Tour v492
XLF
State StreetFinSelSectSPDRETF
$58.01 +0.22%
8/5 13:01

Option Volume

Detail
Current (08/05 1:00pm) 124,367
Calls: 14,088 (11%)
Puts: 110,279 (89%)
Prior (08/04) 66,844
Calls: 33,300 (50%)
Puts: 33,544 (50%)
Current vs Prior +86.06%
Calls: -57.69% (Calls)
Puts: +228.76% (Puts)
Prior 7-Day Total 596,372
Calls: 211,656 (35%)
Puts: 384,716 (65%)
Prior 7-Day Average 85,196
Calls: 30,236 (35%)
Puts: 54,959 (65%)
Current vs Prior 7-Day Avg +45.98%
Calls: -53.41%
Puts: +100.66%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/05 1:00pm) $9.04M
Calls: $1.70M (19%)
Puts: $7.34M (81%)
Prior (08/04) $3.88M
Calls: $3.22M (83%)
Puts: $655.2K (17%)
Current vs Prior +133.28%
Calls: -47.17%
Puts: +1020.18%
Prior 7-Day Total $51.76M
Calls: $39.77M (77%)
Puts: $11.99M (23%)
Prior 7-Day Average $7.39M
Calls: $5.68M (77%)
Puts: $1.71M (23%)
Current vs Prior 7-Day Avg +22.26%
Calls: -70.06%
Puts: +328.51%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/05 1:00pm) 7.83
Prior (08/04) 1.01
Current vs Prior +677.09%
Prior 7-Day Average 1.86
Current vs Prior 7-Day Avg +319.88%
Sentiment BEARISH

Open Interest

Detail
Current (08/05 1:00pm) 2,582,086
Calls: 851,633 (33%)
Puts: 1,730,453 (67%)
Prior (08/04) 2,513,491
Calls: 820,275 (33%)
Puts: 1,693,216 (67%)
Current vs Prior +2.73%
Prior 7-Day Total 7,710,350
Calls: 2,859,432 (37%)
Puts: 4,850,918 (63%)
Prior 7-Day Average 1,101,478
Calls: 408,490 (37%)
Puts: 692,988 (63%)
Current vs Prior 7-Day Avg +134.42%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/05) | Next (08/07)Expiry (08/07) | Next (08/14)Expiry (08/17) | Next (09/18)
Current 1.05% | 1.57%1.57% | 2.33%2.38% | 5.03%
Prior 1.24% | 1.71%1.71% | 2.38%2.64% | 5.32%
Current vs Prior -15.48% | -8.30%-8.30% | -2.41%-10.02% | -5.42%
Prior 7-Day Avg 1.50% | 1.75%1.52% | 2.35%3.47% | 5.29%
Current vs 7-Day Avg -30.06% | -10.43%+3.52% | -0.88%-31.36% | -4.87%
Prior 7-Day Eod 1.24% | 1.71%1.66% | 2.47%2.78% | 8.45%
Current vs 7-Day Eod -15.48% | -8.30%-5.42% | -5.80%-14.48% | -40.42%
Sentiment BULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 32.64% | 11.34%
Calls: 30.00% | 12.50%
Puts: 35.29% | 10.17%
Prior 28.77% | 16.91%
Calls: 25.53% | 18.03%
Puts: 32.00% | 15.79%
Current vs Prior +13.45% | -32.94%
Prior 7-Day Avg 37.99% | 33.00%
Calls: 31.01% | 34.18%
Puts: 44.96% | 31.81%
Current vs 7-Day Avg -14.07% | -65.63%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 81% of dollar volume in puts ($7.34M) vs calls ($1.70M). Massive premium surge with dollar volume up 133% vs prior. Above-average activity with volume up 86% vs prior. Extreme bearish P/C ratio of 7.83 - heavy put buying.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
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
13:00BEARISHBEARISHBEARISH
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 128 of results (avg 5.7%, best 0.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.00Sep 186.356.40$6.380.8%120.9473.1K
$51.00Aug 56.957.05$7.001.4%161.00105
$48.50Aug 79.459.60$9.521.6%110.997
$52.00Aug 216.106.20$6.151.6%140.983.7K
$49.00Aug 219.009.15$9.071.7%--0.99285
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$68.00Aug 59.8510.15$10.003.0%160.991
$66.00Aug 57.908.15$8.033.1%180.99--
$57.00Aug 210.310.32$0.323.1%1.3K0.2820.1K
$58.00Sep 181.041.08$1.063.8%40.1K0.49525
$59.00Sep 181.541.61$1.584.4%50.61333

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 68 found (avg $0.46, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.50Aug 70.110.13$0.1216.7%1890.261.1K
$59.00Aug 140.170.20$0.1915.8%420.2454
$59.50Aug 210.200.22$0.219.5%2350.2114
$60.00Aug 280.190.22$0.2114.3%20.18112
$61.00Sep 180.270.29$0.287.1%1240.1816.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$54.00Aug 210.050.06$0.0616.7%180.0534.6K
$54.50Aug 210.060.07$0.0714.3%220.062.6K
$50.00Sep 180.070.08$0.0812.5%1.7K0.0490.1K
$52.00Sep 180.110.12$0.128.3%1560.0641.7K
$57.50Aug 70.120.14$0.1315.4%8390.264.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 139 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Aug 510.7511.15$10.953.7%651.0027
$48.00Aug 59.8510.15$10.003.0%641.00124
$49.00Aug 58.859.15$9.003.3%611.00113
$50.00Aug 57.858.15$8.003.8%271.0043
$50.50Aug 57.457.65$7.552.6%81.0070
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$62.00Aug 73.854.30$4.0811.0%21.00--
$68.00Aug 59.8510.15$10.003.0%160.991
$69.00Aug 510.9012.10$11.5010.4%180.99--
$67.00Aug 58.809.25$9.035.0%140.99--
$66.00Aug 57.908.15$8.033.1%180.99--

Most actively traded options today. High liquidity = easy entry/exit. 221 active (total vol 123.7K, top 50.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Sep 180.480.51$0.506.0%7.5K0.2719.1K
$58.00Aug 50.080.11$0.1030.0%1.2K0.51244
$58.00Aug 70.300.34$0.3212.5%5250.518.2K
$60.00Aug 210.100.13$0.1225.0%3550.1310.4K
$59.00Sep 180.800.86$0.837.2%3280.397.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Sep 180.450.48$0.476.4%50.2K0.2510.4K
$58.00Sep 181.041.08$1.063.8%40.1K0.49525
$55.00Aug 210.070.09$0.0825.0%6.6K0.0820.8K
$50.00Sep 180.070.08$0.0812.5%1.7K0.0490.1K
$57.00Aug 210.310.32$0.323.1%1.3K0.2820.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 54 strikes (avg 451.0%, max 1436.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Aug 5Sep 18445.6%29.0%1436.5%6552
$48.00Aug 5Sep 18404.9%28.0%1346.5%651.5K
$49.00Aug 5Sep 18365.8%26.2%1296.5%6315.9K
$50.00Aug 5Sep 18327.4%24.5%1234.6%2728.8K
$51.00Aug 5Sep 18287.7%22.6%1173.4%1828.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$63.00Aug 5Sep 4191.9%16.4%1069.5%52
$51.50Aug 5Sep 4267.5%23.2%1051.2%--140
$53.00Aug 5Sep 18211.8%19.4%992.5%14640.8K
$55.00Aug 5Sep 18133.7%16.8%698.5%1.0K8.5K
$55.50Aug 5Sep 11102.9%16.1%540.9%1105

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 66 found (best R:R 19.83, avg 2.53)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$61.00$62.00Sep 18$0.13$0.87$0.136.69$61.13
$58.50$59.00Aug 10$0.10$0.40$0.104.00$58.60
$59.50$60.00Aug 28$0.10$0.40$0.104.00$59.60
$59.00$59.50Aug 21$0.11$0.39$0.113.55$59.11
$60.00$61.00Sep 18$0.22$0.78$0.223.55$60.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$54.50$52.00Sep 11$0.12$2.38$0.1219.83$54.38
$55.00$54.00Sep 18$0.10$0.90$0.109.00$54.90
$55.50$54.50Sep 11$0.11$0.89$0.118.09$55.39
$56.00$55.00Sep 18$0.15$0.85$0.155.67$55.85
$57.00$56.00Aug 19$0.17$0.83$0.174.88$56.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 88 found (best R:R 21.50, avg 1.90)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$54.00$55.00Sep 18$0.87$0.87$0.136.69$54.87
$55.00$56.00Sep 18$0.86$0.86$0.146.14$55.86
$55.00$57.50Sep 11$1.96$1.96$0.543.63$56.96
$56.50$57.00Aug 21$0.39$0.39$0.113.55$56.89
$57.00$57.50Aug 17$0.38$0.38$0.123.17$57.38
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$67.00$58.00Aug 10$8.60$8.60$0.4021.50$58.40
$65.00$63.00Aug 5$1.90$1.90$0.1019.00$63.10
$63.00$60.00Sep 4$2.83$2.83$0.1716.65$60.17
$61.00$60.00Sep 18$0.83$0.83$0.174.88$60.17
$60.00$59.00Sep 4$0.75$0.75$0.253.00$59.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $0.11, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$47.00Aug 5Aug 7$0.05445.6%112.0%
$59.50Aug 7Aug 12$0.0520.3%15.2%
$48.00Aug 5Aug 7$0.07404.9%101.8%
$57.00Aug 5Aug 7$0.0746.6%20.2%
$63.00Aug 21Sep 18$0.0718.6%15.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$58.50Aug 5Aug 7$0.0829.8%17.0%
$60.00Sep 4Sep 18$0.1014.8%15.2%
$57.50Aug 5Aug 7$0.1226.3%18.5%
$59.00Aug 21Sep 4$0.1814.5%15.3%
$58.00Aug 5Aug 7$0.2020.7%16.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 109 found (cheapest 0.33% of stock, avg 6.37%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$58.00Aug 5$0.10$0.09$0.19$57.81$58.190.33%
$57.50Aug 5$0.51$0.01$0.52$56.98$58.020.90%
$58.50Aug 5$0.01$0.51$0.52$57.98$59.020.90%
$58.00Aug 7$0.32$0.29$0.61$57.39$58.611.05%
$58.50Aug 7$0.12$0.59$0.71$57.79$59.211.22%
$58.00Aug 10$0.38$0.35$0.73$57.27$58.731.26%
$57.50Aug 7$0.66$0.13$0.79$56.71$58.291.36%
$57.50Aug 10$0.70$0.18$0.88$56.62$58.381.52%
$58.00Aug 12$0.48$0.44$0.92$57.08$58.921.59%
$58.50Aug 12$0.26$0.71$0.97$57.53$59.471.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 176 found (cheapest 0.09% of stock, avg 1.17%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$59.50$56.50Aug 7$0.02$0.03$0.05$56.45$59.55
$59.00$56.50Aug 7$0.04$0.03$0.07$56.43$59.07
$59.50$57.00Aug 7$0.02$0.06$0.08$56.92$59.58
$58.50$58.00Aug 5$0.01$0.09$0.10$57.90$58.60
$59.00$57.00Aug 7$0.04$0.06$0.10$56.90$59.10
$59.00$56.00Aug 10$0.07$0.04$0.11$55.89$59.11
$59.00$56.50Aug 10$0.07$0.05$0.12$56.38$59.12
$59.50$56.00Aug 12$0.07$0.05$0.12$55.88$59.62
$60.00$56.00Aug 14$0.05$0.09$0.14$55.86$60.14
$58.50$56.50Aug 7$0.12$0.03$0.15$56.35$58.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 24 found (best R:R 6.14, avg credit $0.50)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
54/5556/57Sep 18$0.86$0.146.14$54.14$56.86
52/5455/58Sep 11$2.08$0.424.95$52.42$57.08
56/5658/58Sep 11$0.37$0.132.85$56.13$58.37
56/5758/58Aug 28$0.36$0.142.57$56.64$58.36
57/5858/59Aug 28$0.36$0.142.57$57.14$58.86
56/5658/59Sep 11$0.34$0.162.12$56.16$58.84
57/5858/58Aug 12$0.32$0.181.78$57.18$58.32
58/5858/59Aug 12$0.31$0.191.63$57.69$58.81
56/5758/59Aug 28$0.31$0.191.63$56.69$58.81
56/5758/59Aug 19$0.58$0.421.38$56.42$58.58

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 65 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$48.00$49.00$50.00Aug 21$0.06$0.9415.67
$53.00$54.00$55.00Sep 18$0.06$0.9415.67
$52.00$53.00$54.00Aug 21$0.07$0.9313.29
$47.00$48.00$49.00Sep 18$0.07$0.9313.29
$61.00$62.00$63.00Sep 18$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$55.00$56.00$57.00Sep 18$0.08$0.9211.50
$59.00$60.00$61.00Sep 18$0.11$0.898.09
$56.00$56.50$57.00Aug 17$0.06$0.447.33
$57.00$57.50$58.00Aug 17$0.06$0.447.33
$56.00$57.00$58.00Sep 18$0.13$0.876.69

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 110 found (best net $--, 93 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$48.00$52.001:2Aug 10-$1.66$2.34
$60.00$62.001:2Aug 7-$0.01$1.99
$64.00$65.001:2Aug 21$0.00$1.00
$59.00$60.001:2Sep 11-$0.06$0.94
$60.00$61.001:2Sep 18-$0.06$0.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$55.50$50.501:2Aug 12$0.00$5.00
$49.00$47.001:2Aug 14$0.00$2.00
$55.00$53.001:2Aug 5-$0.01$1.99
$50.00$48.001:2Sep 4-$0.01$1.99
$49.00$47.001:2Aug 28-$0.03$1.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 33 found (best yield 1.53%, avg 0.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$58.50Sep 11$0.890.440.8%1.53%2.38%1428
$59.00Sep 18$0.800.391.7%1.38%3.09%3287.3K
$58.50Sep 4$0.780.430.8%1.34%2.19%3189
$59.00Sep 11$0.670.371.7%1.15%2.86%11--
$58.50Aug 28$0.620.420.8%1.07%1.91%33550
$59.00Sep 4$0.570.351.7%0.98%2.69%222
$58.50Aug 21$0.480.400.8%0.83%1.67%223.0K
$60.00Sep 18$0.480.273.4%0.83%4.26%7.5K19.1K
$59.00Aug 28$0.430.331.7%0.74%2.45%34252
$59.50Sep 4$0.400.282.6%0.69%3.26%--89

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 14,088
Total Puts 110,279
Put/Call Ratio 7.83
Net Difference -96,191

Prior's Put/Call Breakdown

Total Calls 33,300
Total Puts 33,544
Put/Call Ratio 1.01
Net Difference -244

Prior 7-Day Put/Call Summary

Total Calls 211,656
Total Puts 384,716
Average Put/Call Ratio 1.86
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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