Tour v490
XLY
State Street CnsmrDiscSelSectSPDRETF
$118.26 +0.04%
8/4 15:07

Option Volume

Detail
Current (08/04 3:05pm) 11,784
Calls: 3,480 (30%)
Puts: 8,304 (70%)
Prior (08/03) 16,463
Calls: 15,097 (92%)
Puts: 1,366 (8%)
Current vs Prior -28.42%
Calls: -76.95% (Calls)
Puts: +507.91% (Puts)
Prior 7-Day Total 128,467
Calls: 55,934 (44%)
Puts: 72,533 (56%)
Prior 7-Day Average 18,352
Calls: 7,990 (44%)
Puts: 10,361 (56%)
Current vs Prior 7-Day Avg -35.79%
Calls: -56.45%
Puts: -19.86%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/04 3:05pm) $2.26M
Calls: $552.8K (24%)
Puts: $1.71M (76%)
Prior (08/03) $6.71M
Calls: $6.47M (97%)
Puts: $232.5K (3%)
Current vs Prior -66.31%
Calls: -91.46%
Puts: +634.01%
Prior 7-Day Total $36.48M
Calls: $9.72M (27%)
Puts: $26.76M (73%)
Prior 7-Day Average $5.21M
Calls: $1.39M (27%)
Puts: $3.82M (73%)
Current vs Prior 7-Day Avg -56.64%
Calls: -60.20%
Puts: -55.34%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/04 3:05pm) 2.39
Prior (08/03) 0.09
Current vs Prior +2537.23%
Prior 7-Day Average 1.94
Current vs Prior 7-Day Avg +22.74%
Sentiment BEARISH

Open Interest

Detail
Current (08/04 3:05pm) 548,486
Calls: 131,549 (24%)
Puts: 416,937 (76%)
Prior (08/03) 541,493
Calls: 125,304 (23%)
Puts: 416,189 (77%)
Current vs Prior +1.29%
Prior 7-Day Total 3,430,385
Calls: 774,298 (23%)
Puts: 2,656,087 (77%)
Prior 7-Day Average 490,055
Calls: 110,614 (23%)
Puts: 379,441 (77%)
Current vs Prior 7-Day Avg +11.92%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 1.89% | 2.97%3.66% | 6.60%
Prior 1.42% | 2.48%4.20% | 6.93%
Current vs Prior +32.74% | +19.70%-12.85% | -4.84%
Prior 7-Day Avg 2.73% | 3.60%5.07% | 7.45%
Current vs 7-Day Avg -31.02% | -17.67%-27.84% | -11.52%
Prior 7-Day Eod 1.42% | 2.48%3.66% | 5.85%
Current vs 7-Day Eod +32.74% | +19.70%-0.04% | +12.83%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 20.27% | 19.98%
Calls: 17.39% | 19.13%
Puts: 23.15% | 20.83%
Prior 128.75% | 29.09%
Calls: 187.50% | 22.22%
Puts: 70.00% | 35.95%
Current vs Prior -84.26% | -31.32%
Prior 7-Day Avg 78.36% | 17.33%
Calls: 91.42% | 17.13%
Puts: 24.65% | 17.53%
Current vs 7-Day Avg -74.13% | +15.28%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 76% of dollar volume in puts ($1.71M) vs calls ($552.8K). Light premium activity with dollar volume down 66% vs prior. Extreme bearish P/C ratio of 2.39 - heavy put buying. P/C ratio rising 2537% - 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 19 of results (avg 7.0%, best 3.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Sep 1818.5019.20$18.853.7%--0.93291
$105.00Aug 713.1013.60$13.353.7%10.973
$105.00Sep 1813.8014.40$14.104.3%--0.90262
$106.00Aug 712.1012.70$12.404.8%40.9922
$95.00Sep 1823.1024.30$23.705.1%--0.9310
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.81, cheapest $0.70)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$119.00Aug 70.650.75$0.7014.3%10.3933
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Sep 180.851.00$0.9316.1%1.5K0.1739.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 68 found (avg delta 0.79, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$106.00Aug 712.1012.70$12.404.8%40.9922
$108.00Aug 79.3010.70$10.0014.0%10.9930
$110.00Aug 78.008.70$8.358.4%30.98251
$100.00Aug 2117.3019.00$18.159.4%--0.9811
$105.00Aug 713.1013.60$13.353.7%10.973
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$122.00Aug 73.604.00$3.8010.5%50.89--
$122.50Sep 185.305.90$5.6010.7%--0.67268
$120.00Aug 212.503.10$2.8021.4%--0.6123
$119.00Aug 71.251.45$1.3514.8%10.611
$121.00Sep 184.305.00$4.6515.1%--0.602.3K

Most actively traded options today. High liquidity = easy entry/exit. 95 active (total vol 9.4K, top 5.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$127.50Sep 180.550.85$0.7042.9%1.5K0.166.3K
$125.00Aug 210.200.35$0.2853.6%3210.111.1K
$122.50Sep 181.751.95$1.8510.8%2430.331.5K
$121.50Aug 210.751.00$0.8828.4%680.28--
$119.00Sep 183.103.60$3.3514.9%470.48818
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$116.00Sep 182.152.50$2.3315.0%5.0K0.3816.1K
$110.00Sep 180.851.00$0.9316.1%1.5K0.1739.3K
$114.50Aug 210.650.85$0.7526.7%2420.2332
$112.00Aug 210.350.45$0.4025.0%620.13478
$115.00Sep 181.902.20$2.0514.6%230.344.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 46 strikes (avg 46.7%, max 157.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Aug 7Sep 1868.3%26.6%157.1%1265
$95.00Aug 14Sep 1884.5%35.2%140.2%--125
$109.00Aug 7Sep 1846.6%25.0%86.3%177
$111.00Aug 7Sep 1837.7%22.6%66.6%2227
$110.00Aug 7Sep 1837.8%22.9%64.6%4450
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Aug 7Sep 1868.3%26.6%157.1%77.9K
$100.00Aug 14Sep 1868.3%30.1%126.9%107.6K
$107.00Aug 7Aug 2862.2%29.7%109.5%--128
$104.00Aug 7Aug 2162.1%32.5%90.8%1494
$109.00Aug 7Sep 1846.6%25.0%86.3%--1.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 84 found (best R:R 15.67, avg 2.87)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$127.50$129.00Sep 18$0.15$1.35$0.159.00$127.65
$130.00$131.00Sep 18$0.12$0.88$0.127.33$130.12
$126.00$127.50Sep 18$0.20$1.30$0.206.50$126.20
$122.00$123.00Aug 21$0.16$0.84$0.165.25$122.16
$125.00$126.00Sep 18$0.18$0.82$0.184.56$125.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$102.50$100.00Sep 18$0.15$2.35$0.1515.67$102.35
$109.00$107.00Aug 28$0.15$1.85$0.1512.33$108.85
$112.00$110.00Aug 28$0.15$1.85$0.1512.33$111.85
$107.50$105.00Sep 18$0.20$2.30$0.2011.50$107.30
$116.00$115.00Aug 7$0.15$0.85$0.155.67$115.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 103 found (best R:R 59.00, avg 2.25)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$109.00Aug 21$8.85$8.85$0.1559.00$108.85
$95.00$114.00Aug 14$18.50$18.50$0.5037.00$113.50
$105.00$110.00Aug 28$4.80$4.80$0.2024.00$109.80
$97.50$100.00Sep 18$2.25$2.25$0.259.00$99.75
$102.50$105.00Sep 18$2.20$2.20$0.307.33$104.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$122.00$119.00Aug 7$2.45$2.45$0.554.45$119.55
$122.50$121.00Sep 18$0.95$0.95$0.551.73$121.55
$120.00$119.00Sep 18$0.60$0.60$0.401.50$119.40
$119.00$118.00Aug 7$0.50$0.50$0.501.00$118.50
$121.00$120.00Sep 18$0.50$0.50$0.501.00$120.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 45 found (avg debit $0.58, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$105.00Aug 7Aug 28$0.0568.3%32.7%
$112.50Aug 7Aug 21$0.1033.6%24.9%
$129.00Aug 21Sep 18$0.1730.7%21.2%
$109.00Aug 7Aug 21$0.2546.6%26.0%
$111.00Aug 7Aug 21$0.2537.7%25.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$109.00Aug 7Aug 21$0.1546.6%26.0%
$107.00Aug 7Aug 14$0.2862.2%45.9%
$105.00Aug 7Aug 14$0.3068.3%52.3%
$114.50Aug 7Aug 14$0.3029.6%22.8%
$114.00Aug 7Aug 14$0.3328.1%23.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 55 found (cheapest 1.69% of stock, avg 7.06%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$118.00Aug 7$1.15$0.85$2.00$116.00$120.001.69%
$119.00Aug 7$0.70$1.35$2.05$116.95$121.051.73%
$117.50Aug 7$1.50$0.65$2.15$115.35$119.651.82%
$116.00Aug 7$2.45$0.33$2.78$113.22$118.782.35%
$115.00Aug 7$3.55$0.18$3.73$111.27$118.733.15%
$122.00Aug 7$0.15$3.80$3.95$118.05$125.953.34%
$118.00Aug 21$2.25$1.85$4.10$113.90$122.103.47%
$119.00Aug 21$1.83$2.33$4.16$114.84$123.163.52%
$120.00Aug 21$1.40$2.80$4.20$115.80$124.203.55%
$114.00Aug 7$4.20$0.10$4.30$109.70$118.303.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 112 found (cheapest 0.30% of stock, avg 2.15%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$121.00$115.00Aug 7$0.18$0.18$0.36$114.64$121.36
$121.00$114.50Aug 7$0.18$0.18$0.36$114.14$121.36
$121.50$115.00Aug 7$0.18$0.18$0.36$114.64$121.86
$121.50$114.50Aug 7$0.18$0.18$0.36$114.14$121.86
$121.00$116.00Aug 7$0.18$0.33$0.51$115.49$121.51
$121.50$116.00Aug 7$0.18$0.33$0.51$115.49$122.01
$120.00$115.00Aug 7$0.38$0.18$0.56$114.44$120.56
$120.00$114.50Aug 7$0.38$0.18$0.56$113.94$120.56
$120.00$116.00Aug 7$0.38$0.33$0.71$115.29$120.71
$121.00$117.50Aug 7$0.18$0.65$0.83$116.67$121.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 57 found (best R:R 9.00, avg credit $0.93)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
107/109110/112Aug 28$2.25$0.259.00$106.75$112.25
108/109110/111Sep 18$1.35$0.159.00$107.65$111.35
105/106111/112Aug 21$0.85$0.155.67$105.15$111.85
109/110111/112Aug 21$0.83$0.174.88$109.17$111.83
112/113115/116Aug 28$0.75$0.253.00$112.25$115.75
107/109112/115Aug 28$1.85$0.652.85$107.15$114.35
110/112112/115Aug 28$1.85$0.652.85$110.15$114.35
113/115116/118Aug 28$1.47$0.532.77$113.53$116.97
108/109112/114Sep 18$1.10$0.402.75$107.90$113.60
115/116119/120Aug 14$0.36$0.142.57$115.14$119.36

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 39 found (best R:R 29.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$116.00$117.50$119.00Sep 18$0.05$1.4529.00
$126.00$127.50$129.00Sep 18$0.05$1.4529.00
$107.00$108.00$109.00Aug 7$0.05$0.9519.00
$123.00$124.00$125.00Aug 21$0.09$0.9110.11
$119.00$120.00$121.00Sep 18$0.09$0.9110.11
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$103.00$104.00$105.00Aug 7$0.05$0.9519.00
$102.50$105.00$107.50Sep 18$0.13$2.3718.23
$97.50$100.00$102.50Sep 18$0.15$2.3515.67
$116.00$117.50$119.00Sep 18$0.12$1.3811.50
$107.00$108.00$109.00Aug 7$0.09$0.9110.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 92 found (best net $-0.45, 85 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$109.001:2Aug 21-$0.45$8.55
$120.00$122.001:2Aug 28-$0.35$1.65
$127.00$129.001:2Aug 21-$0.38$1.62
$105.00$110.001:2Aug 28-$3.80$1.20
$131.00$132.501:2Sep 18-$0.38$1.12
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$104.00$100.001:2Aug 21-$0.06$3.94
$104.00$100.001:2Aug 14-$0.38$3.62
$114.00$111.001:2Aug 14-$0.33$2.67
$97.50$95.001:2Sep 18-$0.12$2.38
$102.50$100.001:2Sep 18-$0.13$2.37

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 34 found (best yield 2.62%, avg 0.91%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$119.00Sep 18$3.100.480.6%2.62%3.25%47818
$119.00Sep 11$2.900.480.6%2.45%3.08%204
$120.00Sep 18$2.650.441.5%2.24%3.71%215.6K
$120.00Sep 11$2.350.431.5%1.99%3.46%201
$121.00Sep 18$2.350.402.3%1.99%4.30%--3.3K
$119.00Aug 28$2.200.470.6%1.86%2.49%1--
$120.00Aug 28$1.800.411.5%1.52%2.99%--12
$122.50Sep 18$1.750.333.6%1.48%5.07%2431.5K
$119.00Aug 21$1.600.460.6%1.35%1.98%--122
$119.00Aug 14$1.250.440.6%1.06%1.68%--10

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 3,480
Total Puts 8,304
Put/Call Ratio 2.39
Net Difference -4,824

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 55,934
Total Puts 72,533
Average Put/Call Ratio 1.94
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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