Tour v528
XLF
State StreetFinSelSectSPDRETF
$55.93 -1.62%
$55.95 (+0.04%)🌙
as of 09/16 06:06 PM
9/16 18:06

Option Volume

Detail
Current (09/16) 244,823
Calls: 72,642 (30%)
Puts: 172,181 (70%)
Prior (09/15) 169,075
Calls: 71,190 (42%)
Puts: 97,885 (58%)
Current vs Prior +44.80%
Calls: +2.04% (Calls)
Puts: +75.90% (Puts)
Prior 7-Day Total 1,177,400
Calls: 377,279 (32%)
Puts: 800,121 (68%)
Prior 7-Day Average 168,200
Calls: 53,897 (32%)
Puts: 114,303 (68%)
Current vs Prior 7-Day Avg +45.55%
Calls: +34.78%
Puts: +50.64%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/16) $37.75M
Calls: $25.68M (68%)
Puts: $12.06M (32%)
Prior (09/15) $15.40M
Calls: $12.21M (79%)
Puts: $3.18M (21%)
Current vs Prior +145.17%
Calls: +110.31%
Puts: +278.84%
Prior 7-Day Total $92.94M
Calls: $43.92M (47%)
Puts: $49.02M (53%)
Prior 7-Day Average $13.28M
Calls: $6.27M (47%)
Puts: $7.00M (53%)
Current vs Prior 7-Day Avg +184.31%
Calls: +309.34%
Puts: +72.28%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/16) 2.37
Prior (09/15) 1.38
Current vs Prior +72.39%
Prior 7-Day Average 1.62
Current vs Prior 7-Day Avg +46.02%
Sentiment BEARISH

Open Interest

Detail
Current (09/16) 3,082,973
Calls: 983,151 (32%)
Puts: 2,099,822 (68%)
Prior (09/15) 3,008,330
Calls: 956,244 (32%)
Puts: 2,052,086 (68%)
Current vs Prior +2.48%
Prior 7-Day Total 20,068,046
Calls: 6,523,964 (33%)
Puts: 13,544,082 (67%)
Prior 7-Day Average 2,866,863
Calls: 931,994 (33%)
Puts: 1,934,868 (67%)
Current vs Prior 7-Day Avg +7.54%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/16) | Next (09/17)Expiry (09/16) | Next (09/18)Expiry (09/18) | Next (09/25)Expiry (09/16) | Next (10/16)
Current 2.86% | 1.66%2.86% | 1.88%1.88% | 2.61%2.86% | 4.97%
Prior 1.57% | 1.76%1.57% | 1.65%1.65% | 2.59%2.78% | 4.82%
Current vs Prior +6.21% | +6.73%+82.73% | +13.53%+13.53% | +0.95%+2.93% | +3.13%
Prior 7-Day Avg 1.46% | 1.69%1.38% | 1.62%1.59% | 2.69%2.24% | 4.90%
Current vs 7-Day Avg +14.07% | +11.37%+107.49% | +15.56%+18.34% | -2.79%+27.51% | +1.35%
Prior 7-Day Eod 1.19% | 1.68%1.57% | 1.65%1.65% | 2.59%2.78% | 4.82%
Current vs 7-Day Eod +39.88% | +12.08%+82.73% | +13.53%+13.53% | +0.95%+2.93% | +3.13%
Sentiment BEARISHBEARISHBEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 18.48% | 22.48%
Calls: 24.07% | 17.46%
Puts: 12.90% | 27.50%
Prior 33.71% | 30.46%
Calls: 25.49% | 27.59%
Puts: 41.94% | 33.33%
Current vs Prior -45.18% | -26.20%
Prior 7-Day Avg 54.08% | 38.20%
Calls: 46.49% | 50.89%
Puts: 70.43% | 33.17%
Current vs 7-Day Avg -65.83% | -41.15%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 68% call dollar volume ($25.68M). Massive premium surge with dollar volume up 145% vs prior. Dollar volume significantly above 7-day average (184% higher). Extreme bearish P/C ratio of 2.37 - 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 BEARISH
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 9 of results (avg 7.9%, best 5.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.00Sep 183.854.10$3.976.3%60.9971.6K
$50.00Sep 185.856.25$6.056.6%32.5K1.0041.3K
$58.00Oct 160.290.31$0.306.7%9.5K0.2132.9K
$51.00Oct 164.955.35$5.157.8%350.892.7K
$52.00Oct 164.004.40$4.209.5%1660.904.5K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.00Oct 22.192.31$2.255.3%520.84574
$59.00Oct 163.103.40$3.259.2%1250.841.1K
$60.00Oct 164.004.40$4.209.5%90.93342

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.30, cheapest $0.30)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.00Oct 160.290.31$0.306.7%9.5K0.2132.9K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 210 found (avg delta 0.83, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Sep 169.3512.40$10.8828.0%61.006
$46.00Sep 168.3511.40$9.8830.9%261.0013
$47.00Sep 166.7511.00$8.8847.9%341.005
$48.00Sep 165.7010.00$7.8554.8%181.007
$49.00Sep 165.409.05$7.2350.5%81.001
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$61.00Sep 172.947.30$5.1285.2%41.00--
$61.50Sep 173.457.80$5.6377.3%21.00--
$62.00Sep 174.008.10$6.0567.8%41.00--
$63.50Sep 175.459.70$7.5756.1%61.00--
$64.50Sep 176.5510.70$8.6348.1%21.00--

Most actively traded options today. High liquidity = easy entry/exit. 378 active (total vol 244.4K, top 32.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Sep 185.856.25$6.056.6%32.5K1.0041.3K
$58.00Oct 160.290.31$0.306.7%9.5K0.2132.9K
$50.00Oct 165.706.30$6.0010.0%7.5K0.952.5K
$59.00Sep 180.000.02$0.01200.0%1.7K0.0227.5K
$57.00Sep 160.000.01$0.01100.0%1.7K0.021.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Sep 180.020.16$0.09155.6%28.4K0.1656.4K
$55.50Sep 160.004.80$2.40200.0%22.0K0.45417
$56.00Sep 180.150.50$0.33106.1%13.5K0.4970.9K
$56.50Sep 160.260.68$0.4789.4%12.3K0.961.4K
$56.00Oct 160.841.22$1.0336.9%11.8K0.52203.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 6499.0%, max 9895.7%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.50Sep 16Oct 231548.4%15.5%9895.7%9751
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.50Sep 16Oct 301548.4%16.6%9235.8%22.1K467
$56.00Sep 16Oct 3069.0%14.8%365.5%1.7K719

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 104 found (best R:R 6.89, avg 2.41)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$45.00$46.00Sep 18$0.60$0.40$0.60100%0.67$45.60
$48.00$49.00Sep 16$0.62$0.38$0.62100%0.61$48.62
$50.50$51.00Sep 16$0.15$0.35$0.15100%2.33$50.65
$49.00$50.00Sep 18$0.65$0.35$0.65100%0.54$49.65
$54.00$55.00Sep 30$0.57$0.43$0.5784%0.75$54.57
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$58.50$57.00Oct 30$0.19$1.31$0.1978%6.89$58.31
$65.00$64.00Sep 18$0.58$0.42$0.58100%0.72$64.42
$58.50$58.00Sep 18$0.12$0.38$0.1292%3.17$58.38
$59.00$58.00Sep 21$0.57$0.43$0.5797%0.75$58.43
$61.00$60.00Sep 30$0.61$0.39$0.6192%0.64$60.39

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 57 found (best R:R 2.41, avg 0.56)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$61.50$63.00Oct 2$1.06$1.06$0.4475%2.41$62.56
$61.00$62.00Sep 25$0.48$0.48$0.5282%0.92$61.48
$57.00$58.00Oct 16$0.41$0.41$0.5964%0.69$57.41
$56.00$56.50Sep 17$0.31$0.31$0.1949%1.63$56.31
$58.50$59.00Sep 18$0.11$0.11$0.3988%0.28$58.61
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$52.50$51.00Oct 9$0.99$0.99$0.5172%1.94$51.51
$49.00$48.00Oct 16$0.35$0.35$0.6586%0.54$48.65
$49.00$48.00Sep 30$0.21$0.21$0.7991%0.27$48.79
$54.50$54.00Oct 30$0.34$0.34$0.1664%2.13$54.16
$54.00$53.50Oct 30$0.22$0.22$0.2871%0.79$53.78

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.22, cheapest $0.15)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.50Sep 16Sep 17$0.151548.4%35.8%
$56.00Sep 16Sep 17$0.3069.0%32.0%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 144 found (cheapest 0.86% of stock, avg 4.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$56.50Sep 16$0.01$0.47$0.48$56.02$56.980.86%
$56.00Sep 18$0.40$0.33$0.73$55.27$56.731.31%
$56.00Sep 17$0.38$0.36$0.74$55.26$56.741.32%
$55.50Sep 17$0.57$0.20$0.77$54.73$56.271.38%
$56.50Sep 18$0.13$0.68$0.81$55.69$57.311.45%
$56.00Sep 22$0.40$0.45$0.85$55.15$56.851.52%
$56.00Sep 23$0.34$0.51$0.85$55.15$56.851.52%
$55.50Sep 18$0.72$0.20$0.92$54.58$56.421.64%
$56.50Sep 17$0.07$0.87$0.94$55.56$57.441.68%
$55.50Sep 21$0.67$0.30$0.97$54.53$56.471.73%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 302 found (cheapest 0.21% of stock, avg 1.94%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$58.00$55.00Sep 18$0.03$0.09$0.12$54.88$58.12
$57.50$55.00Sep 18$0.05$0.09$0.14$54.86$57.64
$57.00$55.00Sep 18$0.06$0.09$0.15$54.85$57.15
$56.00$55.00Sep 16$0.08$0.04$0.12$54.88$56.12
$58.00$53.50Sep 18$0.03$0.12$0.15$53.35$58.15
$57.50$53.50Sep 18$0.05$0.12$0.17$53.33$57.67
$58.00$54.00Sep 18$0.03$0.13$0.16$53.84$58.16
$57.00$53.50Sep 18$0.06$0.12$0.18$53.32$57.18
$57.50$54.00Sep 18$0.05$0.13$0.18$53.82$57.68
$57.00$54.00Sep 18$0.06$0.13$0.19$53.81$57.19

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 21 found (best R:R 3.17, avg credit $0.39)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
51/5258/58Oct 9$1.14$0.3649%3.17$51.36$58.64
51/5257/58Oct 9$1.21$0.2940%4.17$51.29$58.21
48/4959/60Oct 16$0.50$0.5071%1.00$48.50$59.50
54/5461/62Sep 25$0.58$0.4257%1.38$53.92$61.58
54/5459/60Oct 30$0.38$0.1252%3.17$53.62$59.38
52/5258/59Sep 18$0.21$0.2979%0.72$52.29$58.71
48/5061/62Sep 25$0.59$1.4175%0.42$49.41$61.59
54/5460/61Oct 23$0.25$0.2562%1.00$53.75$60.75
50/5159/60Oct 16$0.29$0.7173%0.41$50.71$59.29
54/5460/61Oct 23$0.23$0.2757%0.85$54.27$60.73

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 114 found (best R:R 11.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$54.00$55.00$56.00Sep 30$0.08$0.9240%11.50
$55.00$56.00$57.00Sep 30$0.17$0.8351%4.88
$56.00$56.50$57.00Sep 16$0.07$0.4335%6.14
$55.00$55.50$56.00Sep 18$0.07$0.4331%6.14
$55.00$55.50$56.00Sep 23$0.07$0.4331%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$54.00$55.00$56.00Sep 30$0.10$0.9037%9.00
$53.00$54.00$55.00Sep 30$0.09$0.9120%10.11
$56.00$57.00$58.00Sep 30$0.14$0.8628%6.14
$54.50$55.00$55.50Sep 18$0.05$0.4523%9.00
$55.00$55.50$56.00Sep 17$0.10$0.4030%4.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 200 found (best net $-0.17, 150 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$53.50$54.501:2Sep 17-$0.17$0.83
$52.00$53.001:2Sep 18-$0.23$0.77
$53.50$55.001:2Oct 23-$0.64$0.86
$54.00$55.001:2Sep 30-$0.38$0.62
$53.00$54.001:2Sep 30-$0.60$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$64.00$60.001:2Sep 18-$0.17$3.83
$62.00$59.001:2Sep 25-$0.29$2.71
$58.00$57.001:2Sep 30-$0.54$0.46
$56.00$55.001:2Sep 30-$0.16$0.84
$58.00$57.001:2Oct 16-$0.50$0.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 27 found (best yield 1.47%, avg 0.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.00Oct 30$0.820.391.9%1.47%3.38%20130
$56.00Oct 30$1.060.490.1%1.90%2.02%51--
$56.50Oct 30$0.810.441.0%1.45%2.47%1302
$58.00Oct 30$0.400.283.7%0.72%4.42%10828
$57.00Oct 16$0.550.361.9%0.98%2.90%85836.7K
$57.00Oct 23$0.480.411.9%0.86%2.77%3221
$56.50Oct 23$0.660.411.0%1.18%2.20%1894
$56.00Oct 16$0.850.480.1%1.52%1.64%22117.6K
$56.00Oct 23$0.710.470.1%1.27%1.39%294
$58.00Oct 16$0.290.213.7%0.52%4.22%9.5K32.9K

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 72,642
Total Puts 172,181
Put/Call Ratio 2.37
Net Difference -99,539

Prior's Put/Call Breakdown

Total Calls 71,190
Total Puts 97,885
Put/Call Ratio 1.38
Net Difference -26,695

Prior 7-Day Put/Call Summary

Total Calls 377,279
Total Puts 800,121
Average Put/Call Ratio 1.62
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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