Tour v472
XLF
State StreetFinSelSectSPDRETF
$57.00 +0.56%
$56.99 (-0.02%)🌙
as of 07/30 06:12 PM
7/30 18:12

Option Volume

Detail
Current (07/30) 55,180
Calls: 14,130 (26%)
Puts: 41,050 (74%)
Prior (07/29) 209,823
Calls: 39,155 (19%)
Puts: 170,668 (81%)
Current vs Prior -73.70%
Calls: -63.91% (Calls)
Puts: -75.95% (Puts)
Prior 7-Day Total 492,125
Calls: 163,220 (33%)
Puts: 328,905 (67%)
Prior 7-Day Average 82,020
Calls: 23,317 (33%)
Puts: 46,986 (67%)
Current vs Prior 7-Day Avg -32.72%
Calls: -39.40%
Puts: -12.63%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/30) $4.08M
Calls: $3.15M (77%)
Puts: $927.8K (23%)
Prior (07/29) $14.26M
Calls: $7.40M (52%)
Puts: $6.86M (48%)
Current vs Prior -71.41%
Calls: -57.42%
Puts: -86.48%
Prior 7-Day Total $56.30M
Calls: $42.78M (76%)
Puts: $13.52M (24%)
Prior 7-Day Average $9.38M
Calls: $6.11M (76%)
Puts: $1.93M (24%)
Current vs Prior 7-Day Avg -56.54%
Calls: -48.45%
Puts: -51.97%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30) 2.91
Prior (07/29) 4.36
Current vs Prior -33.35%
Prior 7-Day Average 1.87
Current vs Prior 7-Day Avg +55.61%
Sentiment BEARISH

Open Interest

Detail
Current (07/30) 816,131
Calls: 283,269 (35%)
Puts: 532,862 (65%)
Prior (07/29) 697,300
Calls: 265,427 (38%)
Puts: 431,873 (62%)
Current vs Prior +17.04%
Prior 7-Day Total 4,502,414
Calls: 1,881,173 (42%)
Puts: 2,621,241 (58%)
Prior 7-Day Average 750,402
Calls: 313,528 (42%)
Puts: 436,873 (58%)
Current vs Prior 7-Day Avg +8.76%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/03)Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 0.67% | 0.96%0.67% | 1.58%2.86% | 4.37%
Prior 2.77% | 2.42%2.77% | 2.79%4.41% | 6.21%
Current vs Prior -75.93% | -60.08%-75.93% | -43.36%-35.17% | -29.66%
Prior 7-Day Avg 1.66% | 2.36%2.00% | 2.81%4.23% | 6.35%
Current vs 7-Day Avg -59.88% | -59.03%-66.74% | -43.79%-32.34% | -31.26%
Prior 7-Day Eod 2.77% | 2.42%2.77% | 2.79%4.41% | 6.21%
Current vs 7-Day Eod -75.93% | -60.08%-75.93% | -43.36%-35.17% | -29.66%
Sentiment BULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 22.62% | 77.77%
Calls: 14.81% | 110.71%
Puts: 30.43% | 44.83%
Prior 38.69% | 27.11%
Calls: 30.43% | 19.30%
Puts: 46.94% | 34.92%
Current vs Prior -41.54% | +186.87%
Prior 7-Day Avg 34.27% | 30.75%
Calls: 28.01% | 26.15%
Puts: 40.52% | 35.36%
Current vs 7-Day Avg -33.99% | +152.88%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 77% of dollar volume in calls ($3.15M) vs puts ($927.8K). Light premium activity with dollar volume down 71% vs prior. Below-average activity with volume down 74% vs prior. Extreme bearish P/C ratio of 2.91 - 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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 7 of results (avg 5.1%, best 3.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$49.00Aug 218.058.30$8.183.1%10.96286
$52.00Aug 215.105.30$5.203.8%110.963.7K
$53.00Aug 214.104.30$4.204.8%4970.9337.5K
$50.00Aug 217.057.45$7.255.5%30.97--
$54.00Aug 213.153.35$3.256.2%180.8741.9K
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.56, cheapest $0.11)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.50Aug 70.790.96$0.8819.3%2930.66376
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$53.50Aug 210.100.12$0.1118.2%890.09457
$55.50Aug 280.360.43$0.4017.5%100.2632
$56.00Aug 210.370.45$0.4119.5%1.9K0.3039.1K
$58.00Jul 310.901.06$0.9816.3%240.97187

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 89 found (avg delta 0.83, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Jul 319.7512.35$11.0523.5%471.0053
$46.50Jul 319.6011.90$10.7521.4%3291.0044
$47.00Jul 318.9510.85$9.9019.2%3051.0031
$47.50Jul 318.6510.55$9.6019.8%281.00150
$48.00Jul 318.0510.00$9.0321.6%371.00149
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.00Aug 30.601.22$0.9168.1%31.00--
$60.00Aug 142.693.30$3.0020.3%101.00--
$61.00Jul 313.855.15$4.5028.9%40.98--
$65.00Aug 36.108.95$7.5337.8%40.98--
$58.00Jul 310.901.06$0.9816.3%240.97187

Most actively traded options today. High liquidity = easy entry/exit. 206 active (total vol 54.5K, top 10.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Aug 210.801.00$0.9022.2%1.5K0.5228.6K
$58.00Aug 70.050.21$0.13123.1%1.2K0.203.4K
$57.50Aug 210.541.07$0.8165.4%1.1K0.441.1K
$57.00Jul 310.110.25$0.1877.8%1.0K0.496.3K
$56.50Jul 310.470.68$0.5736.8%9020.815.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$53.00Aug 210.080.10$0.0922.2%10.3K0.0754.3K
$55.50Aug 210.220.38$0.3053.3%8.3K0.2311.2K
$55.50Aug 70.090.14$0.1241.7%3.2K0.153.2K
$56.00Aug 210.370.45$0.4119.5%1.9K0.3039.1K
$53.00Aug 140.020.07$0.05100.0%1.5K0.0480

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 35 strikes (avg 123.8%, max 465.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.50Jul 31Sep 486.8%15.6%457.9%1088.8K
$50.00Jul 31Aug 21111.7%28.2%295.9%148
$52.00Jul 31Aug 2182.1%22.7%261.7%213.8K
$49.00Jul 31Aug 21127.3%35.6%257.9%270314
$53.00Jul 31Aug 2160.9%20.6%194.8%50037.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.50Jul 31Aug 2886.8%15.3%465.7%1.5K5.5K
$53.00Jul 31Sep 460.9%16.9%261.2%9612
$65.00Jul 31Aug 3248.9%70.4%253.6%6--
$53.50Jul 31Sep 453.9%15.9%238.7%77474
$55.00Jul 31Sep 444.5%15.6%184.8%7027.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 58 found (best R:R 7.33, avg 2.05)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$59.50$61.00Sep 4$0.18$1.32$0.187.33$59.68
$58.50$59.50Aug 14$0.13$0.87$0.136.69$58.63
$59.00$60.00Aug 21$0.13$0.87$0.136.69$59.13
$58.50$59.00Aug 28$0.11$0.39$0.113.55$58.61
$59.00$59.50Aug 28$0.11$0.39$0.113.55$59.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$56.00$55.00Sep 4$0.14$0.86$0.146.14$55.86
$55.50$55.00Aug 28$0.10$0.40$0.104.00$55.40
$56.00$55.50Aug 21$0.11$0.39$0.113.55$55.89
$57.00$56.50Aug 21$0.11$0.39$0.113.55$56.89
$56.00$55.50Aug 12$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. 79 found (best R:R 39.00, avg 2.08)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$48.00$56.00Aug 3$7.80$7.80$0.2039.00$55.80
$46.00$52.00Aug 7$5.50$5.50$0.5011.00$51.50
$55.00$56.00Aug 28$0.86$0.86$0.146.14$55.86
$55.00$57.00Aug 5$1.68$1.68$0.325.25$56.68
$55.00$56.50Aug 14$1.25$1.25$0.255.00$56.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$68.00$66.00Aug 3$1.75$1.75$0.257.00$66.25
$59.00$58.00Aug 21$0.83$0.83$0.174.88$58.17
$55.50$55.00Jul 31$0.38$0.38$0.123.17$55.12
$58.00$57.50Aug 3$0.37$0.37$0.132.85$57.63
$60.00$59.00Aug 21$0.74$0.74$0.262.85$59.26

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $0.12, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Jul 31Aug 5$0.0644.5%21.3%
$57.50Jul 31Aug 3$0.0618.3%9.9%
$56.50Jul 31Aug 3$0.1120.2%16.8%
$59.50Aug 7Aug 14$0.1315.7%18.3%
$59.00Aug 7Aug 21$0.1416.9%14.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$54.50Jul 31Aug 7$0.0647.0%22.2%
$53.50Jul 31Aug 14$0.0753.9%22.3%
$56.00Jul 31Aug 3$0.0720.2%18.6%
$57.50Jul 31Aug 3$0.0718.3%9.9%
$56.50Jul 31Aug 3$0.0820.2%16.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 60 found (cheapest 0.67% of stock, avg 4.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.00Jul 31$0.18$0.20$0.38$56.62$57.380.67%
$57.50Jul 31$0.05$0.47$0.52$56.98$58.020.91%
$57.00Aug 3$0.37$0.18$0.55$56.45$57.550.96%
$56.50Jul 31$0.57$0.07$0.64$55.86$57.141.12%
$57.50Aug 3$0.11$0.54$0.65$56.85$58.151.14%
$56.50Aug 3$0.68$0.15$0.83$55.67$57.331.46%
$57.50Aug 5$0.20$0.63$0.83$56.67$58.331.46%
$57.00Aug 7$0.45$0.45$0.90$56.10$57.901.58%
$58.00Aug 3$0.05$0.91$0.96$57.04$58.961.68%
$58.00Jul 31$0.01$0.98$0.99$57.01$58.991.74%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 153 found (cheapest 0.14% of stock, avg 1.16%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$57.50$55.00Jul 31$0.05$0.03$0.08$54.92$57.58
$59.00$55.00Aug 7$0.05$0.05$0.10$54.90$59.10
$58.00$55.50Aug 3$0.05$0.06$0.11$55.39$58.11
$58.50$55.50Aug 3$0.05$0.06$0.11$55.39$58.61
$57.50$56.50Jul 31$0.05$0.07$0.12$56.38$57.62
$58.00$56.00Aug 3$0.05$0.08$0.13$55.87$58.13
$58.50$56.00Aug 3$0.05$0.08$0.13$55.87$58.63
$59.00$54.50Aug 7$0.05$0.08$0.13$54.37$59.13
$58.00$55.50Aug 5$0.07$0.07$0.14$55.36$58.14
$58.00$55.00Aug 5$0.07$0.07$0.14$54.86$58.14

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 38 found (best R:R 8.09, avg credit $0.41)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
51/5256/57Sep 4$0.89$0.118.09$50.61$56.89
54/5456/57Sep 4$0.84$0.165.25$53.66$56.84
54/5457/58Sep 4$0.40$0.104.00$53.60$57.40
54/5456/57Sep 4$0.78$0.223.55$53.22$56.78
57/5858/58Aug 28$0.38$0.123.17$57.12$58.38
56/5657/58Aug 14$0.37$0.132.85$55.63$57.37
56/5658/58Aug 28$0.37$0.132.85$55.63$57.87
56/5758/58Aug 28$0.37$0.132.85$56.63$57.87
57/5858/60Aug 14$0.72$0.282.57$57.28$59.22
54/5458/58Sep 4$0.36$0.142.57$53.64$57.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 54 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$56.50$57.00$57.50Aug 3$0.05$0.459.00
$59.00$60.00$61.00Aug 21$0.10$0.909.00
$57.50$58.00$58.50Aug 3$0.06$0.447.33
$57.00$57.50$58.00Aug 14$0.06$0.447.33
$56.50$57.00$57.50Aug 28$0.06$0.447.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$49.00$50.00$51.00Aug 21$0.06$0.9415.67
$55.50$56.00$56.50Aug 12$0.05$0.459.00
$53.00$53.50$54.00Aug 21$0.05$0.459.00
$55.00$55.50$56.00Aug 5$0.06$0.447.33
$54.00$54.50$55.00Aug 14$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. 90 found (best net $-0.02, 68 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$59.50$61.001:2Sep 4-$0.03$1.47
$60.00$61.001:2Aug 21$0.00$1.00
$52.00$54.001:2Aug 7-$1.17$0.83
$58.50$59.501:2Sep 4-$0.30$0.70
$58.00$58.501:2Aug 3-$0.05$0.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$46.001:2Aug 7-$0.02$3.98
$54.00$50.001:2Aug 7-$0.07$3.93
$65.00$62.001:2Jul 31-$1.07$1.93
$49.00$47.001:2Aug 21-$0.42$1.58
$58.00$56.501:2Sep 4-$0.06$1.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 1.82%, avg 0.69%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.00Sep 4$1.040.520.0%1.82%1.82%6277
$57.00Aug 28$0.890.510.0%1.56%1.56%28350
$57.50Sep 4$0.810.450.9%1.42%2.30%1227
$57.00Aug 21$0.800.520.0%1.40%1.40%1.5K28.6K
$57.50Aug 28$0.670.430.9%1.18%2.05%3--
$57.00Aug 14$0.640.550.0%1.12%1.12%50635
$58.00Sep 4$0.580.381.8%1.02%2.77%12179
$57.50Aug 21$0.540.440.9%0.95%1.82%1.1K1.1K
$57.00Aug 10$0.460.530.0%0.81%0.81%57
$58.00Aug 28$0.450.351.8%0.79%2.54%5508

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 14,130
Total Puts 41,050
Put/Call Ratio 2.91
Net Difference -26,920

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 163,220
Total Puts 328,905
Average Put/Call Ratio 1.87
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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