Tour v422
XLF
State StreetFinSelSectSPDRETF
$56.88 +1.01%
$56.87 (-0.02%)🌙
as of 07/27 06:07 PM
7/27 18:07

Option Volume

Detail
Current (07/27) 59,519
Calls: 20,232 (34%)
Puts: 39,287 (66%)
Prior (07/24) 41,657
Calls: 23,870 (57%)
Puts: 17,787 (43%)
Current vs Prior +42.88%
Calls: -15.24% (Calls)
Puts: +120.87% (Puts)
Prior 7-Day Total 428,199
Calls: 161,076 (38%)
Puts: 267,123 (62%)
Prior 7-Day Average 71,366
Calls: 23,010 (38%)
Puts: 38,160 (62%)
Current vs Prior 7-Day Avg -16.60%
Calls: -12.08%
Puts: +2.95%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/27) $7.86M
Calls: $5.71M (73%)
Puts: $2.15M (27%)
Prior (07/24) $3.50M
Calls: $2.80M (80%)
Puts: $699.8K (20%)
Current vs Prior +124.52%
Calls: +103.82%
Puts: +207.36%
Prior 7-Day Total $58.18M
Calls: $40.49M (70%)
Puts: $17.69M (30%)
Prior 7-Day Average $9.70M
Calls: $5.78M (70%)
Puts: $2.53M (30%)
Current vs Prior 7-Day Avg -18.96%
Calls: -1.32%
Puts: -14.89%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 1.94
Prior (07/24) 0.75
Current vs Prior +160.59%
Prior 7-Day Average 1.65
Current vs Prior 7-Day Avg +17.64%
Sentiment BEARISH

Open Interest

Detail
Current (07/27) 816,542
Calls: 338,829 (41%)
Puts: 477,713 (59%)
Prior (07/24) 631,655
Calls: 275,406 (44%)
Puts: 356,249 (56%)
Current vs Prior +29.27%
Prior 7-Day Total 5,136,566
Calls: 2,273,616 (44%)
Puts: 2,862,950 (56%)
Prior 7-Day Average 856,094
Calls: 378,936 (44%)
Puts: 477,158 (56%)
Current vs Prior 7-Day Avg -4.62%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/27) | Next (07/29)Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.04% | 1.44%2.22% | 3.02%5.15% | 5.91%
Prior 1.69% | 4.12%2.45% | 2.97%4.05% | 6.11%
Current vs Prior -14.55% | -46.23%-9.61% | +1.96%+27.22% | -3.30%
Prior 7-Day Avg 2.40% | 2.43%1.89% | 2.60%4.59% | 6.35%
Current vs 7-Day Avg -40.01% | -8.99%+17.13% | +16.33%+12.19% | -6.92%
Prior 7-Day Eod 1.69% | 4.12%2.45% | 2.97%4.05% | 6.11%
Current vs 7-Day Eod -14.55% | -46.23%-9.61% | +1.96%+27.22% | -3.30%
Sentiment BULLISHBULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 40.95% | 19.20%
Calls: 36.67% | 22.06%
Puts: 45.24% | 16.33%
Prior 23.81% | 23.02%
Calls: 14.29% | 22.50%
Puts: 33.33% | 23.53%
Current vs Prior +71.99% | -16.59%
Prior 7-Day Avg 43.82% | 34.56%
Calls: 45.86% | 33.95%
Puts: 41.77% | 35.16%
Current vs 7-Day Avg -6.55% | -44.44%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($5.71M). Massive premium surge with dollar volume up 125% vs prior. Extreme bearish P/C ratio of 1.94 - heavy put buying. P/C ratio rising 161% - increased hedging/bearish 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 BULLISH
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 16 of results (avg 7.7%, best 4.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$49.00Aug 217.958.35$8.154.9%--1.00286
$53.50Aug 283.703.90$3.805.3%10.872
$50.00Aug 216.957.35$7.155.6%--1.0020.1K
$51.00Aug 216.006.35$6.185.7%11.0030.8K
$48.00Aug 218.759.35$9.056.6%--1.00252
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.54, cheapest $0.06)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Aug 210.901.00$0.9510.5%5.7K0.448.8K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 210.050.06$0.0616.7%6770.04110.9K
$52.50Aug 280.140.17$0.1618.8%--0.0986
$57.00Aug 280.891.08$0.9919.2%50.52107

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 142 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Jul 319.8512.05$10.9520.1%101.00--
$47.50Jul 318.4010.20$9.3019.4%41.00--
$48.00Jul 318.259.45$8.8513.6%51.00--
$48.50Jul 317.559.25$8.4020.2%11.00--
$49.00Jul 317.408.40$7.9012.7%11.001
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 270.020.23$0.13161.5%6.0K1.0051
$58.50Jul 271.302.90$2.1076.2%11.00--
$59.50Jul 272.353.20$2.7830.6%81.00--
$60.00Jul 272.853.65$3.2524.6%151.00--
$61.00Jul 273.654.70$4.1825.1%231.00--

Most actively traded options today. High liquidity = easy entry/exit. 269 active (total vol 57.5K, top 6.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Aug 210.901.00$0.9510.5%5.7K0.448.8K
$58.50Aug 210.300.73$0.5282.7%1.5K0.27--
$58.00Aug 70.150.43$0.2996.6%1.3K0.261.4K
$55.50Aug 211.942.23$2.0913.9%1.2K0.571.5K
$57.50Jul 310.140.20$0.1735.3%6120.274.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 270.020.23$0.13161.5%6.0K1.0051
$51.00Aug 210.060.10$0.0850.0%5.0K0.0577.3K
$56.50Jul 270.000.01$0.01100.0%4.5K0.05152
$56.00Jul 290.050.28$0.17135.3%4.2K0.221.1K
$55.00Aug 210.290.40$0.3531.4%3.1K0.2710.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 56 strikes (avg 1116.0%, max 3138.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$46.00Jul 27Aug 211147.7%35.4%3138.8%24215
$47.00Jul 27Aug 211040.8%33.0%3057.8%87123
$49.00Jul 27Aug 21839.2%28.1%2891.2%437288
$48.00Jul 27Aug 21866.1%30.3%2757.7%232252
$50.00Jul 27Aug 21676.9%25.5%2556.9%16220.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Jul 27Sep 4866.1%30.1%2773.8%--61
$50.00Jul 27Sep 4676.9%24.1%2713.0%121
$51.00Jul 27Sep 4583.5%26.4%2113.4%175
$60.00Jul 27Aug 21306.0%17.1%1694.1%8542
$53.50Jul 27Sep 4351.1%20.4%1618.5%1164

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 64 found (best R:R 22.08, avg 2.24)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$62.00$65.00Sep 4$0.13$2.87$0.1322.08$62.13
$58.50$59.00Aug 3$0.11$0.39$0.113.55$58.61
$57.50$58.00Aug 28$0.12$0.38$0.123.17$57.62
$57.00$57.50Aug 7$0.13$0.37$0.132.85$57.13
$57.00$57.50Aug 21$0.13$0.37$0.132.85$57.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$54.00$53.00Aug 3$0.11$0.89$0.118.09$53.89
$51.00$50.00Sep 4$0.14$0.86$0.146.14$50.86
$56.50$55.00Aug 5$0.28$1.22$0.284.36$56.22
$54.00$53.50Aug 7$0.11$0.39$0.113.55$53.89
$54.00$53.50Aug 21$0.11$0.39$0.113.55$53.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 94 found (best R:R 18.64, avg 2.19)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$55.50Aug 3$5.22$5.22$0.2818.64$55.22
$53.00$54.00Aug 21$0.89$0.89$0.118.09$53.89
$49.00$50.00Jul 29$0.88$0.88$0.127.33$49.88
$47.00$48.00Aug 21$0.88$0.88$0.127.33$47.88
$46.00$47.00Jul 27$0.87$0.87$0.136.69$46.87
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$60.00$58.00Jul 31$1.89$1.89$0.1117.18$58.11
$63.00$62.00Jul 27$0.88$0.88$0.127.33$62.12
$66.00$65.00Jul 27$0.85$0.85$0.155.67$65.15
$62.00$61.00Jul 27$0.79$0.79$0.213.76$61.21
$59.00$58.50Aug 21$0.39$0.39$0.113.55$58.61

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 30 found (avg debit $0.33, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$51.50Jul 27Aug 21$0.07537.0%25.2%
$52.50Jul 27Jul 31$0.07483.9%34.7%
$54.50Jul 27Jul 31$0.09257.1%25.4%
$58.00Jul 27Jul 29$0.09144.9%24.7%
$59.50Aug 14Aug 21$0.0918.7%20.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$57.50Jul 27Jul 29$0.05129.1%15.8%
$52.50Jul 31Aug 7$0.0734.7%29.5%
$49.50Aug 7Aug 28$0.0737.2%28.3%
$55.50Jul 27Jul 29$0.08160.5%32.8%
$57.00Jul 27Jul 29$0.0919.8%13.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 106 found (cheapest 0.25% of stock, avg 5.91%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.00Jul 27$0.01$0.13$0.14$56.86$57.140.25%
$56.50Jul 27$0.46$0.01$0.47$56.03$56.970.83%
$57.00Jul 29$0.26$0.22$0.48$56.52$57.480.84%
$57.50Jul 27$0.04$0.61$0.65$56.85$58.151.14%
$57.50Jul 29$0.09$0.66$0.75$56.75$58.251.32%
$56.50Jul 29$0.60$0.21$0.81$55.69$57.311.42%
$56.00Jul 27$0.87$0.01$0.88$55.12$56.881.55%
$56.50Jul 31$0.67$0.24$0.91$55.59$57.411.60%
$57.50Jul 31$0.17$0.74$0.91$56.59$58.411.60%
$57.00Jul 31$0.44$0.59$1.03$55.97$58.031.81%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 187 found (cheapest 0.12% of stock, avg 1.95%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$58.50$54.50Jul 31$0.03$0.04$0.07$54.43$58.57
$58.50$55.00Jul 31$0.03$0.05$0.08$54.92$58.58
$58.00$54.50Jul 31$0.08$0.04$0.12$54.38$58.12
$58.00$55.00Jul 31$0.08$0.05$0.13$54.87$58.13
$57.50$55.50Jul 29$0.09$0.09$0.18$55.32$57.68
$58.00$55.50Jul 29$0.10$0.09$0.19$55.31$58.19
$58.00$55.00Aug 3$0.13$0.06$0.19$54.81$58.19
$58.50$56.00Jul 31$0.03$0.17$0.20$55.80$58.70
$57.50$54.50Jul 31$0.17$0.04$0.21$54.29$57.71
$57.50$55.00Jul 31$0.17$0.05$0.22$54.78$57.72

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 42 found (best R:R 3.55, avg credit $0.49)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
54/5557/58Aug 28$0.39$0.113.55$54.61$57.39
56/5657/58Aug 28$0.39$0.113.55$56.11$57.39
56/5758/58Aug 3$0.38$0.123.17$56.62$57.88
54/5558/58Aug 28$0.38$0.123.17$54.62$58.38
56/5658/58Aug 28$0.38$0.123.17$56.12$58.38
54/5455/56Aug 7$0.37$0.132.85$53.63$55.37
56/5758/58Aug 28$0.37$0.132.85$56.63$57.87
56/5658/58Aug 7$0.36$0.142.57$55.64$57.86
54/5458/58Aug 14$0.36$0.142.57$54.14$57.86
54/5457/58Aug 14$0.35$0.152.33$54.15$57.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 76 found (best R:R 10.11, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$52.00$53.00$54.00Aug 21$0.09$0.9110.11
$54.50$55.00$55.50Jul 27$0.05$0.459.00
$55.50$56.00$56.50Aug 7$0.08$0.425.25
$55.50$56.00$56.50Aug 21$0.08$0.425.25
$56.50$57.00$57.50Aug 28$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$61.00$62.00$63.00Jul 27$0.09$0.9110.11
$51.50$52.00$52.50Aug 7$0.05$0.459.00
$55.50$56.00$56.50Aug 28$0.05$0.459.00
$51.50$52.00$52.50Aug 21$0.06$0.447.33
$52.50$53.00$53.50Aug 28$0.06$0.447.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 123 found (best net $-0.01, 91 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.50$54.001:2Jul 29-$0.70$2.80
$61.00$65.001:2Aug 28-$2.04$1.96
$60.00$61.001:2Aug 28-$0.08$0.92
$55.00$57.001:2Aug 10-$1.14$0.86
$60.00$61.001:2Aug 21-$0.19$0.81
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$54.00$51.001:2Jul 29-$0.01$2.99
$50.00$48.001:2Jul 27-$0.01$1.99
$53.50$51.501:2Jul 27-$0.01$1.99
$53.00$51.001:2Aug 3-$0.02$1.98
$48.00$46.001:2Sep 4-$0.05$1.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 30 found (best yield 1.72%, avg 0.68%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.00Sep 4$0.980.480.2%1.72%1.93%10262
$57.00Aug 21$0.900.440.2%1.58%1.79%5.7K8.8K
$57.00Aug 28$0.840.480.2%1.48%1.69%35346
$57.50Sep 4$0.820.431.1%1.44%2.53%314
$57.50Aug 21$0.660.381.1%1.16%2.25%901.0K
$57.00Aug 10$0.620.530.2%1.09%1.30%2--
$57.50Aug 28$0.580.411.1%1.02%2.11%14132
$57.00Aug 14$0.570.460.2%1.00%1.21%178340
$58.00Aug 28$0.560.352.0%0.98%2.95%20507
$58.00Aug 21$0.500.312.0%0.88%2.85%24613.3K

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 20,232
Total Puts 39,287
Put/Call Ratio 1.94
Net Difference -19,055

Prior's Put/Call Breakdown

Total Calls 23,870
Total Puts 17,787
Put/Call Ratio 0.75
Net Difference 6,083

Prior 7-Day Put/Call Summary

Total Calls 161,076
Total Puts 267,123
Average Put/Call Ratio 1.65
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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