Tour v472
XLP
State StreetCnsmrStpSelSectSPDRETF
$85.47 -2.16%
$85.46 (-0.01%)🌙
as of 07/30 06:12 PM
7/30 18:12

Option Volume

Detail
Current (07/30) 63,045
Calls: 13,452 (21%)
Puts: 49,593 (79%)
Prior (07/29) 29,414
Calls: 10,437 (35%)
Puts: 18,977 (65%)
Current vs Prior +114.34%
Calls: +28.89% (Calls)
Puts: +161.33% (Puts)
Prior 7-Day Total 259,001
Calls: 75,352 (29%)
Puts: 183,649 (71%)
Prior 7-Day Average 37,000
Calls: 10,764 (29%)
Puts: 26,235 (71%)
Current vs Prior 7-Day Avg +70.39%
Calls: +24.97%
Puts: +89.03%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/30) $11.14M
Calls: $2.00M (18%)
Puts: $9.14M (82%)
Prior (07/29) $7.69M
Calls: $3.29M (43%)
Puts: $4.40M (57%)
Current vs Prior +44.82%
Calls: -39.22%
Puts: +107.70%
Prior 7-Day Total $42.21M
Calls: $14.18M (34%)
Puts: $28.03M (66%)
Prior 7-Day Average $6.03M
Calls: $2.03M (34%)
Puts: $4.00M (66%)
Current vs Prior 7-Day Avg +84.76%
Calls: -1.24%
Puts: +128.28%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/30) 3.69
Prior (07/29) 1.82
Current vs Prior +102.76%
Prior 7-Day Average 2.18
Current vs Prior 7-Day Avg +69.26%
Sentiment BEARISH

Open Interest

Detail
Current (07/30) 323,708
Calls: 72,381 (22%)
Puts: 251,327 (78%)
Prior (07/29) 280,208
Calls: 64,496 (23%)
Puts: 215,712 (77%)
Current vs Prior +15.52%
Prior 7-Day Total 2,150,813
Calls: 519,043 (24%)
Puts: 1,631,770 (76%)
Prior 7-Day Average 307,259
Calls: 74,149 (24%)
Puts: 233,110 (76%)
Current vs Prior 7-Day Avg +5.35%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 3.70% | 2.89%5.34% | 5.00%
Prior 3.98% | 6.54%4.98% | 6.67%
Current vs Prior -7.19% | -55.79%+7.15% | -25.14%
Prior 7-Day Avg 2.98% | 3.88%4.76% | 6.12%
Current vs 7-Day Avg +24.07% | -25.50%+11.98% | -18.42%
Prior 7-Day Eod 3.98% | 6.54%4.98% | 6.67%
Current vs 7-Day Eod -7.19% | -55.79%+7.15% | -25.14%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 15.46% | 10.59%
Calls: 14.47% | 9.24%
Puts: 16.44% | 11.93%
Prior 15.46% | 10.59%
Calls: 14.47% | 9.24%
Puts: 16.44% | 11.93%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 95.75% | 23.39%
Calls: 94.16% | 14.97%
Puts: 16.01% | 31.81%
Current vs 7-Day Avg -83.85% | -54.72%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 82% of dollar volume in puts ($9.14M) vs calls ($2.00M). Dollar volume significantly above 7-day average (85% higher). Unusually high activity with volume up 114% vs prior - elevated interest. Extreme bearish P/C ratio of 3.69 - 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. 65 found (avg delta 0.73, highest 1.01)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$74.00Jul 319.5013.55$11.5335.1%111.0117
$75.00Jul 318.3012.55$10.4340.7%11.01--
$76.00Jul 317.4512.00$9.7346.8%21.00--
$77.00Jul 316.4511.00$8.7352.1%11.00--
$78.00Jul 315.309.35$7.3255.3%11.004
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.00Jul 310.485.00$2.74165.0%681.001.2K
$88.00Jul 312.013.10$2.5542.7%6.2K1.003.7K
$88.00Aug 71.645.00$3.32101.2%1521.00328
$89.00Jul 311.115.65$3.38134.3%1.8K0.94--
$95.00Aug 149.0012.00$10.5028.6%10.892

Most actively traded options today. High liquidity = easy entry/exit. 165 active (total vol 48.4K, top 6.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$86.00Aug 70.651.29$0.9766.0%3.6K0.63140
$86.00Jul 310.100.50$0.30133.3%1.7K0.55814
$86.00Aug 210.841.58$1.2161.2%1.3K0.442.4K
$88.00Aug 210.165.00$2.58187.6%8440.414.4K
$87.00Aug 140.031.10$0.57187.7%6080.3384
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$88.00Jul 312.013.10$2.5542.7%6.2K1.003.7K
$85.50Jul 310.002.68$1.34200.0%4.9K0.445.3K
$85.00Aug 70.300.89$0.6098.3%4.6K0.333.0K
$82.50Aug 70.055.00$2.53195.7%4.1K0.33475
$83.50Jul 310.004.80$2.40200.0%4.0K0.364.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 30 strikes (avg 342.1%, max 784.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$83.50Jul 31Aug 21216.9%24.5%784.7%12126
$84.50Jul 31Aug 28118.8%13.5%779.9%5051.1K
$84.00Jul 31Aug 21127.2%19.0%568.5%22917
$86.50Jul 31Aug 21134.5%21.7%519.4%18854
$86.00Jul 31Aug 28150.0%24.3%517.4%1.7K834
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$86.00Jul 31Aug 21150.0%18.3%721.6%301.1K
$83.50Jul 31Sep 4216.9%27.7%683.8%4.0K4.4K
$82.50Jul 31Sep 4108.6%14.3%660.6%23686
$84.00Jul 31Sep 4127.2%18.6%585.4%37636
$84.50Jul 31Sep 4118.8%18.4%545.3%552770

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 34 found (best R:R 75.92, avg 4.25)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$82.50$83.00Jul 31$0.10$0.40$0.104.00$82.60
$89.00$90.00Sep 4$0.20$0.80$0.204.00$89.20
$90.00$91.00Aug 28$0.23$0.77$0.233.35$90.23
$88.50$91.00Aug 14$0.59$1.91$0.593.24$89.09
$86.00$87.50Aug 28$0.37$1.13$0.373.05$86.37
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$80.00$70.00Aug 28$0.13$9.87$0.1375.92$79.87
$86.50$85.50Sep 4$0.12$0.88$0.127.33$86.38
$81.00$80.00Aug 21$0.19$0.81$0.194.26$80.81
$88.00$87.00Aug 14$0.20$0.80$0.204.00$87.80
$82.50$82.00Aug 7$0.13$0.37$0.132.85$82.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 49 found (best R:R 7.82, avg 1.80)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$75.00$83.00Aug 14$7.08$7.08$0.927.70$82.08
$79.50$82.50Jul 31$2.65$2.65$0.357.57$82.15
$73.00$74.00Jul 31$0.82$0.82$0.184.56$73.82
$84.50$85.50Aug 14$0.81$0.81$0.194.26$85.31
$86.00$87.00Aug 14$0.76$0.76$0.243.17$86.76
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$89.00$87.50Aug 28$1.33$1.33$0.177.82$87.67
$86.50$85.50Aug 28$0.84$0.84$0.165.25$85.66
$89.00$88.00Aug 14$0.82$0.82$0.184.56$88.18
$81.50$81.00Aug 21$0.38$0.38$0.123.17$81.12
$85.50$85.00Aug 21$0.38$0.38$0.123.17$85.12

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 20 found (avg debit $1.03, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$75.00Jul 31Aug 14$0.12114.2%40.0%
$90.00Jul 31Aug 21$0.2937.2%20.0%
$87.00Jul 31Aug 7$0.5526.2%41.0%
$88.00Jul 31Aug 7$0.6016.6%18.3%
$86.00Jul 31Aug 7$0.67150.0%37.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$87.50Jul 31Aug 28$0.2089.1%20.2%
$85.00Jul 31Aug 7$0.2846.9%25.9%
$80.00Aug 21Aug 28$0.4319.1%27.2%
$89.00Jul 31Aug 14$0.4487.7%25.5%
$81.50Jul 31Aug 21$0.7056.0%25.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 44 found (cheapest 2.49% of stock, avg 4.27%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$85.00Aug 7$1.53$0.60$2.13$82.87$87.132.49%
$85.00Jul 31$1.82$0.32$2.14$82.86$87.142.50%
$86.00Aug 7$0.97$1.51$2.48$83.52$88.482.90%
$86.50Jul 31$0.13$2.40$2.53$83.97$89.032.96%
$88.00Jul 31$0.01$2.55$2.56$85.44$90.563.00%
$84.00Aug 14$2.20$0.40$2.60$81.40$86.603.04%
$86.00Jul 31$0.30$2.40$2.70$83.30$88.703.16%
$84.50Jul 31$1.56$1.22$2.78$81.72$87.283.25%
$83.00Jul 31$2.78$0.03$2.81$80.19$85.813.29%
$85.50Jul 31$1.49$1.34$2.83$82.67$88.333.31%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 0.89% of stock, avg 3.01%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$89.00$85.00Aug 7$0.16$0.60$0.76$84.24$89.76
$91.00$84.50Aug 28$0.38$0.67$1.05$83.45$92.05
$87.50$84.50Aug 14$0.53$0.56$1.09$83.41$88.59
$89.00$85.50Aug 7$0.16$0.94$1.10$84.40$90.10
$87.00$84.50Aug 14$0.57$0.56$1.13$83.37$88.13
$88.00$85.00Aug 7$0.61$0.60$1.21$83.79$89.21
$87.50$85.00Aug 7$0.63$0.60$1.23$83.77$88.73
$91.00$85.00Aug 28$0.38$0.86$1.24$83.76$92.24
$88.00$84.50Aug 14$0.72$0.56$1.28$83.22$89.28
$90.00$84.50Aug 28$0.61$0.67$1.28$83.22$91.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 51 found (best R:R 8.09, avg credit $0.91)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
86/8790/91Sep 4$0.89$0.118.09$86.11$90.89
81/8290/91Aug 28$0.86$0.146.14$80.64$90.86
80/8187/88Aug 21$0.85$0.155.67$80.15$87.85
82/8384/86Aug 28$1.23$0.274.56$81.77$85.73
82/8290/91Aug 28$0.81$0.194.26$81.69$90.81
85/8690/91Sep 4$0.79$0.213.76$84.71$90.79
85/8686/88Aug 28$1.18$0.323.69$84.32$87.18
82/8286/87Aug 7$0.39$0.113.55$82.11$86.89
86/8789/90Sep 4$0.76$0.243.17$86.24$89.76
86/8788/91Aug 14$1.86$0.642.91$85.14$90.36

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 5.25, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$82.50$83.00$83.50Jul 31$0.08$0.425.25
$86.50$87.00$87.50Aug 7$0.09$0.414.56
$78.50$79.00$79.50Jul 31$0.15$0.352.33
$87.00$87.50$88.00Aug 7$0.15$0.352.33
$83.00$83.50$84.00Aug 21$0.18$0.321.78
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$84.00$84.50$85.00Sep 4$0.08$0.425.25
$86.00$87.00$88.00Aug 7$0.37$0.631.70
$84.50$85.00$85.50Sep 4$0.19$0.311.63
$85.00$85.50$86.00Aug 7$0.23$0.271.17
$85.00$85.50$86.00Aug 21$0.26$0.240.92

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 44 found (best net $-0.32, 30 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$79.50$82.501:2Jul 31-$0.23$2.77
$80.00$83.001:2Aug 21-$1.91$1.09
$87.50$89.001:2Sep 4-$0.55$0.95
$90.00$91.001:2Aug 28-$0.15$0.85
$90.00$91.001:2Sep 4-$0.17$0.83
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$80.00$70.001:2Aug 28-$0.32$9.68
$80.00$78.001:2Aug 21-$0.13$1.87
$81.00$79.001:2Aug 7-$0.37$1.63
$85.50$85.001:2Aug 28-$0.05$0.45
$85.00$84.501:2Aug 14-$0.12$0.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 1.22%, avg 0.42%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$85.50Aug 21$1.040.490.0%1.22%1.25%4595
$86.00Aug 21$0.840.440.6%0.98%1.60%1.3K2.4K
$85.50Aug 14$0.490.540.0%0.57%0.61%1001.4K
$87.50Sep 4$0.490.382.4%0.57%2.95%1--
$87.50Aug 21$0.420.292.4%0.49%2.87%4--
$87.50Aug 28$0.300.402.4%0.35%2.73%2--
$91.00Aug 28$0.250.166.5%0.29%6.76%28
$88.00Aug 7$0.200.393.0%0.23%3.19%15270
$90.00Sep 4$0.180.245.3%0.21%5.51%12
$88.00Aug 21$0.160.413.0%0.19%3.15%8444.4K

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 13,452
Total Puts 49,593
Put/Call Ratio 3.69
Net Difference -36,141

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 75,352
Total Puts 183,649
Average Put/Call Ratio 2.18
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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