Tour v345
XLF
State StreetFinSelSectSPDRETF
$56.24 -0.91%
7/17 15:11

Option Volume

Detail
Current (07/17 3:10pm) 64,888
Calls: 26,732 (41%)
Puts: 38,156 (59%)
Prior (07/16) 64,204
Calls: 34,977 (54%)
Puts: 29,227 (46%)
Current vs Prior +1.07%
Calls: -23.57% (Calls)
Puts: +30.55% (Puts)
Prior 7-Day Total 898,427
Calls: 517,262 (58%)
Puts: 381,165 (42%)
Prior 7-Day Average 128,346
Calls: 73,894 (58%)
Puts: 54,452 (42%)
Current vs Prior 7-Day Avg -49.44%
Calls: -63.82%
Puts: -29.93%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/17 3:10pm) $4.60M
Calls: $3.25M (71%)
Puts: $1.34M (29%)
Prior (07/16) $5.92M
Calls: $5.15M (87%)
Puts: $770.6K (13%)
Current vs Prior -22.40%
Calls: -36.87%
Puts: +74.31%
Prior 7-Day Total $64.56M
Calls: $53.40M (83%)
Puts: $11.16M (17%)
Prior 7-Day Average $9.22M
Calls: $7.63M (83%)
Puts: $1.59M (17%)
Current vs Prior 7-Day Avg -50.17%
Calls: -57.36%
Puts: -15.78%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17 3:10pm) 1.43
Prior (07/16) 0.84
Current vs Prior +70.82%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg +105.03%
Sentiment BEARISH

Open Interest

Detail
Current (07/17 3:10pm) 1,368,274
Calls: 595,894 (44%)
Puts: 772,380 (56%)
Prior (07/16) 1,348,108
Calls: 596,922 (44%)
Puts: 751,186 (56%)
Current vs Prior +1.50%
Prior 7-Day Total 8,793,486
Calls: 4,176,390 (47%)
Puts: 4,617,096 (53%)
Prior 7-Day Average 1,256,212
Calls: 596,627 (47%)
Puts: 659,585 (53%)
Current vs Prior 7-Day Avg +8.92%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/20)Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 0.96% | 1.39%0.96% | 2.22%0.96% | 4.94%
Prior 0.97% | 1.58%1.58% | 2.44%0.97% | 5.12%
Current vs Prior -1.40% | -11.99%-39.07% | -9.03%-1.40% | -3.40%
Prior 7-Day Avg 1.33% | 1.87%1.67% | 2.68%2.16% | 5.38%
Current vs 7-Day Avg -27.86% | -25.90%-42.57% | -16.96%-55.52% | -8.14%
Prior 7-Day Eod 0.97% | 1.58%1.15% | 2.15%1.15% | 5.18%
Current vs 7-Day Eod -1.40% | -11.99%-16.17% | +3.39%-16.17% | -4.58%
Sentiment BULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 18.55% | 19.21%
Calls: 17.86% | 20.00%
Puts: 19.23% | 18.42%
Prior 46.60% | 12.88%
Calls: 26.53% | 11.48%
Puts: 66.67% | 14.29%
Current vs Prior -60.19% | +49.15%
Prior 7-Day Avg 20.62% | 13.61%
Calls: 15.05% | 13.81%
Puts: 26.20% | 13.41%
Current vs 7-Day Avg -10.05% | +41.13%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($3.25M). Bearish P/C ratio of 1.43 indicates protective positioning. P/C ratio rising 71% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 118 of results (avg 6.1%, best 1.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$45.00Jul 3111.2511.45$11.351.8%--0.9920
$48.00Aug 218.408.55$8.481.8%20.97252
$58.00Aug 210.460.47$0.472.1%1.5K0.2811.0K
$45.00Aug 2111.3511.60$11.482.2%--0.9928
$46.00Aug 2110.3510.60$10.482.4%--0.9813
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Jul 310.570.58$0.571.8%2020.44688
$60.00Aug 213.703.80$3.752.7%520.90249
$56.00Aug 210.910.94$0.933.2%3.2K0.4522.6K
$58.00Aug 212.002.10$2.054.9%220.72131
$55.00Aug 210.570.60$0.595.1%2.7K0.326.0K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 86 found (avg $0.49, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Jul 240.090.10$0.1010.0%1.0K0.158.8K
$60.00Aug 210.110.13$0.1216.7%1.6K0.103.0K
$58.00Jul 310.150.17$0.1612.5%1180.176.1K
$57.00Jul 240.180.21$0.2015.0%1.4K0.272.4K
$59.00Aug 210.230.24$0.244.2%1.4K0.179.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$50.00Aug 210.070.08$0.0812.5%1970.0492.9K
$51.00Aug 210.100.11$0.119.1%3070.0667.2K
$53.00Aug 70.110.13$0.1216.7%10.1031
$54.00Jul 310.120.14$0.1315.4%170.132.5K
$53.50Aug 70.150.17$0.1612.5%100.13505

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 1710.8012.25$11.5312.6%--1.0017
$47.00Jul 178.9010.25$9.5714.1%611.00180
$48.00Jul 248.208.40$8.302.4%21.00155
$49.00Jul 177.157.45$7.304.1%80.99179
$50.00Jul 176.156.50$6.335.5%930.996.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.50Jul 170.230.28$0.2619.2%16.8K1.0014.4K
$57.00Jul 170.690.82$0.7517.3%1.6K1.0011.3K
$58.00Jul 171.661.83$1.759.7%41.004
$60.00Jul 173.504.65$4.0828.2%51.005
$61.00Jul 174.355.45$4.9022.4%21.00--

Most actively traded options today. High liquidity = easy entry/exit. 252 active (total vol 64.5K, top 16.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Jul 170.250.30$0.2817.9%2.3K0.8714.2K
$53.00Jul 173.203.35$3.284.6%2.3K0.9817.6K
$60.00Aug 210.110.13$0.1216.7%1.6K0.103.0K
$58.00Aug 210.460.47$0.472.1%1.5K0.2811.0K
$57.00Jul 170.000.01$0.01100.0%1.5K0.0321.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.50Jul 170.230.28$0.2619.2%16.8K1.0014.4K
$56.00Jul 170.010.02$0.0250.0%5.2K0.138.4K
$56.00Aug 210.910.94$0.933.2%3.2K0.4522.6K
$55.00Aug 210.570.60$0.595.1%2.7K0.326.0K
$57.00Jul 170.690.82$0.7517.3%1.6K1.0011.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 51 strikes (avg 1273.8%, max 2739.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$65.00Jul 17Aug 28550.6%19.4%2739.8%23.5K
$46.00Jul 17Aug 21753.0%30.7%2350.3%6143
$45.00Jul 17Aug 21765.5%32.9%2230.1%--45
$48.00Jul 17Aug 21611.1%27.2%2149.6%52428
$47.00Jul 17Aug 21629.2%28.5%2106.6%61311
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$46.00Jul 17Aug 28753.0%30.4%2376.1%--9.9K
$45.00Jul 17Aug 21765.5%32.9%2230.1%1151.0K
$48.00Jul 17Aug 21611.1%27.2%2149.6%2551.2K
$47.00Jul 17Aug 21629.2%28.5%2106.6%10121.1K
$49.50Jul 17Aug 28504.5%23.0%2096.6%--1.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 81 found (best R:R 17.18, avg 2.08)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$59.00$60.00Aug 21$0.12$0.88$0.127.33$59.12
$57.00$57.50Jul 24$0.10$0.40$0.104.00$57.10
$57.50$58.00Jul 31$0.11$0.39$0.113.55$57.61
$58.00$58.50Aug 14$0.11$0.39$0.113.55$58.11
$58.50$59.00Aug 28$0.11$0.39$0.113.55$58.61
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$55.00$53.00Jul 27$0.11$1.89$0.1117.18$54.89
$54.00$53.00Aug 21$0.13$0.87$0.136.69$53.87
$55.00$54.00Aug 7$0.17$0.83$0.174.88$54.83
$55.50$55.00Jul 27$0.10$0.40$0.104.00$55.40
$54.00$53.50Aug 28$0.10$0.40$0.104.00$53.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 117 found (best R:R 16.65, avg 1.78)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$53.00$54.00Aug 7$0.90$0.90$0.109.00$53.90
$54.00$55.00Jul 29$0.88$0.88$0.127.33$54.88
$53.00$54.00Aug 21$0.88$0.88$0.127.33$53.88
$53.00$54.50Aug 14$1.27$1.27$0.235.52$54.27
$52.50$54.00Aug 28$1.27$1.27$0.235.52$53.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$64.00$61.00Jul 17$2.83$2.83$0.1716.65$61.17
$60.50$59.00Aug 28$1.31$1.31$0.196.89$59.19
$60.00$58.00Aug 14$1.71$1.71$0.295.90$58.29
$61.00$60.00Jul 17$0.82$0.82$0.184.56$60.18
$59.00$58.00Aug 21$0.79$0.79$0.213.76$58.21

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 21 found (avg debit $0.13, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$53.00Jul 17Jul 24$0.05260.0%23.8%
$55.00Jul 17Jul 20$0.06102.4%15.7%
$52.50Jul 17Jul 24$0.08294.7%25.8%
$53.50Jul 17Jul 24$0.08224.9%20.6%
$55.50Jul 17Jul 20$0.0866.8%13.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$59.00Aug 21Aug 28$0.0715.5%16.5%
$58.00Jul 17Jul 31$0.08131.2%16.1%
$57.50Jul 29Jul 31$0.0816.0%16.4%
$56.00Jul 17Jul 20$0.1137.6%11.5%
$56.50Jul 17Jul 20$0.1226.3%11.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 119 found (cheapest 0.48% of stock, avg 6.29%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$56.50Jul 17$0.01$0.26$0.27$56.23$56.770.48%
$56.00Jul 17$0.28$0.02$0.30$55.70$56.300.53%
$56.50Jul 20$0.14$0.38$0.52$55.98$57.020.92%
$56.00Jul 20$0.40$0.13$0.53$55.47$56.530.94%
$55.50Jul 17$0.75$0.01$0.76$54.74$56.261.35%
$57.00Jul 17$0.01$0.75$0.76$56.24$57.761.35%
$56.50Jul 22$0.29$0.51$0.80$55.70$57.301.42%
$56.00Jul 22$0.55$0.28$0.83$55.17$56.831.48%
$57.00Jul 20$0.05$0.79$0.84$56.16$57.841.49%
$55.50Jul 20$0.83$0.05$0.88$54.62$56.381.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 186 found (cheapest 0.05% of stock, avg 1.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$56.50$56.00Jul 17$0.01$0.02$0.03$55.97$56.53
$57.50$55.00Jul 20$0.02$0.02$0.04$54.96$57.54
$57.00$55.00Jul 20$0.05$0.02$0.07$54.93$57.07
$57.50$55.50Jul 20$0.02$0.05$0.07$55.43$57.57
$58.00$54.50Jul 22$0.03$0.04$0.07$54.43$58.07
$57.00$55.50Jul 20$0.05$0.05$0.10$55.40$57.10
$58.00$55.00Jul 22$0.03$0.07$0.10$54.90$58.10
$58.00$54.00Jul 24$0.05$0.05$0.10$53.90$58.10
$57.50$54.50Jul 22$0.08$0.04$0.12$54.38$57.62
$58.00$54.50Jul 24$0.05$0.07$0.12$54.38$58.12

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 56 found (best R:R 4.00, avg credit $0.34)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
55/5657/58Aug 28$0.40$0.104.00$55.10$57.40
55/5656/56Jul 31$0.39$0.113.55$55.11$56.39
54/5556/56Aug 14$0.39$0.113.55$54.61$56.39
55/5656/57Aug 14$0.39$0.113.55$55.11$56.89
56/5657/58Aug 28$0.39$0.113.55$55.61$57.39
56/5658/58Aug 28$0.39$0.113.55$56.11$57.89
56/5758/59Aug 28$0.39$0.113.55$56.61$58.89
54/5456/56Aug 28$0.38$0.123.17$53.62$56.38
54/5556/57Aug 28$0.38$0.123.17$54.62$56.88
55/5656/57Aug 7$0.37$0.132.85$55.13$56.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 69 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$45.00$46.00$47.00Jul 17$0.06$0.9415.67
$54.00$55.00$56.00Aug 21$0.06$0.9415.67
$59.00$60.00$61.00Aug 21$0.08$0.9211.50
$56.50$57.00$57.50Jul 31$0.05$0.459.00
$56.50$57.00$57.50Aug 7$0.05$0.459.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$52.00$53.00$54.00Aug 21$0.05$0.9519.00
$53.00$54.00$55.00Aug 21$0.09$0.9110.11
$55.50$56.00$56.50Aug 7$0.05$0.459.00
$56.00$56.50$57.00Aug 7$0.05$0.459.00
$53.00$53.50$54.00Aug 28$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. 121 found (best net $-0.01, 106 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$61.00$65.001:2Jul 17-$0.01$3.99
$60.00$62.001:2Jul 31-$0.01$1.99
$52.00$54.001:2Jul 20-$0.26$1.74
$59.00$60.001:2Jul 24$0.00$1.00
$60.00$61.001:2Aug 14$0.00$1.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$49.00$46.001:2Aug 28-$0.03$2.97
$50.50$48.001:2Aug 7-$0.02$2.48
$51.00$49.001:2Aug 14-$0.01$1.99
$59.00$57.001:2Aug 28-$0.11$1.89
$60.00$58.001:2Aug 14-$0.31$1.69

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 47 found (best yield 2.17%, avg 0.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$56.50Aug 28$1.220.480.5%2.17%2.63%888
$57.00Aug 28$0.970.431.4%1.72%3.08%2564
$56.50Aug 14$0.920.470.5%1.64%2.10%3185
$57.00Aug 21$0.830.411.4%1.48%2.83%7478.0K
$56.50Aug 7$0.790.470.5%1.40%1.87%40111
$57.50Aug 28$0.750.372.2%1.33%3.57%222
$57.00Aug 14$0.690.401.4%1.23%2.58%4477
$56.50Jul 31$0.610.460.5%1.08%1.55%703.8K
$58.00Aug 28$0.580.313.1%1.03%4.16%83326
$57.00Aug 7$0.560.381.4%1.00%2.35%134264

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 26,732
Total Puts 38,156
Put/Call Ratio 1.43
Net Difference -11,424

Prior's Put/Call Breakdown

Total Calls 34,977
Total Puts 29,227
Put/Call Ratio 0.84
Net Difference 5,750

Prior 7-Day Put/Call Summary

Total Calls 517,262
Total Puts 381,165
Average Put/Call Ratio 0.70
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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