Tour v376
XLF
State StreetFinSelSectSPDRETF
$56.11 +0.12%
7/21 15:00

Option Volume

Detail
Current (07/21 3:00pm) 62,986
Calls: 21,385 (34%)
Puts: 41,601 (66%)
Prior --
Calls: 72,112 (69%)
Puts: 32,754 (31%)
Current vs Prior +0.00%
Calls: -70.34% (Calls)
Puts: +27.01% (Puts)
Prior 7-Day Total 655,576
Calls: 343,677 (52%)
Puts: 311,899 (48%)
Prior 7-Day Average 93,653
Calls: 49,096 (52%)
Puts: 44,557 (48%)
Current vs Prior 7-Day Avg -32.75%
Calls: -56.44%
Puts: -6.63%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/21 3:00pm) $9.84M
Calls: $8.59M (87%)
Puts: $1.25M (13%)
Prior --
Calls: $3.55M (80%)
Puts: $906.5K (20%)
Current vs Prior +0.00%
Calls: +141.79%
Puts: +37.42%
Prior 7-Day Total $49.94M
Calls: $35.39M (71%)
Puts: $14.55M (29%)
Prior 7-Day Average $7.13M
Calls: $5.06M (71%)
Puts: $2.08M (29%)
Current vs Prior 7-Day Avg +37.90%
Calls: +69.93%
Puts: -40.05%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21 3:00pm) 1.95
Prior 1.00
Current vs Prior +94.53%
Prior 7-Day Average 1.21
Current vs Prior 7-Day Avg +60.59%
Sentiment BEARISH

Open Interest

Detail
Current (07/21 3:00pm) 808,488
Calls: 361,941 (45%)
Puts: 446,547 (55%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total 8,850,332
Calls: 4,020,696 (45%)
Puts: 4,829,636 (55%)
Prior 7-Day Average 1,264,333
Calls: 574,385 (45%)
Puts: 689,948 (55%)
Current vs Prior 7-Day Avg -36.05%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/22) | Next (07/24)Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 1.30% | 1.75%1.75% | 2.64%4.03% | 5.93%
Prior 0.91% | 1.71%2.07% | 2.93%0.91% | 4.30%
Current vs Prior +42.91% | +1.92%-15.65% | -9.90%+342.42% | +37.95%
Prior 7-Day Avg 1.06% | 1.63%1.57% | 2.54%1.40% | 5.07%
Current vs 7-Day Avg +22.69% | +7.11%+11.45% | +3.65%+188.59% | +17.10%
Prior 7-Day Eod 0.91% | 1.71%2.03% | 2.23%8.57% | 7.73%
Current vs 7-Day Eod +42.91% | +1.92%-14.14% | +18.26%-52.98% | -23.19%
Sentiment BEARISHBULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 19.80% | 7.38%
Calls: 22.22% | 9.30%
Puts: 17.39% | 5.45%
Prior 39.61% | 13.28%
Calls: 42.86% | 20.00%
Puts: 36.36% | 6.56%
Current vs Prior -50.01% | -44.43%
Prior 7-Day Avg 27.27% | 13.53%
Calls: 22.08% | 12.83%
Puts: 32.46% | 14.22%
Current vs 7-Day Avg -27.40% | -45.45%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($8.59M) vs puts ($1.25M). Extreme bearish P/C ratio of 1.95 - heavy put buying. P/C ratio rising 95% - increased hedging/bearish positioning.

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 BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
15:00BULLISHBEARISHBEARISH
14:00BULLISHBEARISHBEARISH
13:00BULLISHBEARISHBEARISH
12:00BULLISHBEARISHBEARISH
11:00BULLISHBEARISHBEARISH
10:00BULLISHBEARISHBEARISH

📈 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 116 of results (avg 6.0%, best 2.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Aug 219.259.45$9.352.1%310.98131
$48.00Aug 218.258.45$8.352.4%--0.98252
$46.00Aug 2110.2010.45$10.332.4%--0.9913
$56.00Aug 211.151.18$1.172.6%3650.5355.9K
$45.00Aug 2111.1511.45$11.302.7%--0.9928
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Aug 211.341.38$1.362.9%140.62375
$58.00Aug 212.012.09$2.053.9%150.7710.1K
$57.00Aug 281.431.49$1.464.1%--0.61107
$59.00Aug 212.873.00$2.944.4%30.8874
$55.50Aug 210.650.68$0.674.5%210.3993

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 82 found (avg $0.47, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 240.060.07$0.0714.3%1390.153.5K
$59.00Aug 210.140.16$0.1513.3%930.1313.5K
$56.50Jul 240.170.20$0.1915.8%1970.333.0K
$57.00Jul 310.240.27$0.2611.5%6560.282.3K
$58.00Aug 140.240.28$0.2615.4%30.21123
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Jul 240.050.06$0.0616.7%2490.121.3K
$50.00Aug 210.060.07$0.0714.3%20.1K0.0492.4K
$51.00Aug 210.080.09$0.0911.1%240.0667.3K
$50.00Aug 280.080.09$0.0911.1%2260.05230
$52.00Aug 210.110.13$0.1216.7%330.0847.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 125 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Jul 247.908.30$8.104.9%121.00180
$45.00Jul 2211.0511.35$11.202.7%4400.99159
$50.00Jul 226.006.25$6.134.1%2540.99--
$45.00Jul 2410.5011.30$10.907.3%30.9925
$45.50Jul 2410.0510.80$10.437.2%70.9925
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Jul 221.271.48$1.3815.2%31.003
$59.00Jul 222.772.97$2.877.0%21.00--
$59.50Jul 222.985.05$4.0151.6%51.001
$60.00Jul 222.965.55$4.2660.8%101.003
$61.00Jul 224.556.65$5.6037.5%81.001

Most actively traded options today. High liquidity = easy entry/exit. 220 active (total vol 59.8K, top 20.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.50Aug 210.860.92$0.896.7%4.2K0.46370
$56.50Jul 220.050.08$0.0742.9%1.3K0.22260
$58.00Jul 240.000.01$0.01100.0%9560.028.6K
$56.00Jul 240.410.45$0.439.3%9180.563.2K
$58.00Aug 210.310.34$0.339.1%8670.2316.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 210.060.07$0.0714.3%20.1K0.0492.4K
$55.50Jul 310.320.36$0.3411.8%6.5K0.341.3K
$56.50Aug 211.061.11$1.094.6%3.7K0.557
$55.50Jul 240.120.13$0.137.7%1.3K0.241.1K
$55.00Aug 210.500.53$0.525.8%1.2K0.319.7K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 54 strikes (avg 120.1%, max 397.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Jul 22Aug 21166.8%33.5%397.5%440187
$46.00Jul 22Aug 21152.3%31.5%383.3%62034
$47.00Jul 22Aug 21137.2%29.3%368.3%422161
$48.00Jul 22Aug 21122.9%26.3%367.4%381282
$49.00Jul 22Aug 21107.8%24.9%332.8%348294
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$51.00Jul 22Aug 2879.8%20.5%290.1%616
$60.00Jul 22Aug 2158.0%15.0%288.1%20189
$46.00Jul 24Aug 2889.6%28.5%214.7%--62
$59.00Jul 22Aug 2145.5%14.7%209.6%574
$47.00Jul 24Aug 2880.7%27.1%197.4%40109

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 77 found (best R:R 29.00, avg 2.51)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$57.00$59.00Aug 3$0.28$1.72$0.286.14$57.28
$58.00$59.00Aug 21$0.18$0.82$0.184.56$58.18
$57.50$58.00Aug 7$0.10$0.40$0.104.00$57.60
$57.00$57.50Jul 29$0.11$0.39$0.113.55$57.11
$56.50$57.00Jul 24$0.12$0.38$0.123.17$56.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$50.50Jul 29$0.15$4.35$0.1529.00$54.85
$54.00$51.00Aug 3$0.10$2.90$0.1029.00$53.90
$55.50$55.00Jul 29$0.10$0.40$0.104.00$55.40
$56.00$54.00Aug 3$0.44$1.56$0.443.55$55.56
$55.00$54.50Aug 14$0.11$0.39$0.113.55$54.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 103 found (best R:R 22.33, avg 1.67)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$52.00$55.50Jul 27$3.35$3.35$0.1522.33$55.35
$53.00$54.00Aug 21$0.89$0.89$0.118.09$53.89
$53.00$54.50Aug 14$1.32$1.32$0.187.33$54.32
$54.00$55.00Aug 21$0.79$0.79$0.213.76$54.79
$55.50$56.00Jul 22$0.39$0.39$0.113.55$55.89
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$59.00$58.00Aug 21$0.89$0.89$0.118.09$58.11
$65.00$64.00Jul 22$0.87$0.87$0.136.69$64.13
$58.00$57.00Aug 7$0.75$0.75$0.253.00$57.25
$57.00$56.50Jul 24$0.37$0.37$0.132.85$56.63
$57.00$56.50Jul 27$0.37$0.37$0.132.85$56.63

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $0.09, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$57.00Jul 22Jul 24$0.0518.9%16.3%
$55.00Jul 22Jul 24$0.0622.9%18.8%
$60.50Aug 14Aug 28$0.0616.6%16.1%
$58.50Jul 31Aug 7$0.0716.1%15.7%
$54.50Jul 22Jul 24$0.0829.0%20.4%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$58.00Jul 31Aug 7$0.0715.8%15.6%
$55.50Jul 22Jul 24$0.0918.8%17.4%
$56.50Jul 22Jul 24$0.0916.9%16.5%
$56.00Jul 22Jul 24$0.1317.1%16.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 100 found (cheapest 0.77% of stock, avg 5.78%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$56.00Jul 22$0.27$0.16$0.43$55.57$56.430.77%
$56.50Jul 22$0.07$0.46$0.53$55.97$57.030.94%
$55.50Jul 22$0.66$0.04$0.70$54.80$56.201.25%
$56.00Jul 24$0.43$0.29$0.72$55.28$56.721.28%
$56.50Jul 24$0.19$0.55$0.74$55.76$57.241.32%
$56.00Jul 27$0.51$0.34$0.85$55.15$56.851.51%
$57.00Jul 22$0.02$0.88$0.90$56.10$57.901.60%
$56.50Jul 27$0.28$0.62$0.90$55.60$57.401.60%
$55.50Jul 24$0.78$0.13$0.91$54.59$56.411.62%
$57.00Jul 24$0.07$0.92$0.99$56.01$57.991.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 174 found (cheapest 0.07% of stock, avg 1.31%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$57.00$55.00Jul 22$0.02$0.02$0.04$54.96$57.04
$57.00$55.50Jul 22$0.02$0.04$0.06$55.44$57.06
$57.50$54.50Jul 24$0.03$0.03$0.06$54.44$57.56
$56.50$55.00Jul 22$0.07$0.02$0.09$54.91$56.59
$57.50$55.00Jul 24$0.03$0.06$0.09$54.91$57.59
$57.00$54.50Jul 24$0.07$0.03$0.10$54.40$57.10
$56.50$55.50Jul 22$0.07$0.04$0.11$55.39$56.61
$57.00$55.00Jul 24$0.07$0.06$0.13$54.87$57.13
$58.50$54.00Jul 31$0.04$0.09$0.13$53.87$58.63
$58.00$55.00Jul 27$0.04$0.11$0.15$54.85$58.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 50 found (best R:R 4.00, avg credit $0.34)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
55/5656/56Aug 7$0.40$0.104.00$55.10$56.40
56/5758/58Aug 7$0.40$0.104.00$56.60$57.90
56/5657/58Aug 14$0.39$0.113.55$56.11$57.39
56/5658/58Aug 28$0.39$0.113.55$56.11$57.89
56/5758/58Aug 28$0.39$0.113.55$56.61$58.39
56/5657/58Aug 7$0.38$0.123.17$56.12$57.38
54/5556/56Aug 14$0.38$0.123.17$54.62$56.38
54/5556/56Aug 28$0.38$0.123.17$54.62$56.38
56/5657/58Jul 29$0.37$0.132.85$56.13$57.37
55/5656/57Aug 14$0.37$0.132.85$55.13$56.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 69 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$50.00$51.00$52.00Aug 21$0.05$0.9519.00
$59.00$60.00$61.00Aug 21$0.06$0.9415.67
$57.50$58.00$58.50Aug 14$0.05$0.459.00
$53.00$54.00$55.00Aug 21$0.10$0.909.00
$55.50$56.00$56.50Aug 21$0.05$0.459.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$55.50$56.00$56.50Jul 31$0.05$0.459.00
$55.00$55.50$56.00Aug 7$0.05$0.459.00
$55.50$56.00$56.50Aug 7$0.05$0.459.00
$55.00$55.50$56.00Aug 14$0.05$0.459.00
$54.50$55.00$55.50Jul 31$0.06$0.447.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 110 found (best net $-0.01, 97 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$45.00$50.001:2Jul 31-$1.21$3.79
$53.00$54.501:2Aug 14-$0.81$0.69
$56.00$56.501:2Jul 27-$0.05$0.45
$58.50$59.001:2Aug 14-$0.06$0.44
$57.50$58.001:2Aug 7-$0.07$0.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$45.001:2Aug 3-$0.01$4.99
$51.00$49.001:2Aug 14$0.00$2.00
$49.00$47.001:2Aug 28$0.00$2.00
$53.00$51.001:2Jul 22-$0.01$1.99
$49.00$47.001:2Aug 14-$0.01$1.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 1.76%, avg 0.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$56.50Aug 28$0.990.460.7%1.76%2.46%7100
$56.50Aug 21$0.860.460.7%1.53%2.23%4.2K370
$57.00Aug 28$0.770.401.6%1.37%2.96%69260
$56.50Aug 14$0.740.450.7%1.32%2.01%198
$57.00Aug 21$0.640.381.6%1.14%2.73%1649.1K
$56.50Aug 7$0.600.440.7%1.07%1.76%2149
$57.50Aug 28$0.580.332.5%1.03%3.51%14101
$57.00Aug 14$0.520.361.6%0.93%2.51%5500
$56.50Aug 3$0.460.420.7%0.82%1.51%1--
$57.50Aug 21$0.450.302.5%0.80%3.28%300114

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 21,385
Total Puts 41,601
Put/Call Ratio 1.95
Net Difference -20,216

Prior's Put/Call Breakdown

Total Calls 72,112
Total Puts 32,754
Put/Call Ratio 1.00
Net Difference 39,358

Prior 7-Day Put/Call Summary

Total Calls 343,677
Total Puts 311,899
Average Put/Call Ratio 1.21
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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