Tour v308
XLF
State StreetFinSelSectSPDRETF
$55.54 +1.04%
$55.50 (-0.07%)🌙
as of 07/09 06:04 PM
7/9 18:04

Option Volume

Detail
Current (07/09) 103,884
Calls: 43,152 (42%)
Puts: 60,732 (58%)
Prior (07/08) 275,831
Calls: 102,926 (37%)
Puts: 172,905 (63%)
Current vs Prior -62.34%
Calls: -58.07% (Calls)
Puts: -64.88% (Puts)
Prior 7-Day Total 992,113
Calls: 596,677 (60%)
Puts: 395,436 (40%)
Prior 7-Day Average 141,730
Calls: 85,239 (60%)
Puts: 56,490 (40%)
Current vs Prior 7-Day Avg -26.70%
Calls: -49.38%
Puts: +7.51%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/09) $3.98M
Calls: $2.26M (57%)
Puts: $1.73M (43%)
Prior (07/08) $26.51M
Calls: $21.58M (81%)
Puts: $4.93M (19%)
Current vs Prior -84.98%
Calls: -89.55%
Puts: -64.97%
Prior 7-Day Total $58.88M
Calls: $49.17M (84%)
Puts: $9.71M (16%)
Prior 7-Day Average $8.41M
Calls: $7.02M (84%)
Puts: $1.39M (16%)
Current vs Prior 7-Day Avg -52.65%
Calls: -67.88%
Puts: +24.47%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/09) 1.41
Prior (07/08) 1.68
Current vs Prior -16.22%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg +100.24%
Sentiment BEARISH

Open Interest

Detail
Current (07/09) 1,360,467
Calls: 627,121 (46%)
Puts: 733,346 (54%)
Prior (07/08) 1,337,137
Calls: 655,813 (49%)
Puts: 681,324 (51%)
Current vs Prior +1.74%
Prior 7-Day Total 6,538,807
Calls: 3,367,682 (52%)
Puts: 3,171,125 (48%)
Prior 7-Day Average 934,115
Calls: 481,097 (52%)
Puts: 453,017 (48%)
Current vs Prior 7-Day Avg +45.64%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/13)Expiry (07/10) | Next (07/17)Expiry (07/15) | Next (08/21)
Current 1.10% | 1.13%1.10% | 2.75%3.87% | 5.24%
Prior 1.67% | 2.42%1.67% | 2.42%6.91% | 5.68%
Current vs Prior -34.38% | -53.12%-34.37% | +13.86%-44.00% | -7.69%
Prior 7-Day Avg 1.77% | 2.95%1.69% | 2.88%4.38% | 5.52%
Current vs 7-Day Avg -37.83% | -61.51%-34.89% | -4.36%-11.58% | -5.03%
Prior 7-Day Eod 1.67% | 2.42%-- | ---- | --
Current vs 7-Day Eod -34.38% | -53.12%-- | ---- | --
Sentiment BULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 10.36% | 11.61%
Calls: 13.16% | 14.89%
Puts: 7.55% | 8.33%
Prior 10.36% | 11.61%
Calls: 13.16% | 14.89%
Puts: 7.55% | 8.33%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 14.20% | 10.25%
Calls: 14.34% | 10.62%
Puts: 14.06% | 9.88%
Current vs 7-Day Avg -27.05% | +13.30%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 85% vs prior. Below-average activity with volume down 62% vs prior. Bearish P/C ratio of 1.41 indicates protective 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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 8 of results (avg 7.7%, best 4.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$54.00Jul 171.721.81$1.775.1%2480.8443.6K
$52.00Jul 103.403.70$3.558.5%--0.98180
$49.00Jul 176.256.85$6.559.2%--0.91158
$50.00Aug 215.706.25$5.989.2%111.0020.1K
$47.00Jul 178.259.05$8.659.2%--1.00180
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$61.00Aug 215.355.60$5.484.6%10.941
$60.00Aug 214.304.60$4.456.7%500.9187

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.52, cheapest $0.36)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.50Jul 240.360.40$0.3810.5%1710.35686
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Jul 170.330.38$0.3613.9%3.3K0.346.6K
$56.00Jul 170.750.87$0.8114.8%5840.613.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 128 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.00Jul 312.754.85$3.8055.3%--1.0098
$45.00Aug 219.7011.80$10.7519.5%--1.0030
$48.00Aug 216.709.90$8.3038.6%--1.00254
$49.00Aug 216.557.20$6.889.4%2911.00335
$50.00Aug 215.706.25$5.989.2%111.0020.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 143.105.90$4.5062.2%501.00--
$61.00Aug 215.355.60$5.484.6%10.941
$58.00Jul 171.203.80$2.50104.0%--0.9217
$60.00Aug 214.304.60$4.456.7%500.9187
$58.50Aug 141.055.00$3.03130.4%10.881

Most actively traded options today. High liquidity = easy entry/exit. 223 active (total vol 103.5K, top 27.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Jul 100.020.06$0.04100.0%27.0K0.1639.2K
$55.00Jul 170.701.02$0.8637.2%3.1K0.6648.9K
$58.00Aug 210.300.47$0.3943.6%1.3K0.214.2K
$55.00Jul 100.110.82$0.47151.1%1.2K0.8222.1K
$56.00Aug 210.251.47$0.86141.9%1.1K0.4155.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Jul 100.050.07$0.0633.3%19.1K0.1833.8K
$55.50Jul 100.120.23$0.1861.1%7.7K0.4611.5K
$53.00Aug 210.360.90$0.6385.7%6.0K0.2616.7K
$52.00Jul 170.000.08$0.04200.0%3.7K0.0452.9K
$55.00Jul 170.330.38$0.3613.9%3.3K0.346.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 49 strikes (avg 226.2%, max 666.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Jul 10Aug 21191.4%25.0%666.8%4260
$45.00Jul 10Aug 21257.0%36.2%609.1%233
$49.00Jul 10Aug 21132.4%20.9%533.5%294357
$46.00Jul 10Aug 21235.0%39.8%490.5%1020
$51.00Jul 10Aug 21107.5%18.7%474.2%1030.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Jul 10Aug 21191.4%25.0%666.8%1130.3K
$49.00Jul 10Aug 21132.4%20.9%533.5%129.2K
$46.00Jul 10Aug 21235.0%39.8%490.5%2943
$51.00Jul 10Aug 21107.5%18.7%474.2%93666.3K
$47.00Jul 10Aug 21213.1%41.5%413.2%1016.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 77 found (best R:R 8.09, avg 2.15)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$59.00$60.00Jul 17$0.11$0.89$0.118.09$59.11
$58.00$59.00Jul 20$0.12$0.88$0.127.33$58.12
$57.00$61.00Jul 15$0.64$3.36$0.645.25$57.64
$58.00$59.00Aug 21$0.16$0.84$0.165.25$58.16
$57.00$58.00Aug 21$0.21$0.79$0.213.76$57.21
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$52.00$51.00Aug 21$0.11$0.89$0.118.09$51.89
$51.00$48.00Aug 7$0.41$2.59$0.416.32$50.59
$46.00$45.00Aug 21$0.16$0.84$0.165.25$45.84
$47.00$46.00Aug 21$0.18$0.82$0.184.56$46.82
$52.00$50.00Jul 20$0.37$1.63$0.374.41$51.63

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 95 found (best R:R 9.00, avg 1.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$49.00$50.00Aug 21$0.90$0.90$0.109.00$49.90
$48.00$49.00Jul 13$0.88$0.88$0.127.33$48.88
$45.00$46.00Aug 21$0.80$0.80$0.204.00$45.80
$54.00$55.00Jul 15$0.78$0.78$0.223.55$54.78
$54.50$55.00Jul 17$0.39$0.39$0.113.55$54.89
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$55.50$55.00Jul 31$0.39$0.39$0.113.55$55.11
$51.50$51.00Jul 31$0.38$0.38$0.123.17$51.12
$57.00$56.50Jul 24$0.36$0.36$0.142.57$56.64
$50.50$50.00Jul 24$0.33$0.33$0.171.94$50.17
$55.50$55.00Jul 15$0.32$0.32$0.181.78$55.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 27 found (avg debit $0.40, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$56.50Jul 10Jul 13$0.0829.2%20.3%
$58.50Jul 31Aug 7$0.0830.9%28.0%
$57.00Jul 10Jul 13$0.1024.9%24.5%
$58.00Jul 10Jul 13$0.1038.6%35.1%
$51.50Jul 10Jul 17$0.15129.3%84.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$51.00Jul 10Jul 17$0.07107.5%43.2%
$53.00Jul 10Jul 17$0.1046.2%26.1%
$55.00Jul 10Jul 13$0.1221.7%16.3%
$49.00Jul 10Jul 17$0.21132.4%67.5%
$49.50Jul 10Jul 17$0.28158.9%73.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 115 found (cheapest 0.74% of stock, avg 7.09%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.50Jul 10$0.23$0.18$0.41$55.09$55.910.74%
$56.00Jul 10$0.04$0.38$0.42$55.58$56.420.76%
$55.50Jul 13$0.21$0.21$0.42$55.08$55.920.76%
$56.00Jul 13$0.07$0.42$0.49$55.51$56.490.88%
$55.00Jul 10$0.47$0.06$0.53$54.47$55.530.95%
$55.00Jul 13$0.49$0.18$0.67$54.33$55.671.21%
$54.00Jul 10$1.01$0.01$1.02$52.98$55.021.84%
$54.50Jul 10$1.05$0.05$1.10$53.40$55.601.98%
$56.00Jul 17$0.38$0.81$1.19$54.81$57.192.14%
$56.00Jul 15$0.30$0.90$1.20$54.80$57.202.16%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 211 found (cheapest 0.16% of stock, avg 2.21%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$56.00$54.50Jul 10$0.04$0.05$0.09$54.41$56.09
$56.00$55.00Jul 10$0.04$0.06$0.10$54.90$56.10
$56.50$54.50Jul 10$0.05$0.05$0.10$54.40$56.60
$56.00$54.00Jul 13$0.07$0.03$0.10$53.90$56.10
$56.50$55.00Jul 10$0.05$0.06$0.11$54.89$56.61
$57.00$54.00Jul 13$0.11$0.03$0.14$53.86$57.14
$58.00$54.00Jul 13$0.11$0.03$0.14$53.86$58.14
$56.50$54.00Jul 13$0.13$0.03$0.16$53.84$56.66
$56.00$49.50Jul 10$0.04$0.14$0.18$49.32$56.18
$56.50$49.50Jul 10$0.05$0.14$0.19$49.31$56.69

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 46 found (best R:R 9.71, avg credit $0.75)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
47/4858/60Jul 31$1.36$0.149.71$46.64$59.86
45/4652/52Jul 24$0.88$0.127.33$45.12$52.38
45/4650/52Jul 24$0.85$0.155.67$45.15$51.35
46/4752/53Aug 21$0.83$0.174.88$46.17$52.83
45/4652/53Aug 21$0.81$0.194.26$45.19$52.81
46/4750/51Aug 21$0.81$0.194.26$46.19$50.81
49/5053/54Jul 17$0.40$0.104.00$49.10$53.40
45/4650/51Aug 21$0.79$0.213.76$45.21$50.79
46/4753/54Aug 21$0.79$0.213.76$46.21$53.79
54/5456/56Jul 31$0.39$0.113.55$54.11$56.39

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 70 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$56.00$57.00$58.00Aug 21$0.05$0.9519.00
$58.00$59.00$60.00Aug 21$0.07$0.9313.29
$51.50$52.00$52.50Jul 10$0.05$0.459.00
$45.00$46.00$47.00Aug 21$0.10$0.909.00
$60.00$61.00$62.00Aug 21$0.12$0.887.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$48.00$49.00$50.00Aug 21$0.06$0.9415.67
$55.00$55.50$56.00Jul 10$0.08$0.425.25
$53.50$54.00$54.50Jul 17$0.08$0.425.25
$55.00$55.50$56.00Jul 31$0.08$0.425.25
$52.00$52.50$53.00Aug 7$0.09$0.414.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 132 found (best net $-1.68, 89 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$61.00$65.001:2Jul 17-$1.68$2.32
$58.00$60.001:2Jul 10-$0.01$1.99
$59.00$60.001:2Aug 21-$0.05$0.95
$59.50$61.001:2Aug 14-$0.56$0.94
$58.00$59.001:2Aug 21-$0.07$0.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$54.00$52.001:2Jul 20-$0.43$1.57
$58.50$56.001:2Aug 14-$1.01$1.49
$49.50$48.001:2Jul 24-$0.44$1.06
$51.00$50.001:2Aug 21-$0.06$0.94
$52.00$51.001:2Aug 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. 15 found (best yield 0.90%, avg 0.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$56.00Jul 31$0.500.390.8%0.90%1.73%6510.2K
$56.00Jul 24$0.490.480.8%0.88%1.71%512.5K
$56.00Aug 7$0.440.440.8%0.79%1.62%160206
$57.00Aug 14$0.370.442.6%0.67%3.29%1113
$56.50Jul 24$0.360.351.7%0.65%2.38%171686
$58.00Aug 21$0.300.214.4%0.54%4.97%1.3K4.2K
$56.00Jul 20$0.260.470.8%0.47%1.30%73142
$56.00Aug 21$0.250.410.8%0.45%1.28%1.1K55.3K
$57.00Aug 21$0.200.302.6%0.36%2.99%5287.5K
$59.00Aug 21$0.170.146.2%0.31%6.54%93.9K

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 43,152
Total Puts 60,732
Put/Call Ratio 1.41
Net Difference -17,580

Prior's Put/Call Breakdown

Total Calls 102,926
Total Puts 172,905
Put/Call Ratio 1.68
Net Difference -69,979

Prior 7-Day Put/Call Summary

Total Calls 596,677
Total Puts 395,436
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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