Tour v418
XLF
State StreetFinSelSectSPDRETF
$56.71 +0.71%
7/27 13:00

Option Volume

Detail
Current (07/27 1:00pm) 39,800
Calls: 15,678 (39%)
Puts: 24,122 (61%)
Prior (07/24) 33,574
Calls: 19,636 (58%)
Puts: 13,938 (42%)
Current vs Prior +18.54%
Calls: -20.16% (Calls)
Puts: +73.07% (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 -40.03%
Calls: -38.70%
Puts: -40.86%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/27 1:00pm) $5.64M
Calls: $3.98M (71%)
Puts: $1.66M (29%)
Prior (07/24) $2.14M
Calls: $1.62M (76%)
Puts: $518.7K (24%)
Current vs Prior +164.04%
Calls: +145.84%
Puts: +220.84%
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 -30.57%
Calls: -34.79%
Puts: -17.87%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27 1:00pm) 1.54
Prior (07/24) 0.71
Current vs Prior +116.76%
Prior 7-Day Average 1.65
Current vs Prior 7-Day Avg -6.84%
Sentiment BEARISH

Open Interest

Detail
Current (07/27 1:00pm) 816,542
Calls: 338,829 (41%)
Puts: 477,713 (59%)
Prior (07/24) 872,761
Calls: 379,650 (43%)
Puts: 493,111 (57%)
Current vs Prior -6.44%
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 0.99% | 1.66%2.08% | 2.82%3.84% | 5.91%
Prior 0.98% | 1.32%0.98% | 2.20%3.82% | 5.74%
Current vs Prior +1.01% | +26.02%+112.85% | +28.01%+0.59% | +2.89%
Prior 7-Day Avg 1.18% | 1.61%1.39% | 2.47%2.77% | 5.42%
Current vs 7-Day Avg -16.17% | +2.89%+49.46% | +14.41%+38.87% | +8.99%
Prior 7-Day Eod 0.98% | 1.32%2.45% | 2.97%4.05% | 6.11%
Current vs 7-Day Eod +1.01% | +26.02%-15.09% | -4.87%-5.06% | -3.30%
Sentiment BEARISHBEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 34.89% | 9.63%
Calls: 29.17% | 11.11%
Puts: 40.62% | 8.16%
Prior 23.81% | 23.02%
Calls: 14.29% | 22.50%
Puts: 33.33% | 23.53%
Current vs Prior +46.54% | -58.17%
Prior 7-Day Avg 39.94% | 31.91%
Calls: 41.60% | 30.73%
Puts: 38.28% | 33.09%
Current vs 7-Day Avg -12.64% | -69.83%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($3.98M). Massive premium surge with dollar volume up 164% vs prior. Extreme bearish P/C ratio of 1.54 - heavy put buying. P/C ratio rising 117% - 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 BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
13:00BULLISHBEARISHBEARISH
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 117 of results (avg 6.5%, best 2.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Aug 2110.7511.00$10.882.3%--0.9913
$47.00Aug 219.7510.00$9.882.5%--0.99122
$49.00Aug 217.808.00$7.902.5%--0.97286
$50.00Aug 216.857.05$6.952.9%--0.9720.1K
$52.00Aug 214.905.05$4.973.0%1520.943.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 210.370.38$0.382.6%7180.2410.8K
$56.50Aug 70.540.56$0.553.6%210.4451
$55.50Aug 70.260.27$0.273.7%250.2471
$58.00Aug 141.491.55$1.523.9%40.7326
$54.00Aug 210.230.24$0.244.2%540.1614.9K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 71 found (avg $0.51, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.50Aug 70.100.11$0.119.1%10.1386
$57.50Jul 310.140.16$0.1513.3%5570.244.4K
$58.00Aug 70.190.20$0.205.0%1530.221.4K
$58.50Aug 140.190.23$0.2119.0%--0.1914
$58.50Aug 210.280.32$0.3013.3%1.5K0.23--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 210.050.06$0.0616.7%6610.03110.9K
$55.00Jul 310.060.07$0.0714.3%2130.107.3K
$55.50Jul 310.100.12$0.1118.2%3880.166.3K
$54.00Aug 140.140.17$0.1618.8%20.12542
$55.00Aug 70.180.19$0.195.3%2280.182.7K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 124 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Jul 2710.6011.00$10.803.7%2311.002
$47.00Jul 279.6010.00$9.804.1%831.001
$48.00Jul 278.609.00$8.804.5%2301.00--
$49.00Jul 277.508.05$7.787.1%4351.002
$50.00Jul 276.657.05$6.855.8%1511.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 313.253.45$3.356.0%401.002
$67.00Jul 279.8010.60$10.207.8%2050.99--
$68.00Jul 2710.8011.65$11.237.6%2250.99--
$68.00Jul 2911.1511.85$11.506.1%20.99--
$65.00Jul 277.608.60$8.1012.3%970.99--

Most actively traded options today. High liquidity = easy entry/exit. 234 active (total vol 38.4K, top 5.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Aug 210.840.89$0.875.7%5.6K0.478.8K
$58.50Aug 210.280.32$0.3013.3%1.5K0.23--
$55.50Aug 211.801.90$1.855.4%1.2K0.701.5K
$57.50Jul 310.140.16$0.1513.3%5570.244.4K
$49.00Jul 277.508.05$7.787.1%4351.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 270.250.38$0.3240.6%5.2K0.8651
$56.50Jul 270.030.05$0.0450.0%4.5K0.24152
$56.00Jul 290.100.13$0.1225.0%2.2K0.221.1K
$56.00Aug 280.660.73$0.7010.0%2.0K0.3862
$56.00Aug 210.600.64$0.626.5%1.9K0.3731.4K

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 392.6%, max 1113.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$46.00Jul 27Aug 21444.0%36.6%1113.1%23115
$47.00Jul 27Aug 21402.6%33.3%1109.3%83123
$49.00Jul 27Aug 21323.2%29.4%999.5%435288
$48.00Jul 27Aug 21334.2%30.8%983.7%230252
$50.00Jul 27Aug 21259.6%26.9%865.4%15120.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Jul 27Sep 4334.2%27.7%1107.2%--61
$50.00Jul 27Sep 4259.6%24.0%981.6%121
$50.50Jul 27Aug 28241.2%23.9%910.5%121
$51.00Jul 27Sep 4222.8%22.5%891.3%175
$51.50Jul 27Sep 4204.4%21.2%863.0%--200

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 67 found (best R:R 8.09, avg 1.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$59.00$62.00Sep 4$0.33$2.67$0.338.09$59.33
$59.00$60.00Aug 21$0.12$0.88$0.127.33$59.12
$58.50$59.00Aug 28$0.11$0.39$0.113.55$58.61
$58.00$58.50Aug 14$0.12$0.38$0.123.17$58.12
$58.50$59.00Sep 4$0.13$0.37$0.132.85$58.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$54.00Sep 4$0.17$0.83$0.174.88$54.83
$56.00$55.50Aug 3$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 7$0.12$0.38$0.123.17$55.88
$55.50$55.00Sep 4$0.12$0.38$0.123.17$55.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 88 found (best R:R 11.50, avg 1.50)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$53.00$54.50Aug 14$1.38$1.38$0.1211.50$54.38
$49.00$50.00Jul 29$0.85$0.85$0.155.67$49.85
$54.00$56.50Aug 5$2.06$2.06$0.444.68$56.06
$55.50$56.00Aug 3$0.40$0.40$0.104.00$55.90
$55.00$55.50Aug 21$0.40$0.40$0.104.00$55.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$58.00$57.50Jul 31$0.39$0.39$0.113.55$57.61
$57.50$57.00Jul 29$0.36$0.36$0.142.57$57.14
$58.50$58.00Aug 21$0.36$0.36$0.142.57$58.14
$57.50$57.00Jul 31$0.33$0.33$0.171.94$57.17
$58.00$57.00Aug 7$0.64$0.64$0.361.78$57.36

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 21 found (avg debit $0.12, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.00Jul 27Jul 29$0.0683.7%24.9%
$57.50Jul 27Jul 29$0.0644.5%18.8%
$55.50Jul 27Jul 29$0.0755.3%22.5%
$47.00Jul 27Jul 29$0.10402.6%101.1%
$54.50Jul 27Jul 31$0.1093.7%24.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$59.50Jul 27Aug 21$0.06122.8%15.0%
$54.00Jul 31Aug 7$0.0626.3%21.0%
$57.50Jul 29Jul 31$0.0718.8%17.9%
$58.00Jul 31Aug 7$0.1018.0%16.1%
$56.00Jul 27Jul 29$0.1135.0%21.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 91 found (cheapest 0.49% of stock, avg 5.47%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$56.50Jul 27$0.24$0.04$0.28$56.22$56.780.49%
$57.00Jul 27$0.02$0.32$0.34$56.66$57.340.60%
$56.50Jul 29$0.45$0.25$0.70$55.80$57.201.23%
$57.00Jul 29$0.21$0.49$0.70$56.30$57.701.23%
$56.00Jul 27$0.71$0.01$0.72$55.28$56.721.27%
$57.00Jul 31$0.32$0.59$0.91$56.09$57.911.60%
$57.50Jul 29$0.07$0.85$0.92$56.58$58.421.62%
$56.50Jul 31$0.59$0.35$0.94$55.56$57.441.66%
$56.00Jul 29$0.83$0.12$0.95$55.05$56.951.68%
$57.00Aug 3$0.39$0.65$1.04$55.96$58.041.83%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.11% of stock, avg 1.39%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$57.00$56.50Jul 27$0.02$0.04$0.06$56.44$57.06
$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
$58.00$55.50Jul 29$0.04$0.05$0.09$55.41$58.09
$57.50$55.00Jul 29$0.07$0.03$0.10$54.90$57.60
$58.50$55.00Jul 31$0.03$0.07$0.10$54.90$58.60
$58.00$54.50Jul 31$0.07$0.04$0.11$54.39$58.11
$57.50$55.50Jul 29$0.07$0.05$0.12$55.38$57.62
$59.00$55.00Aug 3$0.03$0.09$0.12$54.88$59.12
$58.00$55.00Jul 31$0.07$0.07$0.14$54.86$58.14

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 43 found (best R:R 4.00, avg credit $0.37)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
56/5656/57Aug 7$0.40$0.104.00$55.60$56.90
56/5758/58Aug 14$0.40$0.104.00$56.60$57.90
56/5657/58Sep 4$0.40$0.104.00$55.60$57.40
56/5657/58Aug 28$0.39$0.113.55$55.61$57.39
56/5657/58Aug 14$0.38$0.123.17$56.12$57.38
56/5758/58Aug 28$0.38$0.123.17$56.62$58.38
55/5657/58Sep 4$0.38$0.123.17$55.12$57.38
56/5758/58Aug 7$0.37$0.132.85$56.63$57.87
56/5658/58Aug 28$0.37$0.132.85$56.13$57.87
56/5657/58Aug 7$0.36$0.142.57$56.14$57.36

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 51 found (best R:R 39.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$48.00$49.00$50.00Aug 21$0.05$0.9519.00
$51.00$52.00$53.00Aug 21$0.06$0.9415.67
$59.00$60.00$61.00Aug 21$0.08$0.9211.50
$48.00$49.00$50.00Jul 27$0.09$0.9110.11
$55.50$56.00$56.50Aug 7$0.05$0.459.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$51.00$53.00$55.00Aug 3$0.05$1.9539.00
$65.00$66.00$67.00Jul 27$0.10$0.909.00
$55.00$55.50$56.00Jul 31$0.05$0.459.00
$55.00$55.50$56.00Aug 14$0.05$0.459.00
$56.00$56.50$57.00Aug 14$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. 120 found (best net $--, 103 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$62.00$65.001:2Sep 4$0.00$3.00
$48.50$52.001:2Jul 31-$1.10$2.40
$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 21$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
$50.00$48.001:2Jul 27-$0.01$1.99
$53.50$51.501:2Jul 27-$0.01$1.99
$53.00$51.001:2Aug 3-$0.01$1.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 36 found (best yield 1.96%, avg 0.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.00Sep 4$1.110.480.5%1.96%2.47%10262
$57.00Aug 28$0.960.470.5%1.69%2.20%30346
$57.50Sep 4$0.860.411.4%1.52%2.91%314
$57.00Aug 21$0.840.470.5%1.48%1.99%5.6K8.8K
$57.50Aug 28$0.710.401.4%1.25%2.65%11132
$57.00Aug 14$0.690.450.5%1.22%1.73%115340
$58.00Sep 4$0.630.352.3%1.11%3.39%11146
$57.50Aug 21$0.610.381.4%1.08%2.47%731.0K
$58.00Aug 28$0.540.332.3%0.95%3.23%8507
$57.00Aug 7$0.530.440.5%0.93%1.45%1901.2K

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 15,678
Total Puts 24,122
Put/Call Ratio 1.54
Net Difference -8,444

Prior's Put/Call Breakdown

Total Calls 19,636
Total Puts 13,938
Put/Call Ratio 0.71
Net Difference 5,698

Prior 7-Day Put/Call Summary

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

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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