Tour v309
XLF
State StreetFinSelSectSPDRETF
$55.71 +0.31%
$55.69 (-0.04%)🌙
as of 07/10 06:04 PM
7/10 18:04

Option Volume

Detail
Current (07/10) 121,609
Calls: 82,623 (68%)
Puts: 38,986 (32%)
Prior (07/09) 103,884
Calls: 43,152 (42%)
Puts: 60,732 (58%)
Current vs Prior +17.06%
Calls: +91.47% (Calls)
Puts: -35.81% (Puts)
Prior 7-Day Total 1,022,495
Calls: 603,011 (59%)
Puts: 419,484 (41%)
Prior 7-Day Average 146,070
Calls: 86,144 (59%)
Puts: 59,926 (41%)
Current vs Prior 7-Day Avg -16.75%
Calls: -4.09%
Puts: -34.94%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/10) $5.72M
Calls: $4.74M (83%)
Puts: $981.5K (17%)
Prior (07/09) $3.98M
Calls: $2.26M (57%)
Puts: $1.73M (43%)
Current vs Prior +43.54%
Calls: +109.86%
Puts: -43.15%
Prior 7-Day Total $58.97M
Calls: $48.52M (82%)
Puts: $10.45M (18%)
Prior 7-Day Average $8.42M
Calls: $6.93M (82%)
Puts: $1.49M (18%)
Current vs Prior 7-Day Avg -32.14%
Calls: -31.68%
Puts: -34.26%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/10) 0.47
Prior (07/09) 1.41
Current vs Prior -66.47%
Prior 7-Day Average 0.76
Current vs Prior 7-Day Avg -38.03%
Sentiment BULLISH

Open Interest

Detail
Current (07/10) 1,403,197
Calls: 649,108 (46%)
Puts: 754,089 (54%)
Prior (07/09) 1,360,467
Calls: 627,121 (46%)
Puts: 733,346 (54%)
Current vs Prior +3.14%
Prior 7-Day Total 7,091,499
Calls: 3,579,240 (50%)
Puts: 3,512,259 (50%)
Prior 7-Day Average 1,013,071
Calls: 511,320 (50%)
Puts: 501,751 (50%)
Current vs Prior 7-Day Avg +38.51%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/13)Expiry (07/10) | Next (07/17)Expiry (07/15) | Next (08/21)
Current 1.06% | 1.15%1.06% | 2.53%1.96% | 5.47%
Prior 1.10% | 1.13%1.10% | 2.75%3.87% | 5.24%
Current vs Prior +4.60% | +72.49%-3.57% | -8.12%-49.46% | +4.49%
Prior 7-Day Avg 1.61% | 2.87%1.54% | 2.85%4.25% | 5.45%
Current vs 7-Day Avg -28.87% | -31.83%-31.22% | -11.16%-53.98% | +0.50%
Prior 7-Day Eod 1.10% | 1.13%-- | ---- | --
Current vs 7-Day Eod +4.60% | +72.49%-- | ---- | --
Sentiment BEARISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 35.74% | 18.34%
Calls: 26.32% | 15.63%
Puts: 45.16% | 21.05%
Prior 10.36% | 11.61%
Calls: 13.16% | 14.89%
Puts: 7.55% | 8.33%
Current vs Prior +244.98% | +57.97%
Prior 7-Day Avg 14.53% | 10.99%
Calls: 14.86% | 11.96%
Puts: 14.18% | 10.02%
Current vs 7-Day Avg +146.05% | +66.81%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($4.74M) vs puts ($981.5K). Extreme bullish P/C ratio of 0.47 - heavy call buying (82,623 calls vs 38,986 puts). P/C ratio dropping 66% - 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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 5 of results (avg 6.5%, best 4.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$51.50Jul 244.254.45$4.354.6%--0.9128
$52.50Aug 73.503.70$3.605.6%--0.8746
$57.00Aug 210.720.77$0.756.7%1.2K0.367.4K
$56.00Aug 70.920.99$0.967.3%2650.48230
$52.50Jul 313.403.70$3.558.5%70.8612
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 12 found (avg $0.65, cheapest $0.16)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.50Jul 240.370.41$0.3910.3%7510.33815
$56.50Jul 310.500.60$0.5518.2%2.7K0.38258
$56.00Jul 240.550.67$0.6119.7%6790.442.5K
$55.50Jul 200.660.80$0.7319.2%80.5975
$57.00Aug 210.720.77$0.756.7%1.2K0.367.4K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$51.00Aug 210.150.18$0.1618.8%1130.0967.0K
$55.00Jul 170.240.27$0.2611.5%2.8K0.289.2K
$56.00Jul 170.630.75$0.6917.4%3720.563.4K
$56.00Jul 310.881.06$0.9718.6%3730.53153

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 139 found (avg delta 0.84, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 109.4511.95$10.7023.4%11.003
$45.50Jul 108.9511.45$10.2024.5%31.004
$46.00Jul 108.4510.95$9.7025.8%51.009
$46.50Jul 107.9510.45$9.2027.2%561.0056
$47.00Jul 107.459.95$8.7028.7%1081.0057
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Jul 100.000.67$0.34197.1%7970.941.7K
$60.00Jul 312.955.65$4.3062.8%20.94--
$60.00Aug 214.054.60$4.3212.7%300.94137
$56.50Jul 130.510.97$0.7462.2%80.91100
$58.00Jul 171.202.80$2.0080.0%--0.9017

Most actively traded options today. High liquidity = easy entry/exit. 232 active (total vol 121.0K, top 20.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 310.300.47$0.3943.6%20.3K0.29586
$59.00Jul 310.010.16$0.09166.7%20.0K0.093
$56.00Jul 170.330.48$0.4136.6%8.4K0.4510.9K
$57.00Jul 170.050.15$0.10100.0%4.4K0.1613.9K
$56.50Jul 200.040.48$0.26169.2%3.9K0.307
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.50Jul 100.000.01$0.01100.0%7.8K0.0810.9K
$55.00Jul 310.300.78$0.5488.9%7.0K0.35403
$53.00Jul 170.040.12$0.08100.0%4.6K0.0822.0K
$52.00Jul 240.000.14$0.07200.0%2.8K0.06625
$55.00Jul 170.240.27$0.2611.5%2.8K0.289.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 52 strikes (avg 1813.3%, max 4209.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$45.00Jul 10Aug 211386.2%32.2%4209.1%133
$48.00Jul 10Aug 211018.4%25.2%3934.6%2260
$49.00Jul 10Aug 21898.0%22.3%3921.6%468362
$60.00Jul 10Aug 21563.0%14.6%3744.8%532.2K
$46.00Jul 10Aug 211262.9%33.2%3708.0%522
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Jul 10Aug 211018.4%25.2%3934.6%830.3K
$49.00Jul 10Aug 21898.0%22.3%3921.6%19.2K
$46.00Jul 10Aug 211262.9%33.2%3708.0%10943
$47.00Jul 10Aug 211141.4%31.5%3525.8%--6.9K
$51.00Jul 10Aug 21657.7%20.3%3143.1%11467.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 98 found (best R:R 26.27, avg 2.18)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$58.00$59.00Jul 17$0.11$0.89$0.118.09$58.11
$58.50$60.00Aug 7$0.18$1.32$0.187.33$58.68
$58.00$59.00Aug 21$0.15$0.85$0.155.67$58.15
$52.50$53.00Jul 17$0.10$0.40$0.104.00$52.60
$59.00$60.00Aug 21$0.20$0.80$0.204.00$59.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$51.00$48.00Aug 7$0.11$2.89$0.1126.27$50.89
$54.00$53.00Aug 21$0.12$0.88$0.127.33$53.88
$55.50$55.00Jul 20$0.10$0.40$0.104.00$55.40
$51.50$51.00Jul 24$0.10$0.40$0.104.00$51.40
$52.50$52.00Jul 24$0.11$0.39$0.113.55$52.39

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 120 found (best R:R 12.64, avg 1.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$45.00$48.00Jul 13$2.78$2.78$0.2212.64$47.78
$52.00$53.00Aug 14$0.90$0.90$0.109.00$52.90
$52.00$53.00Jul 13$0.86$0.86$0.146.14$52.86
$51.50$52.50Aug 7$0.83$0.83$0.174.88$52.33
$48.00$49.00Aug 21$0.83$0.83$0.174.88$48.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$60.00$58.00Jul 31$1.83$1.83$0.1710.76$58.17
$59.00$58.00Aug 21$0.80$0.80$0.204.00$58.20
$57.50$56.50Jul 24$0.76$0.76$0.243.17$56.74
$55.50$55.00Jul 15$0.37$0.37$0.132.85$55.13
$56.00$55.50Aug 7$0.35$0.35$0.152.33$55.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $0.20, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$56.00Jul 10Jul 13$0.0844.9%9.2%
$55.50Jul 10Jul 13$0.1334.5%10.9%
$48.00Jul 10Jul 13$0.151018.4%86.3%
$58.50Jul 31Aug 7$0.1614.5%17.3%
$61.00Jul 17Aug 14$0.2235.6%24.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$58.50Aug 7Aug 14$0.0617.3%16.7%
$51.00Jul 10Jul 17$0.09657.7%47.3%
$48.50Jul 10Jul 17$0.10958.1%68.4%
$57.50Jul 24Jul 31$0.1015.5%16.0%
$55.50Jul 10Jul 13$0.1134.5%10.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 122 found (cheapest 0.47% of stock, avg 6.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.50Jul 10$0.25$0.01$0.26$55.24$55.760.47%
$56.00Jul 10$0.01$0.34$0.35$55.65$56.350.63%
$56.00Jul 13$0.09$0.26$0.35$55.65$56.350.63%
$55.50Jul 13$0.38$0.12$0.50$55.00$56.000.90%
$55.00Jul 10$0.77$0.01$0.78$54.22$55.781.40%
$55.00Jul 13$0.74$0.04$0.78$54.22$55.781.40%
$56.50Jul 13$0.04$0.74$0.78$55.72$57.281.40%
$55.50Jul 15$0.34$0.54$0.88$54.62$56.381.58%
$56.50Jul 17$0.30$0.64$0.94$55.56$57.441.69%
$56.00Jul 15$0.22$0.75$0.97$55.03$56.971.74%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 221 found (cheapest 0.04% of stock, avg 1.43%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$56.00$55.50Jul 10$0.01$0.01$0.02$55.48$56.02
$56.50$55.00Jul 13$0.04$0.04$0.08$54.92$56.58
$56.50$53.50Jul 13$0.04$0.04$0.08$53.42$56.58
$57.50$55.00Jul 13$0.04$0.04$0.08$54.92$57.58
$57.50$53.50Jul 13$0.04$0.04$0.08$53.42$57.58
$58.00$55.00Jul 13$0.04$0.04$0.08$54.92$58.08
$58.00$53.50Jul 13$0.04$0.04$0.08$53.42$58.08
$56.50$54.50Jul 13$0.04$0.05$0.09$54.41$56.59
$56.50$54.00Jul 13$0.04$0.05$0.09$53.91$56.59
$57.50$54.50Jul 13$0.04$0.05$0.09$54.41$57.59

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 31 found (best R:R 4.00, avg credit $0.41)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
55/5656/57Aug 7$0.40$0.104.00$55.10$56.90
56/5656/57Jul 20$0.39$0.113.55$55.61$56.89
53/5456/56Jul 15$0.37$0.132.85$53.13$55.87
54/5556/56Aug 7$0.37$0.132.85$54.63$56.37
54/5456/56Aug 7$0.35$0.152.33$53.65$56.35
54/5455/56Aug 7$0.34$0.162.12$53.66$55.34
54/5556/57Aug 7$0.34$0.162.12$54.66$56.84
53/5456/56Aug 7$0.33$0.171.94$53.17$56.33
48/4851/52Jul 17$0.32$0.181.78$48.18$51.32
53/5455/56Aug 7$0.32$0.181.78$53.18$55.32

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 94 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$58.00$59.00$60.00Jul 17$0.10$0.909.00
$57.00$57.50$58.00Jul 31$0.06$0.447.33
$55.00$56.00$57.00Aug 21$0.12$0.887.33
$48.00$49.00$50.00Jul 13$0.13$0.876.69
$61.00$62.00$63.00Aug 21$0.13$0.876.69
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$47.00$48.00$49.00Aug 21$0.06$0.9415.67
$55.00$56.00$57.00Aug 21$0.07$0.9313.29
$54.00$55.00$56.00Aug 21$0.09$0.9110.11
$54.50$55.00$55.50Jul 22$0.05$0.459.00
$55.00$55.50$56.00Jul 24$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. 151 found (best net $-1.14, 129 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$61.00$65.001:2Jul 17-$1.14$2.86
$58.50$61.001:2Aug 14-$0.25$2.25
$51.50$53.501:2Jul 20-$0.42$1.58
$59.00$60.001:2Jul 17$0.00$1.00
$57.00$58.001:2Aug 14$0.00$1.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$51.50$49.001:2Aug 14-$0.29$2.21
$58.00$56.001:2Aug 7-$0.02$1.98
$60.00$58.001:2Jul 31-$0.64$1.36
$46.00$45.001:2Aug 21$0.00$1.00
$50.00$49.001:2Jul 31-$0.06$0.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 2.10%, avg 0.77%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$56.00Aug 21$1.170.480.5%2.10%2.62%90755.5K
$56.00Aug 14$1.050.470.5%1.88%2.41%4931
$56.00Aug 7$0.920.480.5%1.65%2.17%265230
$56.00Jul 31$0.740.470.5%1.33%1.85%7410.2K
$57.00Aug 21$0.720.362.3%1.29%3.61%1.2K7.4K
$56.50Aug 14$0.660.411.4%1.18%2.60%--22
$56.50Aug 7$0.600.411.4%1.08%2.50%1039
$56.00Jul 24$0.550.440.5%0.99%1.51%6792.5K
$57.00Aug 14$0.530.342.3%0.95%3.27%2114
$56.50Jul 31$0.500.381.4%0.90%2.32%2.7K258

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 82,623
Total Puts 38,986
Put/Call Ratio 0.47
Net Difference 43,637

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 603,011
Total Puts 419,484
Average Put/Call Ratio 0.76
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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