Tour v290
XLF
State StreetFinSelSectSPDRETF
$55.62 +1.53%
$55.63 (+0.02%)🌙
as of 07/02 06:05 PM
7/2 18:05

Option Volume

Detail
Current (07/02) 108,492
Calls: 72,083 (66%)
Puts: 36,409 (34%)
Prior (07/01) 253,676
Calls: 193,043 (76%)
Puts: 60,633 (24%)
Current vs Prior -57.23%
Calls: -62.66% (Calls)
Puts: -39.95% (Puts)
Prior 7-Day Total 612,627
Calls: 370,651 (61%)
Puts: 241,976 (39%)
Prior 7-Day Average 87,518
Calls: 52,950 (61%)
Puts: 34,568 (39%)
Current vs Prior 7-Day Avg +23.97%
Calls: +36.13%
Puts: +5.33%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/02) $6.09M
Calls: $5.63M (92%)
Puts: $458.5K (8%)
Prior (07/01) $8.14M
Calls: $7.11M (87%)
Puts: $1.04M (13%)
Current vs Prior -25.22%
Calls: -20.76%
Puts: -55.78%
Prior 7-Day Total $30.75M
Calls: $21.47M (70%)
Puts: $9.29M (30%)
Prior 7-Day Average $4.39M
Calls: $3.07M (70%)
Puts: $1.33M (30%)
Current vs Prior 7-Day Avg +38.60%
Calls: +83.61%
Puts: -65.43%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/02) 0.51
Prior (07/01) 0.31
Current vs Prior +60.81%
Prior 7-Day Average 0.95
Current vs Prior 7-Day Avg -47.06%
Sentiment BULLISH

Open Interest

Detail
Current (07/02) 800,815
Calls: 433,080 (54%)
Puts: 367,735 (46%)
Prior (07/01) 738,630
Calls: 398,398 (54%)
Puts: 340,232 (46%)
Current vs Prior +8.42%
Prior 7-Day Total 5,634,304
Calls: 2,992,375 (53%)
Puts: 2,607,923 (47%)
Prior 7-Day Average 804,900
Calls: 427,482 (53%)
Puts: 372,560 (47%)
Current vs Prior 7-Day Avg -0.51%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/02) | Next (07/10)Expiry (07/17) | Next (--)
Current 0.92% | 2.32%2.79% | --
Prior 1.26% | 2.23%-- | --
Current vs Prior +84.13% | +25.13%-- | --
Prior 7-Day Avg 2.20% | 2.46%-- | --
Current vs 7-Day Avg +5.63% | +13.23%-- | --
Prior 7-Day Eod 1.26% | 2.23%-- | --
Current vs 7-Day Eod +84.13% | +25.13%-- | --
Sentiment BEARISH--

Relative Spread

Detail
Expiry | Next
Current 26.79% | 6.34%
Calls: 28.57% | 4.17%
Puts: 25.00% | 8.51%
Prior 9.76% | 2.50%
Calls: 16.28% | 1.43%
Puts: 3.23% | 3.57%
Current vs Prior +174.49% | +153.60%
Prior 7-Day Avg 76.02% | 28.66%
Calls: 62.31% | 33.77%
Puts: 106.15% | 30.99%
Current vs 7-Day Avg -64.76% | -77.88%
Liquidity Pricy
+
Add Card

🤖 AI Insights

Strong bullish conviction with 92% of dollar volume in calls ($5.63M) vs puts ($458.5K). Below-average activity with volume down 57% vs prior. Bullish P/C ratio of 0.51. P/C ratio rising 61% - increased hedging/bearish positioning.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH

📈 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 39 of results (avg 6.8%, best 2.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Jul 177.557.75$7.652.6%451.00160
$46.00Jul 179.459.75$9.603.1%41.0038
$49.00Jul 106.456.70$6.583.8%--0.9921
$52.00Jul 173.653.80$3.724.0%3110.9727.6K
$49.00Jul 246.556.85$6.704.5%--0.9410
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.00Jul 172.372.52$2.456.1%40.914

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 20 found (avg $0.41, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Jul 240.200.23$0.2213.6%40.191.6K
$56.00Jul 100.250.29$0.2714.8%8.1K0.3751.4K
$57.00Jul 240.310.35$0.3312.1%610.26741
$56.50Jul 170.320.37$0.3514.3%2.4K0.30405
$56.00Jul 240.630.73$0.6814.7%5.1K0.426.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.00Jul 170.060.07$0.0714.3%1530.0643.0K
$54.00Jul 100.070.08$0.0812.5%6.6K0.1110.9K
$53.50Jul 170.130.15$0.1414.3%2.7K0.145.1K
$53.00Jul 240.150.18$0.1618.8%50.13198
$55.00Jul 100.210.24$0.2213.6%1.7K0.29364

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 94 found (avg delta 0.88, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 29.7011.25$10.4814.8%21.001
$46.00Jul 28.3010.85$9.5726.6%131.0067
$46.50Jul 27.8010.35$9.0728.1%4091.0067
$47.00Jul 28.009.60$8.8018.2%4031.003
$47.50Jul 26.709.35$8.0333.0%91.009
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.00Jul 102.252.59$2.4214.0%101.00--
$61.00Jul 25.206.80$6.0026.7%40.99--
$58.00Jul 22.193.30$2.7540.4%10.99--
$60.00Jul 22.605.50$4.0571.6%20.99--
$57.50Jul 21.662.91$2.2954.6%10.97--

Most actively traded options today. High liquidity = easy entry/exit. 181 active (total vol 108.5K, top 10.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Jul 310.771.00$0.8925.8%10.3K0.4552
$55.50Jul 311.011.19$1.1016.4%10.0K0.5296
$56.00Jul 100.250.29$0.2714.8%8.1K0.3751.4K
$59.00Jul 240.040.06$0.0540.0%7.7K0.067.5K
$56.00Jul 240.630.73$0.6814.7%5.1K0.426.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$54.00Jul 100.070.08$0.0812.5%6.6K0.1110.9K
$54.50Jul 100.100.17$0.1450.0%6.2K0.19693
$53.00Jul 170.090.11$0.1020.0%5.9K0.1012.8K
$53.50Jul 170.130.15$0.1414.3%2.7K0.145.1K
$55.50Jul 20.000.01$0.01100.0%2.4K0.1111

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 48 strikes (avg 1531.4%, max 3010.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$46.00Jul 2Jul 241037.0%35.0%2862.9%13111
$47.00Jul 2Jul 17933.0%36.0%2491.7%41290
$51.50Jul 2Jul 31466.0%19.0%2352.6%21.7K
$48.00Jul 2Jul 24830.0%34.0%2341.2%9161
$51.00Jul 2Jul 17518.0%23.0%2152.2%502.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Jul 2Jul 31933.0%30.0%3010.0%3241
$48.00Jul 2Aug 7830.0%27.0%2974.1%--77
$45.00Jul 2Jul 241146.0%39.0%2838.5%24343
$48.50Jul 2Jul 31779.0%27.0%2785.2%162
$46.00Jul 2Jul 311037.0%36.0%2780.6%2524

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 41 found (best R:R 7.33, avg 1.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$57.50$60.00Aug 7$0.30$2.20$0.307.33$57.80
$57.00$57.50Jul 24$0.11$0.39$0.113.55$57.11
$57.00$57.50Jul 31$0.13$0.37$0.132.85$57.13
$57.00$57.50Aug 7$0.13$0.37$0.132.85$57.13
$56.00$56.50Jul 10$0.16$0.34$0.162.12$56.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$54.00$53.50Jul 31$0.10$0.40$0.104.00$53.90
$53.00$52.00Aug 14$0.20$0.80$0.204.00$52.80
$54.50$54.00Jul 24$0.11$0.39$0.113.55$54.39
$54.50$54.00Jul 31$0.12$0.38$0.123.17$54.38
$55.00$54.50Jul 17$0.13$0.37$0.132.85$54.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 56 found (best R:R 11.50, avg 1.69)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$46.00$48.00Jul 24$1.75$1.75$0.257.00$47.75
$54.00$54.50Jul 24$0.40$0.40$0.104.00$54.40
$54.00$54.50Jul 10$0.39$0.39$0.113.55$54.39
$54.50$55.00Jul 31$0.39$0.39$0.113.55$54.89
$53.00$54.00Aug 7$0.77$0.77$0.233.35$53.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$65.00$61.00Jul 2$3.68$3.68$0.3211.50$61.32
$56.00$55.50Jul 2$0.40$0.40$0.104.00$55.60
$57.00$56.00Jul 17$0.80$0.80$0.204.00$56.20
$56.00$55.50Jul 10$0.37$0.37$0.132.85$55.63
$60.00$58.00Jul 2$1.30$1.30$0.701.86$58.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 19 found (avg debit $0.19, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$52.50Jul 2Jul 10$0.06366.0%22.0%
$53.00Jul 2Jul 10$0.06314.0%18.0%
$50.50Jul 10Jul 17$0.0731.0%24.0%
$56.50Jul 2Jul 10$0.10124.0%11.0%
$54.00Jul 2Jul 10$0.12186.0%16.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$46.50Jul 10Jul 24$0.0646.0%39.0%
$54.00Jul 2Jul 10$0.07186.0%16.0%
$54.50Jul 2Jul 10$0.13135.0%16.0%
$57.00Jul 10Jul 17$0.2012.0%12.0%
$55.00Jul 2Jul 10$0.2182.0%14.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 87 found (cheapest 0.20% of stock, avg 6.77%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.50Jul 2$0.10$0.01$0.11$55.39$55.610.20%
$56.00Jul 2$0.01$0.41$0.42$55.58$56.420.76%
$55.00Jul 2$0.61$0.01$0.62$54.38$55.621.11%
$55.50Jul 10$0.55$0.37$0.92$54.58$56.421.65%
$55.00Jul 10$0.75$0.22$0.97$54.03$55.971.74%
$56.00Jul 10$0.27$0.74$1.01$54.99$57.011.82%
$54.50Jul 2$1.07$0.01$1.08$53.42$55.581.94%
$56.00Jul 17$0.56$0.77$1.33$54.67$57.332.39%
$57.00Jul 10$0.05$1.37$1.42$55.58$58.422.55%
$54.50Jul 10$1.30$0.14$1.44$53.06$55.942.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 122 found (cheapest 0.04% of stock, avg 1.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$56.00$55.50Jul 2$0.01$0.01$0.02$55.48$56.02
$57.00$54.00Jul 10$0.05$0.08$0.13$53.87$57.13
$56.50$54.00Jul 10$0.11$0.08$0.19$53.81$56.69
$57.00$54.50Jul 10$0.05$0.14$0.19$54.31$57.19
$56.50$54.50Jul 10$0.11$0.14$0.25$54.25$56.75
$57.00$53.50Jul 17$0.12$0.14$0.26$53.24$57.26
$57.00$55.00Jul 10$0.05$0.22$0.27$54.73$57.27
$57.50$53.50Jul 17$0.15$0.14$0.29$53.21$57.79
$57.00$54.00Jul 17$0.12$0.20$0.32$53.68$57.32
$56.50$55.00Jul 10$0.11$0.22$0.33$54.67$56.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 17 found (best R:R 4.00, avg credit $0.48)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
54/5455/56Jul 31$0.40$0.104.00$53.60$55.40
54/5556/56Jul 31$0.39$0.113.55$54.61$56.39
54/5456/56Jul 31$0.38$0.123.17$54.12$56.38
54/5456/56Jul 31$0.36$0.142.57$53.64$56.36
54/5456/56Aug 7$0.36$0.142.57$53.64$56.36
54/5556/56Jul 31$0.34$0.162.13$54.66$55.84
54/5456/56Jul 31$0.33$0.171.94$54.17$55.83
54/5456/57Aug 7$0.33$0.171.94$53.67$56.83
54/5456/56Jul 31$0.31$0.191.63$53.69$55.81
52/5356/59Aug 14$1.80$1.201.50$51.20$57.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 42 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$58.00$59.00$60.00Jul 24$0.07$0.9313.29
$50.50$51.00$51.50Jul 17$0.05$0.459.00
$51.50$52.00$52.50Jul 10$0.06$0.447.33
$53.50$54.00$54.50Jul 17$0.06$0.447.33
$52.50$53.00$53.50Jul 31$0.06$0.447.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$49.00$50.00$51.00Jul 31$0.06$0.9415.67
$51.00$51.50$52.00Jul 31$0.06$0.447.33
$54.50$55.00$55.50Jul 10$0.07$0.436.14
$53.00$53.50$54.00Jul 31$0.07$0.436.14
$46.50$47.00$47.50Jul 24$0.08$0.425.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 77 found (best net $-0.01, 68 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$61.00$65.001:2Jul 17-$1.97$2.03
$58.50$60.001:2Jul 31-$0.01$1.49
$57.50$58.001:2Jul 24-$0.06$0.44
$56.00$56.501:2Jul 24-$0.10$0.40
$57.00$57.501:2Jul 24-$0.11$0.39
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$51.00$48.001:2Aug 7-$0.01$2.99
$52.00$49.001:2Aug 14-$0.10$2.90
$65.00$61.001:2Jul 2-$2.32$1.68
$46.00$45.001:2Jul 17$0.00$1.00
$48.00$47.001:2Jul 31$0.00$1.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 1.56%, avg 0.64%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$56.00Aug 7$0.870.450.7%1.56%2.25%165
$56.00Jul 31$0.770.450.7%1.38%2.07%10.3K52
$56.00Jul 24$0.630.420.7%1.13%1.82%5.1K6.5K
$56.50Aug 7$0.630.381.6%1.13%2.71%263
$56.00Aug 14$0.620.480.7%1.11%1.80%20--
$56.50Jul 31$0.510.371.6%0.92%2.50%8230
$56.00Jul 17$0.500.410.7%0.90%1.58%2.1K21.7K
$57.00Aug 7$0.450.312.5%0.81%3.29%28
$57.00Jul 31$0.360.292.5%0.65%3.13%3780
$56.50Jul 17$0.320.301.6%0.58%2.16%2.4K405

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 72,083
Total Puts 36,409
Put/Call Ratio 0.51
Net Difference 35,674

Prior's Put/Call Breakdown

Total Calls 193,043
Total Puts 60,633
Put/Call Ratio 0.31
Net Difference 132,410

Prior 7-Day Put/Call Summary

Total Calls 370,651
Total Puts 241,976
Average Put/Call Ratio 0.95
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All