Tour v483
XLP
State StreetCnsmrStpSelSectSPDRETF
$84.88 -0.20%
8/3 15:07

Option Volume

Detail
Current (08/03 3:05pm) 13,528
Calls: 5,646 (42%)
Puts: 7,882 (58%)
Prior (07/31) 25,401
Calls: 8,280 (33%)
Puts: 17,121 (67%)
Current vs Prior -46.74%
Calls: -31.81% (Calls)
Puts: -53.96% (Puts)
Prior 7-Day Total 210,869
Calls: 67,999 (32%)
Puts: 142,870 (68%)
Prior 7-Day Average 30,124
Calls: 9,714 (32%)
Puts: 20,410 (68%)
Current vs Prior 7-Day Avg -55.09%
Calls: -41.88%
Puts: -61.38%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/03 3:05pm) $2.08M
Calls: $719.0K (35%)
Puts: $1.36M (65%)
Prior (07/31) $2.72M
Calls: $985.1K (36%)
Puts: $1.73M (64%)
Current vs Prior -23.31%
Calls: -27.01%
Puts: -21.20%
Prior 7-Day Total $22.79M
Calls: $10.31M (45%)
Puts: $12.48M (55%)
Prior 7-Day Average $3.26M
Calls: $1.47M (45%)
Puts: $1.78M (55%)
Current vs Prior 7-Day Avg -36.02%
Calls: -51.17%
Puts: -23.49%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/03 3:05pm) 1.40
Prior (07/31) 2.07
Current vs Prior -32.49%
Prior 7-Day Average 2.07
Current vs Prior 7-Day Avg -32.54%
Sentiment BEARISH

Open Interest

Detail
Current (08/03 3:05pm) 482,249
Calls: 105,646 (22%)
Puts: 376,603 (78%)
Prior (07/31) 512,505
Calls: 115,880 (23%)
Puts: 396,625 (77%)
Current vs Prior -5.90%
Prior 7-Day Total 2,674,182
Calls: 617,640 (23%)
Puts: 2,056,542 (77%)
Prior 7-Day Average 382,026
Calls: 88,234 (23%)
Puts: 293,791 (77%)
Current vs Prior 7-Day Avg +26.23%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 1.84% | 2.59%3.17% | 5.18%
Prior 1.71% | 2.62%3.88% | 5.85%
Current vs Prior +7.53% | -0.89%-18.26% | -11.39%
Prior 7-Day Avg 2.01% | 2.62%4.11% | 5.81%
Current vs 7-Day Avg -8.69% | -1.01%-22.80% | -10.79%
Prior 7-Day Eod 1.71% | 2.62%4.35% | 5.06%
Current vs 7-Day Eod +7.53% | -0.89%-27.15% | +2.53%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 11.08% | 12.95%
Calls: 9.30% | 10.74%
Puts: 12.86% | 15.15%
Prior 15.46% | 10.59%
Calls: 14.47% | 9.24%
Puts: 16.44% | 11.93%
Current vs Prior -28.33% | +22.29%
Prior 7-Day Avg 95.75% | 23.39%
Calls: 94.16% | 14.97%
Puts: 16.01% | 31.81%
Current vs 7-Day Avg -88.43% | -44.63%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 65% put dollar volume ($1.36M). Below-average activity with volume down 47% vs prior. Bearish P/C ratio of 1.40 indicates protective positioning. P/C ratio dropping 32% - sentiment shifting bullish.

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 77 of results (avg 7.2%, best 2.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$86.00Aug 210.790.81$0.802.5%580.373.3K
$75.00Aug 219.8510.20$10.023.5%--1.0011
$78.00Aug 76.807.05$6.933.6%--1.0010
$79.00Aug 216.006.25$6.134.1%--0.9330
$78.00Aug 216.957.25$7.104.2%20.94--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.00Aug 210.290.30$0.303.3%1730.174.5K
$90.50Aug 215.505.75$5.634.4%--0.9326
$89.00Aug 74.054.25$4.154.8%--0.9612
$90.00Aug 75.005.25$5.134.9%100.9811
$84.00Aug 210.760.80$0.785.1%1510.381.4K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 33 found (avg $0.61, cheapest $0.15)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$88.00Aug 140.140.16$0.1513.3%60.12183
$88.00Aug 210.280.34$0.3119.4%5050.185.1K
$86.50Aug 140.360.42$0.3915.4%2740.26718
$87.50Aug 210.350.42$0.3917.9%10.21977
$87.00Aug 210.470.54$0.5113.7%240.261.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$81.00Aug 210.180.20$0.1910.5%400.121.7K
$82.50Aug 140.210.25$0.2317.4%10.1758
$81.50Aug 210.230.25$0.248.3%110.141.0K
$82.00Aug 210.290.30$0.303.3%1730.174.5K
$82.50Aug 210.370.41$0.3910.3%70.21222

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 89 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$74.00Aug 710.6512.55$11.6016.4%111.00--
$75.00Aug 79.6511.60$10.6318.3%111.001
$78.00Aug 76.807.05$6.933.6%--1.0010
$75.00Aug 219.8510.20$10.023.5%--1.0011
$81.00Aug 73.804.05$3.936.4%--0.9634
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 714.4015.75$15.089.0%20.99--
$90.00Aug 75.005.25$5.134.9%100.9811
$89.00Aug 74.054.25$4.154.8%--0.9612
$88.50Aug 73.553.75$3.655.5%--0.9650
$88.00Aug 73.003.35$3.1811.0%--0.95253

Most actively traded options today. High liquidity = easy entry/exit. 147 active (total vol 6.4K, top 578)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$86.00Aug 70.220.28$0.2524.0%5780.253.2K
$88.00Aug 210.280.34$0.3119.4%5050.185.1K
$86.00Aug 140.500.58$0.5414.8%3380.33115
$86.50Aug 70.130.18$0.1631.2%3290.17111
$86.50Aug 140.360.42$0.3915.4%2740.26718
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Aug 211.131.26$1.1910.9%5300.516.5K
$83.00Aug 70.100.14$0.1233.3%2090.14329
$82.00Aug 210.290.30$0.303.3%1730.174.5K
$84.00Aug 210.760.80$0.785.1%1510.381.4K
$84.50Aug 70.420.52$0.4721.3%1430.41276

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 50 strikes (avg 31.0%, max 88.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Aug 7Aug 2146.2%24.5%88.3%112
$75.00Aug 7Aug 2148.0%27.6%74.0%1112
$91.00Aug 7Sep 429.1%18.3%59.3%431
$78.00Aug 7Aug 2134.4%22.1%55.6%210
$90.50Aug 7Aug 2828.6%18.6%53.5%--144
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$77.00Aug 7Sep 438.9%20.9%85.9%112
$78.00Aug 7Aug 2834.4%20.4%68.5%131
$79.00Aug 7Aug 2829.9%19.5%53.3%--83
$90.00Aug 7Aug 2127.6%18.5%49.1%10141
$79.50Aug 7Aug 2827.6%18.8%47.1%339

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 79 found (best R:R 24.00, avg 2.33)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$91.00$94.00Sep 4$0.12$2.88$0.1224.00$91.12
$89.00$91.00Sep 4$0.20$1.80$0.209.00$89.20
$88.00$89.00Aug 28$0.18$0.82$0.184.56$88.18
$86.50$87.00Aug 14$0.10$0.40$0.104.00$86.60
$87.50$89.00Sep 4$0.34$1.16$0.343.41$87.84
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$80.50$77.00Sep 4$0.20$3.30$0.2016.50$80.30
$81.50$80.50Sep 4$0.14$0.86$0.146.14$81.36
$82.50$82.00Sep 11$0.10$0.40$0.104.00$82.40
$84.00$83.50Aug 7$0.11$0.39$0.113.55$83.89
$83.50$83.00Aug 14$0.11$0.39$0.113.55$83.39

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 103 found (best R:R 7.33, avg 1.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$80.50$82.00Aug 28$1.32$1.32$0.187.33$81.82
$82.50$83.00Aug 28$0.39$0.39$0.113.55$82.89
$83.50$84.00Aug 7$0.38$0.38$0.123.17$83.88
$82.00$82.50Aug 28$0.38$0.38$0.123.17$82.38
$83.00$83.50Aug 21$0.37$0.37$0.132.85$83.37
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$89.00$87.50Sep 4$1.25$1.25$0.255.00$87.75
$86.50$86.00Aug 7$0.40$0.40$0.104.00$86.10
$87.00$86.50Aug 21$0.39$0.39$0.113.55$86.61
$87.00$86.50Aug 14$0.38$0.38$0.123.17$86.62
$87.50$87.00Aug 28$0.38$0.38$0.123.17$87.12

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 39 found (avg debit $0.18, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$89.50Aug 7Aug 14$0.0527.1%19.6%
$90.00Aug 7Aug 14$0.0527.6%20.5%
$94.00Aug 21Sep 4$0.0623.1%20.2%
$89.00Aug 7Aug 14$0.0724.8%19.0%
$88.50Aug 7Aug 14$0.0923.0%18.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$80.00Aug 7Aug 14$0.0526.7%20.9%
$78.00Aug 7Aug 21$0.0634.4%22.1%
$81.00Aug 7Aug 14$0.0823.7%19.6%
$81.50Aug 7Aug 14$0.0922.4%18.4%
$80.50Aug 14Aug 21$0.0919.7%18.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 85 found (cheapest 1.52% of stock, avg 4.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$85.00Aug 7$0.59$0.70$1.29$83.71$86.291.52%
$84.50Aug 7$0.86$0.47$1.33$83.17$85.831.57%
$85.50Aug 7$0.38$0.99$1.37$84.13$86.871.61%
$84.00Aug 7$1.21$0.30$1.51$82.49$85.511.78%
$86.00Aug 7$0.25$1.34$1.59$84.41$87.591.87%
$83.50Aug 7$1.59$0.19$1.78$81.72$85.282.10%
$86.50Aug 7$0.16$1.74$1.90$84.60$88.402.24%
$85.00Aug 14$0.95$0.99$1.94$83.06$86.942.29%
$84.50Aug 14$1.21$0.74$1.95$82.55$86.452.30%
$85.50Aug 14$0.71$1.25$1.96$83.54$87.462.31%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 0.19% of stock, avg 1.81%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$87.00$82.50Aug 7$0.09$0.07$0.16$82.34$87.16
$87.00$83.00Aug 7$0.09$0.12$0.21$82.79$87.21
$86.50$82.50Aug 7$0.16$0.07$0.23$82.27$86.73
$86.50$83.00Aug 7$0.16$0.12$0.28$82.72$86.78
$87.00$83.50Aug 7$0.09$0.19$0.28$83.22$87.28
$86.00$82.50Aug 7$0.25$0.07$0.32$82.18$86.32
$86.50$83.50Aug 7$0.16$0.19$0.35$83.15$86.85
$86.00$83.00Aug 7$0.25$0.12$0.37$82.63$86.37
$87.00$84.00Aug 7$0.09$0.30$0.39$83.61$87.39
$86.00$83.50Aug 7$0.25$0.19$0.44$83.06$86.44

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 96 found (best R:R 4.00, avg credit $0.45)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
84/8486/86Aug 28$0.40$0.104.00$84.10$85.90
84/8586/86Sep 11$0.40$0.104.00$84.60$85.90
84/8486/86Aug 28$0.39$0.113.55$84.11$86.39
82/8284/85Sep 11$0.39$0.113.55$82.11$84.89
80/8284/84Sep 4$0.77$0.233.35$80.73$84.27
84/8484/85Aug 7$0.38$0.123.17$83.62$84.88
84/8485/86Aug 7$0.38$0.123.17$84.12$85.38
84/8484/85Aug 14$0.38$0.123.17$83.62$84.88
82/8386/86Aug 28$0.38$0.123.17$82.62$85.88
82/8284/84Sep 4$0.76$0.243.17$81.24$84.26

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 35 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$86.50$87.00$87.50Aug 7$0.05$0.459.00
$86.00$86.50$87.00Aug 14$0.05$0.459.00
$82.50$83.00$83.50Aug 21$0.05$0.459.00
$86.00$86.50$87.00Aug 21$0.05$0.459.00
$88.00$89.00$90.00Aug 28$0.11$0.898.09
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$83.00$83.50$84.00Aug 21$0.05$0.459.00
$82.50$83.00$83.50Sep 4$0.05$0.459.00
$83.50$84.00$84.50Aug 7$0.06$0.447.33
$84.00$84.50$85.00Aug 7$0.06$0.447.33
$84.50$85.00$85.50Aug 7$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. 85 found (best net $-0.03, 80 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$91.00$95.001:2Aug 7-$0.03$3.97
$78.00$81.001:2Aug 7-$0.93$2.07
$89.00$91.001:2Sep 4-$0.02$1.98
$90.50$92.001:2Aug 28-$0.05$1.45
$87.50$89.001:2Sep 4-$0.08$1.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$75.00$73.001:2Aug 21-$0.02$1.98
$73.00$71.001:2Aug 21-$0.03$1.97
$84.00$82.501:2Sep 11-$0.36$1.14
$77.00$76.001:2Aug 21-$0.05$0.95
$79.00$78.001:2Aug 21-$0.05$0.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 48 found (best yield 2.11%, avg 0.65%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$85.00Sep 11$1.790.500.1%2.11%2.25%2417
$85.00Sep 4$1.630.490.1%1.92%2.06%--49
$85.50Sep 11$1.560.460.7%1.84%2.57%162
$85.00Aug 28$1.420.500.1%1.67%1.81%60229
$85.50Sep 4$1.380.450.7%1.63%2.36%2116
$86.00Sep 11$1.280.421.3%1.51%2.83%2--
$85.00Aug 21$1.160.490.1%1.37%1.51%378.8K
$85.50Aug 28$1.110.440.7%1.31%2.04%1580
$85.50Aug 21$0.970.430.7%1.14%1.87%16101
$86.00Aug 28$0.940.391.3%1.11%2.43%547

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 5,646
Total Puts 7,882
Put/Call Ratio 1.40
Net Difference -2,236

Prior's Put/Call Breakdown

Total Calls 8,280
Total Puts 17,121
Put/Call Ratio 2.07
Net Difference -8,841

Prior 7-Day Put/Call Summary

Total Calls 67,999
Total Puts 142,870
Average Put/Call Ratio 2.07
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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