Tour v309
XLP
State StreetCnsmrStpSelSectSPDRETF
$84.11 +1.09%
7/10 15:07

Option Volume

Detail
β„Ή
Current (07/10 3:05pm) 16,897
Calls: 12,688 (75%)
Puts: 4,209 (25%)
Prior (07/08) 6,005
Calls: 2,546 (42%)
Puts: 3,459 (58%)
Current vs Prior +181.38%
Calls: +398.35% (Calls)
Puts: +21.68% (Puts)
Prior 7-Day Total 112,742
Calls: 73,225 (65%)
Puts: 39,517 (35%)
Prior 7-Day Average 16,106
Calls: 10,460 (65%)
Puts: 5,645 (35%)
Current vs Prior 7-Day Avg +4.91%
Calls: +21.29%
Puts: -25.44%
Sentiment BULLISH

Dollar Volume

Detail
β„Ή
Current (07/10 3:05pm) $1.38M
Calls: $953.5K (69%)
Puts: $427.1K (31%)
Prior (07/08) $736.7K
Calls: $314.0K (43%)
Puts: $422.8K (57%)
Current vs Prior +87.40%
Calls: +203.69%
Puts: +1.03%
Prior 7-Day Total $11.38M
Calls: $7.43M (65%)
Puts: $3.95M (35%)
Prior 7-Day Average $1.63M
Calls: $1.06M (65%)
Puts: $564.2K (35%)
Current vs Prior 7-Day Avg -15.06%
Calls: -10.16%
Puts: -24.29%
Sentiment BULLISH

Put/Call Ratio

Detail
β„Ή
Current (07/10 3:05pm) 0.33
Prior (07/08) 1.36
Current vs Prior -75.58%
Prior 7-Day Average 0.67
Current vs Prior 7-Day Avg -50.74%
Sentiment BULLISH

Open Interest

Detail
β„Ή
Current (07/10 3:05pm) 394,234
Calls: 110,262 (28%)
Puts: 283,972 (72%)
Prior (07/08) 384,539
Calls: 105,411 (27%)
Puts: 279,128 (73%)
Current vs Prior +2.52%
Prior 7-Day Total 2,560,108
Calls: 635,687 (25%)
Puts: 1,924,421 (75%)
Prior 7-Day Average 365,729
Calls: 90,812 (25%)
Puts: 274,917 (75%)
Current vs Prior 7-Day Avg +7.79%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 0.70% | 1.83%1.83% | 4.62%
Prior 1.52% | 2.29%2.29% | 5.26%
Current vs Prior -53.97% | -20.11%-20.11% | -12.02%
Prior 7-Day Avg 1.22% | 2.17%2.28% | 5.09%
Current vs 7-Day Avg -42.65% | -15.49%-19.57% | -9.18%
Prior 7-Day Eod 1.52% | 2.29%-- | --
Current vs 7-Day Eod -53.97% | -20.11%-- | --
Sentiment BULLISHBULLISH

Relative Spread

Detail
β„Ή
Expiry | Next
Current 51.88% | 11.08%
Calls: 61.54% | 12.16%
Puts: 42.22% | 10.00%
Prior 12.24% | 8.80%
Calls: 8.06% | 7.07%
Puts: 16.42% | 10.53%
Current vs Prior +323.86% | +25.91%
Prior 7-Day Avg 17.29% | 12.05%
Calls: 18.80% | 11.32%
Puts: 15.79% | 12.79%
Current vs 7-Day Avg +200.06% | -8.08%
Liquidity Expensive
+
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πŸ€– AI Insights

Moderately bullish flow with 69% call dollar volume ($953.5K). Elevated premium activity with dollar volume up 87% vs prior. Unusually high activity with volume up 181% vs prior - elevated interest. Extreme bullish P/C ratio of 0.33 - heavy call buying (12,688 calls vs 4,209 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg BULLISH

πŸ“ˆ Options Analysis

🎯 Tightest Spreads
πŸ’° Best Value Under $1
πŸ“Š High Delta (ITM)
πŸ”₯ High Volume
⏰ Backwardation
πŸ“ˆ Debit Spreads
πŸ“‰ Credit Spreads
πŸ“… Calendar Spreads
⚑ Straddles
πŸ”€ Strangles
πŸ¦… Iron Condors
πŸ¦‹ Butterflies
βš–οΈ Ratio Spreads
πŸ›‘οΈ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 68 of results (avg 7.2%, best 3.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$78.00Jul 246.106.30$6.203.2%40.95--
$84.00Aug 211.881.98$1.935.2%430.52291
$80.00Jul 314.254.50$4.385.7%30.908
$84.50Jul 311.001.06$1.035.8%--0.4524
$86.00Aug 210.991.05$1.025.9%120.351.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Aug 211.931.99$1.963.1%170.571.9K
$86.00Aug 212.502.59$2.553.5%--0.65273
$85.50Jul 311.821.89$1.863.8%--0.68143
$85.00Aug 141.781.85$1.823.8%40.5834
$84.50Aug 141.521.58$1.553.9%--0.53609

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 40 found (avg $0.58, cheapest $0.16)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$86.50Jul 240.170.19$0.1811.1%80.1553
$85.00Jul 170.250.30$0.2817.9%530.297.5K
$85.50Jul 240.350.42$0.3917.9%80.28640
$84.50Jul 170.420.49$0.4515.6%2560.41843
$86.00Jul 310.420.50$0.4617.4%30.26203
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$81.50Jul 240.150.18$0.1618.8%280.1339
$82.00Jul 240.210.25$0.2317.4%220.1856
$82.50Jul 240.290.32$0.319.7%770.2367
$81.00Aug 70.310.37$0.3417.6%40.1828
$83.50Jul 170.330.39$0.3616.7%750.34109

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 85 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$73.00Jul 1010.2011.25$10.739.8%31.00--
$74.00Jul 109.2510.20$9.739.8%31.00--
$75.00Jul 108.309.20$8.7510.3%11.00--
$76.00Jul 107.408.20$7.8010.3%21.001
$77.00Jul 106.557.20$6.889.4%31.001
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$88.50Jul 104.205.90$5.0533.7%10.98--
$87.50Jul 103.255.00$4.1342.4%10.98--
$85.00Jul 100.841.04$0.9421.3%50.97500
$87.00Jul 172.843.10$2.978.8%30.963
$84.50Jul 100.350.54$0.4542.2%130.92122

Most actively traded options today. High liquidity = easy entry/exit. 136 active (total vol 13.8K, top 4.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$86.00Jul 170.090.11$0.1020.0%4.0K0.134.5K
$84.00Jul 170.690.78$0.7412.2%2.5K0.544.5K
$85.00Aug 211.361.46$1.417.1%2.3K0.432.7K
$84.00Jul 240.981.06$1.027.8%3670.52208
$84.50Jul 240.720.79$0.769.2%3140.44340
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.00Aug 210.740.80$0.777.8%2600.291.1K
$84.00Jul 310.961.04$1.008.0%2120.48333
$84.00Jul 100.020.07$0.05100.0%2110.331.6K
$81.00Aug 210.550.58$0.565.4%2110.22491
$83.00Aug 211.031.11$1.077.5%2070.38288

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 44 strikes (avg 737.6%, max 1827.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$90.00Jul 10Aug 21264.6%16.7%1485.6%--487
$79.00Jul 10Aug 21248.6%16.6%1398.1%210
$78.00Jul 10Jul 24291.5%20.2%1344.0%717
$80.00Jul 10Aug 21203.3%15.5%1212.4%119
$87.50Jul 10Jul 31165.8%14.6%1037.0%--28
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$76.00Jul 10Aug 21379.7%19.7%1827.0%--61
$75.00Jul 10Aug 21421.2%22.2%1799.9%1172
$77.00Jul 10Aug 21334.3%18.6%1698.1%7122
$78.00Jul 10Aug 21291.5%17.0%1610.4%7192
$79.00Jul 10Aug 21248.6%16.6%1398.1%41261

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 77 found (best R:R 9.00, avg 2.02)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$87.00$89.00Aug 7$0.27$1.73$0.276.41$87.27
$88.00$89.00Aug 21$0.19$0.81$0.194.26$88.19
$86.50$88.00Aug 14$0.30$1.20$0.304.00$86.80
$87.00$88.00Aug 21$0.21$0.79$0.213.76$87.21
$85.00$85.50Jul 17$0.12$0.38$0.123.17$85.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$80.00$79.00Aug 14$0.10$0.90$0.109.00$79.90
$79.00$78.00Aug 21$0.10$0.90$0.109.00$78.90
$81.00$80.00Aug 21$0.17$0.83$0.174.88$80.83
$82.00$81.50Aug 7$0.10$0.40$0.104.00$81.90
$82.00$81.00Aug 21$0.21$0.79$0.213.76$81.79

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 99 found (best R:R 9.00, avg 1.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$81.00$82.00Jul 24$0.86$0.86$0.146.14$81.86
$80.50$81.50Jul 31$0.84$0.84$0.165.25$81.34
$81.50$82.50Jul 31$0.84$0.84$0.165.25$82.34
$80.00$80.50Jul 10$0.40$0.40$0.104.00$80.40
$82.50$83.00Jul 17$0.40$0.40$0.104.00$82.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$88.00$87.00Aug 21$0.90$0.90$0.109.00$87.10
$88.00$87.00Aug 14$0.82$0.82$0.184.56$87.18
$86.00$85.50Jul 31$0.40$0.40$0.104.00$85.60
$87.00$86.00Aug 21$0.80$0.80$0.204.00$86.20
$86.00$85.50Jul 17$0.39$0.39$0.113.55$85.61

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 26 found (avg debit $0.24, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$86.00Jul 10Jul 17$0.0992.4%13.7%
$81.00Jul 17Jul 24$0.1315.7%15.0%
$80.00Jul 10Jul 17$0.15203.3%18.6%
$82.00Jul 10Jul 17$0.15122.3%15.2%
$85.50Jul 10Jul 17$0.1571.4%13.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$82.00Jul 10Jul 17$0.08122.3%15.2%
$85.50Jul 17Jul 24$0.0913.1%13.9%
$82.50Jul 10Jul 17$0.1397.5%14.4%
$88.00Aug 14Aug 21$0.1514.9%15.5%
$85.00Jul 10Jul 17$0.1849.5%13.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 79 found (cheapest 0.23% of stock, avg 3.64%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$84.00Jul 10$0.14$0.05$0.19$83.81$84.190.23%
$84.50Jul 10$0.01$0.45$0.46$84.04$84.960.55%
$83.50Jul 10$0.69$0.02$0.71$82.79$84.210.84%
$85.00Jul 10$0.01$0.94$0.95$84.05$85.951.13%
$83.00Jul 10$1.06$0.02$1.08$81.92$84.081.28%
$84.50Jul 17$0.45$0.80$1.25$83.25$85.751.49%
$84.00Jul 17$0.74$0.54$1.28$82.72$85.281.52%
$83.50Jul 17$1.00$0.36$1.36$82.14$84.861.62%
$85.00Jul 17$0.28$1.12$1.40$83.60$86.401.66%
$83.00Jul 17$1.37$0.24$1.61$81.39$84.611.91%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 153 found (cheapest 0.04% of stock, avg 1.55%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$84.50$83.50Jul 10$0.01$0.02$0.03$83.47$84.53
$84.50$83.00Jul 10$0.01$0.02$0.03$82.97$84.53
$84.50$84.00Jul 10$0.01$0.05$0.06$83.94$84.56
$86.50$82.00Jul 17$0.06$0.10$0.16$81.84$86.66
$86.00$82.00Jul 17$0.10$0.10$0.20$81.80$86.20
$86.50$82.50Jul 17$0.06$0.15$0.21$82.29$86.71
$86.00$82.50Jul 17$0.10$0.15$0.25$82.25$86.25
$85.50$82.00Jul 17$0.16$0.10$0.26$81.74$85.76
$86.50$83.00Jul 17$0.06$0.24$0.30$82.70$86.80
$85.50$82.50Jul 17$0.16$0.15$0.31$82.19$85.81

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 111 found (best R:R 6.14, avg credit $0.45)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
78/7982/83Aug 21$0.86$0.146.14$78.14$82.86
82/8384/85Aug 21$0.82$0.184.56$82.18$84.82
84/8586/87Aug 21$0.81$0.194.26$84.19$86.81
83/8484/84Jul 24$0.40$0.104.00$83.10$84.40
84/8486/86Jul 31$0.40$0.104.00$84.10$85.90
81/8283/84Aug 21$0.80$0.204.00$81.20$83.80
85/8687/88Aug 21$0.80$0.204.00$85.20$87.80
78/7980/82Aug 21$1.57$0.433.65$77.43$81.57
82/8384/84Jul 24$0.39$0.113.55$82.61$84.39
82/8284/84Aug 7$0.39$0.113.55$81.61$83.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 49 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$79.00$80.00$81.00Jul 17$0.07$0.9313.29
$83.00$84.00$85.00Aug 21$0.07$0.9313.29
$80.00$81.00$82.00Jul 24$0.08$0.9211.50
$85.00$86.00$87.00Aug 21$0.08$0.9211.50
$86.00$86.50$87.00Jul 24$0.05$0.459.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$75.00$76.00$77.00Aug 21$0.06$0.9415.67
$77.00$78.00$79.00Aug 21$0.08$0.9211.50
$79.00$80.00$81.00Aug 21$0.09$0.9110.11
$81.00$82.00$83.00Aug 21$0.09$0.9110.11
$82.00$83.00$84.00Aug 21$0.09$0.9110.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 92 found (best net $-0.03, 86 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$89.00$95.001:2Jul 24-$0.03$5.97
$92.00$96.001:2Aug 21-$0.15$3.85
$95.00$98.001:2Jul 17-$0.02$2.98
$89.00$91.001:2Jul 31-$0.01$1.99
$88.00$89.501:2Jul 10-$0.01$1.49
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$72.00$70.001:2Jul 17-$0.02$1.98
$87.00$85.001:2Aug 14-$0.36$1.64
$77.00$76.001:2Aug 21-$0.11$0.89
$79.00$78.001:2Aug 21-$0.11$0.89
$80.00$79.001:2Aug 14-$0.13$0.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 1.62%, avg 0.58%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$85.00Aug 21$1.360.431.1%1.62%2.68%2.3K2.7K
$84.50Aug 14$1.310.470.5%1.56%2.02%--12
$84.50Aug 7$1.160.460.5%1.38%1.84%1938
$85.00Aug 14$1.070.421.1%1.27%2.33%2323
$84.50Jul 31$1.000.450.5%1.19%1.65%--24
$86.00Aug 21$0.990.352.2%1.18%3.42%121.1K
$85.00Aug 7$0.930.411.1%1.11%2.16%299
$85.50Aug 14$0.870.371.6%1.03%2.69%161.4K
$85.50Aug 7$0.770.351.6%0.92%2.57%1928
$86.00Aug 14$0.760.332.2%0.90%3.15%16

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 12,688
Total Puts 4,209
Put/Call Ratio 0.33
Net Difference 8,479

Prior's Put/Call Breakdown

Total Calls 2,546
Total Puts 3,459
Put/Call Ratio 1.36
Net Difference -913

Prior 7-Day Put/Call Summary

Total Calls 73,225
Total Puts 39,517
Average Put/Call Ratio 0.67
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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