Tour v528
XLF
State StreetFinSelSectSPDRETF
$55.98 +0.08%
9/17 15:12

Option Volume

Detail
Current (09/17) 128,244
Calls: 38,960 (30%)
Puts: 89,284 (70%)
Prior (09/16) 244,823
Calls: 72,642 (30%)
Puts: 172,181 (70%)
Current vs Prior -47.62%
Calls: -46.37% (Calls)
Puts: -48.15% (Puts)
Prior 7-Day Total 1,221,063
Calls: 372,280 (30%)
Puts: 848,783 (70%)
Prior 7-Day Average 203,510
Calls: 53,182 (30%)
Puts: 121,254 (70%)
Current vs Prior 7-Day Avg -36.98%
Calls: -26.74%
Puts: -26.37%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/17) $3.87M
Calls: $1.59M (41%)
Puts: $2.28M (59%)
Prior (09/16) $37.75M
Calls: $25.68M (68%)
Puts: $12.06M (32%)
Current vs Prior -89.74%
Calls: -93.81%
Puts: -81.09%
Prior 7-Day Total $102.73M
Calls: $51.20M (50%)
Puts: $51.54M (50%)
Prior 7-Day Average $17.12M
Calls: $7.31M (50%)
Puts: $7.36M (50%)
Current vs Prior 7-Day Avg -77.39%
Calls: -78.25%
Puts: -69.01%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/17) 2.29
Prior (09/16) 2.37
Current vs Prior -3.32%
Prior 7-Day Average 1.77
Current vs Prior 7-Day Avg +29.74%
Sentiment BEARISH

Open Interest

Detail
Current (09/17) 3,060,966
Calls: 953,037 (31%)
Puts: 2,107,929 (69%)
Prior (09/16) 3,082,973
Calls: 983,151 (32%)
Puts: 2,099,822 (68%)
Current vs Prior -0.71%
Prior 7-Day Total 17,337,225
Calls: 5,611,694 (32%)
Puts: 11,725,531 (68%)
Prior 7-Day Average 2,889,537
Calls: 935,282 (32%)
Puts: 1,954,255 (68%)
Current vs Prior 7-Day Avg +5.93%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/17) | Next (09/18)Expiry (09/18) | Next (09/21)Expiry (09/18) | Next (09/25)Expiry (09/17) | Next (10/16)
Current 0.98% | 1.32%1.32% | 1.70%1.32% | 2.25%0.98% | 4.64%
Prior 1.66% | 1.88%2.86% | 1.88%1.88% | 2.61%2.86% | 4.97%
Current vs Prior -40.91% | -29.59%-53.79% | -9.60%-29.59% | -13.78%-65.66% | -6.56%
Prior 7-Day Avg 1.43% | 1.76%1.55% | 1.66%1.62% | 2.70%2.29% | 4.92%
Current vs 7-Day Avg -31.26% | -24.77%-14.72% | +2.17%-18.55% | -16.60%-57.04% | -5.52%
Prior 7-Day Eod 1.66% | 1.88%2.86% | 1.88%1.88% | 2.61%2.86% | 4.97%
Current vs 7-Day Eod -40.91% | -29.59%-53.79% | -9.60%-29.59% | -13.78%-65.66% | -6.56%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 36.77% | 17.29%
Calls: 23.53% | 22.81%
Puts: 50.00% | 11.76%
Prior 18.48% | 22.48%
Calls: 24.07% | 17.46%
Puts: 12.90% | 27.50%
Current vs Prior +98.97% | -23.09%
Prior 7-Day Avg 51.45% | 41.94%
Calls: 45.80% | 50.18%
Puts: 57.10% | 33.70%
Current vs 7-Day Avg -28.53% | -58.78%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 90% vs prior. Below-average activity with volume down 48% vs prior. Extreme bearish P/C ratio of 2.29 - heavy put buying. Put-heavy open interest (2,107,929 puts vs 953,037 calls) suggests hedging or bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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 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 160 of results (avg 6.1%, best 1.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Sep 1710.9011.10$11.001.8%200.993
$51.00Sep 184.955.05$5.002.0%110.9928.1K
$45.00Sep 2110.9511.20$11.082.3%41.00--
$45.00Sep 2510.9011.15$11.032.3%--1.0025
$45.00Oct 1610.9011.15$11.032.3%--1.0010
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$63.50Oct 27.557.75$7.652.6%--0.9810
$65.00Oct 169.059.30$9.182.7%--0.9818
$63.00Sep 307.057.25$7.152.8%--0.9810
$62.00Sep 256.056.25$6.153.3%--0.99186
$55.00Oct 160.600.62$0.613.3%3.3K0.3630.8K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 86 found (avg $0.48, cheapest $0.17)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Sep 180.170.19$0.1811.1%11.3K0.5130.0K
$56.00Sep 210.200.23$0.2213.6%780.438
$57.50Sep 250.050.06$0.0616.7%4080.101.2K
$57.00Sep 250.100.12$0.1118.2%6020.171.3K
$56.50Sep 250.210.23$0.229.1%1950.29211
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Sep 180.160.18$0.1711.8%14.7K0.5065.3K
$55.50Sep 210.140.16$0.1513.3%120.3277
$56.50Sep 180.480.57$0.5217.3%1740.885.4K
$56.00Sep 210.330.40$0.3718.9%260.5954
$55.00Sep 250.190.22$0.2114.3%6800.265.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 194 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Sep 2110.9511.20$11.082.3%41.00--
$54.00Sep 231.942.13$2.049.3%61.00--
$45.00Sep 2510.9011.15$11.032.3%--1.0025
$53.00Sep 252.953.15$3.056.6%21.003
$46.00Sep 309.9010.15$10.032.5%--1.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Sep 170.901.06$0.9816.3%21.0084
$59.00Sep 172.903.10$3.006.7%251.00--
$59.50Sep 173.403.60$3.505.7%251.00--
$60.00Sep 173.904.50$4.2014.3%141.00--
$60.50Sep 174.204.80$4.5013.3%81.00--

Most actively traded options today. High liquidity = easy entry/exit. 326 active (total vol 128.0K, top 25.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Sep 180.170.19$0.1811.1%11.3K0.5130.0K
$56.00Sep 170.020.03$0.0333.3%7.7K0.42173
$57.00Oct 160.510.54$0.535.7%4.2K0.3337.2K
$58.00Oct 160.250.26$0.263.8%2.5K0.1936.7K
$57.00Sep 180.000.01$0.01100.0%1.6K0.0348.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$53.00Oct 160.210.24$0.2213.6%25.8K0.1533.2K
$56.00Sep 180.160.18$0.1711.8%14.7K0.5065.3K
$55.50Sep 180.040.05$0.0520.0%10.7K0.1611.6K
$53.50Sep 250.040.07$0.0650.0%4.4K0.071.8K
$54.00Oct 160.360.38$0.375.4%3.9K0.2353.2K

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 98 found (best R:R 0.67, avg 2.25)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$58.00$58.50Oct 30$0.11$0.39$0.1126%3.55$58.11
$55.00$56.00Oct 1$0.63$0.37$0.6372%0.59$55.63
$55.50$56.00Sep 29$0.28$0.22$0.2861%0.79$55.78
$56.50$57.00Sep 29$0.13$0.37$0.1333%2.85$56.63
$57.00$57.50Oct 2$0.10$0.40$0.1025%4.00$57.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$60.50$60.00Sep 17$0.30$0.20$0.30100%0.67$60.20
$57.00$56.00Sep 30$0.64$0.36$0.6478%0.56$56.36
$57.00$56.00Oct 16$0.56$0.44$0.5667%0.79$56.44
$57.00$56.00Sep 29$0.66$0.34$0.6678%0.52$56.34
$55.50$55.00Oct 30$0.16$0.34$0.1644%2.12$55.34

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 57 found (best R:R 0.56, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$56.00$57.00Sep 30$0.36$0.36$0.6454%0.56$56.36
$56.00$56.50Oct 30$0.28$0.28$0.2251%1.27$56.28
$56.00$57.00Oct 1$0.37$0.37$0.6353%0.59$56.37
$56.00$57.00Oct 16$0.44$0.44$0.5652%0.79$56.44
$57.00$58.00Oct 16$0.27$0.27$0.7367%0.37$57.27
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$55.00$52.50Sep 28$0.20$0.20$2.3072%0.09$54.80
$55.00$54.00Sep 24$0.11$0.11$0.8975%0.12$54.89
$55.50$55.00Sep 23$0.12$0.12$0.3862%0.32$55.38
$54.00$53.00Oct 16$0.15$0.15$0.8577%0.18$53.85
$54.50$54.00Oct 30$0.13$0.13$0.3768%0.35$54.37

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.14, cheapest $0.13)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$56.00Sep 17Sep 18$0.1513.2%14.3%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$56.00Sep 17Sep 18$0.1313.2%14.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 134 found (cheapest 0.13% of stock, avg 3.98%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$56.00Sep 17$0.03$0.04$0.07$55.93$56.070.13%
$56.00Sep 18$0.18$0.17$0.35$55.65$56.350.63%
$56.50Sep 17$0.01$0.49$0.50$56.00$57.000.89%
$55.50Sep 17$0.51$0.01$0.52$54.98$56.020.93%
$56.50Sep 18$0.04$0.52$0.56$55.94$57.061.00%
$56.00Sep 21$0.22$0.37$0.59$55.41$56.591.05%
$55.50Sep 18$0.57$0.05$0.62$54.88$56.121.11%
$55.50Sep 21$0.58$0.15$0.73$54.77$56.231.30%
$56.50Sep 21$0.07$0.72$0.79$55.71$57.291.41%
$56.00Sep 23$0.33$0.48$0.81$55.19$56.811.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 227 found (cheapest 0.11% of stock, avg 1.27%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$57.00$54.50Sep 21$0.03$0.03$0.06$54.44$57.06
$56.50$55.00Sep 18$0.04$0.02$0.06$54.94$56.56
$56.50$55.50Sep 18$0.04$0.05$0.09$55.41$56.59
$57.00$55.00Sep 21$0.03$0.06$0.09$54.91$57.09
$58.00$53.50Sep 25$0.04$0.06$0.10$53.40$58.10
$56.50$54.50Sep 21$0.07$0.03$0.10$54.40$56.60
$57.00$54.50Sep 22$0.04$0.07$0.11$54.39$57.11
$57.50$53.50Sep 25$0.06$0.06$0.12$53.38$57.62
$56.50$55.00Sep 21$0.07$0.06$0.13$54.87$56.63
$58.00$52.00Sep 30$0.07$0.06$0.13$51.87$58.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 14 found (best R:R 1.27, avg credit $0.28)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
54/5458/58Oct 30$0.28$0.2236%1.27$54.22$57.78
54/5458/58Oct 23$0.22$0.2847%0.79$54.28$58.22
54/5458/58Oct 30$0.24$0.2642%0.92$54.26$58.24
54/5458/58Oct 23$0.24$0.2641%0.92$54.26$57.74
54/5557/58Oct 9$0.25$0.2537%1.00$54.75$57.25
53/5458/59Oct 16$0.29$0.7157%0.41$53.71$58.29
53/5457/58Oct 16$0.42$0.5844%0.72$53.58$57.42
53/5458/58Oct 23$0.26$0.7452%0.35$53.74$58.26
54/5557/58Sep 30$0.27$0.7348%0.37$54.73$57.27
53/5458/58Oct 30$0.28$0.7247%0.39$53.72$58.28

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 108 found (best R:R 3.55, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$54.00$55.00$56.00Sep 28$0.22$0.7846%3.55
$54.00$55.00$56.00Sep 30$0.22$0.7843%3.55
$53.00$54.00$55.00Sep 30$0.09$0.9124%10.11
$55.00$56.00$57.00Sep 30$0.29$0.7151%2.45
$55.00$55.50$56.00Sep 18$0.09$0.4144%4.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$55.00$55.50$56.00Sep 18$0.09$0.4144%4.56
$53.00$54.00$55.00Sep 30$0.08$0.9222%11.50
$55.00$56.00$57.00Sep 30$0.27$0.7348%2.70
$55.50$56.00$56.50Sep 18$0.23$0.2772%1.17
$54.00$55.00$56.00Oct 1$0.19$0.8137%4.26

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 150 found (best net $-0.15, 126 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$52.00$54.501:2Oct 30-$0.17$2.33
$54.00$55.001:2Sep 23-$0.10$0.90
$54.00$55.001:2Sep 28-$0.26$0.74
$54.00$55.001:2Sep 29-$0.31$0.69
$54.00$55.001:2Sep 30-$0.33$0.67
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$62.00$59.001:2Sep 25-$0.15$2.85
$58.00$57.001:2Sep 30-$0.43$0.57
$56.50$56.001:2Sep 22-$0.09$0.41
$57.00$56.501:2Sep 21-$0.25$0.25
$62.00$60.001:2Sep 18-$1.82$0.18

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 59 found (best yield 2.23%, avg 0.59%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$56.00Oct 30$1.250.490.0%2.23%2.27%5751
$56.50Oct 30$0.970.430.9%1.73%2.66%1131
$57.00Oct 30$0.750.371.8%1.34%3.16%97145
$56.00Oct 23$1.070.480.0%1.91%1.95%1231
$56.50Oct 23$0.830.420.9%1.48%2.41%103110
$57.50Oct 30$0.570.312.7%1.02%3.73%13
$57.00Oct 23$0.630.351.8%1.13%2.95%111217
$58.00Oct 30$0.440.263.6%0.79%4.39%12132
$56.00Oct 16$0.940.480.0%1.68%1.71%10617.5K
$57.50Oct 23$0.460.282.7%0.82%3.54%13141

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 38,960
Total Puts 89,284
Put/Call Ratio 2.29
Net Difference -50,324

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 372,280
Total Puts 848,783
Average Put/Call Ratio 1.77
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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