Tour v456
XLV
State StreetHlthCrSelSectSPDRETF
$166.24 -0.61%
$165.40 (-0.51%)🌙
as of 07/29 06:14 PM
7/29 18:14

Option Volume

Detail
Current (07/29) 11,384
Calls: 6,001 (53%)
Puts: 5,383 (47%)
Prior (07/28) 23,738
Calls: 18,687 (79%)
Puts: 5,051 (21%)
Current vs Prior -52.04%
Calls: -67.89% (Calls)
Puts: +6.57% (Puts)
Prior 7-Day Total 105,761
Calls: 73,052 (69%)
Puts: 32,709 (31%)
Prior 7-Day Average 15,108
Calls: 10,436 (69%)
Puts: 4,672 (31%)
Current vs Prior 7-Day Avg -24.65%
Calls: -42.50%
Puts: +15.20%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/29) $3.74M
Calls: $2.53M (68%)
Puts: $1.21M (32%)
Prior (07/28) $9.36M
Calls: $8.08M (86%)
Puts: $1.28M (14%)
Current vs Prior -60.05%
Calls: -68.71%
Puts: -5.47%
Prior 7-Day Total $36.34M
Calls: $28.74M (79%)
Puts: $7.60M (21%)
Prior 7-Day Average $5.19M
Calls: $4.11M (79%)
Puts: $1.09M (21%)
Current vs Prior 7-Day Avg -28.00%
Calls: -38.45%
Puts: +11.47%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/29) 0.90
Prior (07/28) 0.27
Current vs Prior +231.87%
Prior 7-Day Average 0.60
Current vs Prior 7-Day Avg +50.72%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/29) 200,593
Calls: 159,460 (79%)
Puts: 41,133 (21%)
Prior (07/28) 241,236
Calls: 166,422 (69%)
Puts: 74,814 (31%)
Current vs Prior -16.85%
Prior 7-Day Total 2,858,215
Calls: 1,352,334 (47%)
Puts: 1,505,881 (53%)
Prior 7-Day Average 408,316
Calls: 193,190 (47%)
Puts: 215,125 (53%)
Current vs Prior 7-Day Avg -50.87%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 2.85% | 2.98%4.73% | 6.59%
Prior 3.00% | 3.61%3.40% | 5.71%
Current vs Prior -5.01% | -17.38%+39.23% | +15.47%
Prior 7-Day Avg 2.73% | 3.12%4.38% | 5.71%
Current vs 7-Day Avg +4.35% | -4.32%+8.01% | +15.56%
Prior 7-Day Eod 3.00% | 3.61%3.40% | 5.71%
Current vs 7-Day Eod -5.01% | -17.38%+39.23% | +15.47%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 73.84% | 18.95%
Calls: 34.10% | 17.13%
Puts: 113.59% | 20.77%
Prior 12.23% | 16.93%
Calls: 10.56% | 17.27%
Puts: 13.91% | 16.59%
Current vs Prior +503.76% | +11.93%
Prior 7-Day Avg 48.81% | 57.33%
Calls: 47.62% | 54.78%
Puts: 19.51% | 17.73%
Current vs 7-Day Avg +51.27% | -66.94%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 68% call dollar volume ($2.53M). Light premium activity with dollar volume down 60% vs prior. Below-average activity with volume down 52% vs prior. P/C ratio rising 232% - increased hedging/bearish positioning.

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 NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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. 73 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$139.00Jul 3124.8029.80$27.3018.3%11.002
$140.00Jul 3123.8028.75$26.2818.8%241.0028
$141.00Jul 3123.1528.15$25.6519.5%201.004
$142.00Jul 3121.8026.75$24.2820.4%191.004
$143.00Jul 3120.8025.80$23.3021.5%31.003
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Aug 146.6511.50$9.0753.5%200.72--
$168.00Aug 70.515.45$2.98165.8%1040.67104
$172.00Sep 44.409.30$6.8571.5%30.67--
$171.00Aug 283.658.55$6.1080.3%110.66--
$169.00Aug 141.516.45$3.98124.1%260.64--

Most actively traded options today. High liquidity = easy entry/exit. 158 active (total vol 5.7K, top 840)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$168.00Aug 210.403.35$1.88156.9%4010.384.1K
$162.00Aug 212.807.50$5.1591.3%3850.66856
$175.00Aug 210.000.78$0.39200.0%2790.112.3K
$168.00Jul 310.010.80$0.41192.7%1670.24728
$170.00Jul 310.000.20$0.10200.0%1670.08439
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Jul 310.001.33$0.67198.5%8400.36471
$164.00Jul 310.001.00$0.50200.0%7670.26649
$167.00Aug 212.016.95$4.48110.3%3240.58153
$158.00Jul 310.010.02$0.0250.0%1510.01--
$168.00Aug 70.515.45$2.98165.8%1040.67104

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 126.0%, max 318.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$162.50Jul 31Sep 481.3%19.4%318.5%44104
$163.00Jul 31Sep 477.1%18.5%317.0%242.7K
$167.00Jul 31Sep 460.5%15.0%304.3%45333
$166.00Jul 31Sep 457.8%15.0%284.2%91359
$160.00Jul 31Aug 28101.5%26.9%276.8%8283
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$163.00Jul 31Aug 2177.1%21.9%251.8%12278
$167.00Jul 31Aug 2160.5%18.1%233.9%332270
$160.00Jul 31Aug 21101.5%30.9%228.3%502.1K
$164.00Jul 31Aug 2125.6%10.2%151.8%773715
$166.00Jul 31Aug 757.8%23.3%148.5%37193

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 35 found (best R:R 37.46, avg 4.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$170.00$173.00Sep 4$0.10$2.90$0.1029.00$170.10
$162.00$165.00Aug 28$0.27$2.73$0.2710.11$162.27
$170.00$172.00Aug 21$0.25$1.75$0.257.00$170.25
$165.00$167.00Aug 7$0.28$1.72$0.286.14$165.28
$170.00$174.00Aug 28$0.65$3.35$0.655.15$170.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$155.00$150.00Aug 28$0.13$4.87$0.1337.46$154.87
$159.00$156.00Aug 28$0.23$2.77$0.2312.04$158.77
$167.00$165.00Aug 14$0.18$1.82$0.1810.11$166.82
$162.00$161.00Jul 31$0.11$0.89$0.118.09$161.89
$165.00$164.00Jul 31$0.17$0.83$0.174.88$164.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 50 found (best R:R 22.53, avg 1.95)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$156.00$160.00Aug 7$3.83$3.83$0.1722.53$159.83
$160.00$162.00Aug 7$1.72$1.72$0.286.14$161.72
$155.00$161.00Sep 4$5.07$5.07$0.935.45$160.07
$143.00$144.00Jul 31$0.77$0.77$0.233.35$143.77
$161.00$162.00Jul 31$0.77$0.77$0.233.35$161.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$175.00$169.00Aug 14$5.09$5.09$0.915.59$169.91
$152.00$151.00Sep 4$0.80$0.80$0.204.00$151.20
$171.00$165.00Aug 28$3.60$3.60$2.401.50$167.40
$154.00$150.00Aug 21$2.24$2.24$1.761.27$151.76
$160.00$156.00Aug 7$2.21$2.21$1.791.23$157.79

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 35 found (avg debit $0.98, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$167.50Aug 14Aug 28$0.1520.8%16.9%
$180.00Aug 14Aug 28$0.1619.9%18.2%
$154.00Jul 31Aug 7$0.2341.1%50.1%
$162.00Jul 31Aug 7$0.4028.3%39.5%
$168.00Jul 31Aug 7$0.5924.1%18.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$163.00Jul 31Aug 7$0.0877.1%36.4%
$166.00Jul 31Aug 7$0.0857.8%23.3%
$157.00Jul 31Aug 14$0.1331.7%17.8%
$160.00Jul 31Aug 7$0.13101.5%48.3%
$158.00Jul 31Aug 14$0.1629.9%17.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 35 found (cheapest 1.44% of stock, avg 4.49%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$165.00Jul 31$1.73$0.67$2.40$162.60$167.401.44%
$164.00Jul 31$2.68$0.50$3.18$160.82$167.181.91%
$168.00Aug 7$1.00$2.98$3.98$164.02$171.982.39%
$167.00Jul 31$2.40$2.00$4.40$162.60$171.402.65%
$167.00Aug 7$2.40$2.48$4.88$162.12$171.882.94%
$162.00Jul 31$4.73$0.21$4.94$157.06$166.942.97%
$165.00Aug 7$2.68$2.40$5.08$159.92$170.083.06%
$166.00Jul 31$2.73$2.40$5.13$160.87$171.133.09%
$161.00Jul 31$5.50$0.10$5.60$155.40$166.603.37%
$169.00Aug 14$1.63$3.98$5.61$163.39$174.613.37%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 0.46% of stock, avg 2.55%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$170.00$165.00Jul 31$0.10$0.67$0.77$164.23$170.77
$171.00$165.00Jul 31$0.09$0.67$0.76$164.24$171.76
$169.00$165.00Jul 31$0.14$0.67$0.81$164.19$169.81
$168.00$165.00Jul 31$0.41$0.67$1.08$163.92$169.08
$170.00$166.00Jul 31$0.10$2.40$2.50$163.50$172.50
$170.00$163.00Jul 31$0.10$2.40$2.50$160.50$172.50
$170.00$162.50Jul 31$0.10$2.40$2.50$160.00$172.50
$170.00$160.00Jul 31$0.10$2.40$2.50$157.50$172.50
$171.00$166.00Jul 31$0.09$2.40$2.49$163.51$173.49
$171.00$163.00Jul 31$0.09$2.40$2.49$160.51$173.49

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 45 found (best R:R 45.15, avg credit $2.49)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
151/152155/161Sep 4$5.87$0.1345.15$146.13$160.87
150/154161/162Aug 21$3.89$0.1135.36$150.11$164.89
165/171177/180Aug 28$5.75$0.2523.00$165.25$182.75
165/171175/176Aug 28$5.60$0.4014.00$165.40$180.60
156/160167/168Aug 7$3.61$0.399.26$156.39$170.61
150/154158/159Aug 21$3.47$0.536.55$150.53$161.47
156/160162/164Aug 7$3.46$0.546.41$156.54$165.46
156/160164/165Aug 7$3.41$0.595.78$156.59$167.41
160/163165/168Aug 14$2.50$0.505.00$160.50$167.50
150/154159/160Aug 21$3.29$0.714.63$150.71$162.29

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 11.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$162.00$162.50$163.00Jul 31$0.05$0.459.00
$163.00$164.00$165.00Aug 14$0.10$0.909.00
$163.00$164.00$165.00Aug 21$0.12$0.887.33
$158.00$159.00$160.00Aug 21$0.18$0.824.56
$142.00$143.00$144.00Jul 31$0.21$0.793.76
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$163.00$164.00$165.00Aug 7$0.08$0.9211.50
$164.00$165.00$166.00Aug 7$0.08$0.9211.50
$162.00$162.50$163.00Aug 7$0.08$0.425.25
$163.00$165.00$167.00Aug 14$0.78$1.221.56
$166.00$167.00$168.00Aug 7$0.50$0.501.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 39 found (best net $-0.25, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$161.001:2Sep 4-$2.38$3.62
$170.00$174.001:2Aug 28-$1.75$2.25
$168.00$170.001:2Sep 4-$0.58$1.42
$165.00$167.501:2Aug 14-$1.33$1.17
$172.50$176.001:2Aug 7-$2.40$1.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$150.00$145.001:2Aug 21-$0.25$4.75
$155.00$150.001:2Aug 28-$0.37$4.63
$165.00$159.001:2Aug 28-$2.76$3.24
$157.00$152.001:2Aug 14-$2.24$2.76
$163.00$160.001:2Aug 14-$0.30$2.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 1.44%, avg 0.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$168.00Sep 4$2.390.471.1%1.44%2.50%19--
$167.00Sep 4$1.260.480.5%0.76%1.22%18--
$170.00Aug 28$0.700.392.3%0.42%2.68%4649
$167.50Sep 4$0.700.460.8%0.42%1.18%36--
$168.00Aug 21$0.400.381.1%0.24%1.30%4014.1K
$167.00Aug 21$0.350.430.5%0.21%0.67%41.6K
$167.50Aug 28$0.300.450.8%0.18%0.94%14
$170.00Aug 21$0.250.362.3%0.15%2.41%1062.4K
$173.00Aug 21$0.210.314.1%0.13%4.19%8455
$170.00Aug 14$0.200.382.3%0.12%2.38%536

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 6,001
Total Puts 5,383
Put/Call Ratio 0.90
Net Difference 618

Prior's Put/Call Breakdown

Total Calls 18,687
Total Puts 5,051
Put/Call Ratio 0.27
Net Difference 13,636

Prior 7-Day Put/Call Summary

Total Calls 73,052
Total Puts 32,709
Average Put/Call Ratio 0.60
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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