Tour v528
XLF
State StreetFinSelSectSPDRETF
$54.93 -1.74%
9/22 15:01

Option Volume

Detail
Current (09/22 3:00pm) 298,161
Calls: 72,395 (24%)
Puts: 225,766 (76%)
Prior (09/18) 139,788
Calls: 57,811 (41%)
Puts: 81,977 (59%)
Current vs Prior +113.30%
Calls: +25.23% (Calls)
Puts: +175.40% (Puts)
Prior 7-Day Total 1,378,902
Calls: 367,445 (27%)
Puts: 1,011,457 (73%)
Prior 7-Day Average 196,986
Calls: 52,492 (27%)
Puts: 144,493 (73%)
Current vs Prior 7-Day Avg +51.36%
Calls: +37.92%
Puts: +56.25%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/22 3:00pm) $15.42M
Calls: $2.52M (16%)
Puts: $12.90M (84%)
Prior (09/18) $18.00M
Calls: $16.40M (91%)
Puts: $1.60M (9%)
Current vs Prior -14.34%
Calls: -84.64%
Puts: +706.10%
Prior 7-Day Total $109.31M
Calls: $65.11M (60%)
Puts: $44.20M (40%)
Prior 7-Day Average $15.62M
Calls: $9.30M (60%)
Puts: $6.31M (40%)
Current vs Prior 7-Day Avg -1.27%
Calls: -72.92%
Puts: +104.28%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/22 3:00pm) 3.12
Prior (09/18) 1.42
Current vs Prior +119.92%
Prior 7-Day Average 2.08
Current vs Prior 7-Day Avg +50.04%
Sentiment BEARISH

Open Interest

Detail
Current (09/22 3:00pm) 1,133,748
Calls: 411,559 (36%)
Puts: 722,189 (64%)
Prior (09/18) 2,999,290
Calls: 950,191 (32%)
Puts: 2,049,099 (68%)
Current vs Prior -62.20%
Prior 7-Day Total 19,000,698
Calls: 6,086,500 (32%)
Puts: 12,914,198 (68%)
Prior 7-Day Average 2,714,385
Calls: 869,500 (32%)
Puts: 1,844,885 (68%)
Current vs Prior 7-Day Avg -58.23%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/22) | Next (09/23)Expiry (09/23) | Next (09/25)Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 1.04% | 1.38%1.38% | 1.71%1.71% | 2.57%3.75% | 6.43%
Prior 1.20% | 1.38%0.86% | 1.38%1.88% | 2.59%0.86% | 3.77%
Current vs Prior -13.42% | +0.44%+61.13% | +24.23%-8.90% | -1.04%+336.73% | +70.25%
Prior 7-Day Avg 1.28% | 1.58%1.08% | 1.55%1.50% | 2.44%1.05% | 4.58%
Current vs 7-Day Avg -19.25% | -12.35%+28.21% | +10.73%+14.25% | +5.00%+256.18% | +40.32%
Prior 7-Day Eod 1.20% | 1.38%0.95% | 1.25%1.74% | 2.67%0.95% | 3.77%
Current vs 7-Day Eod -13.42% | +0.44%+45.93% | +36.66%-1.38% | -3.70%+295.55% | +70.25%
Sentiment BULLISHBEARISHBULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 27.77% | 19.54%
Calls: 28.26% | 16.00%
Puts: 27.27% | 23.08%
Prior 43.89% | 52.89%
Calls: 37.78% | 28.85%
Puts: 50.00% | 76.92%
Current vs Prior -36.73% | -63.06%
Prior 7-Day Avg 59.29% | 44.26%
Calls: 58.51% | 49.22%
Puts: 60.07% | 39.30%
Current vs 7-Day Avg -53.16% | -55.85%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 84% of dollar volume in puts ($12.90M) vs calls ($2.52M). Unusually high activity with volume up 113% vs prior - elevated interest. Extreme bearish P/C ratio of 3.12 - heavy put buying. P/C ratio rising 120% - increased hedging/bearish positioning.

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 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
15:00BEARISHBEARISHBEARISH
14:00BEARISHBEARISHBEARISH
13:00BEARISHBEARISHBEARISH
12:00BEARISHBEARISHBEARISH
11:00BEARISHBEARISHBEARISH
10:00BEARISHBEARISHBEARISH

📈 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 146 of results (avg 6.0%, best 2.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$44.00Oct 1610.9511.20$11.082.3%50.991
$45.00Sep 229.8010.05$9.932.5%591.00--
$44.00Sep 2210.7511.05$10.902.8%511.001
$48.00Oct 167.007.20$7.102.8%--0.97251
$50.00Sep 224.855.00$4.933.0%871.0061
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$61.00Sep 226.006.15$6.082.5%170.99--
$65.00Oct 169.9510.20$10.072.5%--1.0018
$64.50Sep 229.459.70$9.572.6%450.99--
$64.00Sep 228.959.20$9.072.8%80.99--
$63.00Sep 227.958.20$8.073.1%180.99--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 93 found (avg $0.47, cheapest $0.16)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Sep 230.150.18$0.1618.8%3.7K0.436
$55.50Sep 240.070.08$0.0812.5%2.3K0.2051
$55.50Sep 250.110.12$0.128.3%4.2K0.24238
$55.00Sep 240.210.25$0.2317.4%2200.461
$55.00Sep 250.280.30$0.296.9%8790.4732
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$54.00Sep 250.070.08$0.0812.5%10.4K0.153.8K
$54.00Sep 280.110.13$0.1216.7%520.2046
$55.00Sep 250.300.36$0.3318.2%1.4K0.535.7K
$55.50Sep 230.620.65$0.644.7%9.5K0.85668
$55.00Sep 280.390.42$0.417.3%410.5325

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 178 found (avg delta 0.84, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$44.00Sep 2210.7511.05$10.902.8%511.001
$45.00Sep 229.8010.05$9.932.5%591.00--
$46.00Sep 228.709.05$8.883.9%731.001
$47.00Sep 227.808.05$7.933.2%311.001
$48.00Sep 226.857.15$7.004.3%271.0024
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Sep 241.982.15$2.078.2%--1.0023
$57.50Sep 242.482.65$2.576.6%--1.00670
$57.00Sep 252.012.13$2.075.8%301.001.6K
$57.50Sep 252.502.63$2.575.1%361.002.4K
$58.00Sep 252.983.15$3.075.5%51.003.4K

Most actively traded options today. High liquidity = easy entry/exit. 359 active (total vol 297.5K, top 44.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Oct 90.110.14$0.1323.1%12.5K0.1414.2K
$55.00Sep 220.020.03$0.0333.3%10.4K0.28240
$55.50Sep 250.110.12$0.128.3%4.2K0.24238
$55.00Oct 160.890.94$0.925.4%4.1K0.4931.7K
$55.00Sep 230.150.18$0.1618.8%3.7K0.436
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.50Sep 220.500.65$0.5726.3%44.5K0.96288
$55.00Sep 220.090.12$0.1127.3%32.8K0.711.3K
$56.00Sep 231.011.13$1.0711.2%20.2K0.95715
$56.00Sep 301.061.18$1.1210.7%15.0K0.8215.5K
$55.00Oct 301.031.07$1.053.8%13.8K0.5057

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 50.6%, max 50.6%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Sep 22Oct 3021.6%14.4%50.6%10.7K254
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$55.00Sep 22Oct 3021.6%14.4%50.6%46.7K1.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 90 found (best R:R 0.52, avg 1.96)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$54.00$54.50Oct 16$0.32$0.18$0.3268%0.56$54.32
$56.00$56.50Oct 23$0.15$0.35$0.1535%2.33$56.15
$54.50$55.00Sep 24$0.32$0.18$0.3274%0.56$54.82
$55.00$55.50Sep 23$0.11$0.39$0.1143%3.55$55.11
$54.50$55.00Sep 29$0.30$0.20$0.3066%0.67$54.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$59.50$59.00Sep 22$0.33$0.17$0.3399%0.52$59.17
$56.00$55.00Sep 30$0.64$0.36$0.6482%0.56$55.36
$56.00$55.00Oct 6$0.59$0.41$0.5974%0.69$55.41
$56.00$55.00Oct 1$0.63$0.37$0.6378%0.59$55.37
$55.50$55.00Oct 9$0.24$0.26$0.2461%1.08$55.26

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 46 found (best R:R 0.07, avg 0.48)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$56.00$59.00Oct 5$0.19$0.19$2.8176%0.07$56.19
$56.00$58.00Oct 6$0.21$0.21$1.7974%0.12$56.21
$55.00$56.00Sep 30$0.34$0.34$0.6652%0.52$55.34
$55.00$56.00Oct 6$0.39$0.39$0.6152%0.64$55.39
$55.00$56.00Oct 1$0.35$0.35$0.6552%0.54$55.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$54.50$54.00Oct 2$0.14$0.14$0.3663%0.39$54.36
$54.50$54.00Sep 28$0.10$0.10$0.4067%0.25$54.40
$54.50$54.00Oct 9$0.15$0.15$0.3560%0.43$54.35
$54.50$54.00Oct 16$0.16$0.16$0.3459%0.47$54.34
$54.00$53.50Oct 23$0.13$0.13$0.3766%0.35$53.87

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. 137 found (cheapest 0.25% of stock, avg 3.68%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.00Sep 22$0.03$0.11$0.14$54.86$55.140.25%
$55.00Sep 23$0.16$0.26$0.42$54.58$55.420.76%
$54.50Sep 22$0.46$0.01$0.47$54.03$54.970.86%
$55.00Sep 24$0.23$0.28$0.51$54.49$55.510.93%
$55.50Sep 22$0.01$0.57$0.58$54.92$56.081.06%
$54.50Sep 23$0.50$0.08$0.58$53.92$55.081.06%
$55.00Sep 25$0.29$0.33$0.62$54.38$55.621.13%
$54.50Sep 24$0.55$0.11$0.66$53.84$55.161.20%
$55.50Sep 23$0.05$0.64$0.69$54.81$56.191.26%
$55.50Sep 24$0.08$0.64$0.72$54.78$56.221.31%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 213 found (cheapest 0.09% of stock, avg 1.23%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$56.00$54.00Sep 23$0.02$0.03$0.05$53.95$56.05
$56.00$53.50Sep 24$0.03$0.03$0.06$53.44$56.06
$56.50$52.50Sep 28$0.03$0.04$0.07$52.43$56.57
$56.00$53.50Sep 25$0.04$0.04$0.08$53.42$56.08
$56.00$54.00Sep 24$0.03$0.05$0.08$53.92$56.08
$55.50$54.00Sep 23$0.05$0.03$0.08$53.92$55.58
$56.50$53.00Sep 28$0.03$0.06$0.09$52.91$56.59
$56.00$54.50Sep 23$0.02$0.08$0.10$54.40$56.10
$56.00$52.50Sep 28$0.07$0.04$0.11$52.39$56.11
$55.50$53.50Sep 24$0.08$0.03$0.11$53.39$55.61

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 9 found (best R:R 1.08, avg credit $0.25)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
54/5456/57Oct 23$0.26$0.2438%1.08$53.74$56.76
53/5456/57Oct 30$0.24$0.2640%0.92$53.26$56.74
53/5457/58Oct 30$0.21$0.2945%0.72$53.29$57.21
54/5456/56Oct 23$0.28$0.2231%1.27$53.72$56.28
54/5456/56Oct 16$0.26$0.2434%1.08$53.74$56.26
54/5456/57Oct 16$0.22$0.2842%0.79$53.78$56.72
54/5456/56Sep 28$0.21$0.2939%0.72$54.29$55.71
54/5456/56Sep 29$0.21$0.2935%0.72$54.29$55.71
53/5456/58Oct 6$0.36$1.6446%0.22$53.64$56.36

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 98 found (best R:R 4.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$53.00$54.00$55.00Sep 30$0.19$0.8142%4.26
$54.00$55.00$56.00Sep 30$0.36$0.6460%1.78
$55.00$55.50$56.00Sep 23$0.08$0.4238%5.25
$54.50$55.00$55.50Sep 29$0.08$0.4235%5.25
$55.00$55.50$56.00Sep 25$0.09$0.4138%4.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$54.00$54.50$55.00Sep 22$0.10$0.4069%4.00
$54.00$55.00$56.00Sep 30$0.32$0.6860%2.12
$55.00$55.50$56.00Sep 23$0.05$0.4537%9.00
$53.00$54.00$55.00Oct 6$0.18$0.8237%4.56
$54.50$55.00$55.50Sep 22$0.36$0.1491%0.39

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 154 found (best net $-0.03, 124 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$44.00$48.001:2Oct 16-$3.12$0.88
$53.00$54.001:2Sep 30-$0.26$0.74
$52.50$53.501:2Sep 22-$0.44$0.56
$52.50$53.501:2Sep 25-$0.51$0.49
$54.00$54.501:2Sep 24-$0.11$0.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$65.00$60.001:2Oct 16-$0.03$4.97
$58.00$56.501:2Sep 28-$0.06$1.44
$57.00$56.001:2Sep 29-$0.16$0.84
$57.00$56.001:2Sep 30-$0.17$0.83
$56.00$55.501:2Sep 22-$0.08$0.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 58 found (best yield 2.15%, avg 0.60%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$55.00Oct 30$1.180.500.1%2.15%2.28%32514
$55.50Oct 30$0.930.441.0%1.69%2.73%48--
$56.00Oct 30$0.710.371.9%1.29%3.24%21238
$55.00Oct 23$1.020.500.1%1.86%1.98%215
$55.50Oct 23$0.780.431.0%1.42%2.46%72100
$56.50Oct 30$0.540.312.9%0.98%3.84%2180
$56.00Oct 23$0.570.351.9%1.04%2.99%1855
$55.00Oct 16$0.890.490.1%1.62%1.75%4.1K31.7K
$57.00Oct 30$0.390.253.8%0.71%4.48%83301
$55.50Oct 16$0.650.411.0%1.18%2.22%3.0K--

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 72,395
Total Puts 225,766
Put/Call Ratio 3.12
Net Difference -153,371

Prior's Put/Call Breakdown

Total Calls 57,811
Total Puts 81,977
Put/Call Ratio 1.42
Net Difference -24,166

Prior 7-Day Put/Call Summary

Total Calls 367,445
Total Puts 1,011,457
Average Put/Call Ratio 2.08
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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