Tour v477
XLF
State StreetFinSelSectSPDRETF
$56.93 -0.12%
$56.94 (+0.02%)🌙
as of 07/31 04:01 PM
7/31 16:01

Option Volume

Detail
Current (07/31 4:00pm) 48,565
Calls: 21,676 (45%)
Puts: 26,889 (55%)
Prior (07/30) 55,054
Calls: 14,114 (26%)
Puts: 40,940 (74%)
Current vs Prior -11.79%
Calls: +53.58% (Calls)
Puts: -34.32% (Puts)
Prior 7-Day Total 538,463
Calls: 172,879 (32%)
Puts: 365,584 (68%)
Prior 7-Day Average 76,923
Calls: 24,697 (32%)
Puts: 52,226 (68%)
Current vs Prior 7-Day Avg -36.87%
Calls: -12.23%
Puts: -48.51%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/31 4:00pm) $2.17M
Calls: $1.71M (79%)
Puts: $466.8K (21%)
Prior (07/30) $4.02M
Calls: $3.11M (77%)
Puts: $906.5K (23%)
Current vs Prior -45.90%
Calls: -45.13%
Puts: -48.51%
Prior 7-Day Total $58.80M
Calls: $45.76M (78%)
Puts: $13.04M (22%)
Prior 7-Day Average $8.40M
Calls: $6.54M (78%)
Puts: $1.86M (22%)
Current vs Prior 7-Day Avg -74.11%
Calls: -73.88%
Puts: -74.95%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31 4:00pm) 1.24
Prior (07/30) 2.90
Current vs Prior -57.23%
Prior 7-Day Average 2.01
Current vs Prior 7-Day Avg -38.27%
Sentiment BEARISH

Open Interest

Detail
Current (07/31 4:00pm) 933,320
Calls: 352,572 (38%)
Puts: 580,748 (62%)
Prior (07/30) 944,500
Calls: 349,741 (37%)
Puts: 594,759 (63%)
Current vs Prior -1.18%
Prior 7-Day Total 6,002,003
Calls: 2,500,687 (42%)
Puts: 3,501,316 (58%)
Prior 7-Day Average 857,429
Calls: 357,241 (42%)
Puts: 500,188 (58%)
Current vs Prior 7-Day Avg +8.85%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/03)Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 0.90% | 1.23%0.90% | 1.91%3.09% | 5.34%
Prior 0.67% | 1.09%0.67% | 1.68%2.89% | 4.42%
Current vs Prior +84.44% | +55.03%+34.36% | +13.68%+6.80% | +20.78%
Prior 7-Day Avg 1.27% | 1.71%1.41% | 2.42%3.74% | 5.54%
Current vs 7-Day Avg -3.52% | -1.13%-36.65% | -20.73%-17.43% | -3.64%
Prior 7-Day Eod 0.67% | 1.09%0.67% | 1.58%2.86% | 4.37%
Current vs 7-Day Eod +84.44% | +55.03%+34.36% | +21.26%+8.11% | +22.24%
Sentiment BEARISHBEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 69.82% | 25.33%
Calls: 44.90% | 24.19%
Puts: 94.74% | 26.47%
Prior 22.62% | 77.77%
Calls: 14.81% | 110.71%
Puts: 30.43% | 44.83%
Current vs Prior +208.66% | -67.43%
Prior 7-Day Avg 32.60% | 37.47%
Calls: 26.13% | 38.23%
Puts: 39.07% | 36.71%
Current vs 7-Day Avg +114.16% | -32.40%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 79% of dollar volume in calls ($1.71M) vs puts ($466.8K). Bearish P/C ratio of 1.24 indicates protective positioning. P/C ratio dropping 57% - sentiment shifting bullish. Put-heavy open interest (580,748 puts vs 352,572 calls) suggests hedging or 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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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
16:00BULLISHBEARISHBEARISH
15:00BULLISHBEARISHBEARISH
14:00BULLISHNEUTRALBULLISH
13:00BULLISHBULLISHBULLISH
12:00BULLISHBEARISHBEARISH
11:00BULLISHBULLISHBULLISH
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 37 of results (avg 6.4%, best 2.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Aug 2110.0010.20$10.102.0%--0.99114
$48.00Aug 219.009.20$9.102.2%20.98246
$46.00Aug 2110.9011.20$11.052.7%--0.9913
$49.00Aug 218.008.25$8.133.1%--0.98285
$46.00Jul 3110.8011.15$10.983.2%2510.9984
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 12 found (avg $0.65, cheapest $0.24)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.00Aug 210.310.37$0.3417.6%3440.2913.6K
$57.50Aug 210.490.56$0.5313.2%4450.401.9K
$57.00Aug 140.580.66$0.6212.9%2440.49656
$57.00Aug 210.750.83$0.7910.1%1090.5026.5K
$57.00Aug 280.891.00$0.9511.6%160.51343
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Aug 140.220.26$0.2416.7%780.26371
$56.50Aug 140.350.42$0.3917.9%170.38243
$56.50Sep 40.660.75$0.7112.7%--0.4167
$57.00Aug 210.660.77$0.7215.3%1.5K0.5116.8K
$57.50Aug 120.720.87$0.8018.8%--0.6520

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 118 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Aug 77.309.20$8.2523.0%11.00--
$53.00Aug 73.904.15$4.036.2%--1.0014
$53.50Aug 73.403.65$3.537.1%--1.0010
$46.00Jul 3110.8011.15$10.983.2%2510.9984
$46.50Jul 3110.3510.70$10.523.3%960.99307
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 310.000.12$0.06200.0%1.8K1.004.3K
$59.00Jul 311.802.86$2.3345.5%21.001
$64.00Aug 35.709.00$7.3544.9%21.00--
$57.50Jul 310.440.67$0.5641.1%170.98218
$58.50Jul 311.441.71$1.5817.1%10.96--

Most actively traded options today. High liquidity = easy entry/exit. 215 active (total vol 48.4K, top 8.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 310.000.01$0.01100.0%7.4K0.166.3K
$57.50Aug 70.100.25$0.1883.3%2.6K0.281.5K
$58.00Aug 70.050.09$0.0757.1%2.5K0.144.4K
$57.00Aug 30.140.25$0.2055.0%9790.48106
$57.00Aug 70.290.43$0.3638.9%8610.471.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$51.00Aug 210.030.05$0.0450.0%8.1K0.0375.2K
$57.00Jul 310.000.12$0.06200.0%1.8K1.004.3K
$55.50Aug 210.230.33$0.2835.7%1.6K0.233.1K
$57.00Aug 210.660.77$0.7215.3%1.5K0.5116.8K
$52.00Aug 210.040.06$0.0540.0%1.4K0.0436.7K

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 1466.5%, max 3005.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$46.00Jul 31Aug 211151.5%38.1%2922.0%25197
$47.00Jul 31Aug 211044.1%36.0%2802.8%127436
$48.00Jul 31Aug 21942.5%33.5%2714.0%71403
$49.00Jul 31Aug 21842.6%30.0%2711.0%26575
$50.00Jul 31Aug 21739.1%27.2%2613.6%4120.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Jul 31Sep 4942.5%30.4%3005.1%--68
$50.00Jul 31Sep 4739.1%25.2%2832.7%--1.0K
$47.00Jul 31Aug 281044.1%36.3%2776.0%1069
$51.50Jul 31Sep 4590.4%20.8%2744.0%5964
$49.00Jul 31Aug 28842.6%30.0%2708.2%--734

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 62 found (best R:R 19.83, avg 2.13)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$59.50$62.00Sep 4$0.12$2.38$0.1219.83$59.62
$57.50$58.00Aug 7$0.11$0.39$0.113.55$57.61
$58.50$59.00Sep 4$0.11$0.39$0.113.55$58.61
$57.50$58.00Aug 10$0.12$0.38$0.123.17$57.62
$58.00$58.50Aug 21$0.13$0.37$0.132.85$58.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$54.50$52.00Sep 11$0.15$2.35$0.1515.67$54.35
$54.50$54.00Sep 4$0.10$0.40$0.104.00$54.40
$56.50$56.00Aug 10$0.11$0.39$0.113.55$56.39
$56.00$55.50Aug 28$0.11$0.39$0.113.55$55.89
$55.00$54.50Sep 11$0.11$0.39$0.113.55$54.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 83 found (best R:R 7.33, avg 1.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$52.00$53.00Sep 4$0.88$0.88$0.127.33$52.88
$54.00$55.00Sep 4$0.84$0.84$0.165.25$54.84
$51.00$51.50Jul 31$0.40$0.40$0.104.00$51.40
$52.50$53.00Aug 7$0.40$0.40$0.104.00$52.90
$56.00$56.50Aug 10$0.40$0.40$0.104.00$56.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$58.00$57.50Aug 12$0.39$0.39$0.113.55$57.61
$57.50$57.00Aug 3$0.37$0.37$0.132.85$57.13
$62.00$59.00Jul 31$2.20$2.20$0.802.75$59.80
$58.50$58.00Aug 21$0.34$0.34$0.162.12$58.16
$58.00$57.50Aug 21$0.33$0.33$0.171.94$57.67

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $0.23, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$62.00Aug 21Sep 4$0.0516.8%16.6%
$54.50Jul 31Aug 7$0.07289.4%22.1%
$49.00Jul 31Aug 21$0.08842.6%30.0%
$50.00Jul 31Aug 14$0.10739.1%36.3%
$53.50Jul 31Aug 7$0.10390.2%22.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$56.50Jul 31Aug 3$0.0761.1%12.0%
$58.00Aug 7Aug 12$0.0712.5%13.1%
$51.00Jul 31Aug 3$0.10586.8%80.3%
$57.00Jul 31Aug 3$0.1514.0%10.2%
$62.00Jul 31Aug 3$1.00626.0%51.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 102 found (cheapest 0.12% of stock, avg 5.27%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.00Jul 31$0.01$0.06$0.07$56.93$57.070.12%
$57.00Aug 3$0.20$0.21$0.41$56.59$57.410.72%
$56.50Jul 31$0.45$0.01$0.46$56.04$56.960.81%
$57.50Jul 31$0.01$0.56$0.57$56.93$58.071.00%
$56.50Aug 3$0.49$0.08$0.57$55.93$57.071.00%
$57.50Aug 3$0.05$0.58$0.63$56.87$58.131.11%
$57.00Aug 5$0.31$0.34$0.65$56.35$57.651.14%
$57.50Aug 5$0.13$0.62$0.75$56.75$58.251.32%
$57.00Aug 7$0.36$0.40$0.76$56.24$57.761.33%
$56.50Aug 5$0.62$0.18$0.80$55.70$57.301.41%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 184 found (cheapest 0.11% of stock, avg 1.00%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$58.50$56.00Aug 3$0.04$0.02$0.06$55.94$58.56
$59.00$56.00Aug 3$0.04$0.02$0.06$55.94$59.06
$60.00$56.00Aug 3$0.04$0.02$0.06$55.94$60.06
$58.50$55.00Aug 5$0.03$0.03$0.06$54.94$58.56
$57.50$56.00Aug 3$0.05$0.02$0.07$55.93$57.57
$58.00$55.00Aug 5$0.05$0.03$0.08$54.92$58.08
$60.00$55.00Aug 7$0.04$0.04$0.08$54.92$60.08
$58.50$55.00Aug 7$0.05$0.04$0.09$54.91$58.59
$58.50$55.50Aug 5$0.03$0.07$0.10$55.40$58.60
$60.00$54.50Aug 7$0.04$0.06$0.10$54.40$60.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 27 found (best R:R 6.69, avg credit $0.48)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
54/5455/56Sep 4$0.87$0.136.69$53.63$55.87
56/5657/58Aug 28$0.40$0.104.00$55.60$57.40
56/5758/58Sep 11$0.79$0.213.76$56.21$58.79
56/5758/58Aug 14$0.37$0.132.85$56.63$57.87
56/5758/58Aug 28$0.37$0.132.85$56.63$57.87
56/5658/58Sep 4$0.37$0.132.85$55.63$57.87
56/5658/58Sep 4$0.37$0.132.85$56.13$57.87
54/5556/58Sep 11$1.45$0.552.64$53.55$57.45
56/5658/58Aug 28$0.36$0.142.57$56.14$57.86
54/5558/58Sep 11$0.36$0.142.57$54.64$58.36

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 75 found (best R:R 63.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$46.00$50.50$55.00Aug 3$0.07$4.4363.29
$54.00$55.00$56.00Sep 4$0.07$0.9313.29
$62.00$63.00$64.00Aug 21$0.09$0.9110.11
$56.00$56.50$57.00Aug 14$0.05$0.459.00
$56.50$57.00$57.50Aug 14$0.05$0.459.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$54.50$55.00$55.50Aug 7$0.05$0.459.00
$56.50$57.00$57.50Aug 12$0.05$0.459.00
$49.50$50.00$50.50Aug 7$0.06$0.447.33
$56.00$56.50$57.00Aug 10$0.06$0.447.33
$56.00$56.50$57.00Aug 14$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. 119 found (best net $-0.07, 105 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$61.00$65.001:2Aug 28-$0.07$3.93
$62.00$65.001:2Sep 4-$0.03$2.97
$46.00$50.501:2Aug 3-$1.86$2.64
$60.00$61.001:2Aug 21$0.00$1.00
$59.00$60.001:2Aug 7-$0.06$0.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$54.50$50.501:2Aug 12-$0.11$3.89
$62.00$59.001:2Jul 31-$0.13$2.87
$54.00$51.001:2Aug 3-$0.21$2.79
$54.50$52.001:2Sep 11-$0.04$2.46
$49.00$47.001:2Aug 14-$0.05$1.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 33 found (best yield 1.84%, avg 0.58%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.00Sep 4$1.050.510.1%1.84%1.97%12282
$57.00Aug 28$0.890.510.1%1.56%1.69%16343
$57.00Aug 21$0.750.500.1%1.32%1.44%10926.5K
$57.50Sep 4$0.720.431.0%1.26%2.27%2229
$57.50Aug 28$0.590.421.0%1.04%2.04%32140
$57.00Aug 14$0.580.490.1%1.02%1.14%244656
$58.00Sep 4$0.510.351.9%0.90%2.78%35176
$57.00Aug 12$0.500.490.1%0.88%1.00%22
$57.50Aug 21$0.490.401.0%0.86%1.86%4451.9K
$57.00Aug 10$0.410.500.1%0.72%0.84%612

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 21,676
Total Puts 26,889
Put/Call Ratio 1.24
Net Difference -5,213

Prior's Put/Call Breakdown

Total Calls 14,114
Total Puts 40,940
Put/Call Ratio 2.90
Net Difference -26,826

Prior 7-Day Put/Call Summary

Total Calls 172,879
Total Puts 365,584
Average Put/Call Ratio 2.01
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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