Tour v414
XLF
State StreetFinSelSectSPDRETF
$56.85 +0.96%
7/27 11:00

Option Volume

Detail
Current (07/27 11:00am) 26,158
Calls: 12,430 (48%)
Puts: 13,728 (52%)
Prior (07/23) 6,658
Calls: 1,905 (29%)
Puts: 4,753 (71%)
Current vs Prior +292.88%
Calls: +552.49% (Calls)
Puts: +188.83% (Puts)
Prior 7-Day Total 464,556
Calls: 179,037 (39%)
Puts: 285,519 (61%)
Prior 7-Day Average 66,365
Calls: 25,576 (39%)
Puts: 40,788 (61%)
Current vs Prior 7-Day Avg -60.58%
Calls: -51.40%
Puts: -66.34%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/27 11:00am) $3.79M
Calls: $2.81M (74%)
Puts: $975.6K (26%)
Prior (07/23) $713.2K
Calls: $491.5K (69%)
Puts: $221.8K (31%)
Current vs Prior +430.86%
Calls: +471.90%
Puts: +339.91%
Prior 7-Day Total $56.89M
Calls: $42.70M (75%)
Puts: $14.18M (25%)
Prior 7-Day Average $8.13M
Calls: $6.10M (75%)
Puts: $2.03M (25%)
Current vs Prior 7-Day Avg -53.41%
Calls: -53.93%
Puts: -51.85%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27 11:00am) 1.10
Prior (07/23) 2.50
Current vs Prior -55.73%
Prior 7-Day Average 1.65
Current vs Prior 7-Day Avg -33.13%
Sentiment BEARISH

Open Interest

Detail
Current (07/27 11:00am) 816,542
Calls: 338,829 (41%)
Puts: 477,713 (59%)
Prior (07/23) 857,494
Calls: 371,344 (43%)
Puts: 486,150 (57%)
Current vs Prior -4.78%
Prior 7-Day Total 6,827,575
Calls: 3,033,021 (44%)
Puts: 3,794,554 (56%)
Prior 7-Day Average 975,367
Calls: 433,288 (44%)
Puts: 542,079 (56%)
Current vs Prior 7-Day Avg -16.28%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/27) | Next (07/29)Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.07% | 1.69%2.08% | 2.80%3.78% | 5.86%
Prior 0.98% | 1.32%0.98% | 2.20%3.82% | 5.74%
Current vs Prior +9.76% | +28.38%+112.32% | +26.89%-1.04% | +2.03%
Prior 7-Day Avg 1.18% | 1.61%1.39% | 2.47%2.77% | 5.42%
Current vs 7-Day Avg -8.92% | +4.83%+49.09% | +13.41%+36.62% | +8.07%
Prior 7-Day Eod 0.98% | 1.32%2.45% | 2.97%4.05% | 6.11%
Current vs 7-Day Eod +9.76% | +28.38%-15.31% | -5.70%-6.60% | -4.12%
Sentiment BEARISHBEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 28.03% | 14.90%
Calls: 33.33% | 12.73%
Puts: 22.73% | 17.07%
Prior 23.81% | 23.02%
Calls: 14.29% | 22.50%
Puts: 33.33% | 23.53%
Current vs Prior +17.72% | -35.27%
Prior 7-Day Avg 39.94% | 31.91%
Calls: 41.60% | 30.73%
Puts: 38.28% | 33.09%
Current vs 7-Day Avg -29.82% | -53.31%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($2.81M). Massive premium surge with dollar volume up 431% vs prior. Unusually high activity with volume up 293% vs prior - elevated interest. Slightly bearish P/C ratio of 1.10.

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 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
11:00BULLISHBEARISHBEARISH
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 94 of results (avg 6.4%, best 2.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Aug 219.9510.15$10.052.0%--1.00122
$50.00Aug 217.007.15$7.082.1%--0.9420.1K
$46.00Aug 2110.9011.15$11.032.3%--1.0013
$46.00Jul 2710.7511.00$10.882.3%1871.002
$50.50Jul 276.256.40$6.332.4%1901.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.50Aug 210.410.43$0.424.8%2630.281.1K
$56.50Jul 290.180.19$0.195.3%150.34125
$58.00Aug 281.521.61$1.575.7%--0.6510
$60.00Jul 313.103.30$3.206.2%201.002
$55.00Aug 210.310.33$0.326.3%7080.2210.8K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 62 found (avg $0.50, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$59.00Aug 210.200.24$0.2218.2%10.1813.2K
$57.00Jul 290.240.28$0.2615.4%500.43239
$59.00Aug 280.280.31$0.3010.0%--0.2178
$58.50Aug 210.310.33$0.326.3%3660.24--
$58.00Aug 140.340.39$0.3713.5%530.29109
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Jul 310.050.06$0.0616.7%910.097.3K
$50.00Aug 210.050.06$0.0616.7%6500.03110.9K
$55.50Jul 310.080.09$0.0911.1%3550.136.3K
$56.00Jul 310.140.17$0.1618.8%1420.2321.8K
$53.50Aug 210.140.17$0.1618.8%--0.11218

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 113 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Jul 2710.7511.00$10.882.3%1871.002
$47.00Jul 279.7510.00$9.882.5%391.001
$48.00Jul 278.759.00$8.882.8%2081.00--
$49.00Jul 277.758.00$7.883.2%4351.002
$50.00Jul 276.757.00$6.883.6%1421.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 313.103.30$3.206.2%201.002
$67.00Jul 279.8010.60$10.207.8%1800.99--
$68.00Jul 2710.8011.80$11.308.8%1970.99--
$66.00Jul 278.559.65$9.1012.1%730.99--
$64.00Jul 276.557.75$7.1516.8%530.99--

Most actively traded options today. High liquidity = easy entry/exit. 193 active (total vol 25.4K, top 5.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Aug 210.880.96$0.928.7%5.5K0.488.8K
$55.50Aug 211.882.01$1.946.7%1.2K0.721.5K
$57.50Jul 310.160.20$0.1822.2%5470.284.4K
$49.00Jul 277.758.00$7.883.2%4351.002
$56.50Jul 270.320.45$0.3933.3%3700.86990
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 270.190.24$0.2222.7%4.1K0.6751
$56.50Jul 270.020.03$0.0333.3%3.6K0.14152
$50.00Jul 310.000.02$0.01200.0%1.0K0.0133
$55.00Aug 210.310.33$0.326.3%7080.2210.8K
$50.00Aug 210.050.06$0.0616.7%6500.03110.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 50 strikes (avg 305.2%, max 858.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$46.00Jul 27Aug 21353.5%36.9%858.4%18715
$47.00Jul 27Aug 21320.5%33.6%854.3%39123
$49.00Jul 27Aug 21258.2%29.7%768.9%435288
$48.00Jul 27Aug 21266.6%31.1%756.3%208252
$50.00Jul 27Aug 21208.1%27.2%664.0%14220.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Jul 27Sep 4266.6%28.0%851.0%--61
$50.00Jul 27Sep 4208.1%24.1%762.3%121
$50.50Jul 27Aug 28193.6%24.0%707.7%121
$51.00Jul 27Aug 28179.2%23.0%680.5%485
$51.50Jul 27Sep 4164.8%21.5%667.3%--200

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 62 found (best R:R 6.69, avg 1.87)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$59.00$60.00Aug 21$0.13$0.87$0.136.69$59.13
$58.50$62.00Sep 4$0.49$3.01$0.496.14$58.99
$58.00$58.50Aug 7$0.10$0.40$0.104.00$58.10
$58.50$59.00Aug 21$0.10$0.40$0.104.00$58.60
$58.00$58.50Aug 14$0.14$0.36$0.142.57$58.14
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$54.00Sep 4$0.16$0.84$0.165.25$54.84
$56.50$56.00Jul 29$0.10$0.40$0.104.00$56.40
$56.00$55.50Aug 7$0.10$0.40$0.104.00$55.90
$55.50$55.00Aug 28$0.11$0.39$0.113.55$55.39
$56.00$55.50Aug 14$0.12$0.38$0.123.17$55.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 80 found (best R:R 6.35, avg 1.35)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$54.00$56.50Aug 5$2.16$2.16$0.346.35$56.16
$54.50$55.00Aug 28$0.40$0.40$0.104.00$54.90
$55.00$55.50Aug 28$0.40$0.40$0.104.00$55.40
$55.00$55.50Sep 4$0.40$0.40$0.104.00$55.40
$55.50$56.00Aug 14$0.39$0.39$0.113.55$55.89
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$58.00$57.50Jul 31$0.38$0.38$0.123.17$57.62
$60.00$59.50Jul 27$0.35$0.35$0.152.33$59.65
$58.50$58.00Aug 21$0.34$0.34$0.162.13$58.16
$58.00$57.50Aug 21$0.33$0.33$0.171.94$57.67
$57.50$57.00Jul 29$0.32$0.32$0.181.78$57.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 20 found (avg debit $0.14, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$52.00Jul 27Jul 31$0.05165.4%37.4%
$54.50Jul 27Jul 31$0.0978.2%24.9%
$57.50Jul 27Jul 29$0.0929.3%18.5%
$50.00Jul 27Aug 14$0.10208.1%29.0%
$56.00Jul 27Jul 29$0.1032.6%20.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$54.00Jul 31Aug 7$0.0626.2%21.0%
$56.00Jul 27Jul 29$0.0832.6%20.9%
$57.50Jul 29Jul 31$0.0818.5%17.5%
$60.00Jul 27Jul 31$0.0995.8%21.7%
$58.00Jul 31Aug 7$0.1317.3%15.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 85 found (cheapest 0.51% of stock, avg 5.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.00Jul 27$0.07$0.22$0.29$56.71$57.290.51%
$56.50Jul 27$0.39$0.03$0.42$56.08$56.920.74%
$57.00Jul 29$0.26$0.41$0.67$56.33$57.671.18%
$56.50Jul 29$0.55$0.19$0.74$55.76$57.241.30%
$57.50Jul 29$0.10$0.73$0.83$56.67$58.331.46%
$56.00Jul 27$0.86$0.01$0.87$55.13$56.871.53%
$57.00Jul 31$0.39$0.50$0.89$56.11$57.891.57%
$56.50Jul 31$0.68$0.29$0.97$55.53$57.471.71%
$57.50Jul 31$0.18$0.81$0.99$56.51$58.491.74%
$57.00Aug 3$0.45$0.57$1.02$55.98$58.021.79%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 163 found (cheapest 0.07% of stock, avg 1.35%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$57.50$56.50Jul 27$0.01$0.03$0.04$56.46$57.54
$58.50$54.50Jul 31$0.03$0.04$0.07$54.43$58.57
$58.00$55.50Jul 29$0.04$0.04$0.08$55.42$58.08
$58.50$55.00Jul 31$0.03$0.06$0.09$54.91$58.59
$57.00$56.50Jul 27$0.07$0.03$0.10$56.40$57.10
$59.00$55.00Aug 3$0.03$0.08$0.11$54.89$59.11
$58.00$54.50Jul 31$0.08$0.04$0.12$54.38$58.12
$58.50$55.50Jul 31$0.03$0.09$0.12$55.38$58.62
$58.00$56.00Jul 29$0.04$0.09$0.13$55.87$58.13
$57.50$55.50Jul 29$0.10$0.04$0.14$55.36$57.64

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 32 found (best R:R 3.55, avg credit $0.40)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
56/5657/58Aug 7$0.39$0.113.55$56.11$57.39
55/5656/57Aug 28$0.39$0.113.55$55.11$56.89
56/5758/58Aug 28$0.39$0.113.55$56.61$58.39
55/5657/58Aug 28$0.38$0.123.17$55.12$57.38
56/5657/58Aug 14$0.37$0.132.85$55.63$57.37
56/5758/58Aug 14$0.37$0.132.85$56.63$57.87
56/5658/58Aug 28$0.37$0.132.85$56.13$57.87
56/5758/58Aug 7$0.35$0.152.33$56.65$57.85
56/5658/58Aug 14$0.34$0.162.13$56.16$57.84
56/5658/58Aug 28$0.34$0.162.13$56.16$58.34

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 49 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$58.00$59.00$60.00Aug 3$0.08$0.9211.50
$59.00$60.00$61.00Aug 21$0.08$0.9211.50
$51.00$52.00$53.00Aug 21$0.09$0.9110.11
$55.00$55.50$56.00Jul 31$0.05$0.459.00
$55.00$55.50$56.00Aug 7$0.05$0.459.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$64.00$65.00$66.00Jul 27$0.05$0.9519.00
$54.00$55.00$56.00Sep 4$0.09$0.9110.11
$65.00$66.00$67.00Jul 27$0.10$0.909.00
$55.50$56.00$56.50Jul 29$0.05$0.459.00
$59.00$59.50$60.00Aug 21$0.05$0.459.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 109 found (best net $--, 93 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$62.00$65.001:2Sep 4$0.00$3.00
$48.50$52.001:2Jul 31-$1.30$2.20
$59.00$60.001:2Jul 31$0.00$1.00
$60.00$61.001:2Aug 28$0.00$1.00
$58.50$59.001:2Aug 14-$0.05$0.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$54.50$51.001:2Jul 29$0.00$3.50
$51.50$49.001:2Aug 14-$0.01$2.49
$50.00$48.001:2Jul 27-$0.01$1.99
$53.50$51.501:2Jul 27-$0.01$1.99
$48.00$46.001:2Sep 4-$0.02$1.98

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 36 found (best yield 2.06%, avg 0.69%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.00Sep 4$1.170.490.3%2.06%2.32%10262
$57.00Aug 28$1.030.490.3%1.81%2.08%22346
$57.50Sep 4$0.910.431.1%1.60%2.74%314
$57.00Aug 21$0.880.480.3%1.55%1.81%5.5K8.8K
$57.00Aug 14$0.760.480.3%1.34%1.60%2340
$57.50Aug 28$0.750.421.1%1.32%2.46%11132
$58.00Sep 4$0.700.372.0%1.23%3.25%2146
$57.50Aug 21$0.630.401.1%1.11%2.25%631.0K
$57.00Aug 7$0.570.470.3%1.00%1.27%61.2K
$58.00Aug 28$0.570.352.0%1.00%3.03%5507

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 12,430
Total Puts 13,728
Put/Call Ratio 1.10
Net Difference -1,298

Prior's Put/Call Breakdown

Total Calls 1,905
Total Puts 4,753
Put/Call Ratio 2.50
Net Difference -2,848

Prior 7-Day Put/Call Summary

Total Calls 179,037
Total Puts 285,519
Average Put/Call Ratio 1.65
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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