Tour v414
XLF
State StreetFinSelSectSPDRETF
$56.75 +0.77%
7/27 12:00

Option Volume

Detail
Current (07/27 12:00pm) 35,895
Calls: 14,384 (40%)
Puts: 21,511 (60%)
Prior (07/23) 32,329
Calls: 6,076 (19%)
Puts: 26,253 (81%)
Current vs Prior +11.03%
Calls: +136.73% (Calls)
Puts: -18.06% (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 -45.91%
Calls: -43.76%
Puts: -47.26%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/27 12:00pm) $4.72M
Calls: $3.17M (67%)
Puts: $1.55M (33%)
Prior (07/23) $2.35M
Calls: $1.80M (77%)
Puts: $552.3K (23%)
Current vs Prior +100.83%
Calls: +76.12%
Puts: +181.35%
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 -41.87%
Calls: -48.04%
Puts: -23.32%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27 12:00pm) 1.50
Prior (07/23) 4.32
Current vs Prior -65.39%
Prior 7-Day Average 1.65
Current vs Prior 7-Day Avg -9.45%
Sentiment BEARISH

Open Interest

Detail
Current (07/27 12:00pm) 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 1.02% | 1.71%2.06% | 2.84%3.86% | 5.90%
Prior 0.98% | 1.32%0.98% | 2.20%3.82% | 5.74%
Current vs Prior +4.54% | +29.95%+110.89% | +28.71%+0.98% | +2.82%
Prior 7-Day Avg 1.18% | 1.61%1.39% | 2.47%2.77% | 5.42%
Current vs 7-Day Avg -13.24% | +6.10%+48.09% | +15.04%+39.40% | +8.91%
Prior 7-Day Eod 0.98% | 1.32%2.45% | 2.97%4.05% | 6.11%
Current vs 7-Day Eod +4.54% | +29.95%-15.87% | -4.34%-4.69% | -3.37%
Sentiment BEARISHBEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 29.29% | 8.27%
Calls: 28.57% | 6.12%
Puts: 30.00% | 10.42%
Prior 23.81% | 23.02%
Calls: 14.29% | 22.50%
Puts: 33.33% | 23.53%
Current vs Prior +23.02% | -64.07%
Prior 7-Day Avg 39.94% | 31.91%
Calls: 41.60% | 30.73%
Puts: 38.28% | 33.09%
Current vs 7-Day Avg -26.66% | -74.09%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($3.17M). Massive premium surge with dollar volume up 101% vs prior. Bearish P/C ratio of 1.50 indicates protective positioning. P/C ratio dropping 65% - sentiment shifting bullish.

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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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
12:00BULLISHBEARISHBEARISH
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 98 of results (avg 6.4%, best 2.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Aug 219.8510.05$9.952.0%--0.99122
$52.00Jul 314.754.85$4.802.1%--0.99107
$46.00Aug 2110.7511.05$10.902.8%--0.9913
$52.00Aug 214.955.10$5.033.0%30.943.6K
$49.00Aug 217.858.10$7.983.1%--0.97286
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Aug 210.590.61$0.603.3%1.9K0.3631.4K
$56.50Aug 210.750.78$0.773.9%1490.443.8K
$55.50Aug 210.460.48$0.474.3%2990.291.1K
$60.00Jul 313.153.30$3.224.7%301.002
$60.00Aug 213.153.30$3.224.7%300.9242

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 69 found (avg $0.49, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 210.080.09$0.0911.1%400.083.8K
$57.50Jul 310.150.18$0.1618.8%5510.254.4K
$58.00Aug 70.190.23$0.2119.0%810.231.4K
$59.00Aug 210.190.23$0.2119.0%100.1713.2K
$59.50Aug 280.190.23$0.2119.0%710.1619
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 210.050.06$0.0616.7%6550.03110.9K
$54.00Aug 140.140.17$0.1618.8%20.12542
$55.00Aug 70.160.18$0.1711.8%210.172.7K
$53.00Aug 280.160.19$0.1816.7%100.11303
$56.00Jul 310.180.20$0.1910.5%2790.2621.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 119 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Jul 278.659.05$8.854.5%2081.00--
$50.00Jul 276.657.05$6.855.8%1430.992
$50.00Jul 295.858.10$6.9832.2%30.99--
$46.00Jul 2710.6011.05$10.834.2%1870.992
$50.50Jul 276.156.55$6.356.3%1910.99--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$59.50Jul 272.502.99$2.7517.8%71.00--
$60.00Jul 272.973.50$3.2416.4%81.00--
$61.00Jul 273.754.60$4.1820.3%171.00--
$62.00Jul 274.705.60$5.1517.5%211.00--
$63.00Jul 275.656.65$6.1516.3%171.00--

Most actively traded options today. High liquidity = easy entry/exit. 221 active (total vol 34.9K, top 5.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Aug 210.870.93$0.906.7%5.5K0.478.8K
$58.50Aug 210.300.34$0.3212.5%1.5K0.24--
$55.50Aug 211.831.93$1.885.3%1.2K0.711.5K
$57.50Jul 310.150.18$0.1618.8%5510.254.4K
$49.00Jul 277.658.05$7.855.1%4350.992
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 270.250.34$0.3030.0%5.0K0.7951
$56.50Jul 270.030.04$0.0425.0%3.8K0.21152
$56.00Jul 290.090.12$0.1127.3%2.1K0.201.1K
$56.00Aug 280.640.71$0.6810.3%2.0K0.3762
$56.00Aug 210.590.61$0.603.3%1.9K0.3631.4K

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 334.3%, max 961.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$46.00Jul 27Aug 21389.5%36.7%961.3%18715
$47.00Jul 27Aug 21353.3%33.4%957.7%39123
$49.00Jul 27Aug 21283.9%29.5%862.0%435288
$48.00Jul 27Aug 21293.4%30.9%848.2%208252
$50.00Jul 27Aug 21228.3%27.0%744.9%14320.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Jul 27Sep 4293.4%27.9%953.4%--61
$50.00Jul 27Sep 4228.3%24.2%843.5%121
$50.50Jul 27Aug 28212.2%24.1%781.5%121
$51.00Jul 27Aug 28196.1%22.7%764.3%485
$51.50Jul 27Sep 4180.1%21.4%739.8%--200

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 68 found (best R:R 7.82, avg 1.94)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$59.00$62.00Sep 4$0.34$2.66$0.347.82$59.34
$59.00$60.00Aug 21$0.12$0.88$0.127.33$59.12
$59.00$59.50Aug 28$0.10$0.40$0.104.00$59.10
$58.50$59.00Aug 21$0.11$0.39$0.113.55$58.61
$58.50$59.00Aug 28$0.11$0.39$0.113.55$58.61
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$54.00Sep 4$0.15$0.85$0.155.67$54.85
$56.00$55.50Aug 3$0.10$0.40$0.104.00$55.90
$55.50$55.00Aug 21$0.11$0.39$0.113.55$55.39
$55.50$55.00Aug 28$0.11$0.39$0.113.55$55.39
$56.50$56.00Jul 29$0.12$0.38$0.123.17$56.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 83 found (best R:R 12.64, avg 1.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$53.00$54.50Aug 14$1.39$1.39$0.1112.64$54.39
$54.00$56.50Aug 5$2.13$2.13$0.375.76$56.13
$49.00$50.00Jul 29$0.85$0.85$0.155.67$49.85
$55.50$56.00Aug 28$0.40$0.40$0.104.00$55.90
$55.50$56.00Aug 14$0.39$0.39$0.113.55$55.89
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$58.50$58.00Aug 21$0.36$0.36$0.142.57$58.14
$57.50$57.00Jul 31$0.34$0.34$0.162.12$57.16
$57.50$57.00Jul 29$0.33$0.33$0.171.94$57.17
$58.00$57.00Aug 7$0.64$0.64$0.361.78$57.36
$58.00$57.00Aug 14$0.62$0.62$0.381.63$57.38

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 19 found (avg debit $0.13, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$47.00Jul 27Jul 29$0.05353.3%100.6%
$55.50Jul 27Jul 29$0.0750.0%22.3%
$57.50Jul 27Jul 29$0.0737.0%18.7%
$53.00Jul 27Jul 31$0.08132.1%33.2%
$54.50Jul 27Jul 31$0.0883.5%24.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$54.00Jul 31Aug 7$0.0625.4%20.6%
$58.00Jul 31Aug 7$0.0818.3%16.1%
$57.50Jul 29Jul 31$0.0918.7%18.2%
$56.00Jul 27Jul 29$0.1037.0%20.8%
$57.00Jul 27Jul 29$0.1826.0%19.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 88 found (cheapest 0.56% of stock, avg 5.53%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$56.50Jul 27$0.28$0.04$0.32$56.18$56.820.56%
$57.00Jul 27$0.04$0.30$0.34$56.66$57.340.60%
$57.00Jul 29$0.23$0.48$0.71$56.29$57.711.25%
$56.50Jul 29$0.49$0.23$0.72$55.78$57.221.27%
$56.00Jul 27$0.76$0.01$0.77$55.23$56.771.36%
$57.50Jul 29$0.08$0.81$0.89$56.61$58.391.57%
$57.00Jul 31$0.35$0.56$0.91$56.09$57.911.60%
$56.50Jul 31$0.61$0.33$0.94$55.56$57.441.66%
$56.00Jul 29$0.89$0.11$1.00$55.00$57.001.76%
$57.00Aug 3$0.40$0.61$1.01$55.99$58.011.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 174 found (cheapest 0.04% of stock, avg 1.37%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$57.50$56.00Jul 27$0.01$0.01$0.02$55.98$57.52
$57.00$56.00Jul 27$0.04$0.01$0.05$55.95$57.05
$57.50$56.50Jul 27$0.01$0.04$0.05$56.45$57.55
$58.00$55.00Jul 29$0.04$0.03$0.07$54.93$58.07
$58.50$54.50Jul 31$0.03$0.04$0.07$54.43$58.57
$57.00$56.50Jul 27$0.04$0.04$0.08$56.42$57.08
$58.00$55.50Jul 29$0.04$0.05$0.09$55.41$58.09
$58.50$55.00Jul 31$0.03$0.06$0.09$54.91$58.59
$57.50$55.00Jul 29$0.08$0.03$0.11$54.89$57.61
$59.00$55.00Aug 3$0.03$0.08$0.11$54.89$59.11

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 39 found (best R:R 3.55, avg credit $0.39)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
56/5657/58Aug 28$0.39$0.113.55$56.11$57.39
56/5758/58Aug 28$0.39$0.113.55$56.61$58.39
56/5658/58Sep 4$0.39$0.113.55$56.11$57.89
56/5657/58Aug 7$0.38$0.123.17$56.12$57.38
56/5657/58Aug 14$0.38$0.123.17$56.12$57.38
56/5758/58Aug 7$0.37$0.132.85$56.63$57.87
56/5657/58Aug 28$0.37$0.132.85$55.63$57.37
56/5658/58Aug 28$0.37$0.132.85$56.13$57.87
56/5658/58Sep 4$0.37$0.132.85$56.13$58.37
56/5657/58Aug 14$0.36$0.142.57$55.64$57.36

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 54 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$59.00$60.00$61.00Aug 21$0.07$0.9313.29
$58.00$59.00$60.00Aug 3$0.08$0.9211.50
$55.50$56.00$56.50Jul 29$0.05$0.459.00
$56.00$56.50$57.00Aug 7$0.05$0.459.00
$56.00$56.50$57.00Aug 21$0.05$0.459.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$63.00$64.00$65.00Jul 27$0.05$0.9519.00
$65.00$66.00$67.00Jul 27$0.10$0.909.00
$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

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 113 found (best net $--, 96 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$62.00$65.001:2Sep 4$0.00$3.00
$48.50$52.001:2Jul 31-$1.20$2.30
$59.00$60.001:2Jul 31$0.00$1.00
$59.00$60.001:2Aug 7$0.00$1.00
$60.00$61.001:2Aug 28$0.00$1.00
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
$49.00$47.001:2Aug 28$0.00$2.00
$50.00$48.001:2Jul 27-$0.01$1.99
$53.50$51.501:2Jul 27-$0.01$1.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 37 found (best yield 1.94%, avg 0.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.00Sep 4$1.100.480.4%1.94%2.38%10262
$57.00Aug 28$0.960.480.4%1.69%2.13%28346
$57.50Sep 4$0.890.421.3%1.57%2.89%314
$57.00Aug 21$0.870.470.4%1.53%1.97%5.5K8.8K
$57.50Aug 28$0.750.411.3%1.32%2.64%11132
$57.00Aug 14$0.710.470.4%1.25%1.69%98340
$58.00Sep 4$0.690.362.2%1.22%3.42%2146
$57.50Aug 21$0.630.391.3%1.11%2.43%731.0K
$58.00Aug 28$0.560.342.2%0.99%3.19%5507
$57.00Aug 7$0.550.450.4%0.97%1.41%91.2K

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 14,384
Total Puts 21,511
Put/Call Ratio 1.50
Net Difference -7,127

Prior's Put/Call Breakdown

Total Calls 6,076
Total Puts 26,253
Put/Call Ratio 4.32
Net Difference -20,177

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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