Tour v346
XLF
State StreetFinSelSectSPDRETF
$56.26 -0.86%
$56.35 (+0.16%)🌙
as of 07/17 06:07 PM
7/17 18:07

Option Volume

Detail
Current (07/17) 72,620
Calls: 32,392 (45%)
Puts: 40,228 (55%)
Prior (07/16) 81,429
Calls: 47,780 (59%)
Puts: 33,649 (41%)
Current vs Prior -10.82%
Calls: -32.21% (Calls)
Puts: +19.55% (Puts)
Prior 7-Day Total 952,307
Calls: 494,231 (52%)
Puts: 458,076 (48%)
Prior 7-Day Average 136,043
Calls: 70,604 (52%)
Puts: 65,439 (48%)
Current vs Prior 7-Day Avg -46.62%
Calls: -54.12%
Puts: -38.53%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/17) $7.88M
Calls: $4.61M (58%)
Puts: $3.28M (42%)
Prior (07/16) $8.81M
Calls: $7.96M (90%)
Puts: $847.5K (10%)
Current vs Prior -10.46%
Calls: -42.11%
Puts: +286.75%
Prior 7-Day Total $73.61M
Calls: $59.65M (81%)
Puts: $13.96M (19%)
Prior 7-Day Average $10.52M
Calls: $8.52M (81%)
Puts: $1.99M (19%)
Current vs Prior 7-Day Avg -25.02%
Calls: -45.94%
Puts: +64.37%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 1.24
Prior (07/16) 0.70
Current vs Prior +76.35%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg +34.14%
Sentiment BEARISH

Open Interest

Detail
Current (07/17) 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 8,936,223
Calls: 4,235,079 (47%)
Puts: 4,701,144 (53%)
Prior 7-Day Average 1,276,603
Calls: 605,011 (47%)
Puts: 671,592 (53%)
Current vs Prior 7-Day Avg +7.18%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/20)Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.44% | 3.23%2.44% | 2.26%2.44% | 5.69%
Prior 1.15% | 1.67%1.15% | 2.15%1.15% | 5.18%
Current vs Prior +182.44% | +93.25%+112.60% | +5.01%+112.60% | +9.79%
Prior 7-Day Avg 1.45% | 2.25%1.94% | 2.76%2.61% | 5.36%
Current vs 7-Day Avg +123.48% | +43.84%+25.77% | -18.13%-6.58% | +6.14%
Prior 7-Day Eod 1.15% | 1.67%1.15% | 2.15%1.15% | 5.18%
Current vs 7-Day Eod +182.44% | +93.25%+112.60% | +5.01%+112.60% | +9.79%
Sentiment BEARISHBEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 18.55% | 19.21%
Calls: 17.86% | 20.00%
Puts: 19.23% | 18.42%
Prior 16.66% | 16.06%
Calls: 16.00% | 11.43%
Puts: 17.31% | 20.69%
Current vs Prior +11.34% | +19.61%
Prior 7-Day Avg 21.93% | 12.20%
Calls: 17.17% | 11.37%
Puts: 26.68% | 13.04%
Current vs 7-Day Avg -15.40% | +57.40%
Liquidity Expensive
+
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🤖 AI Insights

Bearish P/C ratio of 1.24 indicates protective positioning. P/C ratio rising 76% - 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 BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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 6 of results (avg 6.9%, best 5.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$52.50Aug 284.104.35$4.225.9%31.002
$54.50Jul 311.982.12$2.056.8%90.86723
$50.00Aug 216.206.65$6.437.0%460.9620.1K
$48.00Jul 248.008.60$8.307.2%21.00155
$56.00Aug 211.331.44$1.397.9%1.0K0.5355.2K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$60.00Aug 213.653.90$3.786.6%820.88249

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.91, cheapest $0.89)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.00Jul 310.851.00$0.9316.1%1040.578.9K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.00Jul 220.800.97$0.8919.1%240.6514

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 144 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$46.00Jul 178.9511.45$10.2024.5%611.0030
$47.00Jul 177.9510.45$9.2027.2%611.00180
$48.00Jul 176.959.45$8.2030.5%501.00176
$49.00Jul 175.958.45$7.2034.7%81.00179
$49.50Jul 175.457.95$6.7037.3%--1.0049
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$57.50Jul 290.003.25$1.63199.4%--1.00527
$60.00Jul 172.545.25$3.9069.5%50.995
$58.00Jul 170.542.05$1.30116.2%40.984
$57.00Jul 170.592.88$1.74131.6%1.6K0.9711.3K
$60.00Aug 142.855.00$3.9354.7%--0.9433

Most actively traded options today. High liquidity = easy entry/exit. 272 active (total vol 71.8K, top 16.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$59.00Aug 210.190.44$0.3278.1%3.1K0.199.4K
$56.00Jul 170.010.35$0.18188.9%2.7K1.0014.2K
$53.00Jul 173.003.40$3.2012.5%2.3K1.0017.6K
$60.00Aug 210.110.23$0.1770.6%1.6K0.123.0K
$57.00Jul 170.000.01$0.01100.0%1.6K0.0321.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$56.50Jul 170.002.38$1.19200.0%16.9K0.9314.4K
$56.00Jul 170.000.01$0.01100.0%5.3K0.078.4K
$56.00Aug 210.831.27$1.0541.9%3.3K0.4722.6K
$55.00Aug 210.490.61$0.5521.8%2.8K0.326.0K
$57.00Jul 170.592.88$1.74131.6%1.6K0.9711.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 54 strikes (avg 1797.6%, max 7710.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$65.00Jul 17Aug 282202.5%28.2%7710.5%23.5K
$61.00Jul 17Aug 281603.8%27.9%5644.7%140
$47.00Jul 17Aug 211236.8%30.5%3959.0%61311
$46.00Jul 17Aug 211385.0%34.5%3913.8%6143
$48.00Jul 17Aug 21884.3%30.0%2849.8%52428
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$47.00Jul 17Aug 211236.8%30.5%3959.0%11121.1K
$48.50Jul 17Jul 312368.0%66.0%3485.4%512
$49.50Jul 17Aug 28729.8%21.1%3351.9%--1.4K
$48.00Jul 17Aug 21884.3%30.0%2849.8%2751.2K
$50.50Jul 17Aug 7627.7%21.9%2763.1%40053

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 65 found (best R:R 10.43, avg 2.29)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$61.00$65.00Aug 28$0.35$3.65$0.3510.43$61.35
$53.00$54.00Jul 20$0.14$0.86$0.146.14$53.14
$52.00$53.00Aug 21$0.15$0.85$0.155.67$52.15
$59.00$60.00Aug 21$0.15$0.85$0.155.67$59.15
$55.00$56.00Jul 27$0.16$0.84$0.165.25$55.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$51.00$50.00Aug 21$0.13$0.87$0.136.69$50.87
$54.00$53.00Aug 21$0.14$0.86$0.146.14$53.86
$55.00$54.00Aug 21$0.17$0.83$0.174.88$54.83
$55.50$55.00Jul 24$0.10$0.40$0.104.00$55.40
$55.50$55.00Jul 20$0.11$0.39$0.113.55$55.39

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 81 found (best R:R 9.00, avg 1.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$53.00$54.00Aug 7$0.90$0.90$0.109.00$53.90
$54.00$55.00Aug 21$0.80$0.80$0.204.00$54.80
$53.00$53.50Jul 24$0.38$0.38$0.123.17$53.38
$55.00$55.50Jul 24$0.38$0.38$0.123.17$55.38
$58.50$59.00Aug 14$0.37$0.37$0.132.85$58.87
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$61.00$60.00Jul 17$0.88$0.88$0.127.33$60.12
$56.50$55.00Jul 29$1.16$1.16$0.343.41$55.34
$57.00$56.00Aug 21$0.76$0.76$0.243.17$56.24
$55.00$54.50Aug 28$0.38$0.38$0.123.17$54.62
$59.00$58.00Aug 21$0.73$0.73$0.272.70$58.27

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 33 found (avg debit $0.31, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$52.50Jul 17Jul 24$0.06425.6%36.7%
$56.50Jul 17Jul 20$0.0740.0%8.2%
$48.00Jul 17Jul 20$0.10884.3%209.0%
$49.00Jul 17Jul 20$0.10718.1%191.5%
$50.50Jul 17Jul 20$0.10627.7%165.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$53.50Jul 17Jul 20$0.10324.4%45.0%
$50.50Jul 17Jul 24$0.11627.7%52.0%
$51.00Jul 17Jul 24$0.11529.0%48.2%
$51.50Jul 17Jul 24$0.11525.6%44.4%
$52.50Jul 17Jul 24$0.11425.6%36.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 120 found (cheapest 0.34% of stock, avg 6.21%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$56.00Jul 17$0.18$0.01$0.19$55.81$56.190.34%
$56.00Jul 20$0.43$0.14$0.57$55.43$56.571.01%
$55.00Jul 17$0.75$0.01$0.76$54.24$55.761.35%
$56.50Jul 22$0.43$0.34$0.77$55.73$57.271.37%
$56.50Jul 31$0.41$0.44$0.85$55.65$57.351.51%
$57.00Jul 27$0.21$0.69$0.90$56.10$57.901.60%
$56.50Jul 24$0.32$0.61$0.93$55.57$57.431.65%
$57.00Jul 22$0.10$0.89$0.99$56.01$57.991.76%
$56.00Jul 24$0.66$0.34$1.00$55.00$57.001.78%
$57.00Jul 24$0.18$0.93$1.11$55.89$58.111.97%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 206 found (cheapest 0.04% of stock, avg 1.98%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$56.50$56.00Jul 17$0.01$0.01$0.02$55.98$56.52
$56.50$53.00Jul 20$0.08$0.05$0.13$52.87$56.63
$57.50$54.50Jul 22$0.06$0.07$0.13$54.37$57.63
$57.50$53.00Jul 20$0.12$0.05$0.17$52.83$57.67
$56.50$53.50Jul 20$0.08$0.11$0.19$53.31$56.69
$58.00$55.00Jul 24$0.06$0.13$0.19$54.81$58.19
$57.50$55.00Jul 22$0.06$0.14$0.20$54.80$57.70
$56.50$55.50Jul 20$0.08$0.13$0.21$55.29$56.71
$56.50$56.00Jul 20$0.08$0.14$0.22$55.78$56.72
$57.50$53.50Jul 20$0.12$0.11$0.23$53.27$57.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 40 found (best R:R 19.00, avg credit $0.81)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
47/4954/55Aug 14$1.90$0.1019.00$47.10$56.40
54/5556/56Aug 7$0.89$0.118.09$54.11$56.89
54/5559/60Aug 7$0.88$0.127.33$54.12$59.88
47/4952/53Aug 14$1.73$0.276.41$47.27$53.73
54/5556/56Aug 7$0.84$0.165.25$54.16$56.34
54/5558/58Aug 7$0.79$0.213.76$54.21$58.79
53/5458/59Aug 28$0.39$0.113.55$53.11$58.89
54/5557/58Jul 31$0.38$0.123.17$54.62$57.38
50/5060/60Aug 28$0.38$0.123.17$49.62$59.88
57/5960/60Aug 28$1.48$0.522.85$57.52$60.98

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 61 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$59.00$60.00$61.00Aug 21$0.06$0.9415.67
$49.00$50.00$51.00Aug 21$0.12$0.887.33
$56.50$57.00$57.50Jul 24$0.07$0.436.14
$54.00$54.50$55.00Jul 31$0.07$0.436.14
$58.00$59.00$60.00Jul 24$0.15$0.855.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$52.00$53.00$54.00Aug 21$0.08$0.9211.50
$51.00$52.00$53.00Aug 21$0.09$0.9110.11
$56.00$56.50$57.00Jul 24$0.05$0.459.00
$54.50$55.00$55.50Jul 31$0.05$0.459.00
$53.50$54.00$54.50Aug 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. 125 found (best net $-1.07, 87 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$61.00$65.001:2Jul 17-$1.07$2.93
$58.00$59.001:2Aug 21-$0.13$0.87
$59.00$60.001:2Jul 24-$0.21$0.79
$57.00$58.001:2Aug 21-$0.35$0.65
$49.50$52.001:2Jul 31-$1.93$0.57
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$49.00$46.001:2Aug 28-$1.07$1.93
$59.00$57.001:2Aug 28-$0.20$1.80
$54.50$53.001:2Jul 22-$0.03$1.47
$64.00$61.001:2Jul 17-$1.76$1.24
$56.00$55.001:2Aug 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. 24 found (best yield 1.74%, avg 0.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$56.50Aug 28$0.980.430.4%1.74%2.17%1388
$57.50Aug 28$0.590.332.2%1.05%3.25%222
$57.00Aug 7$0.450.381.3%0.80%2.12%135264
$57.00Aug 21$0.450.381.3%0.80%2.12%7918.0K
$57.00Aug 14$0.380.381.3%0.68%1.99%5477
$57.00Jul 31$0.370.371.3%0.66%1.97%2362.2K
$56.50Aug 7$0.360.410.4%0.64%1.07%40111
$58.00Aug 28$0.340.263.1%0.60%3.70%87326
$58.50Aug 28$0.340.244.0%0.60%4.59%2333
$56.50Jul 29$0.310.580.4%0.55%0.98%130

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

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 494,231
Total Puts 458,076
Average Put/Call Ratio 0.93
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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