Tour v456
XLF
State StreetFinSelSectSPDRETF
$56.68 -1.60%
$56.64 (-0.07%)🌙
as of 07/29 06:14 PM
7/29 18:14

Option Volume

Detail
Current (07/29) 209,823
Calls: 39,155 (19%)
Puts: 170,668 (81%)
Prior (07/28) 63,412
Calls: 32,380 (51%)
Puts: 31,032 (49%)
Current vs Prior +230.89%
Calls: +20.92% (Calls)
Puts: +449.97% (Puts)
Prior 7-Day Total 512,113
Calls: 177,876 (35%)
Puts: 334,237 (65%)
Prior 7-Day Average 73,159
Calls: 25,410 (35%)
Puts: 47,748 (65%)
Current vs Prior 7-Day Avg +186.80%
Calls: +54.09%
Puts: +257.43%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/29) $14.26M
Calls: $7.40M (52%)
Puts: $6.86M (48%)
Prior (07/28) $11.23M
Calls: $10.55M (94%)
Puts: $680.6K (6%)
Current vs Prior +27.03%
Calls: -29.86%
Puts: +908.59%
Prior 7-Day Total $62.61M
Calls: $50.59M (81%)
Puts: $12.02M (19%)
Prior 7-Day Average $8.94M
Calls: $7.23M (81%)
Puts: $1.72M (19%)
Current vs Prior 7-Day Avg +59.46%
Calls: +2.37%
Puts: +299.67%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/29) 4.36
Prior (07/28) 0.96
Current vs Prior +354.81%
Prior 7-Day Average 1.89
Current vs Prior 7-Day Avg +130.51%
Sentiment BEARISH

Open Interest

Detail
Current (07/29) 697,300
Calls: 265,427 (38%)
Puts: 431,873 (62%)
Prior (07/28) 755,627
Calls: 314,121 (42%)
Puts: 441,506 (58%)
Current vs Prior -7.72%
Prior 7-Day Total 5,448,975
Calls: 2,317,866 (43%)
Puts: 3,131,109 (57%)
Prior 7-Day Average 778,425
Calls: 331,123 (43%)
Puts: 447,301 (57%)
Current vs Prior 7-Day Avg -10.42%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/29) | Next (07/31)Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 4.13% | 2.77%2.77% | 2.79%4.41% | 6.21%
Prior 1.35% | 1.88%1.88% | 2.53%3.52% | 7.66%
Current vs Prior +104.55% | +28.91%+47.73% | +9.98%+25.15% | -18.89%
Prior 7-Day Avg 1.43% | 2.24%1.83% | 2.78%4.20% | 6.37%
Current vs 7-Day Avg +93.88% | +8.02%+51.52% | +0.35%+4.91% | -2.52%
Prior 7-Day Eod 0.97% | 1.74%1.88% | 2.53%3.52% | 7.66%
Current vs 7-Day Eod +186.92% | +39.09%+47.73% | +9.98%+25.15% | -18.89%
Sentiment BEARISHBEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 38.69% | 27.11%
Calls: 30.43% | 19.30%
Puts: 46.94% | 34.92%
Prior 12.96% | 9.11%
Calls: 10.53% | 8.22%
Puts: 15.38% | 10.00%
Current vs Prior +198.53% | +197.59%
Prior 7-Day Avg 49.67% | 30.66%
Calls: 43.61% | 32.33%
Puts: 42.61% | 35.39%
Current vs 7-Day Avg -22.10% | -11.58%
Liquidity Expensive
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🤖 AI Insights

Dollar volume significantly above 7-day average (59% higher). Unusually high activity with volume up 231% vs prior - elevated interest. Volume explosion - 187% above 7-day average (209,823 vs avg 73,159). Extreme bearish P/C ratio of 4.36 - heavy put buying.

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 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 1 of results (avg 7.8%, best 7.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$51.00Aug 145.505.95$5.737.9%10.79--
PUTS (0)
No puts meet the criteria

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 129 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Jul 318.7512.15$10.4532.5%481.0067
$46.50Jul 318.3511.65$10.0033.0%501.0067
$46.00Jul 299.3511.85$10.6023.6%151.0075
$47.00Jul 298.3510.85$9.6026.0%441.0075
$48.00Jul 297.509.85$8.6827.1%121.0070
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Jul 310.771.15$0.9639.6%1661.00263
$58.00Jul 311.221.62$1.4228.2%2351.00236
$60.00Jul 311.555.00$3.28105.2%61.00--
$57.50Aug 30.003.15$1.58199.4%1181.0014
$60.00Aug 32.244.70$3.4770.9%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 264 active (total vol 208.4K, top 31.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Aug 210.341.11$0.73105.5%17.2K0.4715.7K
$54.00Aug 212.803.55$3.1823.6%10.1K0.8641.9K
$57.00Jul 290.000.01$0.01100.0%2.4K0.06419
$57.00Jul 310.120.31$0.2286.4%1.4K0.537.2K
$57.50Jul 290.000.01$0.01100.0%8420.03412
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$54.00Aug 210.150.26$0.2152.4%31.0K0.1415.6K
$53.00Aug 210.080.17$0.1369.2%19.3K0.0938.1K
$57.00Aug 210.771.38$1.0856.5%17.1K0.54466
$52.00Aug 210.060.16$0.1190.9%16.9K0.0747.0K
$55.00Aug 70.030.26$0.15153.3%10.1K0.163.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 49 strikes (avg 735.8%, max 5470.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.50Jul 29Aug 28688.1%15.2%4416.3%11163
$53.00Jul 29Aug 21415.2%21.0%1881.4%70937.5K
$52.00Jul 29Sep 4513.7%30.6%1580.1%353
$50.00Jul 29Aug 3658.2%53.2%1138.3%15239
$58.50Jul 29Sep 4196.9%16.9%1068.7%5792
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$59.00Jul 29Aug 21899.8%16.2%5470.0%2685
$54.00Jul 29Sep 4314.3%16.2%1844.7%5292
$55.00Jul 29Sep 4277.1%16.4%1589.8%2816
$58.50Jul 29Sep 4196.9%16.9%1068.7%745
$60.00Jul 29Sep 4359.6%34.7%935.8%13--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 51 found (best R:R 15.18, avg 2.49)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$57.00$58.00Aug 12$0.10$0.90$0.109.00$57.10
$59.50$60.00Aug 14$0.11$0.39$0.113.55$59.61
$59.00$59.50Aug 28$0.11$0.39$0.113.55$59.11
$50.00$51.00Aug 3$0.23$0.77$0.233.35$50.23
$47.00$47.50Jul 31$0.12$0.38$0.123.17$47.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$56.00$50.50Aug 12$0.34$5.16$0.3415.18$55.66
$54.00$53.00Aug 7$0.11$0.89$0.118.09$53.89
$54.00$53.00Jul 31$0.13$0.87$0.136.69$53.87
$51.00$50.00Aug 21$0.13$0.87$0.136.69$50.87
$58.50$57.50Aug 14$0.16$0.84$0.165.25$58.34

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 74 found (best R:R 14.22, avg 2.11)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$51.50$55.00Aug 5$3.27$3.27$0.2314.22$54.77
$52.00$55.00Sep 4$2.70$2.70$0.309.00$54.70
$57.00$58.00Aug 10$0.84$0.84$0.165.25$57.84
$51.00$55.50Aug 14$3.64$3.64$0.864.23$54.64
$53.00$54.00Aug 21$0.80$0.80$0.204.00$53.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$60.00$58.00Jul 31$1.86$1.86$0.1413.29$58.14
$64.00$57.50Aug 5$5.76$5.76$0.747.78$58.24
$60.00$59.00Aug 21$0.88$0.88$0.127.33$59.12
$58.50$57.50Aug 28$0.88$0.88$0.127.33$57.62
$65.00$64.00Aug 3$0.87$0.87$0.136.69$64.13

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 20 found (avg debit $0.30, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Jul 31Aug 3$0.0632.9%29.2%
$57.50Jul 29Jul 31$0.09101.9%15.3%
$56.00Jul 29Jul 31$0.1286.5%28.5%
$53.00Jul 29Aug 7$0.13415.2%26.8%
$57.00Jul 29Jul 31$0.2148.5%43.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$57.50Jul 29Jul 31$0.06101.9%15.3%
$52.00Aug 21Aug 28$0.0824.4%23.7%
$58.00Jul 29Jul 31$0.09150.7%16.7%
$56.00Jul 29Jul 31$0.1186.5%28.5%
$54.00Jul 29Jul 31$0.13314.3%63.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 69 found (cheapest 1.25% of stock, avg 4.19%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.00Aug 3$0.18$0.53$0.71$56.29$57.711.25%
$56.00Jul 29$0.71$0.01$0.72$55.28$56.721.27%
$55.50Jul 31$0.68$0.05$0.73$54.77$56.231.29%
$57.50Jul 29$0.01$0.90$0.91$56.59$58.411.61%
$57.00Jul 31$0.22$0.71$0.93$56.07$57.931.64%
$56.00Aug 3$0.75$0.18$0.93$55.07$56.931.64%
$56.00Jul 31$0.83$0.12$0.95$55.05$56.951.68%
$57.50Jul 31$0.10$0.96$1.06$56.44$58.561.87%
$56.50Jul 29$1.11$0.01$1.12$55.38$57.621.98%
$56.50Jul 31$0.86$0.27$1.13$55.37$57.631.99%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 182 found (cheapest 0.04% of stock, avg 1.96%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$57.00$56.50Jul 29$0.01$0.01$0.02$56.48$57.02
$57.00$55.00Jul 29$0.01$0.04$0.05$54.95$57.05
$58.00$55.50Jul 31$0.03$0.05$0.08$55.42$58.08
$58.00$54.50Jul 31$0.03$0.05$0.08$54.42$58.08
$58.50$55.50Jul 31$0.04$0.05$0.09$55.41$58.59
$58.50$54.50Jul 31$0.04$0.05$0.09$54.41$58.59
$60.00$55.50Jul 31$0.04$0.05$0.09$55.41$60.09
$60.00$54.50Jul 31$0.04$0.05$0.09$54.41$60.09
$57.50$55.50Jul 31$0.10$0.05$0.15$55.35$57.65
$57.50$54.50Jul 31$0.10$0.05$0.15$54.35$57.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 38 found (best R:R 7.33, avg credit $0.50)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
50/5259/60Aug 28$0.88$0.127.33$50.62$59.88
54/5556/56Aug 28$0.87$0.136.69$54.13$56.87
50/5155/56Aug 21$0.83$0.174.88$50.17$55.83
50/5156/57Aug 21$0.82$0.184.56$50.18$57.32
52/5356/56Aug 28$0.76$0.243.17$52.24$56.76
50/5152/53Aug 21$0.75$0.253.00$50.25$52.75
57/5859/60Aug 28$0.37$0.132.85$57.13$59.37
54/5556/56Aug 28$0.68$0.322.12$54.32$56.18
55/5660/60Sep 4$0.33$0.171.94$55.17$59.83
53/5454/55Aug 7$0.63$0.371.70$53.37$55.13

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 56 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$46.00$47.00$48.00Jul 29$0.08$0.9211.50
$48.00$49.00$50.00Jul 29$0.08$0.9211.50
$47.50$48.00$48.50Jul 31$0.05$0.459.00
$56.50$57.00$57.50Aug 7$0.05$0.459.00
$57.50$58.00$58.50Aug 7$0.05$0.459.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$58.00$60.00$62.00Jul 31$0.14$1.8613.29
$64.00$65.00$66.00Jul 29$0.08$0.9211.50
$51.00$52.00$53.00Aug 21$0.08$0.9211.50
$55.00$55.50$56.00Aug 21$0.06$0.447.33
$54.00$54.50$55.00Jul 31$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. 118 found (best net $-0.01, 90 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$62.00$65.001:2Sep 4-$0.73$2.27
$53.50$55.501:2Jul 29$0.00$2.00
$60.50$62.001:2Sep 4-$0.31$1.19
$55.00$56.001:2Aug 3-$0.23$0.77
$57.00$58.001:2Aug 12-$0.31$0.69
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$51.50$47.501:2Jul 31-$0.01$3.99
$53.00$50.001:2Aug 14-$0.09$2.91
$53.00$51.501:2Jul 31-$0.01$1.49
$56.00$53.001:2Aug 10-$1.68$1.32
$53.00$52.001:2Aug 28$0.00$1.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 0.99%, avg 0.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.00Aug 28$0.560.450.6%0.99%1.55%6348
$57.00Sep 4$0.500.450.6%0.88%1.45%9--
$57.00Aug 14$0.470.500.6%0.83%1.39%53606
$58.00Aug 28$0.460.332.3%0.81%3.14%7515
$57.50Aug 28$0.350.451.4%0.62%2.06%1--
$57.00Aug 21$0.340.470.6%0.60%1.16%17.2K15.7K
$58.50Aug 28$0.300.253.2%0.53%3.74%1--
$59.00Aug 28$0.240.204.1%0.42%4.52%285
$57.00Aug 7$0.230.440.6%0.41%0.97%301.2K
$58.00Aug 14$0.230.282.3%0.41%2.73%23184

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 39,155
Total Puts 170,668
Put/Call Ratio 4.36
Net Difference -131,513

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 177,876
Total Puts 334,237
Average Put/Call Ratio 1.89
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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