Tour v345
XLE
State StreetEngySelSectSPDRETF
$57.60 +1.01%
7/17 15:11

Option Volume

Detail
Current (07/17 3:10pm) 122,868
Calls: 98,870 (80%)
Puts: 23,998 (20%)
Prior (07/16) 102,182
Calls: 47,119 (46%)
Puts: 55,063 (54%)
Current vs Prior +20.24%
Calls: +109.83% (Calls)
Puts: -56.42% (Puts)
Prior 7-Day Total 936,370
Calls: 592,628 (63%)
Puts: 343,742 (37%)
Prior 7-Day Average 133,767
Calls: 84,661 (63%)
Puts: 49,106 (37%)
Current vs Prior 7-Day Avg -8.15%
Calls: +16.78%
Puts: -51.13%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17 3:10pm) $16.47M
Calls: $14.37M (87%)
Puts: $2.09M (13%)
Prior (07/16) $11.60M
Calls: $6.14M (53%)
Puts: $5.45M (47%)
Current vs Prior +41.97%
Calls: +133.95%
Puts: -61.64%
Prior 7-Day Total $103.64M
Calls: $60.33M (58%)
Puts: $43.31M (42%)
Prior 7-Day Average $14.81M
Calls: $8.62M (58%)
Puts: $6.19M (42%)
Current vs Prior 7-Day Avg +11.21%
Calls: +66.76%
Puts: -66.18%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17 3:10pm) 0.24
Prior (07/16) 1.17
Current vs Prior -79.23%
Prior 7-Day Average 0.59
Current vs Prior 7-Day Avg -59.19%
Sentiment BULLISH

Open Interest

Detail
Current (07/17 3:10pm) 4,686,921
Calls: 1,986,261 (42%)
Puts: 2,700,660 (58%)
Prior (07/16) 4,689,413
Calls: 1,981,476 (42%)
Puts: 2,707,937 (58%)
Current vs Prior -0.05%
Prior 7-Day Total 31,568,922
Calls: 13,219,266 (42%)
Puts: 18,349,656 (58%)
Prior 7-Day Average 4,509,846
Calls: 1,888,466 (42%)
Puts: 2,621,379 (58%)
Current vs Prior 7-Day Avg +3.93%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 0.99% | 3.47%0.99% | 7.64%
Prior 1.97% | 3.42%1.97% | 7.36%
Current vs Prior -49.88% | +1.67%-49.88% | +3.73%
Prior 7-Day Avg 2.29% | 3.72%3.16% | 7.70%
Current vs 7-Day Avg -56.78% | -6.77%-68.72% | -0.75%
Prior 7-Day Eod 1.97% | 3.42%1.56% | 7.23%
Current vs 7-Day Eod -49.88% | +1.67%-36.60% | +5.72%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 40.82% | 7.83%
Calls: 38.46% | 5.38%
Puts: 43.18% | 10.28%
Prior 9.87% | 7.85%
Calls: 5.45% | 6.12%
Puts: 14.29% | 9.57%
Current vs Prior +313.58% | -0.25%
Prior 7-Day Avg 11.10% | 7.60%
Calls: 11.08% | 6.62%
Puts: 11.11% | 8.59%
Current vs 7-Day Avg +267.89% | +2.97%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($14.37M) vs puts ($2.09M). Extreme bullish P/C ratio of 0.24 - heavy call buying (98,870 calls vs 23,998 puts). P/C ratio dropping 79% - sentiment shifting bullish.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 86 of results (avg 6.5%, best 2.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Jul 1710.4510.70$10.582.4%211.0021
$48.00Aug 219.709.95$9.822.5%--0.97140
$60.00Aug 211.081.11$1.102.7%4.0K0.3463.6K
$53.00Aug 215.155.30$5.232.9%290.84547
$48.00Jul 319.509.80$9.653.1%--1.0011
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 240.540.56$0.553.6%7980.38189
$54.00Aug 210.580.61$0.605.0%1.6K0.214.5K
$62.00Aug 214.755.00$4.885.1%--0.78301
$56.00Aug 211.121.18$1.155.2%3.2K0.356.6K
$66.00Jul 178.308.75$8.535.3%20.992

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 39 found (avg $0.53, cheapest $0.12)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.50Jul 240.120.14$0.1315.4%420.1247
$60.00Jul 240.170.20$0.1915.8%1.2K0.163.1K
$59.50Jul 240.240.28$0.2615.4%1310.212.8K
$65.00Aug 210.250.29$0.2714.8%1920.115.4K
$64.00Aug 210.320.39$0.3619.4%360.143.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Jul 240.110.13$0.1216.7%1450.11393
$50.00Aug 210.140.16$0.1513.3%2170.0637.1K
$55.50Jul 240.160.19$0.1816.7%1130.154.4K
$51.00Aug 210.190.22$0.2114.3%290.0854.1K
$56.00Jul 240.250.28$0.2711.1%1390.22579

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 117 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Jul 1710.4510.70$10.582.4%211.0021
$48.00Jul 179.459.80$9.633.6%1211.00110
$49.00Jul 178.158.90$8.538.8%81.009
$50.00Jul 177.457.70$7.583.3%501.00737
$51.00Jul 176.206.70$6.457.8%511.00439
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$66.00Jul 178.308.75$8.535.3%20.992
$64.00Jul 176.157.30$6.7317.1%10.99--
$63.00Jul 175.305.60$5.455.5%10.99--
$68.00Jul 179.1511.50$10.3322.7%10.991
$69.00Jul 1710.1012.35$11.2320.0%20.99--

Most actively traded options today. High liquidity = easy entry/exit. 262 active (total vol 101.7K, top 21.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.00Jul 311.071.13$1.105.5%21.2K0.461.3K
$56.00Jul 312.172.38$2.289.2%10.7K0.7113.2K
$58.00Jul 170.000.01$0.01100.0%7.0K0.0525.8K
$58.00Jul 240.680.72$0.705.7%6.7K0.436.2K
$56.50Jul 171.011.17$1.0914.7%5.2K0.9510.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Aug 211.121.18$1.155.2%3.2K0.356.6K
$57.50Jul 170.020.04$0.0366.7%2.4K0.2956
$54.00Aug 210.580.61$0.605.0%1.6K0.214.5K
$49.00Aug 210.080.12$0.1040.0%1.5K0.04493
$57.00Jul 240.540.56$0.553.6%7980.38189

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 58 strikes (avg 835.9%, max 2205.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Jul 17Aug 21757.6%32.9%2205.3%2132
$48.00Jul 17Aug 21687.6%33.1%1980.1%121250
$68.00Jul 17Aug 21622.1%32.2%1830.6%1327
$49.00Jul 17Aug 21570.0%31.2%1726.0%940
$67.00Jul 17Aug 21528.4%31.3%1586.0%21.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Jul 17Aug 21757.6%32.9%2205.3%1145.7K
$48.00Jul 17Aug 28687.6%33.7%1943.1%--808
$49.00Jul 17Aug 28570.0%31.9%1687.2%13.9K
$50.00Jul 17Aug 21505.5%30.6%1554.4%21959.3K
$51.00Jul 17Aug 28441.7%29.4%1401.9%36.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 100 found (best R:R 15.67, avg 2.18)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$62.00$65.00Aug 7$0.18$2.82$0.1815.67$62.18
$63.00$64.00Aug 21$0.11$0.89$0.118.09$63.11
$61.00$62.00Aug 7$0.13$0.87$0.136.69$61.13
$63.00$64.00Aug 14$0.13$0.87$0.136.69$63.13
$62.00$63.00Aug 21$0.15$0.85$0.155.67$62.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$52.00$51.00Aug 21$0.10$0.90$0.109.00$51.90
$53.00$52.00Aug 21$0.12$0.88$0.127.33$52.88
$54.00$53.00Aug 21$0.17$0.83$0.174.88$53.83
$53.50$53.00Aug 14$0.11$0.39$0.113.55$53.39
$55.00$54.50Aug 14$0.11$0.39$0.113.55$54.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 132 found (best R:R 19.83, avg 1.73)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$53.00Aug 14$2.80$2.80$0.2014.00$52.80
$51.00$52.00Jul 17$0.87$0.87$0.136.69$51.87
$52.00$53.00Aug 21$0.87$0.87$0.136.69$52.87
$51.00$52.00Aug 21$0.85$0.85$0.155.67$51.85
$53.00$54.00Aug 21$0.83$0.83$0.174.88$53.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$65.00$60.00Jul 24$4.76$4.76$0.2419.83$60.24
$66.00$64.00Jul 17$1.80$1.80$0.209.00$64.20
$68.00$66.00Jul 17$1.80$1.80$0.209.00$66.20
$62.00$61.00Aug 21$0.85$0.85$0.155.67$61.15
$60.00$59.00Jul 24$0.83$0.83$0.174.88$59.17

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 37 found (avg debit $0.30, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$53.50Jul 17Jul 24$0.07308.2%31.3%
$61.00Jul 17Jul 24$0.08225.8%29.8%
$54.50Jul 17Jul 24$0.10342.2%28.2%
$53.00Jul 17Jul 24$0.12315.0%30.0%
$68.00Jul 17Aug 21$0.12622.1%32.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$47.00Jul 17Aug 14$0.06757.6%39.4%
$51.50Jul 24Aug 7$0.1037.0%31.0%
$55.00Jul 17Jul 24$0.11187.8%27.5%
$55.50Jul 17Jul 24$0.14218.3%26.5%
$56.00Jul 17Jul 24$0.26122.5%26.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 115 found (cheapest 0.28% of stock, avg 7.82%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.50Jul 17$0.13$0.03$0.16$57.34$57.660.28%
$58.00Jul 17$0.01$0.44$0.45$57.55$58.450.78%
$57.00Jul 17$0.57$0.01$0.58$56.42$57.581.01%
$58.50Jul 17$0.01$0.93$0.94$57.56$59.441.63%
$56.50Jul 17$1.09$0.02$1.11$55.39$57.611.93%
$59.00Jul 17$0.01$1.41$1.42$57.58$60.422.47%
$56.00Jul 17$1.58$0.01$1.59$54.41$57.592.76%
$57.50Jul 24$0.93$0.79$1.72$55.78$59.222.99%
$57.00Jul 24$1.19$0.55$1.74$55.26$58.743.02%
$58.00Jul 24$0.70$1.07$1.77$56.23$59.773.07%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.64% of stock, avg 3.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$60.00$55.50Jul 24$0.19$0.18$0.37$55.13$60.37
$59.50$55.50Jul 24$0.26$0.18$0.44$55.06$59.94
$60.00$56.00Jul 24$0.19$0.27$0.46$55.54$60.46
$59.50$56.00Jul 24$0.26$0.27$0.53$55.47$60.03
$59.00$55.50Jul 24$0.37$0.18$0.55$54.95$59.55
$60.00$56.50Jul 24$0.19$0.39$0.58$55.92$60.58
$59.00$56.00Jul 24$0.37$0.27$0.64$55.36$59.64
$59.50$56.50Jul 24$0.26$0.39$0.65$55.85$60.15
$58.50$55.50Jul 24$0.51$0.18$0.69$54.81$59.19
$60.00$57.00Jul 24$0.19$0.55$0.74$56.26$60.74

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 26 found (best R:R 8.09, avg credit $0.55)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
52/5354/55Aug 21$0.89$0.118.09$52.11$54.89
51/5254/55Aug 21$0.87$0.136.69$51.13$54.87
53/5455/56Aug 21$0.86$0.146.14$53.14$55.86
52/5355/56Aug 21$0.81$0.194.26$52.19$55.81
55/5657/58Aug 14$0.40$0.104.00$55.10$57.40
51/5255/56Aug 21$0.79$0.213.76$51.21$55.79
54/5556/57Aug 21$0.79$0.213.76$54.21$56.79
56/5656/57Aug 7$0.39$0.113.55$55.61$56.89
55/5658/58Aug 14$0.39$0.113.55$55.11$57.89
56/5758/58Aug 28$0.39$0.113.55$56.61$57.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 75 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$64.00$65.00$66.00Aug 14$0.06$0.9415.67
$53.00$54.00$55.00Aug 21$0.06$0.9415.67
$61.00$62.00$63.00Aug 21$0.07$0.9313.29
$50.00$51.00$52.00Jul 31$0.08$0.9211.50
$63.00$64.00$65.00Aug 14$0.08$0.9211.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$53.00$54.00$55.00Aug 21$0.05$0.9519.00
$49.00$50.00$51.00Jul 31$0.06$0.9415.67
$56.00$57.00$58.00Aug 21$0.06$0.9415.67
$60.00$61.00$62.00Aug 21$0.07$0.9313.29
$55.00$56.00$57.00Aug 21$0.08$0.9211.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 116 found (best net $-0.07, 107 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$62.00$63.501:2Jul 24-$0.07$1.43
$64.00$65.001:2Jul 24$0.00$1.00
$65.00$66.001:2Jul 24-$0.08$0.92
$63.00$64.001:2Aug 14-$0.08$0.92
$62.00$63.001:2Jul 31-$0.09$0.91
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.50$49.001:2Aug 28-$0.11$1.39
$51.00$50.001:2Jul 24$0.00$1.00
$51.00$50.001:2Jul 31$0.00$1.00
$50.00$49.001:2Aug 21-$0.05$0.95
$49.00$48.001:2Jul 24-$0.06$0.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 53 found (best yield 3.21%, avg 1.12%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$58.00Aug 28$1.850.490.7%3.21%3.91%2718
$58.00Aug 21$1.810.490.7%3.14%3.84%1.6K36.4K
$58.50Aug 28$1.540.451.6%2.67%4.24%--11
$58.00Aug 14$1.460.470.7%2.53%3.23%22145
$59.00Aug 21$1.400.412.4%2.43%4.86%1.6K6.7K
$58.00Aug 7$1.320.470.7%2.29%2.99%151162
$59.00Aug 28$1.260.422.4%2.19%4.62%213
$58.50Aug 14$1.200.431.6%2.08%3.65%2108
$59.00Aug 14$1.180.392.4%2.05%4.48%256188
$59.50Aug 28$1.150.383.3%2.00%5.30%424

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 98,870
Total Puts 23,998
Put/Call Ratio 0.24
Net Difference 74,872

Prior's Put/Call Breakdown

Total Calls 47,119
Total Puts 55,063
Put/Call Ratio 1.17
Net Difference -7,944

Prior 7-Day Put/Call Summary

Total Calls 592,628
Total Puts 343,742
Average Put/Call Ratio 0.59
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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