Tour v477
XLY
State Street CnsmrDiscSelSectSPDRETF
$116.15 +3.35%
7/31 15:07

Option Volume

Detail
Current (07/31 3:05pm) 6,470
Calls: 2,960 (46%)
Puts: 3,510 (54%)
Prior (07/29) 3,530
Calls: 2,747 (78%)
Puts: 783 (22%)
Current vs Prior +83.29%
Calls: +7.75% (Calls)
Puts: +348.28% (Puts)
Prior 7-Day Total 168,248
Calls: 56,897 (34%)
Puts: 111,351 (66%)
Prior 7-Day Average 24,035
Calls: 8,128 (34%)
Puts: 15,907 (66%)
Current vs Prior 7-Day Avg -73.08%
Calls: -63.58%
Puts: -77.93%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/31 3:05pm) $1.86M
Calls: $605.9K (33%)
Puts: $1.26M (67%)
Prior (07/29) $2.55M
Calls: $2.31M (91%)
Puts: $239.5K (9%)
Current vs Prior -26.87%
Calls: -73.74%
Puts: +424.76%
Prior 7-Day Total $47.51M
Calls: $8.13M (17%)
Puts: $39.38M (83%)
Prior 7-Day Average $6.79M
Calls: $1.16M (17%)
Puts: $5.63M (83%)
Current vs Prior 7-Day Avg -72.56%
Calls: -47.84%
Puts: -77.66%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/31 3:05pm) 1.19
Prior (07/29) 0.28
Current vs Prior +316.02%
Prior 7-Day Average 2.51
Current vs Prior 7-Day Avg -52.71%
Sentiment BEARISH

Open Interest

Detail
Current (07/31 3:05pm) 544,461
Calls: 128,801 (24%)
Puts: 415,660 (76%)
Prior (07/29) 557,147
Calls: 126,180 (23%)
Puts: 430,967 (77%)
Current vs Prior -2.28%
Prior 7-Day Total 3,367,576
Calls: 744,752 (22%)
Puts: 2,622,824 (78%)
Prior 7-Day Average 481,082
Calls: 106,393 (22%)
Puts: 374,689 (78%)
Current vs Prior 7-Day Avg +13.17%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.42% | 2.48%4.20% | 6.93%
Prior 2.43% | 3.53%5.09% | 7.84%
Current vs Prior -41.63% | -29.76%-17.46% | -11.65%
Prior 7-Day Avg 2.69% | 3.77%5.25% | 7.54%
Current vs 7-Day Avg -47.25% | -34.24%-19.99% | -8.07%
Prior 7-Day Eod 2.43% | 3.53%4.81% | 7.92%
Current vs 7-Day Eod -41.63% | -29.76%-12.72% | -12.48%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current -- | --
Calls: -- | --
Puts: -- | --
Prior 16.54% | 12.66%
Calls: 22.22% | 12.02%
Puts: 10.87% | 13.30%
Current vs Prior -- | +23.14%
Prior 7-Day Avg 53.51% | 14.96%
Calls: 56.94% | 14.25%
Puts: 13.66% | 15.66%
Current vs 7-Day Avg -- | +4.22%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 67% put dollar volume ($1.26M). Above-average activity with volume up 83% vs prior. Slightly bearish P/C ratio of 1.19. P/C ratio rising 316% - 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 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 13 of results (avg 8.6%, best 6.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$106.00Aug 710.0010.70$10.356.8%--0.9622
$95.00Jul 3120.0021.50$20.757.2%60.937
$112.00Aug 215.205.60$5.407.4%10.7619
$112.50Aug 214.805.20$5.008.0%50.73216
$99.00Jul 3116.1017.50$16.808.3%--0.9623
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.68, cheapest $0.55)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$118.00Aug 70.500.60$0.5518.2%40.29--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.00Aug 70.500.60$0.5518.2%50.265
$112.00Aug 210.851.00$0.9316.1%990.24467

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 74 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$98.00Jul 3117.0018.50$17.758.5%61.0019
$102.00Jul 3113.0015.20$14.1015.6%--1.0031
$108.00Jul 317.008.50$7.7519.4%11.0025
$110.00Jul 315.706.50$6.1013.1%11.0018
$111.00Jul 314.805.50$5.1513.6%--1.0013
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 713.1015.70$14.4018.1%40.90--
$119.00Jul 312.503.30$2.9027.6%30.884
$127.00Jul 3110.5012.80$11.6519.7%20.872
$128.00Jul 3111.5013.80$12.6518.2%20.825
$120.00Aug 214.205.10$4.6519.4%--0.7423

Most actively traded options today. High liquidity = easy entry/exit. 158 active (total vol 3.0K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 311.051.55$1.3038.5%1.2K1.00264
$122.00Aug 210.400.55$0.4831.3%1030.16699
$127.00Aug 210.000.40$0.20200.0%1030.07106
$116.50Aug 212.052.50$2.2819.7%510.4916
$116.00Aug 212.252.80$2.5321.7%420.5283
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 210.150.30$0.2268.2%1270.061.5K
$116.00Jul 310.000.50$0.25200.0%1120.607
$110.00Aug 210.550.80$0.6836.8%1110.17297
$111.00Aug 210.650.85$0.7526.7%1100.201.7K
$112.00Aug 210.851.00$0.9316.1%990.24467

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 47 strikes (avg 1076.5%, max 4077.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Jul 31Aug 211212.5%33.2%3548.6%132
$105.00Jul 31Aug 28795.3%28.0%2737.1%1311
$125.00Jul 31Aug 28584.4%22.8%2460.2%5825
$123.00Jul 31Aug 21506.2%20.4%2386.3%62.4K
$106.00Jul 31Aug 7861.8%38.2%2155.8%223
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Jul 31Sep 111212.5%29.0%4077.7%42
$105.00Jul 31Aug 28795.3%28.0%2737.1%662
$106.00Jul 31Aug 28861.8%34.5%2397.6%--33
$111.50Jul 31Aug 21523.1%23.2%2152.1%6766
$109.00Jul 31Aug 28527.5%24.7%2036.4%460

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 77 found (best R:R 39.00, avg 3.20)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$120.50$122.00Aug 7$0.10$1.40$0.1014.00$120.60
$124.00$125.00Aug 21$0.12$0.88$0.127.33$124.12
$129.00$130.00Aug 21$0.12$0.88$0.127.33$129.12
$122.00$123.00Aug 21$0.13$0.87$0.136.69$122.13
$121.00$122.00Aug 21$0.15$0.85$0.155.67$121.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$104.00$100.00Aug 21$0.10$3.90$0.1039.00$103.90
$112.00$110.00Aug 7$0.17$1.83$0.1710.76$111.83
$109.00$108.00Aug 21$0.10$0.90$0.109.00$108.90
$111.00$110.00Aug 14$0.12$0.88$0.127.33$110.88
$112.00$100.00Sep 11$1.45$10.55$1.457.28$110.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 101 found (best R:R 54.00, avg 2.14)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$111.50Aug 14$16.20$16.20$0.3054.00$111.20
$100.00$109.00Aug 21$8.40$8.40$0.6014.00$108.40
$108.00$110.00Aug 7$1.85$1.85$0.1512.33$109.85
$103.00$106.00Aug 7$2.75$2.75$0.2511.00$105.75
$105.00$110.00Aug 28$4.35$4.35$0.656.69$109.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$118.50$116.00Jul 31$2.15$2.15$0.356.14$116.35
$100.00$99.00Jul 31$0.85$0.85$0.155.67$99.15
$120.00$118.00Aug 21$1.55$1.55$0.453.44$118.45
$106.00$105.00Aug 14$0.67$0.67$0.332.03$105.33
$106.00$105.00Aug 28$0.58$0.58$0.421.38$105.42

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 39 found (avg debit $0.59, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$120.50Jul 31Aug 7$0.07255.5%21.8%
$110.00Jul 31Aug 7$0.20226.3%28.7%
$100.00Jul 31Aug 21$0.301212.5%33.2%
$113.00Jul 31Aug 7$0.35164.8%23.3%
$122.00Aug 7Aug 21$0.3822.8%20.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$110.00Jul 31Aug 7$0.15226.3%28.7%
$108.00Jul 31Aug 7$0.22293.9%39.1%
$112.00Jul 31Aug 7$0.27195.1%26.5%
$113.00Jul 31Aug 7$0.30164.8%23.3%
$113.50Jul 31Aug 7$0.33177.0%23.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 54 found (cheapest 0.52% of stock, avg 5.60%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$116.00Jul 31$0.35$0.25$0.60$115.40$116.600.52%
$115.00Jul 31$1.30$0.20$1.50$113.50$116.501.29%
$114.00Jul 31$2.22$0.13$2.35$111.65$116.352.02%
$116.00Aug 7$1.48$1.20$2.68$113.32$118.682.31%
$117.50Aug 7$0.75$2.00$2.75$114.75$120.252.37%
$113.50Jul 31$2.73$0.20$2.93$110.57$116.432.52%
$115.00Aug 7$2.10$0.83$2.93$112.07$117.932.52%
$113.00Jul 31$3.20$0.10$3.30$109.70$116.302.84%
$114.00Aug 7$2.75$0.55$3.30$110.70$117.302.84%
$112.00Jul 31$3.75$0.08$3.83$108.17$115.833.30%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 0.34% of stock, avg 1.96%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$117.00$115.00Jul 31$0.20$0.20$0.40$114.60$117.40
$117.00$113.50Jul 31$0.20$0.20$0.40$113.10$117.40
$120.00$115.00Jul 31$0.23$0.20$0.43$114.57$120.43
$120.00$113.50Jul 31$0.23$0.20$0.43$113.07$120.43
$125.00$115.00Jul 31$0.48$0.20$0.68$114.32$125.68
$125.00$113.50Jul 31$0.48$0.20$0.68$112.82$125.68
$123.00$115.00Jul 31$0.50$0.20$0.70$114.30$123.70
$123.00$113.50Jul 31$0.50$0.20$0.70$112.80$123.70
$120.00$113.50Aug 7$0.20$0.53$0.73$112.77$120.73
$120.00$114.00Aug 7$0.20$0.55$0.75$113.25$120.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 73 found (best R:R 8.09, avg credit $0.87)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
105/106117/118Aug 14$0.89$0.118.09$105.11$117.89
110/111112/112Aug 14$0.87$0.136.69$110.13$112.37
106/107110/112Aug 28$2.15$0.356.14$104.85$112.15
105/106116/118Aug 28$1.68$0.325.25$104.32$117.18
105/106112/113Aug 28$0.83$0.174.88$105.17$113.33
105/106115/116Aug 28$0.83$0.174.88$105.17$115.83
109/110113/115Aug 28$1.63$0.374.41$108.37$114.63
106/107113/115Aug 28$1.60$0.404.00$105.40$114.60
113/114117/118Aug 14$0.39$0.113.55$113.11$117.39
114/114117/118Aug 14$0.37$0.132.85$114.13$117.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 42 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$104.00$105.00$106.00Jul 31$0.05$0.9519.00
$109.00$110.00$111.00Aug 21$0.05$0.9519.00
$122.00$123.00$124.00Aug 21$0.08$0.9211.50
$112.50$113.00$113.50Aug 21$0.05$0.459.00
$114.00$114.50$115.00Aug 21$0.05$0.459.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$106.00$107.00$108.00Aug 21$0.07$0.9313.29
$109.00$110.00$111.00Aug 14$0.09$0.9110.11
$112.00$112.50$113.00Aug 7$0.05$0.459.00
$113.50$114.00$114.50Aug 21$0.05$0.459.00
$108.00$109.00$110.00Aug 28$0.11$0.898.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 83 found (best net $--, 68 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$117.50$120.001:2Aug 28-$0.25$2.25
$105.00$110.001:2Aug 28-$2.95$2.05
$127.00$129.001:2Aug 21-$0.20$1.80
$120.00$122.001:2Aug 28-$0.21$1.79
$120.50$123.001:2Jul 31-$0.87$1.63
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$104.00$100.001:2Aug 21$0.00$4.00
$105.00$100.001:2Jul 31-$1.46$3.54
$104.00$100.001:2Aug 14-$0.71$3.29
$115.00$112.001:2Sep 11-$0.77$2.23
$112.00$110.001:2Aug 7-$0.01$1.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 32 found (best yield 2.37%, avg 0.81%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$117.00Sep 11$2.750.470.7%2.37%3.10%7--
$117.50Aug 28$2.150.431.2%1.85%3.01%1--
$118.00Sep 4$2.100.421.6%1.81%3.40%13
$116.50Aug 21$2.050.490.3%1.76%2.07%5116
$119.00Sep 11$1.850.382.5%1.59%4.05%4--
$117.00Aug 21$1.800.460.7%1.55%2.28%1312
$116.50Aug 14$1.650.480.3%1.42%1.72%2--
$120.00Sep 11$1.600.343.3%1.38%4.69%1--
$117.00Aug 14$1.350.440.7%1.16%1.89%14
$118.00Aug 21$1.350.391.6%1.16%2.76%1506

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 2,960
Total Puts 3,510
Put/Call Ratio 1.19
Net Difference -550

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 56,897
Total Puts 111,351
Average Put/Call Ratio 2.51
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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