Tour v346
XLE
State StreetEngySelSectSPDRETF
$57.68 +1.16%
$57.87 (+0.33%)🌙
as of 07/17 06:06 PM
7/17 18:06

Option Volume

Detail
Current (07/17) 136,677
Calls: 110,845 (81%)
Puts: 25,832 (19%)
Prior (07/16) 121,768
Calls: 64,029 (53%)
Puts: 57,739 (47%)
Current vs Prior +12.24%
Calls: +73.12% (Calls)
Puts: -55.26% (Puts)
Prior 7-Day Total 1,045,827
Calls: 634,635 (61%)
Puts: 411,192 (39%)
Prior 7-Day Average 149,403
Calls: 90,662 (61%)
Puts: 58,741 (39%)
Current vs Prior 7-Day Avg -8.52%
Calls: +22.26%
Puts: -56.02%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $18.54M
Calls: $16.39M (88%)
Puts: $2.15M (12%)
Prior (07/16) $15.55M
Calls: $9.74M (63%)
Puts: $5.81M (37%)
Current vs Prior +19.25%
Calls: +68.27%
Puts: -62.96%
Prior 7-Day Total $105.41M
Calls: $69.41M (66%)
Puts: $36.00M (34%)
Prior 7-Day Average $15.06M
Calls: $9.92M (66%)
Puts: $5.14M (34%)
Current vs Prior 7-Day Avg +23.11%
Calls: +65.26%
Puts: -58.17%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.23
Prior (07/16) 0.90
Current vs Prior -74.16%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg -66.94%
Sentiment BULLISH

Open Interest

Detail
Current (07/17) 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 27,835,194
Calls: 12,293,461 (44%)
Puts: 15,541,733 (56%)
Prior 7-Day Average 3,976,456
Calls: 1,756,208 (44%)
Puts: 2,220,247 (56%)
Current vs Prior 7-Day Avg +17.87%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 1.13% | 3.29%1.13% | 7.51%
Prior 1.56% | 2.91%1.56% | 7.23%
Current vs Prior +111.04% | +68.53%-27.80% | +3.89%
Prior 7-Day Avg 2.25% | 3.71%2.65% | 7.56%
Current vs 7-Day Avg +46.12% | +32.16%-57.47% | -0.72%
Prior 7-Day Eod 1.56% | 2.91%1.56% | 7.23%
Current vs 7-Day Eod +111.04% | +68.53%-27.80% | +3.89%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 40.82% | 7.83%
Calls: 38.46% | 5.38%
Puts: 43.18% | 10.28%
Prior 15.52% | 9.15%
Calls: 13.51% | 9.30%
Puts: 17.54% | 9.00%
Current vs Prior +163.02% | -14.43%
Prior 7-Day Avg 10.84% | 7.72%
Calls: 10.60% | 6.74%
Puts: 11.08% | 8.68%
Current vs 7-Day Avg +276.67% | +1.48%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 88% of dollar volume in calls ($16.39M) vs puts ($2.15M). Extreme bullish P/C ratio of 0.23 - heavy call buying (110,845 calls vs 25,832 puts). P/C ratio dropping 74% - 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 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 11 of results (avg 8.2%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Jul 179.409.90$9.655.2%1211.00110
$53.00Aug 215.055.40$5.236.7%330.84547
$47.00Jul 1710.2010.95$10.587.1%211.0021
$52.00Aug 215.956.45$6.208.1%870.88524
$51.00Jul 316.507.05$6.788.1%500.936
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$66.00Jul 178.108.75$8.437.7%20.992

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.84, cheapest $0.75)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.00Jul 240.690.80$0.7514.7%8.5K0.456.2K
$59.00Jul 310.740.82$0.7810.3%1550.361.1K
$58.50Jul 310.851.02$0.9418.1%450.41177
$57.50Jul 240.911.03$0.9712.4%4710.541.9K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Aug 70.710.81$0.7613.2%130.30103

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 119 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Jul 1710.2010.95$10.587.1%211.0021
$48.00Jul 179.409.90$9.655.2%1211.00110
$49.00Jul 178.159.05$8.6010.5%81.009
$50.00Jul 177.258.00$7.639.8%501.00737
$51.00Jul 175.458.00$6.7337.9%511.00439
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$66.00Jul 178.108.75$8.437.7%20.992
$64.00Jul 175.907.50$6.7023.9%10.99--
$63.00Jul 175.055.60$5.3210.3%10.99--
$69.00Jul 1710.1012.35$11.2320.0%20.99--
$68.00Jul 179.1511.50$10.3322.7%10.991

Most actively traded options today. High liquidity = easy entry/exit. 273 active (total vol 113.1K, top 21.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.00Jul 311.011.24$1.1320.4%21.6K0.471.3K
$56.00Jul 312.242.49$2.3710.5%10.7K0.7213.2K
$58.00Jul 240.690.80$0.7514.7%8.5K0.456.2K
$58.00Jul 170.010.04$0.03100.0%8.1K0.1525.8K
$56.50Jul 171.051.52$1.2936.4%5.4K0.8310.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Aug 211.051.20$1.1313.3%3.3K0.346.6K
$57.50Jul 170.000.04$0.02200.0%2.6K0.2056
$54.00Aug 210.540.91$0.7350.7%1.6K0.224.5K
$49.00Aug 210.050.31$0.18144.4%1.5K0.06493
$57.00Jul 240.460.61$0.5427.8%8280.37189

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 57 strikes (avg 1238.6%, max 2847.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$68.00Jul 17Aug 21896.9%34.6%2495.5%1327
$54.50Jul 17Aug 14691.0%27.6%2400.7%2.5K14.9K
$48.00Jul 17Aug 211000.9%41.8%2297.0%121250
$50.00Jul 17Aug 21737.0%31.3%2251.5%65868
$49.00Jul 17Aug 21830.4%35.7%2224.3%1040
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Jul 17Aug 281000.9%34.0%2847.0%--808
$49.00Jul 17Aug 28830.4%32.2%2477.6%13.9K
$54.50Jul 17Aug 28691.0%27.3%2426.7%141.5K
$51.00Jul 17Aug 28644.5%26.6%2323.8%36.1K
$50.00Jul 17Aug 21737.0%31.3%2251.5%22159.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 104 found (best R:R 17.75, avg 2.20)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$62.00$65.00Aug 7$0.16$2.84$0.1617.75$62.16
$63.00$64.00Jul 31$0.10$0.90$0.109.00$63.10
$64.00$65.00Aug 14$0.13$0.87$0.136.69$64.13
$60.00$61.00Aug 7$0.18$0.82$0.184.56$60.18
$63.00$64.00Aug 14$0.18$0.82$0.184.56$63.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$50.50$49.50Aug 14$0.11$0.89$0.118.09$50.39
$51.00$50.00Aug 21$0.12$0.88$0.127.33$50.88
$51.00$50.00Jul 31$0.13$0.87$0.136.69$50.87
$57.50$57.00Aug 7$0.10$0.40$0.104.00$57.40
$55.50$55.00Jul 31$0.11$0.39$0.113.55$55.39

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 134 found (best R:R 24.00, avg 1.67)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$53.00Aug 14$2.78$2.78$0.2212.64$52.78
$50.00$51.00Jul 17$0.90$0.90$0.109.00$50.90
$49.00$50.00Aug 21$0.88$0.88$0.127.33$49.88
$50.00$51.00Aug 21$0.87$0.87$0.136.69$50.87
$53.50$54.00Jul 17$0.40$0.40$0.104.00$53.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$63.00$60.00Jul 17$2.88$2.88$0.1224.00$60.12
$60.00$59.00Jul 24$0.87$0.87$0.136.69$59.13
$66.00$64.00Jul 17$1.73$1.73$0.276.41$64.27
$60.00$59.00Jul 31$0.81$0.81$0.194.26$59.19
$58.00$57.50Aug 7$0.38$0.38$0.123.17$57.62

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 35 found (avg debit $0.31, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$53.00Jul 17Jul 24$0.07502.3%29.5%
$54.00Jul 17Jul 24$0.11369.4%27.5%
$61.00Jul 17Jul 24$0.12322.5%32.0%
$60.00Jul 17Jul 24$0.14239.1%26.4%
$68.00Jul 17Aug 21$0.17896.9%34.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$47.00Jul 17Aug 14$0.061102.5%39.9%
$60.00Jul 17Jul 24$0.06239.1%26.4%
$55.00Jul 17Jul 24$0.10277.0%27.8%
$50.50Aug 7Aug 14$0.1236.8%36.8%
$55.50Jul 17Jul 24$0.15312.8%27.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 116 found (cheapest 0.50% of stock, avg 7.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.50Jul 17$0.27$0.02$0.29$57.21$57.790.50%
$58.00Jul 17$0.03$0.38$0.41$57.59$58.410.71%
$57.00Jul 17$0.71$0.01$0.72$56.28$57.721.25%
$58.50Jul 17$0.01$0.86$0.87$57.63$59.371.51%
$59.00Jul 17$0.01$1.34$1.35$57.65$60.352.34%
$56.50Jul 17$1.29$0.13$1.42$55.08$57.922.46%
$58.00Jul 24$0.75$0.93$1.68$56.32$59.682.91%
$57.50Jul 24$0.97$0.76$1.73$55.77$59.233.00%
$56.00Jul 17$1.73$0.01$1.74$54.26$57.743.02%
$57.00Jul 24$1.28$0.54$1.82$55.18$58.823.16%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 154 found (cheapest 0.09% of stock, avg 3.21%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$58.00$57.50Jul 17$0.03$0.02$0.05$57.45$58.05
$58.00$55.50Jul 17$0.03$0.03$0.06$55.44$58.06
$58.00$56.50Jul 17$0.03$0.13$0.16$56.34$58.16
$58.00$54.50Jul 17$0.03$0.21$0.24$54.26$58.24
$60.00$55.50Jul 24$0.15$0.18$0.33$55.17$60.33
$59.50$55.50Jul 24$0.28$0.18$0.46$55.04$59.96
$60.00$56.00Jul 24$0.15$0.35$0.50$55.50$60.50
$60.00$56.50Jul 24$0.15$0.37$0.52$55.98$60.52
$59.00$55.50Jul 24$0.39$0.18$0.57$54.93$59.57
$59.50$56.00Jul 24$0.28$0.35$0.63$55.37$60.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 51 found (best R:R 9.00, avg credit $0.44)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
51/5254/55Aug 28$0.90$0.109.00$50.60$54.90
52/5254/55Aug 28$0.88$0.127.33$51.12$54.88
50/5153/54Aug 21$0.85$0.155.67$50.15$53.85
53/5456/57Aug 21$0.80$0.204.00$53.20$56.80
56/5658/58Aug 28$0.40$0.104.00$55.60$57.90
53/5457/58Aug 14$0.39$0.113.55$53.11$57.39
54/5457/58Aug 14$0.39$0.113.55$53.61$57.39
55/5656/56Aug 14$0.39$0.113.55$55.11$56.39
51/5256/57Aug 28$0.39$0.113.55$51.11$56.89
52/5255/56Aug 28$0.39$0.113.55$51.61$55.39

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 85 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$63.00$64.00$65.00Aug 14$0.05$0.9519.00
$64.00$65.00$66.00Jul 24$0.06$0.9415.67
$49.00$50.00$51.00Jul 17$0.07$0.9313.29
$50.00$51.00$52.00Jul 31$0.07$0.9313.29
$65.00$66.00$67.00Aug 21$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$49.00$50.00$51.00Jul 24$0.05$0.9519.00
$64.00$66.00$68.00Jul 17$0.17$1.8310.76
$53.50$54.00$54.50Jul 24$0.05$0.459.00
$53.00$53.50$54.00Jul 31$0.05$0.459.00
$50.50$51.00$51.50Aug 7$0.05$0.459.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 113 found (best net $-0.11, 102 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$64.00$65.001:2Aug 21$0.00$1.00
$65.00$66.001:2Aug 7-$0.05$0.95
$61.00$62.001:2Aug 7-$0.07$0.93
$65.00$66.001:2Jul 24-$0.08$0.92
$63.00$64.001:2Aug 14-$0.09$0.91
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.50$49.001:2Aug 28-$0.11$1.39
$49.00$48.001:2Jul 31-$0.05$0.95
$49.00$48.001:2Jul 24-$0.06$0.94
$50.00$49.001:2Jul 31-$0.06$0.94
$50.00$49.001:2Jul 24-$0.07$0.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 48 found (best yield 3.21%, avg 1.12%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$58.00Aug 28$1.850.500.6%3.21%3.76%2818
$58.00Aug 21$1.660.490.6%2.88%3.43%1.6K36.4K
$58.00Aug 14$1.600.490.6%2.77%3.33%27145
$58.50Aug 28$1.590.461.4%2.76%4.18%111
$58.00Aug 7$1.260.500.6%2.18%2.74%170162
$58.50Aug 14$1.260.451.4%2.18%3.61%12108
$59.00Aug 21$1.230.412.3%2.13%4.42%2.0K6.7K
$59.50Aug 28$1.200.393.2%2.08%5.24%424
$59.00Aug 14$1.090.412.3%1.89%4.18%265188
$58.50Aug 7$1.050.451.4%1.82%3.24%14302

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 110,845
Total Puts 25,832
Put/Call Ratio 0.23
Net Difference 85,013

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 634,635
Total Puts 411,192
Average Put/Call Ratio 0.70
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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