Tour v366
XLF
State StreetFinSelSectSPDRETF
$56.04 -0.39%
$56.01 (-0.05%)🌙
as of 07/20 06:05 PM
7/20 18:05

Option Volume

Detail
Current (07/20) 126,800
Calls: 31,669 (25%)
Puts: 95,131 (75%)
Prior (07/17) 72,620
Calls: 32,392 (45%)
Puts: 40,228 (55%)
Current vs Prior +74.61%
Calls: -2.23% (Calls)
Puts: +136.48% (Puts)
Prior 7-Day Total 749,096
Calls: 423,697 (57%)
Puts: 325,399 (43%)
Prior 7-Day Average 107,013
Calls: 60,528 (57%)
Puts: 46,485 (43%)
Current vs Prior 7-Day Avg +18.49%
Calls: -47.68%
Puts: +104.65%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/20) $15.46M
Calls: $6.20M (40%)
Puts: $9.26M (60%)
Prior (07/17) $7.88M
Calls: $4.61M (58%)
Puts: $3.28M (42%)
Current vs Prior +96.05%
Calls: +34.52%
Puts: +182.53%
Prior 7-Day Total $54.98M
Calls: $42.68M (78%)
Puts: $12.31M (22%)
Prior 7-Day Average $7.85M
Calls: $6.10M (78%)
Puts: $1.76M (22%)
Current vs Prior 7-Day Avg +96.79%
Calls: +1.65%
Puts: +426.67%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/20) 3.00
Prior (07/17) 1.24
Current vs Prior +141.88%
Prior 7-Day Average 0.86
Current vs Prior 7-Day Avg +247.98%
Sentiment BEARISH

Open Interest

Detail
Current (07/20) 726,859
Calls: 352,985 (49%)
Puts: 373,874 (51%)
Prior (07/17) 1,368,274
Calls: 595,894 (44%)
Puts: 772,380 (56%)
Current vs Prior -46.88%
Prior 7-Day Total 8,967,360
Calls: 4,175,160 (47%)
Puts: 4,792,200 (53%)
Prior 7-Day Average 1,281,051
Calls: 596,451 (47%)
Puts: 684,600 (53%)
Current vs Prior 7-Day Avg -43.26%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/20) | Next (07/22)Expiry (07/24) | Next (07/31)Expiry (07/20) | Next (08/21)
Current 8.57% | 5.41%2.03% | 2.23%8.57% | 7.73%
Prior 3.23% | 3.23%2.44% | 2.26%2.44% | 5.69%
Current vs Prior +67.14% | -37.12%-16.46% | -1.19%+251.74% | +35.84%
Prior 7-Day Avg 1.67% | 2.37%2.04% | 2.73%1.97% | 5.36%
Current vs 7-Day Avg +223.65% | -14.00%-0.52% | -18.42%+335.49% | +44.13%
Prior 7-Day Eod 3.23% | 3.23%2.44% | 2.26%2.44% | 5.69%
Current vs 7-Day Eod +67.14% | -37.12%-16.46% | -1.19%+251.74% | +35.84%
Sentiment BEARISHBULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 39.61% | 13.28%
Calls: 42.86% | 20.00%
Puts: 36.36% | 6.56%
Prior 18.55% | 19.21%
Calls: 17.86% | 20.00%
Puts: 19.23% | 18.42%
Current vs Prior +113.53% | -30.87%
Prior 7-Day Avg 23.10% | 13.29%
Calls: 17.84% | 12.10%
Puts: 28.35% | 14.48%
Current vs 7-Day Avg +71.50% | -0.08%
Liquidity Expensive
+
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🤖 AI Insights

Elevated premium activity with dollar volume up 96% vs prior. Dollar volume significantly above 7-day average (97% higher). Above-average activity with volume up 75% vs prior. Extreme bearish P/C ratio of 3.00 - heavy put buying.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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 BEARISH
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 7.1%, best 6.1%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.00Jul 243.954.20$4.086.1%30.99144
$56.00Aug 211.201.29$1.257.2%2.0K0.5055.0K
$53.00Aug 143.253.50$3.387.4%--1.0018
$51.50Aug 284.655.05$4.858.2%10.71--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Jul 310.600.64$0.626.5%21.4K0.48949

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.38, cheapest $0.06)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$49.00Aug 210.050.06$0.0616.7%110.037.5K
$54.00Aug 280.420.50$0.4617.4%70.54123
$56.00Jul 310.600.64$0.626.5%21.4K0.48949

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 160 found (avg delta 0.84, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 2010.0012.50$11.2522.2%1961.0039
$46.00Jul 208.6011.50$10.0528.9%1891.0030
$47.00Jul 206.9511.15$9.0546.4%1541.00--
$48.00Jul 205.8510.50$8.1856.8%1211.004
$49.00Jul 205.509.15$7.3349.8%801.006
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.00Jul 240.004.80$2.40200.0%41.001
$55.00Jul 270.144.95$2.55188.6%1241.0010
$54.50Aug 70.215.00$2.61183.5%11.009
$54.50Aug 140.382.56$1.47148.3%--1.0049
$66.00Jul 207.8512.10$9.9842.6%1060.99--

Most actively traded options today. High liquidity = easy entry/exit. 275 active (total vol 124.2K, top 21.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.00Aug 210.300.42$0.3633.3%6.5K0.2311.7K
$59.00Aug 210.050.20$0.13115.4%4.7K0.1111.4K
$56.00Aug 211.201.29$1.257.2%2.0K0.5055.0K
$56.00Jul 200.004.80$2.40200.0%1.4K0.54642
$57.00Aug 210.620.85$0.7431.1%1.3K0.378.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Jul 310.600.64$0.626.5%21.4K0.48949
$53.00Aug 210.170.41$0.2982.8%19.3K0.1722.4K
$54.00Aug 210.290.47$0.3847.4%10.5K0.233.4K
$58.00Aug 212.075.00$3.5482.8%10.1K0.76132
$55.00Jul 310.250.38$0.3240.6%8.7K0.276.5K

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 1136.7%, max 4562.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$54.00Jul 20Aug 28251.6%5.4%4562.2%723
$49.00Jul 20Aug 21758.4%24.9%2942.8%80293
$50.00Jul 20Aug 21656.9%22.8%2782.3%6320.1K
$46.00Jul 20Aug 211075.2%41.5%2492.4%18943
$48.00Jul 20Aug 21866.5%35.1%2371.5%121256
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$54.00Jul 20Aug 28251.6%5.4%4562.2%47143
$53.00Jul 20Aug 28355.4%9.6%3587.2%36232
$60.00Jul 20Aug 21382.2%16.9%2166.9%85201
$59.00Jul 20Aug 21299.1%14.4%1973.7%47471
$61.00Jul 20Jul 22502.4%52.2%861.7%87--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 61 found (best R:R 14.00, avg 2.27)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$59.00Aug 3$0.77$3.23$0.774.19$55.77
$57.00$57.50Jul 24$0.10$0.40$0.104.00$57.10
$56.00$56.50Jul 27$0.10$0.40$0.104.00$56.10
$57.00$57.50Jul 29$0.10$0.40$0.104.00$57.10
$56.50$57.00Jul 31$0.10$0.40$0.104.00$56.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$59.00$57.50Jul 20$0.10$1.40$0.1014.00$58.90
$47.00$46.00Aug 21$0.11$0.89$0.118.09$46.89
$53.50$53.00Jul 24$0.10$0.40$0.104.00$53.40
$57.00$56.50Jul 29$0.10$0.40$0.104.00$56.90
$57.00$56.50Jul 27$0.11$0.39$0.113.55$56.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 75 found (best R:R 7.11, avg 1.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$52.00$55.00Jul 22$2.63$2.63$0.377.11$54.63
$47.00$48.00Jul 20$0.87$0.87$0.136.69$47.87
$48.00$49.00Jul 20$0.85$0.85$0.155.67$48.85
$50.50$51.50Jul 24$0.85$0.85$0.155.67$51.35
$54.00$55.00Aug 21$0.81$0.81$0.194.26$54.81
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$50.00$49.00Jul 31$0.83$0.83$0.174.88$49.17
$58.00$57.00Jul 31$0.79$0.79$0.213.76$57.21
$59.50$59.00Jul 20$0.35$0.35$0.152.33$59.15
$67.00$66.00Jul 20$0.57$0.57$0.431.33$66.43
$56.50$56.00Jul 24$0.27$0.27$0.231.17$56.23

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 33 found (avg debit $0.71, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$57.00Jul 20Jul 22$0.06116.7%21.9%
$59.50Aug 14Aug 28$0.0651.2%43.1%
$52.50Jul 20Jul 24$0.07406.3%175.4%
$47.00Jul 20Jul 22$0.08968.6%100.9%
$46.00Jul 20Jul 22$0.101075.2%112.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$61.00Jul 20Jul 22$0.08502.4%52.2%
$53.50Jul 22Jul 24$0.0933.8%36.3%
$60.00Jul 20Jul 22$0.10382.2%43.6%
$55.50Jul 20Jul 22$0.1172.7%19.8%
$56.00Jul 20Jul 22$0.1295.9%17.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 106 found (cheapest 0.86% of stock, avg 6.61%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$55.50Jul 20$0.47$0.01$0.48$55.02$55.980.86%
$56.00Jul 22$0.31$0.26$0.57$55.43$56.571.02%
$56.00Jul 27$0.32$0.29$0.61$55.39$56.611.09%
$57.00Jul 20$0.01$0.63$0.64$56.36$57.641.14%
$55.50Jul 22$0.57$0.12$0.69$54.81$56.191.23%
$55.50Jul 24$0.66$0.19$0.85$54.65$56.351.52%
$56.00Jul 24$0.48$0.39$0.87$55.13$56.871.55%
$56.50Jul 31$0.39$0.49$0.88$55.62$57.381.57%
$56.50Jul 24$0.24$0.66$0.90$55.60$57.401.61%
$55.50Jul 27$0.75$0.19$0.94$54.56$56.441.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 174 found (cheapest 0.18% of stock, avg 3.92%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$57.50$54.50Jul 24$0.03$0.07$0.10$54.40$57.60
$58.00$55.00Jul 22$0.05$0.06$0.11$54.89$58.11
$57.00$55.00Jul 22$0.07$0.06$0.13$54.87$57.13
$58.00$55.50Jul 22$0.05$0.12$0.17$55.33$58.17
$57.50$54.50Jul 27$0.09$0.09$0.18$54.32$57.68
$57.00$55.50Jul 22$0.07$0.12$0.19$55.31$57.19
$56.50$55.00Jul 22$0.14$0.06$0.20$54.80$56.70
$57.00$54.50Jul 24$0.13$0.07$0.20$54.30$57.20
$59.00$54.50Jul 27$0.12$0.09$0.21$54.29$59.21
$57.50$55.50Jul 24$0.03$0.19$0.22$55.28$57.72

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 20 found (best R:R 4.00, avg credit $0.60)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
54/5456/56Aug 14$0.40$0.104.00$53.60$55.90
46/4752/52Aug 21$0.78$0.223.55$46.22$52.78
54/5456/57Aug 14$0.37$0.132.85$53.63$56.87
54/5557/58Jul 31$0.35$0.152.33$54.65$57.35
56/5758/58Aug 28$0.35$0.152.33$56.65$57.85
53/5456/56Aug 7$0.34$0.162.13$53.16$56.34
52/5256/56Aug 14$0.34$0.162.12$52.16$55.84
51/5355/59Aug 3$2.71$1.292.10$50.29$57.71
56/5758/58Aug 28$0.33$0.171.94$56.67$58.33
56/5656/57Jul 31$0.32$0.181.78$55.68$56.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 64 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$49.50$50.00$50.50Jul 24$0.05$0.459.00
$55.00$55.50$56.00Aug 7$0.05$0.459.00
$56.00$56.50$57.00Aug 7$0.05$0.459.00
$54.50$55.00$55.50Jul 24$0.06$0.447.33
$58.00$58.50$59.00Jul 31$0.06$0.447.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$49.00$50.00$51.00Aug 21$0.07$0.9313.29
$65.00$66.00$67.00Jul 20$0.09$0.9110.11
$54.50$55.00$55.50Aug 7$0.06$0.447.33
$48.00$49.00$50.00Aug 21$0.12$0.887.33
$56.00$56.50$57.00Aug 28$0.06$0.447.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 85 found (best net $-0.12, 56 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$61.00$65.001:2Aug 28-$2.00$2.00
$51.50$54.001:2Aug 28-$0.91$1.59
$60.00$61.001:2Aug 3$0.00$1.00
$59.00$60.001:2Jul 24-$0.07$0.93
$59.00$60.001:2Aug 7-$0.07$0.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$66.00$61.001:2Jul 22-$0.12$4.88
$49.50$48.001:2Jul 24-$0.01$1.49
$51.50$49.001:2Aug 14-$1.06$1.44
$49.00$47.001:2Aug 14-$1.08$0.92
$52.00$51.001:2Aug 21-$0.13$0.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 1.66%, avg 0.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$56.50Aug 28$0.930.380.8%1.66%2.48%3297
$56.50Aug 21$0.630.430.8%1.12%1.95%457--
$57.00Aug 21$0.620.371.7%1.11%2.82%1.3K8.3K
$56.50Aug 7$0.560.350.8%1.00%1.82%98130
$57.50Aug 28$0.420.262.6%0.75%3.35%8722
$56.50Aug 14$0.410.350.8%0.73%1.55%297
$57.00Aug 7$0.360.281.7%0.64%2.36%73250
$58.00Aug 21$0.300.233.5%0.54%4.03%6.5K11.7K
$57.00Jul 31$0.210.291.7%0.37%2.09%7032.1K
$57.50Aug 7$0.210.232.6%0.37%2.98%202258

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 31,669
Total Puts 95,131
Put/Call Ratio 3.00
Net Difference -63,462

Prior's Put/Call Breakdown

Total Calls 32,392
Total Puts 40,228
Put/Call Ratio 1.24
Net Difference -7,836

Prior 7-Day Put/Call Summary

Total Calls 423,697
Total Puts 325,399
Average Put/Call Ratio 0.86
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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