Tour v452
XLF
State StreetFinSelSectSPDRETF
$57.60 +1.27%
$57.59 (-0.03%)🌙
as of 07/28 04:00 PM
7/28 16:00

Option Volume

Detail
Current (07/28 4:00pm) 63,057
Calls: 32,256 (51%)
Puts: 30,801 (49%)
Prior (07/27) 59,433
Calls: 20,197 (34%)
Puts: 39,236 (66%)
Current vs Prior +6.10%
Calls: +59.71% (Calls)
Puts: -21.50% (Puts)
Prior 7-Day Total 459,785
Calls: 164,257 (36%)
Puts: 295,528 (64%)
Prior 7-Day Average 65,683
Calls: 23,465 (36%)
Puts: 42,218 (64%)
Current vs Prior 7-Day Avg -4.00%
Calls: +37.46%
Puts: -27.04%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/28 4:00pm) $11.14M
Calls: $10.58M (95%)
Puts: $562.0K (5%)
Prior (07/27) $7.54M
Calls: $5.70M (76%)
Puts: $1.84M (24%)
Current vs Prior +47.82%
Calls: +85.78%
Puts: -69.50%
Prior 7-Day Total $58.50M
Calls: $43.25M (74%)
Puts: $15.26M (26%)
Prior 7-Day Average $8.36M
Calls: $6.18M (74%)
Puts: $2.18M (26%)
Current vs Prior 7-Day Avg +33.32%
Calls: +71.26%
Puts: -74.21%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/28 4:00pm) 0.95
Prior (07/27) 1.94
Current vs Prior -50.85%
Prior 7-Day Average 1.81
Current vs Prior 7-Day Avg -47.24%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/28 4:00pm) 829,742
Calls: 346,659 (42%)
Puts: 483,083 (58%)
Prior (07/27) 816,542
Calls: 338,829 (41%)
Puts: 477,713 (59%)
Current vs Prior +1.62%
Prior 7-Day Total 6,296,009
Calls: 2,774,928 (44%)
Puts: 3,521,081 (56%)
Prior 7-Day Average 899,429
Calls: 396,418 (44%)
Puts: 503,011 (56%)
Current vs Prior 7-Day Avg -7.75%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/29) | Next (07/31)Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.30% | 1.86%1.86% | 2.55%3.61% | 5.33%
Prior 1.64% | 2.06%2.06% | 2.85%3.92% | 5.75%
Current vs Prior -20.36% | -9.69%-9.69% | -10.39%-7.89% | -7.29%
Prior 7-Day Avg 1.22% | 1.67%1.49% | 2.55%3.13% | 5.53%
Current vs 7-Day Avg +6.99% | +11.25%+24.55% | +0.00%+15.23% | -3.55%
Prior 7-Day Eod 1.64% | 2.06%2.22% | 3.02%5.15% | 5.91%
Current vs 7-Day Eod -20.36% | -9.69%-16.14% | -15.60%-29.90% | -9.77%
Sentiment BULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 12.96% | 9.11%
Calls: 10.53% | 8.22%
Puts: 15.38% | 10.00%
Prior 40.95% | 19.20%
Calls: 36.67% | 22.06%
Puts: 45.24% | 16.33%
Current vs Prior -68.35% | -52.55%
Prior 7-Day Avg 43.41% | 32.36%
Calls: 44.55% | 32.25%
Puts: 42.27% | 32.47%
Current vs 7-Day Avg -70.14% | -71.85%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 95% of dollar volume in calls ($10.58M) vs puts ($562.0K). P/C ratio dropping 51% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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
16:00BULLISHNEUTRALBULLISH
15:00BULLISHNEUTRALMIXED
14:00BULLISHNEUTRALBULLISH
13:00BULLISHBULLISHBULLISH
12:00BULLISHBEARISHBEARISH
11:00BULLISHBEARISHBEARISH
10:00BULLISHBEARISHBEARISH

📈 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 25 of results (avg 7.3%, best 3.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Aug 219.609.90$9.753.1%100.94252
$51.00Aug 216.656.90$6.783.7%220.9430.8K
$50.00Jul 317.457.75$7.603.9%51.003
$52.00Aug 215.655.95$5.805.2%130.923.7K
$53.00Aug 214.704.95$4.835.2%7510.9237.5K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.50Aug 70.250.26$0.263.8%1140.2565

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 10 found (avg $0.60, cheapest $0.25)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.00Aug 210.660.80$0.7319.2%1110.4313.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 210.230.26$0.2512.0%1.3K0.1612.7K
$56.50Aug 70.250.26$0.263.8%1140.2565
$55.50Aug 280.350.42$0.3917.9%150.2326
$56.00Aug 210.370.42$0.4012.5%3.2K0.2632.2K
$57.00Aug 140.520.62$0.5717.5%260.38132

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 126 found (avg delta 0.83, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Jul 2910.1511.45$10.8012.0%581.0024
$48.00Jul 298.9510.50$9.7315.9%721.0010
$49.00Jul 298.008.90$8.4510.7%341.0017
$50.00Jul 297.057.95$7.5012.0%2421.0021
$50.50Jul 296.707.35$7.039.2%1611.004
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$68.00Jul 299.1012.55$10.8331.9%10.99--
$67.00Jul 298.2011.20$9.7030.9%10.994
$65.00Jul 296.159.55$7.8543.3%40.99--
$64.00Jul 294.908.55$6.7354.2%40.99--
$60.00Jul 312.212.65$2.4318.1%60.982

Most actively traded options today. High liquidity = easy entry/exit. 243 active (total vol 61.6K, top 14.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$54.00Aug 213.754.00$3.886.4%14.6K0.8756.0K
$57.50Jul 310.400.50$0.4522.2%2.4K0.524.8K
$57.00Aug 211.231.40$1.3212.9%2.3K0.6013.8K
$59.00Aug 70.040.22$0.13138.5%9000.171.1K
$56.00Aug 212.052.20$2.137.0%7740.7456.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 290.050.13$0.0988.9%7.2K0.2181
$56.00Aug 210.370.42$0.4012.5%3.2K0.2632.2K
$56.50Jul 310.100.13$0.1225.0%2.8K0.181.3K
$55.50Aug 210.220.34$0.2842.9%2.0K0.201.9K
$54.00Aug 210.150.29$0.2263.6%1.6K0.1315.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 49 strikes (avg 123.2%, max 275.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Jul 29Aug 21105.3%28.5%269.4%24720.1K
$47.00Jul 29Aug 21157.7%46.7%237.8%67146
$48.00Jul 29Aug 21143.2%42.7%235.5%82262
$51.50Jul 29Aug 2192.4%28.5%224.0%928
$51.00Jul 29Aug 2192.0%28.5%222.6%15630.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Jul 29Sep 4105.3%28.1%275.2%--22
$54.50Jul 29Sep 464.3%18.5%247.9%33238
$51.00Jul 29Sep 492.0%26.6%245.7%1113
$55.50Jul 29Sep 453.7%16.9%218.2%1484
$55.00Jul 29Sep 455.6%17.7%214.2%20229

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 78 found (best R:R 9.00, avg 2.17)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$64.00$65.00Aug 21$0.10$0.90$0.109.00$64.10
$59.00$60.00Aug 7$0.11$0.89$0.118.09$59.11
$60.50$61.50Sep 4$0.14$0.86$0.146.14$60.64
$59.00$60.00Aug 21$0.19$0.81$0.194.26$59.19
$60.00$60.50Aug 28$0.10$0.40$0.104.00$60.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$57.00$55.50Aug 10$0.18$1.32$0.187.33$56.82
$49.00$48.00Aug 21$0.21$0.79$0.213.76$48.79
$57.00$56.50Aug 5$0.11$0.39$0.113.55$56.89
$55.50$55.00Aug 14$0.11$0.39$0.113.55$55.39
$58.00$56.00Aug 12$0.47$1.53$0.473.26$57.53

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 103 found (best R:R 12.33, avg 1.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$53.00$54.50Aug 14$1.35$1.35$0.159.00$54.35
$55.50$56.50Aug 10$0.88$0.88$0.127.33$56.38
$53.50$54.00Jul 31$0.40$0.40$0.104.00$53.90
$55.50$56.00Aug 3$0.40$0.40$0.104.00$55.90
$55.50$56.00Aug 21$0.40$0.40$0.104.00$55.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$67.00$65.00Jul 29$1.85$1.85$0.1512.33$65.15
$60.00$58.00Jul 31$1.81$1.81$0.199.53$58.19
$58.00$57.50Aug 3$0.39$0.39$0.113.55$57.61
$59.50$59.00Aug 21$0.36$0.36$0.142.57$59.14
$58.50$58.00Aug 21$0.34$0.34$0.162.13$58.16

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 26 found (avg debit $0.13, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$56.00Jul 29Jul 31$0.0828.7%24.0%
$52.50Jul 31Aug 7$0.0845.3%36.0%
$53.00Jul 31Aug 7$0.0840.8%26.2%
$60.50Aug 14Aug 28$0.0915.2%14.6%
$49.00Jul 29Jul 31$0.10128.9%74.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$49.50Aug 7Aug 28$0.0547.8%31.2%
$56.00Jul 29Jul 31$0.0628.7%24.0%
$56.50Jul 29Jul 31$0.0632.0%22.0%
$57.00Jul 29Jul 31$0.0724.9%17.4%
$52.50Jul 31Aug 7$0.0845.3%36.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 103 found (cheapest 0.89% of stock, avg 5.77%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$58.00Jul 29$0.08$0.43$0.51$57.49$58.510.89%
$57.50Jul 29$0.32$0.21$0.53$56.97$58.030.92%
$57.00Jul 29$0.67$0.09$0.76$56.24$57.761.32%
$57.50Jul 31$0.45$0.42$0.87$56.63$58.371.51%
$58.00Jul 31$0.25$0.62$0.87$57.13$58.871.51%
$57.50Aug 3$0.53$0.35$0.88$56.62$58.381.53%
$58.50Jul 29$0.06$0.95$1.01$57.49$59.511.75%
$58.00Aug 3$0.27$0.74$1.01$56.99$59.011.75%
$57.00Jul 31$0.91$0.16$1.07$55.93$58.071.86%
$57.00Aug 3$0.86$0.22$1.08$55.92$58.081.88%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 182 found (cheapest 0.10% of stock, avg 1.25%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$59.00$55.50Jul 31$0.02$0.04$0.06$55.44$59.06
$59.00$56.00Jul 31$0.02$0.07$0.09$55.91$59.09
$58.50$55.00Jul 29$0.06$0.04$0.10$54.90$58.60
$58.00$55.00Jul 29$0.08$0.04$0.12$54.88$58.12
$58.50$56.50Jul 29$0.06$0.06$0.12$56.38$58.62
$58.50$55.50Jul 29$0.06$0.07$0.13$55.37$58.63
$58.50$55.50Jul 31$0.09$0.04$0.13$55.37$58.63
$58.00$56.50Jul 29$0.08$0.06$0.14$56.36$58.14
$59.00$56.50Jul 31$0.02$0.12$0.14$56.36$59.14
$58.00$55.50Jul 29$0.08$0.07$0.15$55.35$58.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 17 found (best R:R 8.09, avg credit $0.44)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
48/4954/54Aug 21$0.89$0.118.09$48.11$54.89
56/5657/58Sep 4$0.39$0.113.55$56.11$57.39
55/5658/58Aug 14$0.38$0.123.17$55.12$57.88
55/5657/58Aug 14$0.37$0.132.85$55.13$57.37
56/5658/58Sep 4$0.37$0.132.85$56.13$58.37
56/5758/58Sep 4$0.37$0.132.85$56.63$58.37
55/5656/56Aug 14$0.36$0.142.57$55.14$56.36
48/4952/52Aug 21$0.71$0.292.45$48.29$52.21
48/4951/52Aug 21$0.69$0.312.23$48.31$51.69
56/5658/59Sep 4$0.32$0.181.78$56.18$58.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 86 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$59.00$60.00$61.00Aug 3$0.10$0.909.00
$58.00$58.50$59.00Aug 14$0.05$0.459.00
$57.50$58.00$58.50Aug 14$0.06$0.447.33
$57.50$58.00$58.50Aug 21$0.06$0.447.33
$54.00$54.50$55.00Aug 28$0.06$0.447.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$57.00$57.50$58.00Aug 21$0.05$0.459.00
$53.50$54.00$54.50Jul 31$0.06$0.447.33
$56.50$57.00$57.50Aug 7$0.06$0.447.33
$54.00$54.50$55.00Aug 14$0.06$0.447.33
$57.50$58.00$58.50Aug 28$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. 135 found (best net $-0.05, 118 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$62.00$65.001:2Sep 4-$0.04$2.96
$62.00$65.001:2Aug 28-$0.16$2.84
$59.00$60.001:2Jul 31$0.00$1.00
$61.00$62.001:2Aug 28$0.00$1.00
$60.00$61.001:2Aug 21-$0.10$0.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.00$51.001:2Aug 3-$0.05$3.95
$54.00$51.001:2Jul 29-$0.01$2.99
$49.00$47.001:2Aug 14-$0.04$1.96
$55.00$53.001:2Aug 5-$0.06$1.94
$50.00$48.001:2Sep 4-$0.16$1.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 25 found (best yield 1.53%, avg 0.57%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$58.00Sep 4$0.880.460.7%1.53%2.22%20153
$58.50Sep 4$0.690.401.6%1.20%2.76%7835
$58.00Aug 28$0.670.440.7%1.16%1.86%19505
$58.00Aug 21$0.660.430.7%1.15%1.84%11113.3K
$58.50Aug 28$0.560.371.6%0.97%2.53%4484
$58.00Aug 14$0.510.430.7%0.89%1.58%45162
$59.00Sep 4$0.490.332.4%0.85%3.28%127
$59.00Aug 28$0.420.312.4%0.73%3.16%1277
$58.00Aug 7$0.340.400.7%0.59%1.28%7232.5K
$58.00Aug 10$0.300.410.7%0.52%1.22%11

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 32,256
Total Puts 30,801
Put/Call Ratio 0.95
Net Difference 1,455

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 164,257
Total Puts 295,528
Average Put/Call Ratio 1.81
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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