Tour v452
XLY
State Street CnsmrDiscSelSectSPDRETF
$112.48 +1.48%
$112.61 (+0.12%)🌙
as of 07/28 06:12 PM
7/28 18:12

Option Volume

Detail
Current (07/28) 20,619
Calls: 2,606 (13%)
Puts: 18,013 (87%)
Prior (07/27) 24,091
Calls: 21,842 (91%)
Puts: 2,249 (9%)
Current vs Prior -14.41%
Calls: -88.07% (Calls)
Puts: +700.93% (Puts)
Prior 7-Day Total 156,998
Calls: 58,923 (38%)
Puts: 98,075 (62%)
Prior 7-Day Average 22,428
Calls: 8,417 (38%)
Puts: 14,010 (62%)
Current vs Prior 7-Day Avg -8.07%
Calls: -69.04%
Puts: +28.57%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/28) $5.89M
Calls: $1.28M (22%)
Puts: $4.61M (78%)
Prior (07/27) $2.30M
Calls: $1.75M (76%)
Puts: $547.1K (24%)
Current vs Prior +156.16%
Calls: -26.96%
Puts: +742.30%
Prior 7-Day Total $41.50M
Calls: $7.66M (18%)
Puts: $33.84M (82%)
Prior 7-Day Average $5.93M
Calls: $1.09M (18%)
Puts: $4.83M (82%)
Current vs Prior 7-Day Avg -0.70%
Calls: +16.96%
Puts: -4.69%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/28) 6.91
Prior (07/27) 0.10
Current vs Prior +6612.97%
Prior 7-Day Average 1.95
Current vs Prior 7-Day Avg +253.84%
Sentiment BEARISH

Open Interest

Detail
Current (07/28) 142,650
Calls: 27,758 (19%)
Puts: 114,892 (81%)
Prior (07/27) 556,373
Calls: 128,120 (23%)
Puts: 428,253 (77%)
Current vs Prior -74.36%
Prior 7-Day Total 2,875,336
Calls: 653,631 (23%)
Puts: 2,221,705 (77%)
Prior 7-Day Average 410,762
Calls: 93,375 (23%)
Puts: 317,386 (77%)
Current vs Prior 7-Day Avg -65.27%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 4.27% | 4.27%4.85% | 8.49%
Prior 3.00% | 3.74%5.67% | 7.53%
Current vs Prior +42.04% | +13.98%-14.48% | +12.70%
Prior 7-Day Avg 3.79% | 4.36%5.17% | 6.87%
Current vs 7-Day Avg +12.57% | -2.20%-6.21% | +23.53%
Prior 7-Day Eod 3.00% | 3.74%5.67% | 7.53%
Current vs 7-Day Eod +42.04% | +13.98%-14.48% | +12.70%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 16.54% | 12.66%
Calls: 22.22% | 12.02%
Puts: 10.87% | 13.30%
Prior 11.72% | 12.23%
Calls: 13.30% | 14.46%
Puts: 10.14% | 10.00%
Current vs Prior +41.13% | +3.52%
Prior 7-Day Avg 78.80% | 15.96%
Calls: 61.46% | 15.03%
Puts: 67.41% | 16.90%
Current vs 7-Day Avg -79.01% | -20.68%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 78% of dollar volume in puts ($4.61M) vs calls ($1.28M). Massive premium surge with dollar volume up 156% vs prior. Extreme bearish P/C ratio of 6.91 - heavy put buying. P/C ratio rising 6613% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 -- 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. 43 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Jul 3119.9024.90$22.4022.3%1021.0010
$98.00Aug 711.6016.60$14.1035.5%40.94--
$105.00Jul 314.909.70$7.3065.8%10.91--
$90.00Aug 1419.7024.70$22.2022.5%20.85--
$95.00Aug 715.0019.90$17.4528.1%20.82--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 310.255.10$2.68181.0%10.92--
$122.50Jul 318.1012.80$10.4545.0%10.72--
$122.00Jul 317.7012.40$10.0546.8%10.72--
$116.50Aug 143.107.90$5.5087.3%10.63--
$116.50Sep 43.107.90$5.5087.3%10.63--

Most actively traded options today. High liquidity = easy entry/exit. 100 active (total vol 2.3K, top 387)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$113.00Aug 210.054.90$2.48195.6%3870.4715
$112.50Aug 210.404.90$2.65169.8%2100.49--
$113.50Aug 210.054.90$2.48195.6%1870.456
$90.00Jul 3119.9024.90$22.4022.3%1021.0010
$100.00Jul 319.9014.80$12.3539.7%570.7916
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Aug 210.054.70$2.38195.4%1940.33--
$110.00Aug 210.405.00$2.70170.4%1940.39226
$113.00Aug 211.005.70$3.35140.3%1880.53288
$111.00Jul 310.051.30$0.68183.8%680.30251
$113.00Jul 310.003.80$1.90200.0%630.52102

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 94.6%, max 305.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$98.00Jul 31Aug 7203.7%50.2%305.6%401
$112.50Jul 31Sep 464.0%20.4%212.9%28
$113.50Jul 31Aug 2867.0%26.6%151.8%59
$109.00Aug 7Aug 2153.3%23.9%123.1%32--
$111.00Aug 7Aug 2141.7%19.9%109.8%50--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$107.00Jul 31Aug 21123.8%40.5%206.0%22168
$111.50Jul 31Aug 775.7%38.6%96.1%91
$112.00Aug 7Aug 2835.4%18.8%87.9%54
$108.00Jul 31Aug 2859.6%31.8%87.6%444
$109.00Aug 7Aug 2853.3%28.6%86.2%46147

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 20 found (best R:R 29.00, avg 4.42)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$113.50$118.50Aug 28$0.35$4.65$0.3513.29$113.85
$120.00$125.00Aug 21$0.55$4.45$0.558.09$120.55
$115.00$116.00Jul 31$0.12$0.88$0.127.33$115.12
$115.50$116.00Aug 14$0.10$0.40$0.104.00$115.60
$112.50$118.00Sep 4$1.18$4.32$1.183.66$113.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$112.00$109.00Aug 28$0.10$2.90$0.1029.00$111.90
$116.50$105.00Sep 4$3.10$8.40$3.102.71$113.40
$111.00$110.00Jul 31$0.30$0.70$0.302.33$110.70
$112.50$112.00Aug 21$0.20$0.30$0.201.50$112.30
$114.00$113.00Aug 21$0.43$0.57$0.431.33$113.57

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 33 found (best R:R 9.11, avg 2.28)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$90.00$109.00Aug 14$17.12$17.12$1.889.11$107.12
$104.00$105.00Jul 31$0.90$0.90$0.109.00$104.90
$99.00$100.00Aug 7$0.85$0.85$0.155.67$99.85
$109.00$111.00Aug 14$1.70$1.70$0.305.67$110.70
$101.00$108.00Aug 7$5.92$5.92$1.085.48$106.92
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$107.00$105.00Aug 21$1.65$1.65$0.354.71$105.35
$122.50$122.00Jul 31$0.40$0.40$0.104.00$122.10
$112.00$111.00Aug 21$0.77$0.77$0.233.35$111.23
$116.00$115.00Aug 21$0.75$0.75$0.253.00$115.25
$114.00$113.00Aug 14$0.50$0.50$0.501.00$113.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 23 found (avg debit $1.20, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$113.50Jul 31Aug 21$0.0867.0%26.8%
$100.00Jul 31Aug 7$0.10185.9%99.2%
$112.50Jul 31Aug 21$0.2564.0%24.4%
$98.00Jul 31Aug 7$0.30203.7%50.2%
$99.00Jul 31Aug 7$0.40194.8%104.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$112.00Aug 7Aug 21$0.1035.4%22.6%
$113.00Jul 31Aug 14$0.6836.4%26.3%
$114.00Aug 14Aug 21$0.7029.6%27.9%
$115.00Jul 31Aug 21$1.6023.7%32.7%
$108.00Jul 31Aug 7$1.7259.6%58.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 2.47% of stock, avg 4.77%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$110.00Jul 31$2.40$0.38$2.78$107.22$112.782.47%
$115.00Jul 31$0.25$2.68$2.93$112.07$117.932.60%
$113.00Jul 31$1.40$1.90$3.30$109.70$116.302.93%
$113.50Jul 31$2.40$2.40$4.80$108.70$118.304.27%
$112.00Aug 7$2.40$2.40$4.80$107.20$116.804.27%
$111.50Aug 7$2.48$2.40$4.88$106.62$116.384.34%
$111.00Aug 7$2.68$2.40$5.08$105.92$116.084.52%
$114.50Jul 31$2.40$2.85$5.25$109.25$119.754.67%
$112.50Aug 21$2.65$2.70$5.35$107.15$117.854.76%
$111.00Aug 21$3.78$1.73$5.51$105.49$116.514.90%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 85 found (cheapest 1.58% of stock, avg 3.83%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$113.00$110.00Jul 31$1.40$0.38$1.78$108.22$114.78
$113.00$111.00Jul 31$1.40$0.68$2.08$108.92$115.08
$113.00$108.00Jul 31$1.40$0.68$2.08$105.92$115.08
$113.50$110.00Jul 31$2.40$0.38$2.78$107.22$116.28
$114.00$110.00Jul 31$2.40$0.38$2.78$107.22$116.78
$114.50$110.00Jul 31$2.40$0.38$2.78$107.22$117.28
$117.00$110.00Jul 31$2.40$0.38$2.78$107.22$119.78
$115.50$112.00Aug 7$0.43$2.40$2.83$109.17$118.33
$115.50$111.50Aug 7$0.43$2.40$2.83$108.67$118.33
$115.50$111.00Aug 7$0.43$2.40$2.83$108.17$118.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 10.11, avg credit $1.14)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
105/107112/113Aug 21$1.82$0.1810.11$105.18$114.32
111/112116/118Aug 21$1.34$0.168.37$110.66$117.84
115/116116/118Aug 21$1.32$0.187.33$114.68$117.82
112/113116/118Aug 21$1.22$0.284.36$111.78$117.72
114/115116/118Aug 21$1.07$0.432.49$113.93$117.57
113/114116/118Aug 21$1.00$0.502.00$113.00$117.50
113/114116/116Aug 14$0.60$0.401.50$113.40$116.10
112/112116/118Aug 21$0.77$0.731.05$111.73$117.27
105/107120/125Aug 21$2.20$2.800.79$104.80$122.20
109/110120/125Aug 21$1.85$3.150.59$108.15$121.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 13.29, cheapest $0.07)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$111.00$111.50$112.00Aug 7$0.12$0.383.17
$112.50$113.00$113.50Aug 21$0.17$0.331.94
$98.00$99.00$100.00Jul 31$0.35$0.651.86
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$113.00$114.00$115.00Aug 21$0.07$0.9313.29
$114.00$115.00$116.00Aug 21$0.25$0.753.00
$112.00$112.50$113.00Aug 21$0.45$0.050.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 24 found (best net $-1.22, 15 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$112.50$118.001:2Sep 4-$1.22$4.28
$113.50$118.501:2Aug 28-$2.05$2.95
$90.00$98.001:2Jul 31-$5.20$2.80
$111.00$115.001:2Aug 14-$1.42$2.58
$109.00$111.001:2Aug 14-$1.68$0.32
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$116.50$114.001:2Aug 14-$0.66$1.84
$110.00$108.001:2Jul 31-$0.98$1.02
$111.00$110.001:2Jul 31-$0.08$0.92
$110.00$109.001:2Aug 21-$0.10$0.90
$112.00$109.001:2Aug 28-$2.30$0.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 1.02%, avg 0.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$112.50Sep 4$1.150.530.0%1.02%1.04%1--
$113.00Aug 28$0.900.470.5%0.80%1.26%11
$120.00Sep 4$0.750.336.7%0.67%7.35%4--
$113.50Aug 28$0.600.440.9%0.53%1.44%4--
$120.00Aug 21$0.500.186.7%0.44%7.13%1--
$112.50Aug 21$0.400.490.0%0.36%0.37%210--
$115.50Aug 7$0.100.212.7%0.09%2.77%1--

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 2,606
Total Puts 18,013
Put/Call Ratio 6.91
Net Difference -15,407

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 58,923
Total Puts 98,075
Average Put/Call Ratio 1.95
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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