Tour v456
XLP
State StreetCnsmrStpSelSectSPDRETF
$87.36 +0.34%
$87.30 (-0.07%)🌙
as of 07/29 06:14 PM
7/29 18:14

Option Volume

Detail
Current (07/29) 29,414
Calls: 10,437 (35%)
Puts: 18,977 (65%)
Prior (07/28) 105,468
Calls: 17,078 (16%)
Puts: 88,390 (84%)
Current vs Prior -72.11%
Calls: -38.89% (Calls)
Puts: -78.53% (Puts)
Prior 7-Day Total 242,913
Calls: 71,715 (30%)
Puts: 171,198 (70%)
Prior 7-Day Average 34,701
Calls: 10,245 (30%)
Puts: 24,456 (70%)
Current vs Prior 7-Day Avg -15.24%
Calls: +1.87%
Puts: -22.41%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/29) $7.69M
Calls: $3.29M (43%)
Puts: $4.40M (57%)
Prior (07/28) $19.28M
Calls: $4.07M (21%)
Puts: $15.21M (79%)
Current vs Prior -60.10%
Calls: -19.10%
Puts: -71.07%
Prior 7-Day Total $35.73M
Calls: $11.52M (32%)
Puts: $24.22M (68%)
Prior 7-Day Average $5.10M
Calls: $1.65M (32%)
Puts: $3.46M (68%)
Current vs Prior 7-Day Avg +50.71%
Calls: +100.11%
Puts: +27.21%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/29) 1.82
Prior (07/28) 5.18
Current vs Prior -64.87%
Prior 7-Day Average 2.06
Current vs Prior 7-Day Avg -11.54%
Sentiment BEARISH

Open Interest

Detail
Current (07/29) 280,208
Calls: 64,496 (23%)
Puts: 215,712 (77%)
Prior (07/28) 246,350
Calls: 73,092 (30%)
Puts: 173,258 (70%)
Current vs Prior +13.74%
Prior 7-Day Total 2,227,790
Calls: 537,591 (24%)
Puts: 1,690,199 (76%)
Prior 7-Day Average 318,255
Calls: 76,798 (24%)
Puts: 241,457 (76%)
Current vs Prior 7-Day Avg -11.96%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 3.98% | 6.54%4.98% | 6.67%
Prior 3.65% | 4.40%5.08% | 6.26%
Current vs Prior +9.06% | +48.57%-1.92% | +6.60%
Prior 7-Day Avg 2.62% | 3.31%4.66% | 6.02%
Current vs 7-Day Avg +52.07% | +97.23%+6.76% | +10.81%
Prior 7-Day Eod 3.65% | 4.40%5.08% | 6.26%
Current vs 7-Day Eod +9.06% | +48.57%-1.92% | +6.60%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 15.46% | 10.59%
Calls: 14.47% | 9.24%
Puts: 16.44% | 11.93%
Prior 11.30% | 8.75%
Calls: 8.97% | 5.00%
Puts: 13.64% | 12.50%
Current vs Prior +36.81% | +21.03%
Prior 7-Day Avg 94.48% | 23.21%
Calls: 93.19% | 15.05%
Puts: 14.18% | 31.37%
Current vs 7-Day Avg -83.64% | -54.37%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 60% vs prior. Dollar volume significantly above 7-day average (51% higher). Below-average activity with volume down 72% vs prior. Extreme bearish P/C ratio of 1.82 - 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 BEARISH
7-Day Avg BEARISH
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

📈 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 -- of results (avg --%, best --%)

No options available for this category

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 54 found (avg delta 0.65, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$74.00Jul 3111.3516.30$13.8335.8%51.0016
$76.00Jul 319.3514.30$11.8341.8%31.0017
$77.00Jul 318.6513.60$11.1344.5%50.9915
$78.00Jul 317.3512.30$9.8250.4%20.993
$84.00Jul 312.016.95$4.48110.3%10.88--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 3110.5515.50$13.0338.0%61.00--
$95.00Aug 146.2511.15$8.7056.3%10.69--
$88.00Aug 140.315.15$2.73177.3%300.6253
$90.00Aug 71.366.30$3.83129.0%100.60--
$88.00Aug 210.415.35$2.88171.5%3360.60277

Most actively traded options today. High liquidity = easy entry/exit. 150 active (total vol 21.4K, top 3.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$88.00Aug 210.351.70$1.02132.4%1.7K0.403.5K
$87.00Aug 70.315.25$2.78177.7%1.5K0.5249
$89.00Aug 210.204.95$2.58184.1%1.4K0.432.0K
$89.00Aug 70.115.05$2.58191.5%6620.43283
$88.50Aug 70.084.95$2.52193.3%5400.4530
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Aug 210.651.35$1.0070.0%3.3K0.326.5K
$85.00Aug 70.105.00$2.55192.2%3.1K0.3943
$86.50Aug 70.165.10$2.63187.8%2.7K0.45530
$86.00Aug 210.365.30$2.83174.6%8960.43361
$84.00Aug 70.004.80$2.40200.0%5310.351.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 32 strikes (avg 198.7%, max 703.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$88.00Jul 31Aug 21108.5%16.8%545.4%1.8K3.9K
$86.00Jul 31Sep 4128.8%26.3%389.0%3954
$84.50Jul 31Aug 21149.5%40.9%265.7%81828
$90.00Jul 31Sep 4136.9%38.5%255.5%1343
$89.00Jul 31Aug 28125.7%35.9%249.6%4911.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$81.00Jul 31Aug 21205.4%25.6%703.2%3471
$88.00Jul 31Aug 21108.5%16.8%545.4%446277
$85.50Jul 31Sep 4136.8%27.8%392.0%711
$84.50Jul 31Sep 4149.5%32.2%364.2%2811
$87.00Jul 31Sep 4105.2%30.2%247.7%1871.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 25 found (best R:R 33.62, avg 4.52)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$89.50$94.00Aug 14$0.13$4.37$0.1333.62$89.63
$87.50$90.00Sep 4$0.13$2.37$0.1318.23$87.63
$90.00$92.00Sep 4$0.32$1.68$0.325.25$90.32
$87.50$89.00Aug 28$0.32$1.18$0.323.69$87.82
$88.00$88.50Jul 31$0.13$0.37$0.132.85$88.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$87.00$85.50Sep 4$0.11$1.39$0.1112.64$86.89
$84.00$83.00Jul 31$0.17$0.83$0.174.88$83.83
$85.50$85.00Aug 7$0.11$0.39$0.113.55$85.39
$81.00$80.00Aug 21$0.24$0.76$0.243.17$80.76
$84.00$83.50Aug 28$0.13$0.37$0.132.85$83.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 38 found (best R:R 25.19, avg 3.01)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$78.00$83.50Jul 31$5.29$5.29$0.2125.19$83.29
$75.00$85.50Aug 14$9.70$9.70$0.8012.13$84.70
$78.00$85.50Aug 7$6.89$6.89$0.6111.30$84.89
$70.00$73.00Jul 31$2.65$2.65$0.357.57$72.65
$86.00$87.50Aug 28$1.28$1.28$0.225.82$87.28
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$89.00Jul 31$10.25$10.25$0.7513.67$89.75
$87.50$86.50Aug 28$0.83$0.83$0.174.88$86.67
$95.00$89.00Aug 14$4.92$4.92$1.084.56$90.08
$90.00$88.50Aug 7$1.05$1.05$0.452.33$88.95
$83.00$82.00Aug 21$0.56$0.56$0.441.27$82.44

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 29 found (avg debit $0.75, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$89.00Jul 31Aug 7$0.05125.7%63.2%
$87.50Jul 31Aug 7$0.0730.0%50.8%
$86.50Jul 31Aug 7$0.1020.6%53.5%
$94.00Aug 14Sep 4$0.1070.7%47.2%
$90.00Jul 31Aug 7$0.11136.9%69.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$80.00Jul 31Aug 21$0.0669.0%21.4%
$80.50Jul 31Aug 14$0.11213.1%71.2%
$81.00Jul 31Aug 7$0.11205.4%94.7%
$85.50Jul 31Aug 7$0.15136.8%62.8%
$83.00Jul 31Aug 7$0.1740.5%25.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 37 found (cheapest 2.54% of stock, avg 6.49%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$87.00Aug 21$1.42$0.80$2.22$84.78$89.222.54%
$86.50Jul 31$2.73$0.16$2.89$83.61$89.393.31%
$87.50Jul 31$2.48$0.75$3.23$84.27$90.733.70%
$86.00Aug 14$3.05$0.74$3.79$82.21$89.794.34%
$88.00Aug 14$1.08$2.73$3.81$84.19$91.814.36%
$88.00Aug 21$1.02$2.88$3.90$84.10$91.904.46%
$85.00Jul 31$3.43$0.55$3.98$81.02$88.984.56%
$84.00Jul 31$4.48$0.20$4.68$79.32$88.685.36%
$87.00Jul 31$2.73$2.40$5.13$81.87$92.135.87%
$88.50Aug 7$2.52$2.78$5.30$83.20$93.806.07%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 1.40% of stock, avg 5.47%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$89.50$87.50Jul 31$0.47$0.75$1.22$86.28$90.72
$88.00$86.00Aug 14$1.08$0.74$1.82$84.18$89.82
$88.00$87.00Aug 21$1.02$0.80$1.82$85.18$89.82
$89.50$87.00Jul 31$0.47$2.40$2.87$84.13$92.37
$89.50$84.50Jul 31$0.47$2.40$2.87$81.63$92.37
$89.50$85.50Jul 31$0.47$2.51$2.98$82.52$92.48
$89.50$86.00Jul 31$0.47$2.53$3.00$83.00$92.50
$94.00$86.00Aug 14$2.40$0.74$3.14$82.86$97.14
$88.50$87.50Jul 31$2.40$0.75$3.15$84.35$91.65
$90.00$87.50Jul 31$2.42$0.75$3.17$84.33$93.17

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 23 found (best R:R 8.09, avg credit $0.72)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
82/8390/90Aug 21$0.89$0.118.09$82.11$90.89
83/8486/86Aug 7$0.86$0.146.14$82.64$86.36
82/8386/86Aug 21$0.86$0.146.14$82.14$86.36
83/8485/86Jul 31$0.72$0.282.57$83.28$85.72
85/8687/88Aug 7$0.34$0.162.13$85.16$87.34
83/8487/88Sep 4$0.33$0.171.94$83.17$87.33
87/8890/92Sep 4$1.24$0.761.63$86.26$91.24
80/8185/86Aug 21$0.59$0.411.44$80.41$85.59
80/8190/90Aug 21$0.57$0.431.33$80.43$90.57
80/8186/86Aug 21$0.54$0.461.17$80.46$86.04

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 7.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$88.00$88.50$89.00Aug 7$0.07$0.436.14
$90.00$92.00$94.00Sep 4$0.29$1.715.90
$89.00$89.50$90.00Aug 7$0.11$0.393.55
$86.00$86.50$87.00Jul 31$0.15$0.352.33
$87.00$87.50$88.00Aug 7$0.21$0.291.38
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$83.00$83.50$84.00Aug 28$0.06$0.447.33
$82.00$83.00$84.00Jul 31$0.28$0.722.57
$84.50$85.00$85.50Aug 7$0.14$0.362.57
$79.00$80.00$81.00Aug 21$0.34$0.661.94
$86.50$87.00$87.50Aug 7$0.20$0.301.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 18 found (best net $-2.27, 7 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$89.50$94.001:2Aug 14-$2.27$2.23
$91.00$95.001:2Aug 21-$2.49$1.51
$78.00$83.501:2Jul 31$0.76$4.74
$75.00$85.501:2Aug 14$6.27$4.23
$78.00$85.501:2Aug 7$3.71$3.79
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$79.00$78.001:2Aug 21-$0.24$0.76
$83.00$82.001:2Jul 31-$0.25$0.75
$80.00$79.001:2Aug 21-$0.32$0.68
$84.50$84.001:2Aug 21-$0.08$0.42
$83.00$80.501:2Aug 14-$2.49$0.01

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 1.09%, avg 0.27%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$87.50Aug 28$0.950.490.2%1.09%1.25%2--
$90.00Sep 4$0.750.403.0%0.86%3.88%65
$87.50Sep 4$0.510.480.2%0.58%0.74%22
$88.00Aug 21$0.350.400.7%0.40%1.13%1.7K3.5K
$89.00Aug 28$0.310.421.9%0.35%2.23%513
$87.50Aug 21$0.270.490.2%0.31%0.47%185896
$89.00Aug 21$0.200.431.9%0.23%2.11%1.4K2.0K
$90.00Aug 28$0.170.403.0%0.19%3.22%5--
$87.50Aug 7$0.150.490.2%0.17%0.33%11851
$87.50Aug 14$0.150.470.2%0.17%0.33%13231

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 10,437
Total Puts 18,977
Put/Call Ratio 1.82
Net Difference -8,540

Prior's Put/Call Breakdown

Total Calls 17,078
Total Puts 88,390
Put/Call Ratio 5.18
Net Difference -71,312

Prior 7-Day Put/Call Summary

Total Calls 71,715
Total Puts 171,198
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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