Tour v422
XLF
State StreetFinSelSectSPDRETF
$56.88 +1.01%
$56.89 (+0.02%)🌙
as of 07/27 04:00 PM
7/27 16:00

Option Volume

Detail
Current (07/27 4:00pm) 59,433
Calls: 20,197 (34%)
Puts: 39,236 (66%)
Prior (07/24) 33,574
Calls: 19,636 (58%)
Puts: 13,938 (42%)
Current vs Prior +77.02%
Calls: +2.86% (Calls)
Puts: +181.50% (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 -10.45%
Calls: -21.03%
Puts: -3.81%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/27 4:00pm) $7.54M
Calls: $5.70M (76%)
Puts: $1.84M (24%)
Prior (07/24) $2.14M
Calls: $1.62M (76%)
Puts: $518.7K (24%)
Current vs Prior +252.75%
Calls: +251.96%
Puts: +255.23%
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 -7.25%
Calls: -6.64%
Puts: -9.06%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27 4:00pm) 1.94
Prior (07/24) 0.71
Current vs Prior +173.68%
Prior 7-Day Average 1.65
Current vs Prior 7-Day Avg +17.63%
Sentiment BEARISH

Open Interest

Detail
Current (07/27 4:00pm) 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 1.07% | 1.64%2.06% | 2.85%3.92% | 5.75%
Prior 0.98% | 1.32%0.98% | 2.20%3.82% | 5.74%
Current vs Prior +67.25% | +56.38%+110.41% | +29.22%+2.59% | +0.13%
Prior 7-Day Avg 1.18% | 1.61%1.39% | 2.47%2.77% | 5.42%
Current vs 7-Day Avg +38.79% | +27.69%+47.75% | +15.49%+41.63% | +6.07%
Prior 7-Day Eod 0.98% | 1.32%2.45% | 2.97%4.05% | 6.11%
Current vs 7-Day Eod +67.25% | +56.38%-16.06% | -3.97%-3.17% | -5.89%
Sentiment BEARISHBEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 40.95% | 19.20%
Calls: 36.67% | 22.06%
Puts: 45.24% | 16.33%
Prior 23.81% | 23.02%
Calls: 14.29% | 22.50%
Puts: 33.33% | 23.53%
Current vs Prior +71.99% | -16.59%
Prior 7-Day Avg 39.94% | 31.91%
Calls: 41.60% | 30.73%
Puts: 38.28% | 33.09%
Current vs 7-Day Avg +2.53% | -39.84%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($5.70M) vs puts ($1.84M). Massive premium surge with dollar volume up 253% vs prior. Above-average activity with volume up 77% vs prior. Extreme bearish P/C ratio of 1.94 - 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 BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
16:00BULLISHBEARISHBEARISH
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 24 of results (avg 7.2%, best 2.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$49.00Aug 217.958.15$8.052.5%--0.97286
$53.00Aug 214.054.25$4.154.8%760.9037.5K
$53.00Jul 313.804.00$3.905.1%50.98244
$53.50Aug 283.703.90$3.805.3%10.882
$54.50Aug 212.732.88$2.815.3%--0.8254
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 17 found (avg $0.60, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$59.00Aug 210.200.23$0.2213.6%150.1813.2K
$58.00Aug 210.470.53$0.5012.0%2450.3313.3K
$58.00Aug 280.570.69$0.6319.0%200.36507
$57.50Aug 210.660.78$0.7216.7%900.421.0K
$57.00Aug 140.760.89$0.8315.7%1780.49340
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 210.050.06$0.0616.7%6770.03110.9K
$55.50Jul 310.090.10$0.1010.0%5150.146.3K
$52.50Aug 280.140.17$0.1618.8%--0.0986
$54.00Aug 210.200.24$0.2218.2%5710.1414.9K
$57.00Jul 310.450.53$0.4916.3%8910.53290

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 140 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Jul 278.3010.00$9.1518.6%2321.00--
$50.00Jul 276.457.50$6.9815.0%1620.992
$50.50Jul 276.006.65$6.3310.3%2010.99--
$50.00Jul 295.858.05$6.9531.7%210.99--
$46.00Jul 2710.3512.05$11.2015.2%2420.992
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 270.060.23$0.15113.3%6.0K1.0051
$58.50Jul 271.302.90$2.1076.2%11.00--
$59.50Jul 272.353.20$2.7830.6%81.00--
$60.00Jul 272.853.65$3.2524.6%151.00--
$61.00Jul 273.654.70$4.1825.1%231.00--

Most actively traded options today. High liquidity = easy entry/exit. 269 active (total vol 57.5K, top 6.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Aug 210.921.00$0.968.3%5.7K0.508.8K
$58.50Aug 210.300.73$0.5282.7%1.5K0.25--
$58.00Aug 70.150.43$0.2996.6%1.3K0.241.4K
$55.50Aug 211.942.23$2.0913.9%1.2K0.731.5K
$57.50Jul 310.110.20$0.1656.2%6120.274.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 270.060.23$0.15113.3%6.0K1.0051
$51.00Aug 210.070.10$0.0933.3%5.0K0.0577.3K
$56.50Jul 270.000.01$0.01100.0%4.5K0.05152
$56.00Jul 290.050.28$0.17135.3%4.2K0.231.1K
$55.00Aug 210.270.40$0.3438.2%3.1K0.2310.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 53 strikes (avg 1181.1%, max 2980.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$46.00Jul 27Aug 211147.7%37.3%2980.7%24215
$47.00Jul 27Aug 211040.8%34.8%2886.8%87123
$49.00Jul 27Aug 21839.2%30.1%2690.3%437288
$48.00Jul 27Aug 21866.1%32.2%2587.1%232252
$50.00Jul 27Aug 21676.9%27.6%2353.1%16220.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Jul 27Sep 4866.1%30.1%2777.2%--61
$50.00Jul 27Sep 4676.9%26.0%2504.7%121
$51.00Jul 27Sep 4583.5%22.8%2461.3%175
$50.50Jul 27Aug 28630.1%24.6%2460.7%121
$60.00Jul 27Aug 21306.0%14.5%2008.8%7542

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 67 found (best R:R 22.08, avg 2.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$62.00$65.00Sep 4$0.13$2.87$0.1322.08$62.13
$58.50$59.00Aug 3$0.11$0.39$0.113.55$58.61
$59.00$59.50Aug 14$0.11$0.39$0.113.55$59.11
$57.50$58.00Sep 4$0.11$0.39$0.113.55$57.61
$57.50$58.00Aug 3$0.13$0.37$0.132.85$57.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$51.00$50.00Sep 4$0.10$0.90$0.109.00$50.90
$55.00$54.00Sep 4$0.18$0.82$0.184.56$54.82
$56.50$55.00Aug 5$0.28$1.22$0.284.36$56.22
$52.50$52.00Aug 7$0.11$0.39$0.113.55$52.39
$57.00$56.50Jul 29$0.12$0.38$0.123.17$56.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 100 found (best R:R 18.64, avg 1.96)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$55.50Aug 3$5.22$5.22$0.2818.64$55.22
$49.00$50.00Jul 29$0.88$0.88$0.127.33$49.88
$46.00$47.00Jul 27$0.87$0.87$0.136.69$46.87
$54.00$56.50Aug 5$2.13$2.13$0.375.76$56.13
$52.00$53.00Aug 14$0.85$0.85$0.155.67$52.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$63.00$62.00Jul 27$0.88$0.88$0.127.33$62.12
$66.00$65.00Jul 27$0.87$0.87$0.136.69$65.13
$65.00$64.00Jul 27$0.85$0.85$0.155.67$64.15
$62.00$61.00Jul 27$0.79$0.79$0.213.76$61.21
$58.50$58.00Aug 21$0.39$0.39$0.113.55$58.11

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 32 found (avg debit $0.34, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$51.50Jul 27Aug 21$0.07537.0%24.7%
$52.50Jul 27Jul 31$0.07483.9%35.0%
$53.00Jul 27Jul 31$0.07397.7%33.4%
$56.00Jul 27Jul 29$0.08110.2%29.7%
$57.50Jul 27Jul 29$0.08129.1%19.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$57.50Jul 27Jul 29$0.05129.1%19.2%
$49.50Aug 7Aug 28$0.0737.8%28.6%
$55.50Jul 27Jul 29$0.09160.5%32.2%
$58.00Jul 27Jul 31$0.09144.9%16.9%
$52.50Jul 31Aug 7$0.1335.0%26.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 106 found (cheapest 0.28% of stock, avg 5.81%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.00Jul 27$0.01$0.15$0.16$56.84$57.160.28%
$56.50Jul 27$0.46$0.01$0.47$56.03$56.970.83%
$57.00Jul 29$0.26$0.33$0.59$56.41$57.591.04%
$57.50Jul 27$0.04$0.61$0.65$56.85$58.151.14%
$57.50Jul 29$0.12$0.66$0.78$56.72$58.281.37%
$56.50Jul 29$0.60$0.21$0.81$55.69$57.311.42%
$56.00Jul 27$0.87$0.01$0.88$55.12$56.881.55%
$57.50Jul 31$0.16$0.74$0.90$56.60$58.401.58%
$56.50Jul 31$0.68$0.24$0.92$55.58$57.421.62%
$57.00Jul 31$0.44$0.49$0.93$56.07$57.931.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 186 found (cheapest 0.14% of stock, avg 1.84%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$58.50$54.50Jul 31$0.04$0.04$0.08$54.42$58.58
$58.50$55.00Jul 31$0.04$0.05$0.09$54.91$58.59
$58.00$54.50Jul 31$0.08$0.04$0.12$54.38$58.12
$58.00$55.00Jul 31$0.08$0.05$0.13$54.87$58.13
$58.50$55.50Jul 31$0.04$0.10$0.14$55.36$58.64
$58.00$55.50Jul 31$0.08$0.10$0.18$55.32$58.18
$58.00$55.50Jul 29$0.09$0.10$0.19$55.31$58.19
$57.50$54.50Jul 31$0.16$0.04$0.20$54.30$57.70
$58.50$56.00Jul 31$0.04$0.16$0.20$55.80$58.70
$57.50$55.00Jul 31$0.16$0.05$0.21$54.79$57.71

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 34 found (best R:R 3.55, avg credit $0.51)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
56/5758/58Aug 28$0.39$0.113.55$56.61$57.89
56/5658/58Aug 14$0.37$0.132.85$55.63$57.87
51/5259/62Sep 4$1.99$1.011.97$49.51$60.99
56/5657/58Aug 3$0.33$0.171.94$56.17$57.33
56/5758/58Aug 3$0.33$0.171.94$56.67$57.83
56/5758/59Aug 3$0.31$0.191.63$56.69$58.81
50/5153/54Sep 4$0.60$0.401.50$50.40$53.60
55/5658/58Aug 7$0.29$0.211.38$55.21$57.79
56/5658/58Aug 7$0.29$0.211.38$56.21$57.79
52/5258/58Aug 7$0.28$0.221.27$52.22$57.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 78 found (best R:R 10.11, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$55.00$55.50$56.00Aug 7$0.05$0.459.00
$48.00$49.00$50.00Aug 21$0.10$0.909.00
$57.50$58.00$58.50Aug 28$0.05$0.459.00
$56.00$56.50$57.00Aug 7$0.06$0.447.33
$54.50$55.00$55.50Aug 28$0.06$0.447.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$61.00$62.00$63.00Jul 27$0.09$0.9110.11
$56.00$56.50$57.00Aug 3$0.07$0.436.14
$56.00$56.50$57.00Jul 29$0.08$0.425.25
$52.50$53.00$53.50Aug 14$0.08$0.425.25
$57.50$58.00$58.50Aug 21$0.08$0.425.25

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 $-0.01, 95 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.50$54.001:2Jul 29-$1.46$2.04
$61.00$65.001:2Aug 28-$2.04$1.96
$60.00$61.001:2Aug 28-$0.06$0.94
$56.00$57.001:2Aug 3-$0.11$0.89
$60.00$61.001:2Aug 21-$0.19$0.81
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
$55.00$53.001:2Aug 5-$0.01$1.99
$53.00$51.001:2Aug 3-$0.02$1.98

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 33 found (best yield 2.07%, avg 0.70%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.00Sep 4$1.180.480.2%2.07%2.29%10262
$57.00Aug 28$1.040.500.2%1.83%2.04%35346
$57.00Aug 21$0.920.500.2%1.62%1.83%5.7K8.8K
$57.50Sep 4$0.820.431.1%1.44%2.53%314
$57.50Aug 28$0.780.431.1%1.37%2.46%14132
$57.00Aug 14$0.760.490.2%1.34%1.55%178340
$58.00Sep 4$0.690.362.0%1.21%3.18%11146
$57.50Aug 21$0.660.421.1%1.16%2.25%901.0K
$57.00Aug 10$0.620.530.2%1.09%1.30%2--
$58.00Aug 28$0.570.362.0%1.00%2.97%20507

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 20,197
Total Puts 39,236
Put/Call Ratio 1.94
Net Difference -19,039

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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