Tour v297
XLP
State StreetCnsmrStpSelSectSPDRETF
$84.65 +0.65%
7/7 15:07

Option Volume

Detail
Current (07/07 3:05pm) 20,783
Calls: 15,732 (76%)
Puts: 5,051 (24%)
Prior (07/06) 11,665
Calls: 7,576 (65%)
Puts: 4,089 (35%)
Current vs Prior +78.17%
Calls: +107.66% (Calls)
Puts: +23.53% (Puts)
Prior 7-Day Total 105,883
Calls: 60,745 (57%)
Puts: 45,138 (43%)
Prior 7-Day Average 15,126
Calls: 8,677 (57%)
Puts: 6,448 (43%)
Current vs Prior 7-Day Avg +37.40%
Calls: +81.29%
Puts: -21.67%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/07 3:05pm) $1.90M
Calls: $1.33M (70%)
Puts: $568.1K (30%)
Prior (07/06) $1.14M
Calls: $764.3K (67%)
Puts: $379.6K (33%)
Current vs Prior +66.11%
Calls: +74.28%
Puts: +49.66%
Prior 7-Day Total $12.17M
Calls: $6.57M (54%)
Puts: $5.59M (46%)
Prior 7-Day Average $1.74M
Calls: $938.8K (54%)
Puts: $799.1K (46%)
Current vs Prior 7-Day Avg +9.33%
Calls: +41.88%
Puts: -28.91%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07 3:05pm) 0.32
Prior (07/06) 0.54
Current vs Prior -40.51%
Prior 7-Day Average 0.96
Current vs Prior 7-Day Avg -66.71%
Sentiment BULLISH

Open Interest

Detail
Current (07/07 3:05pm) 380,136
Calls: 101,813 (27%)
Puts: 278,323 (73%)
Prior (07/06) 373,935
Calls: 97,303 (26%)
Puts: 276,632 (74%)
Current vs Prior +1.66%
Prior 7-Day Total 2,512,096
Calls: 602,728 (24%)
Puts: 1,909,368 (76%)
Prior 7-Day Average 358,870
Calls: 86,104 (24%)
Puts: 272,766 (76%)
Current vs Prior 7-Day Avg +5.93%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 1.52% | 2.29%2.29% | 5.26%
Prior 0.67% | 1.96%2.37% | 5.00%
Current vs Prior +126.66% | +17.05%-3.11% | +5.05%
Prior 7-Day Avg 1.14% | 2.12%2.37% | 5.00%
Current vs 7-Day Avg +33.11% | +7.99%-3.11% | +5.05%
Prior 7-Day Eod 0.67% | 1.96%-- | --
Current vs 7-Day Eod +126.66% | +17.05%-- | --
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 12.24% | 8.80%
Calls: 8.06% | 7.07%
Puts: 16.42% | 10.53%
Prior 28.13% | 8.48%
Calls: 48.65% | 7.87%
Puts: 7.62% | 9.09%
Current vs Prior -56.49% | +3.77%
Prior 7-Day Avg 18.69% | 13.26%
Calls: 19.75% | 12.72%
Puts: 17.63% | 13.81%
Current vs 7-Day Avg -34.51% | -33.64%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($1.33M). Elevated premium activity with dollar volume up 66% vs prior. Above-average activity with volume up 78% vs prior. Extreme bullish P/C ratio of 0.32 - heavy call buying (15,732 calls vs 5,051 puts).

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 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 51 of results (avg 7.7%, best 3.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$76.00Jul 178.658.95$8.803.4%--0.9911
$78.00Jul 106.606.85$6.733.7%40.99--
$78.50Jul 106.106.35$6.234.0%40.99--
$79.00Jul 175.705.95$5.834.3%--0.9823
$85.00Aug 211.902.00$1.955.1%1400.482.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$86.00Jul 311.871.99$1.936.2%10.6410
$86.00Aug 212.312.47$2.396.7%280.59257
$85.00Jul 311.301.40$1.357.4%700.5330
$85.50Jul 241.411.52$1.477.5%30.6146
$85.50Jul 311.551.68$1.628.0%3660.5811

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 33 found (avg $0.66, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.50Jul 100.200.24$0.2218.2%900.27252
$86.00Jul 170.340.40$0.3716.2%5930.284.3K
$85.00Jul 100.350.40$0.3813.2%2150.41536
$85.50Jul 170.500.55$0.539.4%2850.36158
$86.00Jul 240.530.64$0.5918.6%520.33104
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$81.00Jul 170.060.07$0.0714.3%290.064.6K
$79.00Aug 210.290.32$0.319.7%200.12111
$83.50Jul 170.340.40$0.3716.2%260.2872
$84.50Jul 100.370.45$0.4119.5%240.44146
$80.00Aug 210.400.48$0.4418.2%1430.16649

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 70 found (avg delta 0.72, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$78.00Jul 106.606.85$6.733.7%40.99--
$78.50Jul 106.106.35$6.234.0%40.99--
$76.00Jul 178.658.95$8.803.4%--0.9911
$79.00Jul 175.705.95$5.834.3%--0.9823
$80.00Jul 174.704.95$4.835.2%--0.97156
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$87.00Jul 172.282.54$2.4110.8%30.86158
$86.00Jul 101.301.51$1.4114.9%--0.8434
$86.50Jul 171.862.09$1.9811.6%10.801
$87.00Jul 242.362.66$2.5112.0%--0.7971
$87.00Jul 312.472.79$2.6312.2%--0.7511

Most actively traded options today. High liquidity = easy entry/exit. 151 active (total vol 17.1K, top 5.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Jul 170.690.76$0.739.6%5.1K0.4511.3K
$88.00Aug 210.690.82$0.7517.3%1.6K0.26851
$85.50Aug 141.311.48$1.4012.1%1.4K0.4419
$88.50Jul 310.150.32$0.2470.8%1.1K0.142
$85.50Jul 240.750.82$0.789.0%6110.4075
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$84.00Aug 211.351.49$1.429.9%3780.43607
$85.50Jul 311.551.68$1.628.0%3660.5811
$82.00Aug 210.700.84$0.7718.2%3300.27367
$85.00Jul 170.901.00$0.9510.5%2760.552.2K
$85.00Aug 211.792.09$1.9415.5%2360.521.6K

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 42.2%, max 171.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$89.50Jul 10Jul 3130.2%15.8%91.2%351
$90.00Jul 10Aug 2129.8%16.5%81.2%98433
$89.00Jul 10Aug 2127.7%17.2%60.5%5528
$93.00Jul 17Aug 2126.8%17.2%55.9%253
$88.00Jul 10Aug 2124.0%16.6%44.4%1.6K856
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$76.00Jul 10Aug 2149.6%18.3%171.3%--61
$75.00Jul 10Aug 2154.5%22.3%144.5%--162
$77.00Jul 10Aug 2143.9%20.1%118.5%1121
$78.00Jul 10Aug 2138.9%18.0%115.6%130183
$79.00Jul 10Aug 2133.6%17.1%97.0%20186

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 94 found (best R:R 10.54, avg 2.15)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$89.00$90.50Aug 7$0.13$1.37$0.1310.54$89.13
$88.00$90.00Aug 14$0.23$1.77$0.237.70$88.23
$88.00$89.00Aug 21$0.15$0.85$0.155.67$88.15
$86.50$89.00Aug 7$0.53$1.97$0.533.72$87.03
$86.50$87.00Jul 24$0.11$0.39$0.113.55$86.61
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$80.50$79.00Aug 14$0.16$1.34$0.168.38$80.34
$81.00$80.00Aug 7$0.13$0.87$0.136.69$80.87
$80.00$79.00Aug 21$0.13$0.87$0.136.69$79.87
$77.00$76.00Aug 21$0.14$0.86$0.146.14$76.86
$81.00$80.00Aug 21$0.15$0.85$0.155.67$80.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 112 found (best R:R 9.87, avg 1.26)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$80.00$82.50Jul 24$2.27$2.27$0.239.87$82.27
$82.00$83.00Jul 17$0.88$0.88$0.127.33$82.88
$80.00$82.00Aug 21$1.65$1.65$0.354.71$81.65
$81.50$82.50Jul 31$0.81$0.81$0.194.26$82.31
$82.50$83.50Aug 7$0.79$0.79$0.213.76$83.29
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$86.50$86.00Jul 17$0.40$0.40$0.104.00$86.10
$87.00$86.50Jul 24$0.39$0.39$0.113.55$86.61
$86.50$86.00Jul 24$0.38$0.38$0.123.17$86.12
$87.00$86.00Jul 31$0.70$0.70$0.302.33$86.30
$86.00$85.50Jul 17$0.34$0.34$0.162.13$85.66

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 32 found (avg debit $0.20, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$91.00Jul 17Jul 31$0.0522.0%17.0%
$88.00Jul 10Jul 17$0.0624.0%16.7%
$87.50Jul 10Jul 17$0.1021.1%16.3%
$88.50Jul 24Jul 31$0.1015.7%15.6%
$93.00Jul 17Aug 21$0.1126.8%17.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$81.00Jul 10Jul 17$0.0525.4%17.5%
$81.50Jul 10Jul 17$0.0722.4%16.9%
$82.00Jul 10Jul 17$0.1020.2%16.2%
$87.00Jul 17Jul 24$0.1015.4%15.1%
$82.50Jul 10Jul 17$0.1319.3%15.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 69 found (cheapest 1.22% of stock, avg 3.72%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$84.50Jul 10$0.62$0.41$1.03$83.47$85.531.22%
$85.00Jul 10$0.38$0.67$1.05$83.95$86.051.24%
$84.00Jul 10$0.96$0.24$1.20$82.80$85.201.42%
$85.50Jul 10$0.22$0.99$1.21$84.29$86.711.43%
$83.50Jul 10$1.36$0.13$1.49$82.01$84.991.76%
$86.00Jul 10$0.13$1.41$1.54$84.46$87.541.82%
$85.00Jul 17$0.73$0.95$1.68$83.32$86.681.98%
$84.50Jul 17$0.99$0.70$1.69$82.81$86.192.00%
$85.50Jul 17$0.53$1.24$1.77$83.73$87.272.09%
$84.00Jul 17$1.28$0.52$1.80$82.20$85.802.13%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.12% of stock, avg 1.71%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$87.00$82.50Jul 10$0.05$0.05$0.10$82.40$87.10
$86.50$82.50Jul 10$0.07$0.05$0.12$82.38$86.62
$87.00$83.00Jul 10$0.05$0.08$0.13$82.87$87.13
$86.50$83.00Jul 10$0.07$0.08$0.15$82.85$86.65
$86.00$82.50Jul 10$0.13$0.05$0.18$82.32$86.18
$87.00$83.50Jul 10$0.05$0.13$0.18$83.32$87.18
$86.50$83.50Jul 10$0.07$0.13$0.20$83.30$86.70
$86.00$83.00Jul 10$0.13$0.08$0.21$82.79$86.21
$86.00$83.50Jul 10$0.13$0.13$0.26$83.24$86.26
$85.50$82.50Jul 10$0.22$0.05$0.27$82.23$85.77

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 163 found (best R:R 9.00, avg credit $0.48)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
84/8587/88Aug 21$0.90$0.109.00$84.10$87.90
76/7780/82Aug 21$1.79$0.218.52$75.21$81.79
83/8485/86Aug 21$0.88$0.127.33$83.12$85.88
82/8384/85Aug 21$0.86$0.146.14$82.14$84.86
80/8182/83Aug 21$0.84$0.165.25$80.16$82.84
86/8789/90Aug 21$0.84$0.165.25$86.16$89.84
76/7782/83Aug 21$0.83$0.174.88$76.17$82.83
82/8385/86Aug 21$0.83$0.174.88$82.17$85.83
85/8687/88Aug 21$0.83$0.174.88$85.17$87.83
79/8082/83Aug 21$0.82$0.184.56$79.18$82.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 46 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$82.00$83.00$84.00Aug 21$0.06$0.9415.67
$83.00$84.00$85.00Aug 21$0.07$0.9313.29
$80.50$81.50$82.50Jul 31$0.10$0.909.00
$86.50$87.00$87.50Jul 31$0.05$0.459.00
$83.50$84.00$84.50Jul 10$0.06$0.447.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$78.00$79.00$80.00Aug 21$0.06$0.9415.67
$77.00$78.00$79.00Aug 21$0.07$0.9313.29
$85.00$85.50$86.00Jul 17$0.05$0.459.00
$83.50$84.00$84.50Aug 14$0.05$0.459.00
$83.00$83.50$84.00Jul 10$0.06$0.447.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 87 found (best net $-0.20, 84 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$93.00$96.001:2Aug 21-$0.20$2.80
$80.00$82.501:2Jul 24-$0.41$2.09
$88.00$90.001:2Aug 14-$0.08$1.92
$89.00$90.501:2Aug 7-$0.02$1.48
$92.00$93.001:2Aug 21-$0.05$0.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$72.00$70.001:2Jul 17-$0.02$1.98
$80.50$79.001:2Aug 14-$0.07$1.43
$79.00$78.001:2Jul 31$0.00$1.00
$81.00$80.001:2Aug 7-$0.08$0.92
$79.00$78.001:2Aug 21-$0.17$0.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 2.24%, avg 0.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$85.00Aug 21$1.900.480.4%2.24%2.66%1402.2K
$85.00Aug 14$1.620.470.4%1.91%2.33%138
$85.00Aug 7$1.380.480.4%1.63%2.04%4185
$85.50Aug 14$1.310.441.0%1.55%2.55%1.4K19
$86.00Aug 21$1.300.411.6%1.54%3.13%80992
$85.00Jul 31$1.160.470.4%1.37%1.78%34197
$85.50Aug 7$1.130.431.0%1.33%2.34%1412
$86.00Aug 14$1.090.391.6%1.29%2.88%3--
$85.50Jul 31$0.980.421.0%1.16%2.16%28136
$87.00Aug 21$0.950.342.8%1.12%3.90%51.0K

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 15,732
Total Puts 5,051
Put/Call Ratio 0.32
Net Difference 10,681

Prior's Put/Call Breakdown

Total Calls 7,576
Total Puts 4,089
Put/Call Ratio 0.54
Net Difference 3,487

Prior 7-Day Put/Call Summary

Total Calls 60,745
Total Puts 45,138
Average Put/Call Ratio 0.96
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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