Tour v418
XLF
State StreetFinSelSectSPDRETF
$56.80 +0.86%
7/27 15:00

Option Volume

Detail
Current (07/27 3:00pm) 56,131
Calls: 18,965 (34%)
Puts: 37,166 (66%)
Prior (07/24) 33,574
Calls: 19,636 (58%)
Puts: 13,938 (42%)
Current vs Prior +67.19%
Calls: -3.42% (Calls)
Puts: +166.65% (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 -15.42%
Calls: -25.85%
Puts: -8.88%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/27 3:00pm) $7.24M
Calls: $5.39M (74%)
Puts: $1.85M (26%)
Prior (07/24) $2.14M
Calls: $1.62M (76%)
Puts: $518.7K (24%)
Current vs Prior +238.84%
Calls: +232.84%
Puts: +257.54%
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 -10.90%
Calls: -11.71%
Puts: -8.47%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27 3:00pm) 1.96
Prior (07/24) 0.71
Current vs Prior +176.09%
Prior 7-Day Average 1.65
Current vs Prior 7-Day Avg +18.66%
Sentiment BEARISH

Open Interest

Detail
Current (07/27 3:00pm) 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% | 1.64%2.08% | 2.80%3.80% | 5.85%
Prior 0.98% | 1.32%0.98% | 2.20%3.82% | 5.74%
Current vs Prior -6.35% | +24.48%+112.51% | +27.00%-0.49% | +1.81%
Prior 7-Day Avg 1.18% | 1.61%1.39% | 2.47%2.77% | 5.42%
Current vs 7-Day Avg -22.29% | +1.64%+49.22% | +13.52%+37.37% | +7.84%
Prior 7-Day Eod 0.98% | 1.32%2.45% | 2.97%4.05% | 6.11%
Current vs 7-Day Eod -6.35% | +24.48%-15.23% | -5.61%-6.08% | -4.32%
Sentiment BULLISHBEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 39.84% | 10.97%
Calls: 43.33% | 8.00%
Puts: 36.36% | 13.95%
Prior 23.81% | 23.02%
Calls: 14.29% | 22.50%
Puts: 33.33% | 23.53%
Current vs Prior +67.32% | -52.35%
Prior 7-Day Avg 39.94% | 31.91%
Calls: 41.60% | 30.73%
Puts: 38.28% | 33.09%
Current vs 7-Day Avg -0.25% | -65.63%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($5.39M). Massive premium surge with dollar volume up 239% vs prior. Above-average activity with volume up 67% vs prior. Extreme bearish P/C ratio of 1.96 - heavy put buying.

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
15:00BULLISHBEARISHBEARISH
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 112 of results (avg 6.2%, best 1.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Jul 2710.6510.85$10.751.9%2421.002
$49.00Jul 277.707.85$7.781.9%4371.002
$47.00Jul 279.659.85$9.752.1%871.001
$47.00Aug 219.8510.10$9.982.5%--0.99122
$49.00Aug 217.858.05$7.952.5%--0.97286
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 210.360.37$0.372.7%2.7K0.2310.8K
$55.50Aug 210.450.47$0.464.3%1.3K0.291.1K
$54.00Aug 210.220.23$0.234.3%5460.1514.9K
$68.00Jul 2710.9011.55$11.235.8%2250.99--
$59.00Aug 212.262.40$2.336.0%100.8374

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 77 found (avg $0.47, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Jul 290.070.08$0.0812.5%2360.18123
$58.50Aug 70.100.12$0.1118.2%2840.1486
$57.50Jul 310.150.18$0.1618.8%5970.264.4K
$59.00Aug 210.180.21$0.2015.0%120.1713.2K
$58.00Aug 70.190.22$0.2114.3%1.3K0.231.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 210.050.06$0.0616.7%6620.03110.9K
$55.50Jul 310.100.11$0.119.1%5130.156.3K
$52.00Aug 280.120.14$0.1315.4%90.0854
$53.00Aug 210.150.16$0.166.3%1350.1038.2K
$52.50Aug 280.140.17$0.1618.8%--0.0986

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 134 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Jul 2710.6510.85$10.751.9%2421.002
$47.00Jul 279.659.85$9.752.1%871.001
$48.00Jul 278.508.90$8.704.6%2321.00--
$49.00Jul 277.707.85$7.781.9%4371.002
$50.00Jul 276.707.00$6.854.4%1601.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.00Jul 279.8510.55$10.206.9%2050.99--
$68.00Jul 2710.9011.55$11.235.8%2250.99--
$68.00Jul 2911.1511.85$11.506.1%20.99--
$65.00Jul 277.658.55$8.1011.1%970.99--
$66.00Jul 278.709.50$9.108.8%1090.99--

Most actively traded options today. High liquidity = easy entry/exit. 255 active (total vol 54.2K, top 5.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Aug 210.900.93$0.923.3%5.6K0.488.8K
$58.50Aug 210.280.33$0.3116.1%1.5K0.23--
$58.00Aug 70.190.22$0.2114.3%1.3K0.231.4K
$55.50Aug 211.832.00$1.928.9%1.2K0.711.5K
$57.50Jul 310.150.18$0.1618.8%5970.264.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 270.180.26$0.2236.4%5.2K0.8551
$51.00Aug 210.070.09$0.0825.0%5.0K0.0577.3K
$56.50Jul 270.000.02$0.01200.0%4.5K0.10152
$56.00Jul 290.080.11$0.1030.0%4.2K0.191.1K
$55.00Aug 210.360.37$0.372.7%2.7K0.2310.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 55 strikes (avg 694.5%, max 1866.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$46.00Jul 27Aug 21724.7%36.8%1866.8%24215
$47.00Jul 27Aug 21657.2%33.5%1859.5%87123
$49.00Jul 27Aug 21528.7%29.6%1683.4%437288
$48.00Jul 27Aug 21546.2%31.8%1616.6%232252
$50.00Jul 27Aug 21425.6%27.1%1467.6%16020.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Jul 27Sep 4546.2%27.8%1862.7%--61
$50.00Jul 27Sep 4425.6%24.4%1643.2%121
$50.50Jul 27Aug 28395.7%24.1%1545.3%121
$51.00Jul 27Sep 4366.0%22.6%1517.4%175
$51.50Jul 27Sep 4336.4%21.8%1445.5%--200

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 64 found (best R:R 8.38, avg 1.96)

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$0.12$0.88$0.127.33$59.12
$58.50$59.00Aug 21$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$59.00Aug 28$0.12$0.38$0.123.17$58.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$54.00Sep 4$0.17$0.83$0.174.88$54.83
$56.50$55.00Aug 5$0.31$1.19$0.313.84$56.19
$56.50$56.00Jul 29$0.11$0.39$0.113.55$56.39
$55.50$55.00Aug 28$0.11$0.39$0.113.55$55.39
$55.50$55.00Sep 4$0.11$0.39$0.113.55$55.39

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 91 found (best R:R 33.37, avg 2.01)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$55.50Aug 3$5.34$5.34$0.1633.37$55.34
$53.00$54.50Aug 14$1.34$1.34$0.168.38$54.34
$49.00$50.00Jul 29$0.87$0.87$0.136.69$49.87
$53.00$54.00Aug 21$0.87$0.87$0.136.69$53.87
$54.00$56.50Aug 5$2.14$2.14$0.365.94$56.14
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$61.00$60.00Jul 27$0.90$0.90$0.109.00$60.10
$58.00$57.50Jul 31$0.39$0.39$0.113.55$57.61
$58.50$58.00Aug 21$0.37$0.37$0.132.85$58.13
$57.50$57.00Jul 29$0.36$0.36$0.142.57$57.14
$57.50$57.00Jul 31$0.34$0.34$0.162.12$57.16

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 21 found (avg debit $0.14, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$55.50Jul 27Jul 29$0.0695.8%23.5%
$57.50Jul 27Jul 29$0.0764.8%18.2%
$54.50Jul 27Jul 31$0.08157.6%25.4%
$46.00Jul 27Jul 29$0.10724.7%114.5%
$48.00Jul 27Jul 29$0.10546.2%93.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$57.50Jul 27Jul 29$0.0564.8%18.2%
$58.00Jul 27Jul 31$0.0599.5%17.8%
$56.00Jul 27Jul 29$0.0963.4%21.2%
$64.00Jul 27Jul 29$0.15429.0%68.0%
$56.50Jul 27Jul 29$0.2033.7%19.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 103 found (cheapest 0.42% of stock, avg 5.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.00Jul 27$0.02$0.22$0.24$56.76$57.240.42%
$56.50Jul 27$0.30$0.01$0.31$56.19$56.810.55%
$57.00Jul 29$0.22$0.43$0.65$56.35$57.651.14%
$56.50Jul 29$0.50$0.21$0.71$55.79$57.211.25%
$57.50Jul 27$0.01$0.74$0.75$56.75$58.251.32%
$56.00Jul 27$0.75$0.01$0.76$55.24$56.761.34%
$57.50Jul 29$0.08$0.79$0.87$56.63$58.371.53%
$57.00Jul 31$0.35$0.54$0.89$56.11$57.891.57%
$56.00Jul 29$0.86$0.10$0.96$55.04$56.961.69%
$56.50Jul 31$0.64$0.32$0.96$55.54$57.461.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 177 found (cheapest 0.04% of stock, avg 1.37%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$57.50$56.50Jul 27$0.01$0.01$0.02$56.48$57.52
$57.00$56.50Jul 27$0.02$0.01$0.03$56.47$57.03
$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$0.05$0.08$55.42$58.08
$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
$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$0.05$0.13$55.37$57.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 24 found (best R:R 4.00, avg credit $0.38)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
56/5758/58Aug 14$0.40$0.104.00$56.60$57.90
56/5657/58Aug 7$0.39$0.113.55$56.11$57.39
56/5657/58Aug 28$0.39$0.113.55$55.61$57.39
56/5657/58Sep 4$0.39$0.113.55$55.61$57.39
56/5658/58Aug 28$0.38$0.123.17$56.12$57.88
55/5657/58Sep 4$0.37$0.132.85$55.13$57.37
56/5657/58Aug 14$0.36$0.142.57$55.64$57.36
55/5657/58Aug 28$0.36$0.142.57$55.14$57.36
56/5658/58Sep 4$0.36$0.142.57$56.14$58.36
56/5658/58Aug 28$0.35$0.152.33$55.65$57.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 58 found (best R:R 39.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$52.00$53.00$54.00Aug 21$0.08$0.9211.50
$59.00$60.00$61.00Aug 21$0.08$0.9211.50
$59.00$62.00$65.00Sep 4$0.29$2.719.34
$53.00$53.50$54.00Jul 31$0.05$0.459.00
$58.00$58.50$59.00Aug 7$0.05$0.459.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$51.00$53.00$55.00Aug 3$0.05$1.9539.00
$60.00$61.00$62.00Jul 27$0.07$0.9313.29
$65.00$66.00$67.00Jul 27$0.10$0.909.00
$57.00$57.50$58.00Jul 31$0.05$0.459.00
$56.50$57.00$57.50Aug 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. 123 found (best net $--, 102 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
$60.00$61.001:2Aug 21$0.00$1.00
$60.00$61.001:2Aug 28$0.00$1.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$54.00$51.001:2Jul 29-$0.01$2.99
$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
$51.00$49.001:2Aug 14-$0.02$1.98

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 38 found (best yield 1.97%, avg 0.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.00Sep 4$1.120.480.3%1.97%2.32%10262
$57.00Aug 28$0.990.480.3%1.74%2.10%35346
$57.00Aug 21$0.900.480.3%1.58%1.94%5.6K8.8K
$57.50Sep 4$0.870.421.2%1.53%2.76%314
$57.50Aug 28$0.740.411.2%1.30%2.54%11132
$57.00Aug 14$0.710.470.3%1.25%1.60%131340
$58.00Sep 4$0.650.352.1%1.14%3.26%11146
$57.50Aug 21$0.620.391.2%1.09%2.32%891.0K
$57.00Aug 10$0.560.450.3%0.99%1.34%2--
$57.00Aug 7$0.540.460.3%0.95%1.30%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 18,965
Total Puts 37,166
Put/Call Ratio 1.96
Net Difference -18,201

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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