Tour v388
XLF
State StreetFinSelSectSPDRETF
$56.05 -0.11%
$56.07 (+0.04%)🌙
as of 07/22 06:22 PM
7/22 18:23

Option Volume

Detail
Current (07/22) 51,940
Calls: 27,845 (54%)
Puts: 24,095 (46%)
Prior (07/21) 69,408
Calls: 25,562 (37%)
Puts: 43,846 (63%)
Current vs Prior -25.17%
Calls: +8.93% (Calls)
Puts: -45.05% (Puts)
Prior 7-Day Total 719,811
Calls: 355,153 (49%)
Puts: 364,658 (51%)
Prior 7-Day Average 102,830
Calls: 50,736 (49%)
Puts: 52,094 (51%)
Current vs Prior 7-Day Avg -49.49%
Calls: -45.12%
Puts: -53.75%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $13.92M
Calls: $12.01M (86%)
Puts: $1.91M (14%)
Prior (07/21) $11.89M
Calls: $10.56M (89%)
Puts: $1.33M (11%)
Current vs Prior +17.11%
Calls: +13.71%
Puts: +44.19%
Prior 7-Day Total $72.63M
Calls: $52.44M (72%)
Puts: $20.19M (28%)
Prior 7-Day Average $10.38M
Calls: $7.49M (72%)
Puts: $2.88M (28%)
Current vs Prior 7-Day Avg +34.19%
Calls: +60.31%
Puts: -33.66%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 0.87
Prior (07/21) 1.72
Current vs Prior -49.55%
Prior 7-Day Average 1.27
Current vs Prior 7-Day Avg -31.81%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/22) 743,796
Calls: 316,046 (42%)
Puts: 427,750 (58%)
Prior (07/21) 808,488
Calls: 361,941 (45%)
Puts: 446,547 (55%)
Current vs Prior -8.00%
Prior 7-Day Total 7,739,043
Calls: 3,613,857 (47%)
Puts: 4,125,186 (53%)
Prior 7-Day Average 1,105,577
Calls: 516,265 (47%)
Puts: 589,312 (53%)
Current vs Prior 7-Day Avg -32.72%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/22) | Next (07/24)Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 2.53% | 1.45%1.45% | 2.98%3.96% | 6.32%
Prior 1.37% | 1.71%1.71% | 2.60%4.28% | 6.31%
Current vs Prior +5.31% | -4.06%-15.54% | +14.51%-7.40% | +0.11%
Prior 7-Day Avg 2.32% | 2.46%2.27% | 2.67%2.97% | 5.84%
Current vs 7-Day Avg -37.66% | -33.25%-36.39% | +11.62%+33.41% | +8.23%
Prior 7-Day Eod 1.37% | 1.71%1.71% | 2.60%4.28% | 6.31%
Current vs 7-Day Eod +5.31% | -4.06%-15.54% | +14.51%-7.40% | +0.11%
Sentiment BEARISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 44.16% | 71.59%
Calls: 41.38% | 62.16%
Puts: 46.94% | 81.03%
Prior 91.76% | 45.75%
Calls: 124.00% | 56.41%
Puts: 59.52% | 35.09%
Current vs Prior -51.87% | +56.48%
Prior 7-Day Avg 35.28% | 17.44%
Calls: 36.04% | 18.66%
Puts: 34.52% | 16.23%
Current vs 7-Day Avg +25.18% | +310.39%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($12.01M) vs puts ($1.91M). P/C ratio dropping 50% - 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 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 5 of results (avg 7.3%, best 5.1%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$53.00Aug 283.403.60$3.505.7%20.83--
$53.00Aug 213.303.50$3.405.9%1880.8737.5K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 213.854.05$3.955.1%160.97137
$54.50Aug 210.390.43$0.419.8%3820.26868
$53.00Aug 210.190.21$0.2010.0%140.1337.3K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.41, cheapest $0.09)

CALLS (0)
No calls meet the criteria
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$51.00Aug 210.080.09$0.0911.1%10.1K0.0667.3K
$53.00Aug 210.190.21$0.2010.0%140.1337.3K
$54.50Aug 210.390.43$0.419.8%3820.26868
$56.00Jul 310.450.51$0.4812.5%1620.4621.8K
$56.00Aug 210.790.93$0.8616.3%2.7K0.4728.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 98 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 249.8012.35$11.0823.0%6381.0028
$45.50Jul 249.4011.85$10.6323.0%2061.0029
$46.00Jul 248.4011.45$9.9330.7%31.0047
$46.50Jul 247.8010.75$9.2831.8%211.004
$47.00Jul 247.2510.35$8.8035.2%281.0068
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.50Jul 220.884.10$2.49129.3%1031.00--
$59.00Jul 221.404.95$3.18111.6%4571.002
$59.50Jul 221.344.95$3.15114.6%4391.001
$60.00Jul 222.536.00$4.2681.5%341.009
$61.00Jul 223.357.00$5.1870.5%181.002

Most actively traded options today. High liquidity = easy entry/exit. 226 active (total vol 49.1K, top 10.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$51.00Aug 213.356.00$4.6856.6%10.4K0.9430.8K
$56.00Aug 211.071.30$1.1919.3%3.9K0.5455.9K
$57.00Jul 310.030.35$0.19168.4%1.6K0.252.8K
$57.50Jul 240.000.04$0.02200.0%7310.0510.5K
$56.00Jul 220.010.29$0.15186.7%6570.83475
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$51.00Aug 210.080.09$0.0911.1%10.1K0.0667.3K
$56.00Aug 210.790.93$0.8616.3%2.7K0.4728.8K
$55.50Jul 240.100.15$0.1338.5%1.4K0.252.1K
$56.00Jul 220.000.01$0.01100.0%1.2K0.171.1K
$55.50Aug 210.550.92$0.7450.0%1.0K0.39105

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 38 strikes (avg 768.8%, max 2745.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$51.00Jul 22Aug 21561.8%21.6%2498.6%10.5K30.8K
$52.00Jul 22Aug 21455.5%20.8%2086.2%2513.6K
$50.50Jul 22Jul 31611.1%37.6%1525.0%19077
$58.00Jul 22Aug 28234.2%14.5%1519.3%20106
$54.00Jul 22Aug 21253.3%16.8%1409.2%4156.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$60.00Jul 22Aug 21417.8%14.7%2745.0%50146
$58.00Jul 22Aug 21234.2%15.3%1429.6%8510.1K
$54.50Jul 22Aug 28199.8%14.0%1322.4%2830
$57.50Jul 22Jul 31183.8%14.1%1208.0%33
$59.00Jul 22Jul 24328.9%34.5%853.4%4583

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 50 found (best R:R 17.18, avg 2.44)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$57.00$58.50Aug 7$0.25$1.25$0.255.00$57.25
$57.00$57.50Jul 31$0.10$0.40$0.104.00$57.10
$58.00$59.00Aug 21$0.20$0.80$0.204.00$58.20
$47.50$48.00Jul 24$0.12$0.38$0.123.17$47.62
$56.00$56.50Jul 27$0.13$0.37$0.132.85$56.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$53.00$51.00Aug 3$0.11$1.89$0.1117.18$52.89
$52.50$51.50Jul 31$0.10$0.90$0.109.00$52.40
$54.00$53.00Aug 14$0.17$0.83$0.174.88$53.83
$54.00$53.50Jul 24$0.10$0.40$0.104.00$53.90
$53.50$51.00Jul 29$0.52$1.98$0.523.81$52.98

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 74 found (best R:R 21.22, avg 1.84)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$48.00$52.00Jul 29$3.82$3.82$0.1821.22$51.82
$51.00$56.00Aug 3$4.46$4.46$0.548.26$55.46
$50.50$53.00Jul 31$2.07$2.07$0.434.81$52.57
$53.00$54.00Aug 21$0.81$0.81$0.194.26$53.81
$53.00$54.50Aug 28$1.21$1.21$0.294.17$54.21
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$62.00$61.00Jul 22$0.80$0.80$0.204.00$61.20
$58.00$57.00Aug 21$0.75$0.75$0.253.00$57.25
$59.00$57.00Jul 24$1.49$1.49$0.512.92$57.51
$58.00$57.50Jul 22$0.37$0.37$0.132.85$57.63
$58.50$58.00Jul 22$0.36$0.36$0.142.57$58.14

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $0.24, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$57.00Jul 22Jul 24$0.07115.0%23.6%
$45.00Jul 22Jul 24$0.081180.1%122.7%
$57.50Jul 24Jul 29$0.1222.0%19.0%
$56.50Jul 22Jul 24$0.1362.5%19.8%
$56.00Jul 22Jul 24$0.1412.8%16.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$57.00Jul 22Jul 24$0.11115.0%23.6%
$50.00Jul 24Jul 27$0.1168.4%64.8%
$55.50Jul 22Jul 24$0.1274.5%20.0%
$52.00Jul 24Aug 7$0.1247.2%24.9%
$52.50Jul 24Jul 31$0.1242.3%32.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 56 found (cheapest 0.29% of stock, avg 3.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$56.00Jul 22$0.15$0.01$0.16$55.84$56.160.29%
$56.00Jul 24$0.29$0.25$0.54$55.46$56.540.96%
$56.00Jul 27$0.31$0.28$0.59$55.41$56.591.05%
$56.50Jul 24$0.14$0.52$0.66$55.84$57.161.18%
$56.50Jul 27$0.18$0.61$0.79$55.71$57.291.41%
$55.50Jul 27$0.69$0.11$0.80$54.70$56.301.43%
$57.00Jul 31$0.19$0.62$0.81$56.19$57.811.45%
$55.50Jul 24$0.71$0.13$0.84$54.66$56.341.50%
$56.00Jul 29$0.54$0.42$0.96$55.04$56.961.71%
$54.50Jul 29$0.89$0.16$1.05$53.45$55.551.87%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 162 found (cheapest 0.12% of stock, avg 1.57%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$57.50$55.00Jul 24$0.02$0.05$0.07$54.93$57.57
$57.00$55.00Jul 24$0.08$0.05$0.13$54.87$57.13
$57.50$54.00Jul 24$0.02$0.11$0.13$53.87$57.63
$57.50$55.50Jul 24$0.02$0.13$0.15$55.35$57.65
$57.00$55.00Jul 27$0.09$0.06$0.15$54.85$57.15
$58.00$54.50Jul 31$0.04$0.12$0.16$54.34$58.16
$56.50$55.00Jul 24$0.14$0.05$0.19$54.81$56.69
$57.00$54.00Jul 24$0.08$0.11$0.19$53.81$57.19
$58.00$55.00Jul 31$0.04$0.15$0.19$54.81$58.19
$57.00$55.50Jul 27$0.09$0.11$0.20$55.30$57.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 34 found (best R:R 12.64, avg credit $0.58)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
50/5053/54Aug 28$1.39$0.1112.64$49.11$54.39
52/5254/55Jul 31$0.88$0.127.33$51.62$54.88
55/5656/57Aug 7$0.84$0.165.25$55.16$57.34
52/5357/58Aug 7$1.23$0.274.56$51.77$58.23
50/5058/58Aug 28$0.38$0.123.17$50.12$57.88
51/5257/58Aug 28$0.38$0.123.17$51.12$57.38
56/5760/61Aug 28$1.12$0.382.95$55.88$61.62
50/5057/58Aug 28$0.36$0.142.57$50.14$57.36
55/5657/58Jul 31$0.32$0.181.78$55.18$57.32
56/5657/58Aug 14$0.64$0.361.78$55.36$57.64

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 49 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$45.50$46.00$46.50Jul 24$0.05$0.459.00
$57.00$57.50$58.00Jul 31$0.05$0.459.00
$54.50$55.00$55.50Jul 24$0.06$0.447.33
$54.00$55.00$56.00Aug 14$0.12$0.887.33
$58.00$59.00$60.00Aug 21$0.12$0.887.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$55.50$56.00$56.50Aug 21$0.05$0.459.00
$62.00$63.00$64.00Jul 22$0.11$0.898.09
$61.00$62.00$63.00Jul 22$0.12$0.887.33
$54.00$54.50$55.00Jul 31$0.07$0.436.14
$54.50$55.00$55.50Aug 21$0.07$0.436.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 90 found (best net $-0.56, 63 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$48.00$52.001:2Jul 29-$0.56$3.44
$50.50$53.001:2Jul 31-$1.46$1.04
$55.50$56.501:2Aug 28$0.00$1.00
$54.00$55.001:2Jul 31-$0.56$0.44
$55.00$56.001:2Aug 21-$0.56$0.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$48.001:2Jul 27-$0.12$1.88
$53.00$51.001:2Aug 3-$0.35$1.65
$51.50$50.001:2Jul 24-$0.01$1.49
$53.00$51.501:2Jul 27-$0.01$1.49
$57.00$55.501:2Aug 28-$0.32$1.18

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 0.98%, avg 0.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.00Aug 21$0.550.391.7%0.98%2.68%1189.1K
$57.00Aug 28$0.500.381.7%0.89%2.59%34328
$56.50Aug 14$0.460.430.8%0.82%1.62%598
$56.50Aug 28$0.340.440.8%0.61%1.41%11--
$56.50Aug 7$0.330.370.8%0.59%1.39%8151
$57.50Aug 28$0.320.312.6%0.57%3.16%1--
$56.50Jul 31$0.300.400.8%0.54%1.34%3514.2K
$57.00Aug 14$0.280.351.7%0.50%2.19%11503
$58.00Aug 21$0.250.243.5%0.45%3.93%63117.1K
$56.50Aug 5$0.230.350.8%0.41%1.21%41--

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 27,845
Total Puts 24,095
Put/Call Ratio 0.87
Net Difference 3,750

Prior's Put/Call Breakdown

Total Calls 25,562
Total Puts 43,846
Put/Call Ratio 1.72
Net Difference -18,284

Prior 7-Day Put/Call Summary

Total Calls 355,153
Total Puts 364,658
Average Put/Call Ratio 1.27
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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