Tour v472
XLY
State Street CnsmrDiscSelSectSPDRETF
$112.39 +0.70%
$114.34 (+1.74%)🌙
as of 07/30 06:13 PM
7/30 18:13

Option Volume

Detail
Current (07/30) 3,861
Calls: 2,238 (58%)
Puts: 1,623 (42%)
Prior (07/29) 3,963
Calls: 2,811 (71%)
Puts: 1,152 (29%)
Current vs Prior -2.57%
Calls: -20.38% (Calls)
Puts: +40.89% (Puts)
Prior 7-Day Total 128,874
Calls: 57,088 (44%)
Puts: 71,786 (56%)
Prior 7-Day Average 18,410
Calls: 8,155 (44%)
Puts: 10,255 (56%)
Current vs Prior 7-Day Avg -79.03%
Calls: -72.56%
Puts: -84.17%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/30) $1.40M
Calls: $925.4K (66%)
Puts: $477.7K (34%)
Prior (07/29) $2.85M
Calls: $2.46M (86%)
Puts: $385.9K (14%)
Current vs Prior -50.70%
Calls: -62.38%
Puts: +23.77%
Prior 7-Day Total $34.29M
Calls: $9.54M (28%)
Puts: $24.75M (72%)
Prior 7-Day Average $4.90M
Calls: $1.36M (28%)
Puts: $3.54M (72%)
Current vs Prior 7-Day Avg -71.35%
Calls: -32.10%
Puts: -86.49%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30) 0.73
Prior (07/29) 0.41
Current vs Prior +76.96%
Prior 7-Day Average 1.87
Current vs Prior 7-Day Avg -61.29%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/30) 204,596
Calls: 63,080 (31%)
Puts: 141,516 (69%)
Prior (07/29) 149,928
Calls: 36,594 (24%)
Puts: 113,334 (76%)
Current vs Prior +36.46%
Prior 7-Day Total 2,103,755
Calls: 474,869 (23%)
Puts: 1,628,886 (77%)
Prior 7-Day Average 300,536
Calls: 67,838 (23%)
Puts: 232,698 (77%)
Current vs Prior 7-Day Avg -31.92%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 4.27% | 4.34%4.81% | 7.92%
Prior 4.37% | 4.44%5.65% | 8.36%
Current vs Prior -2.32% | -2.30%-14.86% | -5.27%
Prior 7-Day Avg 3.88% | 4.22%5.44% | 7.56%
Current vs 7-Day Avg +10.18% | +2.77%-11.51% | +4.70%
Prior 7-Day Eod 4.37% | 4.44%5.65% | 8.36%
Current vs 7-Day Eod -2.32% | -2.30%-14.86% | -5.27%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 128.75% | 29.09%
Calls: 187.50% | 22.22%
Puts: 70.00% | 35.95%
Prior 128.75% | 29.09%
Calls: 187.50% | 22.22%
Puts: 70.00% | 35.95%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 69.13% | 17.38%
Calls: 81.04% | 15.90%
Puts: 22.00% | 18.85%
Current vs 7-Day Avg +86.24% | +67.39%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($925.4K). Light premium activity with dollar volume down 51% vs prior. P/C ratio rising 77% - increased hedging/bearish positioning. Put-heavy open interest (141,516 puts vs 63,080 calls) suggests hedging or 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 BEARISH
Current BULLISH
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 -- 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. 34 found (avg delta 0.68, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$102.00Jul 319.1014.10$11.6043.1%130.9029
$95.00Aug 2116.2021.20$18.7026.7%70.8518
$110.00Jul 311.055.90$3.48139.4%10.83--
$98.00Jul 3113.1018.10$15.6032.1%230.8112
$99.00Jul 3111.7016.70$14.2035.2%350.8113
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 73.107.90$5.5087.3%10.93--
$128.00Jul 3112.0016.90$14.4533.9%50.77--
$127.00Jul 3111.5016.40$13.9535.1%50.77--
$125.00Jul 318.7013.40$11.0542.5%30.75--
$124.00Jul 318.1012.90$10.5045.7%30.74--

Most actively traded options today. High liquidity = easy entry/exit. 89 active (total vol 1.9K, top 578)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.00Aug 210.004.80$2.40200.0%5780.4344
$114.00Aug 140.004.80$2.40200.0%1220.42666
$113.00Jul 310.004.80$2.40200.0%1020.5220
$120.00Aug 210.251.05$0.65123.1%530.17663
$99.00Jul 3111.7016.70$14.2035.2%350.8113
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 70.004.80$2.40200.0%2610.4312
$111.00Aug 211.302.35$1.8357.4%1040.411.7K
$107.00Aug 210.004.80$2.40200.0%960.30152
$108.00Aug 210.004.70$2.35200.0%890.321.2K
$110.00Aug 210.155.00$2.58188.0%530.39297

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 175.9%, max 798.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$114.50Jul 31Aug 21133.6%30.9%332.0%2058
$114.00Jul 31Aug 21124.1%29.1%326.4%58344
$113.00Jul 31Aug 2857.2%17.6%225.2%10320
$102.00Jul 31Aug 21172.2%59.5%189.6%1429
$120.00Jul 31Sep 491.4%33.3%175.0%4--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Jul 31Aug 21253.7%28.2%798.6%261.5K
$111.50Jul 31Sep 4139.1%24.2%475.2%1749
$107.00Jul 31Aug 21220.4%42.4%420.2%107152
$111.00Jul 31Aug 2163.6%21.8%191.6%1411.9K
$113.00Aug 7Aug 2840.5%17.6%130.1%22

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 34.00, avg 4.70)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$111.50$115.00Aug 7$0.10$3.40$0.1034.00$111.60
$116.00$117.50Jul 31$0.12$1.38$0.1211.50$116.12
$113.00$115.50Aug 28$0.28$2.22$0.287.93$113.28
$115.50$120.00Aug 7$0.98$3.52$0.983.59$116.48
$111.00$112.00Aug 21$0.40$0.60$0.401.50$111.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$105.00$90.00Jul 31$1.67$13.33$1.677.98$103.33
$110.00$108.00Jul 31$0.27$1.73$0.276.41$109.73
$121.00$120.50Jul 31$0.10$0.40$0.104.00$120.90
$111.00$110.00Jul 31$0.28$0.72$0.282.57$110.72
$120.00$117.00Aug 7$1.12$1.88$1.121.68$118.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 25 found (best R:R 20.43, avg 2.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$104.00$110.00Jul 31$5.72$5.72$0.2820.43$109.72
$102.00$110.00Aug 21$7.28$7.28$0.7210.11$109.28
$101.00$102.00Jul 31$0.80$0.80$0.204.00$101.80
$112.00$112.50Aug 21$0.40$0.40$0.104.00$112.40
$117.00$120.00Aug 21$1.75$1.75$1.251.40$118.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$107.00$105.00Aug 21$1.72$1.72$0.286.14$105.28
$112.00$111.00Aug 21$0.72$0.72$0.282.57$111.28
$120.50$114.00Jul 31$3.90$3.90$2.601.50$116.60
$125.00$124.00Jul 31$0.55$0.55$0.451.22$124.45
$128.00$127.00Jul 31$0.50$0.50$0.501.00$127.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $1.27, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$112.50Aug 14Aug 21$0.0829.4%23.8%
$102.00Jul 31Aug 21$0.15172.2%59.5%
$112.00Jul 31Aug 21$0.4845.7%24.2%
$111.00Aug 7Aug 21$0.8036.4%21.8%
$110.00Jul 31Aug 7$1.2761.6%43.2%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$112.00Aug 7Aug 21$0.1543.3%24.2%
$111.00Jul 31Aug 21$1.2063.6%21.8%
$110.00Jul 31Aug 7$2.0561.6%43.2%
$108.00Jul 31Aug 7$2.3257.7%56.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 3.41% of stock, avg 4.94%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$110.00Jul 31$3.48$0.35$3.83$106.17$113.833.41%
$114.00Jul 31$2.40$2.40$4.80$109.20$118.804.27%
$113.00Aug 28$2.68$2.40$5.08$107.92$118.084.52%
$111.00Aug 21$3.28$1.83$5.11$105.89$116.114.55%
$112.00Aug 21$2.88$2.55$5.43$106.57$117.434.83%
$120.00Aug 7$0.15$5.50$5.65$114.35$125.655.03%
$113.00Aug 21$2.40$3.48$5.88$107.12$118.885.23%
$110.00Aug 21$4.47$2.58$7.05$102.95$117.056.27%
$110.00Aug 7$4.75$2.40$7.15$102.85$117.156.36%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 80 found (cheapest 0.53% of stock, avg 3.73%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$115.00$110.00Jul 31$0.25$0.35$0.60$109.40$115.60
$115.00$111.00Jul 31$0.25$0.63$0.88$110.12$115.88
$120.00$110.00Aug 7$0.15$2.40$2.55$107.45$122.55
$120.00$109.00Aug 7$0.15$2.40$2.55$106.45$122.55
$120.00$108.00Aug 7$0.15$2.40$2.55$105.45$122.55
$120.00$104.00Aug 7$0.15$2.42$2.57$101.43$122.57
$115.00$111.50Jul 31$0.25$2.40$2.65$108.85$117.65
$115.00$107.00Jul 31$0.25$2.40$2.65$104.35$117.65
$115.00$105.00Jul 31$0.25$2.40$2.65$102.35$117.65
$113.50$110.00Jul 31$2.40$0.35$2.75$107.25$116.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 7 found (best R:R 8.38, avg credit $2.04)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
112/113117/120Aug 21$2.68$0.328.38$110.32$119.68
111/112117/120Aug 21$2.47$0.534.66$109.53$119.47
110/111116/118Jul 31$0.40$1.100.36$110.60$116.40
90/105114/115Jul 31$3.82$11.180.34$101.18$118.32
108/110116/118Jul 31$0.39$1.610.24$109.61$116.39
90/105110/112Jul 31$2.75$12.250.22$102.25$112.75
90/105116/118Jul 31$1.79$13.210.14$103.21$117.79

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 11.50, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$115.00$116.00$117.00Aug 21$0.08$0.9211.50
$114.00$114.50$115.00Aug 21$0.08$0.425.25
$100.00$101.00$102.00Jul 31$0.50$0.501.00
$112.00$112.50$113.00Aug 21$0.32$0.180.56
$110.00$111.00$112.00Aug 21$0.79$0.210.27
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$111.00$112.00$113.00Aug 21$0.21$0.793.76

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 29 found (best net $-0.58, 18 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$117.00$122.001:2Aug 28-$2.40$2.60
$95.00$102.001:2Aug 21-$4.80$2.20
$110.00$112.501:2Aug 14-$1.02$1.48
$111.50$115.001:2Aug 7-$2.38$1.12
$115.00$116.001:2Jul 31-$0.15$0.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$117.00$113.001:2Aug 7-$0.58$3.42
$113.00$108.001:2Aug 14-$2.32$2.68
$112.00$108.001:2Aug 28-$2.32$1.68
$108.00$104.001:2Aug 7-$2.44$1.56
$111.00$110.001:2Jul 31-$0.07$0.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 2 found (best yield 0.22%, avg 0.22%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$120.00Aug 21$0.250.176.8%0.22%6.99%53663
$113.00Aug 28$0.250.490.5%0.22%0.77%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 2,238
Total Puts 1,623
Put/Call Ratio 0.73
Net Difference 615

Prior's Put/Call Breakdown

Total Calls 2,811
Total Puts 1,152
Put/Call Ratio 0.41
Net Difference 1,659

Prior 7-Day Put/Call Summary

Total Calls 57,088
Total Puts 71,786
Average Put/Call Ratio 1.87
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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