Tour v309
XLE
State StreetEngySelSectSPDRETF
$55.08 +0.47%
$54.95 (-0.23%)🌙
as of 07/10 06:04 PM
7/10 18:04

Option Volume

Detail
Current (07/10) 106,106
Calls: 66,818 (63%)
Puts: 39,288 (37%)
Prior (07/09) 79,708
Calls: 47,337 (59%)
Puts: 32,371 (41%)
Current vs Prior +33.12%
Calls: +41.15% (Calls)
Puts: +21.37% (Puts)
Prior 7-Day Total 1,077,940
Calls: 698,480 (65%)
Puts: 379,460 (35%)
Prior 7-Day Average 153,991
Calls: 99,782 (65%)
Puts: 54,208 (35%)
Current vs Prior 7-Day Avg -31.10%
Calls: -33.04%
Puts: -27.52%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/10) $10.36M
Calls: $6.99M (67%)
Puts: $3.37M (33%)
Prior (07/09) $10.62M
Calls: $7.10M (67%)
Puts: $3.53M (33%)
Current vs Prior -2.49%
Calls: -1.50%
Puts: -4.48%
Prior 7-Day Total $172.84M
Calls: $90.10M (52%)
Puts: $82.73M (48%)
Prior 7-Day Average $24.69M
Calls: $12.87M (52%)
Puts: $11.82M (48%)
Current vs Prior 7-Day Avg -58.04%
Calls: -45.70%
Puts: -71.48%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/10) 0.59
Prior (07/09) 0.68
Current vs Prior -14.02%
Prior 7-Day Average 0.69
Current vs Prior 7-Day Avg -14.63%
Sentiment BULLISH

Open Interest

Detail
Current (07/10) 4,575,261
Calls: 1,933,415 (42%)
Puts: 2,641,846 (58%)
Prior (07/09) 4,552,500
Calls: 1,924,836 (42%)
Puts: 2,627,664 (58%)
Current vs Prior +0.50%
Prior 7-Day Total 30,450,966
Calls: 12,530,529 (41%)
Puts: 17,920,437 (59%)
Prior 7-Day Average 4,350,138
Calls: 1,790,075 (41%)
Puts: 2,560,062 (59%)
Current vs Prior 7-Day Avg +5.18%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 1.27% | 2.80%2.80% | 7.53%
Prior 2.04% | 3.14%3.14% | 7.02%
Current vs Prior +36.85% | +54.50%-10.89% | +7.28%
Prior 7-Day Avg 2.41% | 3.66%3.69% | 7.78%
Current vs 7-Day Avg +16.18% | +32.49%-24.21% | -3.11%
Prior 7-Day Eod 2.04% | 3.14%-- | --
Current vs 7-Day Eod +36.85% | +54.50%-- | --
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 25.00% | 7.47%
Calls: 23.08% | 3.70%
Puts: 26.92% | 11.25%
Prior 7.59% | 8.16%
Calls: 11.27% | 6.84%
Puts: 3.92% | 9.47%
Current vs Prior +229.38% | -8.46%
Prior 7-Day Avg 14.57% | 8.86%
Calls: 19.45% | 10.18%
Puts: 9.69% | 7.55%
Current vs 7-Day Avg +71.57% | -15.73%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($6.99M). Bullish P/C ratio of 0.59.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 10 of results (avg 4.4%, best 2.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 109.9510.20$10.072.5%2431.00158
$47.00Jul 107.958.20$8.073.1%2510.9911
$48.00Jul 106.957.20$7.083.5%90.998
$49.00Jul 105.956.20$6.084.1%80.9923
$53.00Jul 101.992.19$2.099.6%4.1K0.996.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$66.00Jul 1010.8011.05$10.932.3%141.00--
$65.00Jul 109.8010.05$9.932.5%101.001
$62.00Jul 106.807.05$6.933.6%11.00--
$61.50Jul 106.306.55$6.433.9%11.00--
$58.00Jul 102.803.05$2.938.5%21.001

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.31, cheapest $0.31)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$54.00Jul 170.280.33$0.3116.1%3.4K0.2711.9K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 106 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Jul 176.859.15$8.0028.8%--1.0011
$51.00Jul 172.554.70$3.6359.2%41.00445
$50.00Jul 243.906.45$5.1849.2%--1.0048
$51.00Jul 243.055.35$4.2054.8%--1.0053
$45.00Jul 109.9510.20$10.072.5%2431.00158
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Jul 100.204.95$2.58184.1%21.0048
$56.50Jul 100.791.97$1.3885.5%--1.0021
$57.50Jul 101.313.95$2.63100.4%11.00--
$58.00Jul 102.803.05$2.938.5%21.001
$61.50Jul 106.306.55$6.433.9%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 219 active (total vol 82.7K, top 11.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$54.50Jul 100.221.29$0.76140.8%11.0K0.961.2K
$56.00Jul 170.240.45$0.3560.0%6.1K0.3029.8K
$55.00Jul 100.000.60$0.30200.0%4.8K0.609.1K
$53.00Jul 101.992.19$2.099.6%4.1K0.996.7K
$53.00Jul 171.272.62$1.9569.2%4.1K0.851.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$53.00Aug 210.701.02$0.8637.2%10.8K0.307.8K
$52.00Aug 210.510.71$0.6132.8%5.2K0.236.0K
$54.00Jul 170.280.33$0.3116.1%3.4K0.2711.9K
$54.50Jul 170.151.27$0.71157.7%1.0K0.40753
$53.00Jul 170.090.25$0.1794.1%1.0K0.159.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 55 strikes (avg 1145.8%, max 3131.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Jul 10Aug 21887.9%27.5%3131.8%25122
$65.00Jul 10Aug 21902.8%29.7%2936.3%104.8K
$48.00Jul 10Aug 21784.4%26.2%2895.1%9147
$63.00Jul 10Aug 21750.4%28.6%2525.3%43.7K
$62.00Jul 10Aug 21670.1%28.2%2279.1%17222.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Jul 10Aug 21784.4%26.2%2895.1%519.0K
$62.00Jul 10Aug 21670.1%28.2%2279.1%1300
$49.00Jul 10Aug 21675.5%28.9%2237.7%38611
$50.00Jul 10Aug 21525.7%25.0%1999.5%20439.3K
$51.50Jul 10Aug 7419.1%21.2%1878.1%32.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 69 found (best R:R 9.00, avg 2.48)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$62.00$65.00Aug 7$0.30$2.70$0.309.00$62.30
$59.00$60.00Aug 21$0.12$0.88$0.127.33$59.12
$55.00$56.00Aug 21$0.15$0.85$0.155.67$55.15
$62.00$63.50Jul 24$0.23$1.27$0.235.52$62.23
$60.00$61.00Aug 7$0.16$0.84$0.165.25$60.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$51.00$50.00Jul 24$0.10$0.90$0.109.00$50.90
$52.00$51.00Aug 21$0.12$0.88$0.127.33$51.88
$47.50$45.00Aug 14$0.31$2.19$0.317.06$47.19
$46.00$45.00Jul 17$0.13$0.87$0.136.69$45.87
$46.00$45.00Aug 21$0.17$0.83$0.174.88$45.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 95 found (best R:R 9.00, avg 1.57)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$51.00Jul 10$0.90$0.90$0.109.00$50.90
$48.00$52.00Jul 31$3.45$3.45$0.556.27$51.45
$48.00$50.00Jul 17$1.66$1.66$0.344.88$49.66
$53.00$53.50Jul 10$0.39$0.39$0.113.55$53.39
$58.50$59.00Aug 14$0.39$0.39$0.113.55$58.89
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$58.00$57.00Jul 24$0.87$0.87$0.136.69$57.13
$60.00$59.00Jul 24$0.85$0.85$0.155.67$59.15
$59.00$58.00Jul 17$0.84$0.84$0.165.25$58.16
$60.00$58.00Jul 31$1.67$1.67$0.335.06$58.33
$56.00$55.00Aug 21$0.83$0.83$0.174.88$55.17

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 35 found (avg debit $0.28, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$49.00Jul 10Jul 24$0.07675.5%44.0%
$58.00Jul 10Jul 17$0.07299.3%27.5%
$54.50Jul 10Jul 17$0.1180.2%31.6%
$57.00Jul 10Jul 17$0.14209.9%24.8%
$63.50Jul 10Jul 24$0.20727.9%53.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$52.00Jul 10Jul 17$0.07367.3%29.4%
$46.00Jul 17Aug 21$0.0881.9%37.0%
$47.00Jul 17Aug 21$0.0844.5%27.5%
$52.50Jul 10Jul 17$0.09284.3%27.1%
$48.50Aug 7Aug 14$0.0943.4%41.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 101 found (cheapest 0.73% of stock, avg 6.96%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.00Jul 10$0.30$0.10$0.40$54.60$55.400.73%
$55.50Jul 10$0.01$0.40$0.41$55.09$55.910.74%
$54.50Jul 10$0.76$0.01$0.77$53.73$55.271.40%
$54.00Jul 10$1.02$0.01$1.03$52.97$55.031.87%
$55.50Jul 17$0.49$0.81$1.30$54.20$56.802.36%
$56.50Jul 10$0.01$1.38$1.39$55.11$57.892.52%
$55.00Jul 17$0.73$0.66$1.39$53.61$56.392.52%
$54.50Jul 17$0.87$0.71$1.58$52.92$56.082.87%
$56.00Jul 17$0.35$1.25$1.60$54.40$57.602.90%
$53.50Jul 17$1.57$0.11$1.68$51.82$55.183.05%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.60% of stock, avg 3.04%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$57.50$53.50Jul 17$0.22$0.11$0.33$53.17$57.83
$57.50$53.00Jul 17$0.22$0.17$0.39$52.61$57.89
$56.00$53.50Jul 17$0.35$0.11$0.46$53.04$56.46
$56.50$53.50Jul 17$0.35$0.11$0.46$53.04$56.96
$59.50$53.50Jul 17$0.39$0.11$0.50$53.00$60.00
$56.00$53.00Jul 17$0.35$0.17$0.52$52.48$56.52
$56.50$53.00Jul 17$0.35$0.17$0.52$52.48$57.02
$57.50$54.00Jul 17$0.22$0.31$0.53$53.47$58.03
$59.50$53.00Jul 17$0.39$0.17$0.56$52.44$60.06
$55.50$53.50Jul 17$0.49$0.11$0.60$52.90$56.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 79 found (best R:R 9.00, avg credit $0.61)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
48/4853/54Aug 7$0.90$0.109.00$47.60$53.90
53/5458/58Aug 7$0.90$0.109.00$53.10$58.40
45/4648/50Jul 17$1.79$0.218.52$44.21$49.79
51/5254/55Aug 21$0.88$0.127.33$51.12$54.88
56/5657/58Jul 31$0.87$0.136.69$55.63$57.87
45/4654/54Jul 17$0.86$0.146.14$45.14$54.86
53/5456/57Aug 7$0.86$0.146.14$53.14$57.36
48/4855/56Aug 7$0.84$0.165.25$47.66$55.84
51/5259/60Jul 31$0.81$0.194.26$51.19$59.81
51/5254/55Jul 31$0.78$0.223.55$51.22$55.28

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 75 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$62.00$63.00$64.00Jul 17$0.06$0.9415.67
$59.00$60.00$61.00Aug 21$0.08$0.9211.50
$48.00$49.00$50.00Jul 10$0.10$0.909.00
$64.00$65.00$66.00Jul 17$0.10$0.909.00
$55.00$55.50$56.00Jul 24$0.05$0.459.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$57.00$58.00$59.00Jul 24$0.08$0.9211.50
$56.00$57.00$58.00Aug 21$0.10$0.909.00
$48.00$49.00$50.00Jul 17$0.12$0.887.33
$55.00$55.50$56.00Aug 7$0.06$0.447.33
$52.00$53.00$54.00Aug 21$0.12$0.887.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 98 found (best net $-0.28, 70 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$48.00$52.001:2Jul 31-$0.28$3.72
$62.00$65.001:2Aug 7-$0.25$2.75
$61.00$62.001:2Jul 17-$0.08$0.92
$63.00$64.001:2Jul 17-$0.08$0.92
$61.00$62.001:2Aug 21-$0.08$0.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$52.00$48.501:2Aug 14-$0.69$2.81
$47.50$45.001:2Aug 7-$0.95$1.55
$51.00$50.001:2Aug 21-$0.11$0.89
$57.50$56.501:2Jul 10-$0.13$0.87
$50.00$49.001:2Jul 17-$0.13$0.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 40 found (best yield 2.58%, avg 0.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$56.00Aug 21$1.420.441.7%2.58%4.25%53720.8K
$56.00Aug 14$0.980.421.7%1.78%3.45%1034
$55.50Aug 14$0.970.470.8%1.76%2.52%4124
$57.00Aug 21$0.930.373.5%1.69%5.17%27819.7K
$56.00Aug 7$0.880.411.7%1.60%3.27%1199
$58.00Aug 21$0.640.275.3%1.16%6.46%45826.0K
$56.50Aug 7$0.620.362.6%1.13%3.70%178
$57.50Aug 14$0.610.314.4%1.11%5.50%47
$56.00Jul 31$0.590.361.7%1.07%2.74%5820.6K
$55.50Jul 24$0.570.400.8%1.03%1.80%356411

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 66,818
Total Puts 39,288
Put/Call Ratio 0.59
Net Difference 27,530

Prior's Put/Call Breakdown

Total Calls 47,337
Total Puts 32,371
Put/Call Ratio 0.68
Net Difference 14,966

Prior 7-Day Put/Call Summary

Total Calls 698,480
Total Puts 379,460
Average Put/Call Ratio 0.69
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All