Tour v452
XLP
State StreetCnsmrStpSelSectSPDRETF
$87.09 +2.03%
7/28 15:07

Option Volume

Detail
Current (07/28 3:05pm) 68,056
Calls: 15,142 (22%)
Puts: 52,914 (78%)
Prior (07/27) 17,924
Calls: 13,366 (75%)
Puts: 4,558 (25%)
Current vs Prior +279.69%
Calls: +13.29% (Calls)
Puts: +1060.90% (Puts)
Prior 7-Day Total 155,033
Calls: 56,468 (36%)
Puts: 98,565 (64%)
Prior 7-Day Average 22,147
Calls: 8,066 (36%)
Puts: 14,080 (64%)
Current vs Prior 7-Day Avg +207.28%
Calls: +87.71%
Puts: +275.79%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/28 3:05pm) $7.76M
Calls: $2.98M (38%)
Puts: $4.78M (62%)
Prior (07/27) $2.43M
Calls: $1.89M (78%)
Puts: $543.2K (22%)
Current vs Prior +218.70%
Calls: +57.71%
Puts: +779.23%
Prior 7-Day Total $15.25M
Calls: $6.66M (44%)
Puts: $8.59M (56%)
Prior 7-Day Average $2.18M
Calls: $951.2K (44%)
Puts: $1.23M (56%)
Current vs Prior 7-Day Avg +256.22%
Calls: +213.53%
Puts: +289.32%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/28 3:05pm) 3.49
Prior (07/27) 0.34
Current vs Prior +924.74%
Prior 7-Day Average 1.72
Current vs Prior 7-Day Avg +103.17%
Sentiment BEARISH

Open Interest

Detail
Current (07/28 3:05pm) 410,394
Calls: 94,213 (23%)
Puts: 316,181 (77%)
Prior (07/27) 401,055
Calls: 87,461 (22%)
Puts: 313,594 (78%)
Current vs Prior +2.33%
Prior 7-Day Total 2,551,460
Calls: 644,959 (25%)
Puts: 1,906,501 (75%)
Prior 7-Day Average 364,494
Calls: 92,137 (25%)
Puts: 272,357 (75%)
Current vs Prior 7-Day Avg +12.59%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.91% | 2.76%3.89% | 5.82%
Prior 4.65% | 3.54%5.37% | 6.23%
Current vs Prior -58.99% | -22.20%-27.55% | -6.53%
Prior 7-Day Avg 1.75% | 2.41%3.31% | 5.45%
Current vs 7-Day Avg +9.07% | +14.45%+17.55% | +6.87%
Prior 7-Day Eod 4.65% | 3.54%3.17% | 5.04%
Current vs 7-Day Eod -58.99% | -22.20%+22.61% | +15.57%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 11.30% | 8.75%
Calls: 8.97% | 5.00%
Puts: 13.64% | 12.50%
Prior 585.37% | 99.63%
Calls: 585.37% | 44.35%
Puts: -- | --
Current vs Prior -98.07% | -91.22%
Prior 7-Day Avg 101.85% | 23.06%
Calls: 103.37% | 15.02%
Puts: 19.49% | 31.11%
Current vs 7-Day Avg -88.91% | -62.06%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bearish flow with 62% put dollar volume ($4.78M). Massive premium surge with dollar volume up 219% vs prior. Dollar volume significantly above 7-day average (256% higher). Unusually high activity with volume up 280% vs prior - elevated interest.

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 BEARISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
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 78 of results (avg 6.6%, best 2.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.50Aug 72.142.20$2.172.8%290.74149
$86.00Jul 311.411.46$1.443.5%260.75726
$85.50Aug 142.422.51$2.473.6%30.701.4K
$79.00Jul 318.058.35$8.203.7%10.998
$86.00Aug 71.771.84$1.813.9%50.68138
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$84.00Aug 210.480.50$0.494.1%520.211.4K
$95.00Aug 147.658.00$7.834.5%10.96--
$90.50Aug 213.603.80$3.705.4%390.78--
$90.00Aug 213.203.40$3.306.1%1320.75--
$92.00Aug 214.755.10$4.937.1%280.87--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 33 found (avg $0.70, cheapest $0.25)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$88.50Jul 310.230.26$0.2512.0%390.231.2K
$88.00Jul 310.360.39$0.387.9%3170.32285
$89.00Aug 70.410.45$0.439.3%4630.26189
$89.50Aug 140.500.58$0.5414.8%3010.261
$87.50Jul 310.540.57$0.555.5%190.4256
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$86.50Jul 310.390.47$0.4318.6%4.1K0.36500
$85.50Aug 70.400.48$0.4418.2%120.26301
$84.00Aug 210.480.50$0.494.1%520.211.4K
$84.50Aug 210.510.62$0.5619.6%340.24190
$86.00Aug 70.520.62$0.5717.5%90.3357

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 111 found (avg delta 0.76, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$74.00Jul 3112.9514.60$13.7712.0%40.9918
$75.00Jul 3112.0013.45$12.7311.4%10.9918
$76.00Jul 3111.0012.55$11.7813.2%620.992
$77.00Jul 319.9511.60$10.7715.3%620.99--
$73.00Jul 3113.9515.60$14.7711.2%30.99--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 147.658.00$7.834.5%10.96--
$92.00Aug 214.755.10$4.937.1%280.87--
$91.00Aug 143.754.10$3.938.9%70.86--
$90.00Aug 72.843.15$3.0010.3%10.85--
$89.00Jul 311.852.10$1.9812.6%1.3K0.85--

Most actively traded options today. High liquidity = easy entry/exit. 227 active (total vol 35.9K, top 4.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$89.00Jul 310.130.18$0.1631.2%1.6K0.16290
$88.00Aug 211.251.37$1.319.2%1.4K0.432.3K
$89.00Aug 210.870.98$0.9311.8%9650.341.2K
$90.50Aug 210.450.57$0.5123.5%8240.222
$89.00Aug 70.410.45$0.439.3%4630.26189
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$86.50Jul 310.390.47$0.4318.6%4.1K0.36500
$83.50Jul 310.010.06$0.03166.7%4.0K0.04448
$88.00Jul 311.121.26$1.1911.8%3.8K0.682
$85.00Aug 210.660.74$0.7011.4%2.9K0.285.0K
$83.00Aug 210.270.36$0.3228.1%1.8K0.151.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 56 strikes (avg 52.0%, max 126.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Jul 31Aug 2143.8%20.6%112.1%773
$94.00Jul 31Sep 437.7%18.1%107.7%23--
$79.00Jul 31Aug 2145.0%22.9%96.5%138
$80.50Jul 31Aug 2837.5%20.1%86.7%--60
$93.00Jul 31Aug 2833.2%18.1%82.8%81
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$78.00Jul 31Aug 2850.4%22.3%126.2%--54
$78.50Jul 31Aug 2847.9%21.2%125.7%111
$79.00Jul 31Aug 2845.0%21.4%110.6%--98
$79.50Jul 31Aug 2842.3%20.8%103.6%--41
$80.00Jul 31Aug 2840.0%20.4%95.9%455

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 100 found (best R:R 11.50, avg 2.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$91.00$92.00Aug 14$0.10$0.90$0.109.00$91.10
$92.00$93.00Aug 28$0.11$0.89$0.118.09$92.11
$91.00$92.00Aug 21$0.14$0.86$0.146.14$91.14
$91.00$94.00Sep 4$0.44$2.56$0.445.82$91.44
$90.00$91.00Aug 14$0.16$0.84$0.165.25$90.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$82.00$80.50Sep 4$0.12$1.38$0.1211.50$81.88
$83.00$82.00Aug 28$0.15$0.85$0.155.67$82.85
$83.50$82.50Sep 4$0.17$0.83$0.174.88$83.33
$86.00$85.50Jul 31$0.10$0.40$0.104.00$85.90
$84.50$84.00Aug 28$0.12$0.38$0.123.17$84.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 126 found (best R:R 39.00, avg 1.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$80.50$82.00Aug 28$1.38$1.38$0.1211.50$81.88
$81.00$83.50Sep 4$2.28$2.28$0.2210.36$83.28
$82.00$83.00Aug 21$0.90$0.90$0.109.00$82.90
$83.50$84.00Aug 21$0.40$0.40$0.104.00$83.90
$85.50$86.00Aug 28$0.39$0.39$0.113.55$85.89
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$91.00Aug 14$3.90$3.90$0.1039.00$91.10
$91.00$90.00Aug 14$0.83$0.83$0.174.88$90.17
$92.00$90.50Aug 21$1.23$1.23$0.274.56$90.77
$90.00$89.50Aug 7$0.40$0.40$0.104.00$89.60
$89.00$88.50Sep 4$0.38$0.38$0.123.17$88.62

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 46 found (avg debit $0.22, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$80.00Aug 14Aug 21$0.0522.9%21.7%
$92.00Jul 31Aug 7$0.0628.5%20.7%
$95.00Jul 31Aug 21$0.0943.8%20.6%
$91.00Jul 31Aug 7$0.1226.3%20.6%
$94.00Jul 31Aug 21$0.1237.7%19.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$82.00Jul 31Aug 7$0.0629.8%22.4%
$82.50Jul 31Aug 7$0.0632.0%22.1%
$83.00Jul 31Aug 7$0.0730.6%20.9%
$80.50Jul 31Aug 14$0.0837.5%22.3%
$78.50Jul 31Aug 28$0.0947.9%21.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 98 found (cheapest 1.62% of stock, avg 4.57%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$87.00Jul 31$0.78$0.63$1.41$85.59$88.411.62%
$87.50Jul 31$0.55$0.88$1.43$86.07$88.931.64%
$86.50Jul 31$1.09$0.43$1.52$84.98$88.021.75%
$88.00Jul 31$0.38$1.19$1.57$86.43$89.571.80%
$86.00Jul 31$1.44$0.28$1.72$84.28$87.721.97%
$88.50Jul 31$0.25$1.61$1.86$86.64$90.362.14%
$85.50Jul 31$1.90$0.18$2.08$83.42$87.582.39%
$89.00Jul 31$0.16$1.98$2.14$86.86$91.142.46%
$87.00Aug 7$1.20$0.95$2.15$84.85$89.152.47%
$87.50Aug 7$0.95$1.20$2.15$85.35$89.652.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.25% of stock, avg 2.01%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$89.50$85.00Jul 31$0.11$0.11$0.22$84.78$89.72
$89.00$85.00Jul 31$0.16$0.11$0.27$84.73$89.27
$89.50$85.50Jul 31$0.11$0.18$0.29$85.21$89.79
$89.00$85.50Jul 31$0.16$0.18$0.34$85.16$89.34
$88.50$85.00Jul 31$0.25$0.11$0.36$84.64$88.86
$89.50$86.00Jul 31$0.11$0.28$0.39$85.61$89.89
$88.50$85.50Jul 31$0.25$0.18$0.43$85.07$88.93
$89.00$86.00Jul 31$0.16$0.28$0.44$85.56$89.44
$88.00$85.00Jul 31$0.38$0.11$0.49$84.51$88.49
$88.50$86.00Jul 31$0.25$0.28$0.53$85.47$89.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 39 found (best R:R 4.00, avg credit $0.49)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
87/8888/89Sep 4$0.40$0.104.00$87.10$88.90
84/8486/86Aug 28$0.39$0.113.55$84.11$86.39
88/8888/89Sep 4$0.39$0.113.55$87.61$88.89
84/8586/86Sep 4$0.38$0.123.17$84.62$85.88
84/8486/86Sep 4$0.37$0.132.85$84.13$85.87
86/8788/88Sep 4$1.09$0.412.66$85.91$88.59
85/8687/88Sep 4$0.35$0.152.33$85.15$87.35
84/8587/88Sep 4$0.33$0.171.94$84.67$87.33
82/8484/85Sep 4$0.65$0.351.86$82.85$85.15
82/8488/88Sep 4$0.65$0.351.86$82.85$88.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 46 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$92.00$93.00$94.00Aug 21$0.05$0.9519.00
$90.00$91.00$92.00Aug 14$0.06$0.9415.67
$74.00$75.00$76.00Jul 31$0.09$0.9110.11
$82.50$83.00$83.50Aug 7$0.05$0.459.00
$83.00$83.50$84.00Aug 21$0.05$0.459.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$86.00$86.50$87.00Jul 31$0.05$0.459.00
$86.50$87.00$87.50Jul 31$0.05$0.459.00
$86.00$86.50$87.00Aug 14$0.05$0.459.00
$87.00$87.50$88.00Jul 31$0.06$0.447.33
$83.50$84.00$84.50Aug 14$0.06$0.447.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 89 found (best net $--, 88 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$100.001:2Jul 31$0.00$5.00
$90.50$92.001:2Aug 28-$0.09$1.41
$95.00$96.001:2Aug 21-$0.05$0.95
$91.00$92.001:2Aug 14-$0.07$0.93
$94.00$95.001:2Aug 21-$0.08$0.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$91.001:2Aug 14-$0.03$3.97
$92.00$89.001:2Sep 4-$0.73$2.27
$75.00$73.001:2Aug 21-$0.03$1.97
$82.00$80.501:2Sep 4-$0.13$1.37
$87.00$85.501:2Sep 4-$0.49$1.01

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 2.09%, avg 0.74%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$87.50Sep 4$1.820.490.5%2.09%2.56%2--
$87.50Aug 28$1.690.480.5%1.94%2.41%2567
$88.00Aug 28$1.440.441.0%1.65%2.70%515
$88.50Sep 4$1.410.411.6%1.62%3.24%7--
$87.50Aug 21$1.370.480.5%1.57%2.04%50871
$88.00Aug 21$1.250.431.0%1.44%2.48%1.4K2.3K
$87.50Aug 14$1.220.470.5%1.40%1.87%304
$88.50Aug 28$1.210.401.6%1.39%3.01%72
$89.00Sep 4$1.200.382.2%1.38%3.57%1211
$88.50Aug 21$1.030.391.6%1.18%2.80%71109

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 15,142
Total Puts 52,914
Put/Call Ratio 3.49
Net Difference -37,772

Prior's Put/Call Breakdown

Total Calls 13,366
Total Puts 4,558
Put/Call Ratio 0.34
Net Difference 8,808

Prior 7-Day Put/Call Summary

Total Calls 56,468
Total Puts 98,565
Average Put/Call Ratio 1.72
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All