Tour v456
XLY
State Street CnsmrDiscSelSectSPDRETF
$111.61 -0.77%
$111.25 (-0.32%)🌙
as of 07/29 06:14 PM
7/29 18:14

Option Volume

Detail
Current (07/29) 3,963
Calls: 2,811 (71%)
Puts: 1,152 (29%)
Prior (07/28) 20,619
Calls: 2,606 (13%)
Puts: 18,013 (87%)
Current vs Prior -80.78%
Calls: +7.87% (Calls)
Puts: -93.60% (Puts)
Prior 7-Day Total 169,989
Calls: 57,656 (34%)
Puts: 112,333 (66%)
Prior 7-Day Average 24,284
Calls: 8,236 (34%)
Puts: 16,047 (66%)
Current vs Prior 7-Day Avg -83.68%
Calls: -65.87%
Puts: -92.82%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/29) $2.85M
Calls: $2.46M (86%)
Puts: $385.9K (14%)
Prior (07/28) $5.89M
Calls: $1.28M (22%)
Puts: $4.61M (78%)
Current vs Prior -51.66%
Calls: +92.34%
Puts: -91.62%
Prior 7-Day Total $45.98M
Calls: $8.12M (18%)
Puts: $37.86M (82%)
Prior 7-Day Average $6.57M
Calls: $1.16M (18%)
Puts: $5.41M (82%)
Current vs Prior 7-Day Avg -56.67%
Calls: +112.06%
Puts: -92.86%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/29) 0.41
Prior (07/28) 6.91
Current vs Prior -94.07%
Prior 7-Day Average 2.53
Current vs Prior 7-Day Avg -83.80%
Sentiment BULLISH

Open Interest

Detail
Current (07/29) 149,928
Calls: 36,594 (24%)
Puts: 113,334 (76%)
Prior (07/28) 142,650
Calls: 27,758 (19%)
Puts: 114,892 (81%)
Current vs Prior +5.10%
Prior 7-Day Total 2,463,144
Calls: 550,079 (22%)
Puts: 1,913,065 (78%)
Prior 7-Day Average 351,877
Calls: 78,582 (22%)
Puts: 273,295 (78%)
Current vs Prior 7-Day Avg -57.39%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 4.37% | 4.44%5.65% | 8.36%
Prior 4.27% | 4.27%4.85% | 8.49%
Current vs Prior +2.46% | +4.14%+16.68% | -1.54%
Prior 7-Day Avg 3.85% | 4.35%5.50% | 7.25%
Current vs 7-Day Avg +13.57% | +2.06%+2.83% | +15.31%
Prior 7-Day Eod 4.27% | 4.27%4.85% | 8.49%
Current vs 7-Day Eod +2.46% | +4.14%+16.68% | -1.54%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 128.75% | 29.09%
Calls: 187.50% | 22.22%
Puts: 70.00% | 35.95%
Prior 16.54% | 12.66%
Calls: 22.22% | 12.02%
Puts: 10.87% | 13.30%
Current vs Prior +678.42% | +129.78%
Prior 7-Day Avg 53.51% | 14.96%
Calls: 56.94% | 14.25%
Puts: 13.66% | 15.66%
Current vs 7-Day Avg +140.60% | +94.47%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($2.46M) vs puts ($385.9K). Light premium activity with dollar volume down 52% vs prior. Below-average activity with volume down 81% vs prior. Extreme bullish P/C ratio of 0.41 - heavy call buying (2,811 calls vs 1,152 puts).

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. 38 found (avg delta 0.66, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$102.00Jul 317.3012.10$9.7049.5%30.9827
$90.00Aug 1419.3024.30$21.8022.9%2480.861
$95.00Aug 1414.8019.80$17.3028.9%2480.84--
$98.00Jul 3111.6016.60$14.1035.5%30.80--
$99.00Jul 3110.6015.60$13.1038.2%40.8012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 311.256.10$3.68131.8%30.8940
$120.00Aug 216.4011.20$8.8054.5%10.88--
$118.50Jul 314.709.50$7.1067.6%210.7921
$118.00Aug 214.209.00$6.6072.7%10.7140
$116.00Aug 72.457.30$4.8899.4%20.641

Most actively traded options today. High liquidity = easy entry/exit. 97 active (total vol 1.8K, top 666)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.00Aug 140.455.30$2.88168.4%6660.48--
$90.00Aug 1419.3024.30$21.8022.9%2480.861
$95.00Aug 1414.8019.80$17.3028.9%2480.84--
$112.00Jul 310.054.90$2.48195.6%280.5120
$111.00Aug 211.556.40$3.98121.9%270.5569
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 210.505.00$2.75163.6%800.41328
$111.00Jul 310.103.90$2.00190.0%580.43247
$111.00Aug 140.355.30$2.83174.9%480.412
$111.00Aug 210.405.00$2.70170.4%330.451.7K
$110.00Jul 310.151.00$0.57149.1%310.2877

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 23 strikes (avg 147.2%, max 364.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$117.00Jul 31Sep 4136.7%29.4%364.4%4--
$112.50Jul 31Sep 481.7%22.7%260.1%2--
$100.00Jul 31Aug 21221.2%63.4%248.8%223
$114.50Jul 31Aug 21110.6%31.9%246.2%365
$115.50Jul 31Aug 21118.9%35.2%237.5%413
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$107.00Jul 31Aug 28144.1%35.0%311.5%578
$111.50Jul 31Aug 2181.3%25.1%224.3%349
$111.00Jul 31Aug 2876.1%26.0%192.5%59247
$112.00Jul 31Aug 2173.5%26.8%174.4%10503
$109.00Jul 31Aug 2163.3%25.5%148.3%447

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 29.00, avg 5.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$112.50$114.50Aug 21$0.13$1.87$0.1314.38$112.63
$115.00$120.50Aug 28$1.18$4.32$1.183.66$116.18
$115.00$115.50Aug 21$0.13$0.37$0.132.85$115.13
$110.00$111.50Aug 7$0.42$1.08$0.422.57$110.42
$112.00$114.00Aug 14$0.70$1.30$0.701.86$112.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$107.00$104.00Jul 31$0.10$2.90$0.1029.00$106.90
$110.00$108.00Aug 28$0.10$1.90$0.1019.00$109.90
$111.00$108.00Aug 14$0.43$2.57$0.435.98$110.57
$109.00$108.00Jul 31$0.20$0.80$0.204.00$108.80
$114.00$112.00Aug 14$0.48$1.52$0.483.17$113.52

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 27 found (best R:R 9.00, avg 1.78)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$90.00$95.00Aug 14$4.50$4.50$0.509.00$94.50
$103.00$111.00Jul 31$6.70$6.70$1.305.15$109.70
$95.00$111.50Aug 14$13.05$13.05$3.453.78$108.05
$100.00$109.00Aug 21$6.75$6.75$2.253.00$106.75
$102.00$103.00Jul 31$0.60$0.60$0.401.50$102.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$118.00$115.50Aug 21$2.13$2.13$0.375.76$115.87
$111.50$111.00Jul 31$0.40$0.40$0.104.00$111.10
$116.00$113.00Aug 7$2.40$2.40$0.604.00$113.60
$115.00$114.00Aug 21$0.70$0.70$0.302.33$114.30
$112.50$111.00Aug 28$0.93$0.93$0.571.63$111.57

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 19 found (avg debit $1.15, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$112.50Jul 31Aug 21$0.1381.7%25.8%
$100.00Jul 31Aug 21$0.40221.2%63.4%
$112.00Jul 31Aug 14$1.1073.5%30.2%
$111.00Jul 31Aug 21$1.5876.1%27.5%
$116.00Jul 31Aug 7$1.6267.7%58.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$112.00Jul 31Aug 7$0.0873.5%36.2%
$106.00Aug 7Aug 21$0.1771.7%46.1%
$111.50Jul 31Aug 21$0.2881.3%25.1%
$115.00Jul 31Aug 21$0.6039.1%34.8%
$114.00Aug 14Aug 21$0.7035.0%33.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 3.34% of stock, avg 5.72%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$113.00Jul 31$1.25$2.48$3.73$109.27$116.733.34%
$115.00Jul 31$0.30$3.68$3.98$111.02$118.983.57%
$111.00Jul 31$2.40$2.00$4.40$106.60$115.403.94%
$112.00Jul 31$2.48$2.40$4.88$107.12$116.884.37%
$110.00Aug 7$2.90$2.40$5.30$104.70$115.304.75%
$112.50Aug 21$2.53$2.88$5.41$107.09$117.914.85%
$114.00Aug 14$2.88$2.88$5.76$108.24$119.765.16%
$111.50Aug 21$3.18$2.68$5.86$105.64$117.365.25%
$112.00Aug 14$3.58$2.40$5.98$106.02$117.985.36%
$112.00Aug 21$2.98$3.13$6.11$105.89$118.115.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 80 found (cheapest 1.63% of stock, avg 4.27%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$113.00$110.00Jul 31$1.25$0.57$1.82$108.18$114.82
$112.50$110.00Jul 31$2.40$0.57$2.97$107.03$115.47
$114.00$110.00Jul 31$2.40$0.57$2.97$107.03$116.97
$115.50$110.00Jul 31$2.40$0.57$2.97$107.03$118.47
$114.50$110.00Jul 31$2.50$0.57$3.07$106.93$117.57
$113.00$111.00Jul 31$1.25$2.00$3.25$107.75$116.25
$113.00$112.00Jul 31$1.25$2.40$3.65$108.35$116.65
$113.00$111.50Jul 31$1.25$2.40$3.65$107.85$116.65
$113.00$107.00Jul 31$1.25$2.50$3.75$103.25$116.75
$114.50$109.00Aug 21$2.40$1.65$4.05$104.95$118.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 14 found (best R:R 4.88, avg credit $1.29)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
108/109116/116Jul 31$0.83$0.174.88$108.17$116.83
114/115116/116Jul 31$1.23$0.274.56$113.77$117.23
104/107114/115Jul 31$2.30$0.703.29$104.70$116.80
109/110112/114Aug 21$1.23$0.771.60$108.77$113.73
104/107116/116Jul 31$1.72$1.281.34$105.28$117.22
104/107112/113Jul 31$1.25$1.750.71$105.75$113.75
111/112115/120Aug 28$2.11$3.390.62$110.39$117.11
108/111112/114Aug 14$1.13$1.870.60$109.87$113.13
108/111112/112Aug 14$1.10$1.900.58$109.90$112.60
110/111115/120Aug 28$1.73$3.770.46$109.27$116.73

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 11.50, cheapest $0.08)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$101.00$102.00$103.00Jul 31$0.60$0.400.67
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$106.00$107.00$108.00Aug 7$0.08$0.9211.50
$107.00$108.00$109.00Aug 7$0.08$0.9211.50
$111.00$111.50$112.00Aug 21$0.47$0.030.06

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 20 found (best net $-1.22, 14 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$120.501:2Aug 28-$1.22$4.28
$112.50$117.001:2Sep 4-$0.62$3.88
$115.50$118.501:2Aug 21-$2.40$0.60
$117.00$120.001:2Sep 4-$2.40$0.60
$112.50$113.001:2Jul 31-$0.10$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$118.50$115.001:2Jul 31-$0.26$3.24
$116.00$113.001:2Aug 7-$0.08$2.92
$111.00$108.001:2Aug 14-$1.97$1.03
$107.00$104.001:2Jul 31-$2.30$0.70
$109.00$108.001:2Jul 31-$0.48$0.52

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 1.57%, avg 0.52%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$112.50Sep 4$1.750.520.8%1.57%2.37%1--
$112.00Aug 14$1.150.580.3%1.03%1.38%5--
$115.00Aug 28$1.150.413.0%1.03%4.07%128
$112.00Aug 21$0.550.500.3%0.49%0.84%4--
$114.00Aug 14$0.450.482.1%0.40%2.54%666--
$120.00Aug 21$0.250.127.5%0.22%7.74%3--
$114.50Jul 31$0.200.412.6%0.18%2.77%2--
$115.00Jul 31$0.100.183.0%0.09%3.13%2--
$117.00Jul 31$0.100.354.8%0.09%4.92%1--
$115.00Aug 14$0.100.433.0%0.09%3.13%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 2,811
Total Puts 1,152
Put/Call Ratio 0.41
Net Difference 1,659

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 57,656
Total Puts 112,333
Average Put/Call Ratio 2.53
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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