Puts: -59.25%
Prior 7-Day Total $198.95M
Calls: $142.68M (72%)
Puts: $56.27M (28%)
Prior 7-Day Average $28.42M
Calls: $20.38M (72%)
Puts: $8.04M (28%)
Current vs Prior 7-Day Avg -22.63%
Calls: -25.57%
Puts: -15.17%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/03 3:05pm) 0.58
Prior (11/02) 1.30
Current vs Prior -55.20%
Prior 7-Day Average 1.53
Current vs Prior 7-Day Avg -62.08%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/03 3:05pm) 4,071,533
Calls: 1,478,578 (36%)
Puts: 2,592,955 (64%)
Prior (11/02) 3,952,155
Calls: 1,418,820 (36%)
Puts: 2,533,335 (64%)
Current vs Prior +3.02%
Prior 7-Day Total 26,780,488
Calls: 9,936,125 (37%)
Puts: 16,844,363 (63%)
Prior 7-Day Average 3,825,784
Calls: 1,419,446 (37%)
Puts: 2,406,337 (63%)
Current vs Prior 7-Day Avg +6.42%
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 2.87% | 3.39%3.39% | 4.86%5.72% | 9.35%
Prior 0.82% | 2.55%0.82% | 3.89%6.02% | 8.99%
Current vs Prior +250.94% | +32.86%+314.89% | +24.94%-4.99% | +4.02%
Prior 7-Day Avg 1.60% | 2.66%2.06% | 4.13%5.08% | 8.50%
Current vs 7-Day Avg +79.82% | +27.62%+64.38% | +17.59%+12.62% | +10.10%
Prior 7-Day Eod 0.82% | 2.55%4.46% | 5.46%5.89% | 9.52%
Current vs 7-Day Eod +250.94% | +32.86%-23.96% | -11.01%-2.81% | -1.70%
Sentiment BEARISHBEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 16.39% | 7.83%
Calls: 17.50% | 8.94%
Puts: 15.28% | 6.73%
Prior 34.12% | 14.55%
Calls: 23.08% | 11.54%
Puts: 45.16% | 17.57%
Current vs Prior -51.96% | -46.19%
Prior 7-Day Avg 27.11% | 11.17%
Calls: 22.57% | 8.54%
Puts: 31.64% | 13.81%
Current vs 7-Day Avg -39.54% | -29.93%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($15.17M). Below-average activity with volume down 48% vs prior. Bullish P/C ratio of 0.58. P/C ratio dropping 55% - 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 BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 266 of results (avg 5.4%, best 1.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$69.00Nov 201.011.02$1.021.0%10.4K0.345.3K
$70.00Dec 181.561.58$1.571.3%18.3K0.3513.9K
$69.50Dec 111.551.57$1.561.3%1410.3770
$70.00Nov 200.700.71$0.711.4%1.2K0.2665.8K
$71.00Nov 200.480.49$0.492.0%9020.2010.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Dec 181.711.73$1.721.2%6.4K0.3761.6K
$66.00Dec 182.102.13$2.121.4%1.0K0.435.0K
$66.00Nov 201.381.40$1.391.4%1410.415.0K
$64.00Dec 181.381.40$1.391.4%3290.3121.7K
$67.00Nov 272.002.04$2.022.0%820.49258

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 130 found (avg $0.47, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$69.00Nov 40.060.07$0.0714.3%7260.09629
$68.00Nov 40.220.23$0.234.3%2.5K0.24223
$70.50Nov 60.070.08$0.0812.5%1.1K0.082.2K
$71.00Nov 60.050.06$0.0616.7%5060.051.8K
$70.00Nov 60.110.12$0.128.3%1.1K0.102.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Nov 40.120.13$0.137.7%7840.141.3K
$66.00Nov 40.310.32$0.323.1%7840.2915.2K
$62.50Nov 60.060.07$0.0714.3%860.05387
$63.00Nov 60.090.10$0.1010.0%760.07400
$67.00Nov 40.660.77$0.7215.3%3920.52726

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 177 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$54.00Nov 412.6013.35$12.985.8%171.008
$55.00Nov 411.6512.30$11.985.4%31.002
$56.00Nov 410.6511.10$10.884.1%251.001
$57.00Nov 49.6010.20$9.906.1%271.00--
$58.00Nov 48.659.15$8.905.6%61.001
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$75.00Nov 47.758.70$8.2311.5%10.99--
$77.00Nov 49.7011.00$10.3512.6%10.99--
$76.00Nov 48.409.85$9.1315.9%10.99--
$75.00Nov 67.708.90$8.3014.5%20.9811
$74.00Nov 66.757.75$7.2513.8%20.981

Most actively traded options today. High liquidity = easy entry/exit. 388 active (total vol 136.3K, top 18.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Dec 181.561.58$1.571.3%18.3K0.3513.9K
$68.00Nov 201.381.43$1.403.6%16.4K0.4214.6K
$69.00Nov 201.011.02$1.021.0%10.4K0.345.3K
$67.00Nov 60.961.01$0.995.1%4.0K0.50555
$67.00Nov 40.590.63$0.616.6%3.2K0.4856
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$59.00Dec 180.400.42$0.414.9%7.7K0.1117.2K
$65.00Dec 181.711.73$1.721.2%6.4K0.3761.6K
$61.00Dec 180.680.73$0.717.0%3.6K0.185.7K
$67.00Nov 201.811.87$1.843.3%2.8K0.507.7K
$63.00Nov 200.540.59$0.568.9%2.2K0.204.4K

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 44.1%, max 72.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$66.00Nov 4Dec 1847.0%27.2%72.9%1103.4K
$67.00Nov 4Dec 1146.5%28.2%64.9%3.2K58
$66.50Nov 6Dec 1141.5%28.3%46.9%62465
$65.50Nov 6Nov 2743.2%29.7%45.4%17240
$68.00Nov 4Dec 1143.8%30.7%42.9%2.6K229
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$66.00Nov 4Dec 1847.0%27.2%72.9%1.8K20.2K
$67.00Nov 4Dec 1146.5%28.2%64.9%471753
$66.50Nov 6Dec 1141.5%28.3%46.9%1.2K2.2K
$68.00Nov 4Dec 1143.8%30.7%42.9%423.0K
$64.50Nov 6Dec 1144.6%31.3%42.4%1.0K9.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 201 found (best R:R 3.00, avg 2.52)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$55.00$56.00Nov 20$0.25$0.75$0.25100%3.00$55.25
$75.00$80.00Dec 11$0.20$4.80$0.2016%24.00$75.20
$62.50$63.00Nov 6$0.25$0.25$0.2594%1.00$62.75
$64.50$65.00Nov 13$0.28$0.22$0.2875%0.79$64.78
$63.50$64.00Nov 27$0.30$0.20$0.3076%0.67$63.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$69.50$69.00Nov 6$0.30$0.20$0.3085%0.67$69.20
$71.00$70.50Nov 20$0.29$0.21$0.2980%0.72$70.71
$68.50$68.00Dec 11$0.21$0.29$0.2157%1.38$68.29
$70.00$69.50Nov 20$0.30$0.20$0.3074%0.67$69.70
$69.50$69.00Dec 4$0.27$0.23$0.2765%0.85$69.23

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 135 found (best R:R 2.85, avg 0.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$79.00$80.00Nov 20$0.24$0.24$0.7692%0.32$79.24
$73.00$74.00Nov 9$0.18$0.18$0.8290%0.22$73.18
$74.00$75.00Nov 4$0.15$0.15$0.8592%0.18$74.15
$70.00$73.00Nov 18$0.45$0.45$2.5574%0.18$70.45
$67.00$70.00Nov 18$1.12$1.12$1.8850%0.60$68.12
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$58.50$58.00Nov 6$0.37$0.37$0.1390%2.85$58.13
$58.50$58.00Nov 13$0.38$0.38$0.1287%3.17$58.12
$59.50$59.00Nov 6$0.33$0.33$0.1789%1.94$59.17
$62.50$62.00Dec 11$0.35$0.35$0.1575%2.33$62.15
$64.50$64.00Dec 11$0.35$0.35$0.1566%2.33$64.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.45, cheapest $0.48)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$66.50Nov 6Nov 13$0.5241.5%34.2%
$67.50Nov 6Nov 13$0.5041.1%33.9%
$67.00Nov 4Nov 6$0.3846.5%41.8%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$66.50Nov 6Nov 13$0.4841.5%34.2%
$67.50Nov 6Nov 13$0.5041.1%33.9%
$67.00Nov 4Nov 6$0.3246.5%41.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 134 found (cheapest 1.99% of stock, avg 6.37%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$67.00Nov 4$0.61$0.72$1.33$65.67$68.331.99%
$66.00Nov 4$1.20$0.32$1.52$64.48$67.522.27%
$68.00Nov 4$0.23$1.38$1.61$66.39$69.612.41%
$67.00Nov 6$0.99$1.04$2.03$64.97$69.033.03%
$66.50Nov 6$1.23$0.81$2.04$64.46$68.543.05%
$67.50Nov 6$0.75$1.31$2.06$65.44$69.563.08%
$65.00Nov 4$2.03$0.13$2.16$62.84$67.163.23%
$68.00Nov 6$0.56$1.61$2.17$65.83$70.173.24%
$66.00Nov 6$1.55$0.63$2.18$63.82$68.183.26%
$67.00Nov 9$1.11$1.15$2.26$64.74$69.263.38%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 267 found (cheapest 0.18% of stock, avg 3.25%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$69.00$64.00Nov 4$0.07$0.05$0.12$63.88$69.12
$69.00$65.00Nov 4$0.07$0.13$0.20$64.80$69.20
$74.00$64.00Nov 4$0.16$0.05$0.21$63.79$74.21
$74.00$65.00Nov 4$0.16$0.13$0.29$64.71$74.29
$70.00$62.00Nov 9$0.20$0.09$0.29$61.71$70.29
$68.00$64.00Nov 4$0.23$0.05$0.28$63.72$68.28
$75.00$62.00Nov 9$0.27$0.09$0.36$61.64$75.36
$70.00$63.00Nov 9$0.20$0.16$0.36$62.64$70.36
$71.00$62.00Nov 11$0.20$0.17$0.37$61.63$71.37
$68.00$65.00Nov 4$0.23$0.13$0.36$64.64$68.36

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 103 found (best R:R 1.63, avg credit $0.34)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
56/5768/69Nov 6$0.31$0.1967%1.63$56.69$68.81
56/5768/68Nov 6$0.34$0.1660%2.13$56.66$68.34
57/5868/69Nov 6$0.32$0.1864%1.78$57.18$68.82
57/5868/68Nov 6$0.35$0.1556%2.33$57.15$68.35
61/6270/70Dec 11$0.32$0.1847%1.78$61.18$70.32
61/6271/72Dec 11$0.29$0.2152%1.38$61.21$71.29
61/6270/71Dec 11$0.30$0.2050%1.50$61.20$70.80
61/6272/72Dec 11$0.27$0.2355%1.17$61.23$71.77
63/6473/74Nov 9$0.29$0.7174%0.41$63.71$73.29
64/6479/80Nov 20$0.36$0.6466%0.56$63.64$79.36

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 118 found (best R:R 3.48, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$67.00$70.00$73.00Nov 18$0.67$2.3341%3.48
$66.00$67.00$68.00Nov 4$0.21$0.7946%3.76
$61.00$62.50$64.00Dec 18$0.07$1.4313%20.43
$67.00$68.00$69.00Nov 11$0.09$0.9122%10.11
$66.00$67.00$68.00Nov 9$0.13$0.8728%6.69
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$66.00$67.00$68.00Nov 16$0.06$0.9419%15.67
$65.00$66.00$67.00Nov 11$0.09$0.9122%10.11
$66.00$67.00$68.00Nov 4$0.26$0.7446%2.85
$67.00$68.00$69.00Nov 9$0.12$0.8826%7.33
$65.00$66.00$67.00Nov 16$0.08$0.9220%11.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 168 found (best net $-0.93, 149 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$65.00$66.001:2Nov 4-$0.37$0.63
$75.00$80.001:2Dec 11-$0.16$4.84
$72.50$75.001:2Dec 18-$0.11$2.39
$68.00$69.001:2Nov 9-$0.08$0.92
$67.00$68.001:2Nov 9-$0.25$0.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$74.00$71.001:2Nov 4-$0.93$2.07
$74.00$71.001:2Nov 6-$1.05$1.95
$73.00$70.001:2Nov 13-$0.78$2.22
$68.00$67.001:2Nov 4-$0.06$0.94
$69.00$68.001:2Nov 4-$0.50$0.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 109 found (best yield 3.74%, avg 1.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$67.50Dec 18$2.500.490.9%3.74%4.60%22832.1K
$69.00Dec 18$1.870.403.1%2.79%5.90%1.2K16.8K
$68.00Dec 11$2.140.461.6%3.20%4.81%1246
$70.00Dec 18$1.560.354.6%2.33%6.93%18.3K13.9K
$67.50Dec 11$2.340.490.9%3.50%4.36%731
$68.50Dec 11$1.920.432.4%2.87%5.23%9758
$67.00Dec 11$2.530.510.1%3.78%3.90%22
$69.00Dec 11$1.720.403.1%2.57%5.68%8260
$69.50Dec 11$1.550.373.9%2.32%6.17%14170
$71.00Dec 18$1.240.306.1%1.85%7.95%2729.2K

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 97,643
Total Puts 56,825
Put/Call Ratio 0.58
Net Difference 40,818

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 464,567
Total Puts 630,542
Average Put/Call Ratio 1.53
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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