Tour v344
XLF
State StreetFinSelSectSPDRETF
$56.75 +0.34%
7/16 18:05

Option Volume

Detail
Current (07/16) 81,429
Calls: 47,780 (59%)
Puts: 33,649 (41%)
Prior (07/15) 104,417
Calls: 55,965 (54%)
Puts: 48,452 (46%)
Current vs Prior -22.02%
Calls: -14.63% (Calls)
Puts: -30.55% (Puts)
Prior 7-Day Total 1,034,212
Calls: 558,760 (54%)
Puts: 475,452 (46%)
Prior 7-Day Average 147,744
Calls: 79,822 (54%)
Puts: 67,921 (46%)
Current vs Prior 7-Day Avg -44.89%
Calls: -40.14%
Puts: -50.46%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/16) $8.81M
Calls: $7.96M (90%)
Puts: $847.5K (10%)
Prior (07/15) $11.84M
Calls: $10.12M (85%)
Puts: $1.72M (15%)
Current vs Prior -25.60%
Calls: -21.35%
Puts: -50.66%
Prior 7-Day Total $73.85M
Calls: $59.41M (80%)
Puts: $14.44M (20%)
Prior 7-Day Average $10.55M
Calls: $8.49M (80%)
Puts: $2.06M (20%)
Current vs Prior 7-Day Avg -16.54%
Calls: -6.24%
Puts: -58.91%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/16) 0.70
Prior (07/15) 0.87
Current vs Prior -18.66%
Prior 7-Day Average 0.89
Current vs Prior 7-Day Avg -20.89%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/16) 1,348,108
Calls: 596,922 (44%)
Puts: 751,186 (56%)
Prior (07/15) 1,090,204
Calls: 550,096 (50%)
Puts: 540,108 (50%)
Current vs Prior +23.66%
Prior 7-Day Total 8,860,118
Calls: 4,267,805 (48%)
Puts: 4,592,313 (52%)
Prior 7-Day Average 1,265,731
Calls: 609,686 (48%)
Puts: 656,044 (52%)
Current vs Prior 7-Day Avg +6.51%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/20)Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 1.15% | 1.67%1.15% | 2.15%1.15% | 5.18%
Prior 1.49% | 1.47%1.49% | 1.73%0.78% | 5.14%
Current vs Prior -22.88% | +14.07%-22.87% | +24.07%+47.24% | +0.69%
Prior 7-Day Avg 1.53% | 2.71%2.02% | 2.92%2.91% | 5.41%
Current vs 7-Day Avg -25.32% | -38.25%-43.36% | -26.42%-60.70% | -4.27%
Prior 7-Day Eod 1.49% | 1.47%1.49% | 1.73%0.78% | 5.14%
Current vs 7-Day Eod -22.88% | +14.07%-22.87% | +24.07%+47.24% | +0.69%
Sentiment BULLISHBULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 16.66% | 16.06%
Calls: 16.00% | 11.43%
Puts: 17.31% | 20.69%
Prior 46.60% | 12.88%
Calls: 26.53% | 11.48%
Puts: 66.67% | 14.29%
Current vs Prior -64.25% | +24.69%
Prior 7-Day Avg 20.79% | 12.57%
Calls: 16.28% | 13.31%
Puts: 25.31% | 11.83%
Current vs 7-Day Avg -19.87% | +27.74%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 90% of dollar volume in calls ($7.96M) vs puts ($847.5K). Rising open interest (up 24%) indicates new positions being established.

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 NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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 15 of results (avg 7.6%, best 4.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$48.00Jul 248.659.05$8.854.5%--0.88155
$52.00Aug 214.955.20$5.084.9%280.943.6K
$56.00Aug 211.671.78$1.736.4%1.2K0.6155.1K
$53.00Jul 173.603.85$3.736.7%231.0017.6K
$53.00Aug 214.004.30$4.157.2%410.8937.5K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$51.00Aug 210.100.11$0.119.1%520.0667.2K
$60.00Aug 213.153.45$3.309.1%50.86244

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.50, cheapest $0.11)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.00Aug 210.600.73$0.6719.4%8380.3410.7K
$56.50Jul 310.820.99$0.9118.7%270.553.8K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$51.00Aug 210.100.11$0.119.1%520.0667.2K
$54.00Aug 210.290.35$0.3218.8%2930.182.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 128 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Jul 179.2012.70$10.9532.0%21.0031
$47.00Jul 179.1511.70$10.4324.4%--1.00180
$48.00Jul 177.5010.05$8.7829.0%351.00147
$49.00Jul 176.509.70$8.1039.5%311.00153
$49.50Jul 175.159.20$7.1856.4%341.0022
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Jul 171.455.35$3.40114.7%110.995
$59.00Jul 171.214.50$2.86115.0%20.982
$58.00Jul 170.832.68$1.76105.1%--0.9818
$64.00Jul 175.709.05$7.3845.4%100.977
$57.50Jul 170.011.00$0.51194.1%--0.9116

Most actively traded options today. High liquidity = easy entry/exit. 226 active (total vol 80.2K, top 12.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Jul 311.121.34$1.2317.9%12.3K0.6611.0K
$55.50Jul 311.441.73$1.5918.2%10.0K0.6510.1K
$56.00Jul 170.640.87$0.7630.3%3.9K1.0015.6K
$55.00Jul 171.651.86$1.7611.9%3.3K1.0046.1K
$56.50Jul 170.220.40$0.3158.1%2.3K0.675.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.00Aug 140.340.54$0.4445.5%9.1K0.2595
$55.00Jul 170.000.03$0.02150.0%7.0K0.0422.5K
$56.50Jul 170.100.18$0.1457.1%4.2K0.3811.3K
$55.50Jul 170.020.03$0.0333.3%1.9K0.075.2K
$56.00Jul 170.010.07$0.04150.0%1.9K0.137.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 50 strikes (avg 192.1%, max 584.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$46.00Jul 17Aug 21214.1%31.3%584.8%244
$48.00Jul 17Aug 21167.6%27.4%512.3%35399
$65.00Jul 17Aug 28272.5%47.8%469.6%--3.5K
$50.00Jul 17Aug 21107.6%24.0%349.0%3226.5K
$61.00Jul 17Aug 2883.8%18.7%348.0%--40
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Jul 17Aug 21167.6%27.4%512.3%2551.3K
$46.00Jul 17Aug 28214.1%36.9%480.4%--9.9K
$50.00Jul 17Aug 28107.6%25.9%316.2%1038.2K
$51.00Jul 17Aug 2184.7%22.1%282.7%6497.3K
$49.50Jul 17Aug 28114.6%31.9%259.7%--1.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 87 found (best R:R 14.38, avg 2.34)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$58.50$60.00Aug 7$0.10$1.40$0.1014.00$58.60
$54.00$55.00Jul 20$0.11$0.89$0.118.09$54.11
$59.00$60.00Aug 21$0.15$0.85$0.155.67$59.15
$60.00$61.00Aug 21$0.15$0.85$0.155.67$60.15
$58.00$58.50Jul 31$0.11$0.39$0.113.55$58.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$52.00$50.00Aug 28$0.13$1.87$0.1314.38$51.87
$54.00$53.00Aug 21$0.11$0.89$0.118.09$53.89
$55.00$53.00Jul 27$0.30$1.70$0.305.67$54.70
$55.00$54.00Aug 21$0.15$0.85$0.155.67$54.85
$49.00$46.00Aug 28$0.51$2.49$0.514.88$48.49

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 108 found (best R:R 14.00, avg 1.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$49.50$51.00Jul 31$1.40$1.40$0.1014.00$50.90
$54.00$55.00Aug 21$0.90$0.90$0.109.00$54.90
$53.00$54.00Aug 21$0.87$0.87$0.136.69$53.87
$50.00$52.00Aug 14$1.68$1.68$0.325.25$51.68
$50.50$51.50Jul 24$0.80$0.80$0.204.00$51.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$58.00$57.00Jul 24$0.78$0.78$0.223.55$57.22
$54.00$53.50Aug 14$0.37$0.37$0.132.85$53.63
$58.00$57.00Aug 7$0.69$0.69$0.312.23$57.31
$58.00$57.00Jul 31$0.66$0.66$0.341.94$57.34
$53.50$53.00Aug 7$0.33$0.33$0.171.94$53.17

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 33 found (avg debit $0.34, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$54.50Jul 17Jul 24$0.0535.4%20.2%
$57.50Jul 17Jul 20$0.0521.5%14.0%
$60.00Jul 17Jul 20$0.1049.1%41.1%
$59.00Jul 17Jul 20$0.1136.3%32.3%
$49.50Jul 17Jul 31$0.12114.6%55.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$50.00Jul 17Jul 24$0.07107.6%50.6%
$56.50Jul 17Jul 20$0.0818.7%13.8%
$52.00Jul 17Jul 24$0.0970.7%39.5%
$54.00Jul 17Jul 20$0.1047.1%38.1%
$54.50Jul 17Jul 20$0.1035.4%32.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 115 found (cheapest 0.78% of stock, avg 6.52%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$57.00Jul 17$0.10$0.34$0.44$56.56$57.440.78%
$56.50Jul 17$0.31$0.14$0.45$56.05$56.950.79%
$57.50Jul 17$0.03$0.51$0.54$56.96$58.040.95%
$56.50Jul 20$0.48$0.22$0.70$55.80$57.201.23%
$57.00Jul 20$0.23$0.47$0.70$56.30$57.701.23%
$56.00Jul 17$0.76$0.04$0.80$55.20$56.801.41%
$56.50Jul 22$0.66$0.25$0.91$55.59$57.411.60%
$55.50Jul 22$0.88$0.11$0.99$54.51$56.491.74%
$57.00Jul 24$0.41$0.59$1.00$56.00$58.001.76%
$56.50Jul 24$0.63$0.39$1.02$55.48$57.521.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 218 found (cheapest 0.11% of stock, avg 1.67%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$57.50$55.50Jul 17$0.03$0.03$0.06$55.44$57.56
$57.50$56.00Jul 17$0.03$0.04$0.07$55.93$57.57
$57.00$55.50Jul 17$0.10$0.03$0.13$55.37$57.13
$57.00$56.00Jul 17$0.10$0.04$0.14$55.86$57.14
$57.50$55.50Jul 20$0.08$0.07$0.15$55.35$57.65
$57.50$56.50Jul 17$0.03$0.14$0.17$56.33$57.67
$60.00$55.50Jul 20$0.11$0.07$0.18$55.32$60.18
$57.50$54.50Jul 20$0.08$0.11$0.19$54.31$57.69
$57.50$54.00Jul 20$0.08$0.11$0.19$53.81$57.69
$59.00$55.50Jul 20$0.12$0.07$0.19$55.31$59.19

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 57 found (best R:R 9.71, avg credit $0.60)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
53/5455/56Jul 22$1.36$0.149.71$53.14$56.36
53/5457/58Jul 22$1.36$0.149.71$53.14$58.36
54/5556/57Aug 21$0.81$0.194.26$54.19$56.81
50/5254/55Aug 28$1.55$0.453.44$50.45$55.55
53/5456/57Aug 21$0.77$0.233.35$53.23$56.77
48/5050/52Jul 24$1.14$0.363.17$48.36$51.64
56/5657/58Aug 7$0.38$0.123.17$55.62$57.38
53/5455/56Aug 21$0.76$0.243.17$53.24$55.76
56/5660/61Aug 28$0.76$0.243.17$55.24$60.76
54/5556/56Jul 22$0.37$0.132.85$54.63$56.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 82 found (best R:R 24.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$52.00$53.00$54.00Aug 21$0.06$0.9415.67
$57.00$58.00$59.00Aug 21$0.09$0.9110.11
$57.00$57.50$58.00Jul 17$0.05$0.459.00
$57.00$57.50$58.00Aug 14$0.05$0.459.00
$47.00$48.00$49.00Aug 21$0.10$0.909.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$60.00$62.00$64.00Jul 17$0.08$1.9224.00
$56.00$57.00$58.00Aug 21$0.07$0.9313.29
$46.00$47.00$48.00Jul 17$0.08$0.9211.50
$55.50$56.00$56.50Jul 24$0.05$0.459.00
$51.00$52.00$53.00Aug 21$0.10$0.909.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 130 found (best net $-0.04, 101 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$61.00$64.001:2Jul 17-$0.04$2.96
$61.00$65.001:2Aug 28-$1.96$2.04
$58.50$60.001:2Aug 7-$0.02$1.48
$59.00$60.001:2Jul 31-$0.06$0.94
$59.00$60.001:2Aug 21-$0.06$0.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$50.00$47.001:2Jul 31-$0.90$2.10
$52.00$50.001:2Aug 28-$0.05$1.95
$51.50$49.001:2Aug 14-$0.98$1.52
$49.50$48.001:2Jul 24-$0.17$1.33
$51.00$49.001:2Aug 7-$0.73$1.27

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 1.94%, avg 0.76%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$57.00Aug 28$1.100.460.4%1.94%2.38%1354
$57.00Aug 21$0.990.470.4%1.74%2.19%5998.0K
$57.00Aug 14$0.840.510.4%1.48%1.92%408228
$57.50Aug 28$0.840.411.3%1.48%2.80%1116
$57.00Aug 7$0.710.460.4%1.25%1.69%43257
$57.50Aug 14$0.610.411.3%1.07%2.40%5212
$58.00Aug 28$0.610.342.2%1.07%3.28%1325
$58.00Aug 21$0.600.342.2%1.06%3.26%83810.7K
$57.00Jul 31$0.540.440.4%0.95%1.39%4952.1K
$57.50Aug 7$0.480.381.3%0.85%2.17%1260

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 47,780
Total Puts 33,649
Put/Call Ratio 0.70
Net Difference 14,131

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 558,760
Total Puts 475,452
Average Put/Call Ratio 0.89
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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