Tour v418
XLF
State StreetFinSelSectSPDRETF
$56.72 +0.73%
7/27 14:00

Option Volume

Detail
Current (07/27 2:00pm) 45,843
Calls: 18,456 (40%)
Puts: 27,387 (60%)
Prior (07/24) 33,574
Calls: 19,636 (58%)
Puts: 13,938 (42%)
Current vs Prior +36.54%
Calls: -6.01% (Calls)
Puts: +96.49% (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 -30.92%
Calls: -27.84%
Puts: -32.86%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/27 2:00pm) $6.83M
Calls: $5.11M (75%)
Puts: $1.72M (25%)
Prior (07/24) $2.14M
Calls: $1.62M (76%)
Puts: $518.7K (24%)
Current vs Prior +219.83%
Calls: +215.92%
Puts: +232.02%
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 -15.90%
Calls: -16.20%
Puts: -15.00%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27 2:00pm) 1.48
Prior (07/24) 0.71
Current vs Prior +109.05%
Prior 7-Day Average 1.65
Current vs Prior 7-Day Avg -10.15%
Sentiment BEARISH

Open Interest

Detail
Current (07/27 2:00pm) 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 0.92% | 1.69%2.08% | 2.82%3.81% | 5.92%
Prior 0.98% | 1.32%0.98% | 2.20%3.82% | 5.74%
Current vs Prior -6.22% | +28.68%+112.81% | +27.98%-0.35% | +3.18%
Prior 7-Day Avg 1.18% | 1.61%1.39% | 2.47%2.77% | 5.42%
Current vs 7-Day Avg -22.18% | +5.07%+49.43% | +14.39%+37.57% | +9.29%
Prior 7-Day Eod 0.98% | 1.32%2.45% | 2.97%4.05% | 6.11%
Current vs 7-Day Eod -6.22% | +28.68%-15.11% | -4.88%-5.95% | -3.03%
Sentiment BULLISHBEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 27.11% | 11.48%
Calls: 32.00% | 10.20%
Puts: 22.22% | 12.77%
Prior 23.81% | 23.02%
Calls: 14.29% | 22.50%
Puts: 33.33% | 23.53%
Current vs Prior +13.86% | -50.13%
Prior 7-Day Avg 39.94% | 31.91%
Calls: 41.60% | 30.73%
Puts: 38.28% | 33.09%
Current vs 7-Day Avg -32.12% | -64.03%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 75% call dollar volume ($5.11M). Massive premium surge with dollar volume up 220% vs prior. Bearish P/C ratio of 1.48 indicates protective positioning. P/C ratio rising 109% - 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
14:00BULLISHBEARISHBEARISH
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 126 of results (avg 6.2%, best 1.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Jul 2710.6010.80$10.701.9%2420.992
$47.00Jul 279.609.80$9.702.1%850.991
$46.00Aug 2110.8011.05$10.932.3%--0.9913
$47.00Aug 219.8010.05$9.932.5%--0.99122
$49.00Aug 217.808.00$7.902.5%--0.97286
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 310.560.57$0.561.8%8690.58290
$56.50Aug 210.760.78$0.772.6%1540.453.8K
$59.50Aug 212.752.85$2.803.6%10.89--
$55.50Aug 70.250.26$0.263.8%650.2471
$55.50Aug 210.460.48$0.474.3%5780.301.1K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 84 found (avg $0.46, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.00Jul 310.060.07$0.0714.3%2260.126.1K
$57.50Jul 290.070.08$0.0812.5%2200.17123
$58.50Aug 70.100.12$0.1118.2%2840.1486
$57.50Jul 310.140.17$0.1618.8%5600.254.4K
$59.00Aug 210.180.20$0.1910.5%110.1613.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 210.050.06$0.0616.7%6620.03110.9K
$55.00Jul 310.060.07$0.0714.3%2490.107.3K
$54.00Aug 70.080.09$0.0911.1%50.09707
$56.00Jul 290.100.11$0.119.1%2.7K0.201.1K
$55.50Jul 310.100.12$0.1118.2%4080.166.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 129 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 36.656.85$6.753.0%11.00--
$48.00Jul 278.509.00$8.755.7%2301.00--
$50.00Jul 276.656.90$6.783.7%1520.992
$50.00Jul 296.007.90$6.9527.3%210.99--
$46.00Jul 2710.6010.80$10.701.9%2420.992
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$59.50Jul 272.592.99$2.7914.3%71.00--
$60.00Jul 272.973.50$3.2416.4%141.00--
$61.00Jul 273.804.55$4.1817.9%231.00--
$62.00Jul 274.805.50$5.1513.6%211.00--
$63.00Jul 275.756.50$6.1312.2%191.00--

Most actively traded options today. High liquidity = easy entry/exit. 245 active (total vol 44.0K, top 5.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Aug 210.840.90$0.876.9%5.6K0.478.8K
$58.50Aug 210.270.31$0.2913.8%1.5K0.23--
$55.50Aug 211.801.91$1.865.9%1.2K0.701.5K
$58.00Aug 70.190.21$0.2010.0%1.2K0.221.4K
$57.50Jul 310.140.17$0.1618.8%5600.254.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 270.240.30$0.2722.2%5.2K0.8951
$56.50Jul 270.010.02$0.0250.0%4.5K0.14152
$56.00Jul 290.100.11$0.119.1%2.7K0.201.1K
$56.00Aug 280.670.74$0.719.9%2.0K0.3862
$56.00Aug 210.590.63$0.616.6%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. 54 strikes (avg 490.2%, max 1402.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Jul 27Aug 21486.0%32.3%1402.6%85123
$46.00Jul 27Aug 21535.9%36.7%1361.2%24215
$49.00Jul 27Aug 21390.5%29.5%1225.3%437288
$48.00Jul 27Aug 21403.6%31.6%1175.6%230252
$50.00Jul 27Aug 21313.9%27.0%1064.4%15220.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Jul 27Sep 4403.6%27.7%1356.5%--61
$50.00Jul 27Sep 4313.9%24.0%1206.3%121
$50.50Jul 27Aug 28291.7%23.9%1118.6%121
$51.00Jul 27Sep 4269.6%22.5%1098.2%175
$51.50Jul 27Sep 4247.6%21.6%1044.8%--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 8.38, avg 1.94)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$59.00$62.00Sep 4$0.32$2.68$0.328.38$59.32
$59.00$60.00Aug 21$0.11$0.89$0.118.09$59.11
$58.00$58.50Aug 14$0.12$0.38$0.123.17$58.12
$58.50$59.00Aug 28$0.12$0.38$0.123.17$58.62
$57.00$57.50Jul 29$0.14$0.36$0.142.57$57.14
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 14$0.10$0.40$0.104.00$55.40
$56.00$55.50Aug 7$0.11$0.39$0.113.55$55.89
$56.00$55.50Aug 14$0.11$0.39$0.113.55$55.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 96 found (best R:R 35.67, avg 1.96)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$55.50Aug 3$5.35$5.35$0.1535.67$55.35
$53.00$54.50Aug 14$1.36$1.36$0.149.71$54.36
$49.00$50.00Jul 29$0.88$0.88$0.127.33$49.88
$54.00$56.50Aug 5$2.09$2.09$0.415.10$56.09
$53.50$54.00Jul 31$0.40$0.40$0.104.00$53.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$58.00$57.50Jul 31$0.39$0.39$0.113.55$57.61
$59.00$58.50Aug 21$0.39$0.39$0.113.55$58.61
$57.50$57.00Jul 29$0.38$0.38$0.123.17$57.12
$57.50$57.00Jul 31$0.36$0.36$0.142.57$57.14
$58.50$58.00Aug 21$0.36$0.36$0.142.57$58.14

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 23 found (avg debit $0.14, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$48.00Jul 27Jul 29$0.05403.6%92.3%
$55.50Jul 27Jul 29$0.0668.4%23.9%
$54.50Jul 27Jul 31$0.07114.5%25.0%
$57.50Jul 27Jul 29$0.0751.4%18.8%
$53.00Jul 27Jul 31$0.08181.4%33.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$60.00Jul 27Jul 31$0.06151.7%22.7%
$57.50Jul 29Jul 31$0.0718.8%17.7%
$56.00Jul 27Jul 29$0.1044.1%21.1%
$58.00Jul 31Aug 7$0.1117.6%16.2%
$64.00Jul 27Jul 29$0.15321.5%67.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 98 found (cheapest 0.48% of stock, avg 5.61%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$56.50Jul 27$0.25$0.02$0.27$56.23$56.770.48%
$57.00Jul 27$0.02$0.27$0.29$56.71$57.290.51%
$57.00Jul 29$0.22$0.47$0.69$56.31$57.691.22%
$56.00Jul 27$0.72$0.01$0.73$55.27$56.731.29%
$56.50Jul 29$0.49$0.24$0.73$55.77$57.231.29%
$57.00Jul 31$0.34$0.56$0.90$56.10$57.901.59%
$57.50Jul 29$0.08$0.85$0.93$56.57$58.431.64%
$56.00Jul 29$0.85$0.11$0.96$55.04$56.961.69%
$56.50Jul 31$0.62$0.34$0.96$55.54$57.461.69%
$57.00Aug 3$0.39$0.62$1.01$55.99$58.011.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 176 found (cheapest 0.05% of stock, avg 1.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$57.50$56.50Jul 27$0.01$0.02$0.03$56.47$57.53
$57.00$56.50Jul 27$0.02$0.02$0.04$56.46$57.04
$58.00$55.00Jul 29$0.03$0.03$0.06$54.94$58.06
$58.50$54.50Jul 31$0.03$0.04$0.07$54.43$58.57
$58.00$55.50Jul 29$0.03$0.06$0.09$55.41$58.09
$58.50$55.00Jul 31$0.03$0.07$0.10$54.90$58.60
$57.50$55.00Jul 29$0.08$0.03$0.11$54.89$57.61
$58.00$54.50Jul 31$0.07$0.04$0.11$54.39$58.11
$59.00$55.00Aug 3$0.03$0.09$0.12$54.88$59.12
$57.50$55.50Jul 29$0.08$0.06$0.14$55.36$57.64

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 37 found (best R:R 4.00, avg credit $0.36)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
56/5758/58Aug 14$0.40$0.104.00$56.60$57.90
56/5656/57Aug 7$0.39$0.113.55$55.61$56.89
55/5656/57Aug 14$0.39$0.113.55$55.11$56.89
56/5657/58Aug 28$0.39$0.113.55$55.61$57.39
56/5758/58Aug 28$0.39$0.113.55$56.61$58.39
56/5657/58Aug 7$0.38$0.123.17$56.12$57.38
56/5658/58Aug 28$0.38$0.123.17$56.12$57.88
56/5658/58Sep 4$0.38$0.123.17$55.62$57.88
56/5758/58Aug 7$0.37$0.132.85$56.63$57.87
56/5657/58Sep 4$0.37$0.132.85$55.63$57.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 61 found (best R:R 39.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$46.00$47.00$48.00Jul 27$0.05$0.9519.00
$49.00$50.00$51.00Aug 21$0.05$0.9519.00
$48.00$49.00$50.00Jul 27$0.07$0.9313.29
$59.00$60.00$61.00Aug 21$0.07$0.9313.29
$48.00$49.00$50.00Jul 29$0.09$0.9110.11
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
$56.00$56.50$57.00Aug 3$0.05$0.459.00
$55.50$56.00$56.50Aug 3$0.06$0.447.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 122 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
$54.00$51.001:2Jul 29$0.00$3.00
$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. 38 found (best yield 1.96%, avg 0.65%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.00Sep 4$1.110.480.5%1.96%2.45%10262
$57.00Aug 28$0.970.470.5%1.71%2.20%30346
$57.50Sep 4$0.860.411.4%1.52%2.89%314
$57.00Aug 21$0.840.470.5%1.48%1.97%5.6K8.8K
$57.50Aug 28$0.730.401.4%1.29%2.66%11132
$57.00Aug 14$0.690.460.5%1.22%1.71%131340
$58.00Sep 4$0.640.352.3%1.13%3.39%11146
$57.50Aug 21$0.600.391.4%1.06%2.43%891.0K
$57.00Aug 10$0.550.440.5%0.97%1.46%2--
$57.00Aug 7$0.530.440.5%0.93%1.43%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 18,456
Total Puts 27,387
Put/Call Ratio 1.48
Net Difference -8,931

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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