Tour v528
XLF
State StreetFinSelSectSPDRETF
$55.95 +0.51%
9/21 15:34

Option Volume

Detail
Current (09/21) 47,287
Calls: 25,581 (54%)
Puts: 21,706 (46%)
Prior (09/18) 163,957
Calls: 65,129 (40%)
Puts: 98,828 (60%)
Current vs Prior -71.16%
Calls: -60.72% (Calls)
Puts: -78.04% (Puts)
Prior 7-Day Total 1,384,368
Calls: 372,336 (27%)
Puts: 1,012,032 (73%)
Prior 7-Day Average 197,766
Calls: 53,190 (27%)
Puts: 144,576 (73%)
Current vs Prior 7-Day Avg -76.09%
Calls: -51.91%
Puts: -84.99%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/21) $2.32M
Calls: $1.29M (55%)
Puts: $1.04M (45%)
Prior (09/18) $19.97M
Calls: $17.68M (89%)
Puts: $2.30M (11%)
Current vs Prior -88.36%
Calls: -92.73%
Puts: -54.73%
Prior 7-Day Total $122.38M
Calls: $66.32M (54%)
Puts: $56.06M (46%)
Prior 7-Day Average $17.48M
Calls: $9.47M (54%)
Puts: $8.01M (46%)
Current vs Prior 7-Day Avg -86.70%
Calls: -86.43%
Puts: -87.02%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 0.85
Prior (09/18) 1.52
Current vs Prior -44.08%
Prior 7-Day Average 2.05
Current vs Prior 7-Day Avg -58.56%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/21) 1,128,350
Calls: 404,890 (36%)
Puts: 723,460 (64%)
Prior (09/18) 2,999,290
Calls: 950,191 (32%)
Puts: 2,049,099 (68%)
Current vs Prior -62.38%
Prior 7-Day Total 20,643,263
Calls: 6,602,453 (32%)
Puts: 14,040,810 (68%)
Prior 7-Day Average 2,949,037
Calls: 943,207 (32%)
Puts: 2,005,830 (68%)
Current vs Prior 7-Day Avg -61.74%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/21) | Next (09/22)Expiry (09/21) | Next (09/23)Expiry (09/25) | Next (10/02)Expiry (09/21) | Next (10/16)
Current 0.97% | 1.29%0.97% | 1.47%1.89% | 2.65%0.97% | 3.82%
Prior 1.31% | 5.75%1.93% | 1.31%1.93% | 5.44%1.93% | 4.48%
Current vs Prior -26.15% | -77.61%-50.08% | +12.15%-2.01% | -51.39%-50.08% | -14.54%
Prior 7-Day Avg 1.40% | 2.30%1.65% | 1.58%1.61% | 3.03%2.39% | 4.79%
Current vs 7-Day Avg -31.20% | -43.96%-41.45% | -7.21%+17.99% | -12.69%-59.60% | -20.09%
Prior 7-Day Eod 1.31% | 5.75%1.93% | 1.31%1.93% | 5.44%1.93% | 4.48%
Current vs 7-Day Eod -26.15% | -77.61%-50.08% | +12.15%-2.01% | -51.39%-50.08% | -14.54%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 30.24% | 23.07%
Calls: 31.91% | 21.15%
Puts: 28.57% | 25.00%
Prior 106.67% | 26.57%
Calls: 119.05% | 26.67%
Puts: 94.29% | 26.47%
Current vs Prior -71.65% | -13.17%
Prior 7-Day Avg 60.66% | 43.59%
Calls: 57.28% | 48.86%
Puts: 64.04% | 38.31%
Current vs 7-Day Avg -50.15% | -47.07%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 88% vs prior. Below-average activity with volume down 71% vs prior. P/C ratio dropping 44% - sentiment shifting bullish. Put-heavy open interest (723,460 puts vs 404,890 calls) suggests hedging or bearish positioning.

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 NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 176 of results (avg 6.0%, best 1.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Oct 3010.1010.30$10.202.0%40.98--
$51.00Sep 224.905.00$4.952.0%141.00--
$51.50Sep 224.404.50$4.452.2%141.00--
$51.50Sep 234.404.50$4.452.2%21.00--
$45.00Sep 2110.8011.05$10.932.3%41.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Oct 160.840.85$0.851.2%4790.50204.3K
$55.50Oct 160.640.65$0.651.5%1340.41--
$55.00Oct 160.480.49$0.492.0%2700.3341.5K
$62.00Sep 255.956.10$6.032.5%11.00186
$63.50Oct 27.457.65$7.552.6%--1.0010

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 101 found (avg $0.43, cheapest $0.14)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Sep 220.130.15$0.1414.3%1.6K0.45604
$56.00Sep 230.200.23$0.2213.6%3970.4712
$57.00Sep 250.060.07$0.0714.3%3340.141.5K
$56.50Sep 250.150.17$0.1612.5%3280.28761
$56.00Sep 240.270.32$0.3016.7%5220.48180
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.50Sep 230.080.09$0.0911.1%540.23467
$56.00Sep 230.230.28$0.2619.2%7140.5316
$55.50Sep 250.160.19$0.1816.7%3.5K0.30583
$54.50Sep 250.050.06$0.0616.7%10.101.6K
$56.00Sep 240.290.35$0.3218.8%5000.529

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 188 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Sep 2110.8011.05$10.932.3%41.00--
$46.00Sep 219.8010.05$9.932.5%11.00--
$47.00Sep 218.759.05$8.903.4%21.00--
$48.00Sep 217.808.05$7.933.2%21.00--
$49.00Sep 216.807.05$6.933.6%1101.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$62.00Sep 245.906.70$6.3012.7%41.00--
$58.50Sep 252.432.61$2.527.1%--1.00116
$59.00Sep 252.923.10$3.016.0%--1.00479
$62.00Sep 255.956.10$6.032.5%11.00186
$62.50Sep 256.457.10$6.789.6%211.001

Most actively traded options today. High liquidity = easy entry/exit. 296 active (total vol 47.1K, top 6.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Sep 250.340.37$0.368.3%6.5K0.494.7K
$57.50Oct 160.350.38$0.378.1%3.4K0.26--
$56.00Sep 210.010.02$0.0250.0%2.8K0.272.0K
$58.00Oct 160.240.26$0.258.0%1.6K0.2037.2K
$56.00Sep 220.130.15$0.1414.3%1.6K0.45604
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Sep 300.440.51$0.4814.6%4.4K0.5117.1K
$55.50Sep 250.160.19$0.1816.7%3.5K0.30583
$55.00Sep 300.160.19$0.1816.7%2.1K0.2317.8K
$56.00Sep 250.350.39$0.3710.8%2.0K0.516.4K
$56.00Sep 210.060.08$0.0728.6%1.0K0.73354

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 30.0%, max 30.0%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$56.00Sep 21Oct 3018.5%14.2%30.0%2.8K2.2K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$56.00Sep 21Oct 3018.5%14.2%30.0%1.3K611

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 83 found (best R:R 0.85, avg 1.92)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$57.00$57.50Oct 16$0.13$0.37$0.1333%2.85$57.13
$55.00$55.50Oct 9$0.33$0.17$0.3370%0.52$55.33
$56.50$57.00Sep 28$0.10$0.40$0.1031%4.00$56.60
$55.00$55.50Oct 23$0.32$0.18$0.3266%0.56$55.32
$56.00$56.50Oct 16$0.23$0.27$0.2350%1.17$56.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$63.00$62.50Sep 25$0.27$0.23$0.27100%0.85$62.73
$62.50$62.00Sep 23$0.27$0.23$0.2799%0.85$62.23
$62.00$61.50Sep 21$0.30$0.20$0.3099%0.67$61.70
$57.00$56.00Sep 30$0.65$0.35$0.6580%0.54$56.35
$56.50$56.00Sep 28$0.27$0.23$0.2770%0.85$56.23

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 43 found (best R:R 0.59, avg 0.50)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$56.00$57.00Sep 30$0.37$0.37$0.6350%0.59$56.37
$56.00$57.00Sep 29$0.35$0.35$0.6551%0.54$56.35
$56.00$56.50Sep 28$0.23$0.23$0.2751%0.85$56.23
$56.00$56.50Oct 30$0.27$0.27$0.2349%1.17$56.27
$56.00$56.50Oct 1$0.24$0.24$0.2650%0.92$56.24
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$55.00$53.00Oct 5$0.20$0.20$1.8073%0.11$54.80
$55.00$54.00Sep 30$0.11$0.11$0.8977%0.12$54.89
$55.50$54.50Sep 29$0.17$0.17$0.8366%0.20$55.33
$55.00$54.50Oct 9$0.11$0.11$0.3970%0.28$54.89
$55.50$55.00Sep 28$0.10$0.10$0.4067%0.25$55.40

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. 123 found (cheapest 0.16% of stock, avg 3.70%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$56.00Sep 21$0.02$0.07$0.09$55.91$56.090.16%
$56.00Sep 22$0.14$0.20$0.34$55.66$56.340.61%
$55.50Sep 21$0.47$0.01$0.48$55.02$55.980.86%
$56.00Sep 23$0.22$0.26$0.48$55.52$56.480.86%
$55.50Sep 22$0.52$0.04$0.56$54.94$56.061.00%
$56.50Sep 21$0.01$0.57$0.58$55.92$57.081.04%
$56.50Sep 22$0.03$0.58$0.61$55.89$57.111.09%
$56.00Sep 24$0.30$0.32$0.62$55.38$56.621.11%
$55.50Sep 23$0.56$0.09$0.65$54.85$56.151.16%
$56.50Sep 23$0.07$0.61$0.68$55.82$57.181.22%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 191 found (cheapest 0.09% of stock, avg 1.22%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$56.50$55.00Sep 22$0.03$0.02$0.05$54.95$56.55
$57.00$54.50Sep 23$0.03$0.03$0.06$54.44$57.06
$57.50$54.00Sep 25$0.03$0.04$0.07$53.93$57.57
$57.00$55.00Sep 23$0.03$0.04$0.07$54.93$57.07
$56.50$55.50Sep 22$0.03$0.04$0.07$55.43$56.57
$57.00$54.50Sep 24$0.04$0.05$0.09$54.41$57.09
$57.50$54.50Sep 25$0.03$0.06$0.09$54.41$57.59
$57.50$54.00Sep 28$0.05$0.06$0.11$53.89$57.61
$58.00$54.00Sep 30$0.04$0.07$0.11$53.89$58.11
$57.00$55.00Sep 24$0.04$0.07$0.11$54.89$57.11

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 0.92, avg credit $0.24)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
54/5458/58Oct 30$0.24$0.2645%0.92$54.26$58.24
54/5558/58Oct 23$0.27$0.2337%1.17$54.73$57.77
54/5458/58Oct 30$0.26$0.2439%1.08$54.24$57.76
54/5557/58Oct 9$0.25$0.2540%1.00$54.75$57.25
54/5558/58Oct 16$0.24$0.2641%0.92$54.76$57.74
54/5557/58Oct 16$0.25$0.2534%1.00$54.75$57.25
55/5656/57Sep 28$0.20$0.3037%0.67$55.30$56.70
54/5557/58Sep 30$0.21$0.7957%0.27$54.79$57.21

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 88 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$55.00$55.50$56.00Sep 21$0.05$0.4573%9.00
$54.00$55.00$56.00Sep 30$0.19$0.8141%4.26
$55.00$55.50$56.00Sep 22$0.10$0.4050%4.00
$55.00$56.00$57.00Sep 30$0.33$0.6757%2.03
$55.00$55.50$56.00Sep 25$0.05$0.4535%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$55.00$55.50$56.00Sep 21$0.06$0.4470%7.33
$56.00$56.50$57.00Sep 22$0.06$0.4442%7.33
$54.00$55.00$56.00Sep 30$0.19$0.8141%4.26
$55.50$56.00$56.50Sep 22$0.22$0.2873%1.27
$55.00$56.00$57.00Sep 30$0.35$0.6557%1.86

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 147 found (best net $-0.12, 109 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$52.00$54.501:2Oct 30-$0.12$2.38
$54.00$55.001:2Sep 28-$0.21$0.79
$53.50$55.001:2Oct 23-$0.49$1.01
$54.00$55.001:2Sep 29-$0.26$0.74
$54.00$55.001:2Sep 30-$0.32$0.68
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$58.00$57.001:2Sep 28-$0.14$0.86
$58.00$57.001:2Sep 30-$0.23$0.77
$58.50$57.001:2Oct 30-$0.50$1.00
$57.00$56.501:2Sep 21-$0.11$0.39
$57.00$56.501:2Sep 22-$0.14$0.36

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 57 found (best yield 2.18%, avg 0.60%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$56.00Oct 30$1.220.510.1%2.18%2.27%--238
$56.50Oct 30$0.970.451.0%1.73%2.72%16167
$57.00Oct 30$0.750.381.9%1.34%3.22%106298
$56.00Oct 23$1.070.510.1%1.91%2.00%3154
$56.50Oct 23$0.830.441.0%1.48%2.47%32192
$57.50Oct 30$0.570.322.8%1.02%3.79%847
$57.00Oct 23$0.620.361.9%1.11%2.98%36307
$58.00Oct 30$0.430.263.7%0.77%4.43%52141
$56.00Oct 16$0.920.500.1%1.64%1.73%12121.1K
$56.50Oct 16$0.700.421.0%1.25%2.23%380--

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 25,581
Total Puts 21,706
Put/Call Ratio 0.85
Net Difference 3,875

Prior's Put/Call Breakdown

Total Calls 65,129
Total Puts 98,828
Put/Call Ratio 1.52
Net Difference -33,699

Prior 7-Day Put/Call Summary

Total Calls 372,336
Total Puts 1,012,032
Average Put/Call Ratio 2.05
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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