Tour v487
XLF
State StreetFinSelSectSPDRETF
$57.38 +0.77%
$57.37 (-0.02%)🌙
as of 08/03 06:09 PM
8/3 18:09

Option Volume

Detail
Current (08/03) 43,028
Calls: 26,741 (62%)
Puts: 16,287 (38%)
Prior (07/31) 48,665
Calls: 21,702 (45%)
Puts: 26,963 (55%)
Current vs Prior -11.58%
Calls: +23.22% (Calls)
Puts: -39.60% (Puts)
Prior 7-Day Total 478,256
Calls: 151,469 (32%)
Puts: 326,787 (68%)
Prior 7-Day Average 79,709
Calls: 21,638 (32%)
Puts: 46,683 (68%)
Current vs Prior 7-Day Avg -46.02%
Calls: +23.58%
Puts: -65.11%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/03) $5.99M
Calls: $5.09M (85%)
Puts: $895.8K (15%)
Prior (07/31) $2.40M
Calls: $1.88M (78%)
Puts: $517.3K (22%)
Current vs Prior +149.23%
Calls: +170.11%
Puts: +73.16%
Prior 7-Day Total $43.33M
Calls: $31.49M (73%)
Puts: $11.84M (27%)
Prior 7-Day Average $7.22M
Calls: $4.50M (73%)
Puts: $1.69M (27%)
Current vs Prior 7-Day Avg -17.11%
Calls: +13.16%
Puts: -47.04%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03) 0.61
Prior (07/31) 1.24
Current vs Prior -50.98%
Prior 7-Day Average 2.03
Current vs Prior 7-Day Avg -69.93%
Sentiment BULLISH

Open Interest

Detail
Current (08/03) 837,382
Calls: 311,177 (37%)
Puts: 526,205 (63%)
Prior (07/31) 933,320
Calls: 352,572 (38%)
Puts: 580,748 (62%)
Current vs Prior -10.28%
Prior 7-Day Total 4,650,575
Calls: 1,829,624 (39%)
Puts: 2,820,951 (61%)
Prior 7-Day Average 775,095
Calls: 304,937 (39%)
Puts: 470,158 (61%)
Current vs Prior 7-Day Avg +8.04%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/03) | Next (08/05)Expiry (08/07) | Next (08/14)Expiry (08/17) | Next (09/18)
Current 2.42% | 2.96%1.74% | 3.15%5.23% | 4.17%
Prior 1.35% | 1.63%0.91% | 1.91%3.60% | 5.34%
Current vs Prior +119.09% | +6.70%+90.85% | +64.78%+45.22% | -21.99%
Prior 7-Day Avg 1.55% | 2.20%1.82% | 2.47%3.93% | 5.93%
Current vs 7-Day Avg +91.72% | -20.94%-3.98% | +27.84%+32.95% | -29.78%
Prior 7-Day Eod 1.35% | 1.63%0.91% | 1.91%3.60% | 5.34%
Current vs 7-Day Eod +119.09% | +6.70%+90.85% | +64.78%+45.22% | -21.99%
Sentiment BEARISHBEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 52.09% | 55.56%
Calls: 54.17% | 36.76%
Puts: 50.00% | 74.36%
Prior 69.82% | 25.33%
Calls: 44.90% | 24.19%
Puts: 94.74% | 26.47%
Current vs Prior -25.39% | +119.34%
Prior 7-Day Avg 34.81% | 30.26%
Calls: 25.27% | 34.50%
Puts: 44.34% | 26.01%
Current vs 7-Day Avg +49.65% | +83.63%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($5.09M) vs puts ($895.8K). Massive premium surge with dollar volume up 149% vs prior. Bullish P/C ratio of 0.61. P/C ratio dropping 51% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 3 of results (avg 6.1%, best 4.6%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.00Aug 215.355.60$5.484.6%40.953.7K
$50.00Aug 217.157.60$7.386.1%31.0020.1K
$51.00Aug 216.356.85$6.607.6%41.0030.8K
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. 132 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Aug 310.1012.60$11.3522.0%911.0045
$47.00Aug 38.2011.60$9.9034.3%601.00--
$48.00Aug 38.0510.60$9.3227.4%461.00--
$49.00Aug 36.859.80$8.3235.5%2161.001
$50.00Aug 36.308.45$7.3829.1%2151.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$68.00Aug 38.8512.80$10.8336.5%210.99--
$67.00Aug 37.8511.40$9.6336.9%450.99--
$61.00Aug 31.665.40$3.53105.9%60.99--
$65.00Aug 36.158.90$7.5336.5%150.99--
$66.00Aug 37.3510.10$8.7331.5%440.99--

Most actively traded options today. High liquidity = easy entry/exit. 231 active (total vol 40.8K, top 7.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$59.00Aug 210.100.20$0.1566.7%7.1K0.1713.5K
$57.50Aug 70.070.30$0.19121.1%5.8K0.383.9K
$58.00Aug 280.100.67$0.39146.2%2.7K0.35515
$57.00Aug 30.040.55$0.30170.0%1.5K0.99841
$57.50Aug 140.000.66$0.33200.0%1.2K0.43339
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Aug 70.200.25$0.2321.7%2.5K0.38579
$57.00Aug 210.480.95$0.7265.3%1.3K0.4317.1K
$54.50Aug 210.030.62$0.33178.8%1.2K0.182.9K
$55.00Aug 210.140.25$0.2055.0%1.1K0.1514.0K
$57.00Aug 140.340.61$0.4856.2%1.1K0.42164

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 52 strikes (avg 998.0%, max 2815.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Aug 3Aug 21977.7%36.3%2592.9%46244
$49.00Aug 3Aug 21878.0%32.6%2592.6%216286
$50.00Aug 3Aug 21779.5%29.9%2507.0%21820.1K
$51.00Aug 3Aug 21674.4%27.6%2344.2%5030.8K
$46.00Aug 3Aug 211182.8%50.1%2262.6%9158
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Aug 3Sep 4779.5%26.7%2815.0%--139
$55.00Aug 3Sep 11279.7%11.3%2382.0%5269
$51.00Aug 3Sep 4674.4%31.1%2065.2%--209
$55.50Aug 3Sep 11228.3%13.7%1561.0%110
$60.00Aug 3Sep 4293.2%21.8%1246.6%241

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 63 found (best R:R 18.23, avg 2.14)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$56.00Sep 4$0.13$0.87$0.136.69$55.13
$58.00$59.00Aug 10$0.18$0.82$0.184.56$58.18
$58.50$59.50Sep 11$0.21$0.79$0.213.76$58.71
$58.00$58.50Aug 5$0.11$0.39$0.113.55$58.11
$59.00$59.50Sep 4$0.12$0.38$0.123.17$59.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.50$53.00Aug 12$0.13$2.37$0.1318.23$55.37
$51.00$50.00Sep 4$0.17$0.83$0.174.88$50.83
$47.00$46.00Aug 21$0.20$0.80$0.204.00$46.80
$53.50$53.00Aug 28$0.10$0.40$0.104.00$53.40
$54.50$54.00Aug 28$0.11$0.39$0.113.55$54.39

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 88 found (best R:R 72.08, avg 2.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$52.00$56.50Aug 10$3.99$3.99$0.517.82$55.99
$52.00$55.00Aug 5$2.60$2.60$0.406.50$54.60
$47.00$48.00Aug 21$0.85$0.85$0.155.67$47.85
$53.00$54.50Aug 14$1.26$1.26$0.245.25$54.26
$54.50$55.00Aug 7$0.40$0.40$0.104.00$54.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$67.00$57.50Aug 5$9.37$9.37$0.1372.08$57.63
$65.00$58.50Aug 7$6.14$6.14$0.3617.06$58.86
$61.00$60.00Aug 3$0.78$0.78$0.223.55$60.22
$56.00$55.50Aug 14$0.39$0.39$0.113.55$55.61
$56.50$56.00Aug 28$0.38$0.38$0.123.17$56.12

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 31 found (avg debit $0.33, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$53.50Aug 3Aug 7$0.08429.1%30.4%
$58.00Aug 3Aug 5$0.1180.7%22.3%
$55.00Aug 5Aug 7$0.1330.0%32.1%
$57.50Aug 3Aug 5$0.1524.1%15.2%
$59.50Aug 14Aug 21$0.1712.4%16.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$56.50Aug 3Aug 5$0.06105.9%19.1%
$67.00Aug 3Aug 5$0.12851.5%89.6%
$51.50Aug 5Aug 14$0.1264.4%42.5%
$52.50Aug 7Aug 14$0.1237.5%36.5%
$46.00Aug 21Aug 28$0.1350.1%53.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 92 found (cheapest 0.54% of stock, avg 5.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.00Aug 3$0.30$0.01$0.31$56.69$57.310.54%
$57.50Aug 5$0.16$0.38$0.54$56.96$58.040.94%
$57.50Aug 7$0.19$0.43$0.62$56.88$58.121.08%
$56.50Aug 3$0.68$0.01$0.69$55.81$57.191.20%
$58.00Aug 3$0.01$0.70$0.71$57.29$58.711.24%
$57.00Aug 10$0.48$0.25$0.73$56.27$57.731.27%
$57.00Aug 7$0.57$0.23$0.80$56.20$57.801.39%
$58.50Aug 14$0.19$0.84$1.03$57.47$59.531.80%
$57.50Aug 3$0.01$1.09$1.10$56.40$58.601.92%
$56.00Aug 3$1.18$0.01$1.19$54.81$57.192.07%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 168 found (cheapest 0.03% of stock, avg 1.56%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$57.50$57.00Aug 3$0.01$0.01$0.02$56.98$57.52
$58.50$55.50Aug 7$0.03$0.03$0.06$55.44$58.56
$60.00$55.50Aug 7$0.04$0.03$0.07$55.43$60.07
$58.50$56.00Aug 7$0.03$0.06$0.09$55.91$58.59
$60.00$56.00Aug 7$0.04$0.06$0.10$55.90$60.10
$58.50$55.00Aug 7$0.03$0.11$0.14$54.86$58.64
$58.00$55.50Aug 7$0.12$0.03$0.15$55.35$58.15
$60.00$55.00Aug 7$0.04$0.11$0.15$54.85$60.15
$58.00$56.00Aug 7$0.12$0.06$0.18$55.82$58.18
$58.00$56.50Aug 5$0.12$0.07$0.19$56.31$58.19

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 55 found (best R:R 9.00, avg credit $0.74)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
56/5758/58Sep 11$1.35$0.159.00$55.65$58.85
49/5057/58Aug 14$0.88$0.127.33$49.12$57.88
54/5458/60Sep 11$0.88$0.127.33$53.62$59.38
50/5158/58Sep 4$0.87$0.136.69$50.13$58.87
57/5858/59Sep 4$0.87$0.136.69$57.13$59.37
57/5858/59Aug 10$0.83$0.174.88$56.67$58.83
46/4751/52Aug 21$0.82$0.184.56$46.18$51.82
56/5760/61Sep 11$1.23$0.274.56$55.77$61.73
47/4956/56Aug 28$1.50$0.503.00$47.50$57.50
49/5054/55Aug 14$0.74$0.262.85$49.26$55.24

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 74 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$48.00$49.00$50.00Aug 3$0.06$0.9415.67
$58.50$59.00$59.50Aug 21$0.06$0.447.33
$46.00$47.00$48.00Aug 21$0.13$0.876.69
$48.00$49.00$50.00Aug 21$0.13$0.876.69
$50.50$51.00$51.50Aug 3$0.07$0.436.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$50.50$53.00$55.50Aug 12$0.15$2.3515.67
$46.00$48.00$50.00Sep 4$0.17$1.8310.76
$55.00$55.50$56.00Aug 21$0.07$0.436.14
$52.00$52.50$53.00Aug 28$0.07$0.436.14
$54.00$54.50$55.00Aug 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. 130 found (best net $-0.01, 82 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$62.00$65.001:2Aug 28-$0.20$2.80
$62.00$65.001:2Sep 4-$0.24$2.76
$55.00$57.501:2Sep 11-$0.29$2.21
$62.00$63.001:2Aug 21$0.00$1.00
$59.00$60.001:2Aug 7-$0.07$0.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$54.50$51.001:2Aug 3-$0.01$3.49
$56.00$52.001:2Aug 10-$0.51$3.49
$53.00$50.501:2Aug 12-$0.07$2.43
$55.00$53.001:2Aug 5$0.00$2.00
$49.00$47.001:2Aug 14-$0.05$1.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 1.27%, avg 0.42%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.50Sep 4$0.730.470.2%1.27%1.48%1550
$57.50Aug 28$0.570.480.2%0.99%1.20%30151
$58.00Sep 11$0.570.371.1%0.99%2.07%1128
$57.50Aug 21$0.380.470.2%0.66%0.87%312.2K
$58.00Aug 21$0.350.361.1%0.61%1.69%4413.6K
$58.50Sep 11$0.350.301.9%0.61%2.56%--28
$58.00Sep 4$0.330.451.1%0.58%1.66%37201
$59.50Sep 11$0.250.213.7%0.44%4.13%3--
$59.50Sep 4$0.180.183.7%0.31%4.01%1340
$57.50Aug 12$0.160.380.2%0.28%0.49%11

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 26,741
Total Puts 16,287
Put/Call Ratio 0.61
Net Difference 10,454

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 151,469
Total Puts 326,787
Average Put/Call Ratio 2.03
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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