Tour v528
XLF
State StreetFinSelSectSPDRETF
$55.88 -0.09%
$55.89 (+0.02%)🌙
as of 09/17 06:05 PM
9/17 18:05

Option Volume

Detail
Current (09/17) 145,734
Calls: 40,423 (28%)
Puts: 105,311 (72%)
Prior (09/16) 244,823
Calls: 72,642 (30%)
Puts: 172,181 (70%)
Current vs Prior -40.47%
Calls: -44.35% (Calls)
Puts: -38.84% (Puts)
Prior 7-Day Total 1,349,307
Calls: 411,240 (30%)
Puts: 938,067 (70%)
Prior 7-Day Average 192,758
Calls: 58,748 (30%)
Puts: 134,009 (70%)
Current vs Prior 7-Day Avg -24.40%
Calls: -31.19%
Puts: -21.42%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/17) $5.87M
Calls: $1.62M (28%)
Puts: $4.25M (72%)
Prior (09/16) $37.75M
Calls: $25.68M (68%)
Puts: $12.06M (32%)
Current vs Prior -84.44%
Calls: -93.68%
Puts: -64.77%
Prior 7-Day Total $106.61M
Calls: $52.79M (50%)
Puts: $53.82M (50%)
Prior 7-Day Average $15.23M
Calls: $7.54M (50%)
Puts: $7.69M (50%)
Current vs Prior 7-Day Avg -61.43%
Calls: -78.47%
Puts: -44.72%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/17) 2.61
Prior (09/16) 2.37
Current vs Prior +9.91%
Prior 7-Day Average 1.84
Current vs Prior 7-Day Avg +41.47%
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 20,398,191
Calls: 6,564,731 (32%)
Puts: 13,833,460 (68%)
Prior 7-Day Average 2,914,027
Calls: 937,818 (32%)
Puts: 1,976,208 (68%)
Current vs Prior 7-Day Avg +5.04%
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 4.24% | 1.20%1.20% | 1.41%1.20% | 2.25%4.24% | 4.69%
Prior 1.66% | 1.88%2.86% | 1.88%1.88% | 2.61%2.86% | 4.97%
Current vs Prior -27.89% | -24.69%-58.09% | -24.70%-36.13% | -13.62%+48.26% | -5.67%
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 -16.12% | -19.55%-22.65% | -14.89%-26.12% | -16.45%+85.46% | -4.62%
Prior 7-Day Eod 0.98% | 1.32%2.86% | 1.88%1.88% | 2.61%2.86% | 4.97%
Current vs 7-Day Eod +22.04% | +6.95%-58.09% | -24.70%-36.13% | -13.62%+48.26% | -5.67%
Sentiment BULLISHBULLISHBULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 41.33% | 45.97%
Calls: 50.00% | 36.17%
Puts: 32.65% | 55.77%
Prior 18.48% | 22.48%
Calls: 24.07% | 17.46%
Puts: 12.90% | 27.50%
Current vs Prior +123.65% | +104.49%
Prior 7-Day Avg 49.35% | 38.42%
Calls: 45.80% | 50.18%
Puts: 57.10% | 33.70%
Current vs 7-Day Avg -16.26% | +19.65%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 72% put dollar volume ($4.25M). Light premium activity with dollar volume down 84% vs prior. Below-average activity with volume down 40% vs prior. Extreme bearish P/C ratio of 2.61 - heavy put buying.

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 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 26 of results (avg 6.9%, best 2.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Sep 185.805.95$5.882.6%200.9934.3K
$50.00Sep 305.806.05$5.934.2%191.00161
$52.00Oct 163.954.15$4.054.9%20.954.4K
$51.00Sep 304.755.05$4.906.1%341.00405
$52.00Sep 303.804.05$3.936.4%641.00169
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Oct 169.159.45$9.303.2%--0.9818
$64.00Oct 168.158.45$8.303.6%--0.9620
$62.00Oct 166.156.45$6.304.8%100.9619
$61.00Sep 305.155.45$5.305.7%--0.92275
$60.00Oct 164.154.40$4.285.8%50.92341

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.77, cheapest $0.94)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Oct 300.550.64$0.6015.0%10.313
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.50Sep 250.851.02$0.9418.1%590.731.3K
$56.00Oct 90.810.97$0.8918.0%250.55314
$55.00Oct 160.600.65$0.637.9%13.3K0.3830.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 197 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$54.00Sep 231.762.03$1.9014.2%61.00--
$49.00Sep 305.757.05$6.4020.3%--1.0037
$50.00Sep 305.806.05$5.934.2%191.00161
$51.00Sep 304.755.05$4.906.1%341.00405
$52.00Sep 303.804.05$3.936.4%641.00169
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.50Sep 170.500.87$0.6953.6%651.00111
$57.00Sep 170.001.49$0.75198.7%21.0084
$58.00Sep 170.823.60$2.21125.8%41.004
$59.00Sep 171.824.35$3.0981.9%251.00--
$59.50Sep 172.324.85$3.5970.5%251.00--

Most actively traded options today. High liquidity = easy entry/exit. 336 active (total vol 145.5K, top 25.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Sep 180.130.20$0.1741.2%11.4K0.4530.0K
$56.00Sep 170.000.03$0.02150.0%7.7K0.21173
$57.00Oct 160.400.54$0.4729.8%4.3K0.3037.2K
$58.00Oct 160.240.41$0.3253.1%2.8K0.2136.7K
$57.00Sep 180.000.01$0.01100.0%1.6K0.0348.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$53.00Oct 160.210.47$0.3476.5%25.8K0.1933.2K
$56.00Sep 180.140.30$0.2272.7%15.7K0.5765.3K
$55.00Oct 160.600.65$0.637.9%13.3K0.3830.8K
$55.50Sep 180.020.26$0.14171.4%11.0K0.2911.6K
$56.00Sep 170.002.22$1.11200.0%5.9K0.851.7K

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 576.3%, max 1546.4%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$64.00Sep 18Oct 30318.0%19.3%1546.4%2202
$56.00Sep 17Oct 3030.4%15.9%91.3%7.8K224
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$56.00Sep 17Oct 3030.4%15.9%91.3%5.9K1.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 97 found (best R:R 3.00, avg 2.74)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$48.00$49.00Sep 18$0.25$0.75$0.2599%3.00$48.25
$49.00$50.00Sep 30$0.47$0.53$0.47100%1.13$49.47
$54.00$54.50Sep 25$0.11$0.39$0.1190%3.55$54.11
$54.50$55.00Sep 17$0.21$0.29$0.2198%1.38$54.71
$54.00$54.50Sep 18$0.22$0.28$0.2297%1.27$54.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$61.00$60.00Sep 30$0.50$0.50$0.5092%1.00$60.50
$67.00$66.00Sep 18$0.60$0.40$0.6092%0.67$66.40
$57.50$57.00Sep 22$0.18$0.32$0.1886%1.78$57.32
$57.00$56.50Sep 18$0.33$0.17$0.33100%0.52$56.67
$57.00$56.00Oct 16$0.46$0.54$0.4670%1.17$56.54

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 56 found (best R:R 6.14, avg 0.62)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$66.00$67.00Sep 30$0.86$0.86$0.1480%6.14$66.86
$63.00$64.00Sep 30$0.21$0.21$0.7990%0.27$63.21
$61.50$62.00Sep 18$0.20$0.20$0.3089%0.67$61.70
$56.00$57.00Sep 30$0.37$0.37$0.6355%0.59$56.37
$57.50$58.00Oct 30$0.23$0.23$0.2769%0.85$57.73
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$52.00$51.00Oct 2$0.88$0.88$0.1274%7.33$51.12
$54.00$53.00Oct 1$0.25$0.25$0.7577%0.33$53.75
$49.00$48.00Oct 23$0.11$0.11$0.8993%0.12$48.89
$54.50$54.00Oct 9$0.18$0.18$0.3273%0.56$54.32
$54.00$53.50Sep 25$0.11$0.11$0.3984%0.28$53.89

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 135 found (cheapest 0.70% of stock, avg 4.13%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$56.00Sep 18$0.17$0.22$0.39$55.61$56.390.70%
$56.00Sep 21$0.15$0.32$0.47$55.53$56.470.84%
$55.50Sep 18$0.45$0.14$0.59$54.91$56.091.06%
$55.50Sep 21$0.47$0.20$0.67$54.83$56.171.20%
$56.50Sep 17$0.01$0.69$0.70$55.80$57.201.25%
$56.50Sep 18$0.04$0.68$0.72$55.78$57.221.29%
$57.00Sep 17$0.01$0.75$0.76$56.24$57.761.36%
$55.00Sep 24$0.56$0.22$0.78$54.22$55.781.40%
$56.00Sep 24$0.31$0.48$0.79$55.21$56.791.41%
$56.00Sep 25$0.29$0.54$0.83$55.17$56.831.49%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 254 found (cheapest 0.14% of stock, avg 1.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$56.50$55.00Sep 18$0.04$0.04$0.08$54.92$56.58
$57.50$54.50Sep 23$0.05$0.06$0.11$54.39$57.61
$58.00$54.50Sep 23$0.08$0.06$0.14$54.36$58.14
$57.00$54.00Sep 21$0.06$0.12$0.18$53.82$57.18
$57.00$54.50Sep 21$0.06$0.12$0.18$54.32$57.18
$57.00$53.00Sep 30$0.11$0.06$0.17$52.83$57.17
$57.00$52.50Sep 25$0.07$0.12$0.19$52.31$57.19
$56.50$55.50Sep 18$0.04$0.14$0.18$55.32$56.68
$57.00$55.00Sep 21$0.06$0.14$0.20$54.80$57.20
$57.00$54.00Sep 25$0.07$0.15$0.22$53.78$57.22

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 25 found (best R:R 2.12, avg credit $0.29)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
51/5258/58Oct 30$0.34$0.1655%2.12$51.16$57.84
54/5460/60Oct 9$0.29$0.2163%1.38$54.21$60.29
55/5662/62Sep 18$0.30$0.2061%1.50$55.20$61.80
53/5463/64Sep 30$0.36$0.6472%0.56$53.64$63.36
54/5457/58Oct 9$0.34$0.1643%2.12$54.16$57.34
48/4960/61Oct 23$0.22$0.7883%0.28$48.78$60.22
54/5458/58Oct 30$0.36$0.1437%2.57$54.14$57.86
54/5456/57Sep 25$0.25$0.2557%1.00$53.75$56.75
54/5458/58Oct 23$0.33$0.1741%1.94$54.17$57.83
54/5457/58Oct 23$0.33$0.1735%1.94$54.17$57.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 132 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$54.00$55.00$56.00Sep 28$0.10$0.9048%9.00
$54.00$55.00$56.00Oct 16$0.07$0.9333%13.29
$55.00$56.00$57.00Sep 30$0.33$0.6758%2.03
$55.00$56.00$57.00Oct 1$0.26$0.7450%2.85
$53.00$54.00$55.00Oct 16$0.06$0.9421%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$55.00$55.50$56.00Sep 21$0.06$0.4441%7.33
$57.00$58.00$59.00Oct 16$0.06$0.9418%15.67
$54.50$55.00$55.50Sep 23$0.06$0.4433%7.33
$56.00$57.00$58.00Sep 30$0.19$0.8136%4.26
$55.00$55.50$56.00Sep 25$0.07$0.4330%6.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 209 found (best net $-0.32, 159 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$52.00$54.001:2Oct 30-$0.90$1.10
$53.50$55.001:2Oct 23-$0.41$1.09
$54.00$55.001:2Sep 28-$0.25$0.75
$54.00$55.001:2Sep 30-$0.49$0.51
$55.00$56.001:2Oct 16-$0.21$0.79
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$62.00$59.001:2Sep 25-$0.32$2.68
$57.00$56.001:2Oct 1-$0.05$0.95
$58.00$57.001:2Sep 30-$0.44$0.56
$57.00$56.501:2Sep 22-$0.11$0.39
$56.50$56.001:2Sep 24-$0.06$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 29 found (best yield 2.06%, avg 0.58%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$56.00Oct 30$1.150.500.2%2.06%2.27%5751
$57.50Oct 30$0.550.312.9%0.98%3.88%13
$57.00Oct 30$0.570.382.0%1.02%3.02%97145
$56.00Oct 23$0.800.470.2%1.43%1.65%1231
$56.50Oct 23$0.560.411.1%1.00%2.11%103110
$57.00Oct 23$0.370.342.0%0.66%2.67%111217
$57.00Oct 16$0.400.302.0%0.72%2.72%4.3K37.2K
$57.50Oct 23$0.280.282.9%0.50%3.40%13141
$56.00Oct 16$0.670.460.2%1.20%1.41%11517.5K
$58.00Oct 30$0.230.233.8%0.41%4.21%12132

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 40,423
Total Puts 105,311
Put/Call Ratio 2.61
Net Difference -64,888

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 411,240
Total Puts 938,067
Average Put/Call Ratio 1.84
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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