Tour v418
XLY
State Street CnsmrDiscSelSectSPDRETF
$110.80 +1.27%
7/27 15:07

Option Volume

Detail
Current (07/27 3:05pm) 23,741
Calls: 21,785 (92%)
Puts: 1,956 (8%)
Prior (07/24) 7,809
Calls: 1,717 (22%)
Puts: 6,092 (78%)
Current vs Prior +204.02%
Calls: +1168.78% (Calls)
Puts: -67.89% (Puts)
Prior 7-Day Total 130,786
Calls: 35,670 (27%)
Puts: 95,116 (73%)
Prior 7-Day Average 18,683
Calls: 5,095 (27%)
Puts: 13,588 (73%)
Current vs Prior 7-Day Avg +27.07%
Calls: +327.52%
Puts: -85.60%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27 3:05pm) $2.87M
Calls: $2.48M (86%)
Puts: $388.3K (14%)
Prior (07/24) $2.02M
Calls: $287.8K (14%)
Puts: $1.73M (86%)
Current vs Prior +41.79%
Calls: +761.34%
Puts: -77.61%
Prior 7-Day Total $38.21M
Calls: $5.48M (14%)
Puts: $32.73M (86%)
Prior 7-Day Average $5.46M
Calls: $783.1K (14%)
Puts: $4.68M (86%)
Current vs Prior 7-Day Avg -47.47%
Calls: +216.59%
Puts: -91.70%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27 3:05pm) 0.09
Prior (07/24) 3.55
Current vs Prior -97.47%
Prior 7-Day Average 2.30
Current vs Prior 7-Day Avg -96.10%
Sentiment BULLISH

Open Interest

Detail
Current (07/27 3:05pm) 556,373
Calls: 128,120 (23%)
Puts: 428,253 (77%)
Prior (07/24) 150,372
Calls: 35,679 (24%)
Puts: 114,693 (76%)
Current vs Prior +270.00%
Prior 7-Day Total 3,675,399
Calls: 849,660 (23%)
Puts: 2,825,739 (77%)
Prior 7-Day Average 525,057
Calls: 121,380 (23%)
Puts: 403,677 (77%)
Current vs Prior 7-Day Avg +5.96%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 3.03% | 3.99%5.44% | 7.54%
Prior 3.38% | 4.23%5.05% | 7.50%
Current vs Prior -10.38% | -5.68%+7.86% | +0.45%
Prior 7-Day Avg 1.95% | 3.27%3.47% | 6.74%
Current vs 7-Day Avg +55.56% | +21.96%+56.81% | +11.84%
Prior 7-Day Eod 3.38% | 4.23%5.67% | 7.43%
Current vs 7-Day Eod -10.38% | -5.68%-3.96% | +1.42%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 11.72% | 12.23%
Calls: 13.30% | 14.46%
Puts: 10.14% | 10.00%
Prior 22.30% | 17.21%
Calls: 28.46% | 18.60%
Puts: 16.13% | 15.82%
Current vs Prior -47.44% | -28.94%
Prior 7-Day Avg 51.89% | 17.53%
Calls: 32.36% | 17.18%
Puts: 71.42% | 17.88%
Current vs 7-Day Avg -77.42% | -30.25%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($2.48M) vs puts ($388.3K). Unusually high activity with volume up 204% vs prior - elevated interest. Extreme bullish P/C ratio of 0.09 - heavy call buying (21,785 calls vs 1,956 puts). P/C ratio dropping 97% - sentiment shifting bullish.

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
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
15:05BULLISHBULLISHBULLISH
01:15BEARISHBEARISHBEARISH

📈 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 12 of results (avg 7.7%, best 5.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$111.00Aug 212.752.95$2.857.0%690.50--
$108.00Aug 73.704.00$3.857.8%10.7140
$109.00Jul 312.452.65$2.557.8%10.703
$100.00Aug 2111.0011.90$11.457.9%--0.9110
$105.00Aug 76.006.50$6.258.0%30.85--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$111.00Aug 212.702.85$2.785.4%20.501.7K
$113.00Jul 312.652.80$2.725.5%240.73128
$115.00Aug 214.905.30$5.107.8%--0.72667
$112.50Jul 312.252.45$2.358.5%--0.69283
$110.00Aug 212.202.40$2.308.7%220.44209

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.89, cheapest $0.77)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.00Aug 210.700.85$0.7719.5%40.1844
$105.00Aug 210.851.00$0.9316.1%1620.211.5K
$108.00Aug 70.901.05$0.9815.3%830.2935

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 58 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Jul 3120.2021.90$21.058.1%--1.0010
$102.00Jul 318.309.60$8.9514.5%1141.00--
$95.00Aug 2115.3017.70$16.5014.5%--0.9418
$100.00Jul 3110.1011.90$11.0016.4%--0.9416
$101.00Jul 319.3010.60$9.9513.1%1140.94--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 2117.4021.30$19.3520.2%20.98--
$116.00Jul 314.706.00$5.3524.3%20.927
$131.00Aug 2118.4022.30$20.3519.2%20.92--
$132.00Jul 3120.2022.90$21.5512.5%20.92--
$115.00Jul 313.805.00$4.4027.3%--0.9140

Most actively traded options today. High liquidity = easy entry/exit. 108 active (total vol 2.5K, top 620)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 72.252.60$2.4214.5%2040.5729
$101.00Jul 319.3010.60$9.9513.1%1140.94--
$102.00Jul 318.309.60$8.9514.5%1141.00--
$114.50Jul 310.200.30$0.2540.0%1130.14111
$111.00Aug 212.752.95$2.857.0%690.50--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Aug 211.551.75$1.6512.1%6200.34780
$106.00Aug 211.051.25$1.1517.4%1640.2579
$105.00Aug 210.851.00$0.9316.1%1620.211.5K
$107.00Aug 211.251.50$1.3818.1%1400.2929
$109.00Aug 71.151.30$1.2312.2%1320.3623

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 41 strikes (avg 55.2%, max 247.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$125.00Jul 31Aug 2187.2%25.1%247.8%21.9K
$95.00Jul 31Aug 21101.9%33.7%202.1%225
$123.00Jul 31Aug 2178.7%29.7%165.0%--2.4K
$122.00Aug 7Aug 2159.1%23.4%153.0%1713
$117.00Jul 31Aug 2150.4%21.3%136.8%--324
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$131.00Jul 31Aug 21138.0%44.6%209.7%4--
$106.00Jul 31Aug 2836.1%24.3%48.5%2312
$107.00Jul 31Aug 2835.1%24.5%43.4%568
$105.00Jul 31Aug 2837.7%26.7%41.3%1169
$103.00Aug 7Aug 2837.6%27.0%39.0%--21

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 75 found (best R:R 26.78, avg 3.18)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$113.00$120.00Aug 14$0.45$6.55$0.4514.56$113.45
$118.00$120.00Jul 31$0.20$1.80$0.209.00$118.20
$121.00$122.00Aug 21$0.20$0.80$0.204.00$121.20
$112.50$113.00Jul 31$0.11$0.39$0.113.55$112.61
$113.00$114.00Jul 31$0.24$0.76$0.243.17$113.24
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$95.00Aug 21$0.18$4.82$0.1826.78$99.82
$105.00$102.00Jul 31$0.13$2.87$0.1322.08$104.87
$104.00$101.00Aug 14$0.27$2.73$0.2710.11$103.73
$104.00$100.00Aug 21$0.44$3.56$0.448.09$103.56
$107.00$106.00Jul 31$0.13$0.87$0.136.69$106.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 86 found (best R:R 39.00, avg 1.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$102.00$108.00Jul 31$5.70$5.70$0.3019.00$107.70
$100.00$109.00Aug 21$7.55$7.55$1.455.21$107.55
$105.00$110.00Aug 28$3.80$3.80$1.203.17$108.80
$108.00$110.00Aug 7$1.43$1.43$0.572.51$109.43
$108.00$109.00Jul 31$0.70$0.70$0.302.33$108.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$131.00$125.00Jul 31$5.85$5.85$0.1539.00$125.15
$118.50$116.00Jul 31$2.30$2.30$0.2011.50$116.20
$114.00$113.00Aug 21$0.75$0.75$0.253.00$113.25
$113.00$112.50Jul 31$0.37$0.37$0.132.85$112.63
$112.50$112.00Jul 31$0.35$0.35$0.152.33$112.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 35 found (avg debit $0.64, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$116.50Jul 31Aug 7$0.1534.2%25.2%
$115.00Jul 31Aug 7$0.2526.2%22.3%
$116.00Jul 31Aug 7$0.3030.6%26.6%
$118.00Jul 31Aug 21$0.3444.8%23.7%
$114.00Jul 31Aug 7$0.3729.2%24.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$104.00Aug 7Aug 14$0.2032.2%28.8%
$106.00Jul 31Aug 7$0.2836.1%27.7%
$105.00Jul 31Aug 7$0.3037.7%30.4%
$115.00Jul 31Aug 7$0.3026.2%22.3%
$103.00Aug 7Aug 28$0.3737.6%27.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 38 found (cheapest 2.48% of stock, avg 6.12%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$111.50Jul 31$1.05$1.70$2.75$108.75$114.252.48%
$111.00Jul 31$1.30$1.48$2.78$108.22$113.782.51%
$110.00Jul 31$1.88$1.00$2.88$107.12$112.882.60%
$112.00Jul 31$0.88$2.00$2.88$109.12$114.882.60%
$112.50Jul 31$0.68$2.35$3.03$109.47$115.532.73%
$109.00Jul 31$2.55$0.70$3.25$105.75$112.252.93%
$113.00Jul 31$0.57$2.72$3.29$109.71$116.292.97%
$108.00Jul 31$3.25$0.53$3.78$104.22$111.783.41%
$114.00Jul 31$0.33$3.47$3.80$110.20$117.803.43%
$110.00Aug 7$2.42$1.55$3.97$106.03$113.973.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 100 found (cheapest 0.74% of stock, avg 2.33%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$113.00$106.00Jul 31$0.57$0.25$0.82$105.18$113.82
$112.50$106.00Jul 31$0.68$0.25$0.93$105.07$113.43
$113.00$107.00Jul 31$0.57$0.38$0.95$106.05$113.95
$115.50$106.00Aug 7$0.50$0.53$1.03$104.97$116.53
$112.50$107.00Jul 31$0.68$0.38$1.06$105.94$113.56
$113.00$108.00Jul 31$0.57$0.53$1.10$106.90$114.10
$112.00$106.00Jul 31$0.88$0.25$1.13$104.87$113.13
$112.50$108.00Jul 31$0.68$0.53$1.21$106.79$113.71
$114.00$106.00Aug 7$0.70$0.53$1.23$104.77$115.23
$112.00$107.00Jul 31$0.88$0.38$1.26$105.74$113.26

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 120 found (best R:R 7.33, avg credit $0.74)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
106/107109/110Aug 21$0.88$0.127.33$106.12$109.88
106/107108/110Aug 7$1.75$0.257.00$105.25$109.75
105/106109/110Aug 21$0.87$0.136.69$105.13$109.87
108/109110/111Aug 7$0.84$0.165.25$108.16$110.84
106/107108/109Jul 31$0.83$0.174.88$106.17$108.83
110/111113/114Aug 21$0.83$0.174.88$110.17$113.83
107/108109/110Jul 31$0.82$0.184.56$107.18$109.82
104/105109/110Aug 21$0.81$0.194.26$104.19$109.81
106/107109/110Jul 31$0.80$0.204.00$106.20$109.80
109/110112/113Aug 21$0.79$0.213.76$109.21$112.79

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 34 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$100.00$101.00$102.00Jul 31$0.05$0.9519.00
$109.00$110.00$111.00Jul 31$0.09$0.9110.11
$112.00$113.00$114.00Aug 21$0.09$0.9110.11
$111.00$112.50$114.00Aug 7$0.17$1.337.82
$111.00$111.50$112.00Jul 31$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$105.00$106.00$107.00Jul 31$0.06$0.9415.67
$104.00$105.00$106.00Aug 21$0.06$0.9415.67
$108.00$109.00$110.00Aug 7$0.07$0.9313.29
$107.00$108.00$109.00Aug 7$0.12$0.887.33
$108.00$109.00$110.00Jul 31$0.13$0.876.69

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 72 found (best net $-0.50, 60 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$113.00$120.001:2Aug 14-$0.50$6.50
$117.50$122.001:2Aug 7-$2.00$2.50
$120.00$123.001:2Jul 31-$0.93$2.07
$112.50$115.001:2Aug 28-$0.65$1.85
$110.00$112.501:2Aug 28-$0.80$1.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$104.00$101.001:2Aug 14-$0.06$2.94
$115.00$112.001:2Aug 14-$0.96$2.04
$105.00$103.001:2Aug 28-$0.43$1.57
$110.00$108.001:2Aug 14-$0.59$1.41
$112.00$110.001:2Aug 14-$0.97$1.03

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 36 found (best yield 2.89%, avg 0.82%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$111.00Sep 4$3.200.500.2%2.89%3.07%1--
$111.00Aug 21$2.750.500.2%2.48%2.66%69--
$111.50Aug 21$2.150.470.6%1.94%2.57%4--
$112.50Aug 28$1.950.421.5%1.76%3.29%--10
$112.00Aug 21$1.900.441.1%1.71%2.80%12--
$111.00Aug 7$1.650.480.2%1.49%1.67%41
$113.00Aug 21$1.500.392.0%1.35%3.34%114
$112.50Aug 14$1.350.401.5%1.22%2.75%3--
$114.00Aug 21$1.250.332.9%1.13%4.02%1034
$115.00Aug 28$1.200.303.8%1.08%4.87%227

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 21,785
Total Puts 1,956
Put/Call Ratio 0.09
Net Difference 19,829

Prior's Put/Call Breakdown

Total Calls 1,717
Total Puts 6,092
Put/Call Ratio 3.55
Net Difference -4,375

Prior 7-Day Put/Call Summary

Total Calls 35,670
Total Puts 95,116
Average Put/Call Ratio 2.30
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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