Tour v344
XLE
State StreetEngySelSectSPDRETF
$57.02 +0.92%
$57.01 (-0.02%)🌙
as of 07/16 06:05 PM
7/16 18:05

Option Volume

Detail
Current (07/16) 121,768
Calls: 64,029 (53%)
Puts: 57,739 (47%)
Prior (07/15) 147,827
Calls: 69,425 (47%)
Puts: 78,402 (53%)
Current vs Prior -17.63%
Calls: -7.77% (Calls)
Puts: -26.36% (Puts)
Prior 7-Day Total 1,143,490
Calls: 731,782 (64%)
Puts: 411,708 (36%)
Prior 7-Day Average 163,355
Calls: 104,540 (64%)
Puts: 58,815 (36%)
Current vs Prior 7-Day Avg -25.46%
Calls: -38.75%
Puts: -1.83%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/16) $15.55M
Calls: $9.74M (63%)
Puts: $5.81M (37%)
Prior (07/15) $12.76M
Calls: $7.29M (57%)
Puts: $5.47M (43%)
Current vs Prior +21.81%
Calls: +33.62%
Puts: +6.09%
Prior 7-Day Total $126.73M
Calls: $78.87M (62%)
Puts: $47.87M (38%)
Prior 7-Day Average $18.10M
Calls: $11.27M (62%)
Puts: $6.84M (38%)
Current vs Prior 7-Day Avg -14.13%
Calls: -13.56%
Puts: -15.07%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/16) 0.90
Prior (07/15) 1.13
Current vs Prior -20.15%
Prior 7-Day Average 0.63
Current vs Prior 7-Day Avg +43.68%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/16) 4,689,413
Calls: 1,981,476 (42%)
Puts: 2,707,937 (58%)
Prior (07/15) 2,394,139
Calls: 1,293,484 (54%)
Puts: 1,100,655 (46%)
Current vs Prior +95.87%
Prior 7-Day Total 27,498,653
Calls: 12,108,558 (44%)
Puts: 15,390,095 (56%)
Prior 7-Day Average 3,928,379
Calls: 1,729,794 (44%)
Puts: 2,198,585 (56%)
Current vs Prior 7-Day Avg +19.37%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 1.56% | 2.91%1.56% | 7.23%
Prior 1.56% | 3.03%1.56% | 7.35%
Current vs Prior +0.21% | -3.81%+0.22% | -1.63%
Prior 7-Day Avg 2.46% | 3.90%3.03% | 7.71%
Current vs 7-Day Avg -36.56% | -25.26%-48.41% | -6.33%
Prior 7-Day Eod 1.56% | 3.03%1.56% | 7.35%
Current vs 7-Day Eod +0.21% | -3.81%+0.22% | -1.63%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 15.52% | 9.15%
Calls: 13.51% | 9.30%
Puts: 17.54% | 9.00%
Prior 9.87% | 7.85%
Calls: 5.45% | 6.12%
Puts: 14.29% | 9.57%
Current vs Prior +57.24% | +16.56%
Prior 7-Day Avg 10.59% | 7.68%
Calls: 10.94% | 6.59%
Puts: 10.24% | 8.77%
Current vs 7-Day Avg +46.61% | +19.12%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($9.74M). P/C ratio dropping 20% - sentiment shifting bullish. Rising open interest (up 96%) indicates new positions being established.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 27 of results (avg 7.3%, best 3.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Aug 219.159.45$9.303.2%--0.97140
$47.00Aug 2110.0010.40$10.203.9%--0.9811
$51.00Aug 216.306.60$6.454.7%20.91120
$50.00Aug 217.207.55$7.384.7%10.94131
$49.00Aug 218.058.45$8.254.8%--0.9631
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$62.00Aug 215.105.40$5.255.7%--0.82301
$61.00Aug 214.254.55$4.406.8%90.76233
$65.00Jul 177.708.25$7.986.9%10.99--
$56.00Aug 211.201.30$1.258.0%3.7K0.395.3K
$60.00Jul 313.053.35$3.209.4%20.8345

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.59, cheapest $0.21)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.00Jul 240.400.46$0.4314.0%1.6K0.355.0K
$57.50Jul 240.550.65$0.6016.7%7700.451.5K
$59.00Aug 140.861.00$0.9315.1%70.34186
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$51.00Aug 210.190.23$0.2119.0%540.0954.1K
$54.00Aug 210.600.69$0.6513.8%2570.234.3K
$55.50Aug 70.670.81$0.7418.9%390.32136

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 110 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Jul 179.1513.10$11.1335.5%131.0018
$47.00Jul 178.7011.95$10.3331.5%21.0019
$48.00Jul 178.559.55$9.0511.0%131.00103
$49.00Jul 177.409.65$8.5326.4%61.004
$50.00Jul 176.458.95$7.7032.5%21.00737
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 242.153.35$2.7543.6%--1.0010
$65.00Jul 177.708.25$7.986.9%10.99--
$68.00Jul 1710.3012.20$11.2516.9%10.99--
$67.00Jul 179.5510.95$10.2513.7%10.99--
$60.00Jul 172.683.30$2.9920.7%10.9959

Most actively traded options today. High liquidity = easy entry/exit. 243 active (total vol 80.4K, top 15.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Jul 311.651.84$1.7510.9%10.3K0.6620.4K
$61.00Aug 210.560.81$0.6936.2%4.2K0.244.0K
$57.50Jul 170.060.19$0.13100.0%4.0K0.2611.8K
$58.00Jul 170.040.07$0.0650.0%3.5K0.1324.3K
$58.50Jul 240.140.32$0.2378.3%3.0K0.24861
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 170.220.43$0.3363.6%15.0K0.5134.3K
$56.00Aug 211.201.30$1.258.0%3.7K0.395.3K
$56.00Jul 170.020.17$0.10150.0%3.3K0.1735.1K
$56.50Jul 170.040.16$0.10120.0%2.4K0.24707
$55.00Jul 170.020.03$0.0333.3%2.2K0.0530.3K

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 154.8%, max 417.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$46.00Jul 17Aug 21173.6%33.5%417.9%1332
$48.00Jul 17Aug 21142.0%30.5%366.0%13243
$47.00Jul 17Aug 21145.5%32.2%351.6%230
$49.00Jul 17Aug 21127.0%29.4%332.5%635
$67.00Jul 17Aug 21132.7%30.9%330.1%21.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$46.00Jul 17Aug 21173.6%33.5%417.9%81.2K
$47.00Jul 17Aug 21145.5%32.2%351.6%645.7K
$48.00Jul 17Aug 28142.0%31.5%350.8%--808
$49.00Jul 17Aug 28127.0%28.4%346.8%13.9K
$52.50Jul 17Aug 28105.0%24.1%336.7%11.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 106 found (best R:R 11.50, avg 2.44)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$63.00$66.00Aug 28$0.24$2.76$0.2411.50$63.24
$61.00$63.00Aug 14$0.22$1.78$0.228.09$61.22
$60.00$61.00Aug 21$0.12$0.88$0.127.33$60.12
$65.00$66.00Jul 24$0.13$0.87$0.136.69$65.13
$63.00$64.00Aug 21$0.13$0.87$0.136.69$63.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$51.00$49.00Aug 28$0.17$1.83$0.1710.76$50.83
$51.00$50.00Jul 31$0.11$0.89$0.118.09$50.89
$55.00$54.00Aug 7$0.11$0.89$0.118.09$54.89
$52.00$51.00Aug 21$0.11$0.89$0.118.09$51.89
$53.00$52.00Aug 21$0.12$0.88$0.127.33$52.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 135 found (best R:R 9.00, avg 1.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$47.00$48.00Aug 21$0.90$0.90$0.109.00$47.90
$53.00$54.00Aug 14$0.88$0.88$0.127.33$53.88
$49.00$50.00Aug 21$0.87$0.87$0.136.69$49.87
$48.00$49.00Jul 31$0.85$0.85$0.155.67$48.85
$52.00$53.00Aug 7$0.85$0.85$0.155.67$52.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$61.00$60.00Aug 21$0.87$0.87$0.136.69$60.13
$62.00$61.00Aug 21$0.85$0.85$0.155.67$61.15
$60.00$58.00Jul 31$1.62$1.62$0.384.26$58.38
$57.50$57.00Jul 24$0.37$0.37$0.132.85$57.13
$65.00$64.00Jul 17$0.73$0.73$0.272.70$64.27

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 34 found (avg debit $0.21, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$60.50Jul 24Jul 31$0.0630.9%26.2%
$60.00Jul 17Jul 24$0.0944.9%24.8%
$64.00Jul 17Jul 24$0.10104.9%49.5%
$66.00Jul 17Jul 24$0.11112.2%59.7%
$67.00Jul 17Aug 21$0.11132.7%30.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$54.00Jul 17Jul 24$0.0646.8%27.0%
$49.50Aug 7Aug 14$0.1031.9%34.3%
$48.00Jul 17Jul 24$0.11142.0%72.4%
$49.00Jul 17Jul 24$0.11127.0%65.5%
$54.50Jul 17Jul 24$0.1144.0%27.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 107 found (cheapest 1.12% of stock, avg 7.82%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.00Jul 17$0.31$0.33$0.64$56.36$57.641.12%
$56.50Jul 17$0.61$0.10$0.71$55.79$57.211.25%
$57.50Jul 17$0.13$0.58$0.71$56.79$58.211.25%
$58.00Jul 17$0.06$1.00$1.06$56.94$59.061.86%
$56.00Jul 17$1.07$0.10$1.17$54.83$57.172.05%
$57.00Jul 24$0.79$0.50$1.29$55.71$58.292.26%
$57.50Jul 24$0.60$0.87$1.47$56.03$58.972.58%
$58.50Jul 17$0.02$1.48$1.50$57.00$60.002.63%
$56.50Jul 24$1.10$0.44$1.54$54.96$58.042.70%
$56.00Jul 24$1.25$0.31$1.56$54.44$57.562.74%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.18% of stock, avg 2.81%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$58.50$52.50Jul 17$0.02$0.08$0.10$52.40$58.60
$58.50$55.50Jul 17$0.02$0.09$0.11$55.39$58.61
$58.50$56.50Jul 17$0.02$0.10$0.12$56.38$58.62
$58.50$56.00Jul 17$0.02$0.10$0.12$55.88$58.62
$58.50$53.50Jul 17$0.02$0.11$0.13$53.37$58.63
$58.00$52.50Jul 17$0.06$0.08$0.14$52.36$58.14
$58.00$55.50Jul 17$0.06$0.09$0.15$55.35$58.15
$58.00$56.50Jul 17$0.06$0.10$0.16$56.34$58.16
$58.00$56.00Jul 17$0.06$0.10$0.16$55.84$58.16
$58.00$53.50Jul 17$0.06$0.11$0.17$53.33$58.17

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 53 found (best R:R 6.69, avg credit $0.56)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
52/5354/55Aug 21$0.87$0.136.69$52.13$54.87
51/5253/54Aug 21$0.86$0.146.14$51.14$53.86
51/5254/55Aug 21$0.86$0.146.14$51.14$54.86
52/5355/56Aug 21$0.86$0.146.14$52.14$55.86
51/5255/56Aug 21$0.85$0.155.67$51.15$55.85
53/5457/58Aug 28$0.82$0.184.56$53.18$57.82
52/5256/56Aug 14$0.40$0.104.00$52.10$56.40
52/5256/57Aug 14$0.39$0.113.55$52.11$56.89
52/5355/56Aug 28$0.39$0.113.55$52.61$55.39
56/5657/58Aug 28$0.77$0.233.35$55.73$57.77

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 80 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$66.00$67.00$68.00Aug 21$0.06$0.9415.67
$59.00$60.00$61.00Aug 14$0.08$0.9211.50
$56.00$56.50$57.00Aug 28$0.05$0.459.00
$50.00$51.00$52.00Aug 21$0.11$0.898.09
$58.50$59.00$59.50Jul 24$0.06$0.447.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$58.00$59.00$60.00Aug 28$0.06$0.9415.67
$52.00$53.00$54.00Aug 21$0.09$0.9110.11
$49.00$50.00$51.00Jul 24$0.11$0.898.09
$57.50$58.00$58.50Jul 17$0.06$0.447.33
$49.50$50.00$50.50Aug 14$0.06$0.447.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 121 found (best net $-0.08, 109 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$62.00$65.001:2Aug 7-$0.08$2.92
$61.00$63.001:2Aug 14-$0.03$1.97
$62.00$63.501:2Jul 24-$0.23$1.27
$64.00$65.001:2Jul 17$0.00$1.00
$61.00$62.001:2Aug 7-$0.06$0.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$49.001:2Aug 21-$0.06$0.94
$51.00$50.001:2Aug 21-$0.07$0.93
$52.00$51.001:2Aug 21-$0.10$0.90
$49.00$48.001:2Jul 24-$0.12$0.88
$49.00$48.001:2Jul 31-$0.13$0.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 48 found (best yield 2.40%, avg 0.93%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$58.50Aug 28$1.370.412.6%2.40%5.00%56
$58.00Aug 21$1.350.441.7%2.37%4.09%2.8K34.2K
$58.00Aug 28$1.350.441.7%2.37%4.09%117
$57.50Aug 14$1.190.470.8%2.09%2.93%1933
$59.00Aug 28$1.190.383.5%2.09%5.56%313
$59.00Aug 21$1.050.373.5%1.84%5.31%1356.7K
$59.50Aug 28$1.030.344.3%1.81%6.16%--24
$57.50Aug 7$1.000.460.8%1.75%2.60%70121
$58.00Aug 7$0.990.411.7%1.74%3.45%91102
$58.00Aug 14$0.970.421.7%1.70%3.42%33119

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 64,029
Total Puts 57,739
Put/Call Ratio 0.90
Net Difference 6,290

Prior's Put/Call Breakdown

Total Calls 69,425
Total Puts 78,402
Put/Call Ratio 1.13
Net Difference -8,977

Prior 7-Day Put/Call Summary

Total Calls 731,782
Total Puts 411,708
Average Put/Call Ratio 0.63
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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