Tour v422
XLY
State Street CnsmrDiscSelSectSPDRETF
$110.84 +1.31%
$111.02 (+0.16%)🌙
as of 07/27 06:07 PM
7/27 18:07

Option Volume

Detail
Current (07/27) 24,091
Calls: 21,842 (91%)
Puts: 2,249 (9%)
Prior (07/24) 7,809
Calls: 1,717 (22%)
Puts: 6,092 (78%)
Current vs Prior +208.50%
Calls: +1172.10% (Calls)
Puts: -63.08% (Puts)
Prior 7-Day Total 247,296
Calls: 39,266 (16%)
Puts: 208,030 (84%)
Prior 7-Day Average 35,328
Calls: 5,609 (16%)
Puts: 29,718 (84%)
Current vs Prior 7-Day Avg -31.81%
Calls: +289.38%
Puts: -92.43%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $2.30M
Calls: $1.75M (76%)
Puts: $547.1K (24%)
Prior (07/24) $2.02M
Calls: $287.8K (14%)
Puts: $1.73M (86%)
Current vs Prior +13.64%
Calls: +508.41%
Puts: -68.46%
Prior 7-Day Total $71.83M
Calls: $6.58M (9%)
Puts: $65.26M (91%)
Prior 7-Day Average $10.26M
Calls: $939.4K (9%)
Puts: $9.32M (91%)
Current vs Prior 7-Day Avg -77.60%
Calls: +86.41%
Puts: -94.13%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.10
Prior (07/24) 3.55
Current vs Prior -97.10%
Prior 7-Day Average 2.65
Current vs Prior 7-Day Avg -96.12%
Sentiment BULLISH

Open Interest

Detail
Current (07/27) 556,373
Calls: 128,120 (23%)
Puts: 428,253 (77%)
Prior (07/24) 150,372
Calls: 35,679 (24%)
Puts: 114,693 (76%)
Current vs Prior +270.00%
Prior 7-Day Total 2,826,493
Calls: 656,764 (23%)
Puts: 2,169,729 (77%)
Prior 7-Day Average 403,784
Calls: 93,823 (23%)
Puts: 309,961 (77%)
Current vs Prior 7-Day Avg +37.79%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 3.00% | 3.74%5.67% | 7.53%
Prior 3.47% | 4.39%5.67% | 7.43%
Current vs Prior -13.50% | -14.66%-0.02% | +1.38%
Prior 7-Day Avg 3.72% | 4.42%4.71% | 6.71%
Current vs 7-Day Avg -19.20% | -15.34%+20.20% | +12.31%
Prior 7-Day Eod 3.47% | 4.39%5.67% | 7.43%
Current vs 7-Day Eod -13.50% | -14.66%-0.02% | +1.38%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 11.72% | 12.23%
Calls: 13.30% | 14.46%
Puts: 10.14% | 10.00%
Prior 268.57% | 0.00%
Calls: 268.57% | 0.00%
Puts: -- | --
Current vs Prior -95.64% | --
Prior 7-Day Avg 84.52% | 17.55%
Calls: 64.14% | 16.54%
Puts: 77.62% | 18.56%
Current vs 7-Day Avg -86.13% | -30.32%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($1.75M) vs puts ($547.1K). Unusually high activity with volume up 208% vs prior - elevated interest. Extreme bullish P/C ratio of 0.10 - heavy call buying (21,842 calls vs 2,249 puts). P/C ratio dropping 97% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 -- 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. 60 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Jul 3118.7023.00$20.8520.6%--1.0010
$102.00Jul 316.8011.10$8.9548.0%1141.00--
$100.00Aug 219.3013.60$11.4537.6%--0.9110
$98.00Jul 3110.7015.00$12.8533.5%20.90--
$95.00Jul 3113.7018.00$15.8527.1%20.877
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 217.6011.50$9.5540.8%--1.0024
$130.00Aug 2117.0021.40$19.2022.9%21.00--
$118.00Aug 215.109.90$7.5064.0%--0.9540
$116.00Jul 313.407.50$5.4575.2%20.937
$132.00Jul 3119.1023.40$21.2520.2%20.92--

Most actively traded options today. High liquidity = easy entry/exit. 113 active (total vol 2.7K, top 620)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 71.752.55$2.1537.2%2040.5729
$101.00Jul 317.7012.00$9.8543.7%1140.76--
$102.00Jul 316.8011.10$8.9548.0%1141.00--
$114.50Jul 310.100.30$0.20100.0%1130.13111
$111.00Aug 212.054.70$3.3878.4%690.55--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Aug 211.552.70$2.1354.0%6200.34780
$105.00Aug 210.601.20$0.9066.7%1670.201.5K
$106.00Aug 210.403.30$1.85156.8%1640.2879
$111.00Aug 211.953.10$2.5345.5%1560.471.7K
$107.00Aug 210.103.50$1.80188.9%1400.3029

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 33 strikes (avg 69.8%, max 271.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$125.00Jul 31Aug 2188.8%23.9%271.4%21.9K
$100.00Jul 31Aug 21105.1%33.2%216.9%--26
$123.00Jul 31Aug 2180.2%28.2%183.8%--2.4K
$122.00Aug 7Aug 2159.4%22.1%169.3%1713
$120.00Jul 31Aug 2151.3%21.1%143.7%222.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$131.00Jul 31Aug 21140.4%53.9%160.6%4--
$106.00Jul 31Aug 2853.9%25.5%110.9%2512
$114.00Jul 31Aug 2841.0%20.1%103.8%212
$108.00Jul 31Aug 2837.0%24.5%51.2%2830
$116.00Jul 31Aug 2129.7%21.5%38.1%287

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 48 found (best R:R 22.08, avg 3.22)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$113.00$120.00Aug 14$0.50$6.50$0.5013.00$113.50
$124.00$125.00Aug 21$0.10$0.90$0.109.00$124.10
$115.00$116.00Jul 31$0.13$0.87$0.136.69$115.13
$123.00$124.00Aug 21$0.18$0.82$0.184.56$123.18
$114.00$115.00Aug 7$0.20$0.80$0.204.00$114.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$105.00$102.00Jul 31$0.13$2.87$0.1322.08$104.87
$104.00$100.00Aug 21$0.28$3.72$0.2813.29$103.72
$106.00$105.00Aug 14$0.11$0.89$0.118.09$105.89
$105.00$104.00Aug 14$0.12$0.88$0.127.33$104.88
$111.00$110.00Aug 28$0.13$0.87$0.136.69$110.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 62 found (best R:R 27.57, avg 2.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$100.00Aug 21$4.80$4.80$0.2024.00$99.80
$102.00$108.00Jul 31$5.40$5.40$0.609.00$107.40
$106.00$107.00Aug 7$0.80$0.80$0.204.00$106.80
$100.00$109.00Aug 21$7.20$7.20$1.804.00$107.20
$117.50$118.00Aug 21$0.37$0.37$0.132.85$117.87
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$120.00Aug 21$9.65$9.65$0.3527.57$120.35
$132.00$131.00Jul 31$0.90$0.90$0.109.00$131.10
$112.00$111.00Aug 28$0.87$0.87$0.136.69$111.13
$117.50$115.00Aug 7$2.17$2.17$0.336.58$115.33
$113.00$112.50Jul 31$0.37$0.37$0.132.85$112.63

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 35 found (avg debit $0.74, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$116.50Jul 31Aug 7$0.1535.0%25.4%
$118.00Jul 31Aug 21$0.2045.7%19.9%
$110.00Jul 31Aug 7$0.3533.1%24.7%
$112.50Jul 31Aug 7$0.3723.6%19.9%
$114.00Jul 31Aug 7$0.3841.0%30.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$106.00Jul 31Aug 7$0.1053.9%34.0%
$100.00Aug 14Aug 21$0.1533.1%33.2%
$114.00Jul 31Aug 21$0.3241.0%20.9%
$108.00Jul 31Aug 7$0.3737.0%27.9%
$110.00Jul 31Aug 7$0.3733.1%24.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 38 found (cheapest 2.26% of stock, avg 6.38%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$111.50Jul 31$0.75$1.75$2.50$109.00$114.002.26%
$111.00Jul 31$1.30$1.53$2.83$108.17$113.832.55%
$110.00Jul 31$1.80$1.18$2.98$107.02$112.982.69%
$112.50Jul 31$0.43$2.68$3.11$109.39$115.612.81%
$112.00Jul 31$0.95$2.23$3.18$108.82$115.182.87%
$109.00Jul 31$2.93$0.58$3.51$105.49$112.513.17%
$113.00Jul 31$0.50$3.05$3.55$109.45$116.553.20%
$110.00Aug 7$2.15$1.55$3.70$106.30$113.703.34%
$108.00Jul 31$3.55$0.65$4.20$103.80$112.203.79%
$108.00Aug 7$3.50$1.02$4.52$103.48$112.524.08%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 110 found (cheapest 0.57% of stock, avg 2.80%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$112.50$107.00Jul 31$0.43$0.20$0.63$106.37$113.13
$113.00$107.00Jul 31$0.50$0.20$0.70$106.30$113.70
$111.50$107.00Jul 31$0.75$0.20$0.95$106.05$112.45
$112.50$109.00Jul 31$0.43$0.58$1.01$107.99$113.51
$112.50$108.00Jul 31$0.43$0.65$1.08$106.92$113.58
$113.00$109.00Jul 31$0.50$0.58$1.08$107.92$114.08
$112.00$107.00Jul 31$0.95$0.20$1.15$105.85$113.15
$113.00$108.00Jul 31$0.50$0.65$1.15$106.85$114.15
$112.50$106.00Jul 31$0.43$0.75$1.18$104.82$113.68
$113.00$106.00Jul 31$0.50$0.75$1.25$104.75$114.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 51 found (best R:R 9.00, avg credit $0.94)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
107/108113/114Aug 21$0.90$0.109.00$107.10$113.90
108/109110/111Aug 7$0.88$0.127.33$108.12$110.88
109/110112/112Aug 21$0.88$0.127.33$109.12$112.38
107/108112/113Aug 21$0.86$0.146.14$107.14$112.86
104/105114/115Aug 7$0.83$0.174.88$104.17$114.83
107/108109/110Aug 21$0.83$0.174.88$107.17$109.83
108/109110/112Aug 28$1.99$0.513.90$107.01$111.99
107/108110/112Aug 28$1.97$0.533.72$106.03$111.97
104/105111/112Aug 21$0.77$0.233.35$104.23$111.77
108/109112/113Aug 28$0.77$0.233.35$108.23$113.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$123.00$124.00$125.00Aug 21$0.08$0.9211.50
$106.00$107.00$108.00Aug 7$0.10$0.909.00
$124.00$125.00$126.00Aug 21$0.10$0.909.00
$109.00$110.00$111.00Aug 21$0.13$0.876.69
$100.00$101.00$102.00Jul 31$0.15$0.855.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$123.00$124.00$125.00Jul 31$0.05$0.9519.00
$105.00$106.00$107.00Aug 28$0.05$0.9519.00
$105.00$106.00$107.00Aug 7$0.11$0.898.09
$106.00$107.00$108.00Aug 21$0.38$0.621.63
$107.00$108.00$109.00Aug 7$0.47$0.531.13

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 63 found (best net $-0.55, 47 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$113.00$120.001:2Aug 14-$0.55$6.45
$105.00$110.001:2Aug 28-$0.55$4.45
$117.50$122.001:2Aug 7-$1.97$2.53
$120.00$123.001:2Jul 31-$0.78$2.22
$118.00$120.001:2Jul 31-$0.13$1.87
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$104.00$100.001:2Aug 21-$0.17$3.83
$112.00$110.001:2Aug 14-$0.47$1.53
$115.00$112.001:2Aug 14-$1.81$1.19
$101.00$100.001:2Aug 14-$0.27$0.73
$104.00$103.001:2Aug 7-$0.31$0.69

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 1.89%, avg 0.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$111.00Sep 4$2.100.510.1%1.89%2.04%1--
$111.00Aug 21$2.050.550.1%1.85%1.99%69--
$112.00Aug 21$1.250.491.1%1.13%2.17%12--
$115.00Aug 28$1.200.353.8%1.08%4.84%227
$111.50Aug 21$1.150.520.6%1.04%1.63%4--
$111.00Aug 14$1.000.490.1%0.90%1.05%1--
$113.00Aug 21$1.000.431.9%0.90%2.85%114
$112.50Aug 28$0.950.461.5%0.86%2.35%--10
$113.00Aug 28$0.850.431.9%0.77%2.72%1--
$111.00Aug 7$0.750.480.1%0.68%0.82%41

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 21,842
Total Puts 2,249
Put/Call Ratio 0.10
Net Difference 19,593

Prior's Put/Call Breakdown

Total Calls 1,717
Total Puts 6,092
Put/Call Ratio 3.55
Net Difference -4,375

Prior 7-Day Put/Call Summary

Total Calls 39,266
Total Puts 208,030
Average Put/Call Ratio 2.65
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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