Tour v528
XLF
State StreetFinSelSectSPDRETF
$55.90 +0.42%
$55.91 (+0.01%)🌙
as of 09/21 04:00 PM
9/21 16:00

Option Volume

Detail
Current (09/21 4:00pm) 48,748
Calls: 26,463 (54%)
Puts: 22,285 (46%)
Prior (09/18) 163,900
Calls: 65,089 (40%)
Puts: 98,811 (60%)
Current vs Prior -70.26%
Calls: -59.34% (Calls)
Puts: -77.45% (Puts)
Prior 7-Day Total 1,333,463
Calls: 396,900 (30%)
Puts: 936,563 (70%)
Prior 7-Day Average 190,494
Calls: 56,700 (30%)
Puts: 133,794 (70%)
Current vs Prior 7-Day Avg -74.41%
Calls: -53.33%
Puts: -83.34%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/21 4:00pm) $2.42M
Calls: $1.28M (53%)
Puts: $1.15M (47%)
Prior (09/18) $20.21M
Calls: $17.72M (88%)
Puts: $2.50M (12%)
Current vs Prior -88.01%
Calls: -92.80%
Puts: -54.05%
Prior 7-Day Total $92.49M
Calls: $50.38M (54%)
Puts: $42.11M (46%)
Prior 7-Day Average $13.21M
Calls: $7.20M (54%)
Puts: $6.02M (46%)
Current vs Prior 7-Day Avg -81.66%
Calls: -82.27%
Puts: -80.94%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21 4:00pm) 0.84
Prior (09/18) 1.52
Current vs Prior -44.53%
Prior 7-Day Average 1.87
Current vs Prior 7-Day Avg -55.02%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/21 4:00pm) 1,128,350
Calls: 404,890 (36%)
Puts: 723,460 (64%)
Prior (09/18) 2,999,290
Calls: 950,191 (32%)
Puts: 2,049,099 (68%)
Current vs Prior -62.38%
Prior 7-Day Total 20,398,191
Calls: 6,564,731 (32%)
Puts: 13,833,460 (68%)
Prior 7-Day Average 2,914,027
Calls: 937,818 (32%)
Puts: 1,976,208 (68%)
Current vs Prior 7-Day Avg -61.28%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/21) | Next (09/22)Expiry (09/21) | Next (09/23)Expiry (09/25) | Next (10/02)Expiry (09/21) | Next (10/16)
Current 0.86% | 1.20%0.86% | 1.38%1.88% | 2.59%0.86% | 3.77%
Prior 1.13% | 1.41%1.13% | 1.41%1.13% | 2.25%0.88% | 4.69%
Current vs Prior +6.31% | -2.57%-23.83% | -2.56%+66.61% | +15.04%-2.08% | -19.49%
Prior 7-Day Avg 1.30% | 1.64%1.15% | 1.64%1.51% | 2.48%1.41% | 4.87%
Current vs 7-Day Avg -8.02% | -16.04%-25.27% | -16.05%+24.00% | +4.70%-39.14% | -22.43%
Prior 7-Day Eod 1.13% | 1.41%1.93% | 1.31%1.93% | 5.44%1.93% | 4.48%
Current vs 7-Day Eod +6.31% | -2.57%-55.59% | +5.41%-2.84% | -52.34%-55.59% | -15.66%
Sentiment BEARISHBULLISHBEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 43.89% | 52.89%
Calls: 37.78% | 28.85%
Puts: 50.00% | 76.92%
Prior 41.33% | 45.97%
Calls: 50.00% | 36.17%
Puts: 32.65% | 55.77%
Current vs Prior +6.19% | +15.05%
Prior 7-Day Avg 50.00% | 42.52%
Calls: 46.40% | 48.18%
Puts: 53.61% | 36.85%
Current vs 7-Day Avg -12.23% | +24.40%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 88% vs prior. Below-average activity with volume down 70% vs prior. P/C ratio dropping 45% - sentiment shifting bullish. Put-heavy open interest (723,460 puts vs 404,890 calls) suggests hedging or bearish positioning.

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 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
16:00BULLISHBULLISHBULLISH
15:00BULLISHBEARISHBEARISH
14:00BEARISHBEARISHBEARISH
13:00BEARISHBEARISHBEARISH
12:00BEARISHBEARISHBEARISH
11:00BEARISHBEARISHBEARISH
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 57 of results (avg 6.3%, best 2.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Sep 219.8010.05$9.932.5%10.99--
$45.00Sep 2110.7511.05$10.902.8%40.99--
$50.00Oct 166.056.25$6.153.3%10.9522.5K
$47.00Sep 218.759.05$8.903.4%20.99--
$49.00Oct 167.007.25$7.133.5%--0.97811
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Oct 168.959.20$9.072.8%--1.0018
$67.00Sep 2110.9011.30$11.103.6%31.00--
$67.00Sep 2310.8511.25$11.053.6%61.00--
$66.00Sep 219.9010.30$10.104.0%31.00--
$66.00Sep 239.8510.25$10.054.0%101.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 12 found (avg $0.65, cheapest $0.73)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Oct 90.300.36$0.3318.2%370.2814.2K
$58.00Oct 160.230.26$0.2512.0%1.8K0.1937.2K
$55.50Oct 20.780.93$0.8617.4%50.59203
$56.00Oct 160.890.99$0.9410.6%1450.4921.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.50Sep 250.660.80$0.7319.2%130.751.3K
$56.50Oct 20.800.97$0.8919.1%30.67184
$52.00Oct 160.100.12$0.1118.2%20.0830.6K
$55.00Oct 160.480.56$0.5215.4%2750.3441.5K
$56.00Oct 160.810.95$0.8815.9%4820.51204.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 188 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Sep 227.408.70$8.0516.1%241.00--
$45.00Sep 2510.0012.15$11.0819.4%11.00--
$46.00Oct 309.9010.35$10.134.4%41.00--
$45.00Sep 2110.7511.05$10.902.8%40.99--
$46.00Sep 219.8010.05$9.932.5%10.99--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Sep 211.491.79$1.6418.3%181.003
$58.00Sep 212.012.19$2.108.6%91.0011
$58.50Sep 212.492.83$2.6612.8%11.00--
$59.00Sep 212.843.30$3.0715.0%21.002
$59.50Sep 213.403.75$3.589.8%61.00--

Most actively traded options today. High liquidity = easy entry/exit. 300 active (total vol 48.6K, top 6.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Sep 250.280.40$0.3435.3%6.5K0.464.7K
$57.50Oct 160.300.37$0.3420.6%3.4K0.25--
$56.00Sep 210.000.01$0.01100.0%3.3K0.122.0K
$58.00Oct 160.230.26$0.2512.0%1.8K0.1937.2K
$56.00Sep 220.040.14$0.09111.1%1.6K0.36604
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Sep 300.470.60$0.5324.5%4.4K0.5317.1K
$55.50Sep 250.170.21$0.1921.1%3.5K0.33583
$55.00Sep 300.160.26$0.2147.6%2.1K0.2517.8K
$56.00Sep 250.310.55$0.4355.8%2.0K0.546.4K
$56.00Sep 210.010.18$0.10170.0%1.0K0.91354

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 98 found (best R:R 0.56, avg 2.15)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$51.00$54.00Oct 5$1.92$1.08$1.9297%0.56$52.92
$48.00$49.00Oct 16$0.52$0.48$0.5298%0.92$48.52
$51.00$52.00Oct 16$0.52$0.48$0.5294%0.92$51.52
$51.00$51.50Sep 21$0.10$0.40$0.1099%4.00$51.10
$52.00$53.00Oct 23$0.55$0.45$0.5590%0.82$52.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$61.00$60.00Sep 30$0.60$0.40$0.6098%0.67$60.40
$60.00$59.00Oct 9$0.61$0.39$0.6197%0.64$59.39
$60.00$59.00Oct 23$0.58$0.42$0.5893%0.72$59.42
$65.00$64.00Oct 16$0.64$0.36$0.64100%0.56$64.36
$63.50$63.00Sep 25$0.17$0.33$0.1799%1.94$63.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 52 found (best R:R 0.79, avg 0.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$56.00$56.50Oct 23$0.35$0.35$0.1550%2.33$56.35
$56.00$56.50Oct 1$0.30$0.30$0.2054%1.50$56.30
$56.00$56.50Oct 16$0.32$0.32$0.1851%1.78$56.32
$58.50$59.00Oct 9$0.13$0.13$0.3786%0.35$58.63
$62.00$63.00Sep 30$0.10$0.10$0.9093%0.11$62.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$53.00$52.50Oct 30$0.22$0.22$0.2881%0.79$52.78
$55.00$54.50Oct 23$0.26$0.26$0.2465%1.08$54.74
$55.50$55.00Oct 9$0.27$0.27$0.2358%1.17$55.23
$54.00$53.50Oct 23$0.17$0.17$0.3378%0.52$53.83
$52.00$51.00Sep 25$0.10$0.10$0.9092%0.11$51.90

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 123 found (cheapest 0.20% of stock, avg 3.73%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$56.00Sep 21$0.01$0.10$0.11$55.89$56.110.20%
$56.00Sep 22$0.09$0.22$0.31$55.69$56.310.55%
$55.50Sep 21$0.38$0.01$0.39$55.11$55.890.70%
$55.50Sep 22$0.45$0.03$0.48$55.02$55.980.86%
$56.00Sep 23$0.23$0.25$0.48$55.52$56.480.86%
$56.50Sep 21$0.01$0.52$0.53$55.97$57.030.95%
$55.50Sep 23$0.52$0.10$0.62$54.88$56.121.11%
$56.50Sep 22$0.02$0.61$0.63$55.87$57.131.13%
$56.00Sep 24$0.34$0.34$0.68$55.32$56.681.22%
$55.50Sep 24$0.50$0.20$0.70$54.80$56.201.25%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 220 found (cheapest 0.09% of stock, avg 1.10%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$56.50$55.50Sep 22$0.02$0.03$0.05$55.45$56.55
$56.50$54.50Sep 22$0.02$0.04$0.06$54.44$56.56
$57.00$55.00Sep 23$0.02$0.04$0.06$54.94$57.06
$57.00$54.50Sep 23$0.02$0.05$0.07$54.43$57.07
$57.50$53.00Sep 25$0.03$0.05$0.08$52.92$57.58
$57.00$55.00Sep 24$0.04$0.04$0.08$54.92$57.08
$57.00$54.50Sep 24$0.04$0.04$0.08$54.42$57.08
$57.50$54.50Sep 25$0.03$0.05$0.08$54.42$57.58
$57.00$54.50Sep 25$0.04$0.05$0.09$54.41$57.09
$57.50$54.00Sep 28$0.05$0.04$0.09$53.91$57.59

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 21 found (best R:R 2.85, avg credit $0.29)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
52/5358/58Oct 30$0.37$0.1351%2.85$52.63$57.87
54/5458/59Oct 9$0.28$0.2265%1.27$53.72$58.78
52/5358/58Oct 30$0.32$0.1857%1.78$52.68$58.32
54/5458/58Oct 23$0.31$0.1957%1.63$53.69$58.31
54/5558/58Oct 23$0.40$0.1038%4.00$54.60$57.90
54/5457/58Oct 9$0.30$0.2052%1.50$53.70$57.30
54/5458/58Oct 23$0.31$0.1950%1.63$53.69$57.81
54/5558/58Oct 16$0.32$0.1847%1.78$54.68$58.32
52/5356/57Oct 2$0.28$0.2254%1.27$52.72$56.78
54/5458/58Oct 16$0.26$0.2455%1.08$54.24$58.26

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 136 found (best R:R 4.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$55.00$55.50$56.00Sep 21$0.17$0.3385%1.94
$54.00$55.00$56.00Sep 28$0.22$0.7854%3.55
$54.00$55.00$56.00Sep 30$0.11$0.8938%8.09
$55.50$56.00$56.50Sep 23$0.12$0.3858%3.17
$55.50$56.00$56.50Sep 25$0.07$0.4343%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$55.00$55.50$56.00Sep 21$0.09$0.4188%4.56
$55.50$56.00$56.50Sep 22$0.20$0.3077%1.50
$55.50$56.00$56.50Sep 25$0.06$0.4442%7.33
$56.00$56.50$57.00Sep 23$0.08$0.4247%5.25
$55.50$56.00$56.50Sep 21$0.33$0.1791%0.52

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 195 found (best net $-0.99, 148 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$51.00$54.001:2Oct 5-$1.11$1.89
$52.00$54.501:2Oct 30-$0.54$1.96
$54.00$55.001:2Sep 28-$0.08$0.92
$54.00$55.001:2Sep 29-$0.08$0.92
$53.50$55.001:2Oct 23-$0.50$1.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$62.00$59.001:2Sep 25-$0.99$2.01
$58.00$57.001:2Sep 28-$0.23$0.77
$58.00$57.001:2Sep 30-$0.19$0.81
$58.50$57.001:2Oct 30-$0.61$0.89
$57.00$56.501:2Sep 22-$0.05$0.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 43 found (best yield 1.95%, avg 0.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$56.00Oct 30$1.090.490.2%1.95%2.13%--238
$56.00Oct 23$1.000.500.2%1.79%1.97%3154
$57.00Oct 30$0.600.362.0%1.07%3.04%106298
$56.50Oct 30$0.730.421.1%1.31%2.38%16167
$57.50Oct 30$0.480.302.9%0.86%3.72%847
$56.00Oct 16$0.890.490.2%1.59%1.77%14521.1K
$56.50Oct 23$0.580.421.1%1.04%2.11%52192
$58.00Oct 30$0.310.243.8%0.55%4.31%71141
$57.50Oct 23$0.350.282.9%0.63%3.49%26154
$57.00Oct 16$0.410.332.0%0.73%2.70%98842.0K

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 26,463
Total Puts 22,285
Put/Call Ratio 0.84
Net Difference 4,178

Prior's Put/Call Breakdown

Total Calls 65,089
Total Puts 98,811
Put/Call Ratio 1.52
Net Difference -33,722

Prior 7-Day Put/Call Summary

Total Calls 396,900
Total Puts 936,563
Average Put/Call Ratio 1.87
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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