Tour v422
XLV
State StreetHlthCrSelSectSPDRETF
$163.40 +0.51%
$163.80 (+0.24%)🌙
as of 07/27 06:07 PM
7/27 18:07

Option Volume

Detail
Current (07/27) 10,348
Calls: 6,021 (58%)
Puts: 4,327 (42%)
Prior (07/24) 12,786
Calls: 5,640 (44%)
Puts: 7,146 (56%)
Current vs Prior -19.07%
Calls: +6.76% (Calls)
Puts: -39.45% (Puts)
Prior 7-Day Total 126,334
Calls: 81,876 (65%)
Puts: 44,458 (35%)
Prior 7-Day Average 18,047
Calls: 11,696 (65%)
Puts: 6,351 (35%)
Current vs Prior 7-Day Avg -42.66%
Calls: -48.52%
Puts: -31.87%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $3.18M
Calls: $2.34M (73%)
Puts: $844.7K (27%)
Prior (07/24) $3.98M
Calls: $2.30M (58%)
Puts: $1.68M (42%)
Current vs Prior -20.08%
Calls: +1.72%
Puts: -49.85%
Prior 7-Day Total $42.59M
Calls: $30.82M (72%)
Puts: $11.77M (28%)
Prior 7-Day Average $6.08M
Calls: $4.40M (72%)
Puts: $1.68M (28%)
Current vs Prior 7-Day Avg -47.67%
Calls: -46.88%
Puts: -49.76%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.72
Prior (07/24) 1.27
Current vs Prior -43.28%
Prior 7-Day Average 0.64
Current vs Prior 7-Day Avg +12.30%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/27) 572,607
Calls: 246,000 (43%)
Puts: 326,607 (57%)
Prior (07/24) 194,218
Calls: 108,438 (56%)
Puts: 85,780 (44%)
Current vs Prior +194.83%
Prior 7-Day Total 3,305,770
Calls: 1,493,299 (45%)
Puts: 1,812,471 (55%)
Prior 7-Day Average 472,252
Calls: 213,328 (45%)
Puts: 258,924 (55%)
Current vs Prior 7-Day Avg +21.25%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 2.28% | 3.04%4.09% | 5.74%
Prior 3.19% | 3.42%4.64% | 5.19%
Current vs Prior -28.36% | -11.24%-11.72% | +10.70%
Prior 7-Day Avg 2.46% | 3.01%3.68% | 5.38%
Current vs 7-Day Avg -7.27% | +0.87%+11.19% | +6.74%
Prior 7-Day Eod 3.19% | 3.42%4.64% | 5.19%
Current vs 7-Day Eod -28.36% | -11.24%-11.72% | +10.70%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 14.58% | 8.98%
Calls: 9.73% | 5.64%
Puts: 19.42% | 12.32%
Prior 232.98% | 312.71%
Calls: 232.98% | 312.71%
Puts: -- | --
Current vs Prior -93.74% | -97.13%
Prior 7-Day Avg 67.72% | 58.96%
Calls: 68.76% | 55.58%
Puts: 38.98% | 20.62%
Current vs 7-Day Avg -78.47% | -84.77%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($2.34M). P/C ratio dropping 43% - sentiment shifting bullish. Rising open interest (up 195%) indicates new positions being established.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
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. 90 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Jul 3126.1031.00$28.5517.2%--1.0045
$139.00Jul 3122.0527.00$24.5320.2%21.00--
$140.00Jul 3121.1526.00$23.5820.6%41.0028
$141.00Jul 3120.1025.00$22.5521.7%21.00--
$147.00Jul 3114.1019.00$16.5529.6%11.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$168.00Aug 213.057.95$5.5089.1%--0.7412
$165.00Jul 310.004.50$2.25200.0%20.6913
$165.00Aug 70.465.00$2.73166.3%30.694
$168.00Aug 142.867.50$5.1889.6%50.65--
$167.00Aug 212.417.00$4.7197.5%--0.6553

Most actively traded options today. High liquidity = easy entry/exit. 185 active (total vol 7.4K, top 937)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$168.00Aug 210.401.80$1.10127.3%9370.264.8K
$165.00Jul 310.201.10$0.65138.5%8470.311.7K
$155.00Aug 218.0510.00$9.0321.6%3880.842.3K
$166.00Jul 310.010.75$0.38194.7%2180.21353
$167.00Jul 310.000.34$0.17200.0%1360.12241
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$153.00Aug 210.141.13$0.64154.7%8770.131.6K
$155.00Aug 210.471.25$0.8690.7%5190.172.7K
$163.00Jul 310.074.95$2.51194.4%2440.47166
$161.00Jul 310.004.80$2.40200.0%2120.38458
$160.00Jul 310.050.40$0.23152.2%1190.14767

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 34 strikes (avg 82.5%, max 402.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$168.00Jul 31Aug 2163.4%16.9%274.8%1.0K5.2K
$175.00Jul 31Aug 2895.5%33.4%186.0%120
$161.00Jul 31Aug 2851.3%19.2%167.3%271.1K
$172.00Jul 31Aug 2151.2%19.9%157.1%8143
$157.00Jul 31Aug 2174.5%30.6%143.9%8200
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$157.00Jul 31Aug 2874.5%14.8%402.4%4883
$161.00Jul 31Aug 2851.3%19.2%167.3%214466
$163.00Jul 31Sep 439.6%15.7%151.9%246166
$164.00Jul 31Aug 2140.2%18.5%117.5%4567
$162.00Jul 31Aug 2831.5%16.5%91.6%8235

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 48 found (best R:R 12.16, avg 2.58)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$175.00$180.00Aug 21$0.38$4.62$0.3812.16$175.38
$165.00$167.00Aug 28$0.21$1.79$0.218.52$165.21
$163.00$164.00Aug 7$0.12$0.88$0.127.33$163.12
$158.00$159.00Aug 21$0.17$0.83$0.174.88$158.17
$166.00$167.00Jul 31$0.21$0.79$0.213.76$166.21
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$156.00$155.00Aug 28$0.10$0.90$0.109.00$155.90
$153.00$152.00Aug 7$0.11$0.89$0.118.09$152.89
$163.00$159.00Sep 4$0.51$3.49$0.516.84$162.49
$165.00$164.00Aug 7$0.17$0.83$0.174.88$164.83
$164.00$163.00Aug 14$0.20$0.80$0.204.00$163.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 72 found (best R:R 15.67, avg 2.19)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$152.50$155.00Sep 4$2.35$2.35$0.1515.67$154.85
$157.00$159.00Aug 14$1.78$1.78$0.228.09$158.78
$155.00$156.00Aug 7$0.87$0.87$0.136.69$155.87
$160.00$161.00Aug 14$0.87$0.87$0.136.69$160.87
$154.00$155.00Aug 7$0.85$0.85$0.155.67$154.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$153.00$151.00Aug 28$1.83$1.83$0.1710.76$151.17
$155.00$154.00Aug 7$0.82$0.82$0.184.56$154.18
$164.00$163.00Aug 21$0.81$0.81$0.194.26$163.19
$168.00$167.00Aug 21$0.79$0.79$0.213.76$167.21
$167.00$166.00Aug 21$0.73$0.73$0.272.70$166.27

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 53 found (avg debit $1.05, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$167.50Aug 14Sep 4$0.1328.2%19.1%
$162.50Jul 31Aug 7$0.1812.7%22.0%
$150.00Jul 31Aug 7$0.2832.8%47.6%
$172.00Jul 31Aug 7$0.2951.2%36.9%
$156.00Jul 31Aug 7$0.3324.8%22.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$140.00Jul 31Aug 21$0.0655.4%27.8%
$152.00Jul 31Aug 7$0.1027.9%22.4%
$164.00Jul 31Aug 7$0.1640.2%26.5%
$153.00Jul 31Aug 7$0.2125.8%23.9%
$168.00Aug 14Aug 21$0.3229.4%16.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 79 found (cheapest 1.77% of stock, avg 5.87%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$162.50Jul 31$2.40$0.50$2.90$159.60$165.401.77%
$165.00Jul 31$0.65$2.25$2.90$162.10$167.901.77%
$160.00Jul 31$2.88$0.23$3.11$156.89$163.111.90%
$165.00Aug 7$1.00$2.73$3.73$161.27$168.732.28%
$163.00Jul 31$1.33$2.51$3.84$159.16$166.842.35%
$162.00Jul 31$2.40$1.52$3.92$158.08$165.922.40%
$165.00Aug 14$1.04$3.28$4.32$160.68$169.322.64%
$164.00Jul 31$2.40$2.40$4.80$159.20$168.802.94%
$164.00Aug 7$2.28$2.56$4.84$159.16$168.842.96%
$161.00Aug 7$3.83$1.03$4.86$156.14$165.862.97%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 0.54% of stock, avg 2.68%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$166.00$162.50Jul 31$0.38$0.50$0.88$161.62$166.88
$165.00$162.50Jul 31$0.65$0.50$1.15$161.35$166.15
$166.00$162.00Jul 31$0.38$1.52$1.90$160.10$167.90
$165.00$161.00Aug 7$1.00$1.03$2.03$158.97$167.03
$165.00$162.00Jul 31$0.65$1.52$2.17$159.83$167.17
$166.00$161.00Jul 31$0.38$2.40$2.78$158.22$168.78
$166.00$157.00Jul 31$0.38$2.40$2.78$154.22$168.78
$164.00$162.50Jul 31$2.40$0.50$2.90$159.60$166.90
$168.00$162.50Jul 31$2.40$0.50$2.90$159.60$170.90
$175.00$162.50Jul 31$2.40$0.50$2.90$159.60$177.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 33 found (best R:R 22.53, avg credit $1.70)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
153/154156/160Aug 28$3.83$0.1722.53$150.17$159.83
142/143150/152Aug 21$1.83$0.1710.76$141.17$151.83
150/151155/160Sep 4$4.54$0.469.87$146.46$159.54
140/142155/156Aug 21$1.76$0.247.33$140.24$156.76
153/154164/165Aug 28$0.86$0.146.14$153.14$164.86
144/148159/160Aug 7$3.42$0.585.90$144.58$162.42
155/156160/161Aug 28$0.85$0.155.67$155.15$160.85
152/153156/159Aug 7$2.54$0.465.52$150.46$158.54
142/143155/156Aug 21$0.83$0.174.88$142.17$155.83
144/148155/156Aug 7$3.22$0.784.13$144.78$158.22

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 31 found (best R:R 44.45, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$135.00$140.00$145.00Aug 21$0.11$4.8944.45
$165.00$166.00$167.00Jul 31$0.06$0.9415.67
$152.00$152.50$153.00Jul 31$0.12$0.383.17
$154.00$155.00$156.00Jul 31$0.25$0.753.00
$163.00$164.00$165.00Aug 21$0.35$0.651.86
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$166.00$167.00$168.00Aug 21$0.06$0.9415.67
$164.00$165.00$166.00Aug 14$0.10$0.909.00
$148.00$150.00$152.00Aug 7$0.21$1.798.52
$159.00$160.00$161.00Aug 28$0.35$0.651.86
$163.00$164.00$165.00Aug 14$0.40$0.601.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 55 found (best net $-1.18, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$165.001:2Sep 4-$1.18$3.82
$155.00$160.001:2Sep 4-$1.63$3.37
$175.00$177.501:2Aug 14$0.00$2.50
$156.00$160.001:2Aug 28-$2.51$1.49
$170.00$175.001:2Aug 28-$3.74$1.26
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$145.00$140.001:2Aug 28-$2.40$2.60
$155.00$152.001:2Sep 4-$0.90$2.10
$163.00$159.001:2Sep 4-$1.97$2.03
$142.00$140.001:2Jul 31-$0.01$1.99
$145.00$143.001:2Jul 31-$0.01$1.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 1.13%, avg 0.32%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$165.00Aug 21$1.850.421.0%1.13%2.11%1073.7K
$165.00Sep 4$1.010.471.0%0.62%1.60%3--
$164.00Aug 28$1.000.480.4%0.61%0.98%288
$166.00Aug 7$0.850.301.6%0.52%2.11%1054
$170.00Aug 28$0.700.234.0%0.43%4.47%3125
$164.00Aug 21$0.500.470.4%0.31%0.67%40784
$165.00Aug 28$0.500.441.0%0.31%1.29%2221
$168.00Aug 21$0.400.262.8%0.24%3.06%9374.8K
$167.00Aug 21$0.350.352.2%0.21%2.42%1331.5K
$164.00Aug 14$0.280.480.4%0.17%0.54%262

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 6,021
Total Puts 4,327
Put/Call Ratio 0.72
Net Difference 1,694

Prior's Put/Call Breakdown

Total Calls 5,640
Total Puts 7,146
Put/Call Ratio 1.27
Net Difference -1,506

Prior 7-Day Put/Call Summary

Total Calls 81,876
Total Puts 44,458
Average Put/Call Ratio 0.64
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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