Tour v492
XLY
State Street CnsmrDiscSelSectSPDRETF
$118.23 -0.05%
8/5 15:07

Option Volume

Detail
Current (08/05 3:05pm) 2,470
Calls: 1,584 (64%)
Puts: 886 (36%)
Prior (08/04) 11,784
Calls: 3,480 (30%)
Puts: 8,304 (70%)
Current vs Prior -79.04%
Calls: -54.48% (Calls)
Puts: -89.33% (Puts)
Prior 7-Day Total 139,882
Calls: 69,211 (49%)
Puts: 70,671 (51%)
Prior 7-Day Average 19,983
Calls: 9,887 (49%)
Puts: 10,095 (51%)
Current vs Prior 7-Day Avg -87.64%
Calls: -83.98%
Puts: -91.22%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05 3:05pm) $516.3K
Calls: $416.4K (81%)
Puts: $99.9K (19%)
Prior (08/04) $2.26M
Calls: $552.8K (24%)
Puts: $1.71M (76%)
Current vs Prior -77.15%
Calls: -24.67%
Puts: -94.15%
Prior 7-Day Total $41.55M
Calls: $15.48M (37%)
Puts: $26.07M (63%)
Prior 7-Day Average $5.94M
Calls: $2.21M (37%)
Puts: $3.72M (63%)
Current vs Prior 7-Day Avg -91.30%
Calls: -81.17%
Puts: -97.32%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05 3:05pm) 0.56
Prior (08/04) 2.39
Current vs Prior -76.56%
Prior 7-Day Average 1.70
Current vs Prior 7-Day Avg -67.17%
Sentiment BULLISH

Open Interest

Detail
Current (08/05 3:05pm) 554,869
Calls: 136,035 (25%)
Puts: 418,834 (75%)
Prior (08/04) 548,486
Calls: 131,549 (24%)
Puts: 416,937 (76%)
Current vs Prior +1.16%
Prior 7-Day Total 3,439,831
Calls: 784,710 (23%)
Puts: 2,655,121 (77%)
Prior 7-Day Average 491,404
Calls: 112,101 (23%)
Puts: 379,303 (77%)
Current vs Prior 7-Day Avg +12.91%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 1.57% | 2.76%3.45% | 6.39%
Prior 2.11% | 3.17%3.85% | 6.68%
Current vs Prior -25.57% | -13.04%-10.30% | -4.40%
Prior 7-Day Avg 2.76% | 3.59%4.90% | 7.34%
Current vs 7-Day Avg -43.10% | -23.20%-29.62% | -12.96%
Prior 7-Day Eod 2.11% | 3.17%4.29% | 7.10%
Current vs 7-Day Eod -25.57% | -13.04%-19.64% | -10.07%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 21.50% | 18.52%
Calls: 26.88% | 14.88%
Puts: 16.13% | 22.15%
Prior 16.03% | 21.16%
Calls: 15.38% | 25.64%
Puts: 16.67% | 16.67%
Current vs Prior +34.12% | -12.48%
Prior 7-Day Avg 77.32% | 17.99%
Calls: 89.24% | 18.30%
Puts: 24.76% | 17.67%
Current vs 7-Day Avg -72.19% | +2.95%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 81% of dollar volume in calls ($416.4K) vs puts ($99.9K). Light premium activity with dollar volume down 77% vs prior. Below-average activity with volume down 79% vs prior. Bullish P/C ratio of 0.56.

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 17 of results (avg 8.1%, best 4.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$97.50Sep 1821.1022.00$21.554.2%--0.9745
$100.00Sep 1818.7019.70$19.205.2%--0.95291
$102.50Sep 1816.3017.40$16.856.5%--0.942.0K
$107.50Sep 1811.6012.50$12.057.5%--0.8815
$109.00Sep 1810.2011.00$10.607.5%--0.8572
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$122.50Sep 185.305.70$5.507.3%20.67268

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.72, cheapest $0.55)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.00Aug 210.500.60$0.5518.2%20.19389
$110.00Sep 180.800.95$0.8817.0%40.1740.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 77 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$98.00Aug 720.0022.30$21.1510.9%41.002
$99.00Aug 719.0021.30$20.1511.4%41.003
$110.00Aug 78.008.80$8.409.5%51.00251
$95.00Sep 1823.5025.60$24.558.6%--0.9710
$97.50Sep 1821.1022.00$21.554.2%--0.9745
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 75.307.00$6.1527.6%10.98--
$124.00Aug 74.406.00$5.2030.8%10.86--
$122.50Sep 185.305.70$5.507.3%20.67268
$119.00Aug 71.101.30$1.2016.7%10.651
$120.00Aug 212.652.95$2.8010.7%10.6323

Most actively traded options today. High liquidity = easy entry/exit. 104 active (total vol 2.0K, top 557)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$122.00Aug 210.550.75$0.6530.8%5570.23725
$123.00Aug 210.350.45$0.4025.0%3670.162.4K
$126.00Sep 180.801.00$0.9022.2%1140.201.7K
$117.00Sep 113.804.40$4.1014.6%230.597
$115.00Aug 143.604.10$3.8513.0%210.8029
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.00Aug 140.250.50$0.3865.8%5040.1626
$115.50Aug 210.751.00$0.8828.4%210.2821
$113.00Aug 70.000.10$0.05200.0%200.0427
$105.00Sep 180.350.50$0.4334.9%140.087.7K
$116.00Aug 210.851.15$1.0030.0%130.3160

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 45 strikes (avg 74.1%, max 193.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$130.00Aug 7Sep 1863.5%21.6%193.7%1161
$95.00Aug 14Sep 1889.0%33.9%162.4%1125
$99.00Aug 7Aug 21127.1%56.4%125.3%53
$111.00Aug 7Sep 1849.1%22.2%121.2%2227
$112.00Aug 7Aug 2150.5%23.6%113.4%426
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$104.00Aug 7Aug 2193.0%31.7%193.9%--84
$106.00Aug 7Aug 2890.7%32.3%180.5%--100
$109.00Aug 7Sep 1863.8%23.4%172.2%--1.0K
$105.00Aug 7Sep 1870.3%25.9%171.3%147.9K
$107.00Aug 7Aug 2878.9%30.2%160.9%--128

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 84 found (best R:R 24.00, avg 3.37)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$129.00Aug 28$0.38$3.62$0.389.53$125.38
$123.00$124.00Aug 21$0.10$0.90$0.109.00$123.10
$128.00$129.00Aug 21$0.10$0.90$0.109.00$128.10
$129.00$130.00Sep 18$0.15$0.85$0.155.67$129.15
$126.00$127.50Sep 18$0.25$1.25$0.255.00$126.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$97.50Sep 18$0.10$2.40$0.1024.00$99.90
$112.00$110.00Aug 7$0.12$1.88$0.1215.67$111.88
$107.50$105.00Sep 18$0.17$2.33$0.1713.71$107.33
$116.00$115.00Aug 7$0.10$0.90$0.109.00$115.90
$110.00$109.00Aug 21$0.10$0.90$0.109.00$109.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 100 found (best R:R 15.67, avg 1.62)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$97.50$100.00Sep 18$2.35$2.35$0.1515.67$99.85
$100.00$102.50Sep 18$2.35$2.35$0.1515.67$102.35
$102.50$105.00Sep 18$2.30$2.30$0.2011.50$104.80
$105.00$110.00Aug 28$4.55$4.55$0.4510.11$109.55
$114.00$115.00Aug 14$0.90$0.90$0.109.00$114.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$124.00$119.00Aug 7$4.00$4.00$1.004.00$120.00
$121.00$120.00Sep 18$0.65$0.65$0.351.86$120.35
$122.50$121.00Sep 18$0.95$0.95$0.551.73$121.55
$120.00$119.00Aug 21$0.57$0.57$0.431.33$119.43
$118.50$118.00Aug 14$0.28$0.28$0.221.27$118.22

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 44 found (avg debit $0.57, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$98.00Aug 7Aug 21$0.10105.5%59.0%
$99.00Aug 7Aug 21$0.15127.1%56.4%
$125.00Aug 21Aug 28$0.2620.2%20.9%
$122.00Aug 7Aug 14$0.2728.3%20.6%
$116.00Aug 7Aug 21$0.3725.9%19.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$109.00Aug 7Aug 21$0.1363.8%27.2%
$106.00Aug 7Aug 14$0.2090.7%51.7%
$108.00Aug 7Aug 14$0.2078.1%44.9%
$107.00Aug 7Aug 14$0.2578.9%48.3%
$112.00Aug 7Aug 21$0.2550.5%23.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 56 found (cheapest 1.38% of stock, avg 7.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$118.00Aug 7$0.93$0.70$1.63$116.37$119.631.38%
$119.00Aug 7$0.45$1.20$1.65$117.35$120.651.40%
$119.00Aug 14$1.13$1.85$2.98$116.02$121.982.52%
$116.00Aug 7$3.23$0.20$3.43$112.57$119.432.90%
$115.00Aug 7$3.45$0.10$3.55$111.45$118.553.00%
$118.00Aug 21$2.13$1.73$3.86$114.14$121.863.26%
$119.00Aug 21$1.70$2.23$3.93$115.07$122.933.32%
$120.00Aug 21$1.25$2.80$4.05$115.95$124.053.43%
$117.00Aug 21$2.78$1.33$4.11$112.89$121.113.48%
$116.50Aug 21$3.10$1.18$4.28$112.22$120.783.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 115 found (cheapest 0.30% of stock, avg 1.98%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$121.00$116.00Aug 7$0.15$0.20$0.35$115.65$121.35
$120.00$116.00Aug 7$0.20$0.20$0.40$115.60$120.40
$121.00$116.50Aug 7$0.15$0.28$0.43$116.07$121.43
$120.00$116.50Aug 7$0.20$0.28$0.48$116.02$120.48
$121.50$116.00Aug 7$0.30$0.20$0.50$115.50$122.00
$121.00$117.00Aug 7$0.15$0.38$0.53$116.47$121.53
$120.00$117.00Aug 7$0.20$0.38$0.58$116.42$120.58
$121.50$116.50Aug 7$0.30$0.28$0.58$115.92$122.08
$119.00$116.00Aug 7$0.45$0.20$0.65$115.35$119.65
$121.00$117.50Aug 7$0.15$0.50$0.65$116.85$121.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 56 found (best R:R 8.26, avg credit $0.95)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
105/106110/112Aug 28$2.23$0.278.26$103.77$112.23
118/118119/120Aug 28$0.89$0.118.09$117.61$119.89
110/112112/114Aug 7$1.72$0.286.14$110.28$114.22
110/112114/115Aug 7$1.67$0.335.06$110.33$115.67
115/117118/119Aug 28$1.53$0.473.26$115.47$119.03
116/116120/120Aug 14$0.36$0.142.57$115.64$119.86
105/106118/119Aug 28$1.08$0.422.57$104.92$118.58
115/116120/120Aug 14$0.35$0.152.33$115.15$119.85
108/109110/111Sep 18$1.00$0.502.00$108.00$111.00
105/106110/111Aug 21$0.65$0.351.86$105.35$110.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 41 found (best R:R 26.78, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$106.00$107.00$108.00Aug 7$0.05$0.9519.00
$99.00$100.00$101.00Aug 21$0.05$0.9519.00
$121.00$122.50$124.00Sep 18$0.08$1.4217.75
$116.00$117.50$119.00Sep 18$0.10$1.4014.00
$131.00$132.50$134.00Sep 18$0.10$1.4014.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$102.50$105.00$107.50Sep 18$0.09$2.4126.78
$95.00$97.50$100.00Sep 18$0.10$2.4024.00
$106.00$107.00$108.00Aug 21$0.07$0.9313.29
$118.00$119.00$120.00Aug 21$0.07$0.9313.29
$114.00$115.00$116.00Aug 7$0.08$0.9211.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 105 found (best net $-0.02, 93 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$122.00$130.001:2Aug 7-$0.02$7.98
$102.00$109.001:2Aug 21-$3.10$3.90
$130.00$132.001:2Aug 7-$0.11$1.89
$120.00$122.001:2Aug 28-$0.41$1.59
$131.00$132.501:2Sep 18-$0.28$1.22
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$103.00$98.001:2Aug 7-$0.03$4.97
$104.00$100.001:2Aug 14-$0.38$3.62
$104.00$100.001:2Aug 21-$0.68$3.32
$119.00$115.501:2Sep 4-$0.29$3.21
$100.00$97.501:2Sep 18-$0.05$2.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 32 found (best yield 2.62%, avg 0.85%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$119.00Sep 18$3.100.490.7%2.62%3.27%3855
$119.00Sep 11$2.700.480.7%2.28%2.93%--24
$120.00Sep 18$2.550.441.5%2.16%3.65%2015.6K
$121.00Sep 18$2.150.402.3%1.82%4.16%23.3K
$120.00Sep 11$2.100.431.5%1.78%3.27%321
$119.00Aug 28$2.000.460.7%1.69%2.34%11
$122.50Sep 18$1.600.343.6%1.35%4.96%11.6K
$120.00Aug 28$1.500.401.5%1.27%2.77%57
$119.00Aug 21$1.450.450.7%1.23%1.88%2122
$124.00Sep 18$1.200.274.9%1.01%5.90%61.5K

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 1,584
Total Puts 886
Put/Call Ratio 0.56
Net Difference 698

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 69,211
Total Puts 70,671
Average Put/Call Ratio 1.70
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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