Tour v477
XLY
State Street CnsmrDiscSelSectSPDRETF
$116.09 +3.29%
$116.24 (+0.13%)🌙
as of 07/31 06:08 PM
7/31 18:08

Option Volume

Detail
Current (07/31) 6,928
Calls: 3,185 (46%)
Puts: 3,743 (54%)
Prior (07/30) 3,861
Calls: 2,238 (58%)
Puts: 1,623 (42%)
Current vs Prior +79.44%
Calls: +42.31% (Calls)
Puts: +130.62% (Puts)
Prior 7-Day Total 127,725
Calls: 55,795 (44%)
Puts: 71,930 (56%)
Prior 7-Day Average 18,246
Calls: 7,970 (44%)
Puts: 10,275 (56%)
Current vs Prior 7-Day Avg -62.03%
Calls: -60.04%
Puts: -63.57%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/31) $2.18M
Calls: $886.9K (41%)
Puts: $1.29M (59%)
Prior (07/30) $1.40M
Calls: $925.4K (66%)
Puts: $477.7K (34%)
Current vs Prior +55.18%
Calls: -4.16%
Puts: +170.15%
Prior 7-Day Total $34.72M
Calls: $9.69M (28%)
Puts: $25.03M (72%)
Prior 7-Day Average $4.96M
Calls: $1.38M (28%)
Puts: $3.58M (72%)
Current vs Prior 7-Day Avg -56.10%
Calls: -35.93%
Puts: -63.91%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/31) 1.18
Prior (07/30) 0.73
Current vs Prior +62.05%
Prior 7-Day Average 1.92
Current vs Prior 7-Day Avg -38.70%
Sentiment BEARISH

Open Interest

Detail
Current (07/31) 544,461
Calls: 128,801 (24%)
Puts: 415,660 (76%)
Prior (07/30) 204,596
Calls: 63,080 (31%)
Puts: 141,516 (69%)
Current vs Prior +166.12%
Prior 7-Day Total 1,778,869
Calls: 424,318 (24%)
Puts: 1,354,551 (76%)
Prior 7-Day Average 254,124
Calls: 60,616 (24%)
Puts: 193,507 (76%)
Current vs Prior 7-Day Avg +114.25%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 2.37% | 3.82%4.72% | 7.86%
Prior 4.27% | 4.34%4.81% | 7.92%
Current vs Prior -10.65% | +6.73%-1.93% | -0.69%
Prior 7-Day Avg 3.85% | 4.25%5.23% | 7.66%
Current vs 7-Day Avg -1.00% | +9.09%-9.77% | +2.69%
Prior 7-Day Eod 4.27% | 4.34%4.81% | 7.92%
Current vs 7-Day Eod -10.65% | +6.73%-1.93% | -0.69%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current -- | --
Calls: -- | --
Puts: -- | --
Prior 128.75% | 29.09%
Calls: 187.50% | 22.22%
Puts: 70.00% | 35.95%
Current vs Prior -- | -46.41%
Prior 7-Day Avg 85.56% | 19.58%
Calls: 105.14% | 18.02%
Puts: 32.21% | 21.14%
Current vs 7-Day Avg -- | -20.38%
Liquidity Expensive
+
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🤖 AI Insights

Elevated premium activity with dollar volume up 55% vs prior. Above-average activity with volume up 79% vs prior. Slightly bearish P/C ratio of 1.18. P/C ratio rising 62% - 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 NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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. 76 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$102.00Jul 3111.5016.50$14.0035.7%--1.0031
$108.00Jul 315.5010.30$7.9060.8%11.0025
$110.00Jul 313.008.00$5.5090.9%21.0018
$111.00Jul 312.557.40$4.9797.6%--1.0013
$113.00Jul 310.855.70$3.28147.9%171.00122
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 711.4016.40$13.9036.0%40.84--
$120.00Aug 212.357.20$4.78101.5%--0.7723
$128.00Jul 3110.1015.00$12.5539.0%20.745
$117.50Aug 70.355.20$2.78174.5%120.7311
$127.00Jul 319.0013.80$11.4042.1%20.732

Most actively traded options today. High liquidity = easy entry/exit. 164 active (total vol 3.1K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 310.004.80$2.40200.0%1.2K0.56264
$122.00Aug 210.000.75$0.38197.4%1030.14699
$127.00Aug 210.004.80$2.40200.0%1030.27106
$116.50Aug 210.204.90$2.55184.3%520.4916
$116.00Aug 210.655.50$3.08157.5%430.5283
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 210.100.50$0.30133.3%1270.081.5K
$110.00Aug 210.004.80$2.40200.0%1190.29297
$116.00Jul 310.003.80$1.90200.0%1130.547
$111.00Aug 210.500.90$0.7057.1%1100.201.7K
$112.00Aug 210.105.00$2.55192.2%990.33467

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 50 strikes (avg 2092.9%, max 5023.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$125.00Jul 31Aug 281616.1%31.5%5023.9%5825
$123.00Jul 31Aug 211444.6%31.4%4507.8%62.4K
$100.00Jul 31Aug 212450.6%59.0%4055.1%132
$118.00Jul 31Sep 4948.8%23.4%3947.9%212
$117.00Jul 31Sep 11830.4%20.7%3921.2%912
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Jul 31Sep 112450.6%55.3%4334.1%42
$114.00Jul 31Sep 4942.5%23.8%3854.8%712
$115.00Jul 31Sep 11813.4%21.7%3645.1%1440
$105.00Jul 31Aug 281937.0%53.0%3556.9%662
$106.00Jul 31Aug 281833.0%50.1%3556.6%--33

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 37 found (best R:R 6.50, avg 2.04)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$117.00$119.00Sep 11$0.42$1.58$0.423.76$117.42
$113.00$113.50Aug 21$0.11$0.39$0.113.55$113.11
$124.00$125.00Aug 21$0.23$0.77$0.233.35$124.23
$120.00$121.00Aug 14$0.25$0.75$0.253.00$120.25
$114.50$115.00Aug 14$0.15$0.35$0.152.33$114.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$115.00$112.00Sep 11$0.40$2.60$0.406.50$114.60
$109.00$108.00Aug 7$0.20$0.80$0.204.00$108.80
$111.00$110.00Aug 14$0.20$0.80$0.204.00$110.80
$108.00$107.00Aug 21$0.22$0.78$0.223.55$107.78
$117.00$115.00Aug 28$0.45$1.55$0.453.44$116.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 58 found (best R:R 14.00, avg 2.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$103.00$106.00Aug 7$2.80$2.80$0.2014.00$105.80
$102.00$109.00Aug 21$6.50$6.50$0.5013.00$108.50
$105.00$110.00Aug 28$4.60$4.60$0.4011.50$109.60
$122.00$124.00Aug 28$1.77$1.77$0.237.70$123.77
$112.50$114.00Aug 14$1.30$1.30$0.206.50$113.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$117.50Aug 7$11.12$11.12$1.388.06$118.88
$107.00$106.00Aug 7$0.80$0.80$0.204.00$106.20
$119.00$118.50Jul 31$0.35$0.35$0.152.33$118.65
$112.00$111.50Aug 21$0.35$0.35$0.152.33$111.65
$120.00$118.00Aug 21$1.33$1.33$0.671.99$118.67

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 26 found (avg debit $0.80, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$116.50Jul 31Aug 14$0.08767.0%33.8%
$120.00Jul 31Aug 7$0.15402.0%24.6%
$100.00Jul 31Aug 21$0.202450.6%59.0%
$112.50Jul 31Aug 7$0.201123.8%64.1%
$114.50Jul 31Aug 14$0.25879.0%30.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$113.00Jul 31Aug 7$0.27189.8%21.3%
$115.50Aug 14Aug 21$0.2830.7%27.1%
$109.00Jul 31Aug 7$0.30800.9%53.0%
$108.00Jul 31Aug 7$0.60499.2%52.5%
$110.00Jul 31Aug 7$0.63389.2%44.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 55 found (cheapest 1.94% of stock, avg 6.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$116.00Jul 31$0.35$1.90$2.25$113.75$118.251.94%
$116.00Aug 7$1.75$1.18$2.93$113.07$118.932.52%
$114.00Aug 7$2.68$0.38$3.06$110.94$117.062.64%
$117.50Aug 7$0.38$2.78$3.16$114.34$120.662.72%
$113.00Jul 31$3.28$0.03$3.31$109.69$116.312.85%
$113.00Aug 7$3.28$0.30$3.58$109.42$116.583.08%
$112.00Jul 31$3.78$0.08$3.86$108.14$115.863.33%
$114.00Jul 31$2.40$2.40$4.80$109.20$118.804.13%
$115.00Jul 31$2.40$2.40$4.80$110.20$119.804.13%
$111.00Jul 31$4.97$0.05$5.02$105.98$116.024.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 1.34% of stock, avg 3.80%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$117.50$116.00Aug 7$0.38$1.18$1.56$114.44$119.06
$122.00$116.00Aug 7$0.57$1.18$1.75$114.25$123.75
$117.00$116.00Aug 7$0.85$1.18$2.03$113.97$119.03
$120.50$116.00Aug 7$1.33$1.18$2.51$113.49$123.01
$116.00$115.00Jul 31$0.35$2.40$2.75$112.25$118.75
$116.00$114.00Jul 31$0.35$2.40$2.75$111.25$118.75
$116.00$113.50Jul 31$0.35$2.40$2.75$110.75$118.75
$116.00$112.50Jul 31$0.35$2.40$2.75$109.75$118.75
$116.00$111.50Jul 31$0.35$2.40$2.75$108.75$118.75
$117.50$115.00Aug 7$0.38$2.40$2.78$112.22$120.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 34 found (best R:R 9.00, avg credit $0.74)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
107/108119/120Aug 14$0.90$0.109.00$107.10$119.90
108/109113/115Aug 28$1.78$0.228.09$107.22$114.78
110/112115/116Aug 7$1.70$0.305.67$110.30$116.70
107/108120/121Aug 14$0.85$0.155.67$107.15$120.85
110/111114/114Aug 14$0.85$0.155.67$110.15$114.85
108/109110/112Aug 28$2.10$0.405.25$106.90$112.10
108/109112/113Aug 7$0.80$0.204.00$108.20$113.30
108/109113/114Aug 7$0.80$0.204.00$108.20$113.80
114/114114/115Aug 14$0.38$0.123.17$113.62$114.88
114/114116/116Aug 14$0.38$0.123.17$113.62$115.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 5.25, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$115.00$115.50$116.00Aug 21$0.08$0.425.25
$112.50$113.00$113.50Jul 31$0.10$0.404.00
$114.50$115.00$115.50Aug 14$0.12$0.383.17
$99.00$100.00$101.00Jul 31$0.25$0.753.00
$115.50$116.00$116.50Aug 14$0.13$0.372.85
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$109.00$110.00$111.00Aug 14$0.20$0.804.00
$116.00$117.00$118.00Aug 21$0.23$0.773.35
$114.00$114.50$115.00Aug 14$0.16$0.342.12
$106.00$107.00$108.00Aug 21$0.37$0.631.70
$108.00$109.00$110.00Aug 21$0.37$0.631.70

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 40 found (best net $-2.40, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$102.00$109.001:2Aug 21-$1.50$5.50
$122.00$128.001:2Aug 14-$1.25$4.75
$105.00$110.001:2Aug 28-$2.80$2.20
$125.00$126.001:2Aug 21-$0.35$0.65
$119.00$120.001:2Aug 7-$0.51$0.49
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$112.00$100.001:2Sep 11-$2.40$9.60
$119.00$114.001:2Sep 4-$0.68$4.32
$104.00$100.001:2Aug 14-$0.80$3.20
$105.00$100.001:2Jul 31-$2.40$2.60
$115.00$110.001:2Aug 28-$2.56$2.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 7 found (best yield 0.78%, avg 0.22%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$117.00Sep 11$0.900.480.8%0.78%1.56%7--
$120.00Aug 21$0.250.233.4%0.22%3.58%32690
$116.50Aug 21$0.200.490.3%0.17%0.53%5216
$124.00Aug 21$0.150.126.8%0.13%6.94%--638
$122.00Aug 14$0.100.135.1%0.09%5.18%21
$117.00Aug 21$0.100.470.8%0.09%0.87%1312
$125.00Aug 21$0.100.067.7%0.09%7.76%--1.1K

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 3,185
Total Puts 3,743
Put/Call Ratio 1.18
Net Difference -558

Prior's Put/Call Breakdown

Total Calls 2,238
Total Puts 1,623
Put/Call Ratio 0.73
Net Difference 615

Prior 7-Day Put/Call Summary

Total Calls 55,795
Total Puts 71,930
Average Put/Call Ratio 1.92
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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