Tour v531
XLE
State StreetEngySelSectSPDRETF
$66.01 +1.43%
$66.05 (+0.06%)🌙
as of 10/12 06:03 PM
◀ 10/12 18:03 ▶

Option Volume

Detail
ℹ
Current (10/12) 90,812
Calls: 37,844 (42%)
Puts: 52,968 (58%)
Prior (10/09) 111,279
Calls: 55,504 (50%)
Puts: 55,775 (50%)
Current vs Prior -18.39%
Calls: -31.82% (Calls)
Puts: -5.03% (Puts)
Prior 7-Day Total 756,929
Calls: 385,013 (51%)
Puts: 371,916 (49%)
Prior 7-Day Average 108,132
Calls: 55,001 (51%)
Puts: 53,130 (49%)
Current vs Prior 7-Day Avg -16.02%
Calls: -31.20%
Puts: -0.31%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/12) $16.54M
Calls: $11.19M (68%)
Puts: $5.35M (32%)
Prior (10/09) $35.30M
Calls: $28.24M (80%)
Puts: $7.05M (20%)
Current vs Prior -53.13%
Calls: -60.36%
Puts: -24.20%
Prior 7-Day Total $147.02M
Calls: $109.31M (74%)
Puts: $37.70M (26%)
Prior 7-Day Average $21.00M
Calls: $15.62M (74%)
Puts: $5.39M (26%)
Current vs Prior 7-Day Avg -21.24%
Calls: -28.32%
Puts: -0.73%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/12) 1.40
Prior (10/09) 1.00
Current vs Prior +39.28%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg +25.57%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/12) 3,955,995
Calls: 1,483,447 (37%)
Puts: 2,472,548 (63%)
Prior (10/09) 3,968,543
Calls: 1,496,073 (38%)
Puts: 2,472,470 (62%)
Current vs Prior -0.32%
Prior 7-Day Total 27,226,427
Calls: 10,098,126 (37%)
Puts: 17,128,301 (63%)
Prior 7-Day Average 3,889,489
Calls: 1,442,589 (37%)
Puts: 2,446,900 (63%)
Current vs Prior 7-Day Avg +1.71%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/12) | Next (10/16)Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 1.61% | 2.56%2.56% | 3.86%2.56% | 7.51%
Prior 0.91% | 2.33%0.91% | 2.96%2.96% | 7.71%
Current vs Prior +182.67% | +48.02%+182.68% | +30.39%-13.59% | -2.50%
Prior 7-Day Avg 1.80% | 2.58%1.59% | 3.33%3.66% | 8.14%
Current vs 7-Day Avg +41.96% | +33.86%+61.30% | +16.18%-30.05% | -7.72%
Prior 7-Day Eod 0.91% | 2.33%0.91% | 2.96%2.96% | 7.71%
Current vs 7-Day Eod +182.67% | +48.02%+182.68% | +30.39%-13.59% | -2.50%
Sentiment BEARISHBEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 21.43% | 7.37%
Calls: 12.09% | 8.16%
Puts: 30.77% | 6.58%
Prior 70.27% | 63.44%
Calls: 100.00% | 67.50%
Puts: 40.54% | 59.38%
Current vs Prior -69.50% | -88.38%
Prior 7-Day Avg 40.80% | 19.94%
Calls: 44.57% | 18.44%
Puts: 37.03% | 21.44%
Current vs 7-Day Avg -47.48% | -63.03%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 68% call dollar volume ($11.19M). Light premium activity with dollar volume down 53% vs prior. Bearish P/C ratio of 1.40 indicates protective positioning. P/C ratio rising 39% - increased hedging/bearish positioning.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 66 of results (avg 6.6%, best 2.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$53.00Oct 1612.7513.20$12.983.5%70.9749
$56.00Oct 169.8510.20$10.023.5%30.99801
$56.00Oct 129.8010.15$9.983.5%231.002
$59.00Oct 236.957.25$7.104.2%--0.99101
$55.00Nov 2011.1511.65$11.404.4%--0.971.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$78.00Oct 2111.8512.20$12.022.9%40.98--
$77.00Oct 1610.8511.25$11.053.6%21.00--
$79.00Oct 1612.8513.35$13.103.8%20.89--
$79.00Oct 1912.6513.15$12.903.9%30.93--
$78.00Oct 1911.7512.25$12.004.2%20.88--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 40 found (avg $0.64, cheapest $0.31)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$67.00Oct 160.320.39$0.3619.4%9540.3122.9K
$66.50Oct 160.470.55$0.5115.7%1.1K0.418.2K
$66.00Oct 160.680.77$0.7312.3%1.4K0.529.0K
$66.00Oct 190.780.93$0.8617.4%1120.5114
$68.00Oct 230.420.50$0.4617.4%2810.27230
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Oct 160.280.33$0.3116.1%2.3K0.274.0K
$65.50Oct 160.450.53$0.4916.3%4950.38616
$66.00Oct 160.590.72$0.6619.7%8760.493.8K
$63.00Oct 230.190.23$0.2119.0%1420.14756
$66.00Oct 190.690.84$0.7619.7%7500.4940

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 159 found (avg delta 0.83, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Oct 129.9011.35$10.6313.6%81.002
$56.00Oct 129.8010.15$9.983.5%231.002
$57.00Oct 128.2510.25$9.2521.6%221.00--
$58.00Oct 127.808.20$8.005.0%931.001
$59.00Oct 126.757.15$6.955.8%931.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$74.00Oct 167.708.40$8.058.7%21.00--
$75.00Oct 168.609.95$9.2714.6%31.00--
$76.00Oct 169.5510.15$9.856.1%31.00--
$77.00Oct 1610.8511.25$11.053.6%21.00--
$78.00Oct 1611.6512.15$11.904.2%131.00--

Most actively traded options today. High liquidity = easy entry/exit. 323 active (total vol 58.1K, top 7.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$68.00Nov 201.451.62$1.5411.0%3.7K0.398.8K
$70.00Nov 200.840.92$0.889.1%1.8K0.2739.3K
$66.00Oct 120.000.11$0.06183.3%1.7K0.49805
$66.00Oct 160.680.77$0.7312.3%1.4K0.529.0K
$66.50Oct 160.470.55$0.5115.7%1.1K0.418.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$64.00Oct 160.100.14$0.1233.3%7.6K0.1323.6K
$66.00Oct 120.020.11$0.07128.6%3.3K0.53185
$65.00Oct 160.280.33$0.3116.1%2.3K0.274.0K
$63.00Oct 160.040.05$0.0520.0%1.4K0.0535.7K
$66.00Nov 201.972.13$2.057.8%1.4K0.48453

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 2734.6%, max 13241.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$54.00Oct 12Nov 203807.9%28.5%13241.5%715
$53.00Oct 12Oct 303073.7%36.6%8291.6%4020
$69.00Oct 12Nov 20831.6%26.8%2998.9%4794.2K
$66.00Oct 12Nov 2029.7%24.2%22.5%1.8K9.5K
$65.50Oct 16Nov 1326.8%24.0%11.7%1283.3K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$66.00Oct 12Nov 2029.7%24.2%22.5%4.6K638
$65.50Oct 16Nov 1326.8%24.0%11.7%549768
$64.50Oct 16Nov 1326.3%24.9%5.7%329504

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 136 found (best R:R 1.14, avg 2.16)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$64.00$67.00Oct 26$1.40$1.60$1.40100%1.14$65.40
$60.00$62.00Nov 6$1.18$0.82$1.1891%0.69$61.18
$55.00$56.00Oct 12$0.65$0.35$0.65100%0.54$55.65
$62.00$62.50Oct 16$0.18$0.32$0.1896%1.78$62.18
$60.00$61.00Oct 30$0.65$0.35$0.6594%0.54$60.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$76.00$75.00Oct 12$0.47$0.53$0.4799%1.13$75.53
$76.00$75.00Oct 16$0.58$0.42$0.58100%0.72$75.42
$79.00$78.00Oct 21$0.58$0.42$0.5890%0.72$78.42
$67.00$61.00Oct 26$1.34$4.66$1.3461%3.48$65.66
$67.50$67.00Nov 6$0.20$0.30$0.2061%1.50$67.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 85 found (best R:R 0.83, avg 0.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$69.00$71.00Oct 26$0.91$0.91$1.0969%0.83$69.91
$69.00$70.00Oct 12$0.59$0.59$0.4175%1.44$69.59
$73.00$74.00Oct 16$0.26$0.26$0.7489%0.35$73.26
$71.00$71.50Oct 30$0.16$0.16$0.3486%0.47$71.16
$68.00$69.00Nov 13$0.41$0.41$0.5962%0.69$68.41
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$58.00$57.50Oct 23$0.35$0.35$0.1590%2.33$57.65
$56.50$56.00Oct 23$0.25$0.25$0.2591%1.00$56.25
$60.50$60.00Oct 23$0.24$0.24$0.2689%0.92$60.26
$55.00$54.00Nov 6$0.22$0.22$0.7892%0.28$54.78
$55.00$54.00Oct 30$0.18$0.18$0.8294%0.22$54.82

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $0.43, cheapest $0.59)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$66.00Oct 12Oct 16$0.6729.7%24.7%
$65.50Oct 16Oct 23$0.4026.8%24.5%
$66.50Oct 16Oct 23$0.4526.1%24.9%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$66.00Oct 12Oct 16$0.5929.7%24.7%
$65.50Oct 16Oct 23$0.3526.8%24.5%
$66.50Oct 16Oct 23$0.3626.1%24.9%
$67.50Nov 6Nov 13$0.2227.8%27.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 107 found (cheapest 0.20% of stock, avg 5.84%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$66.00Oct 12$0.06$0.07$0.13$65.87$66.130.20%
$65.00Oct 12$0.97$0.01$0.98$64.02$65.981.48%
$67.00Oct 12$0.01$1.00$1.01$65.99$68.011.53%
$66.00Oct 16$0.73$0.66$1.39$64.61$67.392.11%
$66.50Oct 16$0.51$0.96$1.47$65.03$67.972.23%
$65.50Oct 16$1.01$0.49$1.50$64.00$67.002.27%
$66.00Oct 19$0.86$0.76$1.62$64.38$67.622.45%
$65.00Oct 16$1.32$0.31$1.63$63.37$66.632.47%
$67.00Oct 16$0.36$1.32$1.68$65.32$68.682.55%
$65.00Oct 19$1.41$0.38$1.79$63.21$66.792.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 185 found (cheapest 0.33% of stock, avg 2.66%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$69.00$63.00Oct 19$0.08$0.14$0.22$62.78$69.22
$70.00$63.00Oct 21$0.09$0.14$0.23$62.77$70.23
$68.00$64.00Oct 16$0.14$0.12$0.26$63.74$68.26
$69.00$64.00Oct 19$0.08$0.17$0.25$63.75$69.25
$69.00$63.00Oct 21$0.19$0.14$0.33$62.67$69.33
$68.00$64.50Oct 16$0.14$0.19$0.33$64.17$68.33
$69.00$61.00Oct 19$0.08$0.27$0.35$60.65$69.35
$68.00$63.00Oct 19$0.21$0.14$0.35$62.65$68.35
$67.50$64.00Oct 16$0.23$0.12$0.35$63.65$67.85
$68.00$64.00Oct 19$0.21$0.17$0.38$63.62$68.38

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 72 found (best R:R 0.56, avg credit $0.36)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
58/5873/74Oct 16$0.36$0.6484%0.56$58.14$73.36
60/6068/68Oct 23$0.39$0.1162%3.55$60.11$68.39
61/6271/72Oct 30$0.30$0.2073%1.50$61.20$71.30
54/5571/72Oct 30$0.34$0.6680%0.52$54.66$71.34
62/6271/72Oct 30$0.27$0.2368%1.17$62.23$71.27
54/5569/70Nov 6$0.46$0.5464%0.85$54.54$69.46
64/6471/72Oct 30$0.30$0.2054%1.50$64.20$71.30
58/5867/68Oct 16$0.23$0.2764%0.85$58.27$67.23
60/6168/69Oct 19$0.33$0.6770%0.49$60.67$68.33
61/6268/68Oct 30$0.25$0.2555%1.00$61.25$68.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 124 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$64.00$65.00$66.00Oct 12$0.15$0.8551%5.67
$65.00$66.00$67.00Oct 19$0.15$0.8537%5.67
$65.00$66.00$67.00Oct 12$0.86$0.1497%0.16
$66.00$67.00$68.00Oct 19$0.15$0.8533%5.67
$67.00$68.00$69.00Oct 19$0.12$0.8825%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$64.00$65.00$66.00Oct 12$0.06$0.9451%15.67
$77.00$78.00$79.00Oct 12$0.06$0.9417%15.67
$64.00$65.00$66.00Oct 19$0.17$0.8333%4.88
$63.00$64.00$65.00Oct 21$0.10$0.9022%9.00
$65.00$66.00$67.00Oct 12$0.87$0.1395%0.15

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 150 found (best net $-0.15, 123 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$66.00$67.001:2Oct 19-$0.06$0.94
$65.00$66.001:2Oct 19-$0.31$0.69
$64.00$65.001:2Oct 19-$0.57$0.43
$63.00$64.001:2Oct 12-$0.80$0.20
$60.50$63.001:2Nov 13-$1.98$0.52
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$74.00$70.001:2Oct 16-$0.15$3.85
$67.00$66.001:2Oct 19-$0.10$0.90
$68.00$67.001:2Oct 16-$0.44$0.56
$66.00$65.001:2Oct 19$0.00$1.00
$66.00$65.001:2Oct 21-$0.07$0.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 54 found (best yield 2.85%, avg 0.94%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$67.00Nov 20$1.880.461.5%2.85%4.35%8949.3K
$68.00Nov 20$1.450.393.0%2.20%5.21%3.7K8.8K
$69.00Nov 20$1.130.334.5%1.71%6.24%4724.2K
$66.50Nov 13$1.750.480.7%2.65%3.39%101133
$67.00Nov 13$1.540.441.5%2.33%3.83%7077
$68.00Nov 13$1.220.383.0%1.85%4.86%26114
$67.50Nov 13$1.340.412.3%2.03%4.29%255216
$70.00Nov 20$0.840.276.0%1.27%7.32%1.8K39.3K
$69.00Nov 13$0.890.304.5%1.35%5.88%6279
$67.00Nov 6$1.360.421.5%2.06%3.56%284189

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 37,844
Total Puts 52,968
Put/Call Ratio 1.40
Net Difference -15,124

Prior's Put/Call Breakdown

Total Calls 55,504
Total Puts 55,775
Put/Call Ratio 1.00
Net Difference -271

Prior 7-Day Put/Call Summary

Total Calls 385,013
Total Puts 371,916
Average Put/Call Ratio 1.11
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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