Tour v487
XLY
State Street CnsmrDiscSelSectSPDRETF
$118.21 +1.83%
$118.00 (-0.18%)🌙
as of 08/03 06:09 PM
8/3 18:09

Option Volume

Detail
Current (08/03) 17,453
Calls: 15,453 (89%)
Puts: 2,000 (11%)
Prior (07/31) 6,928
Calls: 3,185 (46%)
Puts: 3,743 (54%)
Current vs Prior +151.92%
Calls: +385.18% (Calls)
Puts: -46.57% (Puts)
Prior 7-Day Total 128,845
Calls: 56,983 (44%)
Puts: 71,862 (56%)
Prior 7-Day Average 18,406
Calls: 8,140 (44%)
Puts: 10,266 (56%)
Current vs Prior 7-Day Avg -5.18%
Calls: +89.83%
Puts: -80.52%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/03) $6.08M
Calls: $5.72M (94%)
Puts: $362.1K (6%)
Prior (07/31) $2.18M
Calls: $886.9K (41%)
Puts: $1.29M (59%)
Current vs Prior +179.30%
Calls: +544.88%
Puts: -71.94%
Prior 7-Day Total $34.89M
Calls: $9.72M (28%)
Puts: $25.17M (72%)
Prior 7-Day Average $4.98M
Calls: $1.39M (28%)
Puts: $3.60M (72%)
Current vs Prior 7-Day Avg +22.01%
Calls: +311.78%
Puts: -89.93%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03) 0.13
Prior (07/31) 1.18
Current vs Prior -88.99%
Prior 7-Day Average 1.81
Current vs Prior 7-Day Avg -92.86%
Sentiment BULLISH

Open Interest

Detail
Current (08/03) 541,493
Calls: 125,304 (23%)
Puts: 416,189 (77%)
Prior (07/31) 544,461
Calls: 128,801 (24%)
Puts: 415,660 (76%)
Current vs Prior -0.55%
Prior 7-Day Total 2,283,753
Calls: 535,561 (23%)
Puts: 1,748,192 (77%)
Prior 7-Day Average 326,250
Calls: 76,508 (23%)
Puts: 249,741 (77%)
Current vs Prior 7-Day Avg +65.97%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 4.06% | 4.06%3.66% | 5.85%
Prior 3.82% | 4.63%4.72% | 7.86%
Current vs Prior +6.41% | -12.38%-22.40% | -25.67%
Prior 7-Day Avg 3.80% | 4.29%5.29% | 7.87%
Current vs 7-Day Avg +6.91% | -5.41%-30.70% | -25.76%
Prior 7-Day Eod 3.82% | 4.63%4.72% | 7.86%
Current vs 7-Day Eod +6.41% | -12.38%-22.40% | -25.67%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 16.03% | 21.16%
Calls: 15.38% | 25.64%
Puts: 16.67% | 16.67%
Prior -- | --
Calls: -- | --
Puts: -- | --
Current vs Prior -- | --
Prior 7-Day Avg 96.11% | 19.31%
Calls: 117.92% | 17.73%
Puts: 35.43% | 20.89%
Current vs 7-Day Avg -83.32% | +9.57%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 94% of dollar volume in calls ($5.72M) vs puts ($362.1K). Massive premium surge with dollar volume up 179% vs prior. Unusually high activity with volume up 152% vs prior - elevated interest. Extreme bullish P/C ratio of 0.13 - heavy call buying (15,453 calls vs 2,000 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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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. 60 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$112.00Aug 143.107.90$5.5087.3%51.005
$114.00Aug 141.656.50$4.08118.9%--1.00647
$116.00Aug 140.004.80$2.40200.0%11.003
$111.00Aug 214.309.00$6.6570.7%11.0070
$112.50Aug 214.008.80$6.4075.0%--1.00214
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 77.8012.70$10.2547.8%30.754
$120.00Sep 40.054.90$2.48195.6%10.61--
$120.00Aug 212.255.40$3.8382.2%--0.6123
$121.00Aug 70.255.10$2.68181.0%10.60--
$118.00Aug 211.804.90$3.3592.5%130.6040

Most actively traded options today. High liquidity = easy entry/exit. 134 active (total vol 1.6K, top 290)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 70.000.60$0.30200.0%1200.2410
$124.00Aug 210.200.80$0.50120.0%1120.15638
$120.00Aug 210.604.90$2.75156.4%700.39685
$121.50Aug 70.000.50$0.25200.0%550.16--
$122.00Aug 70.000.35$0.18194.4%530.1217
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$113.00Aug 210.000.55$0.28196.4%2900.15473
$117.50Aug 280.004.80$2.40200.0%1040.471
$111.00Aug 210.200.70$0.45111.1%350.151.7K
$107.00Aug 70.001.30$0.65200.0%250.1272
$114.50Aug 210.004.80$2.40200.0%240.408

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 31 strikes (avg 129.5%, max 269.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$124.00Aug 7Aug 2192.6%26.6%248.6%114641
$123.00Aug 7Sep 1185.7%27.2%215.1%64
$117.50Aug 7Aug 2858.9%20.5%187.0%69
$118.00Aug 7Aug 2854.0%19.0%183.8%2612
$115.50Aug 7Aug 2876.7%28.0%174.1%5744
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Aug 14Sep 4109.9%29.7%269.6%523
$116.50Aug 7Sep 468.0%18.9%259.8%31
$113.00Aug 7Aug 2142.9%12.8%235.9%293499
$117.50Aug 7Aug 2858.9%20.5%187.0%11524
$111.00Aug 14Aug 2160.1%21.0%186.6%361.8K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 23 found (best R:R 64.00, avg 7.43)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$118.50$120.00Aug 28$0.10$1.40$0.1014.00$118.60
$117.50$118.50Aug 14$0.18$0.82$0.184.56$117.68
$116.00$116.50Aug 21$0.10$0.40$0.104.00$116.10
$116.50$117.00Aug 21$0.18$0.32$0.181.78$116.68
$112.50$115.00Aug 28$0.93$1.57$0.931.69$113.43
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$116.50$110.00Aug 28$0.10$6.40$0.1064.00$116.40
$112.50$107.00Sep 11$0.13$5.37$0.1341.31$112.37
$121.00$118.00Aug 7$0.28$2.72$0.289.71$120.72
$115.00$111.50Sep 4$0.33$3.17$0.339.61$114.67
$120.00$118.00Aug 21$0.48$1.52$0.483.17$119.52

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 34 found (best R:R 24.00, avg 2.63)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$105.00$110.00Aug 28$4.80$4.80$0.2024.00$109.80
$108.00$110.00Aug 7$1.85$1.85$0.1512.33$109.85
$111.00$114.00Aug 7$2.62$2.62$0.386.89$113.62
$110.00$111.00Aug 21$0.85$0.85$0.155.67$110.85
$129.00$130.00Aug 21$0.83$0.83$0.174.88$129.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$121.00Aug 7$7.57$7.57$1.435.29$122.43
$113.00$112.50Aug 7$0.33$0.33$0.171.94$112.67
$110.00$108.00Aug 14$1.02$1.02$0.981.04$108.98
$105.00$100.00Sep 4$2.25$2.25$2.750.82$102.75
$116.00$115.50Aug 21$0.18$0.18$0.320.56$115.82

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 27 found (avg debit $1.20, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$117.50Aug 7Aug 14$0.1858.9%35.1%
$116.50Aug 14Aug 21$0.1815.0%23.6%
$115.50Aug 7Aug 21$0.2076.7%26.8%
$122.00Aug 7Aug 14$0.4523.9%28.7%
$95.00Aug 14Aug 21$0.55132.1%73.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$116.50Aug 7Aug 28$0.1068.0%25.2%
$116.00Aug 7Aug 14$0.1326.4%10.4%
$109.00Aug 7Aug 21$0.20127.6%55.0%
$114.00Aug 7Aug 14$0.3727.1%18.6%
$113.00Aug 7Aug 14$0.4742.9%28.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 39 found (cheapest 2.14% of stock, avg 6.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$115.00Aug 7$2.40$0.13$2.53$112.47$117.532.14%
$116.00Aug 14$2.40$0.53$2.93$113.07$118.932.48%
$116.00Aug 7$2.58$0.40$2.98$113.02$118.982.52%
$117.00Aug 7$1.60$2.40$4.00$113.00$121.003.38%
$114.00Aug 14$4.08$0.50$4.58$109.42$118.583.87%
$117.50Aug 7$2.40$2.40$4.80$112.70$122.304.06%
$118.00Aug 7$2.40$2.40$4.80$113.20$122.804.06%
$118.50Aug 14$2.40$2.40$4.80$113.70$123.304.06%
$117.00Aug 21$2.40$2.40$4.80$112.20$121.804.06%
$117.50Aug 28$2.40$2.40$4.80$112.70$122.304.06%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 116 found (cheapest 2.48% of stock, avg 3.94%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$118.50$116.00Aug 14$2.40$0.53$2.93$113.07$121.43
$119.00$116.00Aug 14$2.40$0.53$2.93$113.07$121.93
$119.50$116.00Aug 14$2.40$0.53$2.93$113.07$122.43
$120.00$116.00Aug 14$2.40$0.53$2.93$113.07$122.93
$121.00$116.00Aug 14$2.40$0.53$2.93$113.07$123.93
$119.00$118.00Aug 7$0.57$2.40$2.97$115.03$121.97
$119.00$117.50Aug 7$0.57$2.40$2.97$114.53$121.97
$119.00$117.00Aug 7$0.57$2.40$2.97$114.03$121.97
$119.00$116.50Aug 7$0.57$2.40$2.97$113.53$121.97
$119.00$109.00Aug 7$0.57$2.40$2.97$106.03$121.97

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 10 found (best R:R 4.68, avg credit $1.18)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
107/108112/115Aug 28$2.06$0.444.68$105.94$114.56
107/108118/120Aug 28$1.23$0.274.56$106.77$119.73
108/110117/118Aug 14$1.62$0.384.26$108.38$118.62
109/110112/112Aug 28$0.65$0.351.86$109.35$112.65
108/110118/118Aug 14$1.20$0.801.50$108.80$118.70
109/110112/115Aug 28$1.18$1.320.89$108.82$113.68
110/116117/118Aug 28$2.17$4.330.50$114.33$119.17
109/110118/120Aug 28$0.35$1.150.30$109.65$118.85
110/116120/121Aug 28$1.15$5.350.21$115.35$121.65
110/116118/120Aug 28$0.20$6.300.03$116.30$118.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 9.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$106.00$107.00$108.00Aug 7$0.10$0.909.00
$113.50$114.00$114.50Aug 21$0.20$0.301.50
$119.00$119.50$120.00Aug 21$0.35$0.150.43
$110.00$111.00$112.00Aug 21$0.90$0.100.11
$112.50$113.00$113.50Aug 21$0.48$0.020.04
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$106.00$107.00$108.00Aug 14$0.10$0.909.00
$106.00$107.00$108.00Aug 7$0.20$0.804.00
$113.00$114.00$115.00Aug 7$0.25$0.753.00
$114.00$115.00$116.00Aug 7$0.27$0.732.70
$115.00$115.50$116.00Aug 21$0.18$0.321.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 39 found (best net $-0.40, 27 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$109.001:2Aug 21-$0.40$8.60
$111.00$114.001:2Aug 7-$2.06$0.94
$105.00$110.001:2Aug 28-$4.10$0.90
$114.00$115.001:2Aug 7-$0.12$0.88
$123.00$126.001:2Sep 11-$2.32$0.68
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$116.50$110.001:2Aug 28-$2.30$4.20
$111.50$105.001:2Sep 4-$2.40$4.10
$112.50$107.001:2Sep 11-$2.22$3.28
$112.00$110.001:2Aug 7-$0.05$1.95
$110.00$108.001:2Aug 14-$0.36$1.64

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 0.51%, avg 0.22%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$120.00Aug 21$0.600.391.5%0.51%2.02%70685
$122.00Aug 14$0.400.203.2%0.34%3.54%23
$124.00Aug 21$0.200.154.9%0.17%5.07%112638
$125.00Aug 21$0.150.175.7%0.13%5.87%101.1K
$126.00Aug 21$0.100.106.6%0.08%6.67%3474
$118.50Aug 28$0.100.470.2%0.08%0.33%15

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 15,453
Total Puts 2,000
Put/Call Ratio 0.13
Net Difference 13,453

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 56,983
Total Puts 71,862
Average Put/Call Ratio 1.81
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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