Tour v456
XLV
State StreetHlthCrSelSectSPDRETF
$166.70 -0.33%
7/29 15:07

Option Volume

Detail
Current (07/29 3:05pm) 10,031
Calls: 4,943 (49%)
Puts: 5,088 (51%)
Prior (07/28) 17,496
Calls: 12,811 (73%)
Puts: 4,685 (27%)
Current vs Prior -42.67%
Calls: -61.42% (Calls)
Puts: +8.60% (Puts)
Prior 7-Day Total 96,880
Calls: 62,633 (65%)
Puts: 34,247 (35%)
Prior 7-Day Average 13,840
Calls: 8,947 (65%)
Puts: 4,892 (35%)
Current vs Prior 7-Day Avg -27.52%
Calls: -44.76%
Puts: +4.00%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/29 3:05pm) $2.74M
Calls: $1.78M (65%)
Puts: $962.9K (35%)
Prior (07/28) $7.44M
Calls: $6.84M (92%)
Puts: $608.3K (8%)
Current vs Prior -63.18%
Calls: -73.99%
Puts: +58.30%
Prior 7-Day Total $34.46M
Calls: $25.00M (73%)
Puts: $9.46M (27%)
Prior 7-Day Average $4.92M
Calls: $3.57M (73%)
Puts: $1.35M (27%)
Current vs Prior 7-Day Avg -44.33%
Calls: -50.24%
Puts: -28.72%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/29 3:05pm) 1.03
Prior (07/28) 0.37
Current vs Prior +181.47%
Prior 7-Day Average 0.64
Current vs Prior 7-Day Avg +61.07%
Sentiment BEARISH

Open Interest

Detail
Current (07/29 3:05pm) 583,128
Calls: 253,274 (43%)
Puts: 329,854 (57%)
Prior (07/28) 574,321
Calls: 246,720 (43%)
Puts: 327,601 (57%)
Current vs Prior +1.53%
Prior 7-Day Total 3,624,643
Calls: 1,572,426 (43%)
Puts: 2,052,217 (57%)
Prior 7-Day Average 517,806
Calls: 224,632 (43%)
Puts: 293,173 (57%)
Current vs Prior 7-Day Avg +12.62%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.89% | 2.60%3.77% | 5.43%
Prior 1.98% | 2.86%3.86% | 5.64%
Current vs Prior -4.48% | -9.08%-2.37% | -3.56%
Prior 7-Day Avg 1.95% | 2.53%3.60% | 5.33%
Current vs 7-Day Avg -3.07% | +2.85%+4.72% | +1.97%
Prior 7-Day Eod 1.98% | 2.86%3.40% | 5.71%
Current vs 7-Day Eod -4.48% | -9.08%+10.93% | -4.81%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 73.84% | 18.95%
Calls: 34.10% | 17.13%
Puts: 113.59% | 20.77%
Prior 14.58% | 8.98%
Calls: 9.73% | 5.64%
Puts: 19.42% | 12.32%
Current vs Prior +406.45% | +111.02%
Prior 7-Day Avg 63.19% | 57.18%
Calls: 66.89% | 54.10%
Puts: 30.57% | 18.19%
Current vs 7-Day Avg +16.86% | -66.86%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 65% call dollar volume ($1.78M). Light premium activity with dollar volume down 63% vs prior. Below-average activity with volume down 43% vs prior. Slightly bearish P/C ratio of 1.03.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
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 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 12 of results (avg 7.4%, best 3.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 2117.0517.80$17.434.3%30.96748
$164.00Aug 214.704.95$4.835.2%70.68783
$155.00Aug 2112.3013.00$12.655.5%220.942.5K
$161.00Aug 216.957.45$7.206.9%150.80327
$159.00Aug 218.659.35$9.007.8%350.86464
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$171.00Aug 285.305.50$5.403.7%110.68--
$168.00Aug 212.993.30$3.159.8%220.5594

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.26, cheapest $0.26)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Aug 210.230.28$0.2619.2%60.072.9K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 105 found (avg delta 0.83, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Jul 3130.6533.75$32.209.6%--1.0046
$139.00Jul 3126.6529.70$28.1710.8%11.002
$140.00Jul 3125.7028.70$27.2011.0%11.0028
$141.00Jul 3124.6527.70$26.1711.7%131.004
$142.00Jul 3123.6526.70$25.1712.1%131.004
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Aug 146.958.65$7.8021.8%200.88--
$172.00Sep 45.956.65$6.3011.1%30.70--
$171.00Aug 285.305.50$5.403.7%110.68--
$168.00Jul 311.393.45$2.4285.1%--0.64223
$169.00Aug 143.153.60$3.3813.3%260.62--

Most actively traded options today. High liquidity = easy entry/exit. 152 active (total vol 4.7K, top 818)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$168.00Aug 212.332.53$2.438.2%4000.464.1K
$175.00Aug 210.380.77$0.5768.4%2780.152.3K
$170.00Jul 310.140.21$0.1838.9%1670.12439
$168.00Jul 310.511.20$0.8680.2%1540.36728
$173.00Jul 310.000.07$0.04175.0%1450.036
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Jul 310.290.50$0.4052.5%8180.25471
$164.00Jul 310.160.23$0.2035.0%6430.15649
$167.00Aug 212.502.79$2.6510.9%3240.49153
$158.00Jul 310.010.02$0.0250.0%1510.01807
$162.50Jul 310.070.12$0.1050.0%840.0775

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 64 strikes (avg 70.2%, max 335.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$175.00Jul 31Aug 2876.3%17.5%335.1%1239
$135.00Jul 31Aug 21138.4%49.2%181.3%--111
$140.00Jul 31Aug 2186.0%32.7%163.3%146
$147.00Jul 31Aug 2164.0%25.9%147.1%676
$150.00Jul 31Aug 2854.6%23.5%132.6%--21
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$140.00Jul 31Aug 2186.0%32.7%163.3%--99
$147.00Jul 31Aug 2164.0%25.9%147.1%--52
$160.00Jul 31Sep 439.0%17.2%127.4%1866
$143.00Jul 31Aug 2176.4%35.9%112.9%--335
$150.00Jul 31Sep 454.6%25.7%112.3%--407

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 96 found (best R:R 16.39, avg 2.96)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$170.00$174.00Aug 28$0.23$3.77$0.2316.39$170.23
$172.50$175.00Aug 7$0.15$2.35$0.1515.67$172.65
$175.00$180.00Aug 14$0.38$4.62$0.3812.16$175.38
$171.00$172.00Aug 14$0.11$0.89$0.118.09$171.11
$174.00$175.00Aug 21$0.11$0.89$0.118.09$174.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$152.00$150.00Aug 7$0.13$1.87$0.1314.38$151.87
$142.00$140.00Aug 21$0.18$1.82$0.1810.11$141.82
$146.00$145.00Aug 21$0.10$0.90$0.109.00$145.90
$153.00$152.00Aug 7$0.11$0.89$0.118.09$152.89
$148.00$147.00Aug 21$0.12$0.88$0.127.33$147.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 126 found (best R:R 40.18, avg 1.96)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$150.00$157.00Aug 14$6.83$6.83$0.1740.18$156.83
$150.00$155.00Aug 28$4.72$4.72$0.2816.86$154.72
$157.00$159.00Aug 14$1.80$1.80$0.209.00$158.80
$164.00$165.00Jul 31$0.87$0.87$0.136.69$164.87
$159.00$160.00Aug 21$0.87$0.87$0.136.69$159.87
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$151.00$150.00Aug 28$0.90$0.90$0.109.00$150.10
$156.00$155.00Aug 28$0.83$0.83$0.174.88$155.17
$162.50$161.00Aug 14$1.24$1.24$0.264.77$161.26
$167.00$166.00Jul 31$0.76$0.76$0.243.17$166.24
$139.00$138.00Aug 21$0.75$0.75$0.253.00$138.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 62 found (avg debit $0.49, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$159.00Jul 31Aug 7$0.1228.1%26.1%
$150.00Jul 31Aug 7$0.1554.6%39.2%
$156.00Jul 31Aug 7$0.1536.0%31.3%
$148.00Jul 31Aug 7$0.1661.0%67.3%
$172.00Jul 31Aug 7$0.3026.1%18.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$144.00Aug 7Aug 21$0.0542.0%29.6%
$140.00Jul 31Aug 21$0.0686.0%32.7%
$160.00Jul 31Aug 7$0.0639.0%20.6%
$147.00Jul 31Aug 21$0.0964.0%25.9%
$145.00Jul 31Aug 21$0.1469.9%30.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 87 found (cheapest 1.43% of stock, avg 6.61%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$166.00Jul 31$1.73$0.66$2.39$163.61$168.391.43%
$167.00Jul 31$1.13$1.42$2.55$164.45$169.551.53%
$165.00Jul 31$2.49$0.40$2.89$162.11$167.891.73%
$168.00Jul 31$0.86$2.42$3.28$164.72$171.281.97%
$164.00Jul 31$3.36$0.20$3.56$160.44$167.562.14%
$167.00Aug 7$1.88$1.83$3.71$163.29$170.712.23%
$168.00Aug 7$1.46$2.37$3.83$164.17$171.832.30%
$166.00Aug 7$2.51$1.39$3.90$162.10$169.902.34%
$165.00Aug 7$3.15$0.99$4.14$160.86$169.142.48%
$163.00Jul 31$4.35$0.12$4.47$158.53$167.472.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.18% of stock, avg 1.81%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$170.00$163.00Jul 31$0.18$0.12$0.30$162.70$170.30
$170.00$160.00Jul 31$0.18$0.18$0.36$159.64$170.36
$170.00$164.00Jul 31$0.18$0.20$0.38$163.62$170.38
$169.00$163.00Jul 31$0.40$0.12$0.52$162.48$169.52
$169.00$160.00Jul 31$0.40$0.18$0.58$159.42$169.58
$170.00$165.00Jul 31$0.18$0.40$0.58$164.42$170.58
$169.00$164.00Jul 31$0.40$0.20$0.60$163.40$169.60
$169.00$165.00Jul 31$0.40$0.40$0.80$164.20$169.80
$170.00$166.00Jul 31$0.18$0.66$0.84$165.16$170.84
$168.00$163.00Jul 31$0.86$0.12$0.98$162.02$168.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 56 found (best R:R 15.67, avg credit $1.11)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
140/142150/152Aug 21$1.88$0.1215.67$140.12$151.88
140/142152/153Aug 21$1.83$0.1710.76$140.17$153.83
147/148150/152Aug 21$1.82$0.1810.11$146.18$151.82
145/146150/152Aug 21$1.80$0.209.00$144.20$151.80
158/159161/162Aug 28$1.32$0.187.33$157.68$162.32
147/148155/156Aug 21$0.87$0.136.69$147.13$155.87
152/153159/160Aug 7$0.86$0.146.14$152.14$159.86
158/159162/162Aug 14$0.86$0.146.14$158.14$162.86
145/146155/156Aug 21$0.85$0.155.67$145.15$155.85
152/153164/165Aug 7$0.84$0.165.25$152.16$164.84

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 63 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$165.00$166.00$167.00Aug 21$0.05$0.9519.00
$168.00$169.00$170.00Aug 21$0.05$0.9519.00
$172.00$173.00$174.00Aug 21$0.05$0.9519.00
$167.00$168.00$169.00Aug 7$0.06$0.9415.67
$169.00$170.00$171.00Aug 7$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$164.00$165.00$166.00Jul 31$0.06$0.9415.67
$158.00$159.00$160.00Aug 21$0.07$0.9313.29
$166.00$167.00$168.00Aug 21$0.07$0.9313.29
$165.00$166.00$167.00Aug 21$0.08$0.9211.50
$166.00$167.00$168.00Aug 7$0.10$0.909.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 104 found (best net $-0.41, 81 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$175.00$180.001:2Aug 21-$0.41$4.59
$150.00$157.001:2Aug 14-$3.82$3.18
$172.00$175.001:2Aug 14-$0.09$2.91
$172.50$175.001:2Aug 7-$0.02$2.48
$170.00$174.001:2Aug 28-$1.63$2.37
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$149.00$145.001:2Aug 28-$1.06$2.94
$138.00$135.001:2Aug 21-$0.32$2.68
$142.00$140.001:2Jul 31-$0.01$1.99
$145.00$143.001:2Jul 31-$0.01$1.99
$150.00$148.001:2Jul 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. 41 found (best yield 2.07%, avg 0.77%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$167.00Sep 4$3.450.510.2%2.07%2.25%183
$167.50Sep 4$3.300.470.5%1.98%2.46%367
$168.00Sep 4$2.940.470.8%1.76%2.54%196
$167.50Aug 28$2.920.490.5%1.75%2.23%14
$167.00Aug 21$2.820.510.2%1.69%1.87%21.6K
$168.00Aug 28$2.630.460.8%1.58%2.36%--37
$168.00Aug 21$2.330.460.8%1.40%2.18%4004.1K
$169.00Aug 28$2.200.421.4%1.32%2.70%--10
$170.00Sep 4$2.140.382.0%1.28%3.26%12
$167.50Aug 14$2.100.470.5%1.26%1.74%374

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 4,943
Total Puts 5,088
Put/Call Ratio 1.03
Net Difference -145

Prior's Put/Call Breakdown

Total Calls 12,811
Total Puts 4,685
Put/Call Ratio 0.37
Net Difference 8,126

Prior 7-Day Put/Call Summary

Total Calls 62,633
Total Puts 34,247
Average Put/Call Ratio 0.64
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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