Tour v346
XLP
State StreetCnsmrStpSelSectSPDRETF
$85.19 -0.72%
$85.29 (+0.12%)🌙
as of 07/17 06:07 PM
7/17 18:07

Option Volume

Detail
Current (07/17) 34,176
Calls: 14,527 (43%)
Puts: 19,649 (57%)
Prior (07/16) 28,598
Calls: 9,685 (34%)
Puts: 18,913 (66%)
Current vs Prior +19.50%
Calls: +49.99% (Calls)
Puts: +3.89% (Puts)
Prior 7-Day Total 119,122
Calls: 64,481 (54%)
Puts: 54,641 (46%)
Prior 7-Day Average 17,017
Calls: 9,211 (54%)
Puts: 7,805 (46%)
Current vs Prior 7-Day Avg +100.83%
Calls: +57.70%
Puts: +151.72%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/17) $5.45M
Calls: $2.79M (51%)
Puts: $2.66M (49%)
Prior (07/16) $2.66M
Calls: $1.13M (43%)
Puts: $1.53M (57%)
Current vs Prior +104.97%
Calls: +146.52%
Puts: +74.20%
Prior 7-Day Total $12.86M
Calls: $6.88M (54%)
Puts: $5.98M (46%)
Prior 7-Day Average $1.84M
Calls: $983.5K (54%)
Puts: $854.2K (46%)
Current vs Prior 7-Day Avg +196.70%
Calls: +183.67%
Puts: +211.71%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 1.35
Prior (07/16) 1.95
Current vs Prior -30.74%
Prior 7-Day Average 1.06
Current vs Prior 7-Day Avg +27.79%
Sentiment BEARISH

Open Interest

Detail
Current (07/17) 417,039
Calls: 115,706 (28%)
Puts: 301,333 (72%)
Prior (07/16) 405,331
Calls: 114,318 (28%)
Puts: 291,013 (72%)
Current vs Prior +2.89%
Prior 7-Day Total 2,435,242
Calls: 692,774 (28%)
Puts: 1,742,468 (72%)
Prior 7-Day Average 347,891
Calls: 98,967 (28%)
Puts: 248,924 (72%)
Current vs Prior 7-Day Avg +19.88%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 5.22% | 2.01%5.22% | 5.29%
Prior 1.21% | 2.05%1.21% | 4.17%
Current vs Prior +65.62% | +23.05%+330.99% | +26.89%
Prior 7-Day Avg 2.96% | 2.39%2.40% | 4.90%
Current vs 7-Day Avg -32.10% | +5.50%+117.55% | +8.13%
Prior 7-Day Eod 1.21% | 2.05%1.21% | 4.17%
Current vs 7-Day Eod +65.62% | +23.05%+330.99% | +26.89%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 54.08% | 6.42%
Calls: 71.43% | 6.33%
Puts: 36.73% | 6.52%
Prior 20.73% | 8.34%
Calls: 17.39% | 4.60%
Puts: 24.07% | 12.09%
Current vs Prior +160.88% | -23.02%
Prior 7-Day Avg 22.53% | 10.69%
Calls: 23.87% | 9.82%
Puts: 21.19% | 11.56%
Current vs 7-Day Avg +140.02% | -39.94%
Liquidity Pricy
+
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🤖 AI Insights

Massive premium surge with dollar volume up 105% vs prior. Dollar volume significantly above 7-day average (197% higher). Volume explosion - 101% above 7-day average (34,176 vs avg 17,017). Bearish P/C ratio of 1.35 indicates protective positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
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 1 of results (avg 7.1%, best 7.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$86.00Jul 240.400.43$0.427.1%6070.37345
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.54, cheapest $0.28)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$86.00Jul 240.400.43$0.427.1%6070.37345
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$84.00Jul 240.250.30$0.2817.9%1630.23340
$85.00Jul 310.831.01$0.9219.6%1530.47632

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 91 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$70.00Jul 1714.5017.10$15.8016.5%21.00--
$71.00Jul 1713.5016.10$14.8017.6%21.00--
$72.00Jul 1712.5015.10$13.8018.8%11.00--
$73.00Jul 1711.4514.10$12.7720.8%21.001
$74.00Jul 1710.5513.50$12.0324.5%51.004
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$90.00Jul 242.606.75$4.6888.7%21.00--
$94.00Jul 176.909.65$8.2833.2%10.99--
$95.00Jul 177.5512.30$9.9347.8%10.99--
$86.50Jul 170.001.87$0.94198.9%450.98--
$87.50Jul 170.562.84$1.70134.1%40.98--

Most actively traded options today. High liquidity = easy entry/exit. 180 active (total vol 27.3K, top 4.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$85.00Jul 170.004.80$2.40200.0%4.4K0.527.0K
$86.00Jul 240.400.43$0.427.1%6070.37345
$89.00Aug 210.200.74$0.47114.9%5850.22742
$86.50Jul 170.000.01$0.01100.0%4420.02440
$86.00Jul 170.000.01$0.01100.0%3590.034.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$82.00Aug 210.340.68$0.5166.7%3.9K0.201.3K
$85.00Aug 211.151.69$1.4238.0%3.3K0.432.4K
$85.00Jul 170.004.80$2.40200.0%1.4K0.482.1K
$87.00Jul 241.384.95$3.17112.6%1.2K0.7871
$84.00Aug 70.130.89$0.51149.0%1.2K0.31561

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 51 strikes (avg 1799.0%, max 6630.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$85.00Jul 17Aug 28957.9%14.2%6630.4%4.4K7.0K
$84.50Jul 17Aug 14373.4%12.6%2865.1%56844
$95.00Jul 17Aug 21600.1%20.5%2820.6%678
$94.00Jul 17Aug 21545.8%18.7%2815.7%1017
$92.00Jul 17Aug 21443.8%15.6%2746.7%4478
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$85.00Jul 17Aug 28957.9%14.2%6630.4%1.5K2.1K
$76.00Jul 17Aug 21623.1%20.3%2968.9%30162
$84.50Jul 17Aug 14373.4%12.6%2865.1%14763
$75.00Jul 17Aug 21684.7%23.1%2862.5%--361
$77.00Jul 17Aug 21557.0%21.3%2516.0%72.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 73 found (best R:R 13.29, avg 2.52)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$89.00$93.00Aug 28$0.37$3.63$0.379.81$89.37
$89.00$90.00Jul 24$0.10$0.90$0.109.00$89.10
$88.00$89.00Aug 7$0.13$0.87$0.136.69$88.13
$87.00$88.00Aug 14$0.15$0.85$0.155.67$87.15
$87.00$88.00Aug 21$0.18$0.82$0.184.56$87.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$81.00$79.00Aug 28$0.14$1.86$0.1413.29$80.86
$81.00$80.00Aug 21$0.11$0.89$0.118.09$80.89
$83.00$82.00Aug 21$0.11$0.89$0.118.09$82.89
$82.00$81.00Aug 21$0.18$0.82$0.184.56$81.82
$81.00$80.50Jul 24$0.10$0.40$0.104.00$80.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 84 found (best R:R 7.33, avg 1.07)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$82.00$83.00Aug 21$0.88$0.88$0.127.33$82.88
$81.50$82.50Aug 7$0.79$0.79$0.213.76$82.29
$84.50$85.00Jul 31$0.39$0.39$0.113.55$84.89
$82.50$83.00Jul 31$0.38$0.38$0.123.17$82.88
$86.00$86.50Jul 31$0.38$0.38$0.123.17$86.38
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$85.00$84.50Aug 14$0.37$0.37$0.132.85$84.63
$85.00$84.50Jul 31$0.33$0.33$0.171.94$84.67
$88.00$87.00Aug 21$0.62$0.62$0.381.63$87.38
$88.00$86.00Aug 28$1.24$1.24$0.761.63$86.76
$87.00$86.00Aug 14$0.60$0.60$0.401.50$86.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 41 found (avg debit $0.26, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$82.50Jul 17Jul 24$0.07202.4%21.5%
$89.50Jul 17Jul 31$0.08303.0%17.3%
$91.00Jul 17Jul 31$0.11390.1%23.0%
$95.00Jul 17Jul 31$0.11600.1%33.9%
$89.00Jul 17Jul 24$0.12273.7%23.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$83.50Jul 17Jul 24$0.08240.2%17.9%
$77.00Jul 17Aug 21$0.10557.0%21.3%
$75.00Jul 17Jul 24$0.11684.7%55.9%
$79.00Jul 17Jul 24$0.11431.3%37.5%
$79.50Jul 17Jul 31$0.11399.7%23.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 88 found (cheapest 0.96% of stock, avg 5.10%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$86.00Jul 17$0.01$0.81$0.82$85.18$86.820.96%
$86.50Jul 17$0.01$0.94$0.95$85.55$87.451.12%
$85.50Jul 24$0.67$0.70$1.37$84.13$86.871.61%
$86.00Jul 24$0.42$0.98$1.40$84.60$87.401.64%
$85.00Jul 24$1.01$0.53$1.54$83.46$86.541.81%
$87.50Jul 17$0.01$1.70$1.71$85.79$89.212.01%
$84.00Jul 24$1.58$0.28$1.86$82.14$85.862.18%
$85.50Jul 31$0.96$0.99$1.95$83.55$87.452.29%
$86.50Jul 31$0.34$1.61$1.95$84.55$88.452.29%
$85.50Jul 17$0.01$2.05$2.06$83.44$87.562.42%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 158 found (cheapest 0.15% of stock, avg 1.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$85.50$84.00Jul 17$0.01$0.12$0.13$83.87$85.63
$85.50$83.50Jul 17$0.01$0.12$0.13$83.37$85.63
$87.00$84.00Jul 17$0.05$0.12$0.17$83.83$87.17
$87.00$83.50Jul 17$0.05$0.12$0.17$83.33$87.17
$87.50$83.00Jul 24$0.17$0.14$0.31$82.69$87.81
$87.50$83.50Jul 24$0.17$0.20$0.37$83.13$87.87
$87.50$84.00Jul 24$0.17$0.28$0.45$83.55$87.95
$87.00$83.00Jul 24$0.37$0.14$0.51$82.49$87.51
$91.00$81.00Aug 21$0.22$0.33$0.55$80.45$91.55
$86.00$83.00Jul 24$0.42$0.14$0.56$82.44$86.56

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 95 found (best R:R 8.09, avg credit $0.50)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
83/8486/87Aug 28$0.89$0.118.09$83.11$86.89
84/8586/87Aug 28$0.88$0.127.33$84.12$86.88
82/8284/85Aug 28$0.83$0.174.88$81.17$84.83
86/8788/89Aug 21$0.80$0.204.00$86.20$88.80
82/8384/85Aug 28$0.80$0.204.00$82.20$84.80
86/8788/89Aug 14$0.79$0.213.76$86.21$89.29
84/8485/86Jul 31$0.39$0.113.55$84.11$85.39
83/8486/86Aug 14$0.39$0.113.55$83.11$85.89
84/8486/87Aug 14$0.39$0.113.55$83.61$86.89
84/8588/89Aug 21$0.77$0.233.35$84.23$88.77

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 52 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$88.00$89.00$90.00Aug 7$0.06$0.9415.67
$87.00$88.00$89.00Aug 7$0.08$0.9211.50
$91.00$92.00$93.00Aug 21$0.09$0.9110.11
$85.50$86.00$86.50Aug 14$0.06$0.447.33
$85.00$85.50$86.00Aug 28$0.06$0.447.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$85.00$86.00$87.00Aug 14$0.06$0.9415.67
$85.00$86.00$87.00Aug 21$0.06$0.9415.67
$80.00$81.00$82.00Aug 21$0.07$0.9313.29
$75.00$76.00$77.00Aug 21$0.08$0.9211.50
$82.50$83.00$83.50Jul 24$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. 118 found (best net $-0.12, 109 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$92.00$95.001:2Jul 31-$0.10$2.90
$81.00$83.501:2Aug 14-$0.13$2.37
$95.00$96.001:2Aug 21$0.00$1.00
$91.00$92.001:2Aug 21-$0.06$0.94
$89.00$90.001:2Aug 7-$0.11$0.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$79.00$75.001:2Jul 24-$0.12$3.88
$78.00$74.001:2Jul 31-$0.70$3.30
$72.00$70.001:2Jul 17-$0.01$1.99
$81.00$79.001:2Aug 28-$0.09$1.91
$88.00$86.001:2Aug 28-$0.80$1.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 1.73%, avg 0.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$85.50Aug 28$1.470.510.4%1.73%2.09%101
$86.00Aug 28$1.430.460.9%1.68%2.63%35
$85.50Aug 14$1.060.510.4%1.24%1.61%--1.4K
$85.50Aug 7$0.860.470.4%1.01%1.37%2951
$87.00Aug 28$0.810.372.1%0.95%3.08%110
$85.50Jul 31$0.640.450.4%0.75%1.12%165115
$86.00Aug 7$0.640.410.9%0.75%1.70%8842
$86.00Aug 14$0.520.430.9%0.61%1.56%261
$86.00Aug 21$0.480.500.9%0.56%1.51%1441.5K
$87.00Aug 21$0.430.382.1%0.50%2.63%381.5K

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 14,527
Total Puts 19,649
Put/Call Ratio 1.35
Net Difference -5,122

Prior's Put/Call Breakdown

Total Calls 9,685
Total Puts 18,913
Put/Call Ratio 1.95
Net Difference -9,228

Prior 7-Day Put/Call Summary

Total Calls 64,481
Total Puts 54,641
Average Put/Call Ratio 1.06
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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