Tour v334
XLE
State StreetEngySelSectSPDRETF
$56.95 +0.37%
$56.89 (-0.11%)🌙
as of 07/14 06:12 PM
7/14 18:12

Option Volume

Detail
Current (07/14) 113,865
Calls: 72,822 (64%)
Puts: 41,043 (36%)
Prior (07/13) 228,451
Calls: 137,061 (60%)
Puts: 91,390 (40%)
Current vs Prior -50.16%
Calls: -46.87% (Calls)
Puts: -55.09% (Puts)
Prior 7-Day Total 1,123,554
Calls: 753,073 (67%)
Puts: 370,481 (33%)
Prior 7-Day Average 160,507
Calls: 107,581 (67%)
Puts: 52,925 (33%)
Current vs Prior 7-Day Avg -29.06%
Calls: -32.31%
Puts: -22.45%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/14) $9.56M
Calls: $6.67M (70%)
Puts: $2.89M (30%)
Prior (07/13) $25.23M
Calls: $16.78M (67%)
Puts: $8.45M (33%)
Current vs Prior -62.10%
Calls: -60.25%
Puts: -65.79%
Prior 7-Day Total $147.12M
Calls: $92.55M (63%)
Puts: $54.57M (37%)
Prior 7-Day Average $21.02M
Calls: $13.22M (63%)
Puts: $7.80M (37%)
Current vs Prior 7-Day Avg -54.51%
Calls: -49.55%
Puts: -62.92%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/14) 0.56
Prior (07/13) 0.67
Current vs Prior -15.47%
Prior 7-Day Average 0.51
Current vs Prior 7-Day Avg +10.78%
Sentiment BULLISH

Open Interest

Detail
Current (07/14) 2,588,088
Calls: 1,365,607 (53%)
Puts: 1,222,481 (47%)
Prior (07/13) 4,552,399
Calls: 1,903,153 (42%)
Puts: 2,649,246 (58%)
Current vs Prior -43.15%
Prior 7-Day Total 31,111,436
Calls: 12,957,341 (42%)
Puts: 18,154,095 (58%)
Prior 7-Day Average 4,444,490
Calls: 1,851,048 (42%)
Puts: 2,593,442 (58%)
Current vs Prior 7-Day Avg -41.77%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.55% | 3.95%2.55% | 7.60%
Prior 3.14% | 4.30%3.14% | 8.11%
Current vs Prior -18.84% | -8.13%-18.84% | -6.22%
Prior 7-Day Avg 2.70% | 4.01%3.45% | 7.79%
Current vs 7-Day Avg -5.65% | -1.36%-26.16% | -2.41%
Prior 7-Day Eod 3.14% | 4.30%3.14% | 8.11%
Current vs 7-Day Eod -18.84% | -8.13%-18.84% | -6.22%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 7.42% | 6.62%
Calls: 7.59% | 8.47%
Puts: 7.25% | 4.76%
Prior 2.87% | 6.60%
Calls: 2.04% | 5.93%
Puts: 3.70% | 7.27%
Current vs Prior +158.54% | +0.30%
Prior 7-Day Avg 13.82% | 8.09%
Calls: 17.46% | 7.61%
Puts: 10.18% | 8.58%
Current vs 7-Day Avg -46.31% | -18.20%
Liquidity Pricy
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($6.67M). Light premium activity with dollar volume down 62% vs prior. Below-average activity with volume down 50% 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 BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 33 of results (avg 6.5%, best 3.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Aug 219.059.40$9.233.8%20.95--
$50.00Aug 217.157.45$7.304.1%60.93--
$50.00Jul 176.807.10$6.954.3%21.00740
$49.00Jul 177.808.15$7.984.4%11.002
$51.00Aug 216.256.55$6.404.7%20.90121
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$68.00Jul 2410.9511.40$11.184.0%30.99--
$68.00Jul 1710.7011.20$10.954.6%10.99--
$63.00Jul 315.956.25$6.104.9%10.93--
$66.00Jul 248.909.40$9.155.5%10.98--
$65.00Jul 247.908.40$8.156.1%100.98--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 17 found (avg $0.69, cheapest $0.23)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Jul 170.350.40$0.3813.2%14.6K0.3615.5K
$59.00Jul 310.570.63$0.6010.0%3290.291.0K
$58.50Jul 310.650.78$0.7218.1%320.34153
$57.50Jul 240.700.84$0.7718.2%2680.42887
$58.00Jul 310.800.95$0.8817.0%240.391.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Jul 170.210.25$0.2317.4%2.6K0.2615.9K
$52.00Aug 210.320.38$0.3517.1%8.1K0.1416.1K
$53.00Aug 210.480.54$0.5111.8%1390.1917.9K
$55.50Jul 310.580.69$0.6417.2%190.31--
$54.00Aug 210.690.76$0.739.6%3.3K0.25917

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 91 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Jul 1710.2511.35$10.8010.2%151.0017
$47.00Jul 177.7011.85$9.7842.4%11.0018
$48.00Jul 178.509.15$8.827.4%11.00100
$49.00Jul 177.808.15$7.984.4%11.002
$50.00Jul 176.807.10$6.954.3%21.00740
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$68.00Jul 1710.7011.20$10.954.6%10.99--
$68.00Jul 2410.9511.40$11.184.0%30.99--
$66.00Jul 248.909.40$9.155.5%10.98--
$65.00Jul 247.908.40$8.156.1%100.98--
$62.00Jul 174.755.25$5.0010.0%160.98248

Most actively traded options today. High liquidity = easy entry/exit. 263 active (total vol 93.6K, top 14.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Jul 170.350.40$0.3813.2%14.6K0.3615.5K
$60.00Aug 210.870.95$0.918.8%14.1K0.2955.5K
$57.00Jul 170.430.60$0.5232.7%8.9K0.4827.4K
$58.00Jul 170.190.28$0.2437.5%3.8K0.2522.2K
$56.50Jul 170.760.96$0.8623.3%2.6K0.6111.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.00Aug 210.320.38$0.3517.1%8.1K0.1416.1K
$55.00Jul 170.060.16$0.1190.9%3.9K0.1336.7K
$54.00Aug 210.690.76$0.739.6%3.3K0.25917
$56.00Jul 170.210.25$0.2317.4%2.6K0.2615.9K
$52.00Jul 170.000.01$0.01100.0%2.5K0.0115.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 53 strikes (avg 53.6%, max 186.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$46.00Jul 17Aug 2197.0%33.9%186.6%2517
$48.00Jul 17Aug 2179.4%30.6%159.4%3100
$66.00Jul 17Aug 2172.6%30.9%134.7%66--
$65.00Jul 17Aug 2162.6%29.7%110.6%1.1K35.7K
$51.00Jul 17Aug 2156.7%27.1%109.0%3121
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$49.00Jul 17Aug 2870.9%29.6%140.0%2083.9K
$51.00Jul 17Aug 2156.7%27.1%109.0%19554.1K
$50.00Jul 17Aug 2157.2%27.7%106.4%27859.5K
$53.50Jul 17Aug 1446.6%25.3%84.3%16762
$68.00Jul 17Jul 2480.9%47.8%69.3%4--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 104 found (best R:R 15.67, avg 2.39)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$62.00$64.00Jul 31$0.12$1.88$0.1215.67$62.12
$61.00$62.00Aug 7$0.10$0.90$0.109.00$61.10
$61.00$62.00Aug 14$0.13$0.87$0.136.69$61.13
$63.00$64.00Aug 14$0.15$0.85$0.155.67$63.15
$62.00$64.00Aug 28$0.31$1.69$0.315.45$62.31
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$51.50$49.00Aug 28$0.20$2.30$0.2011.50$51.30
$52.00$51.00Aug 21$0.11$0.89$0.118.09$51.89
$53.00$52.00Aug 21$0.16$0.84$0.165.25$52.84
$54.00$53.50Aug 7$0.10$0.40$0.104.00$53.90
$54.00$53.00Aug 21$0.22$0.78$0.223.55$53.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 126 found (best R:R 16.50, avg 1.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$53.50Aug 14$3.22$3.22$0.2811.50$53.22
$50.00$51.00Aug 21$0.90$0.90$0.109.00$50.90
$52.00$53.00Aug 21$0.85$0.85$0.155.67$52.85
$48.00$49.00Jul 17$0.84$0.84$0.165.25$48.84
$52.00$53.00Aug 28$0.78$0.78$0.223.55$52.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$65.00$58.00Jul 24$6.60$6.60$0.4016.50$58.40
$63.00$59.00Jul 31$3.55$3.55$0.457.89$59.45
$59.00$58.00Jul 17$0.85$0.85$0.155.67$58.15
$62.00$60.00Aug 21$1.63$1.63$0.374.41$60.37
$60.00$59.00Aug 21$0.77$0.77$0.233.35$59.23

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 40 found (avg debit $0.27, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$53.50Jul 17Jul 24$0.0646.6%28.2%
$60.00Jul 17Jul 24$0.0637.0%24.8%
$53.00Jul 17Jul 24$0.0842.7%28.2%
$61.00Jul 17Jul 24$0.0839.7%29.3%
$54.50Jul 17Jul 24$0.0933.5%26.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$52.50Jul 17Jul 24$0.0543.8%30.7%
$48.00Jul 31Aug 7$0.0639.3%37.9%
$49.00Jul 17Aug 7$0.0870.9%34.4%
$54.00Jul 17Jul 24$0.1038.9%27.8%
$51.50Jul 24Aug 7$0.1134.0%28.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 81 found (cheapest 1.95% of stock, avg 7.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.00Jul 17$0.52$0.59$1.11$55.89$58.111.95%
$56.50Jul 17$0.86$0.43$1.29$55.21$57.792.27%
$57.50Jul 17$0.38$0.92$1.30$56.20$58.802.28%
$56.00Jul 17$1.18$0.23$1.41$54.59$57.412.48%
$58.00Jul 17$0.24$1.25$1.49$56.51$59.492.62%
$55.50Jul 17$1.65$0.14$1.79$53.71$57.293.14%
$57.00Jul 24$0.96$1.00$1.96$55.04$58.963.44%
$56.50Jul 24$1.25$0.76$2.01$54.49$58.513.53%
$57.50Jul 24$0.77$1.25$2.02$55.48$59.523.55%
$56.00Jul 24$1.54$0.54$2.08$53.92$58.083.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.28% of stock, avg 2.98%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$59.00$54.50Jul 17$0.10$0.06$0.16$54.34$59.16
$59.00$55.00Jul 17$0.10$0.11$0.21$54.79$59.21
$58.50$54.50Jul 17$0.16$0.06$0.22$54.28$58.72
$59.00$55.50Jul 17$0.10$0.14$0.24$55.26$59.24
$58.50$55.00Jul 17$0.16$0.11$0.27$54.73$58.77
$58.00$54.50Jul 17$0.24$0.06$0.30$54.20$58.30
$58.50$55.50Jul 17$0.16$0.14$0.30$55.20$58.80
$59.00$56.00Jul 17$0.10$0.23$0.33$55.67$59.33
$58.00$55.00Jul 17$0.24$0.11$0.35$54.65$58.35
$58.00$55.50Jul 17$0.24$0.14$0.38$55.12$58.38

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 126 found (best R:R 7.33, avg credit $0.49)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
51/5253/54Aug 21$0.88$0.127.33$51.12$53.88
52/5354/55Aug 21$0.86$0.146.14$52.14$54.86
54/5556/57Aug 21$0.86$0.146.14$54.14$56.86
52/5355/56Aug 21$0.84$0.165.25$52.16$55.84
53/5456/57Aug 21$0.82$0.184.56$53.18$56.82
51/5254/55Aug 21$0.81$0.194.26$51.19$54.81
54/5456/57Aug 14$0.40$0.104.00$53.60$56.90
54/5457/58Aug 14$0.40$0.104.00$53.60$57.40
54/5556/57Aug 14$0.40$0.104.00$54.60$56.90
55/5657/58Aug 21$0.80$0.204.00$55.20$57.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 62 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$61.00$62.00$63.00Aug 14$0.05$0.9519.00
$51.00$52.00$53.00Aug 21$0.05$0.9519.00
$46.00$47.00$48.00Jul 17$0.06$0.9415.67
$60.00$61.00$62.00Aug 7$0.07$0.9313.29
$53.00$54.00$55.00Aug 21$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$51.00$52.00$53.00Aug 21$0.05$0.9519.00
$52.00$53.00$54.00Aug 21$0.06$0.9415.67
$54.00$55.00$56.00Aug 21$0.08$0.9211.50
$58.00$59.00$60.00Jul 17$0.09$0.9110.11
$57.00$58.00$59.00Aug 21$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. 110 found (best net $-0.76, 105 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$53.501:2Aug 14-$0.76$2.74
$62.00$64.001:2Aug 28-$0.06$1.94
$62.00$63.001:2Jul 17$0.00$1.00
$64.00$65.001:2Jul 17$0.00$1.00
$62.00$63.001:2Aug 21-$0.08$0.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$48.001:2Jul 31-$0.01$1.99
$51.00$50.001:2Jul 17$0.00$1.00
$49.00$48.001:2Aug 21-$0.06$0.94
$48.00$47.001:2Aug 21-$0.07$0.93
$62.00$60.001:2Jul 17-$1.08$0.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 63 found (best yield 3.48%, avg 1.08%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.00Aug 28$1.980.510.1%3.48%3.56%22794
$57.00Aug 21$1.760.500.1%3.09%3.18%41916.9K
$57.50Aug 28$1.690.481.0%2.97%3.93%7--
$57.00Aug 14$1.540.510.1%2.70%2.79%172150
$57.00Aug 7$1.350.490.1%2.37%2.46%12192
$57.50Aug 14$1.280.461.0%2.25%3.21%630
$58.00Aug 21$1.270.421.8%2.23%4.07%59226.5K
$57.00Jul 31$1.220.510.1%2.14%2.23%664244
$59.00Aug 28$1.210.373.6%2.12%5.72%6--
$58.00Aug 14$1.140.421.8%2.00%3.85%5298

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 72,822
Total Puts 41,043
Put/Call Ratio 0.56
Net Difference 31,779

Prior's Put/Call Breakdown

Total Calls 137,061
Total Puts 91,390
Put/Call Ratio 0.67
Net Difference 45,671

Prior 7-Day Put/Call Summary

Total Calls 753,073
Total Puts 370,481
Average Put/Call Ratio 0.51
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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