Tour v401
XLF
State StreetFinSelSectSPDRETF
$56.31 +0.86%
$56.23 (-0.14%)🌙
as of 07/25 01:46 AM
7/24 01:46

Option Volume

Detail
Current (07/24) 53,326
Calls: 29,498 (55%)
Puts: 23,828 (45%)
Prior (07/23) 65,774
Calls: 19,738 (30%)
Puts: 46,036 (70%)
Current vs Prior -18.93%
Calls: +49.45% (Calls)
Puts: -48.24% (Puts)
Prior 7-Day Total 572,388
Calls: 240,951 (42%)
Puts: 331,437 (58%)
Prior 7-Day Average 81,769
Calls: 34,421 (42%)
Puts: 47,348 (58%)
Current vs Prior 7-Day Avg -34.79%
Calls: -14.30%
Puts: -49.67%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/24) $4.54M
Calls: $3.78M (83%)
Puts: $758.4K (17%)
Prior (07/23) $5.53M
Calls: $4.31M (78%)
Puts: $1.21M (22%)
Current vs Prior -17.85%
Calls: -12.33%
Puts: -37.49%
Prior 7-Day Total $75.32M
Calls: $55.77M (74%)
Puts: $19.56M (26%)
Prior 7-Day Average $10.76M
Calls: $7.97M (74%)
Puts: $2.79M (26%)
Current vs Prior 7-Day Avg -57.81%
Calls: -52.53%
Puts: -72.85%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/24) 0.81
Prior (07/23) 2.33
Current vs Prior -65.37%
Prior 7-Day Average 1.53
Current vs Prior 7-Day Avg -47.30%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/24) 631,655
Calls: 275,406 (44%)
Puts: 356,249 (56%)
Prior (07/23) 857,494
Calls: 371,344 (43%)
Puts: 486,150 (57%)
Current vs Prior -26.34%
Prior 7-Day Total 6,943,223
Calls: 2,870,538 (44%)
Puts: 3,614,136 (56%)
Prior 7-Day Average 991,889
Calls: 410,076 (44%)
Puts: 516,305 (56%)
Current vs Prior 7-Day Avg -36.32%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/27) | Next (07/29)Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.69% | 4.12%2.45% | 2.97%4.05% | 6.11%
Prior 1.27% | 1.86%1.27% | 2.56%4.26% | 5.93%
Current vs Prior +32.66% | +121.17%+92.71% | +15.79%-5.02% | +3.04%
Prior 7-Day Avg 2.19% | 1.95%1.67% | 2.46%4.11% | 6.19%
Current vs 7-Day Avg -23.12% | +111.66%+46.42% | +20.39%-1.43% | -1.33%
Prior 7-Day Eod 1.27% | 1.86%1.27% | 2.56%4.26% | 5.93%
Current vs 7-Day Eod +32.66% | +121.17%+92.71% | +15.79%-5.02% | +3.04%
Sentiment BEARISHBEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 23.81% | 23.02%
Calls: 14.29% | 22.50%
Puts: 33.33% | 23.53%
Prior 45.02% | 34.49%
Calls: 34.78% | 22.64%
Puts: 55.26% | 46.34%
Current vs Prior -47.11% | -33.26%
Prior 7-Day Avg 39.94% | 31.91%
Calls: 46.15% | 32.11%
Puts: 39.10% | 34.69%
Current vs 7-Day Avg -40.38% | -27.87%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($3.78M) vs puts ($758.4K). P/C ratio dropping 65% - sentiment shifting bullish. Declining open interest (down 26%) indicates positions being closed.

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 NEUTRAL
Prior BEARISH
7-Day Avg BEARISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH

📈 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 3 of results (avg 7.7%, best 6.1%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 216.406.80$6.606.1%130.9420.1K
$54.00Jul 312.302.50$2.408.3%180.872.7K
$56.00Aug 211.191.30$1.258.8%6240.5656.7K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.32, cheapest $0.32)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Jul 310.300.35$0.3215.6%3770.4022.0K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 65 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$53.50Jul 272.504.10$3.3048.5%11.00--
$49.00Aug 76.258.50$7.3830.5%30.95--
$50.00Aug 216.406.80$6.606.1%130.9420.1K
$55.50Jul 270.681.16$0.9252.2%1160.9322
$51.00Aug 214.356.35$5.3537.4%1300.9330.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 290.540.99$0.7758.4%41.00--
$59.00Aug 211.594.05$2.8287.2%10.85--
$57.00Jul 270.012.90$1.45199.3%20.83--
$58.00Aug 141.173.50$2.3499.6%50.80--
$58.00Aug 210.052.70$1.38192.0%20.7710.1K

Most actively traded options today. High liquidity = easy entry/exit. 180 active (total vol 40.8K, top 5.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.00Aug 210.250.34$0.3030.0%5.1K0.2316.7K
$57.00Jul 310.120.25$0.1968.4%2.8K0.274.3K
$57.50Jul 310.020.23$0.13161.5%2.7K0.181.9K
$55.50Aug 211.502.54$2.0251.5%1.2K0.64309
$57.50Aug 70.001.22$0.61200.0%1.1K0.36238
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Aug 210.550.90$0.7347.9%5.2K0.4431.4K
$55.50Jul 270.020.05$0.0475.0%2.1K0.11292
$55.00Aug 70.180.32$0.2556.0%1.3K0.221.4K
$56.00Jul 290.150.31$0.2369.6%1.2K0.3122
$55.00Aug 210.370.65$0.5154.9%9460.3010.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 141.1%, max 625.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Jul 27Aug 21174.0%24.0%625.0%1520.1K
$47.00Jul 27Aug 21226.0%46.0%391.3%13--
$49.00Jul 27Aug 21191.0%42.0%354.8%3287
$53.00Jul 31Aug 2155.0%19.0%189.5%4--
$57.50Jul 27Sep 432.0%14.0%128.6%12--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$54.50Jul 27Aug 2192.0%17.0%441.2%3182.2K
$53.00Jul 31Aug 2155.0%19.0%189.5%45438.2K
$54.00Jul 29Sep 442.0%21.0%100.0%8181
$52.50Aug 3Sep 447.0%27.0%74.1%2--
$55.00Jul 27Aug 2826.0%15.0%73.3%9770

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 57 found (best R:R 13.81, avg 3.09)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$58.50$60.00Aug 7$0.11$1.39$0.1112.64$58.61
$58.00$59.00Aug 21$0.11$0.89$0.118.09$58.11
$59.00$62.00Sep 4$0.37$2.63$0.377.11$59.37
$59.00$60.00Aug 21$0.13$0.87$0.136.69$59.13
$59.00$60.00Aug 28$0.15$0.85$0.155.67$59.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$54.00$50.00Aug 28$0.27$3.73$0.2713.81$53.73
$53.00$52.00Aug 7$0.10$0.90$0.109.00$52.90
$49.00$48.00Aug 21$0.11$0.89$0.118.09$48.89
$56.00$54.00Sep 4$0.22$1.78$0.228.09$55.78
$56.00$55.00Aug 14$0.16$0.84$0.165.25$55.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 64 found (best R:R 11.50, avg 1.09)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$51.50$55.00Aug 28$3.22$3.22$0.2811.50$54.72
$53.00$54.00Aug 21$0.85$0.85$0.155.67$53.85
$50.00$53.50Jul 27$2.95$2.95$0.555.36$52.95
$51.00$54.00Aug 7$2.39$2.39$0.613.92$53.39
$55.50$56.00Jul 31$0.38$0.38$0.123.17$55.88
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$56.50$56.00Sep 4$0.35$0.35$0.152.33$56.15
$56.50$56.00Jul 31$0.32$0.32$0.181.78$56.18
$56.50$56.00Aug 21$0.30$0.30$0.201.50$56.20
$53.00$52.00Jul 31$0.50$0.50$0.501.00$52.50
$56.50$56.00Aug 7$0.23$0.23$0.270.85$56.27

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $0.30, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$53.00Jul 31Aug 21$0.0855.0%19.0%
$49.00Jul 27Aug 7$0.13191.0%46.0%
$55.00Jul 29Jul 31$0.1520.0%16.0%
$59.00Jul 31Aug 21$0.1815.0%15.0%
$56.50Jul 27Jul 29$0.1911.0%53.0%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.50Jul 27Jul 29$0.1512.0%23.0%
$49.00Aug 7Aug 21$0.2446.0%42.0%
$56.50Jul 27Jul 29$0.9311.0%53.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 52 found (cheapest 0.85% of stock, avg 4.72%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$56.50Jul 27$0.13$0.35$0.48$56.02$56.980.85%
$56.00Jul 27$0.60$0.20$0.80$55.20$56.801.42%
$57.00Jul 29$0.11$0.77$0.88$56.12$57.881.56%
$55.50Jul 27$0.92$0.04$0.96$54.54$56.461.70%
$56.50Aug 3$0.47$0.53$1.00$55.50$57.501.78%
$57.00Jul 31$0.19$0.85$1.04$55.96$58.041.85%
$56.00Jul 31$0.74$0.32$1.06$54.94$57.061.88%
$56.50Jul 31$0.45$0.64$1.09$55.41$57.591.94%
$56.00Jul 29$1.04$0.23$1.27$54.73$57.272.26%
$55.50Jul 31$1.12$0.24$1.36$54.14$56.862.42%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 182 found (cheapest 0.20% of stock, avg 1.79%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$57.00$55.50Jul 27$0.07$0.04$0.11$55.39$57.11
$56.50$55.50Jul 27$0.13$0.04$0.17$55.33$56.67
$57.00$55.00Jul 29$0.11$0.06$0.17$54.83$57.17
$57.00$55.00Jul 27$0.07$0.12$0.19$54.81$57.19
$57.50$55.00Jul 29$0.13$0.06$0.19$54.81$57.69
$58.00$55.00Jul 31$0.09$0.11$0.20$54.80$58.20
$57.50$55.00Jul 31$0.13$0.11$0.24$54.76$57.74
$58.00$54.50Jul 31$0.09$0.15$0.24$54.26$58.24
$56.50$55.00Jul 27$0.13$0.12$0.25$54.75$56.75
$57.50$55.50Jul 27$0.21$0.04$0.25$55.25$57.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 65 found (best R:R 7.33, avg credit $0.57)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
52/5356/56Jul 31$0.88$0.127.33$52.12$56.38
48/4956/56Aug 21$0.88$0.127.33$48.12$56.38
52/5356/56Aug 7$0.82$0.184.56$52.18$56.32
54/5456/56Jul 31$0.40$0.104.00$53.60$56.40
52/5356/56Jul 31$0.79$0.213.76$52.21$56.79
55/5656/57Jul 31$0.39$0.113.55$55.11$56.89
54/5456/57Aug 21$0.39$0.113.55$54.11$56.89
54/5556/56Aug 21$0.39$0.113.55$54.61$56.39
48/5052/54Sep 4$1.54$0.463.35$48.46$54.04
52/5356/57Jul 31$0.76$0.243.17$52.24$57.26

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 31 found (best R:R 8.09, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$55.00$55.50$56.00Jul 31$0.07$0.436.14
$58.00$58.50$59.00Jul 31$0.08$0.425.25
$55.50$56.00$56.50Jul 31$0.09$0.414.56
$55.50$56.00$56.50Aug 14$0.11$0.393.55
$56.50$57.00$57.50Aug 14$0.13$0.372.85
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$47.00$48.00$49.00Aug 21$0.11$0.898.09
$55.00$55.50$56.00Aug 21$0.06$0.447.33
$54.50$55.00$55.50Jul 29$0.10$0.404.00
$52.00$52.50$53.00Aug 21$0.11$0.393.55
$55.50$56.00$56.50Aug 21$0.16$0.342.12

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 95 found (best net $-0.35, 68 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$53.501:2Jul 27-$0.35$3.15
$59.00$62.001:2Sep 4-$0.22$2.78
$60.00$62.501:2Aug 7-$0.10$2.40
$51.00$54.001:2Aug 7-$0.62$2.38
$58.50$60.501:2Aug 14-$0.05$1.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$51.50$49.001:2Aug 7-$0.21$2.29
$52.50$50.501:2Aug 3-$0.23$1.77
$54.50$52.501:2Aug 3-$0.34$1.66
$56.00$54.001:2Sep 4-$0.49$1.51
$51.50$50.001:2Jul 31-$0.06$1.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 1.67%, avg 0.58%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$56.50Sep 4$0.940.480.3%1.67%2.01%155
$56.50Aug 21$0.820.480.3%1.46%1.79%1664.6K
$56.50Aug 14$0.680.460.3%1.21%1.55%228232
$57.00Aug 21$0.600.401.2%1.07%2.29%1398.8K
$56.50Aug 7$0.530.500.3%0.94%1.28%270145
$56.50Jul 31$0.390.440.3%0.69%1.03%8015.5K
$57.50Aug 28$0.350.322.1%0.62%2.73%29--
$57.00Aug 14$0.340.371.2%0.60%1.83%243509
$58.00Aug 28$0.330.263.0%0.59%3.59%27492
$57.00Aug 7$0.300.381.2%0.53%1.76%766684

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 29,498
Total Puts 23,828
Put/Call Ratio 0.81
Net Difference 5,670

Prior's Put/Call Breakdown

Total Calls 19,738
Total Puts 46,036
Put/Call Ratio 2.33
Net Difference -26,298

Prior 7-Day Put/Call Summary

Total Calls 240,951
Total Puts 331,437
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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