Tour v477
XLF
State StreetFinSelSectSPDRETF
$56.94 -0.11%
$56.97 (+0.05%)🌙
as of 07/31 06:07 PM
7/31 18:08

Option Volume

Detail
Current (07/31) 48,665
Calls: 21,702 (45%)
Puts: 26,963 (55%)
Prior (07/30) 55,180
Calls: 14,130 (26%)
Puts: 41,050 (74%)
Current vs Prior -11.81%
Calls: +53.59% (Calls)
Puts: -34.32% (Puts)
Prior 7-Day Total 534,354
Calls: 165,842 (31%)
Puts: 368,512 (69%)
Prior 7-Day Average 76,336
Calls: 23,691 (31%)
Puts: 52,644 (69%)
Current vs Prior 7-Day Avg -36.25%
Calls: -8.40%
Puts: -48.78%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/31) $2.40M
Calls: $1.88M (78%)
Puts: $517.3K (22%)
Prior (07/30) $4.08M
Calls: $3.15M (77%)
Puts: $927.8K (23%)
Current vs Prior -41.10%
Calls: -40.17%
Puts: -44.24%
Prior 7-Day Total $48.46M
Calls: $35.55M (73%)
Puts: $12.92M (27%)
Prior 7-Day Average $6.92M
Calls: $5.08M (73%)
Puts: $1.85M (27%)
Current vs Prior 7-Day Avg -65.31%
Calls: -62.88%
Puts: -71.97%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 1.24
Prior (07/30) 2.91
Current vs Prior -57.23%
Prior 7-Day Average 2.09
Current vs Prior 7-Day Avg -40.55%
Sentiment BEARISH

Open Interest

Detail
Current (07/31) 933,320
Calls: 352,572 (38%)
Puts: 580,748 (62%)
Prior (07/30) 816,131
Calls: 283,269 (35%)
Puts: 532,862 (65%)
Current vs Prior +14.36%
Prior 7-Day Total 5,508,069
Calls: 2,200,968 (40%)
Puts: 3,307,101 (60%)
Prior 7-Day Average 786,867
Calls: 314,424 (40%)
Puts: 472,443 (60%)
Current vs Prior 7-Day Avg +18.61%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/03)Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 0.91% | 1.35%0.91% | 1.91%3.60% | 5.34%
Prior 0.67% | 0.96%0.67% | 1.58%2.86% | 4.37%
Current vs Prior +102.85% | +69.27%+36.97% | +21.24%+25.90% | +22.22%
Prior 7-Day Avg 1.53% | 2.24%1.87% | 2.58%4.04% | 6.03%
Current vs 7-Day Avg -11.72% | -27.17%-51.29% | -25.67%-10.95% | -11.46%
Prior 7-Day Eod 0.98% | 1.26%0.67% | 1.58%2.86% | 4.37%
Current vs 7-Day Eod +37.86% | +29.51%+36.97% | +21.24%+25.90% | +22.22%
Sentiment BEARISHBEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 69.82% | 25.33%
Calls: 44.90% | 24.19%
Puts: 94.74% | 26.47%
Prior 22.62% | 77.77%
Calls: 14.81% | 110.71%
Puts: 30.43% | 44.83%
Current vs Prior +208.66% | -67.43%
Prior 7-Day Avg 30.67% | 30.84%
Calls: 23.58% | 34.24%
Puts: 37.76% | 29.32%
Current vs 7-Day Avg +127.64% | -17.86%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 78% of dollar volume in calls ($1.88M) vs puts ($517.3K). Bearish P/C ratio of 1.24 indicates protective positioning. P/C ratio dropping 57% - sentiment shifting bullish. Put-heavy open interest (580,748 puts vs 352,572 calls) suggests hedging or 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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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 5 of results (avg 7.3%, best 4.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Aug 218.809.20$9.004.4%21.00246
$51.00Aug 215.956.25$6.104.9%10.9530.8K
$53.00Aug 213.954.30$4.138.5%140.9237.5K
$55.00Aug 282.282.50$2.399.2%10.81189
$53.50Aug 283.553.90$3.729.4%20.903
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. 118 found (avg delta 0.84, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Aug 77.309.90$8.6030.2%11.00--
$47.00Aug 218.9011.60$10.2526.3%--1.00114
$48.00Aug 218.809.20$9.004.4%21.00246
$50.00Aug 216.307.95$7.1323.1%11.0020.1K
$46.00Jul 3110.1011.85$10.9815.9%2510.9984
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$59.00Jul 311.403.05$2.2274.3%21.001
$64.00Aug 34.909.05$6.9859.5%21.00--
$57.50Jul 310.320.79$0.5683.9%170.98218
$58.50Jul 311.341.81$1.5829.7%10.96--
$62.00Aug 33.207.05$5.1375.0%20.95--

Most actively traded options today. High liquidity = easy entry/exit. 215 active (total vol 48.5K, top 8.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 310.000.41$0.21195.2%7.4K0.476.3K
$57.50Aug 70.100.25$0.1883.3%2.6K0.281.5K
$58.00Aug 70.050.15$0.10100.0%2.5K0.174.4K
$57.00Aug 30.140.30$0.2272.7%9790.47106
$57.00Aug 70.290.49$0.3951.3%8610.471.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$51.00Aug 210.030.07$0.0580.0%8.1K0.0475.2K
$57.00Jul 310.000.20$0.10200.0%1.9K0.534.3K
$55.50Aug 210.230.33$0.2835.7%1.6K0.233.1K
$57.00Aug 210.621.10$0.8655.8%1.5K0.5116.8K
$52.00Aug 210.040.16$0.10120.0%1.4K0.0736.7K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 53 strikes (avg 1434.6%, max 2998.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Jul 31Aug 211045.0%35.9%2809.1%127436
$50.00Jul 31Aug 21739.9%25.6%2793.6%4120.1K
$48.00Jul 31Aug 21943.3%33.4%2721.3%71403
$52.00Jul 31Sep 4494.8%21.3%2228.1%37110
$49.00Jul 31Aug 21843.4%36.8%2191.3%26575
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Jul 31Sep 4943.3%30.4%2998.7%--68
$50.00Jul 31Sep 4739.9%25.3%2826.1%--1.0K
$47.00Jul 31Aug 281045.0%36.3%2778.0%1069
$49.00Jul 31Aug 28843.4%30.0%2711.6%--734
$52.50Jul 31Sep 4488.6%19.0%2477.2%3468

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 68 found (best R:R 15.67, avg 1.96)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$59.50$62.00Sep 4$0.15$2.35$0.1515.67$59.65
$58.50$59.00Aug 14$0.10$0.40$0.104.00$58.60
$58.00$58.50Aug 21$0.11$0.39$0.113.55$58.11
$58.50$59.00Aug 21$0.12$0.38$0.123.17$58.62
$57.50$58.00Aug 28$0.12$0.38$0.123.17$57.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.50$55.00Aug 14$0.10$0.40$0.104.00$55.40
$57.00$56.50Aug 10$0.11$0.39$0.113.55$56.89
$56.00$55.50Aug 28$0.11$0.39$0.113.55$55.89
$55.00$54.50Sep 11$0.11$0.39$0.113.55$54.89
$56.50$56.00Aug 10$0.12$0.38$0.123.17$56.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 93 found (best R:R 7.14, avg 1.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$48.00$51.50Aug 7$3.07$3.07$0.437.14$51.07
$48.00$49.00Aug 21$0.87$0.87$0.136.69$48.87
$53.00$54.50Aug 14$1.26$1.26$0.245.25$54.26
$55.50$56.00Aug 5$0.40$0.40$0.104.00$55.90
$52.50$53.00Aug 7$0.40$0.40$0.104.00$52.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$62.00$59.00Jul 31$2.56$2.56$0.445.82$59.44
$53.50$53.00Aug 21$0.38$0.38$0.123.17$53.12
$58.00$57.00Aug 14$0.73$0.73$0.272.70$57.27
$57.50$57.00Aug 3$0.36$0.36$0.142.57$57.14
$57.50$57.00Aug 5$0.34$0.34$0.162.13$57.16

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 20 found (avg debit $0.15, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$58.00Jul 31Aug 3$0.06123.2%18.9%
$54.50Jul 31Aug 7$0.07290.3%21.4%
$49.00Jul 31Aug 21$0.08843.4%36.8%
$51.50Jul 31Aug 7$0.10591.3%40.0%
$53.50Jul 31Aug 7$0.10391.1%27.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Jul 31Aug 3$0.06238.7%30.3%
$55.50Jul 31Aug 3$0.06165.4%24.4%
$56.50Jul 31Aug 3$0.0762.2%12.0%
$50.50Aug 7Aug 12$0.0846.4%43.2%
$51.00Jul 31Aug 3$0.10587.6%81.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 102 found (cheapest 0.54% of stock, avg 5.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.00Jul 31$0.21$0.10$0.31$56.69$57.310.54%
$56.50Jul 31$0.42$0.01$0.43$56.07$56.930.76%
$57.00Aug 3$0.22$0.25$0.47$56.53$57.470.83%
$57.00Aug 5$0.25$0.31$0.56$56.44$57.560.98%
$57.50Jul 31$0.01$0.56$0.57$56.93$58.071.00%
$56.50Aug 3$0.52$0.08$0.60$55.90$57.101.05%
$57.50Aug 3$0.05$0.61$0.66$56.84$58.161.16%
$57.50Aug 5$0.08$0.65$0.73$56.77$58.231.28%
$56.50Aug 5$0.62$0.18$0.80$55.70$57.301.40%
$57.00Aug 7$0.39$0.43$0.82$56.18$57.821.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 197 found (cheapest 0.16% of stock, avg 1.06%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$58.50$55.00Aug 5$0.05$0.04$0.09$54.91$58.59
$58.50$56.00Aug 3$0.04$0.06$0.10$55.90$58.60
$59.00$56.00Aug 3$0.04$0.06$0.10$55.90$59.10
$57.50$56.00Aug 3$0.05$0.06$0.11$55.89$57.61
$58.50$55.50Aug 3$0.04$0.07$0.11$55.39$58.61
$58.50$55.00Aug 3$0.04$0.07$0.11$54.89$58.61
$59.00$55.50Aug 3$0.04$0.07$0.11$55.39$59.11
$59.00$55.00Aug 3$0.04$0.07$0.11$54.89$59.11
$57.50$55.50Aug 3$0.05$0.07$0.12$55.38$57.62
$57.50$55.00Aug 3$0.05$0.07$0.12$54.88$57.62

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 27 found (best R:R 3.17, avg credit $0.37)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
56/5657/58Aug 28$0.38$0.123.17$56.12$57.38
56/5658/58Sep 4$0.38$0.123.17$56.12$57.88
56/5657/58Aug 14$0.37$0.132.85$56.13$57.37
56/5758/58Aug 14$0.37$0.132.85$56.63$57.87
54/5556/57Sep 4$0.37$0.132.85$54.63$56.87
54/5558/58Sep 4$0.36$0.142.57$54.64$57.86
56/5657/58Aug 12$0.35$0.152.33$55.65$57.35
56/5758/58Aug 12$0.35$0.152.33$56.65$57.85
56/5658/58Aug 14$0.35$0.152.33$56.15$57.85
56/5656/57Sep 4$0.35$0.152.33$55.65$56.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 82 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$54.00$54.50$55.00Aug 28$0.05$0.459.00
$56.50$57.00$57.50Aug 7$0.06$0.447.33
$60.00$60.50$61.00Aug 28$0.06$0.447.33
$54.00$54.50$55.00Aug 7$0.07$0.436.14
$56.00$56.50$57.00Aug 10$0.07$0.436.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$47.00$48.00$49.00Aug 21$0.05$0.9519.00
$54.50$55.00$55.50Aug 7$0.05$0.459.00
$49.00$50.00$51.00Aug 21$0.10$0.909.00
$54.50$55.00$55.50Aug 21$0.05$0.459.00
$52.00$52.50$53.00Aug 28$0.05$0.459.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 139 found (best net $-0.04, 116 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$61.00$65.001:2Aug 28-$0.04$3.96
$62.00$65.001:2Sep 4$0.00$3.00
$46.00$50.501:2Aug 3-$2.04$2.46
$48.00$51.501:2Aug 7-$2.46$1.04
$60.00$61.001:2Aug 21-$0.12$0.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$54.50$50.501:2Aug 12-$0.15$3.85
$54.00$51.001:2Aug 3-$0.18$2.82
$54.50$52.001:2Sep 11-$0.22$2.28
$49.00$47.001:2Aug 14-$0.05$1.95
$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 1.84%, avg 0.55%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.00Sep 4$1.050.510.1%1.84%1.95%12282
$57.00Aug 21$0.780.490.1%1.37%1.48%10926.5K
$57.50Sep 4$0.720.441.0%1.26%2.25%2229
$57.00Aug 28$0.650.500.1%1.14%1.25%16343
$57.50Aug 21$0.530.461.0%0.93%1.91%4461.9K
$57.00Aug 14$0.520.500.1%0.91%1.02%244656
$57.50Aug 28$0.470.411.0%0.83%1.81%32140
$57.00Aug 12$0.380.480.1%0.67%0.77%22
$58.00Aug 28$0.370.341.9%0.65%2.51%16510
$57.00Aug 10$0.350.480.1%0.61%0.72%612

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 21,702
Total Puts 26,963
Put/Call Ratio 1.24
Net Difference -5,261

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 165,842
Total Puts 368,512
Average Put/Call Ratio 2.09
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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