Tour v334
XLP
State StreetCnsmrStpSelSectSPDRETF
$83.42 -1.38%
$83.53 (+0.13%)🌙
as of 07/14 06:12 PM
7/14 18:12

Option Volume

Detail
Current (07/14) 10,137
Calls: 5,120 (51%)
Puts: 5,017 (49%)
Prior (07/13) 25,978
Calls: 20,648 (79%)
Puts: 5,330 (21%)
Current vs Prior -60.98%
Calls: -75.20% (Calls)
Puts: -5.87% (Puts)
Prior 7-Day Total 123,937
Calls: 79,607 (64%)
Puts: 44,330 (36%)
Prior 7-Day Average 17,705
Calls: 11,372 (64%)
Puts: 6,332 (36%)
Current vs Prior 7-Day Avg -42.75%
Calls: -54.98%
Puts: -20.78%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/14) $996.5K
Calls: $462.5K (46%)
Puts: $534.0K (54%)
Prior (07/13) $3.57M
Calls: $2.58M (72%)
Puts: $991.6K (28%)
Current vs Prior -72.09%
Calls: -82.06%
Puts: -46.15%
Prior 7-Day Total $14.19M
Calls: $8.90M (63%)
Puts: $5.29M (37%)
Prior 7-Day Average $2.03M
Calls: $1.27M (63%)
Puts: $756.1K (37%)
Current vs Prior 7-Day Avg -50.86%
Calls: -63.63%
Puts: -29.38%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/14) 0.98
Prior (07/13) 0.26
Current vs Prior +279.60%
Prior 7-Day Average 0.69
Current vs Prior 7-Day Avg +41.27%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/14) 244,351
Calls: 78,554 (32%)
Puts: 165,797 (68%)
Prior (07/13) 388,468
Calls: 106,415 (27%)
Puts: 282,053 (73%)
Current vs Prior -37.10%
Prior 7-Day Total 2,683,186
Calls: 725,299 (27%)
Puts: 1,957,887 (73%)
Prior 7-Day Average 383,312
Calls: 103,614 (27%)
Puts: 279,698 (73%)
Current vs Prior 7-Day Avg -36.25%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 1.55% | 2.24%1.55% | 4.54%
Prior 5.89% | 3.30%5.89% | 6.19%
Current vs Prior -73.73% | -32.03%-73.73% | -26.66%
Prior 7-Day Avg 3.07% | 2.57%2.94% | 5.23%
Current vs 7-Day Avg -49.61% | -12.65%-47.38% | -13.13%
Prior 7-Day Eod 5.89% | 3.30%5.89% | 6.19%
Current vs 7-Day Eod -73.73% | -32.03%-73.73% | -26.66%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 17.73% | 11.12%
Calls: 17.81% | 9.26%
Puts: 17.65% | 12.99%
Prior 13.09% | 8.17%
Calls: 11.69% | 8.26%
Puts: 14.49% | 8.08%
Current vs Prior +35.45% | +36.11%
Prior 7-Day Avg 20.99% | 10.06%
Calls: 24.45% | 10.06%
Puts: 17.53% | 10.06%
Current vs 7-Day Avg -15.54% | +10.55%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 72% vs prior. Below-average activity with volume down 61% vs prior. P/C ratio rising 280% - increased hedging/bearish positioning. Put-heavy open interest (165,797 puts vs 78,554 calls) suggests hedging or bearish positioning.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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 1 of results (avg 5.9%, best 5.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$71.00Aug 2112.3013.05$12.685.9%10.94--
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.53, cheapest $0.53)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.00Aug 210.490.56$0.5313.2%150.221.0K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 38 found (avg delta 0.68, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$78.00Jul 175.155.90$5.5313.6%120.9910
$78.50Jul 174.655.40$5.0314.9%120.997
$71.00Aug 2112.3013.05$12.685.9%10.94--
$82.50Jul 170.635.00$2.82155.0%30.8428
$81.00Jul 312.573.15$2.8620.3%30.82--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Jul 171.072.07$1.5763.7%410.822.1K
$87.00Aug 211.305.00$3.15117.5%10.7814
$85.50Jul 171.712.36$2.0431.9%10.78120
$84.50Jul 170.851.41$1.1349.6%170.76--
$86.00Aug 71.005.00$3.00133.3%50.75--

Most actively traded options today. High liquidity = easy entry/exit. 124 active (total vol 7.6K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$84.00Jul 170.240.46$0.3562.9%1.2K0.366.0K
$86.00Aug 210.550.82$0.6939.1%6150.281.1K
$87.00Jul 170.010.24$0.13176.9%5480.101.7K
$83.50Jul 311.051.56$1.3138.9%3950.53181
$85.00Jul 170.060.31$0.19131.6%2870.207.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$83.50Jul 170.260.70$0.4891.7%5930.51260
$80.50Jul 310.110.41$0.26115.4%4580.1579
$84.00Jul 310.971.51$1.2443.5%2120.55468
$84.00Jul 240.761.70$1.2376.4%1790.5983
$81.00Aug 210.460.67$0.5736.8%1160.25635

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 28 strikes (avg 54.8%, max 222.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$86.50Jul 17Aug 1449.2%15.3%222.3%6472
$89.00Jul 17Aug 2148.4%16.6%190.9%5568
$87.00Jul 17Aug 2835.6%15.2%134.3%5491.7K
$85.50Jul 17Aug 1435.4%15.2%133.0%1132.4K
$85.00Jul 17Aug 2123.1%15.8%45.8%36217.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$75.00Jul 17Aug 2150.4%18.7%169.6%13371
$79.00Jul 17Aug 2128.3%15.8%79.3%47209
$81.50Jul 17Aug 1425.8%14.7%75.6%17117
$80.00Jul 17Aug 2124.0%14.7%63.6%89805
$81.00Jul 17Aug 2823.7%15.5%52.9%45.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 62 found (best R:R 14.00, avg 2.76)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$89.00$90.00Aug 21$0.10$0.90$0.109.00$89.10
$85.50$90.00Aug 7$0.47$4.03$0.478.57$85.97
$88.00$89.00Aug 21$0.12$0.88$0.127.33$88.12
$86.00$87.00Aug 21$0.16$0.84$0.165.25$86.16
$87.00$88.00Aug 21$0.16$0.84$0.165.25$87.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$81.00$79.50Jul 24$0.10$1.40$0.1014.00$80.90
$80.00$78.00Aug 7$0.16$1.84$0.1611.50$79.84
$79.00$78.00Aug 21$0.10$0.90$0.109.00$78.90
$80.50$79.00Jul 31$0.18$1.32$0.187.33$80.32
$81.00$80.00Aug 21$0.16$0.84$0.165.25$80.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 69 found (best R:R 7.63, avg 0.98)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$71.00$83.00Aug 21$10.61$10.61$1.397.63$81.61
$81.00$82.00Jul 31$0.76$0.76$0.243.17$81.76
$83.00$84.00Aug 21$0.72$0.72$0.282.57$83.72
$85.00$85.50Jul 24$0.35$0.35$0.152.33$85.35
$82.00$82.50Jul 31$0.35$0.35$0.152.33$82.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$84.50$84.00Jul 17$0.38$0.38$0.123.17$84.12
$86.00$85.00Aug 21$0.70$0.70$0.302.33$85.30
$86.00$83.00Aug 7$1.98$1.98$1.021.94$84.02
$84.00$83.00Aug 14$0.63$0.63$0.371.70$83.37
$85.00$84.50Jul 24$0.29$0.29$0.211.38$84.71

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 22 found (avg debit $0.24, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$90.00Aug 7Aug 21$0.0617.9%16.4%
$89.00Jul 17Aug 21$0.1348.4%16.6%
$86.00Jul 17Jul 24$0.1620.5%17.4%
$81.00Jul 31Aug 14$0.1917.0%15.0%
$84.50Jul 17Jul 24$0.2119.6%15.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$75.00Jul 17Aug 21$0.0750.4%18.7%
$81.00Jul 17Jul 24$0.0823.7%16.1%
$85.00Jul 17Jul 24$0.1223.1%24.6%
$78.00Aug 7Aug 21$0.1217.1%16.4%
$82.50Jul 17Jul 24$0.1913.8%12.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 30 found (cheapest 1.17% of stock, avg 2.97%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$83.50Jul 17$0.50$0.48$0.98$82.52$84.481.17%
$83.00Jul 17$0.81$0.24$1.05$81.95$84.051.26%
$84.00Jul 17$0.35$0.75$1.10$82.90$85.101.32%
$84.50Jul 17$0.22$1.13$1.35$83.15$85.851.62%
$83.50Jul 24$0.84$0.75$1.59$81.91$85.091.91%
$82.50Jul 24$1.36$0.28$1.64$80.86$84.141.97%
$83.00Jul 24$1.12$0.52$1.64$81.36$84.641.97%
$85.00Jul 17$0.19$1.57$1.76$83.24$86.762.11%
$84.00Jul 24$0.60$1.23$1.83$82.17$85.832.19%
$84.50Jul 24$0.43$1.40$1.83$82.67$86.332.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 142 found (cheapest 0.22% of stock, avg 1.51%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$90.00$78.00Aug 7$0.09$0.09$0.18$77.82$90.18
$85.00$82.00Jul 17$0.19$0.06$0.25$81.75$85.25
$85.00$81.00Jul 17$0.19$0.06$0.25$80.75$85.25
$84.50$82.00Jul 17$0.22$0.06$0.28$81.72$84.78
$84.50$81.00Jul 17$0.22$0.06$0.28$80.72$84.78
$85.00$82.50Jul 17$0.19$0.09$0.28$82.22$85.28
$90.00$80.50Aug 7$0.09$0.20$0.29$80.21$90.29
$84.50$82.50Jul 17$0.22$0.09$0.31$82.19$84.81
$85.00$81.50Jul 17$0.19$0.15$0.34$81.16$85.34
$90.00$80.00Aug 7$0.09$0.25$0.34$79.66$90.34

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 94 found (best R:R 7.33, avg credit $0.51)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
80/8183/84Aug 21$0.88$0.127.33$80.12$83.88
82/8384/85Aug 21$0.87$0.136.69$82.13$84.87
82/8385/86Aug 21$0.87$0.136.69$82.13$85.87
85/8687/88Aug 21$0.86$0.146.14$85.14$87.86
78/7983/84Aug 21$0.82$0.184.56$78.18$83.82
85/8688/89Aug 21$0.82$0.184.56$85.18$88.82
83/8484/84Jul 24$0.40$0.104.00$83.10$84.40
85/8689/90Aug 21$0.80$0.204.00$85.20$89.80
84/8487/88Jul 17$0.39$0.113.55$83.61$87.39
82/8283/84Jul 24$0.39$0.113.55$81.61$83.39

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 34 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$83.50$84.00$84.50Jul 24$0.07$0.436.14
$82.00$82.50$83.00Jul 31$0.08$0.425.25
$84.00$85.00$86.00Jul 31$0.16$0.845.25
$85.00$86.00$87.00Aug 21$0.17$0.834.88
$84.00$84.50$85.00Jul 17$0.10$0.404.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$79.00$80.00$81.00Aug 21$0.06$0.9415.67
$80.00$81.00$82.00Aug 21$0.10$0.909.00
$84.00$84.50$85.00Jul 17$0.06$0.447.33
$83.00$84.00$85.00Aug 21$0.14$0.866.14
$82.50$83.00$83.50Jul 17$0.09$0.414.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 64 found (best net $-0.17, 50 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$90.00$95.001:2Aug 21-$0.17$4.83
$78.50$82.501:2Jul 17-$0.61$3.39
$81.00$83.501:2Aug 14-$0.31$2.19
$87.50$89.001:2Jul 17-$0.23$1.27
$88.00$89.001:2Aug 21-$0.13$0.87
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$79.00$75.001:2Jul 17-$0.01$3.99
$77.00$75.001:2Aug 21-$0.01$1.99
$83.00$81.001:2Aug 28-$0.25$1.75
$80.00$79.001:2Jul 17$0.00$1.00
$78.00$77.001:2Aug 21-$0.09$0.91

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 29 found (best yield 2.13%, avg 0.65%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$83.50Aug 28$1.780.510.1%2.13%2.23%1--
$83.50Aug 14$1.260.520.1%1.51%1.61%1--
$84.00Aug 21$1.090.450.7%1.31%2.00%29312
$83.50Jul 31$1.050.530.1%1.26%1.35%395181
$84.00Aug 28$0.960.470.7%1.15%1.85%6--
$85.00Aug 21$0.900.361.9%1.08%2.97%7510.8K
$84.50Aug 14$0.880.421.3%1.05%2.35%314
$84.00Jul 31$0.820.460.7%0.98%1.68%1480
$85.50Aug 14$0.600.312.5%0.72%3.21%8--
$83.50Jul 24$0.590.510.1%0.71%0.80%220109

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 5,120
Total Puts 5,017
Put/Call Ratio 0.98
Net Difference 103

Prior's Put/Call Breakdown

Total Calls 20,648
Total Puts 5,330
Put/Call Ratio 0.26
Net Difference 15,318

Prior 7-Day Put/Call Summary

Total Calls 79,607
Total Puts 44,330
Average Put/Call Ratio 0.69
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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