Tour v483
XLY
State Street CnsmrDiscSelSectSPDRETF
$118.27 +1.87%
8/3 15:07

Option Volume

Detail
Current (08/03 3:05pm) 16,463
Calls: 15,097 (92%)
Puts: 1,366 (8%)
Prior (07/31) 6,470
Calls: 2,960 (46%)
Puts: 3,510 (54%)
Current vs Prior +154.45%
Calls: +410.03% (Calls)
Puts: -61.08% (Puts)
Prior 7-Day Total 126,918
Calls: 56,453 (44%)
Puts: 70,465 (56%)
Prior 7-Day Average 18,131
Calls: 8,064 (44%)
Puts: 10,066 (56%)
Current vs Prior 7-Day Avg -9.20%
Calls: +87.20%
Puts: -86.43%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/03 3:05pm) $6.71M
Calls: $6.47M (97%)
Puts: $232.5K (3%)
Prior (07/31) $1.86M
Calls: $605.9K (33%)
Puts: $1.26M (67%)
Current vs Prior +260.04%
Calls: +968.55%
Puts: -81.50%
Prior 7-Day Total $35.42M
Calls: $9.74M (28%)
Puts: $25.68M (72%)
Prior 7-Day Average $5.06M
Calls: $1.39M (28%)
Puts: $3.67M (72%)
Current vs Prior 7-Day Avg +32.54%
Calls: +365.16%
Puts: -93.66%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03 3:05pm) 0.09
Prior (07/31) 1.19
Current vs Prior -92.37%
Prior 7-Day Average 1.83
Current vs Prior 7-Day Avg -95.07%
Sentiment BULLISH

Open Interest

Detail
Current (08/03 3:05pm) 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 3,415,406
Calls: 759,128 (22%)
Puts: 2,656,278 (78%)
Prior 7-Day Average 487,915
Calls: 108,446 (22%)
Puts: 379,468 (78%)
Current vs Prior 7-Day Avg +10.98%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 2.11% | 3.17%3.85% | 6.68%
Prior 3.50% | 3.35%5.03% | 7.43%
Current vs Prior -39.53% | -5.22%-23.47% | -10.15%
Prior 7-Day Avg 2.84% | 3.74%5.19% | 7.52%
Current vs 7-Day Avg -25.55% | -15.13%-25.87% | -11.20%
Prior 7-Day Eod 3.50% | 3.35%4.72% | 7.86%
Current vs 7-Day Eod -39.53% | -5.22%-18.50% | -15.07%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 16.03% | 21.16%
Calls: 15.38% | 25.64%
Puts: 16.67% | 16.67%
Prior 128.75% | 29.09%
Calls: 187.50% | 22.22%
Puts: 70.00% | 35.95%
Current vs Prior -87.55% | -27.26%
Prior 7-Day Avg 69.13% | 17.38%
Calls: 81.04% | 15.90%
Puts: 22.00% | 18.85%
Current vs 7-Day Avg -76.81% | +21.76%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 97% of dollar volume in calls ($6.47M) vs puts ($232.5K). Massive premium surge with dollar volume up 260% vs prior. Unusually high activity with volume up 154% vs prior - elevated interest. Extreme bullish P/C ratio of 0.09 - heavy call buying (15,097 calls vs 1,366 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 12 of results (avg 7.8%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 78.108.50$8.304.8%--1.00251
$110.00Aug 218.409.00$8.706.9%70.9024
$106.00Aug 712.2013.10$12.657.1%--1.0022
$109.00Aug 219.3010.00$9.657.3%--0.90101
$115.50Aug 213.904.20$4.057.4%30.7010
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 711.5012.20$11.855.9%30.894

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.75, cheapest $0.65)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$119.00Aug 70.700.85$0.7719.5%230.4017
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$113.50Aug 210.600.70$0.6515.4%10.204
$114.50Aug 210.750.90$0.8318.1%240.248

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 54 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$99.00Aug 718.6020.90$19.7511.6%11.002
$102.00Aug 715.9017.40$16.659.0%61.001
$103.00Aug 714.9016.50$15.7010.2%81.001
$104.00Aug 713.9015.40$14.6510.2%21.00--
$106.00Aug 712.2013.10$12.657.1%--1.0022
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 711.5012.20$11.855.9%30.894
$120.00Aug 212.703.20$2.9516.9%--0.6223
$120.00Sep 43.504.00$3.7513.3%10.58--
$119.00Sep 42.953.50$3.2317.0%100.533
$118.50Aug 141.651.95$1.8016.7%10.52--

Most actively traded options today. High liquidity = easy entry/exit. 125 active (total vol 1.2K, top 120)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 70.350.50$0.4334.9%1200.2610
$124.00Aug 210.300.50$0.4050.0%1120.15638
$120.00Aug 211.201.55$1.3825.4%700.38685
$121.50Aug 70.100.25$0.1883.3%550.13--
$122.00Aug 70.050.15$0.10100.0%490.0817
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$117.50Aug 282.002.40$2.2018.2%1040.451
$107.00Aug 70.000.05$0.03166.7%250.0172
$114.50Aug 210.750.90$0.8318.1%240.248
$106.00Aug 280.000.45$0.23195.7%200.0622
$115.00Aug 70.200.30$0.2540.0%170.1514

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 42 strikes (avg 29.0%, max 114.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$124.00Aug 7Aug 2130.8%20.2%52.5%114641
$111.00Aug 7Aug 2135.1%23.9%47.2%196
$125.00Aug 7Aug 2128.9%20.1%43.9%121.1K
$123.00Aug 7Sep 1128.0%21.6%29.9%64
$115.50Aug 7Aug 2826.1%21.3%22.8%5744
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Aug 7Sep 459.2%27.6%114.3%8176
$100.00Aug 14Sep 464.8%31.6%105.2%523
$106.00Aug 7Aug 2851.6%27.3%88.7%20111
$103.00Aug 7Aug 2867.2%37.0%81.6%--21
$107.00Aug 7Sep 1143.2%25.7%68.6%3072

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 65 found (best R:R 32.33, avg 3.26)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$127.00$129.00Aug 21$0.20$1.80$0.209.00$127.20
$124.00$125.00Aug 21$0.12$0.88$0.127.33$124.12
$123.00$124.00Aug 21$0.13$0.87$0.136.69$123.13
$122.00$123.00Aug 21$0.22$0.78$0.223.55$122.22
$123.00$126.00Sep 11$0.72$2.28$0.723.17$123.72
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$105.00$100.00Sep 4$0.15$4.85$0.1532.33$104.85
$111.50$105.00Sep 4$0.30$6.20$0.3020.67$111.20
$113.00$111.00Aug 14$0.17$1.83$0.1710.76$112.83
$115.00$114.00Aug 7$0.10$0.90$0.109.00$114.90
$107.00$106.00Aug 21$0.10$0.90$0.109.00$106.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 78 found (best R:R 12.33, avg 1.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$110.00$112.00Aug 28$1.85$1.85$0.1512.33$111.85
$112.00$114.00Aug 14$1.75$1.75$0.257.00$113.75
$114.00$115.00Aug 7$0.85$0.85$0.155.67$114.85
$117.00$117.50Aug 7$0.38$0.38$0.123.17$117.38
$114.00$115.00Aug 14$0.75$0.75$0.253.00$114.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$118.00Aug 7$10.90$10.90$1.109.91$119.10
$120.00$119.00Sep 4$0.52$0.52$0.481.08$119.48
$118.50$118.00Aug 14$0.25$0.25$0.251.00$118.25
$120.00$118.00Aug 21$0.95$0.95$1.050.90$119.05
$119.00$116.50Sep 4$1.08$1.08$1.420.76$117.92

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 43 found (avg debit $0.52, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$125.00Aug 7Aug 21$0.2328.9%20.1%
$124.00Aug 7Aug 21$0.2730.8%20.2%
$114.00Aug 7Aug 14$0.3526.8%23.1%
$121.00Aug 7Aug 14$0.3822.5%20.2%
$122.00Aug 7Aug 14$0.3821.3%21.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$104.00Aug 7Aug 14$0.1053.7%41.6%
$111.00Aug 14Aug 21$0.1226.9%23.9%
$103.00Aug 7Aug 28$0.3067.2%37.0%
$105.00Aug 7Aug 14$0.3059.2%49.6%
$113.00Aug 7Aug 14$0.3226.9%25.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 36 found (cheapest 1.90% of stock, avg 6.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$118.00Aug 7$1.30$0.95$2.25$115.75$120.251.90%
$117.50Aug 7$1.60$0.75$2.35$115.15$119.851.99%
$117.00Aug 7$1.98$0.65$2.63$114.37$119.632.22%
$116.00Aug 7$2.68$0.40$3.08$112.92$119.082.60%
$118.50Aug 14$1.60$1.80$3.40$115.10$121.902.87%
$117.00Aug 14$2.60$1.15$3.75$113.25$120.753.17%
$115.00Aug 7$3.55$0.25$3.80$111.20$118.803.21%
$120.00Aug 21$1.38$2.95$4.33$115.67$124.333.66%
$118.00Aug 21$2.38$2.00$4.38$113.62$122.383.70%
$114.00Aug 7$4.40$0.15$4.55$109.45$118.553.85%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 111 found (cheapest 0.63% of stock, avg 1.94%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$120.50$116.00Aug 7$0.35$0.40$0.75$115.25$121.25
$120.00$116.00Aug 7$0.43$0.40$0.83$115.17$120.83
$120.50$116.50Aug 7$0.35$0.50$0.85$115.65$121.35
$120.00$116.50Aug 7$0.43$0.50$0.93$115.57$120.93
$119.50$116.00Aug 7$0.60$0.40$1.00$115.00$120.50
$120.50$117.00Aug 7$0.35$0.65$1.00$116.00$121.50
$120.00$117.00Aug 7$0.43$0.65$1.08$115.92$121.08
$119.50$116.50Aug 7$0.60$0.50$1.10$115.40$120.60
$120.50$117.50Aug 7$0.35$0.75$1.10$116.40$121.60
$119.00$116.00Aug 7$0.77$0.40$1.17$114.83$120.17

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 65 found (best R:R 9.00, avg credit $0.91)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
119/120121/122Sep 4$0.90$0.109.00$119.10$121.90
108/109116/117Aug 28$1.28$0.225.82$107.72$116.78
106/107112/113Aug 21$0.85$0.155.67$106.15$113.35
104/105117/118Aug 14$1.25$0.255.00$103.75$118.25
108/109112/115Aug 28$2.08$0.424.95$106.92$114.58
104/105115/117Aug 14$1.65$0.354.71$103.35$116.65
118/118120/120Aug 14$0.40$0.104.00$117.60$119.90
111/113115/117Aug 14$1.57$0.433.65$111.43$116.57
114/115117/118Aug 14$1.17$0.333.55$113.83$118.17
115/116118/119Aug 14$0.38$0.123.17$115.12$118.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 29 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$118.00$119.00$120.00Aug 21$0.06$0.9415.67
$117.00$118.00$119.00Aug 21$0.07$0.9313.29
$122.00$123.00$124.00Aug 21$0.09$0.9110.11
$124.00$125.00$126.00Aug 21$0.09$0.9110.11
$118.50$119.00$119.50Aug 7$0.06$0.447.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$114.00$115.00$116.00Aug 7$0.05$0.9519.00
$105.00$106.00$107.00Aug 21$0.08$0.9211.50
$113.00$114.00$115.00Aug 14$0.09$0.9110.11
$103.00$104.00$105.00Aug 7$0.10$0.909.00
$116.00$116.50$117.00Aug 7$0.05$0.459.00

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 $-0.55, 66 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$109.001:2Aug 21-$0.55$8.45
$123.00$126.001:2Sep 11-$0.06$2.94
$111.00$114.001:2Aug 7-$1.20$1.80
$105.00$110.001:2Aug 28-$4.00$1.00
$119.00$121.001:2Sep 4-$1.01$0.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$111.50$105.001:2Sep 4$0.00$6.50
$105.00$100.001:2Sep 4$0.00$5.00
$104.00$100.001:2Aug 21-$0.07$3.93
$104.00$101.001:2Aug 14-$0.13$2.87
$112.00$110.001:2Aug 7-$0.03$1.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 32 found (best yield 2.11%, avg 0.74%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$119.00Sep 4$2.500.470.6%2.11%2.73%1--
$120.00Aug 28$1.700.411.5%1.44%2.90%12
$119.00Aug 21$1.650.450.6%1.40%2.01%--122
$121.00Sep 4$1.600.372.3%1.35%3.66%11
$120.50Aug 28$1.550.381.9%1.31%3.20%31
$118.50Aug 14$1.450.480.2%1.23%1.42%2--
$121.00Aug 28$1.350.352.3%1.14%3.45%12
$122.00Sep 4$1.250.323.1%1.06%4.21%11
$119.00Aug 14$1.200.430.6%1.01%1.63%131
$120.00Aug 21$1.200.381.5%1.01%2.48%70685

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 15,097
Total Puts 1,366
Put/Call Ratio 0.09
Net Difference 13,731

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 56,453
Total Puts 70,465
Average Put/Call Ratio 1.83
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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