Tour v366
XLI
State Street IndstrlSelSectSPDRETF
$178.12 -0.72%
$178.05 (-0.04%)🌙
as of 07/20 06:05 PM
7/20 18:05

Option Volume

Detail
Current (07/20) 18,868
Calls: 5,040 (27%)
Puts: 13,828 (73%)
Prior (07/17) 13,092
Calls: 4,989 (38%)
Puts: 8,103 (62%)
Current vs Prior +44.12%
Calls: +1.02% (Calls)
Puts: +70.65% (Puts)
Prior 7-Day Total 179,781
Calls: 28,315 (16%)
Puts: 151,466 (84%)
Prior 7-Day Average 25,683
Calls: 4,045 (16%)
Puts: 21,638 (84%)
Current vs Prior 7-Day Avg -26.54%
Calls: +24.60%
Puts: -36.09%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/20) $6.10M
Calls: $1.70M (28%)
Puts: $4.40M (72%)
Prior (07/17) $4.13M
Calls: $1.99M (48%)
Puts: $2.14M (52%)
Current vs Prior +47.65%
Calls: -14.49%
Puts: +105.56%
Prior 7-Day Total $48.73M
Calls: $16.27M (33%)
Puts: $32.46M (67%)
Prior 7-Day Average $6.96M
Calls: $2.32M (33%)
Puts: $4.64M (67%)
Current vs Prior 7-Day Avg -12.35%
Calls: -26.66%
Puts: -5.18%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/20) 2.74
Prior (07/17) 1.62
Current vs Prior +68.93%
Prior 7-Day Average 2.92
Current vs Prior 7-Day Avg -6.14%
Sentiment BEARISH

Open Interest

Detail
Current (07/20) 451,624
Calls: 101,566 (22%)
Puts: 350,058 (78%)
Prior (07/17) 536,740
Calls: 121,681 (23%)
Puts: 415,059 (77%)
Current vs Prior -15.86%
Prior 7-Day Total 2,935,770
Calls: 661,017 (23%)
Puts: 2,274,753 (77%)
Prior 7-Day Average 419,395
Calls: 94,431 (23%)
Puts: 324,964 (77%)
Current vs Prior 7-Day Avg +7.68%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.43% | 4.08%6.28% | 6.95%
Prior 3.27% | 4.00%1.70% | 5.49%
Current vs Prior +5.02% | +1.85%+269.22% | +26.60%
Prior 7-Day Avg 2.47% | 3.15%2.33% | 5.41%
Current vs 7-Day Avg +38.61% | +29.41%+169.32% | +28.57%
Prior 7-Day Eod 3.27% | 4.00%1.70% | 5.49%
Current vs 7-Day Eod +5.02% | +1.85%+269.22% | +26.60%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 28.42% | 17.18%
Calls: 25.70% | 12.75%
Puts: 31.14% | 21.60%
Prior 75.88% | 13.77%
Calls: 93.08% | 11.91%
Puts: 58.67% | 15.63%
Current vs Prior -62.55% | +24.76%
Prior 7-Day Avg 45.00% | 14.27%
Calls: 51.41% | 13.67%
Puts: 38.58% | 14.87%
Current vs 7-Day Avg -36.84% | +20.40%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bearish flow with 72% put dollar volume ($4.40M). Extreme bearish P/C ratio of 2.74 - heavy put buying. P/C ratio rising 69% - increased hedging/bearish positioning. Put-heavy open interest (350,058 puts vs 101,566 calls) suggests hedging or bearish positioning.

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

No options available for this category

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 68 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Jul 2425.9030.90$28.4017.6%--1.0030
$157.00Jul 2418.6523.60$21.1323.4%11.00--
$161.00Jul 2414.7519.65$17.2028.5%71.00--
$145.00Aug 2131.5036.50$34.0014.7%--0.9111
$150.00Jul 3126.4031.40$28.9017.3%--0.8530
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Jul 244.459.35$6.9071.0%20.937
$190.00Jul 249.0513.95$11.5042.6%10.859
$185.00Aug 215.3510.25$7.8062.8%--0.821.7K
$183.00Jul 242.617.55$5.0897.2%--0.8229
$182.00Jul 242.117.05$4.58107.9%10.7928

Most actively traded options today. High liquidity = easy entry/exit. 148 active (total vol 3.6K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Jul 310.001.00$0.50200.0%1970.15141
$190.00Aug 210.002.60$1.30200.0%800.20884
$185.00Aug 210.002.14$1.07200.0%790.24823
$182.00Aug 210.655.60$3.13158.1%740.41136
$186.00Aug 210.105.05$2.58191.9%630.3291
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Jul 311.302.00$1.6542.4%1.4K0.342.2K
$173.00Jul 310.004.80$2.40200.0%1540.327
$169.00Aug 210.705.00$2.85150.9%1480.2646
$176.00Jul 240.004.80$2.40200.0%1240.40155
$178.00Aug 211.116.05$3.58138.0%590.45319

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 47 strikes (avg 104.6%, max 382.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$184.00Jul 24Aug 2165.2%21.5%203.1%393
$186.00Jul 24Aug 2173.9%24.7%199.0%67228
$188.00Jul 24Aug 2882.1%29.6%177.5%513
$175.00Jul 24Aug 2154.5%20.3%168.5%5107
$190.00Jul 24Aug 2159.4%22.7%161.3%801.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$160.00Jul 24Aug 21121.9%25.3%382.7%14435
$175.00Jul 24Aug 2854.5%15.9%242.9%22154
$167.50Jul 24Aug 2887.6%28.5%207.8%243
$189.00Jul 24Aug 2186.0%28.2%205.5%3018
$181.00Jul 24Aug 2150.9%19.8%157.3%--278

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 50 found (best R:R 37.60, avg 3.85)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$188.00$210.00Aug 28$0.57$21.43$0.5737.60$188.57
$178.00$179.00Aug 21$0.10$0.90$0.109.00$178.10
$180.00$181.00Aug 21$0.10$0.90$0.109.00$180.10
$182.00$185.00Aug 7$0.33$2.67$0.338.09$182.33
$176.00$177.00Aug 21$0.12$0.88$0.127.33$176.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$167.50$165.00Jul 31$0.25$2.25$0.259.00$167.25
$172.00$171.00Aug 21$0.10$0.90$0.109.00$171.90
$180.00$177.00Aug 28$0.30$2.70$0.309.00$179.70
$165.00$164.00Aug 21$0.17$0.83$0.174.88$164.83
$171.00$170.00Aug 21$0.20$0.80$0.204.00$170.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 69 found (best R:R 22.81, avg 1.89)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$145.00$170.00Aug 21$23.95$23.95$1.0522.81$168.95
$181.00$182.00Aug 7$0.90$0.90$0.109.00$181.90
$176.00$177.50Jul 24$1.25$1.25$0.255.00$177.25
$173.00$174.00Jul 24$0.82$0.82$0.184.56$173.82
$170.00$175.00Jul 31$3.97$3.97$1.033.85$173.97
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$185.00$183.00Jul 24$1.82$1.82$0.1810.11$183.18
$189.00$185.00Jul 24$3.60$3.60$0.409.00$185.40
$162.00$160.00Jul 31$1.57$1.57$0.433.65$160.43
$188.00$186.00Aug 21$1.55$1.55$0.453.44$186.45
$176.00$175.00Jul 31$0.75$0.75$0.253.00$175.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 38 found (avg debit $1.24, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$183.00Jul 24Jul 31$0.1029.3%19.0%
$181.00Jul 24Jul 31$0.1350.9%31.8%
$189.00Jul 31Aug 7$0.2551.8%42.2%
$185.00Jul 24Jul 31$0.3426.1%21.7%
$179.00Jul 24Jul 31$0.3545.1%30.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$189.00Jul 24Jul 31$0.1386.0%51.8%
$190.00Jul 24Jul 31$0.1859.4%54.9%
$185.00Jul 24Aug 14$0.2026.1%27.3%
$177.00Jul 24Jul 31$0.3338.1%25.2%
$184.00Jul 31Aug 7$0.3545.0%30.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 54 found (cheapest 1.98% of stock, avg 5.69%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$180.00Jul 24$0.80$2.73$3.53$176.47$183.531.98%
$182.00Jul 24$0.60$4.58$5.18$176.82$187.182.91%
$178.00Jul 24$3.03$2.40$5.43$172.57$183.433.05%
$174.00Jul 24$5.13$0.40$5.53$168.47$179.533.10%
$177.50Jul 24$2.98$2.59$5.57$171.93$183.073.13%
$183.00Jul 24$0.51$5.08$5.59$177.41$188.593.14%
$179.00Jul 24$2.78$3.08$5.86$173.14$184.863.29%
$182.00Jul 31$2.40$3.73$6.13$175.87$188.133.44%
$175.00Jul 31$4.73$1.65$6.38$168.62$181.383.58%
$181.00Jul 24$2.40$4.08$6.48$174.52$187.483.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 1.80% of stock, avg 3.26%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$180.00$178.00Jul 24$0.80$2.40$3.20$174.80$183.20
$180.00$177.00Jul 24$0.80$2.40$3.20$173.80$183.20
$180.00$176.00Jul 24$0.80$2.40$3.20$172.80$183.20
$180.00$177.50Jul 24$0.80$2.59$3.39$174.11$183.39
$180.00$175.00Jul 24$0.80$2.72$3.52$171.48$183.52
$181.00$178.00Jul 24$2.40$2.40$4.80$173.20$185.80
$181.00$177.00Jul 24$2.40$2.40$4.80$172.20$185.80
$181.00$176.00Jul 24$2.40$2.40$4.80$171.20$185.80
$182.50$178.00Jul 24$2.40$2.40$4.80$173.20$187.30
$182.50$177.00Jul 24$2.40$2.40$4.80$172.20$187.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 71 found (best R:R 7.33, avg credit $1.19)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
175/176181/182Jul 31$0.88$0.127.33$175.12$181.88
176/177178/179Jul 31$0.88$0.127.33$176.12$178.88
160/162175/178Jul 31$2.62$0.386.89$159.38$177.62
164/165173/174Aug 21$0.87$0.136.69$164.13$173.87
164/165177/178Aug 21$0.87$0.136.69$164.13$177.87
164/168173/174Jul 24$2.99$0.515.86$164.51$175.99
160/162181/182Jul 31$1.70$0.305.67$160.30$182.70
165/168170/175Jul 31$4.22$0.785.41$163.28$174.22
165/168182/183Jul 31$2.04$0.464.43$165.46$184.54
171/172173/174Aug 21$0.80$0.204.00$171.20$173.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$188.00$189.00$190.00Jul 31$0.08$0.9211.50
$190.00$191.00$192.00Jul 31$0.08$0.9211.50
$175.00$176.00$177.00Aug 21$0.31$0.692.23
$174.00$175.00$176.00Aug 21$0.49$0.511.04
$177.00$178.00$179.00Aug 21$0.60$0.400.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$184.00$185.00$186.00Aug 21$0.05$0.9519.00
$182.00$182.50$183.00Jul 24$0.10$0.404.00
$145.00$150.00$155.00Aug 21$1.03$3.973.85
$183.00$184.00$185.00Aug 21$0.25$0.753.00
$169.00$170.00$171.00Aug 21$0.27$0.732.70

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 41 found (best net $-1.83, 29 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$188.00$210.001:2Aug 28-$1.83$20.17
$170.00$175.001:2Jul 31-$0.76$4.24
$167.00$172.001:2Jul 24-$1.22$3.78
$180.00$186.001:2Aug 14-$2.40$3.60
$182.00$185.001:2Aug 7-$2.07$0.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$178.00$172.001:2Aug 14-$0.87$5.13
$175.00$167.501:2Aug 28-$2.68$4.82
$155.00$150.001:2Aug 21-$0.38$4.62
$189.00$184.001:2Jul 31-$0.67$4.33
$150.00$145.001:2Aug 21-$1.43$3.57

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 1.52%, avg 0.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$179.00Aug 21$2.710.520.5%1.52%2.02%--66
$182.50Aug 21$1.200.412.5%0.67%3.13%2--
$181.00Aug 7$1.160.411.6%0.65%2.27%316
$183.00Aug 21$1.100.402.7%0.62%3.36%886
$180.00Aug 21$0.960.481.1%0.54%1.59%15134
$180.00Aug 7$0.910.431.1%0.51%1.57%86
$187.00Aug 21$0.900.345.0%0.51%5.49%9195
$181.00Aug 21$0.860.441.6%0.48%2.10%8214
$185.00Aug 28$0.860.333.9%0.48%4.35%23
$179.00Jul 31$0.660.460.5%0.37%0.86%341

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 5,040
Total Puts 13,828
Put/Call Ratio 2.74
Net Difference -8,788

Prior's Put/Call Breakdown

Total Calls 4,989
Total Puts 8,103
Put/Call Ratio 1.62
Net Difference -3,114

Prior 7-Day Put/Call Summary

Total Calls 28,315
Total Puts 151,466
Average Put/Call Ratio 2.92
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All