Tour v456
XLY
State Street CnsmrDiscSelSectSPDRETF
$113.01 +0.47%
7/29 15:07

Option Volume

Detail
Current (07/29 3:05pm) 3,530
Calls: 2,747 (78%)
Puts: 783 (22%)
Prior (07/28) 20,295
Calls: 2,321 (11%)
Puts: 17,974 (89%)
Current vs Prior -82.61%
Calls: +18.35% (Calls)
Puts: -95.64% (Puts)
Prior 7-Day Total 151,244
Calls: 56,274 (37%)
Puts: 94,970 (63%)
Prior 7-Day Average 21,606
Calls: 8,039 (37%)
Puts: 13,567 (63%)
Current vs Prior 7-Day Avg -83.66%
Calls: -65.83%
Puts: -94.23%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/29 3:05pm) $2.55M
Calls: $2.31M (91%)
Puts: $239.5K (9%)
Prior (07/28) $7.28M
Calls: $1.19M (16%)
Puts: $6.09M (84%)
Current vs Prior -65.02%
Calls: +93.53%
Puts: -96.07%
Prior 7-Day Total $41.16M
Calls: $7.46M (18%)
Puts: $33.70M (82%)
Prior 7-Day Average $5.88M
Calls: $1.07M (18%)
Puts: $4.81M (82%)
Current vs Prior 7-Day Avg -56.68%
Calls: +116.56%
Puts: -95.03%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/29 3:05pm) 0.28
Prior (07/28) 7.74
Current vs Prior -96.32%
Prior 7-Day Average 1.93
Current vs Prior 7-Day Avg -85.21%
Sentiment BULLISH

Open Interest

Detail
Current (07/29 3:05pm) 557,147
Calls: 126,180 (23%)
Puts: 430,967 (77%)
Prior (07/28) 554,612
Calls: 125,097 (23%)
Puts: 429,515 (77%)
Current vs Prior +0.46%
Prior 7-Day Total 3,367,806
Calls: 750,965 (22%)
Puts: 2,616,841 (78%)
Prior 7-Day Average 481,115
Calls: 107,280 (22%)
Puts: 373,834 (78%)
Current vs Prior 7-Day Avg +15.80%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 3.50% | 3.35%5.03% | 7.43%
Prior 3.03% | 3.99%5.44% | 7.54%
Current vs Prior +15.28% | -16.14%-7.63% | -1.35%
Prior 7-Day Avg 2.47% | 3.67%4.65% | 7.25%
Current vs 7-Day Avg +41.73% | -8.81%+8.22% | +2.48%
Prior 7-Day Eod 3.03% | 3.99%4.85% | 8.49%
Current vs 7-Day Eod +15.28% | -16.14%+3.75% | -12.44%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 128.75% | 29.09%
Calls: 187.50% | 22.22%
Puts: 70.00% | 35.95%
Prior 11.72% | 12.23%
Calls: 13.30% | 14.46%
Puts: 10.14% | 10.00%
Current vs Prior +998.55% | +137.86%
Prior 7-Day Avg 78.80% | 15.96%
Calls: 61.46% | 15.03%
Puts: 67.41% | 16.90%
Current vs 7-Day Avg +63.38% | +82.25%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 91% of dollar volume in calls ($2.31M) vs puts ($239.5K). Light premium activity with dollar volume down 65% vs prior. Below-average activity with volume down 83% vs prior. Extreme bullish P/C ratio of 0.28 - heavy call buying (2,747 calls vs 783 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 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

📈 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. 47 found (avg delta 0.72, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$102.00Jul 319.5012.70$11.1028.8%30.9827
$100.00Aug 2112.2015.10$13.6521.2%--0.9410
$108.00Jul 313.706.70$5.2057.7%--0.9325
$95.00Aug 2116.7019.10$17.9013.4%--0.8918
$95.00Aug 1416.7019.80$18.2517.0%2480.89--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 215.709.00$7.3544.9%10.8624
$117.50Aug 73.206.50$4.8568.0%--0.8511
$118.00Aug 213.906.80$5.3554.2%--0.8240
$115.00Jul 311.954.20$3.0873.1%30.7840
$118.50Jul 314.106.70$5.4048.1%210.7721

Most actively traded options today. High liquidity = easy entry/exit. 88 active (total vol 1.4K, top 666)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.00Aug 141.752.15$1.9520.5%6660.47--
$95.00Aug 1416.7019.80$18.2517.0%2480.89--
$112.00Jul 311.752.40$2.0831.2%280.6420
$110.00Aug 73.604.50$4.0522.2%220.77233
$111.00Jul 312.403.40$2.9034.5%170.7221
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 211.201.45$1.3318.8%690.30328
$111.00Aug 141.051.60$1.3341.4%480.342
$111.00Jul 310.401.20$0.80100.0%400.28247
$111.00Aug 211.451.75$1.6018.8%320.361.7K
$118.50Jul 314.106.70$5.4048.1%210.7721

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 39 strikes (avg 135.1%, max 403.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Jul 31Aug 21166.5%33.4%398.5%123
$123.00Jul 31Aug 21120.4%29.2%312.9%--2.4K
$117.00Jul 31Sep 473.8%22.7%225.6%413
$112.50Jul 31Aug 2867.8%21.5%214.9%119
$115.50Jul 31Aug 2163.6%23.2%174.2%413
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$106.00Jul 31Aug 28113.9%22.6%403.6%--33
$104.00Jul 31Aug 21131.4%28.5%361.5%247
$103.00Jul 31Aug 28140.6%38.5%264.7%212
$111.50Jul 31Aug 2170.8%22.4%216.1%349
$112.50Jul 31Aug 2868.0%21.5%216.1%1283

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 69 found (best R:R 22.53, avg 2.91)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$115.00$120.00Aug 14$0.30$4.70$0.3015.67$115.30
$117.50$120.00Jul 31$0.22$2.28$0.2210.36$117.72
$115.00$120.50Aug 28$0.86$4.64$0.865.40$115.86
$119.00$120.00Aug 21$0.17$0.83$0.174.88$119.17
$127.00$129.00Aug 21$0.45$1.55$0.453.44$127.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$104.00$100.00Aug 21$0.17$3.83$0.1722.53$103.83
$105.00$104.00Aug 21$0.10$0.90$0.109.00$104.90
$106.00$105.00Aug 14$0.11$0.89$0.118.09$105.89
$109.00$108.00Aug 21$0.12$0.88$0.127.33$108.88
$108.00$107.00Aug 14$0.13$0.87$0.136.69$107.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 85 found (best R:R 49.00, avg 1.97)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$103.00$108.00Jul 31$4.90$4.90$0.1049.00$107.90
$100.00$109.00Aug 21$8.10$8.10$0.909.00$108.10
$95.00$112.00Aug 14$15.10$15.10$1.907.95$110.10
$108.00$110.00Jul 31$1.77$1.77$0.237.70$109.77
$95.00$100.00Aug 21$4.25$4.25$0.755.67$99.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$106.00$105.00Jul 31$0.88$0.88$0.127.33$105.12
$118.00$117.00Aug 21$0.75$0.75$0.253.00$117.25
$117.50$112.00Aug 7$3.70$3.70$1.802.06$113.80
$118.50$115.00Jul 31$2.32$2.32$1.181.97$116.18
$117.00$116.00Aug 21$0.65$0.65$0.351.86$116.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 30 found (avg debit $0.55, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$125.00Jul 31Aug 21$0.1258.8%24.1%
$120.50Aug 21Aug 28$0.1431.5%29.1%
$108.00Jul 31Aug 7$0.3045.7%30.1%
$114.00Jul 31Aug 7$0.3038.5%24.5%
$116.00Jul 31Aug 7$0.3337.8%24.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$114.00Jul 31Aug 14$0.0738.2%23.8%
$104.00Jul 31Aug 7$0.08131.4%63.4%
$106.00Jul 31Aug 7$0.12113.9%55.9%
$107.00Jul 31Aug 7$0.1360.2%32.0%
$110.00Jul 31Aug 7$0.2546.6%26.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 34 found (cheapest 2.81% of stock, avg 5.20%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$112.00Jul 31$2.08$1.10$3.18$108.82$115.182.81%
$113.00Jul 31$2.00$1.53$3.53$109.47$116.533.12%
$114.00Jul 31$1.05$2.48$3.53$110.47$117.533.12%
$115.00Jul 31$0.50$3.08$3.58$111.42$118.583.17%
$111.00Jul 31$2.90$0.80$3.70$107.30$114.703.27%
$110.00Jul 31$3.43$0.40$3.83$106.17$113.833.39%
$113.50Jul 31$1.85$2.23$4.08$109.42$117.583.61%
$112.50Jul 31$2.42$1.85$4.27$108.23$116.773.78%
$114.00Aug 14$1.95$2.55$4.50$109.50$118.503.98%
$110.00Aug 7$4.05$0.65$4.70$105.30$114.704.16%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 102 found (cheapest 1.15% of stock, avg 2.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$115.00$111.00Jul 31$0.50$0.80$1.30$109.70$116.30
$116.00$110.00Aug 7$0.73$0.65$1.38$108.62$117.38
$115.50$110.00Aug 7$0.88$0.65$1.53$108.47$117.03
$114.50$111.00Jul 31$0.75$0.80$1.55$109.45$116.05
$115.00$112.00Jul 31$0.50$1.10$1.60$110.40$116.60
$122.00$110.00Aug 7$1.13$0.65$1.78$108.22$123.78
$114.00$111.00Jul 31$1.05$0.80$1.85$109.15$115.85
$114.50$112.00Jul 31$0.75$1.10$1.85$110.15$116.35
$116.00$112.00Aug 7$0.73$1.15$1.88$110.12$117.88
$116.00$104.00Aug 7$0.73$1.18$1.91$102.09$117.91

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 93 found (best R:R 8.09, avg credit $0.82)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
108/109112/113Jul 31$0.89$0.118.09$108.11$113.39
106/107110/112Aug 28$2.18$0.326.81$104.82$112.18
107/108109/110Aug 21$0.85$0.155.67$107.15$109.85
103/105110/112Aug 28$2.10$0.405.25$102.90$112.10
110/111112/113Jul 31$0.82$0.184.56$110.18$113.32
108/109110/111Aug 21$0.82$0.184.56$108.18$110.82
104/105110/111Aug 21$0.80$0.204.00$104.20$110.80
110/111114/115Aug 14$0.78$0.223.55$110.22$114.78
106/107112/113Aug 21$0.78$0.223.55$106.22$113.28
107/108110/112Aug 28$1.95$0.553.55$106.05$111.95

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$114.00$114.50$115.00Jul 31$0.05$0.459.00
$110.00$112.50$115.00Aug 28$0.33$2.176.58
$106.00$107.00$108.00Aug 7$0.15$0.855.67
$115.50$116.00$116.50Aug 21$0.15$0.352.33
$123.00$124.00$125.00Aug 21$0.30$0.702.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$113.00$114.00$115.00Aug 21$0.07$0.9313.29
$116.00$117.00$118.00Aug 21$0.10$0.909.00
$108.00$109.00$110.00Aug 21$0.11$0.898.09
$108.00$109.00$110.00Aug 7$0.12$0.887.33
$111.00$112.50$114.00Aug 28$0.20$1.306.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 61 found (best net $-0.41, 48 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$120.501:2Aug 28-$0.41$5.09
$103.00$108.001:2Jul 31-$0.30$4.70
$116.00$122.001:2Aug 7-$1.53$4.47
$115.00$120.001:2Aug 14-$0.88$4.12
$105.00$110.001:2Aug 28-$1.45$3.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$104.00$100.001:2Aug 21-$0.11$3.89
$118.50$115.001:2Jul 31-$0.76$2.74
$104.00$100.001:2Aug 14-$1.96$2.04
$112.00$110.001:2Aug 7-$0.15$1.85
$110.00$108.001:2Aug 14-$0.34$1.66

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 2.12%, avg 0.85%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$113.50Aug 21$2.400.490.4%2.12%2.56%--188
$114.00Aug 21$1.950.460.9%1.73%2.60%--44
$114.50Aug 21$1.900.431.3%1.68%3.00%165
$115.00Aug 28$1.800.421.8%1.59%3.35%128
$114.00Aug 14$1.750.470.9%1.55%2.42%666--
$115.00Aug 21$1.700.411.8%1.50%3.27%335
$117.00Sep 4$1.500.333.5%1.33%4.86%31
$115.50Aug 21$1.450.372.2%1.28%3.49%19
$115.00Aug 14$1.300.391.8%1.15%2.91%11
$114.00Aug 7$1.100.450.9%0.97%1.85%122

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 2,747
Total Puts 783
Put/Call Ratio 0.28
Net Difference 1,964

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 56,274
Total Puts 94,970
Average Put/Call Ratio 1.93
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All