Tour v291
XLF
State StreetFinSelSectSPDRETF
$56.10 +0.86%
7/6 15:07

Option Volume

Detail
Current (07/06 3:05pm) 60,368
Calls: 48,121 (80%)
Puts: 12,247 (20%)
Prior (07/02) 78,159
Calls: 47,090 (60%)
Puts: 31,069 (40%)
Current vs Prior -22.76%
Calls: +2.19% (Calls)
Puts: -60.58% (Puts)
Prior 7-Day Total 547,941
Calls: 338,901 (62%)
Puts: 209,040 (38%)
Prior 7-Day Average 78,277
Calls: 48,414 (62%)
Puts: 29,862 (38%)
Current vs Prior 7-Day Avg -22.88%
Calls: -0.61%
Puts: -58.99%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/06 3:05pm) $2.75M
Calls: $2.48M (90%)
Puts: $274.1K (10%)
Prior (07/02) $3.44M
Calls: $3.02M (88%)
Puts: $421.6K (12%)
Current vs Prior -20.02%
Calls: -17.92%
Puts: -35.00%
Prior 7-Day Total $24.64M
Calls: $19.60M (80%)
Puts: $5.05M (20%)
Prior 7-Day Average $3.52M
Calls: $2.80M (80%)
Puts: $720.7K (20%)
Current vs Prior 7-Day Avg -21.84%
Calls: -11.50%
Puts: -61.97%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/06 3:05pm) 0.25
Prior (07/02) 0.66
Current vs Prior -61.43%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg -72.68%
Sentiment BULLISH

Open Interest

Detail
Current (07/06 3:05pm) 777,255
Calls: 416,034 (54%)
Puts: 361,221 (46%)
Prior (07/02) 800,815
Calls: 433,080 (54%)
Puts: 367,735 (46%)
Current vs Prior -2.94%
Prior 7-Day Total 5,775,226
Calls: 3,046,113 (53%)
Puts: 2,729,113 (47%)
Prior 7-Day Average 825,032
Calls: 435,159 (53%)
Puts: 389,873 (47%)
Current vs Prior 7-Day Avg -5.79%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/13)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 1.82% | 2.62%1.82% | 2.78%2.78% | 5.44%
Prior 1.35% | 2.30%-- | ---- | --
Current vs Prior +34.62% | +13.94%-- | ---- | --
Prior 7-Day Avg 1.64% | 2.36%-- | ---- | --
Current vs 7-Day Avg +10.96% | +11.06%-- | ---- | --
Prior 7-Day Eod 1.35% | 2.30%-- | ---- | --
Current vs 7-Day Eod +34.62% | +13.94%-- | ---- | --
Sentiment BEARISH----

Relative Spread

Detail
Expiry | Next
Current 9.17% | 18.88%
Calls: 4.55% | 18.37%
Puts: 13.79% | 19.39%
Prior 9.76% | 2.50%
Calls: 16.28% | 1.43%
Puts: 3.23% | 3.57%
Current vs Prior -6.05% | +655.20%
Prior 7-Day Avg 10.78% | 5.68%
Calls: 11.01% | 5.88%
Puts: 10.56% | 5.49%
Current vs 7-Day Avg -14.97% | +232.23%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 90% of dollar volume in calls ($2.48M) vs puts ($274.1K). Extreme bullish P/C ratio of 0.25 - heavy call buying (48,121 calls vs 12,247 puts). P/C ratio dropping 61% - 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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 91 of results (avg 5.8%, best 1.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$51.00Jul 105.105.20$5.151.9%10.9988
$46.00Jul 1710.0510.25$10.152.0%--0.9934
$55.00Jul 171.411.44$1.422.1%4490.7649.5K
$47.00Jul 179.059.25$9.152.2%--1.0087
$54.00Jul 172.282.34$2.312.6%2960.8843.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$55.50Jul 170.360.38$0.375.4%470.3414
$54.50Jul 170.160.17$0.175.9%6500.171.5K
$55.00Jul 310.470.50$0.496.1%1570.31319
$57.00Jul 171.101.18$1.147.0%200.7011.3K
$56.00Jul 170.530.57$0.557.3%2.7K0.46427

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 56 found (avg $0.46, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$58.00Jul 170.100.11$0.119.1%550.134.8K
$57.00Jul 130.110.12$0.128.3%1000.20--
$58.00Jul 240.170.20$0.1915.8%3.8K0.18116
$56.50Jul 100.200.22$0.219.5%2.6K0.34222
$57.50Jul 240.260.30$0.2814.3%370.251.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$53.00Jul 170.060.07$0.0714.3%4050.0717.6K
$55.00Jul 100.070.08$0.0812.5%1.8K0.141.6K
$55.00Jul 130.100.12$0.1118.2%310.17--
$53.00Jul 240.100.12$0.1118.2%260.09197
$54.00Jul 170.110.12$0.128.3%9420.1225.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 93 found (avg delta 0.84, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$47.00Jul 179.059.25$9.152.2%--1.0087
$45.00Jul 1010.6011.20$10.905.5%30.99--
$45.50Jul 1010.0511.20$10.6310.8%20.99--
$46.00Jul 109.6010.60$10.109.9%10.99--
$51.50Jul 104.504.70$4.604.3%10.9952
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$65.00Jul 108.8010.45$9.6317.1%41.00--
$58.00Jul 101.852.01$1.938.3%440.9710
$57.00Jul 100.911.04$0.9813.3%150.843
$58.50Aug 142.452.71$2.5810.1%10.78--
$58.00Aug 71.992.26$2.1312.7%10.75--

Most actively traded options today. High liquidity = easy entry/exit. 185 active (total vol 60.4K, top 22.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Jul 100.430.45$0.444.5%22.8K0.5655.9K
$58.00Jul 310.260.31$0.2917.2%5.1K0.225.2K
$57.00Jul 170.290.31$0.306.7%3.8K0.3012.1K
$58.00Jul 240.170.20$0.1915.8%3.8K0.18116
$56.00Jul 170.720.77$0.756.7%3.8K0.5423.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Jul 170.530.57$0.557.3%2.7K0.46427
$55.00Jul 100.070.08$0.0812.5%1.8K0.141.6K
$55.50Jul 100.140.16$0.1513.3%1.6K0.261.1K
$54.00Jul 170.110.12$0.128.3%9420.1225.1K
$54.00Jul 100.020.03$0.0333.3%7040.057.7K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 42 strikes (avg 54.8%, max 123.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$46.00Jul 10Jul 2477.8%40.0%94.4%144
$50.50Jul 10Jul 3144.3%24.4%81.4%132
$49.00Jul 10Jul 2455.0%30.4%80.7%--31
$50.00Jul 10Jul 2447.7%27.2%75.3%--61
$52.00Jul 10Aug 1433.2%19.5%70.1%4193
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$48.00Jul 10Aug 762.7%28.1%123.3%--2.3K
$49.00Jul 10Aug 1455.0%24.6%123.2%--1.7K
$48.50Jul 10Aug 759.1%27.4%115.8%2521
$47.00Jul 10Jul 3170.0%33.4%109.6%--300
$46.00Jul 10Jul 2477.8%40.0%94.4%--155

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 55 found (best R:R 10.54, avg 2.34)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$58.50$60.00Jul 31$0.13$1.37$0.1310.54$58.63
$59.00$60.00Aug 7$0.10$0.90$0.109.00$59.10
$58.00$59.00Jul 24$0.12$0.88$0.127.33$58.12
$58.50$59.50Aug 14$0.16$0.84$0.165.25$58.66
$57.00$58.00Jul 20$0.21$0.79$0.213.76$57.21
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$54.50$52.00Aug 14$0.33$2.17$0.336.58$54.17
$55.00$54.00Jul 20$0.14$0.86$0.146.14$54.86
$56.00$55.00Jul 13$0.24$0.76$0.243.17$55.76
$55.50$55.00Jul 17$0.12$0.38$0.123.17$55.38
$55.00$54.50Aug 7$0.12$0.38$0.123.17$54.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 70 found (best R:R 4.77, avg 1.19)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$53.00$54.50Aug 14$1.24$1.24$0.264.77$54.24
$55.00$55.50Jul 10$0.40$0.40$0.104.00$55.40
$54.00$56.00Jul 20$1.55$1.55$0.453.44$55.55
$55.00$55.50Jul 24$0.38$0.38$0.123.17$55.38
$54.50$55.00Jul 31$0.38$0.38$0.123.17$54.88
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$58.00$57.50Aug 7$0.35$0.35$0.152.33$57.65
$57.50$56.50Aug 7$0.62$0.62$0.381.63$56.88
$57.00$56.00Jul 17$0.59$0.59$0.411.44$56.41
$56.50$56.00Jul 10$0.28$0.28$0.221.27$56.22
$57.00$56.50Jul 31$0.27$0.27$0.231.17$56.73

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 21 found (avg debit $0.14, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$46.00Jul 10Jul 17$0.0577.8%49.3%
$52.50Jul 10Jul 17$0.0531.5%23.8%
$48.00Jul 17Jul 24$0.0539.9%33.4%
$53.50Jul 10Jul 17$0.0825.1%20.5%
$58.00Jul 10Jul 17$0.0917.4%16.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$53.00Jul 10Jul 17$0.0527.6%22.3%
$53.50Jul 10Jul 17$0.0625.1%20.5%
$54.00Jul 10Jul 17$0.0921.9%19.4%
$54.50Jul 10Jul 17$0.1220.2%18.2%
$57.00Jul 10Jul 17$0.1615.2%16.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 83 found (cheapest 1.32% of stock, avg 6.66%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$56.00Jul 10$0.44$0.30$0.74$55.26$56.741.32%
$56.50Jul 10$0.21$0.58$0.79$55.71$57.291.41%
$56.00Jul 13$0.49$0.35$0.84$55.16$56.841.50%
$55.50Jul 10$0.80$0.15$0.95$54.55$56.451.69%
$57.00Jul 10$0.08$0.98$1.06$55.94$58.061.89%
$55.00Jul 10$1.20$0.08$1.28$53.72$56.282.28%
$56.00Jul 17$0.75$0.55$1.30$54.70$57.302.32%
$55.00Jul 13$1.24$0.11$1.35$53.65$56.352.41%
$56.00Jul 20$0.77$0.59$1.36$54.64$57.362.42%
$55.50Jul 17$1.05$0.37$1.42$54.08$56.922.53%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 138 found (cheapest 0.14% of stock, avg 1.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$57.50$54.50Jul 10$0.03$0.05$0.08$54.42$57.58
$57.50$55.00Jul 10$0.03$0.08$0.11$54.89$57.61
$57.00$54.50Jul 10$0.08$0.05$0.13$54.37$57.13
$57.00$55.00Jul 10$0.08$0.08$0.16$54.84$57.16
$59.00$54.00Jul 17$0.04$0.12$0.16$53.84$59.16
$57.50$55.50Jul 10$0.03$0.15$0.18$55.32$57.68
$59.00$54.00Jul 20$0.04$0.14$0.18$53.82$59.18
$59.00$54.50Jul 17$0.04$0.17$0.21$54.29$59.21
$57.00$55.50Jul 10$0.08$0.15$0.23$55.27$57.23
$57.00$55.00Jul 13$0.12$0.11$0.23$54.77$57.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 3.55, avg credit $0.52)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
54/5556/56Aug 7$0.39$0.113.55$54.61$56.39
55/5656/57Aug 7$0.39$0.113.55$55.11$56.89
54/5556/57Aug 7$0.35$0.152.33$54.65$56.85
54/5556/57Jul 20$0.57$0.431.33$54.43$56.57
55/5657/58Jul 20$0.52$0.481.08$55.48$57.52
54/5557/58Jul 20$0.35$0.650.54$54.65$57.35
52/5456/57Aug 14$0.84$1.660.51$53.66$56.84
52/5455/56Aug 14$0.67$1.830.37$53.83$55.67
52/5456/56Aug 14$0.66$1.840.36$53.84$56.16
52/5457/58Aug 14$0.51$1.990.26$53.99$57.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 40 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$58.00$59.00$60.00Jul 17$0.05$0.9519.00
$58.00$59.00$60.00Jul 20$0.08$0.9211.50
$58.00$59.00$60.00Jul 24$0.08$0.9211.50
$49.00$49.50$50.00Jul 17$0.05$0.459.00
$54.50$55.00$55.50Jul 17$0.05$0.459.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$55.00$55.50$56.00Jul 17$0.06$0.447.33
$54.50$55.00$55.50Jul 31$0.06$0.447.33
$55.00$55.50$56.00Jul 24$0.07$0.436.14
$55.50$56.00$56.50Aug 7$0.07$0.436.14
$55.00$55.50$56.00Jul 10$0.08$0.425.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 81 found (best net $--, 66 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$61.00$65.001:2Jul 17$0.00$4.00
$58.00$59.001:2Jul 10$0.00$1.00
$59.00$60.001:2Jul 17$0.00$1.00
$59.00$60.001:2Aug 7$0.00$1.00
$56.00$57.001:2Aug 14-$0.32$0.68
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$46.00$45.001:2Jul 17$0.00$1.00
$48.00$47.001:2Jul 17$0.00$1.00
$55.00$54.001:2Jul 20$0.00$1.00
$52.00$51.001:2Aug 7-$0.10$0.90
$57.50$56.501:2Aug 7-$0.54$0.46

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 30 found (best yield 1.62%, avg 0.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$56.50Aug 7$0.910.460.7%1.62%2.34%729
$57.00Aug 14$0.780.401.6%1.39%2.99%3--
$56.50Jul 31$0.770.450.7%1.37%2.09%46109
$57.00Aug 7$0.680.391.6%1.21%2.82%227
$56.50Jul 24$0.600.430.7%1.07%1.78%75277
$57.50Aug 14$0.590.342.5%1.05%3.55%1--
$57.00Jul 31$0.550.371.6%0.98%2.58%373109
$57.50Aug 7$0.500.322.5%0.89%3.39%39
$56.50Jul 17$0.450.420.7%0.80%1.52%3642.5K
$58.00Aug 14$0.430.273.4%0.77%4.15%11--

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 48,121
Total Puts 12,247
Put/Call Ratio 0.25
Net Difference 35,874

Prior's Put/Call Breakdown

Total Calls 47,090
Total Puts 31,069
Put/Call Ratio 0.66
Net Difference 16,021

Prior 7-Day Put/Call Summary

Total Calls 338,901
Total Puts 209,040
Average Put/Call Ratio 0.93
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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