Tour v388
XLF
State StreetFinSelSectSPDRETF
$56.05 -0.11%
7/22 11:25

Option Volume

Detail
Current (07/22 11:00am) 10,516
Calls: 5,553 (53%)
Puts: 4,963 (47%)
Prior (07/21) 31,204
Calls: 5,322 (17%)
Puts: 25,882 (83%)
Current vs Prior -66.30%
Calls: +4.34% (Calls)
Puts: -80.82% (Puts)
Prior 7-Day Total 620,114
Calls: 297,126 (48%)
Puts: 322,988 (52%)
Prior 7-Day Average 88,587
Calls: 42,446 (48%)
Puts: 46,141 (52%)
Current vs Prior 7-Day Avg -88.13%
Calls: -86.92%
Puts: -89.24%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22 11:00am) $2.58M
Calls: $1.96M (76%)
Puts: $617.2K (24%)
Prior (07/21) $2.59M
Calls: $2.20M (85%)
Puts: $389.0K (15%)
Current vs Prior -0.36%
Calls: -10.81%
Puts: +58.67%
Prior 7-Day Total $57.50M
Calls: $42.54M (74%)
Puts: $14.96M (26%)
Prior 7-Day Average $8.21M
Calls: $6.08M (74%)
Puts: $2.14M (26%)
Current vs Prior 7-Day Avg -68.63%
Calls: -67.76%
Puts: -71.12%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22 11:00am) 0.89
Prior (07/21) 4.86
Current vs Prior -81.62%
Prior 7-Day Average 1.39
Current vs Prior 7-Day Avg -35.77%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/22 11:00am) 845,591
Calls: 374,285 (44%)
Puts: 471,306 (56%)
Prior (07/21) 808,488
Calls: 361,941 (45%)
Puts: 446,547 (55%)
Current vs Prior +4.59%
Prior 7-Day Total 8,255,623
Calls: 3,733,529 (45%)
Puts: 4,522,094 (55%)
Prior 7-Day Average 1,179,374
Calls: 533,361 (45%)
Puts: 646,013 (55%)
Current vs Prior 7-Day Avg -28.30%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/22) | Next (07/24)Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 1.09% | 1.57%1.57% | 2.50%3.94% | 5.92%
Prior 1.37% | 1.71%1.71% | 2.60%4.28% | 6.13%
Current vs Prior -20.69% | -8.24%-8.24% | -4.00%-7.82% | -3.38%
Prior 7-Day Avg 1.13% | 1.70%1.68% | 2.57%1.69% | 5.16%
Current vs 7-Day Avg -3.53% | -7.40%-6.73% | -2.81%+132.78% | +14.70%
Prior 7-Day Eod 1.37% | 1.71%1.71% | 2.60%4.28% | 6.31%
Current vs 7-Day Eod -20.69% | -8.24%-8.24% | -4.00%-7.82% | -6.11%
Sentiment BULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 23.32% | 6.66%
Calls: 15.38% | 6.06%
Puts: 31.25% | 7.27%
Prior 91.76% | 45.75%
Calls: 124.00% | 56.41%
Puts: 59.52% | 35.09%
Current vs Prior -74.59% | -85.44%
Prior 7-Day Avg 35.28% | 17.44%
Calls: 36.04% | 18.66%
Puts: 34.52% | 16.23%
Current vs 7-Day Avg -33.89% | -61.82%
Liquidity Pricy
+
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🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($1.96M) vs puts ($617.2K). Below-average activity with volume down 66% vs prior. P/C ratio dropping 82% - sentiment shifting bullish.

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 BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
11:00BULLISHBULLISHBULLISH
10:00BULLISHBULLISHBULLISH

📈 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 105 of results (avg 6.5%, best 2.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Aug 218.158.35$8.252.4%--0.98252
$45.00Aug 2111.1011.40$11.252.7%--0.9928
$49.00Aug 217.157.35$7.252.8%--0.97287
$46.00Aug 2110.1010.40$10.252.9%--0.9813
$55.00Aug 281.871.93$1.903.2%--0.66141
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$54.50Aug 210.390.41$0.405.0%2250.26868
$60.00Aug 213.904.10$4.005.0%100.94137
$59.00Aug 212.923.10$3.016.0%--0.8874
$60.00Jul 243.854.10$3.976.3%11.00--
$58.00Aug 212.042.19$2.127.1%40.7810.1K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 76 found (avg $0.48, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.00Jul 310.050.06$0.0616.7%1000.096.8K
$57.50Jul 310.100.12$0.1118.2%910.151.6K
$56.50Jul 240.110.13$0.1216.7%1490.273.0K
$56.00Jul 220.120.14$0.1315.4%3370.59475
$59.00Aug 210.120.14$0.1315.4%500.1213.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$51.00Aug 210.080.09$0.0911.1%30.0667.3K
$54.50Jul 310.120.14$0.1315.4%--0.16255
$54.00Aug 70.150.18$0.1618.8%--0.15417
$53.50Aug 140.170.20$0.1915.8%--0.1475
$53.00Aug 210.180.21$0.2015.0%50.1337.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 125 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 2210.5011.20$10.856.5%880.99367
$45.00Jul 2410.9012.20$11.5511.3%430.9928
$45.50Jul 2410.4011.75$11.0812.2%40.9929
$46.00Jul 249.9010.85$10.389.2%20.9947
$45.00Jul 3110.2012.15$11.1817.4%--0.9920
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 220.901.05$0.9815.3%51.0020
$58.50Jul 221.123.70$2.41107.1%131.00--
$59.00Jul 222.163.50$2.8347.3%201.002
$59.50Jul 222.773.95$3.3635.1%181.001
$60.00Jul 223.354.45$3.9028.2%201.009

Most actively traded options today. High liquidity = easy entry/exit. 144 active (total vol 9.7K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Aug 211.081.12$1.103.6%1.1K0.5255.9K
$58.00Aug 210.290.30$0.303.3%5530.2217.1K
$56.00Jul 220.120.14$0.1315.4%3370.59475
$56.00Jul 240.320.34$0.336.1%2400.543.5K
$57.00Jul 240.020.03$0.0333.3%1720.083.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.50Aug 210.650.70$0.687.4%1.0K0.40105
$55.50Aug 140.560.62$0.5910.2%5070.3961
$56.00Jul 220.060.09$0.0837.5%4920.411.1K
$55.50Jul 310.300.35$0.3215.6%4030.346.1K
$55.50Jul 220.000.02$0.01200.0%2680.06502

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 53 strikes (avg 296.3%, max 989.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Jul 22Aug 21380.3%34.9%989.3%88395
$46.00Jul 22Aug 21346.9%32.6%963.4%144391
$47.00Jul 22Aug 21312.6%29.5%958.8%170440
$48.00Jul 22Aug 21279.7%27.1%932.0%168437
$49.00Jul 22Aug 21244.9%25.5%860.3%34520
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$60.00Jul 22Aug 21134.5%14.9%802.8%30146
$59.00Jul 22Aug 21105.9%14.6%626.3%2076
$53.00Jul 22Aug 28115.1%17.6%554.2%--346
$53.50Jul 22Aug 2888.9%16.9%426.2%--157
$58.00Jul 22Aug 2175.4%14.8%407.6%1110.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 66 found (best R:R 8.43, avg 1.96)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$57.00$59.00Aug 3$0.22$1.78$0.228.09$57.22
$58.00$59.00Aug 21$0.17$0.83$0.174.88$58.17
$56.50$57.00Jul 27$0.10$0.40$0.104.00$56.60
$56.00$56.50Jul 22$0.12$0.38$0.123.17$56.12
$57.50$58.00Aug 14$0.12$0.38$0.123.17$57.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$56.00$51.00Aug 3$0.53$4.47$0.538.43$55.47
$55.00$54.50Aug 7$0.10$0.40$0.104.00$54.90
$55.50$55.00Jul 31$0.11$0.39$0.113.55$55.39
$55.00$54.50Aug 14$0.11$0.39$0.113.55$54.89
$54.50$54.00Aug 28$0.11$0.39$0.113.55$54.39

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 88 found (best R:R 16.50, avg 1.63)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$52.00$55.50Jul 27$3.30$3.30$0.2016.50$55.30
$53.00$54.00Aug 21$0.87$0.87$0.136.69$53.87
$53.00$54.00Aug 28$0.86$0.86$0.146.14$53.86
$53.00$54.50Aug 14$1.26$1.26$0.245.25$54.26
$55.00$55.50Jul 31$0.39$0.39$0.113.55$55.39
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$59.00$58.00Aug 21$0.89$0.89$0.118.09$58.11
$56.50$56.00Jul 22$0.40$0.40$0.104.00$56.10
$58.00$57.00Aug 7$0.79$0.79$0.213.76$57.21
$58.00$57.00Aug 14$0.74$0.74$0.262.85$57.26
$57.00$56.50Jul 29$0.36$0.36$0.142.57$56.64

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 24 found (avg debit $0.22, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Jul 22Jul 24$0.0641.2%19.4%
$53.00Jul 24Jul 31$0.0636.8%21.0%
$51.00Jul 22Jul 24$0.08181.1%54.8%
$59.50Aug 14Aug 28$0.0915.4%15.3%
$56.50Jul 22Jul 24$0.1120.1%16.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$56.50Jul 22Jul 24$0.0720.1%16.5%
$58.00Jul 22Jul 31$0.0775.4%15.7%
$60.00Jul 22Jul 24$0.07134.5%40.5%
$55.50Jul 22Jul 24$0.1027.8%17.8%
$59.00Jul 22Jul 24$0.10105.9%31.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 97 found (cheapest 0.37% of stock, avg 5.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$56.00Jul 22$0.13$0.08$0.21$55.79$56.210.37%
$56.50Jul 22$0.01$0.48$0.49$56.01$56.990.87%
$55.50Jul 22$0.54$0.01$0.55$54.95$56.050.98%
$56.00Jul 24$0.33$0.26$0.59$55.41$56.591.05%
$56.50Jul 24$0.12$0.55$0.67$55.83$57.171.20%
$56.00Jul 27$0.41$0.34$0.75$55.25$56.751.34%
$55.50Jul 24$0.69$0.11$0.80$54.70$56.301.43%
$56.50Jul 27$0.20$0.63$0.83$55.67$57.331.48%
$55.50Jul 27$0.75$0.17$0.92$54.58$56.421.64%
$56.00Jul 29$0.54$0.44$0.98$55.02$56.981.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 164 found (cheapest 0.12% of stock, avg 1.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$57.00$55.00Jul 24$0.03$0.04$0.07$54.93$57.07
$58.00$54.00Jul 29$0.04$0.06$0.10$53.90$58.10
$58.00$55.00Jul 27$0.03$0.09$0.12$54.88$58.12
$58.00$54.50Jul 29$0.04$0.09$0.13$54.37$58.13
$58.50$54.00Jul 31$0.04$0.09$0.13$53.87$58.63
$57.00$55.50Jul 24$0.03$0.11$0.14$55.36$57.14
$57.50$55.00Jul 27$0.05$0.09$0.14$54.86$57.64
$57.50$54.00Jul 29$0.08$0.06$0.14$53.86$57.64
$58.00$54.00Jul 31$0.06$0.09$0.15$53.85$58.15
$56.50$55.00Jul 24$0.12$0.04$0.16$54.84$56.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 42 found (best R:R 4.00, avg credit $0.33)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
56/5657/58Aug 14$0.40$0.104.00$56.10$57.40
54/5456/56Aug 28$0.39$0.113.55$54.11$56.39
55/5656/57Aug 28$0.39$0.113.55$55.11$56.89
56/5657/58Aug 28$0.39$0.113.55$55.61$57.39
56/5656/57Aug 7$0.38$0.123.17$55.62$56.88
54/5556/56Aug 14$0.38$0.123.17$54.62$56.38
54/5556/56Aug 7$0.37$0.132.85$54.63$56.37
56/5658/58Aug 14$0.37$0.132.85$56.13$57.87
56/5658/58Aug 28$0.37$0.132.85$56.13$57.87
55/5656/56Jul 29$0.36$0.142.57$55.14$56.36

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 74 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$48.00$49.00$50.00Jul 22$0.05$0.9519.00
$49.00$50.00$51.00Aug 21$0.05$0.9519.00
$47.00$48.00$49.00Jul 22$0.06$0.9415.67
$52.00$53.00$54.00Aug 21$0.06$0.9415.67
$54.00$55.00$56.00Aug 21$0.09$0.9110.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$54.50$55.00$55.50Jul 24$0.05$0.459.00
$55.00$55.50$56.00Aug 7$0.05$0.459.00
$55.50$56.00$56.50Aug 21$0.05$0.459.00
$58.00$59.00$60.00Aug 21$0.10$0.909.00
$60.00$61.00$62.00Jul 22$0.12$0.887.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 101 found (best net $--, 87 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$61.00$65.001:2Aug 28$0.00$4.00
$59.00$60.001:2Aug 7$0.00$1.00
$60.00$61.001:2Aug 21$0.00$1.00
$60.00$61.001:2Aug 28$0.00$1.00
$53.00$54.501:2Aug 14-$0.81$0.69
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$53.50$48.001:2Jul 27$0.00$5.50
$50.00$45.001:2Aug 3-$0.01$4.99
$49.00$47.001:2Jul 31$0.00$2.00
$49.00$47.001:2Aug 28-$0.02$1.98
$49.00$47.001:2Aug 14-$0.03$1.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 34 found (best yield 1.68%, avg 0.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$56.50Aug 28$0.940.450.8%1.68%2.48%--105
$56.50Aug 21$0.810.440.8%1.45%2.25%33.9K
$57.00Aug 28$0.710.381.7%1.27%2.96%20328
$56.50Aug 14$0.680.430.8%1.21%2.02%--98
$57.00Aug 21$0.590.361.7%1.05%2.75%939.1K
$56.50Aug 7$0.540.420.8%0.96%1.77%--151
$57.50Aug 28$0.520.312.6%0.93%3.51%1115
$57.00Aug 14$0.470.341.7%0.84%2.53%--503
$57.50Aug 21$0.410.292.6%0.73%3.32%1408
$58.00Aug 28$0.380.253.5%0.68%4.16%1539

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 5,553
Total Puts 4,963
Put/Call Ratio 0.89
Net Difference 590

Prior's Put/Call Breakdown

Total Calls 5,322
Total Puts 25,882
Put/Call Ratio 4.86
Net Difference -20,560

Prior 7-Day Put/Call Summary

Total Calls 297,126
Total Puts 322,988
Average Put/Call Ratio 1.39
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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