Tour v377
XLF
State StreetFinSelSectSPDRETF
$56.11 +0.12%
$56.09 (-0.04%)🌙
as of 07/21 04:00 PM
7/21 16:00

Option Volume

Detail
Current (07/21 4:00pm) 69,404
Calls: 25,561 (37%)
Puts: 43,843 (63%)
Prior --
Calls: 72,112 (69%)
Puts: 32,754 (31%)
Current vs Prior +0.00%
Calls: -64.55% (Calls)
Puts: +33.86% (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 -25.89%
Calls: -47.94%
Puts: -1.60%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/21 4:00pm) $12.02M
Calls: $10.70M (89%)
Puts: $1.32M (11%)
Prior --
Calls: $3.55M (80%)
Puts: $906.5K (20%)
Current vs Prior +0.00%
Calls: +201.17%
Puts: +45.89%
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 +68.55%
Calls: +111.66%
Puts: -36.35%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21 4:00pm) 1.72
Prior 1.00
Current vs Prior +71.52%
Prior 7-Day Average 1.21
Current vs Prior 7-Day Avg +41.59%
Sentiment BEARISH

Open Interest

Detail
Current (07/21 4:00pm) 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 1.37% | 1.71%1.71% | 2.60%4.28% | 6.13%
Prior 0.91% | 1.71%2.07% | 2.93%0.91% | 4.30%
Current vs Prior +50.74% | -0.16%-17.38% | -11.12%+369.83% | +42.51%
Prior 7-Day Avg 1.06% | 1.63%1.57% | 2.54%1.40% | 5.07%
Current vs 7-Day Avg +29.41% | +4.93%+9.17% | +2.25%+206.46% | +20.97%
Prior 7-Day Eod 0.91% | 1.71%2.03% | 2.23%8.57% | 7.73%
Current vs 7-Day Eod +50.74% | -0.16%-15.90% | +16.66%-50.06% | -20.65%
Sentiment BEARISHBULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 91.76% | 45.75%
Calls: 124.00% | 56.41%
Puts: 59.52% | 35.09%
Prior 39.61% | 13.28%
Calls: 42.86% | 20.00%
Puts: 36.36% | 6.56%
Current vs Prior +131.66% | +244.50%
Prior 7-Day Avg 27.27% | 13.53%
Calls: 22.08% | 12.83%
Puts: 32.46% | 14.22%
Current vs 7-Day Avg +236.43% | +238.17%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($10.70M) vs puts ($1.32M). Dollar volume significantly above 7-day average (69% higher). Extreme bearish P/C ratio of 1.72 - heavy put buying. P/C ratio rising 72% - 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
16:00BULLISHBEARISHBEARISH
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 17 of results (avg 7.3%, best 3.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$49.00Aug 217.207.45$7.333.4%10.97287
$47.00Aug 219.159.60$9.384.8%310.96131
$52.00Jul 244.004.25$4.136.1%71.00144
$50.00Aug 216.206.60$6.406.2%100.9720.1K
$52.50Jul 313.553.80$3.686.8%--0.9518
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 213.804.05$3.936.4%110.96186

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.19, cheapest $0.06)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Jul 240.050.06$0.0616.7%2490.121.3K
$53.00Aug 210.180.21$0.2015.0%5000.1337.4K
$54.00Aug 210.290.35$0.3218.8%7750.2013.7K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 129 found (avg delta 0.84, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 2210.0512.45$11.2521.3%4431.00159
$46.00Jul 228.8511.50$10.1826.0%8821.0021
$47.00Jul 227.1511.15$9.1543.7%6681.0030
$48.00Jul 226.8010.15$8.4839.5%5221.0030
$49.00Jul 225.858.85$7.3540.8%4751.007
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$66.00Jul 228.6011.20$9.9026.3%90.99--
$67.00Jul 229.7012.20$10.9522.8%160.991
$65.00Jul 227.6010.20$8.9029.2%170.99--
$63.00Jul 225.408.75$7.0847.3%180.99--
$64.00Jul 226.709.75$8.2337.1%220.99--

Most actively traded options today. High liquidity = easy entry/exit. 229 active (total vol 65.5K, top 20.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.50Aug 210.521.10$0.8171.6%4.2K0.47370
$56.50Jul 220.010.10$0.06150.0%1.4K0.20260
$57.00Jul 310.240.33$0.2931.0%9980.292.3K
$58.00Jul 240.000.01$0.01100.0%9640.028.6K
$56.00Jul 240.280.50$0.3956.4%9330.543.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 210.030.06$0.0560.0%20.1K0.0392.4K
$55.50Jul 310.260.36$0.3132.3%6.5K0.341.3K
$56.50Aug 210.991.33$1.1629.3%3.7K0.547
$55.00Aug 210.410.58$0.5034.0%1.7K0.309.7K
$56.00Aug 210.750.95$0.8523.5%1.4K0.4627.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 51 strikes (avg 123.8%, max 333.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Jul 22Aug 2195.4%22.0%333.2%28320.1K
$46.00Jul 22Aug 21143.4%34.6%313.9%88234
$49.00Jul 22Aug 21101.6%25.6%297.1%476294
$51.00Jul 22Aug 2181.4%20.6%296.0%82430.8K
$45.00Jul 22Aug 21170.2%44.2%285.3%443187
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$51.00Jul 22Aug 2881.4%19.5%317.3%616
$60.00Jul 22Aug 2159.2%15.0%296.0%21189
$59.00Jul 22Aug 2146.4%15.0%209.8%574
$54.00Jul 22Aug 2848.3%16.4%194.6%47128
$53.00Jul 22Aug 2852.1%17.9%190.6%76279

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 77 found (best R:R 9.53, avg 1.76)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$57.00$59.00Aug 3$0.19$1.81$0.199.53$57.19
$58.00$59.00Aug 21$0.13$0.87$0.136.69$58.13
$57.00$57.50Jul 29$0.10$0.40$0.104.00$57.10
$57.50$58.00Aug 21$0.10$0.40$0.104.00$57.60
$55.00$55.50Aug 14$0.12$0.38$0.123.17$55.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$54.00Aug 5$0.21$0.79$0.213.76$54.79
$56.00$54.00Aug 3$0.43$1.57$0.433.65$55.57
$55.50$55.00Jul 29$0.11$0.39$0.113.55$55.39
$52.50$52.00Jul 31$0.11$0.39$0.113.55$52.39
$55.00$54.50Jul 31$0.12$0.38$0.123.17$54.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 100 found (best R:R 22.33, avg 1.71)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$52.00$55.50Jul 27$3.35$3.35$0.1522.33$55.35
$46.00$47.00Aug 21$0.87$0.87$0.136.69$46.87
$51.00$52.00Aug 21$0.85$0.85$0.155.67$51.85
$53.00$54.00Aug 21$0.85$0.85$0.155.67$53.85
$53.00$54.50Aug 14$1.23$1.23$0.274.56$54.23
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$62.00$61.00Jul 22$0.88$0.88$0.127.33$61.12
$50.00$49.00Jul 31$0.82$0.82$0.184.56$49.18
$59.00$58.00Aug 21$0.79$0.79$0.213.76$58.21
$58.00$57.50Jul 31$0.39$0.39$0.113.55$57.61
$58.00$57.00Aug 14$0.76$0.76$0.243.17$57.24

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 26 found (avg debit $0.18, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$52.50Jul 24Jul 31$0.0534.1%25.1%
$53.00Jul 24Jul 31$0.0539.0%22.2%
$55.50Jul 22Jul 24$0.0620.7%16.7%
$53.50Jul 24Jul 31$0.0627.3%22.0%
$58.50Jul 31Aug 7$0.0817.0%16.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$57.00Jul 22Jul 24$0.0617.8%15.7%
$55.50Jul 22Jul 24$0.0820.7%16.7%
$50.50Jul 24Jul 29$0.0851.0%44.0%
$56.50Jul 22Jul 24$0.1015.5%17.5%
$57.50Jul 22Jul 24$0.1022.7%18.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 102 found (cheapest 0.86% of stock, avg 5.77%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$56.00Jul 22$0.30$0.18$0.48$55.52$56.480.86%
$56.50Jul 22$0.06$0.47$0.53$55.97$57.030.94%
$55.50Jul 22$0.63$0.05$0.68$54.82$56.181.21%
$56.00Jul 24$0.39$0.30$0.69$55.31$56.691.23%
$56.50Jul 24$0.19$0.57$0.76$55.74$57.261.35%
$55.50Jul 24$0.69$0.13$0.82$54.68$56.321.46%
$56.50Jul 27$0.22$0.65$0.87$55.63$57.371.55%
$57.00Jul 22$0.01$0.92$0.93$56.07$57.931.66%
$56.00Jul 27$0.56$0.40$0.96$55.04$56.961.71%
$55.50Jul 27$0.80$0.20$1.00$54.50$56.501.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 189 found (cheapest 0.14% of stock, avg 1.22%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$56.50$55.00Jul 22$0.06$0.02$0.08$54.92$56.58
$57.50$54.50Jul 24$0.03$0.05$0.08$54.42$57.58
$57.50$53.00Jul 24$0.03$0.05$0.08$52.92$57.58
$57.50$55.00Jul 24$0.03$0.06$0.09$54.91$57.59
$59.00$54.50Jul 24$0.04$0.05$0.09$54.41$59.09
$59.00$53.00Jul 24$0.04$0.05$0.09$52.91$59.09
$56.50$54.00Jul 22$0.06$0.04$0.10$53.90$56.60
$57.00$54.50Jul 24$0.05$0.05$0.10$54.40$57.10
$57.00$53.00Jul 24$0.05$0.05$0.10$52.90$57.10
$59.00$55.00Jul 24$0.04$0.06$0.10$54.90$59.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 35 found (best R:R 4.00, avg credit $0.55)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
55/5656/57Aug 14$0.40$0.104.00$55.10$56.90
54/5556/57Aug 28$0.40$0.104.00$54.60$56.90
47/4956/56Aug 14$1.57$0.433.65$47.43$57.07
55/5656/57Aug 7$0.38$0.123.17$55.12$56.88
55/5656/56Aug 14$0.38$0.123.17$55.12$56.38
55/5657/58Aug 14$0.38$0.123.17$55.12$57.38
56/5657/58Aug 14$0.38$0.123.17$55.62$57.38
56/5657/58Jul 29$0.37$0.132.85$55.63$57.37
56/5656/57Aug 7$0.37$0.132.85$55.63$56.87
56/5657/58Aug 28$0.37$0.132.85$55.63$57.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 90 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$53.00$54.00$55.00Aug 21$0.05$0.9519.00
$52.00$53.00$54.00Aug 21$0.07$0.9313.29
$50.50$51.00$51.50Jul 22$0.05$0.459.00
$48.00$48.50$49.00Jul 24$0.05$0.459.00
$59.00$60.00$61.00Aug 3$0.10$0.909.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$65.00$66.00$67.00Jul 22$0.05$0.9519.00
$48.00$49.00$50.00Aug 21$0.08$0.9211.50
$55.50$56.00$56.50Jul 27$0.05$0.459.00
$56.00$56.50$57.00Jul 31$0.05$0.459.00
$54.50$55.00$55.50Jul 24$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. 131 found (best net $-0.04, 113 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$45.00$50.001:2Jul 31-$1.05$3.95
$61.00$65.001:2Aug 28-$0.15$3.85
$58.00$59.001:2Jul 24-$0.07$0.93
$59.00$60.001:2Aug 7-$0.08$0.92
$61.00$62.001:2Aug 21-$0.13$0.87
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$45.001:2Aug 3-$0.04$4.96
$54.00$51.001:2Aug 3-$0.01$2.99
$53.50$50.501:2Jul 29-$0.11$2.89
$53.00$51.001:2Jul 22-$0.01$1.99
$49.00$47.001:2Aug 28-$0.07$1.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 32 found (best yield 1.57%, avg 0.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$56.50Aug 28$0.880.460.7%1.57%2.26%7100
$57.00Aug 28$0.680.391.6%1.21%2.80%69260
$56.50Aug 14$0.660.440.7%1.18%1.87%198
$57.00Aug 21$0.600.391.6%1.07%2.66%1819.1K
$56.50Aug 21$0.520.470.7%0.93%1.62%4.2K370
$56.50Aug 7$0.510.420.7%0.91%1.60%4149
$57.00Aug 14$0.500.361.6%0.89%2.48%5500
$57.50Aug 28$0.500.332.5%0.89%3.37%14101
$56.50Aug 3$0.360.420.7%0.64%1.34%1--
$56.50Jul 31$0.350.400.7%0.62%1.32%8403.8K

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 25,561
Total Puts 43,843
Put/Call Ratio 1.72
Net Difference -18,282

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
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All