Tour v487
XLF
State StreetFinSelSectSPDRETF
$57.37 +0.76%
$57.40 (+0.05%)🌙
as of 08/03 04:01 PM
8/3 16:01

Option Volume

Detail
Current (08/03 4:00pm) 42,893
Calls: 26,738 (62%)
Puts: 16,155 (38%)
Prior (07/31) 48,565
Calls: 21,676 (45%)
Puts: 26,889 (55%)
Current vs Prior -11.68%
Calls: +23.35% (Calls)
Puts: -39.92% (Puts)
Prior 7-Day Total 535,163
Calls: 166,714 (31%)
Puts: 368,449 (69%)
Prior 7-Day Average 76,451
Calls: 23,816 (31%)
Puts: 52,635 (69%)
Current vs Prior 7-Day Avg -43.90%
Calls: +12.27%
Puts: -69.31%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/03 4:00pm) $5.97M
Calls: $5.24M (88%)
Puts: $733.7K (12%)
Prior (07/31) $2.17M
Calls: $1.71M (79%)
Puts: $466.8K (21%)
Current vs Prior +174.73%
Calls: +206.85%
Puts: +57.19%
Prior 7-Day Total $46.36M
Calls: $34.70M (75%)
Puts: $11.65M (25%)
Prior 7-Day Average $6.62M
Calls: $4.96M (75%)
Puts: $1.66M (25%)
Current vs Prior 7-Day Avg -9.79%
Calls: +5.71%
Puts: -55.93%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03 4:00pm) 0.60
Prior (07/31) 1.24
Current vs Prior -51.29%
Prior 7-Day Average 2.06
Current vs Prior 7-Day Avg -70.72%
Sentiment BULLISH

Open Interest

Detail
Current (08/03 4:00pm) 837,382
Calls: 311,177 (37%)
Puts: 526,205 (63%)
Prior (07/31) 933,320
Calls: 352,572 (38%)
Puts: 580,748 (62%)
Current vs Prior -10.28%
Prior 7-Day Total 6,089,732
Calls: 2,478,974 (41%)
Puts: 3,610,758 (59%)
Prior 7-Day Average 869,961
Calls: 354,139 (41%)
Puts: 515,822 (59%)
Current vs Prior 7-Day Avg -3.74%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/03) | Next (08/05)Expiry (08/07) | Next (08/14)Expiry (08/17) | Next (09/18)
Current 1.06% | 2.77%1.74% | 2.49%4.18% | 5.14%
Prior 1.23% | 1.69%0.90% | 1.91%3.09% | 5.34%
Current vs Prior +125.40% | +3.37%+94.59% | +30.19%+35.32% | -3.70%
Prior 7-Day Avg 1.25% | 1.71%1.34% | 2.33%3.65% | 5.46%
Current vs 7-Day Avg +121.50% | +1.82%+29.77% | +6.90%+14.75% | -5.88%
Prior 7-Day Eod 1.23% | 1.69%0.91% | 1.91%3.60% | 5.34%
Current vs 7-Day Eod +125.40% | +3.37%+90.88% | +30.21%+16.20% | -3.69%
Sentiment BEARISHBEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 52.09% | 55.56%
Calls: 54.17% | 36.76%
Puts: 50.00% | 74.36%
Prior 69.82% | 25.33%
Calls: 44.90% | 24.19%
Puts: 94.74% | 26.47%
Current vs Prior -25.39% | +119.34%
Prior 7-Day Avg 36.27% | 30.86%
Calls: 26.63% | 32.80%
Puts: 45.90% | 28.92%
Current vs 7-Day Avg +43.63% | +80.03%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 88% of dollar volume in calls ($5.24M) vs puts ($733.7K). Massive premium surge with dollar volume up 175% vs prior. Bullish P/C ratio of 0.60. P/C ratio dropping 51% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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
16:00BULLISHBULLISHBULLISH
15:00BULLISHBULLISHBULLISH
14:00BULLISHBULLISHBULLISH
13:00BULLISHBULLISHBULLISH
12:00BULLISHBULLISHBULLISH
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 35 of results (avg 7.2%, best 2.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Aug 219.359.60$9.482.6%--0.99244
$49.00Aug 218.358.60$8.482.9%--0.99285
$50.00Aug 217.357.60$7.483.3%30.9820.1K
$46.00Aug 310.9511.45$11.204.5%911.0045
$52.00Aug 215.355.60$5.484.6%40.973.7K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Aug 77.558.10$7.827.0%21.00--
$63.00Aug 105.556.05$5.808.6%21.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 11 found (avg $0.52, cheapest $0.06)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Aug 70.270.30$0.2910.3%5.8K0.473.9K
$58.00Sep 40.660.79$0.7317.8%370.42201
$56.50Aug 70.901.06$0.9816.3%2140.83654
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$53.00Aug 210.050.06$0.0616.7%170.0544.3K
$55.00Aug 210.120.14$0.1315.4%1.1K0.1214.0K
$56.50Aug 210.330.38$0.3613.9%3610.304.6K
$57.00Aug 140.340.41$0.3818.4%1.1K0.37164
$57.00Aug 210.480.57$0.5217.3%1.3K0.4017.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 133 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Aug 310.9511.45$11.204.5%911.0045
$47.00Aug 39.1011.65$10.3824.6%601.00--
$48.00Aug 38.959.45$9.205.4%461.00--
$49.00Aug 37.959.40$8.6816.7%2161.001
$50.00Aug 36.308.45$7.3829.1%2151.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.00Aug 59.2010.45$9.8212.7%21.00--
$65.00Aug 77.558.10$7.827.0%21.00--
$62.00Aug 104.405.05$4.7213.8%21.00--
$63.00Aug 105.556.05$5.808.6%21.00--
$65.00Aug 107.408.50$7.9513.8%41.00--

Most actively traded options today. High liquidity = easy entry/exit. 231 active (total vol 40.7K, top 7.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$59.00Aug 210.120.18$0.1540.0%7.1K0.1813.5K
$57.50Aug 70.270.30$0.2910.3%5.8K0.473.9K
$58.00Aug 280.520.67$0.6025.0%2.7K0.42515
$57.00Aug 30.240.76$0.50104.0%1.5K1.00841
$57.50Aug 140.460.66$0.5635.7%1.2K0.50339
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Aug 70.190.26$0.2330.4%2.5K0.33579
$57.00Aug 210.480.57$0.5217.3%1.3K0.4017.1K
$54.50Aug 210.080.12$0.1040.0%1.2K0.092.9K
$57.00Aug 140.340.41$0.3818.4%1.1K0.37164
$55.00Aug 210.120.14$0.1315.4%1.1K0.1214.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 58 strikes (avg 1052.7%, max 2761.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$46.00Aug 3Aug 211182.0%42.5%2679.6%9158
$61.00Aug 3Sep 11347.9%12.6%2660.5%130
$48.00Aug 3Aug 21976.9%36.6%2570.7%46244
$49.00Aug 3Aug 21877.2%34.0%2483.8%216286
$50.00Aug 3Aug 21778.8%30.2%2478.4%21820.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$50.00Aug 3Sep 4778.8%27.2%2761.7%--139
$51.00Aug 3Sep 4673.5%26.3%2464.9%--209
$60.00Aug 3Sep 4294.1%13.3%2113.5%241
$54.50Aug 3Sep 11329.2%15.9%1967.7%1177
$62.00Aug 3Aug 10463.5%23.4%1881.6%8--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 61 found (best R:R 5.67, avg 1.83)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$61.00$62.00Sep 4$0.15$0.85$0.155.67$61.15
$58.00$59.00Aug 10$0.22$0.78$0.223.55$58.22
$59.00$59.50Sep 4$0.12$0.38$0.123.17$59.12
$57.50$58.00Aug 5$0.13$0.37$0.132.85$57.63
$58.50$59.00Aug 21$0.13$0.37$0.132.85$58.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$57.50$57.00Aug 3$0.10$0.40$0.104.00$57.40
$47.00$46.00Aug 21$0.20$0.80$0.204.00$46.80
$57.00$56.50Aug 10$0.11$0.39$0.113.55$56.89
$56.50$56.00Aug 21$0.11$0.39$0.113.55$56.39
$56.50$56.00Aug 28$0.12$0.38$0.123.17$56.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 83 found (best R:R 12.64, avg 1.63)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$53.50$55.00Sep 11$1.39$1.39$0.1112.64$54.89
$48.50$50.50Aug 7$1.67$1.67$0.335.06$50.17
$46.00$47.00Aug 3$0.82$0.82$0.184.56$46.82
$55.00$56.00Sep 4$0.81$0.81$0.194.26$55.81
$55.00$56.00Aug 5$0.80$0.80$0.204.00$55.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$61.00$60.00Aug 3$0.87$0.87$0.136.69$60.13
$60.00$58.50Sep 4$1.22$1.22$0.284.36$58.78
$58.00$57.50Aug 7$0.40$0.40$0.104.00$57.60
$58.50$58.00Aug 21$0.39$0.39$0.113.55$58.11
$56.00$55.50Aug 12$0.38$0.38$0.123.17$55.62

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 26 found (avg debit $0.20, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$53.00Aug 3Aug 7$0.07475.4%32.0%
$52.00Aug 3Aug 5$0.08578.1%59.1%
$59.50Aug 14Aug 21$0.0912.6%13.9%
$54.00Aug 7Aug 21$0.1327.9%19.7%
$57.50Aug 3Aug 5$0.1525.4%12.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$51.50Aug 5Aug 14$0.0763.9%38.9%
$59.00Aug 14Aug 21$0.0713.5%12.6%
$65.00Aug 3Aug 7$0.09705.3%61.2%
$58.00Aug 3Aug 7$0.1281.8%13.6%
$62.00Aug 3Aug 10$0.12463.5%23.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 92 found (cheapest 0.21% of stock, avg 5.33%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.50Aug 3$0.01$0.11$0.12$57.38$57.620.21%
$57.50Aug 5$0.16$0.27$0.43$57.07$57.930.75%
$57.00Aug 3$0.50$0.01$0.51$56.49$57.510.89%
$58.00Aug 3$0.01$0.60$0.61$57.39$58.611.06%
$57.50Aug 7$0.29$0.32$0.61$56.89$58.111.06%
$58.00Aug 7$0.12$0.72$0.84$57.16$58.841.46%
$57.00Aug 7$0.68$0.23$0.91$56.09$57.911.59%
$57.00Aug 10$0.67$0.25$0.92$56.08$57.921.60%
$56.50Aug 3$0.93$0.01$0.94$55.56$57.441.64%
$57.50Aug 12$0.52$0.43$0.95$56.55$58.451.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 154 found (cheapest 0.03% of stock, avg 1.25%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$57.50$57.00Aug 3$0.01$0.01$0.02$56.98$57.52
$58.00$56.50Aug 5$0.03$0.04$0.07$56.43$58.07
$58.50$55.50Aug 7$0.04$0.03$0.07$55.43$58.57
$60.00$55.50Aug 7$0.04$0.03$0.07$55.43$60.07
$58.50$56.00Aug 7$0.04$0.06$0.10$55.90$58.60
$60.00$56.00Aug 7$0.04$0.06$0.10$55.90$60.10
$59.00$56.00Aug 10$0.03$0.09$0.12$55.88$59.12
$58.50$56.50Aug 7$0.04$0.10$0.14$56.36$58.64
$60.00$56.50Aug 7$0.04$0.10$0.14$56.36$60.14
$58.00$55.50Aug 7$0.12$0.03$0.15$55.35$58.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 19 found (best R:R 4.00, avg credit $0.58)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
56/5758/58Sep 4$0.40$0.104.00$56.60$58.40
46/4751/52Aug 21$0.77$0.233.35$46.23$51.77
56/5658/58Sep 4$0.37$0.132.85$56.13$58.37
54/5455/58Sep 11$1.79$0.712.52$52.21$56.79
52/5358/58Aug 28$0.35$0.152.33$52.65$58.35
56/5758/58Aug 14$0.34$0.162.13$56.66$57.84
56/5658/58Aug 28$0.33$0.171.94$56.17$58.33
56/5657/58Sep 4$0.33$0.171.94$56.17$57.33
54/5458/60Sep 11$0.66$0.341.94$53.34$59.16
56/5758/58Sep 11$0.99$0.511.94$56.01$58.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 73 found (best R:R 34.71, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$63.00$64.00$65.00Aug 21$0.07$0.9313.29
$62.00$63.00$64.00Aug 21$0.11$0.898.09
$58.00$58.50$59.00Aug 7$0.06$0.447.33
$59.00$59.50$60.00Aug 14$0.06$0.447.33
$52.00$52.50$53.00Aug 3$0.07$0.436.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$50.50$53.00$55.50Aug 12$0.07$2.4334.71
$61.00$62.00$63.00Aug 3$0.06$0.9415.67
$60.00$61.00$62.00Aug 3$0.10$0.909.00
$65.00$66.00$67.00Aug 3$0.10$0.909.00
$56.00$56.50$57.00Aug 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. 137 found (best net $-0.01, 103 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$62.00$65.001:2Sep 4-$0.16$2.84
$62.00$65.001:2Aug 28-$0.46$2.54
$55.00$57.501:2Sep 11-$0.05$2.45
$60.00$61.001:2Aug 21$0.00$1.00
$62.00$63.001:2Aug 21$0.00$1.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$54.50$51.001:2Aug 3-$0.01$3.49
$53.00$50.501:2Aug 12-$0.07$2.43
$55.00$53.001:2Aug 5$0.00$2.00
$49.00$47.001:2Aug 28-$0.03$1.97
$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. 31 found (best yield 1.80%, avg 0.58%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.50Sep 11$1.030.550.2%1.80%2.02%4--
$57.50Sep 4$0.930.500.2%1.62%1.85%1550
$57.50Aug 28$0.770.520.2%1.34%1.57%30151
$58.00Sep 11$0.770.471.1%1.34%2.44%1128
$58.00Sep 4$0.660.421.1%1.15%2.25%37201
$57.50Aug 21$0.620.500.2%1.08%1.31%312.2K
$58.50Sep 11$0.550.392.0%0.96%2.93%--28
$58.00Aug 28$0.520.421.1%0.91%2.00%2.7K515
$57.50Aug 14$0.460.500.2%0.80%1.03%1.2K339
$58.00Aug 21$0.390.381.1%0.68%1.78%4413.6K

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 26,738
Total Puts 16,155
Put/Call Ratio 0.60
Net Difference 10,583

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 166,714
Total Puts 368,449
Average Put/Call Ratio 2.06
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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