Tour v456
XLF
State StreetFinSelSectSPDRETF
$56.97 -1.09%
7/29 15:13

Option Volume

Detail
Current (07/29) 160,403
Calls: 28,249 (18%)
Puts: 132,154 (82%)
Prior (07/28) 63,412
Calls: 32,380 (51%)
Puts: 31,032 (49%)
Current vs Prior +152.95%
Calls: -12.76% (Calls)
Puts: +325.86% (Puts)
Prior 7-Day Total 478,510
Calls: 181,296 (38%)
Puts: 297,214 (62%)
Prior 7-Day Average 68,358
Calls: 25,899 (38%)
Puts: 42,459 (62%)
Current vs Prior 7-Day Avg +134.65%
Calls: +9.07%
Puts: +211.25%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/29) $8.69M
Calls: $4.65M (54%)
Puts: $4.04M (46%)
Prior (07/28) $11.23M
Calls: $10.55M (94%)
Puts: $680.6K (6%)
Current vs Prior -22.64%
Calls: -55.94%
Puts: +493.37%
Prior 7-Day Total $69.38M
Calls: $52.14M (75%)
Puts: $17.25M (25%)
Prior 7-Day Average $9.91M
Calls: $7.45M (75%)
Puts: $2.46M (25%)
Current vs Prior 7-Day Avg -12.37%
Calls: -37.61%
Puts: +63.93%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/29) 4.68
Prior (07/28) 0.96
Current vs Prior +388.14%
Prior 7-Day Average 1.65
Current vs Prior 7-Day Avg +183.23%
Sentiment BEARISH

Open Interest

Detail
Current (07/29) 835,373
Calls: 340,179 (41%)
Puts: 495,194 (59%)
Prior (07/28) 755,627
Calls: 314,121 (42%)
Puts: 441,506 (58%)
Current vs Prior +10.55%
Prior 7-Day Total 5,340,461
Calls: 2,330,672 (44%)
Puts: 3,009,789 (56%)
Prior 7-Day Average 762,923
Calls: 332,953 (44%)
Puts: 429,969 (56%)
Current vs Prior 7-Day Avg +9.50%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/29) | Next (07/31)Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 0.97% | 1.74%1.74% | 2.72%3.79% | 5.90%
Prior 1.35% | 1.88%1.88% | 2.53%3.52% | 7.66%
Current vs Prior -28.71% | -7.32%-7.32% | +7.34%+7.58% | -22.97%
Prior 7-Day Avg 2.00% | 2.21%1.86% | 2.70%4.83% | 6.56%
Current vs 7-Day Avg -51.66% | -21.32%-6.45% | +0.78%-21.46% | -10.16%
Prior 7-Day Eod 1.35% | 1.88%1.88% | 2.53%3.52% | 7.66%
Current vs 7-Day Eod -28.71% | -7.32%-7.32% | +7.34%+7.58% | -22.97%
Sentiment BULLISHBULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 89.01% | 11.47%
Calls: 44.68% | 10.45%
Puts: 133.33% | 12.50%
Prior 12.96% | 9.11%
Calls: 10.53% | 8.22%
Puts: 15.38% | 10.00%
Current vs Prior +586.81% | +25.91%
Prior 7-Day Avg 42.61% | 30.92%
Calls: 43.50% | 30.57%
Puts: 41.72% | 31.27%
Current vs 7-Day Avg +108.89% | -62.90%
Liquidity Expensive
+
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🤖 AI Insights

Unusually high activity with volume up 153% vs prior - elevated interest. Volume explosion - 135% above 7-day average (160,403 vs avg 68,358). Extreme bearish P/C ratio of 4.68 - heavy put buying. P/C ratio rising 388% - 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 NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 86 of results (avg 6.8%, best 2.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Aug 2111.0011.25$11.132.2%--0.9913
$47.00Aug 2110.0010.25$10.132.5%--0.99114
$48.00Aug 219.009.25$9.132.7%--0.98246
$49.00Aug 218.008.25$8.133.1%--0.98286
$50.00Aug 217.057.30$7.183.5%--0.9720.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.50Sep 41.861.97$1.925.7%20.6844
$58.00Aug 281.451.54$1.506.0%--0.6410
$56.50Jul 310.140.15$0.156.7%1.8K0.283.6K
$57.00Aug 140.710.76$0.746.8%320.49132
$58.00Aug 211.361.46$1.417.1%480.6610.1K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 69 found (avg $0.51, cheapest $0.11)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.50Aug 70.100.12$0.1118.2%560.15769
$59.00Aug 210.210.25$0.2317.4%2340.1913.5K
$57.00Jul 310.310.35$0.3312.1%1.4K0.507.2K
$58.50Aug 210.320.38$0.3517.1%3040.261.6K
$57.50Aug 70.350.42$0.3917.9%3870.371.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$54.00Aug 140.110.13$0.1216.7%4660.10539
$56.50Jul 310.140.15$0.156.7%1.8K0.283.6K
$54.50Aug 140.150.18$0.1618.8%960.14225
$55.50Aug 70.160.19$0.1816.7%3.0K0.18132
$54.00Aug 210.170.20$0.1915.8%20.9K0.1315.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 152 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Jul 299.9511.70$10.8316.2%151.0075
$47.00Jul 298.9510.35$9.6514.5%441.0075
$48.00Jul 297.959.45$8.7017.2%121.0070
$49.00Jul 296.958.50$7.7320.1%81.0039
$50.00Jul 295.957.45$6.7022.4%141.00238
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 312.933.15$3.047.2%61.006
$62.00Jul 313.606.40$5.0056.0%41.00--
$64.00Aug 55.508.50$7.0042.9%21.00--
$65.00Aug 56.509.45$7.9837.0%21.00--
$66.00Aug 57.5010.50$9.0033.3%21.00--

Most actively traded options today. High liquidity = easy entry/exit. 251 active (total vol 159.0K, top 20.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Aug 210.931.04$0.9911.1%17.0K0.5115.7K
$57.00Jul 290.020.08$0.05120.0%2.4K0.43419
$57.00Jul 310.310.35$0.3312.1%1.4K0.507.2K
$57.50Jul 290.000.01$0.01100.0%8420.04412
$53.00Aug 214.154.35$4.254.7%6910.9237.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$54.00Aug 210.170.20$0.1915.8%20.9K0.1315.6K
$57.00Aug 210.820.90$0.869.3%17.1K0.49466
$52.00Aug 210.060.08$0.0728.6%16.9K0.0547.0K
$55.00Aug 70.100.13$0.1225.0%10.0K0.133.0K
$54.00Aug 70.050.07$0.0633.3%10.0K0.07708

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 60 strikes (avg 683.6%, max 1977.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$46.00Jul 29Aug 21809.7%39.0%1977.9%1588
$47.00Jul 29Aug 21734.0%35.5%1965.6%44189
$48.00Jul 29Aug 21662.7%33.0%1910.5%12316
$49.00Jul 29Aug 21592.6%29.5%1907.1%8325
$52.00Jul 29Sep 4382.2%21.5%1675.2%313
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Jul 29Sep 4478.7%24.5%1851.8%--22
$51.00Jul 29Sep 4413.2%23.0%1696.7%--24
$60.00Jul 29Sep 4232.2%15.6%1386.4%13--
$54.00Jul 29Sep 4240.5%18.2%1224.5%4292
$67.00Jul 29Aug 5620.2%50.4%1131.8%104

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 73 found (best R:R 17.97, avg 2.09)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$60.50$62.00Sep 4$0.10$1.40$0.1014.00$60.60
$58.00$59.00Aug 12$0.20$0.80$0.204.00$58.20
$59.00$59.50Aug 28$0.10$0.40$0.104.00$59.10
$59.00$60.00Sep 4$0.21$0.79$0.213.76$59.21
$57.50$58.00Aug 3$0.11$0.39$0.113.55$57.61
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$56.00$50.50Aug 12$0.29$5.21$0.2917.97$55.71
$56.50$55.50Aug 5$0.19$0.81$0.194.26$56.31
$56.00$55.50Aug 14$0.10$0.40$0.104.00$55.90
$56.50$56.00Aug 3$0.11$0.39$0.113.55$56.39
$56.00$55.50Aug 21$0.12$0.38$0.123.17$55.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 104 found (best R:R 21.41, avg 1.79)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$53.00$54.00Aug 21$0.90$0.90$0.109.00$53.90
$54.00$55.00Sep 4$0.87$0.87$0.136.69$54.87
$55.50$56.50Aug 5$0.82$0.82$0.184.56$56.32
$55.50$56.00Aug 14$0.40$0.40$0.104.00$55.90
$55.00$55.50Aug 28$0.40$0.40$0.104.00$55.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$64.00$57.50Aug 5$6.21$6.21$0.2921.41$57.79
$63.00$61.00Jul 29$1.71$1.71$0.295.90$61.29
$58.50$58.00Aug 7$0.39$0.39$0.113.55$58.11
$60.00$58.50Aug 28$1.15$1.15$0.353.29$58.85
$58.00$57.50Jul 31$0.38$0.38$0.123.17$57.62

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 25 found (avg debit $0.21, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Jul 31Aug 3$0.0527.7%21.3%
$55.50Jul 29Jul 31$0.06131.7%23.9%
$60.50Aug 14Aug 28$0.0816.5%15.3%
$56.00Jul 29Jul 31$0.0993.2%22.3%
$54.00Jul 31Aug 7$0.1038.9%23.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$58.50Jul 29Aug 7$0.05118.2%15.9%
$50.50Aug 7Aug 12$0.0536.6%35.8%
$56.00Jul 29Jul 31$0.0693.2%22.3%
$65.00Jul 29Aug 3$0.07516.4%49.7%
$59.00Jul 29Aug 21$0.09167.2%15.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 112 found (cheapest 0.23% of stock, avg 5.74%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.00Jul 29$0.05$0.08$0.13$56.87$57.130.23%
$56.50Jul 29$0.47$0.01$0.48$56.02$56.980.84%
$57.50Jul 29$0.01$0.52$0.53$56.97$58.030.93%
$57.00Jul 31$0.33$0.32$0.65$56.35$57.651.14%
$57.50Jul 31$0.12$0.64$0.76$56.74$58.261.33%
$56.50Jul 31$0.67$0.15$0.82$55.68$57.321.44%
$57.00Aug 3$0.42$0.42$0.84$56.16$57.841.47%
$57.50Aug 3$0.20$0.70$0.90$56.60$58.401.58%
$56.00Jul 29$0.96$0.01$0.97$55.03$56.971.70%
$57.00Aug 5$0.53$0.51$1.04$55.96$58.041.83%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 174 found (cheapest 0.09% of stock, avg 1.35%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$58.50$55.50Jul 31$0.02$0.03$0.05$55.45$58.55
$58.00$55.50Jul 31$0.04$0.03$0.07$55.43$58.07
$59.00$55.00Aug 3$0.03$0.05$0.08$54.92$59.08
$58.50$56.00Jul 31$0.02$0.07$0.09$55.91$58.59
$58.50$55.00Aug 3$0.05$0.05$0.10$54.90$58.60
$58.00$56.00Jul 31$0.04$0.07$0.11$55.89$58.11
$59.00$55.50Aug 3$0.03$0.08$0.11$55.39$59.11
$58.50$55.50Aug 3$0.05$0.08$0.13$55.37$58.63
$58.00$55.00Aug 3$0.09$0.05$0.14$54.86$58.14
$59.00$55.00Aug 5$0.05$0.09$0.14$54.86$59.14

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 27 found (best R:R 3.55, avg credit $0.36)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
56/5657/58Aug 28$0.39$0.113.55$55.61$57.39
56/5758/58Aug 28$0.39$0.113.55$56.61$58.39
56/5758/58Aug 14$0.38$0.123.17$56.62$57.88
56/5658/58Aug 28$0.38$0.123.17$56.12$57.88
57/5858/59Aug 28$0.38$0.123.17$57.12$58.88
56/5658/58Sep 4$0.38$0.123.17$55.62$57.88
56/5758/58Sep 4$0.38$0.123.17$56.62$58.38
56/5657/58Aug 14$0.36$0.142.57$55.64$57.36
56/5658/58Aug 28$0.35$0.152.33$56.15$58.35
56/5658/58Sep 4$0.34$0.162.13$56.16$58.34

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 61 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$48.00$49.00$50.00Aug 21$0.05$0.9519.00
$52.00$53.00$54.00Aug 21$0.05$0.9519.00
$60.00$61.00$62.00Aug 21$0.05$0.9519.00
$46.00$46.50$47.00Jul 31$0.05$0.459.00
$56.00$56.50$57.00Aug 7$0.05$0.459.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$57.00$57.50$58.00Jul 31$0.06$0.447.33
$55.50$56.00$56.50Aug 3$0.06$0.447.33
$56.00$56.50$57.00Aug 7$0.06$0.447.33
$56.00$56.50$57.00Aug 14$0.06$0.447.33
$56.50$57.00$57.50Aug 21$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. 119 found (best net $--, 101 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$62.00$65.001:2Aug 28$0.00$3.00
$64.00$65.001:2Aug 21$0.00$1.00
$61.00$62.001:2Aug 28$0.00$1.00
$55.00$56.001:2Aug 3-$0.24$0.76
$59.00$59.501:2Aug 14-$0.05$0.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$54.00$51.001:2Jul 29-$0.01$2.99
$49.00$47.001:2Aug 14-$0.01$1.99
$49.00$47.001:2Aug 28-$0.01$1.99
$50.00$48.001:2Sep 4-$0.02$1.98
$48.00$46.001:2Sep 4-$0.03$1.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 45 found (best yield 2.16%, avg 0.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.00Sep 4$1.230.510.1%2.16%2.21%4269
$57.00Aug 28$1.080.510.1%1.90%1.95%6348
$57.50Sep 4$0.960.450.9%1.69%2.62%917
$57.00Aug 21$0.930.510.1%1.63%1.69%17.0K15.7K
$57.50Aug 28$0.820.440.9%1.44%2.37%1141
$57.00Aug 14$0.780.510.1%1.37%1.42%52606
$58.00Sep 4$0.720.381.8%1.26%3.07%14173
$57.50Aug 21$0.680.420.9%1.19%2.12%861.1K
$57.00Aug 10$0.640.500.1%1.12%1.18%73
$58.00Aug 28$0.600.371.8%1.05%2.86%7515

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 28,249
Total Puts 132,154
Put/Call Ratio 4.68
Net Difference -103,905

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 181,296
Total Puts 297,214
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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