Tour v492
XLY
State Street CnsmrDiscSelSectSPDRETF
$118.13 -0.43%
8/6 15:07

Option Volume

Detail
Current (08/06 3:05pm) 6,015
Calls: 1,955 (33%)
Puts: 4,060 (67%)
Prior (08/05) 2,470
Calls: 1,584 (64%)
Puts: 886 (36%)
Current vs Prior +143.52%
Calls: +23.42% (Calls)
Puts: +358.24% (Puts)
Prior 7-Day Total 90,092
Calls: 50,107 (56%)
Puts: 39,985 (44%)
Prior 7-Day Average 12,870
Calls: 7,158 (56%)
Puts: 5,712 (44%)
Current vs Prior 7-Day Avg -53.26%
Calls: -72.69%
Puts: -28.92%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/06 3:05pm) $1.38M
Calls: $916.9K (67%)
Puts: $460.7K (33%)
Prior (08/05) $516.3K
Calls: $416.4K (81%)
Puts: $99.9K (19%)
Current vs Prior +166.80%
Calls: +120.19%
Puts: +361.03%
Prior 7-Day Total $25.55M
Calls: $13.90M (54%)
Puts: $11.65M (46%)
Prior 7-Day Average $3.65M
Calls: $1.99M (54%)
Puts: $1.66M (46%)
Current vs Prior 7-Day Avg -62.26%
Calls: -53.83%
Puts: -72.32%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/06 3:05pm) 2.08
Prior (08/05) 0.56
Current vs Prior +271.28%
Prior 7-Day Average 1.80
Current vs Prior 7-Day Avg +15.51%
Sentiment BEARISH

Open Interest

Detail
Current (08/06 3:05pm) 557,018
Calls: 137,634 (25%)
Puts: 419,384 (75%)
Prior (08/05) 554,869
Calls: 136,035 (25%)
Puts: 418,834 (75%)
Current vs Prior +0.39%
Prior 7-Day Total 3,452,944
Calls: 800,730 (23%)
Puts: 2,652,214 (77%)
Prior 7-Day Average 493,277
Calls: 114,390 (23%)
Puts: 378,887 (77%)
Current vs Prior 7-Day Avg +12.92%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 1.42% | 2.51%3.43% | 6.14%
Prior 1.89% | 2.97%3.66% | 6.60%
Current vs Prior -24.58% | -15.58%-6.36% | -6.95%
Prior 7-Day Avg 2.55% | 3.41%4.71% | 7.21%
Current vs 7-Day Avg -44.25% | -26.52%-27.13% | -14.85%
Prior 7-Day Eod 1.89% | 2.97%5.11% | 6.03%
Current vs 7-Day Eod -24.58% | -15.58%-32.88% | +1.84%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 56.80% | 16.91%
Calls: 65.22% | 17.48%
Puts: 48.39% | 16.34%
Prior 20.27% | 19.98%
Calls: 17.39% | 19.13%
Puts: 23.15% | 20.83%
Current vs Prior +180.22% | -15.37%
Prior 7-Day Avg 76.98% | 18.45%
Calls: 87.39% | 18.39%
Puts: 26.17% | 18.51%
Current vs 7-Day Avg -26.21% | -8.36%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($916.9K). Massive premium surge with dollar volume up 167% vs prior. Unusually high activity with volume up 144% vs prior - elevated interest. Extreme bearish P/C ratio of 2.08 - heavy put buying.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
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 13 of results (avg 7.1%, best 3.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$102.50Sep 1815.9016.70$16.304.9%--0.922.0K
$111.00Aug 76.907.30$7.105.6%10.9427
$114.00Sep 186.006.40$6.206.5%60.71587
$111.00Aug 217.307.80$7.556.6%--0.9170
$100.00Sep 1818.1019.50$18.807.4%--0.94291
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.00Sep 181.551.60$1.583.2%1.1K0.294.9K
$127.50Sep 189.4010.00$9.706.2%10.864
$124.00Sep 186.507.00$6.757.4%10.744
$119.00Sep 183.303.60$3.458.7%200.53539

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.60, cheapest $0.60)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$116.00Aug 140.550.65$0.6016.7%40.2713

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 75 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Sep 1821.7024.90$23.3013.7%--1.0010
$100.00Aug 717.6019.50$18.5510.2%20.992
$104.00Aug 713.7015.50$14.6012.3%40.992
$110.00Aug 77.508.30$7.9010.1%10.98251
$112.00Aug 75.907.00$6.4517.1%--0.9810
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$127.50Sep 189.4010.00$9.706.2%10.864
$124.00Sep 186.507.00$6.757.4%10.744
$122.50Sep 185.305.90$5.6010.7%--0.69267
$120.00Aug 212.653.00$2.8312.4%--0.6524
$121.00Sep 184.204.90$4.5515.4%--0.612.3K

Most actively traded options today. High liquidity = easy entry/exit. 87 active (total vol 4.2K, top 2.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 180.851.05$0.9521.1%1250.211.0K
$124.00Sep 110.751.40$1.0860.2%290.241
$119.00Sep 182.953.30$3.1311.2%230.47855
$127.50Sep 180.450.65$0.5536.4%230.147.8K
$108.00Aug 79.7011.10$10.4013.5%220.9831
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Sep 180.750.95$0.8523.5%2.0K0.1740.8K
$114.00Sep 181.551.60$1.583.2%1.1K0.294.9K
$114.00Aug 140.200.50$0.3585.7%5000.16530
$119.00Sep 183.303.60$3.458.7%200.53539
$114.50Aug 280.851.10$0.9825.5%190.26--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 50 strikes (avg 114.6%, max 410.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Aug 7Sep 18133.3%29.9%345.0%2293
$109.00Aug 7Sep 1889.0%23.7%274.6%2279
$111.00Aug 7Sep 1876.0%21.7%250.1%1228
$121.50Aug 7Aug 2158.0%19.5%197.3%1123
$110.00Aug 7Sep 1863.6%22.4%183.8%1450
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Aug 7Sep 18135.4%26.6%410.0%--7.9K
$107.00Aug 7Aug 28121.2%27.0%348.5%2127
$109.00Aug 7Sep 1889.0%23.7%274.6%41.0K
$103.00Aug 7Aug 28153.1%41.7%267.1%--21
$106.00Aug 7Aug 28113.5%32.8%245.8%--100

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 85 found (best R:R 77.95, avg 3.84)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$123.00$124.00Aug 21$0.10$0.90$0.109.00$123.10
$125.00$126.00Sep 18$0.12$0.88$0.127.33$125.12
$122.00$126.00Aug 28$0.50$3.50$0.507.00$122.50
$126.00$127.50Sep 18$0.28$1.22$0.284.36$126.28
$122.00$123.00Aug 21$0.20$0.80$0.204.00$122.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$110.00$95.00Sep 4$0.19$14.81$0.1977.95$109.81
$102.50$100.00Sep 18$0.15$2.35$0.1515.67$102.35
$107.50$105.00Sep 18$0.15$2.35$0.1515.67$107.35
$107.00$106.00Aug 7$0.10$0.90$0.109.00$106.90
$115.50$114.00Aug 14$0.15$1.35$0.159.00$115.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 109 found (best R:R 125.67, avg 3.00)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$114.00Aug 14$18.85$18.85$0.15125.67$113.85
$110.00$112.50Aug 28$2.40$2.40$0.1024.00$112.40
$112.50$115.00Aug 28$2.40$2.40$0.1024.00$114.90
$105.00$110.00Aug 28$4.75$4.75$0.2519.00$109.75
$114.00$115.00Aug 14$0.90$0.90$0.109.00$114.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$127.50$124.00Sep 18$2.95$2.95$0.555.36$124.55
$124.00$122.50Sep 18$1.15$1.15$0.353.29$122.85
$122.50$121.00Sep 18$1.05$1.05$0.452.33$121.45
$121.00$120.00Sep 18$0.65$0.65$0.351.86$120.35
$117.50$117.00Aug 14$0.27$0.27$0.231.17$117.23

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 47 found (avg debit $0.56, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Aug 7Aug 21$0.15133.3%55.6%
$114.00Aug 7Aug 14$0.1540.3%23.7%
$129.00Aug 21Sep 18$0.1733.1%22.0%
$112.00Aug 7Aug 21$0.2049.8%26.2%
$126.00Aug 21Aug 28$0.2321.0%22.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$107.00Aug 7Aug 14$0.18121.2%50.5%
$105.00Aug 7Aug 14$0.20135.4%57.6%
$106.00Aug 7Aug 14$0.28113.5%54.1%
$109.00Aug 7Aug 21$0.2889.0%31.9%
$103.00Aug 7Aug 28$0.30153.1%41.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 60 found (cheapest 1.12% of stock, avg 6.90%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$118.00Aug 7$0.75$0.57$1.32$116.68$119.321.12%
$117.00Aug 7$1.25$0.23$1.48$115.52$118.481.25%
$116.00Aug 7$2.38$0.13$2.51$113.49$118.512.12%
$119.00Aug 14$0.93$1.78$2.71$116.29$121.712.29%
$115.50Aug 7$2.65$0.10$2.75$112.75$118.252.33%
$117.50Aug 14$1.73$1.10$2.83$114.67$120.332.40%
$117.00Aug 14$2.08$0.83$2.91$114.09$119.912.46%
$115.00Aug 7$3.15$0.05$3.20$111.80$118.202.71%
$116.00Aug 14$2.75$0.60$3.35$112.65$119.352.84%
$115.50Aug 14$3.25$0.50$3.75$111.75$119.253.17%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 121 found (cheapest 0.30% of stock, avg 1.79%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$119.50$116.00Aug 7$0.23$0.13$0.36$115.64$119.86
$119.50$116.50Aug 7$0.23$0.15$0.38$116.12$119.88
$119.00$116.00Aug 7$0.28$0.13$0.41$115.59$119.41
$119.00$116.50Aug 7$0.28$0.15$0.43$116.07$119.43
$119.50$117.00Aug 7$0.23$0.23$0.46$116.54$119.96
$119.00$117.00Aug 7$0.28$0.23$0.51$116.49$119.51
$121.00$116.00Aug 7$0.38$0.13$0.51$115.49$121.51
$121.50$116.00Aug 7$0.38$0.13$0.51$115.49$122.01
$121.00$116.50Aug 7$0.38$0.15$0.53$115.97$121.53
$121.50$116.50Aug 7$0.38$0.15$0.53$115.97$122.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 70 found (best R:R 10.54, avg credit $1.00)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
108/109111/112Sep 18$1.37$0.1310.54$107.63$112.37
108/109112/114Sep 18$1.37$0.1310.54$107.63$113.87
110/111112/114Sep 18$1.33$0.177.82$109.67$113.83
105/106109/110Aug 21$0.88$0.127.33$105.12$109.88
105/106114/114Aug 21$0.88$0.127.33$105.12$114.88
108/109114/114Aug 21$0.83$0.174.88$108.17$114.83
104/105111/112Aug 7$0.80$0.204.00$104.20$111.80
118/118121/122Aug 28$0.79$0.213.76$117.71$121.79
118/118119/120Aug 14$0.38$0.123.17$117.62$119.38
118/118120/120Aug 14$0.38$0.123.17$118.12$119.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 40 found (best R:R 34.71, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$107.00$108.00$109.00Aug 7$0.10$0.909.00
$122.00$123.00$124.00Aug 21$0.10$0.909.00
$110.00$111.00$112.00Aug 7$0.15$0.855.67
$120.50$121.00$121.50Aug 21$0.08$0.425.25
$124.00$125.00$126.00Sep 18$0.18$0.824.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$102.50$105.00$107.50Sep 18$0.07$2.4334.71
$97.50$100.00$102.50Sep 18$0.08$2.4230.25
$95.00$97.50$100.00Sep 18$0.09$2.4126.78
$116.50$117.50$118.50Aug 28$0.05$0.9519.00
$121.00$122.50$124.00Sep 18$0.10$1.4014.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 115 found (best net $-0.19, 102 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$127.00$129.001:2Aug 21-$0.38$1.62
$117.50$119.001:2Aug 14-$0.13$1.37
$126.00$127.501:2Sep 18-$0.27$1.23
$132.50$134.001:2Sep 18-$0.38$1.12
$136.00$137.501:2Sep 18-$0.38$1.12
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$95.001:2Sep 4-$0.19$14.81
$104.00$100.001:2Aug 14-$0.38$3.62
$104.00$100.001:2Aug 21-$0.71$3.29
$113.00$110.001:2Aug 28-$0.09$2.91
$102.50$100.001:2Sep 18-$0.10$2.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 35 found (best yield 2.50%, avg 0.72%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$119.00Sep 18$2.950.470.7%2.50%3.23%23855
$120.00Sep 18$2.500.431.6%2.12%3.70%--15.6K
$119.00Sep 11$2.350.470.7%1.99%2.73%--24
$119.00Sep 4$2.100.460.7%1.78%2.51%11
$121.00Sep 18$2.100.392.4%1.78%4.21%63.3K
$120.00Sep 11$1.900.411.6%1.61%3.19%--22
$122.50Sep 18$1.500.313.7%1.27%4.97%31.6K
$119.00Aug 21$1.250.430.7%1.06%1.79%10107
$124.00Sep 18$1.100.265.0%0.93%5.90%41.5K
$121.00Aug 28$0.950.322.4%0.80%3.23%12

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 1,955
Total Puts 4,060
Put/Call Ratio 2.08
Net Difference -2,105

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 50,107
Total Puts 39,985
Average Put/Call Ratio 1.80
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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