Tour v297
XLV
State StreetHlthCrSelSectSPDRETF
$164.44 +1.53%
$164.42 (-0.01%)πŸŒ™
as of 07/07 06:04 PM
7/7 18:04

Option Volume

Detail
β„Ή
Current (07/07) 48,136
Calls: 36,268 (75%)
Puts: 11,868 (25%)
Prior (07/06) 38,045
Calls: 20,540 (54%)
Puts: 17,505 (46%)
Current vs Prior +26.52%
Calls: +76.57% (Calls)
Puts: -32.20% (Puts)
Prior 7-Day Total 268,597
Calls: 161,060 (60%)
Puts: 107,537 (40%)
Prior 7-Day Average 38,371
Calls: 23,008 (60%)
Puts: 15,362 (40%)
Current vs Prior 7-Day Avg +25.45%
Calls: +57.63%
Puts: -22.75%
Sentiment BULLISH

Dollar Volume

Detail
β„Ή
Current (07/07) $21.41M
Calls: $17.21M (80%)
Puts: $4.20M (20%)
Prior (07/06) $12.61M
Calls: $11.14M (88%)
Puts: $1.48M (12%)
Current vs Prior +69.78%
Calls: +54.55%
Puts: +184.69%
Prior 7-Day Total $75.33M
Calls: $60.22M (80%)
Puts: $15.10M (20%)
Prior 7-Day Average $10.76M
Calls: $8.60M (80%)
Puts: $2.16M (20%)
Current vs Prior 7-Day Avg +99.00%
Calls: +100.06%
Puts: +94.77%
Sentiment BULLISH

Put/Call Ratio

Detail
β„Ή
Current (07/07) 0.33
Prior (07/06) 0.85
Current vs Prior -61.60%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg -53.12%
Sentiment BULLISH

Open Interest

Detail
β„Ή
Current (07/07) 609,369
Calls: 268,320 (44%)
Puts: 341,049 (56%)
Prior (07/06) 592,358
Calls: 256,673 (43%)
Puts: 335,685 (57%)
Current vs Prior +2.87%
Prior 7-Day Total 3,661,430
Calls: 1,651,041 (45%)
Puts: 2,010,389 (55%)
Prior 7-Day Average 523,061
Calls: 235,863 (45%)
Puts: 287,198 (55%)
Current vs Prior 7-Day Avg +16.50%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 2.38% | 3.19%3.19% | 5.72%
Prior 2.96% | 2.99%2.99% | 5.58%
Current vs Prior -19.40% | +6.84%+6.84% | +2.53%
Prior 7-Day Avg 3.13% | 3.36%2.99% | 5.58%
Current vs 7-Day Avg -23.76% | -5.07%+6.84% | +2.53%
Prior 7-Day Eod 2.96% | 2.99%-- | --
Current vs 7-Day Eod -19.40% | +6.84%-- | --
Sentiment BULLISHBEARISH

Relative Spread

Detail
β„Ή
Expiry | Next
Current 22.62% | 16.41%
Calls: 28.46% | 18.59%
Puts: 16.77% | 14.23%
Prior 16.13% | 13.71%
Calls: 15.89% | 19.09%
Puts: 16.37% | 8.33%
Current vs Prior +40.24% | +19.69%
Prior 7-Day Avg 74.25% | 89.04%
Calls: 51.28% | 48.99%
Puts: 66.33% | 87.78%
Current vs 7-Day Avg -69.54% | -81.57%
Liquidity Expensive
+
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πŸ€– AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($17.21M) vs puts ($4.20M). Elevated premium activity with dollar volume up 70% vs prior. Dollar volume significantly above 7-day average (99% higher). Extreme bullish P/C ratio of 0.33 - heavy call buying (36,268 calls vs 11,868 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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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 3 of results (avg 8.0%, best 7.0%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$132.00Jul 1731.6533.95$32.807.0%61.00--
$133.00Jul 1730.6533.20$31.938.0%20.90--
$140.00Jul 1723.6525.90$24.789.1%--0.9542
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 $0.94, cheapest $0.94)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Jul 100.851.02$0.9418.1%2670.43634
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 137 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$132.00Jul 1731.6533.95$32.807.0%61.00--
$142.00Jul 1721.6524.00$22.8310.3%--1.0068
$143.00Jul 1720.5523.05$21.8011.5%11.0014
$145.00Jul 1717.9522.00$19.9820.3%--1.00431
$146.00Jul 1717.6020.30$18.9514.2%--1.00177
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Jul 174.958.40$6.6851.6%20.86--
$170.00Aug 215.509.45$7.4852.8%10.68--
$166.00Jul 172.175.00$3.5978.8%40.66--
$166.00Jul 101.532.75$2.1457.0%50.661
$168.00Aug 74.157.40$5.7856.2%50.61--

Most actively traded options today. High liquidity = easy entry/exit. 228 active (total vol 21.4K, top 5.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$168.00Aug 212.293.45$2.8740.4%5.1K0.3914.0K
$170.00Jul 170.100.62$0.36144.4%1.7K0.14561
$168.00Jul 100.150.41$0.2892.9%1.0K0.169
$175.00Aug 210.671.15$0.9152.7%6990.17350
$161.00Jul 174.104.80$4.4515.7%6160.716.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$161.00Aug 211.604.30$2.9591.5%1.4K0.3630
$165.00Aug 213.306.15$4.7260.4%1.3K0.5016
$165.00Jul 171.662.99$2.3357.1%6050.55115
$165.00Jul 241.802.75$2.2841.7%5370.58--
$160.00Jul 170.350.75$0.5572.7%5140.193.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 65 strikes (avg 80.7%, max 245.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$162.00Jul 10Aug 2160.3%17.5%245.3%321259
$163.00Jul 10Aug 2152.6%16.4%221.3%155759
$135.00Jul 10Aug 21108.2%35.6%204.3%368
$145.00Jul 10Aug 2174.3%30.0%147.9%118
$152.00Jul 10Aug 2141.4%18.5%123.7%261
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$162.00Jul 10Aug 2160.3%17.5%245.3%47578
$163.00Jul 10Aug 2152.6%16.4%221.3%2241
$135.00Jul 10Aug 21108.2%35.6%204.3%--419
$138.00Jul 17Aug 2173.0%27.2%167.9%2065
$140.00Jul 10Aug 2190.8%34.2%165.6%199

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 61 found (best R:R 17.18, avg 3.25)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$168.00$170.00Jul 24$0.17$1.83$0.1710.76$168.17
$170.00$171.00Aug 7$0.11$0.89$0.118.09$170.11
$165.00$166.00Aug 14$0.12$0.88$0.127.33$165.12
$168.00$169.00Jul 10$0.16$0.84$0.165.25$168.16
$173.00$174.00Jul 17$0.17$0.83$0.174.88$173.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$142.00$140.00Jul 31$0.11$1.89$0.1117.18$141.89
$140.00$139.00Jul 10$0.10$0.90$0.109.00$139.90
$144.00$143.00Jul 10$0.11$0.89$0.118.09$143.89
$160.00$159.00Jul 10$0.11$0.89$0.118.09$159.89
$158.00$157.00Jul 24$0.12$0.88$0.127.33$157.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 99 found (best R:R 22.33, avg 2.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$136.00$143.00Jul 10$6.70$6.70$0.3022.33$142.70
$145.00$147.00Aug 21$1.88$1.88$0.1215.67$146.88
$163.00$165.00Aug 14$1.85$1.85$0.1512.33$164.85
$147.00$148.00Aug 21$0.90$0.90$0.109.00$147.90
$170.00$171.00Jul 31$0.89$0.89$0.118.09$170.89
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$158.00$157.00Jul 17$0.89$0.89$0.118.09$157.11
$170.00$167.00Aug 21$2.53$2.53$0.475.38$167.47
$142.00$140.00Aug 21$1.65$1.65$0.354.71$140.35
$170.00$166.00Jul 17$3.09$3.09$0.913.40$166.91
$163.00$161.00Aug 7$1.44$1.44$0.562.57$161.56

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 48 found (avg debit $0.67, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$166.00Jul 10Jul 17$0.0625.4%15.3%
$135.00Jul 10Jul 24$0.15108.2%89.2%
$140.00Jul 17Jul 31$0.1556.5%49.4%
$144.00Jul 10Jul 17$0.2377.7%67.2%
$175.00Jul 17Jul 31$0.2326.2%19.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$154.00Jul 10Jul 17$0.0536.8%22.5%
$162.00Jul 10Jul 17$0.0660.3%32.3%
$142.00Jul 10Jul 17$0.0761.7%42.6%
$156.00Jul 10Jul 17$0.0730.1%19.1%
$147.50Jul 10Jul 17$0.0947.0%34.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 120 found (cheapest 1.54% of stock, avg 7.42%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$164.00Jul 10$1.52$1.02$2.54$161.46$166.541.54%
$166.00Jul 10$0.85$2.14$2.99$163.01$168.991.82%
$165.00Jul 10$0.94$2.40$3.34$161.66$168.342.03%
$165.00Jul 17$1.83$2.33$4.16$160.84$169.162.53%
$161.00Jul 10$4.02$0.28$4.30$156.70$165.302.61%
$165.00Jul 24$2.20$2.28$4.48$160.52$169.482.72%
$166.00Jul 17$0.91$3.59$4.50$161.50$170.502.74%
$160.00Jul 10$4.53$0.21$4.74$155.26$164.742.88%
$160.00Jul 17$4.31$0.55$4.86$155.14$164.862.96%
$162.00Jul 17$2.58$2.48$5.06$156.94$167.063.08%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.20% of stock, avg 2.62%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$169.00$160.00Jul 10$0.12$0.21$0.33$159.67$169.33
$169.00$161.00Jul 10$0.12$0.28$0.40$160.60$169.40
$167.00$160.00Jul 10$0.28$0.21$0.49$159.51$167.49
$168.00$160.00Jul 10$0.28$0.21$0.49$159.51$168.49
$167.00$161.00Jul 10$0.28$0.28$0.56$160.44$167.56
$168.00$161.00Jul 10$0.28$0.28$0.56$160.44$168.56
$166.00$160.00Jul 10$0.85$0.21$1.06$158.94$167.06
$166.00$161.00Jul 10$0.85$0.28$1.13$159.87$167.13
$169.00$164.00Jul 10$0.12$1.02$1.14$162.86$170.14
$165.00$160.00Jul 10$0.94$0.21$1.15$158.85$166.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 39 found (best R:R 15.67, avg credit $1.13)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
155/157162/163Aug 7$1.88$0.1215.67$155.12$164.38
146/148152/153Jul 31$1.82$0.1810.11$146.18$153.82
146/148150/152Aug 21$1.81$0.199.53$146.19$151.81
155/157163/164Aug 7$1.72$0.286.14$155.28$164.72
160/161162/163Aug 7$0.81$0.194.26$160.19$163.31
145/148153/154Jul 24$2.01$0.494.10$145.49$155.01
159/160163/164Aug 7$0.80$0.204.00$159.20$163.80
162/162165/166Aug 14$0.79$0.213.76$161.71$165.79
140/142154/155Jul 31$1.41$0.592.39$140.59$155.41
140/142151/152Jul 31$1.39$0.612.28$140.61$152.39

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 58 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$145.00$146.00$147.00Jul 17$0.08$0.9211.50
$162.00$163.00$164.00Jul 17$0.10$0.909.00
$150.00$151.00$152.00Jul 10$0.11$0.898.09
$168.00$169.00$170.00Jul 10$0.11$0.898.09
$157.00$158.00$159.00Jul 24$0.13$0.876.69
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$153.00$154.00$155.00Aug 21$0.06$0.9415.67
$158.00$159.00$160.00Jul 10$0.09$0.9110.11
$142.00$143.00$144.00Jul 10$0.11$0.898.09
$140.00$141.00$142.00Jul 17$0.13$0.876.69
$162.00$163.00$164.00Aug 21$0.17$0.834.88

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 102 found (best net $-4.93, 71 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$140.00$150.001:2Jul 31-$4.93$5.07
$170.00$174.001:2Jul 10-$0.17$3.83
$166.00$170.001:2Aug 14-$1.67$2.33
$169.00$170.001:2Aug 7-$0.10$0.90
$172.00$173.001:2Jul 17-$0.12$0.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$149.001:2Aug 14-$2.40$3.60
$170.00$166.001:2Jul 17-$0.50$3.50
$148.00$144.001:2Aug 7-$1.57$2.43
$147.50$145.001:2Jul 24-$0.09$2.41
$138.00$135.001:2Aug 21-$0.71$2.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 2.46%, avg 0.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$165.00Aug 21$4.050.500.3%2.46%2.80%4552.7K
$168.00Aug 21$2.290.392.2%1.39%3.56%5.1K14.0K
$170.00Aug 21$1.720.323.4%1.05%4.43%488737
$165.00Aug 14$1.500.490.3%0.91%1.25%262
$166.00Aug 14$1.300.460.9%0.79%1.74%11--
$165.00Aug 7$1.200.500.3%0.73%1.07%21918
$166.00Aug 7$1.200.440.9%0.73%1.68%31
$166.00Aug 21$1.200.460.9%0.73%1.68%--68
$165.00Jul 17$1.160.450.3%0.71%1.05%3642.8K
$165.00Jul 10$0.850.430.3%0.52%0.86%267634

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 36,268
Total Puts 11,868
Put/Call Ratio 0.33
Net Difference 24,400

Prior's Put/Call Breakdown

Total Calls 20,540
Total Puts 17,505
Put/Call Ratio 0.85
Net Difference 3,035

Prior 7-Day Put/Call Summary

Total Calls 161,060
Total Puts 107,537
Average Put/Call Ratio 0.70
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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