Tour v388
XLF
State StreetFinSelSectSPDRETF
$56.04 -0.12%
$56.09 (+0.09%)🌙
as of 07/22 04:00 PM
7/22 16:00

Option Volume

Detail
Current (07/22 4:00pm) 51,865
Calls: 27,841 (54%)
Puts: 24,024 (46%)
Prior (07/21) 69,404
Calls: 25,561 (37%)
Puts: 43,843 (63%)
Current vs Prior -25.27%
Calls: +8.92% (Calls)
Puts: -45.20% (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 -41.45%
Calls: -34.41%
Puts: -47.93%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22 4:00pm) $14.62M
Calls: $12.77M (87%)
Puts: $1.85M (13%)
Prior (07/21) $12.02M
Calls: $10.70M (89%)
Puts: $1.32M (11%)
Current vs Prior +21.58%
Calls: +19.29%
Puts: +40.11%
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 +77.97%
Calls: +110.07%
Puts: -13.30%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22 4:00pm) 0.86
Prior (07/21) 1.72
Current vs Prior -49.69%
Prior 7-Day Average 1.39
Current vs Prior 7-Day Avg -37.99%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/22 4:00pm) 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 0.89% | 1.39%1.39% | 2.50%3.78% | 5.89%
Prior 1.37% | 1.71%1.71% | 2.60%4.28% | 6.13%
Current vs Prior +1.43% | -4.05%-18.65% | -3.99%-11.56% | -3.95%
Prior 7-Day Avg 1.13% | 1.70%1.68% | 2.57%1.69% | 5.16%
Current vs 7-Day Avg +23.37% | -3.17%-17.31% | -2.79%+123.34% | +14.03%
Prior 7-Day Eod 1.37% | 1.71%1.71% | 2.60%4.28% | 6.31%
Current vs 7-Day Eod +1.43% | -4.05%-18.65% | -3.99%-11.56% | -6.66%
Sentiment BEARISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 44.16% | 71.59%
Calls: 41.38% | 62.16%
Puts: 46.94% | 81.03%
Prior 91.76% | 45.75%
Calls: 124.00% | 56.41%
Puts: 59.52% | 35.09%
Current vs Prior -51.87% | +56.48%
Prior 7-Day Avg 35.28% | 17.44%
Calls: 36.04% | 18.66%
Puts: 34.52% | 16.23%
Current vs 7-Day Avg +25.18% | +310.39%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($12.77M) vs puts ($1.85M). Dollar volume significantly above 7-day average (78% higher). P/C ratio dropping 50% - 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
16:00BULLISHBULLISHBULLISH
15:00BULLISHBULLISHBULLISH
14:00BULLISHBULLISHBULLISH
13:00BULLISHBULLISHBULLISH
12:00BULLISHBULLISHBULLISH
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 30 of results (avg 7.0%, best 2.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Aug 218.158.35$8.252.4%--0.94252
$47.00Aug 219.159.55$9.354.3%--0.98131
$52.00Aug 214.254.45$4.354.6%10.923.6K
$51.00Jul 244.955.20$5.084.9%--1.0010
$49.00Aug 217.157.55$7.355.4%--0.97287
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 213.854.05$3.955.1%160.97137
$57.00Aug 211.341.45$1.407.9%600.63376
$57.00Aug 141.261.38$1.329.1%--0.68127
$59.00Aug 212.833.10$2.979.1%--0.9074
$54.50Aug 210.390.43$0.419.8%3820.26868

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 18 found (avg $0.56, cheapest $0.09)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Aug 280.700.79$0.7512.0%340.39328
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$51.00Aug 210.080.09$0.0911.1%10.1K0.0667.3K
$53.00Aug 210.190.21$0.2010.0%140.1337.3K
$54.00Aug 210.290.34$0.3215.6%150.2013.9K
$53.50Aug 280.290.34$0.3215.6%50.18145
$54.00Aug 280.350.42$0.3917.9%--0.22137

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 137 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 2410.2012.35$11.2719.1%6381.0028
$45.50Jul 249.8011.85$10.8318.9%2061.0029
$46.00Jul 249.4011.20$10.3017.5%31.0047
$46.50Jul 248.8010.75$9.7819.9%211.004
$47.00Jul 248.2510.35$9.3022.6%281.0068
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.50Jul 221.082.71$1.9085.8%1031.00--
$59.00Jul 221.803.25$2.5357.3%4571.002
$59.50Jul 222.304.70$3.5068.6%4391.001
$60.00Jul 222.935.10$4.0154.1%341.009
$61.00Jul 223.355.70$4.5351.9%181.002

Most actively traded options today. High liquidity = easy entry/exit. 223 active (total vol 49.0K, top 10.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$51.00Aug 215.205.60$5.407.4%10.4K0.9430.8K
$56.00Aug 211.071.30$1.1919.3%3.9K0.5355.9K
$57.00Jul 310.150.25$0.2050.0%1.6K0.262.8K
$57.50Jul 240.000.22$0.11200.0%7310.1510.5K
$56.00Jul 220.010.29$0.15186.7%6570.81475
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$51.00Aug 210.080.09$0.0911.1%10.1K0.0667.3K
$56.00Aug 210.820.93$0.8812.5%2.7K0.4728.8K
$55.50Jul 240.050.15$0.10100.0%1.4K0.242.1K
$56.00Jul 220.000.01$0.01100.0%1.2K0.191.1K
$55.50Aug 210.620.72$0.6714.9%1.0K0.39105

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 52 strikes (avg 942.4%, max 3151.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Jul 22Aug 21969.2%29.8%3151.3%270440
$49.00Jul 22Aug 21758.9%25.8%2842.2%182520
$50.00Jul 22Aug 21657.4%23.4%2713.6%32520.3K
$51.00Jul 22Aug 21561.0%21.5%2504.2%10.5K30.8K
$48.00Jul 22Aug 21867.1%36.2%2292.6%263437
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$60.00Jul 22Aug 21418.7%14.7%2746.2%50146
$59.00Jul 22Aug 21329.9%14.7%2151.1%45776
$53.00Jul 22Aug 28356.0%17.5%1933.3%1346
$58.00Jul 22Aug 21235.2%14.5%1517.4%8510.1K
$53.50Jul 22Aug 28274.7%17.3%1485.8%5157

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 84 found (best R:R 29.77, avg 2.49)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$61.00$65.00Aug 28$0.13$3.87$0.1329.77$61.13
$57.00$59.00Aug 3$0.25$1.75$0.257.00$57.25
$58.00$59.00Aug 21$0.16$0.84$0.165.25$58.16
$57.50$58.00Jul 24$0.10$0.40$0.104.00$57.60
$60.50$61.00Aug 14$0.10$0.40$0.104.00$60.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$49.50$48.00Aug 7$0.10$1.40$0.1014.00$49.40
$48.00$47.00Aug 21$0.13$0.87$0.136.69$47.87
$55.50$55.00Jul 27$0.10$0.40$0.104.00$55.40
$53.00$52.50Jul 31$0.10$0.40$0.104.00$52.90
$54.00$53.50Jul 31$0.10$0.40$0.104.00$53.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 105 found (best R:R 9.87, avg 1.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$51.00$56.00Aug 3$4.54$4.54$0.469.87$55.54
$52.00$53.00Aug 14$0.90$0.90$0.109.00$52.90
$53.00$54.00Aug 7$0.84$0.84$0.165.25$53.84
$53.00$54.00Aug 28$0.82$0.82$0.184.56$53.82
$54.50$55.00Aug 14$0.40$0.40$0.104.00$54.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$59.00$58.00Aug 21$0.88$0.88$0.127.33$58.12
$64.00$63.00Jul 22$0.82$0.82$0.184.56$63.18
$58.00$57.00Aug 7$0.79$0.79$0.213.76$57.21
$57.00$56.50Aug 28$0.38$0.38$0.123.17$56.62
$58.00$57.00Aug 21$0.69$0.69$0.312.23$57.31

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 25 found (avg debit $0.22, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Jul 22Jul 24$0.07126.7%18.5%
$53.50Jul 24Jul 31$0.0830.4%20.6%
$57.00Jul 22Jul 24$0.09116.1%25.3%
$57.50Jul 22Jul 24$0.10184.8%34.5%
$54.50Jul 22Jul 24$0.12198.7%22.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$49.00Jul 31Aug 14$0.0866.4%44.5%
$55.50Jul 22Jul 24$0.0973.4%16.7%
$57.50Jul 22Jul 29$0.10184.8%18.9%
$45.00Jul 24Aug 3$0.11119.5%72.0%
$51.00Jul 24Jul 27$0.1156.5%54.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 106 found (cheapest 0.29% of stock, avg 5.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$56.00Jul 22$0.15$0.01$0.16$55.84$56.160.29%
$56.50Jul 22$0.01$0.35$0.36$56.14$56.860.64%
$55.50Jul 22$0.57$0.01$0.58$54.92$56.081.03%
$56.00Jul 24$0.29$0.30$0.59$55.41$56.591.05%
$56.50Jul 24$0.14$0.49$0.63$55.87$57.131.12%
$56.00Jul 27$0.31$0.35$0.66$55.34$56.661.18%
$55.50Jul 24$0.61$0.10$0.71$54.79$56.211.27%
$56.50Jul 27$0.18$0.61$0.79$55.71$57.291.41%
$56.50Jul 29$0.21$0.61$0.82$55.68$57.321.46%
$57.00Jul 22$0.01$0.85$0.86$56.14$57.861.53%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 181 found (cheapest 0.12% of stock, avg 1.26%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$58.00$54.00Jul 29$0.03$0.04$0.07$53.93$58.07
$57.50$55.00Jul 27$0.04$0.06$0.10$54.90$57.60
$57.00$54.50Jul 24$0.10$0.02$0.12$54.38$57.12
$57.50$54.50Jul 24$0.11$0.02$0.13$54.37$57.63
$58.00$55.00Jul 29$0.03$0.10$0.13$54.87$58.13
$58.00$54.50Jul 29$0.03$0.10$0.13$54.37$58.13
$57.00$55.00Jul 24$0.10$0.04$0.14$54.86$57.14
$57.00$55.00Jul 27$0.08$0.06$0.14$54.86$57.14
$57.50$55.00Jul 24$0.11$0.04$0.15$54.85$57.65
$56.50$54.50Jul 24$0.14$0.02$0.16$54.34$56.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 68 found (best R:R 7.33, avg credit $0.38)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
47/4853/54Aug 21$0.88$0.127.33$47.12$53.88
52/5356/56Jul 31$0.40$0.104.00$52.60$55.90
54/5456/56Jul 31$0.40$0.104.00$53.60$55.90
50/5155/56Aug 28$0.39$0.113.55$50.61$55.39
52/5355/56Aug 28$0.39$0.113.55$52.61$55.39
56/5658/58Aug 28$0.39$0.113.55$55.61$57.89
56/5658/58Aug 28$0.39$0.113.55$55.61$58.39
52/5355/56Jul 31$0.38$0.123.17$52.62$55.38
54/5455/56Jul 31$0.38$0.123.17$53.62$55.38
50/5056/56Aug 7$0.38$0.123.17$50.12$56.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 96 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$49.00$50.00$51.00Aug 21$0.05$0.9519.00
$59.00$60.00$61.00Aug 21$0.05$0.9519.00
$45.00$46.00$47.00Aug 21$0.08$0.9211.50
$58.00$59.00$60.00Aug 21$0.08$0.9211.50
$55.00$55.50$56.00Jul 29$0.05$0.459.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$53.50$54.00$54.50Jul 29$0.05$0.459.00
$54.00$54.50$55.00Aug 21$0.05$0.459.00
$58.00$59.00$60.00Aug 21$0.10$0.909.00
$48.00$49.00$50.00Aug 21$0.12$0.887.33
$55.50$56.00$56.50Jul 27$0.07$0.436.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 140 found (best net $-0.02, 108 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$45.00$50.501:2Jul 31-$0.02$5.48
$52.50$54.001:2Jul 22-$0.40$1.10
$60.00$61.001:2Aug 21$0.00$1.00
$60.00$61.001:2Aug 3-$0.11$0.89
$63.00$64.001:2Aug 21-$0.18$0.82
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$45.001:2Aug 3-$0.10$4.90
$53.00$51.001:2Aug 3$0.00$2.00
$50.00$48.001:2Jul 27-$0.02$1.98
$49.00$47.001:2Aug 28-$0.02$1.98
$51.50$49.001:2Aug 14-$0.59$1.91

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 27 found (best yield 1.66%, avg 0.50%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$56.50Aug 28$0.930.470.8%1.66%2.48%11105
$57.00Aug 28$0.700.391.7%1.25%2.96%34328
$56.50Aug 21$0.620.450.8%1.11%1.93%113.9K
$57.00Aug 21$0.550.381.7%0.98%2.69%1189.1K
$57.50Aug 28$0.510.342.6%0.91%3.52%1115
$56.50Aug 14$0.460.420.8%0.82%1.64%598
$57.50Aug 21$0.410.322.6%0.73%3.34%2408
$58.00Aug 28$0.370.273.5%0.66%4.16%2539
$56.50Aug 7$0.330.410.8%0.59%1.41%8151
$56.50Jul 31$0.300.390.8%0.54%1.36%3514.2K

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 27,841
Total Puts 24,024
Put/Call Ratio 0.86
Net Difference 3,817

Prior's Put/Call Breakdown

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

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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