Tour v340
XLF
State StreetFinSelSectSPDRETF
$56.56 +0.68%
$56.59 (+0.05%)🌙
as of 07/15 06:14 PM
7/15 18:14

Option Volume

Detail
Current (07/15) 104,417
Calls: 55,965 (54%)
Puts: 48,452 (46%)
Prior (07/14) 146,681
Calls: 97,824 (67%)
Puts: 48,857 (33%)
Current vs Prior -28.81%
Calls: -42.79% (Calls)
Puts: -0.83% (Puts)
Prior 7-Day Total 1,003,097
Calls: 553,383 (55%)
Puts: 449,714 (45%)
Prior 7-Day Average 143,299
Calls: 79,054 (55%)
Puts: 64,244 (45%)
Current vs Prior 7-Day Avg -27.13%
Calls: -29.21%
Puts: -24.58%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/15) $11.84M
Calls: $10.12M (85%)
Puts: $1.72M (15%)
Prior (07/14) $8.44M
Calls: $6.40M (76%)
Puts: $2.04M (24%)
Current vs Prior +40.20%
Calls: +58.13%
Puts: -15.94%
Prior 7-Day Total $65.30M
Calls: $52.12M (80%)
Puts: $13.18M (20%)
Prior 7-Day Average $9.33M
Calls: $7.45M (80%)
Puts: $1.88M (20%)
Current vs Prior 7-Day Avg +26.87%
Calls: +35.88%
Puts: -8.77%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15) 0.87
Prior (07/14) 0.50
Current vs Prior +73.35%
Prior 7-Day Average 0.83
Current vs Prior 7-Day Avg +4.24%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/15) 1,090,204
Calls: 550,096 (50%)
Puts: 540,108 (50%)
Prior (07/14) 1,097,406
Calls: 557,161 (51%)
Puts: 540,245 (49%)
Current vs Prior -0.66%
Prior 7-Day Total 8,547,169
Calls: 4,133,743 (48%)
Puts: 4,413,426 (52%)
Prior 7-Day Average 1,221,024
Calls: 590,534 (48%)
Puts: 630,489 (52%)
Current vs Prior 7-Day Avg -10.71%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/15) | Next (07/17)Expiry (07/17) | Next (07/24)Expiry (07/15) | Next (08/21)
Current 0.78% | 1.49%1.49% | 1.73%0.78% | 5.14%
Prior 1.69% | 3.49%3.49% | 4.65%1.69% | 5.02%
Current vs Prior -12.17% | -57.94%-57.43% | -62.70%-54.00% | +2.50%
Prior 7-Day Avg 1.56% | 3.08%2.04% | 3.09%3.22% | 5.44%
Current vs 7-Day Avg -4.53% | -52.42%-27.35% | -43.95%-75.85% | -5.38%
Prior 7-Day Eod 1.69% | 3.49%3.49% | 4.65%1.69% | 5.02%
Current vs 7-Day Eod -12.17% | -57.94%-57.43% | -62.70%-54.00% | +2.50%
Sentiment BULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 46.60% | 12.88%
Calls: 26.53% | 11.48%
Puts: 66.67% | 14.29%
Prior 10.10% | 6.76%
Calls: 6.25% | 4.26%
Puts: 13.95% | 9.26%
Current vs Prior +361.39% | +90.53%
Prior 7-Day Avg 15.44% | 13.43%
Calls: 13.14% | 14.30%
Puts: 17.75% | 12.56%
Current vs 7-Day Avg +201.73% | -4.10%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 85% of dollar volume in calls ($10.12M) vs puts ($1.72M). P/C ratio rising 73% - 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 NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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 17 of results (avg 7.6%, best 3.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Aug 218.709.00$8.853.4%20.94--
$49.00Aug 217.708.10$7.905.1%30.97--
$53.00Aug 213.904.15$4.036.2%140.8737.5K
$50.00Aug 216.707.15$6.936.5%2860.9520.1K
$50.00Aug 146.657.10$6.886.5%470.95--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 213.303.60$3.458.7%320.88218

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.56, cheapest $0.09)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Jul 200.670.81$0.7418.9%2000.86828
$58.00Aug 280.720.84$0.7815.4%210.35309
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 210.080.09$0.0911.1%1.4K0.0592.6K
$54.00Aug 210.310.37$0.3417.6%760.192.8K
$56.00Aug 210.800.90$0.8511.8%2940.4122.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 118 found (avg delta 0.84, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Jul 159.3011.85$10.5824.1%5251.0017
$47.00Jul 158.3010.85$9.5726.6%3081.004
$48.00Jul 157.309.85$8.5729.8%4351.002
$49.00Jul 156.308.85$7.5733.7%1521.00--
$50.00Jul 155.307.85$6.5738.8%2881.008
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$63.00Jul 175.807.95$6.8831.3%71.00--
$64.00Jul 176.957.85$7.4012.2%71.00--
$61.00Jul 153.155.70$4.4357.6%2100.99--
$66.00Jul 158.1510.70$9.4327.0%110.99--
$67.00Jul 159.2511.70$10.4823.4%820.99--

Most actively traded options today. High liquidity = easy entry/exit. 259 active (total vol 102.5K, top 12.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Aug 281.681.95$1.8214.8%11.6K0.61243
$59.00Aug 210.260.56$0.4173.2%7.1K0.234.7K
$56.00Jul 170.590.75$0.6723.9%4.8K0.7817.2K
$56.50Jul 150.000.15$0.08187.5%3.5K0.875.7K
$55.00Jul 171.541.87$1.7119.3%2.4K0.9448.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.50Jul 170.200.28$0.2433.3%12.6K0.45127
$52.00Aug 210.150.37$0.2684.6%7.7K0.1246.3K
$56.00Jul 170.070.14$0.1163.6%5.7K0.236.7K
$56.50Jul 150.000.04$0.02200.0%4.9K0.36227
$56.00Jul 150.000.01$0.01100.0%4.3K0.043.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 44 strikes (avg 829.8%, max 3028.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$49.00Jul 15Aug 21800.8%25.6%3028.1%155--
$50.00Jul 15Aug 21705.7%23.8%2861.0%57420.1K
$52.50Jul 15Aug 28449.1%16.4%2636.3%83--
$51.00Jul 15Aug 21603.6%22.4%2597.8%47330.7K
$48.00Jul 15Aug 21908.3%35.2%2481.8%4372
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$61.00Jul 15Aug 21419.2%15.2%2662.6%265--
$53.50Jul 15Aug 28318.6%19.0%1578.4%72218
$59.00Jul 15Aug 21282.2%17.2%1543.8%5433
$55.00Jul 15Aug 28174.5%15.1%1058.3%193.7K
$64.00Jul 15Jul 17702.0%88.1%696.6%151--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 68 found (best R:R 10.54, avg 2.81)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$58.50$60.00Aug 7$0.13$1.37$0.1310.54$58.63
$58.00$59.00Jul 20$0.11$0.89$0.118.09$58.11
$58.00$59.00Aug 14$0.12$0.88$0.127.33$58.12
$58.00$59.00Aug 21$0.18$0.82$0.184.56$58.18
$56.50$57.00Jul 20$0.10$0.40$0.104.00$56.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$52.00$51.00Aug 28$0.10$0.90$0.109.00$51.90
$54.00$52.50Aug 14$0.16$1.34$0.168.37$53.84
$54.00$53.00Aug 21$0.11$0.89$0.118.09$53.89
$58.00$57.00Aug 28$0.12$0.88$0.127.33$57.88
$48.00$47.00Aug 21$0.13$0.87$0.136.69$47.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 92 found (best R:R 14.00, avg 1.82)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$53.00$54.50Jul 31$1.40$1.40$0.1014.00$54.40
$52.50$54.00Aug 28$1.40$1.40$0.1014.00$53.90
$53.50$55.00Jul 15$1.37$1.37$0.1310.54$54.87
$52.00$55.00Aug 14$2.71$2.71$0.299.34$54.71
$55.00$56.00Jul 20$0.88$0.88$0.127.33$55.88
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$60.00$59.00Aug 21$0.88$0.88$0.127.33$59.12
$61.00$60.00Aug 21$0.83$0.83$0.174.88$60.17
$62.00$61.00Jul 17$0.82$0.82$0.184.56$61.18
$57.50$57.00Jul 29$0.37$0.37$0.132.85$57.13
$55.00$54.50Aug 7$0.37$0.37$0.132.85$54.63

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 24 found (avg debit $0.19, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$50.00Jul 15Jul 17$0.06705.7%74.1%
$52.00Jul 15Jul 17$0.06500.8%48.5%
$53.00Jul 15Jul 17$0.07402.1%42.6%
$52.50Jul 15Jul 17$0.08449.1%47.4%
$53.50Jul 15Jul 17$0.08318.6%37.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$49.00Jul 17Aug 21$0.0684.8%25.6%
$53.00Jul 24Jul 29$0.0822.8%24.8%
$56.00Jul 15Jul 17$0.1071.5%19.6%
$59.00Jul 15Aug 21$0.11282.2%17.2%
$50.00Jul 17Jul 24$0.1174.1%51.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 78 found (cheapest 0.18% of stock, avg 4.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$56.50Jul 15$0.08$0.02$0.10$56.40$56.600.18%
$57.00Jul 15$0.01$0.36$0.37$56.63$57.370.65%
$56.50Jul 17$0.35$0.24$0.59$55.91$57.091.04%
$57.00Jul 17$0.12$0.49$0.61$56.39$57.611.08%
$56.50Jul 20$0.31$0.35$0.66$55.84$57.161.17%
$57.00Jul 20$0.21$0.52$0.73$56.27$57.731.29%
$57.00Jul 24$0.31$0.43$0.74$56.26$57.741.31%
$57.00Jul 22$0.18$0.57$0.75$56.25$57.751.33%
$56.00Jul 17$0.67$0.11$0.78$55.22$56.781.38%
$56.00Jul 20$0.74$0.10$0.84$55.16$56.841.49%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 180 found (cheapest 0.12% of stock, avg 1.33%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$57.50$55.00Jul 17$0.04$0.03$0.07$54.93$57.57
$57.50$55.50Jul 17$0.04$0.05$0.09$55.41$57.59
$59.00$54.50Jul 24$0.03$0.06$0.09$54.41$59.09
$57.50$54.00Jul 17$0.04$0.06$0.10$53.90$57.60
$58.50$55.00Jul 22$0.04$0.06$0.10$54.90$58.60
$59.00$55.00Jul 24$0.03$0.10$0.13$54.87$59.13
$57.00$55.00Jul 17$0.12$0.03$0.15$54.85$57.15
$57.50$56.00Jul 17$0.04$0.11$0.15$55.85$57.65
$57.00$55.50Jul 17$0.12$0.05$0.17$55.33$57.17
$58.00$54.50Jul 24$0.11$0.06$0.17$54.33$58.17

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 83 found (best R:R 6.14, avg credit $0.61)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
51/5255/56Aug 21$0.86$0.146.14$51.14$55.86
47/4855/56Aug 21$0.85$0.155.67$47.15$55.85
53/5455/56Aug 21$0.83$0.174.88$53.17$55.83
55/5657/58Aug 21$0.81$0.194.26$55.19$57.81
56/5656/57Jul 31$0.40$0.104.00$55.60$56.90
52/5454/55Aug 28$1.19$0.313.84$52.31$55.19
56/5760/60Aug 28$0.39$0.113.55$56.61$59.89
56/5658/58Jul 22$0.38$0.123.17$56.12$58.38
55/5656/56Jul 24$0.38$0.123.17$55.12$56.38
54/5556/57Aug 21$0.76$0.243.17$54.24$56.76

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 59 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$56.00$57.00$58.00Aug 21$0.06$0.9415.67
$54.00$55.00$56.00Aug 21$0.09$0.9110.11
$57.00$57.50$58.00Jul 31$0.05$0.459.00
$58.00$59.00$60.00Aug 14$0.11$0.898.09
$57.00$57.50$58.00Jul 17$0.06$0.447.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$65.00$66.00$67.00Jul 15$0.05$0.9519.00
$53.00$54.00$55.00Aug 21$0.09$0.9110.11
$55.00$55.50$56.00Jul 20$0.05$0.459.00
$55.00$56.00$57.00Aug 21$0.10$0.909.00
$50.00$51.00$52.00Aug 21$0.11$0.898.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 108 found (best net $-0.02, 78 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$52.00$54.001:2Jul 24-$0.66$1.34
$49.00$52.001:2Jul 20-$1.73$1.27
$53.50$55.001:2Jul 15-$0.34$1.16
$58.00$59.001:2Jul 17$0.00$1.00
$58.00$59.001:2Aug 14-$0.05$0.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$51.00$48.001:2Jul 31-$0.02$2.98
$55.00$53.501:2Jul 15-$0.01$1.49
$54.00$52.501:2Aug 14-$0.13$1.37
$52.00$51.001:2Aug 28$0.00$1.00
$50.00$49.001:2Aug 21-$0.05$0.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 1.79%, avg 0.60%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.00Aug 21$1.010.460.8%1.79%2.56%1.0K7.9K
$57.00Aug 28$0.930.460.8%1.64%2.42%4027
$57.00Aug 14$0.840.440.8%1.49%2.26%153214
$58.00Aug 28$0.720.352.5%1.27%3.82%21309
$57.00Aug 7$0.510.440.8%0.90%1.68%35224
$58.00Aug 21$0.480.332.5%0.85%3.39%52611.1K
$57.50Aug 28$0.360.381.7%0.64%2.30%1613
$57.00Jul 31$0.330.360.8%0.58%1.36%2942.1K
$57.50Aug 14$0.300.341.7%0.53%2.19%312
$57.50Aug 7$0.290.361.7%0.51%2.17%2040

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 55,965
Total Puts 48,452
Put/Call Ratio 0.87
Net Difference 7,513

Prior's Put/Call Breakdown

Total Calls 97,824
Total Puts 48,857
Put/Call Ratio 0.50
Net Difference 48,967

Prior 7-Day Put/Call Summary

Total Calls 553,383
Total Puts 449,714
Average Put/Call Ratio 0.83
Ratio Trend Rising

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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