Tour v452
XLF
State StreetFinSelSectSPDRETF
$57.60 +1.27%
$57.52 (-0.14%)🌙
as of 07/28 06:12 PM
7/28 18:12

Option Volume

Detail
Current (07/28) 63,412
Calls: 32,380 (51%)
Puts: 31,032 (49%)
Prior (07/27) 59,519
Calls: 20,232 (34%)
Puts: 39,287 (66%)
Current vs Prior +6.54%
Calls: +60.04% (Calls)
Puts: -21.01% (Puts)
Prior 7-Day Total 487,718
Calls: 181,308 (37%)
Puts: 306,410 (63%)
Prior 7-Day Average 69,674
Calls: 25,901 (37%)
Puts: 43,772 (63%)
Current vs Prior 7-Day Avg -8.99%
Calls: +25.01%
Puts: -29.11%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/28) $11.23M
Calls: $10.55M (94%)
Puts: $680.6K (6%)
Prior (07/27) $7.86M
Calls: $5.71M (73%)
Puts: $2.15M (27%)
Current vs Prior +42.88%
Calls: +84.79%
Puts: -68.36%
Prior 7-Day Total $66.04M
Calls: $46.20M (70%)
Puts: $19.84M (30%)
Prior 7-Day Average $9.43M
Calls: $6.60M (70%)
Puts: $2.83M (30%)
Current vs Prior 7-Day Avg +19.02%
Calls: +59.82%
Puts: -75.99%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/28) 0.96
Prior (07/27) 1.94
Current vs Prior -50.65%
Prior 7-Day Average 1.69
Current vs Prior 7-Day Avg -43.37%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/28) 755,627
Calls: 314,121 (42%)
Puts: 441,506 (58%)
Prior (07/27) 816,542
Calls: 338,829 (41%)
Puts: 477,713 (59%)
Current vs Prior -7.46%
Prior 7-Day Total 5,953,108
Calls: 2,612,445 (44%)
Puts: 3,340,663 (56%)
Prior 7-Day Average 850,444
Calls: 373,206 (44%)
Puts: 477,237 (56%)
Current vs Prior 7-Day Avg -11.15%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/29) | Next (07/31)Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.35% | 1.88%1.88% | 2.53%3.52% | 7.66%
Prior 1.44% | 2.22%2.22% | 3.02%5.15% | 5.91%
Current vs Prior -6.07% | -15.36%-15.36% | -16.18%-31.58% | +29.61%
Prior 7-Day Avg 2.27% | 2.40%1.94% | 2.66%4.67% | 6.28%
Current vs 7-Day Avg -40.23% | -21.97%-3.23% | -4.71%-24.56% | +21.85%
Prior 7-Day Eod 1.44% | 2.22%2.22% | 3.02%5.15% | 5.91%
Current vs 7-Day Eod -6.07% | -15.36%-15.36% | -16.18%-31.58% | +29.61%
Sentiment BULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 12.96% | 9.11%
Calls: 10.53% | 8.22%
Puts: 15.38% | 10.00%
Prior 40.95% | 19.20%
Calls: 36.67% | 22.06%
Puts: 45.24% | 16.33%
Current vs Prior -68.35% | -52.55%
Prior 7-Day Avg 43.41% | 32.36%
Calls: 44.55% | 32.25%
Puts: 42.27% | 32.47%
Current vs 7-Day Avg -70.14% | -71.85%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 94% of dollar volume in calls ($10.55M) vs puts ($680.6K). P/C ratio dropping 51% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow NEUTRAL
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 9 of results (avg 7.2%, best 3.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Aug 219.609.90$9.753.1%100.92--
$52.00Aug 215.655.95$5.805.2%130.923.7K
$51.00Aug 216.456.90$6.686.7%220.9430.8K
$56.00Aug 212.052.20$2.137.0%7750.7456.2K
$55.00Aug 212.783.00$2.897.6%550.815.3K
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 $0.49, cheapest $0.27)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Jul 310.400.46$0.4314.0%2.4K0.514.8K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.50Aug 70.250.28$0.2711.1%1170.2665
$57.00Aug 140.520.62$0.5717.5%360.38132
$57.00Aug 210.620.74$0.6817.6%1190.40420

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 104 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Jul 299.2011.90$10.5525.6%701.0024
$48.00Jul 298.2510.95$9.6028.1%721.0010
$49.00Jul 297.3010.00$8.6531.2%341.0017
$50.00Jul 295.659.05$7.3546.3%2421.0021
$50.50Jul 295.308.45$6.8845.8%1611.004
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$68.00Jul 299.1012.55$10.8331.9%10.99--
$67.00Jul 298.2011.20$9.7030.9%10.994
$65.00Jul 296.159.55$7.8543.3%40.99--
$64.00Jul 294.708.55$6.6358.1%40.99--
$60.00Jul 312.012.85$2.4334.6%60.972

Most actively traded options today. High liquidity = easy entry/exit. 244 active (total vol 61.9K, top 14.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$54.00Aug 213.704.00$3.857.8%14.6K0.8756.0K
$57.50Jul 310.400.46$0.4314.0%2.4K0.514.8K
$57.00Aug 211.271.40$1.349.7%2.3K0.6013.8K
$59.00Aug 70.040.22$0.13138.5%9000.171.1K
$56.00Aug 212.052.20$2.137.0%7750.7456.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 290.050.12$0.0977.8%7.2K0.2181
$56.00Aug 210.370.46$0.4221.4%3.2K0.2632.2K
$56.50Jul 310.100.13$0.1225.0%2.8K0.181.3K
$55.50Aug 210.221.12$0.67134.3%2.0K0.281.9K
$54.00Aug 210.130.29$0.2176.2%1.6K0.1215.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 42 strikes (avg 96.1%, max 285.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Jul 29Aug 21110.1%28.5%285.6%24721
$47.00Jul 29Aug 21165.0%47.5%247.1%7924
$51.00Jul 29Aug 2196.1%28.6%236.7%15630.8K
$52.00Jul 29Aug 2189.8%27.6%225.2%173.7K
$55.50Jul 29Aug 2855.8%18.0%210.0%3162
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$54.50Jul 29Sep 467.0%19.6%242.8%33238
$55.00Jul 29Sep 457.9%18.2%217.7%20--
$55.50Jul 29Sep 455.8%18.6%200.1%1470
$54.00Jul 29Sep 460.1%21.7%177.0%43249
$58.50Jul 29Sep 427.6%11.6%136.7%45--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 80 found (best R:R 26.27, avg 2.56)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$59.00$60.00Aug 7$0.11$0.89$0.118.09$59.11
$60.50$61.50Sep 4$0.14$0.86$0.146.14$60.64
$59.00$60.00Aug 21$0.19$0.81$0.194.26$59.19
$59.50$60.00Aug 28$0.10$0.40$0.104.00$59.60
$48.00$48.50Jul 31$0.12$0.38$0.123.17$48.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.00$47.00Aug 28$0.11$2.89$0.1126.27$49.89
$51.00$47.00Sep 4$0.15$3.85$0.1525.67$50.85
$57.00$55.50Aug 10$0.22$1.28$0.225.82$56.78
$57.00$56.50Aug 7$0.11$0.39$0.113.55$56.89
$55.50$55.00Aug 14$0.11$0.39$0.113.55$55.39

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 105 found (best R:R 12.33, avg 1.65)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$48.00$50.00Aug 21$1.77$1.77$0.237.70$49.77
$51.00$52.00Aug 21$0.88$0.88$0.127.33$51.88
$55.50$56.50Aug 5$0.86$0.86$0.146.14$56.36
$53.00$54.50Aug 7$1.28$1.28$0.225.82$54.28
$53.00$54.00Aug 21$0.85$0.85$0.155.67$53.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$67.00$65.00Jul 29$1.85$1.85$0.1512.33$65.15
$60.00$58.00Jul 31$1.78$1.78$0.228.09$58.22
$59.50$59.00Aug 21$0.36$0.36$0.142.57$59.14
$55.50$55.00Aug 21$0.34$0.34$0.162.13$55.16
$58.00$57.50Aug 3$0.31$0.31$0.191.63$57.69

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 23 found (avg debit $0.17, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$61.00Aug 14Aug 21$0.0516.7%16.4%
$59.00Jul 31Aug 5$0.0819.4%15.7%
$60.50Aug 14Aug 28$0.0915.4%14.3%
$56.50Jul 29Jul 31$0.1033.1%22.0%
$65.00Aug 21Aug 28$0.1018.6%26.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$56.50Jul 29Jul 31$0.0633.1%22.0%
$56.00Jul 29Jul 31$0.0729.7%25.1%
$51.00Jul 31Aug 21$0.0753.4%28.6%
$57.00Jul 29Jul 31$0.0924.9%18.2%
$53.50Aug 21Aug 28$0.1021.7%22.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 71 found (cheapest 0.92% of stock, avg 4.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.50Jul 29$0.29$0.24$0.53$56.97$58.030.92%
$58.00Jul 29$0.07$0.49$0.56$57.44$58.560.97%
$57.00Jul 29$0.64$0.09$0.73$56.27$57.731.27%
$57.50Jul 31$0.43$0.42$0.85$56.65$58.351.48%
$58.00Jul 31$0.25$0.65$0.90$57.10$58.901.56%
$57.50Aug 3$0.53$0.37$0.90$56.60$58.401.56%
$58.00Aug 3$0.27$0.68$0.95$57.05$58.951.65%
$57.00Jul 31$0.83$0.18$1.01$55.99$58.011.75%
$57.00Aug 3$0.83$0.22$1.05$55.95$58.051.82%
$58.50Jul 29$0.05$1.01$1.06$57.44$59.561.84%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 169 found (cheapest 0.12% of stock, avg 1.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$59.00$55.50Jul 31$0.03$0.04$0.07$55.43$59.07
$58.50$55.00Jul 29$0.05$0.04$0.09$54.91$58.59
$58.00$55.00Jul 29$0.07$0.04$0.11$54.89$58.11
$58.50$56.50Jul 29$0.05$0.06$0.11$56.39$58.61
$59.00$56.00Jul 31$0.03$0.08$0.11$55.89$59.11
$58.50$55.50Jul 29$0.05$0.07$0.12$55.38$58.62
$58.00$56.50Jul 29$0.07$0.06$0.13$56.37$58.13
$58.50$55.50Jul 31$0.09$0.04$0.13$55.37$58.63
$58.00$55.50Jul 29$0.07$0.07$0.14$55.36$58.14
$58.50$57.00Jul 29$0.05$0.09$0.14$56.86$58.64

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 56 found (best R:R 4.00, avg credit $0.45)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
58/5858/59Aug 7$0.40$0.104.00$57.60$58.90
56/5658/58Aug 3$0.39$0.113.55$56.11$57.89
56/5657/58Aug 28$0.39$0.113.55$55.61$57.39
55/5658/58Aug 14$0.38$0.123.17$55.12$57.88
55/5657/58Aug 14$0.37$0.132.85$55.13$57.37
54/5556/56Aug 21$0.37$0.132.85$54.63$55.87
52/5357/58Aug 28$0.37$0.132.85$52.63$57.37
56/5758/59Aug 14$0.36$0.142.57$56.64$58.86
55/5657/58Sep 4$0.70$0.302.33$54.80$57.70
56/5657/58Sep 4$0.69$0.312.23$55.81$57.69

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 68 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$57.50$58.00$58.50Aug 7$0.05$0.459.00
$58.00$58.50$59.00Aug 14$0.05$0.459.00
$57.50$58.00$58.50Aug 14$0.06$0.447.33
$59.00$60.00$61.00Aug 21$0.13$0.876.69
$56.50$57.00$57.50Jul 29$0.07$0.436.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$52.50$53.00$53.50Sep 4$0.05$0.459.00
$56.50$57.00$57.50Aug 7$0.07$0.436.14
$51.00$51.50$52.00Aug 28$0.07$0.436.14
$58.50$59.00$59.50Jul 29$0.08$0.425.25
$57.00$57.50$58.00Aug 7$0.08$0.425.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 114 found (best net $-0.04, 98 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$62.00$65.001:2Sep 4-$0.04$2.96
$62.00$65.001:2Aug 28-$0.16$2.84
$55.00$57.001:2Sep 4-$0.06$1.94
$61.00$62.001:2Aug 28$0.00$1.00
$55.50$56.501:2Aug 5-$0.47$0.53
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$53.00$51.001:2Jul 31-$0.01$1.99
$57.00$55.501:2Aug 10-$0.06$1.44
$51.50$50.001:2Aug 14-$0.06$1.44
$51.00$50.001:2Aug 21$0.00$1.00
$54.00$53.001:2Aug 14-$0.09$0.91

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 25 found (best yield 1.53%, avg 0.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$58.00Sep 4$0.880.510.7%1.53%2.22%20--
$58.00Aug 28$0.670.450.7%1.16%1.86%19505
$58.00Aug 21$0.640.430.7%1.11%1.81%11113.3K
$58.50Aug 28$0.560.381.6%0.97%2.53%4484
$58.00Aug 14$0.510.430.7%0.89%1.58%45162
$59.00Sep 4$0.490.362.4%0.85%3.28%127
$59.00Aug 28$0.410.312.4%0.71%3.14%1277
$58.50Sep 4$0.370.411.6%0.64%2.20%7835
$58.00Aug 7$0.340.390.7%0.59%1.28%7232.5K
$58.50Aug 14$0.300.331.6%0.52%2.08%14257

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 32,380
Total Puts 31,032
Put/Call Ratio 0.96
Net Difference 1,348

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 181,308
Total Puts 306,410
Average Put/Call Ratio 1.69
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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