Tour v452
XLY
State Street CnsmrDiscSelSectSPDRETF
$112.18 +1.21%
7/28 15:07

Option Volume

Detail
Current (07/28 3:05pm) 20,295
Calls: 2,321 (11%)
Puts: 17,974 (89%)
Prior (07/27) 23,741
Calls: 21,785 (92%)
Puts: 1,956 (8%)
Current vs Prior -14.51%
Calls: -89.35% (Calls)
Puts: +818.92% (Puts)
Prior 7-Day Total 132,189
Calls: 36,553 (28%)
Puts: 95,636 (72%)
Prior 7-Day Average 18,884
Calls: 5,221 (28%)
Puts: 13,662 (72%)
Current vs Prior 7-Day Avg +7.47%
Calls: -55.55%
Puts: +31.56%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/28 3:05pm) $7.28M
Calls: $1.19M (16%)
Puts: $6.09M (84%)
Prior (07/27) $2.87M
Calls: $2.48M (86%)
Puts: $388.3K (14%)
Current vs Prior +154.00%
Calls: -51.90%
Puts: +1468.59%
Prior 7-Day Total $39.24M
Calls: $5.57M (14%)
Puts: $33.66M (86%)
Prior 7-Day Average $5.61M
Calls: $796.4K (14%)
Puts: $4.81M (86%)
Current vs Prior 7-Day Avg +29.94%
Calls: +49.73%
Puts: +26.66%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/28 3:05pm) 7.74
Prior (07/27) 0.09
Current vs Prior +8524.98%
Prior 7-Day Average 2.10
Current vs Prior 7-Day Avg +269.50%
Sentiment BEARISH

Open Interest

Detail
Current (07/28 3:05pm) 554,612
Calls: 125,097 (23%)
Puts: 429,515 (77%)
Prior (07/27) 556,373
Calls: 128,120 (23%)
Puts: 428,253 (77%)
Current vs Prior -0.32%
Prior 7-Day Total 3,318,963
Calls: 754,098 (23%)
Puts: 2,564,865 (77%)
Prior 7-Day Average 474,137
Calls: 107,728 (23%)
Puts: 366,409 (77%)
Current vs Prior 7-Day Avg +16.97%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 2.43% | 3.53%5.09% | 7.84%
Prior 3.47% | 4.39%5.67% | 7.43%
Current vs Prior -29.93% | -19.54%-10.18% | +5.57%
Prior 7-Day Avg 2.20% | 3.49%4.04% | 6.99%
Current vs 7-Day Avg +10.55% | +1.19%+26.12% | +12.26%
Prior 7-Day Eod 3.47% | 4.39%5.67% | 7.53%
Current vs 7-Day Eod -29.93% | -19.54%-10.16% | +4.13%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 16.54% | 12.66%
Calls: 22.22% | 12.02%
Puts: 10.87% | 13.30%
Prior 268.57% | 0.00%
Calls: 268.57% | 0.00%
Puts: -- | --
Current vs Prior -93.84% | --
Prior 7-Day Avg 84.52% | 17.55%
Calls: 64.14% | 16.54%
Puts: 77.62% | 18.56%
Current vs 7-Day Avg -80.43% | -27.87%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 84% of dollar volume in puts ($6.09M) vs calls ($1.19M). Massive premium surge with dollar volume up 154% vs prior. Extreme bearish P/C ratio of 7.74 - heavy put buying. P/C ratio rising 8525% - 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 BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 22 of results (avg 7.9%, best 4.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Aug 2112.6013.20$12.904.7%--0.9310
$108.00Aug 74.805.10$4.956.1%330.8141
$110.00Aug 214.104.40$4.257.1%--0.6433
$110.00Jul 312.652.85$2.757.3%60.7614
$113.00Aug 212.452.65$2.557.8%3710.4615
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.50Jul 312.652.80$2.725.5%50.767
$120.00Aug 217.708.20$7.956.3%--0.8624
$116.50Sep 45.305.70$5.507.3%10.68--
$115.00Aug 213.904.20$4.057.4%10.65667
$112.00Aug 212.502.70$2.607.7%10.48461

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.80, cheapest $0.80)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$111.00Jul 310.750.85$0.8012.5%560.35251

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 61 found (avg delta 0.77, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Jul 3120.8022.70$21.758.7%1020.9910
$98.00Aug 712.5014.80$13.6516.8%40.98--
$102.00Jul 319.1010.70$9.9016.2%--0.9827
$99.00Aug 711.5013.80$12.6518.2%40.97--
$101.00Aug 79.7011.90$10.8020.4%20.96--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$123.00Jul 3110.4012.60$11.5019.1%--0.8911
$122.50Jul 3110.0011.50$10.7514.0%10.89--
$122.00Jul 319.5011.00$10.2514.6%10.89--
$120.00Aug 217.708.20$7.956.3%--0.8624
$118.50Jul 316.007.60$6.8023.5%--0.8621

Most actively traded options today. High liquidity = easy entry/exit. 93 active (total vol 2.2K, top 371)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$113.00Aug 212.452.65$2.557.8%3710.4615
$112.50Aug 212.703.00$2.8510.5%2000.49--
$113.50Aug 212.002.40$2.2018.2%1870.436
$90.00Jul 3120.8022.70$21.758.7%1020.9910
$100.00Jul 3111.1012.80$11.9514.2%570.9416
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Aug 211.101.30$1.2016.7%1940.271.3K
$110.00Aug 211.601.85$1.7314.5%1910.37226
$113.00Aug 212.853.20$3.0311.6%1880.54288
$113.00Jul 311.551.75$1.6512.1%570.59102
$108.00Aug 70.450.65$0.5536.4%570.19118

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 44 strikes (avg 54.3%, max 253.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$125.00Jul 31Aug 2186.8%24.6%253.5%61.9K
$123.00Jul 31Aug 2177.2%27.8%177.7%--2.4K
$100.00Jul 31Aug 2180.9%30.0%169.9%5726
$98.00Jul 31Aug 792.1%39.9%130.8%401
$99.00Jul 31Aug 786.5%39.8%117.2%41--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Jul 31Sep 449.2%25.3%94.4%544
$106.00Jul 31Aug 2846.9%25.5%83.9%--33
$107.00Jul 31Aug 2843.7%24.3%80.3%973
$109.00Jul 31Aug 2836.0%23.0%56.2%160
$108.00Jul 31Aug 2836.3%24.2%50.4%449

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 73 found (best R:R 30.58, avg 3.04)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$116.00$122.00Aug 7$0.19$5.81$0.1930.58$116.19
$119.00$120.00Aug 21$0.10$0.90$0.109.00$119.10
$117.00$118.00Aug 21$0.12$0.88$0.127.33$117.12
$115.50$120.00Aug 14$0.57$3.93$0.576.89$116.07
$123.00$124.00Aug 21$0.20$0.80$0.204.00$123.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$104.00$100.00Aug 21$0.30$3.70$0.3012.33$103.70
$108.00$107.00Aug 7$0.12$0.88$0.127.33$107.88
$106.00$105.00Aug 21$0.12$0.88$0.127.33$105.88
$105.00$104.00Aug 21$0.13$0.87$0.136.69$104.87
$107.00$106.00Aug 28$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. 96 found (best R:R 11.50, avg 1.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$101.00$106.00Aug 7$4.60$4.60$0.4011.50$105.60
$95.00$100.00Aug 21$4.60$4.60$0.4011.50$99.60
$90.00$111.00Aug 14$18.72$18.72$2.288.21$108.72
$100.00$109.00Aug 21$7.90$7.90$1.107.18$107.90
$108.00$109.00Aug 7$0.85$0.85$0.155.67$108.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$114.50$114.00Jul 31$0.39$0.39$0.113.55$114.11
$117.50$112.00Aug 7$4.25$4.25$1.253.40$113.25
$118.00$117.00Aug 21$0.75$0.75$0.253.00$117.25
$114.00$113.50Jul 31$0.35$0.35$0.152.33$113.65
$115.50$115.00Aug 21$0.35$0.35$0.152.33$115.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 36 found (avg debit $0.63, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$90.00Jul 31Aug 14$0.10100.6%66.0%
$108.00Jul 31Aug 7$0.3036.3%27.6%
$113.50Aug 21Aug 28$0.3024.8%23.9%
$115.50Aug 7Aug 14$0.3223.7%22.4%
$120.00Jul 31Aug 14$0.3535.2%26.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Jul 31Aug 7$0.1849.2%33.3%
$107.00Jul 31Aug 7$0.1843.7%28.8%
$106.00Jul 31Aug 7$0.2346.9%32.5%
$104.00Aug 7Aug 14$0.2830.4%30.3%
$108.00Jul 31Aug 7$0.3336.3%27.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 35 found (cheapest 2.18% of stock, avg 4.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$112.00Jul 31$1.35$1.10$2.45$109.55$114.452.18%
$112.50Jul 31$1.18$1.38$2.56$109.94$115.062.28%
$113.00Jul 31$0.95$1.65$2.60$110.40$115.602.32%
$111.50Jul 31$1.73$0.90$2.63$108.87$114.132.34%
$111.00Jul 31$2.05$0.80$2.85$108.15$113.852.54%
$114.00Jul 31$0.60$2.33$2.93$111.07$116.932.61%
$114.50Jul 31$0.45$2.72$3.17$111.33$117.672.83%
$110.00Jul 31$2.75$0.48$3.23$106.77$113.232.88%
$115.00Jul 31$0.25$3.13$3.38$111.62$118.383.01%
$112.00Aug 7$2.08$1.65$3.73$108.27$115.733.33%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 117 found (cheapest 0.56% of stock, avg 2.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$115.00$109.00Jul 31$0.25$0.38$0.63$108.37$115.63
$115.00$110.00Jul 31$0.25$0.48$0.73$109.27$115.73
$114.50$109.00Jul 31$0.45$0.38$0.83$108.17$115.33
$114.50$110.00Jul 31$0.45$0.48$0.93$109.07$115.43
$114.00$109.00Jul 31$0.60$0.38$0.98$108.02$114.98
$120.00$106.00Aug 14$0.38$0.60$0.98$105.02$120.98
$120.00$107.00Aug 14$0.38$0.63$1.01$105.99$121.01
$115.00$111.00Jul 31$0.25$0.80$1.05$109.95$116.05
$114.00$110.00Jul 31$0.60$0.48$1.08$108.92$115.08
$122.00$109.00Aug 7$0.38$0.73$1.11$107.89$123.11

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 105 found (best R:R 9.00, avg credit $0.80)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
111/112113/114Aug 21$0.90$0.109.00$111.10$113.90
104/105109/110Aug 21$0.88$0.127.33$104.12$109.88
104/105110/111Aug 21$0.88$0.127.33$104.12$110.88
107/108109/110Aug 7$0.87$0.136.69$107.13$109.87
105/106109/110Aug 21$0.87$0.136.69$105.13$109.87
105/106110/111Aug 21$0.87$0.136.69$105.13$110.87
109/110111/112Aug 21$0.87$0.136.69$109.13$111.87
111/112114/114Aug 21$0.87$0.136.69$111.13$114.87
104/105110/111Aug 7$0.85$0.155.67$104.15$110.85
108/109110/111Aug 7$0.85$0.155.67$108.15$110.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 37 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$98.00$99.00$100.00Jul 31$0.05$0.9519.00
$121.00$122.00$123.00Aug 21$0.06$0.9415.67
$109.00$110.00$111.00Aug 7$0.08$0.9211.50
$98.00$99.00$100.00Aug 7$0.10$0.909.00
$108.00$109.00$110.00Aug 7$0.10$0.909.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$107.00$108.00$109.00Aug 21$0.05$0.9519.00
$107.00$108.00$109.00Aug 7$0.06$0.9415.67
$108.00$109.00$110.00Aug 21$0.07$0.9313.29
$108.00$109.00$110.00Aug 7$0.09$0.9110.11
$105.00$106.00$107.00Aug 21$0.10$0.909.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 74 found (best net $-0.19, 61 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$116.00$122.001:2Aug 7-$0.19$5.81
$105.00$110.001:2Aug 28-$1.05$3.95
$101.00$106.001:2Aug 7-$1.60$3.40
$120.00$123.001:2Jul 31-$0.73$2.27
$90.00$98.001:2Jul 31-$5.85$2.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$104.00$100.001:2Aug 14-$0.33$3.67
$113.00$110.001:2Aug 14-$0.05$2.95
$110.00$108.001:2Aug 14-$0.46$1.54
$105.00$103.001:2Aug 28-$0.72$1.28
$116.50$114.001:2Aug 14-$1.41$1.09

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 32 found (best yield 2.85%, avg 1.04%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$112.50Sep 4$3.200.500.3%2.85%3.14%1--
$112.50Aug 28$2.750.490.3%2.45%2.74%--10
$112.50Aug 21$2.700.490.3%2.41%2.69%200--
$113.00Aug 28$2.650.470.7%2.36%3.09%11
$113.00Aug 21$2.450.460.7%2.18%2.91%37115
$113.50Aug 28$2.250.451.2%2.01%3.18%4--
$113.50Aug 21$2.000.431.2%1.78%2.96%1876
$114.00Aug 21$1.900.411.6%1.69%3.32%--44
$115.00Aug 21$1.500.352.5%1.34%3.85%--35
$115.00Aug 28$1.500.362.5%1.34%3.85%--28

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 2,321
Total Puts 17,974
Put/Call Ratio 7.74
Net Difference -15,653

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 36,553
Total Puts 95,636
Average Put/Call Ratio 2.10
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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