Tour v309
XLV
State StreetHlthCrSelSectSPDRETF
$160.84 -0.82%
$160.94 (+0.06%)🌙
as of 07/10 06:04 PM
7/10 18:04

Option Volume

Detail
Current (07/10) 12,180
Calls: 8,380 (69%)
Puts: 3,800 (31%)
Prior (07/09) 19,667
Calls: 12,345 (63%)
Puts: 7,322 (37%)
Current vs Prior -38.07%
Calls: -32.12% (Calls)
Puts: -48.10% (Puts)
Prior 7-Day Total 204,747
Calls: 141,538 (69%)
Puts: 63,209 (31%)
Prior 7-Day Average 29,249
Calls: 20,219 (69%)
Puts: 9,029 (31%)
Current vs Prior 7-Day Avg -58.36%
Calls: -58.56%
Puts: -57.92%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/10) $4.63M
Calls: $3.81M (82%)
Puts: $819.6K (18%)
Prior (07/09) $6.13M
Calls: $3.81M (62%)
Puts: $2.32M (38%)
Current vs Prior -24.42%
Calls: +0.15%
Puts: -64.70%
Prior 7-Day Total $70.53M
Calls: $57.23M (81%)
Puts: $13.30M (19%)
Prior 7-Day Average $10.08M
Calls: $8.18M (81%)
Puts: $1.90M (19%)
Current vs Prior 7-Day Avg -54.03%
Calls: -53.37%
Puts: -56.86%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/10) 0.45
Prior (07/09) 0.59
Current vs Prior -23.55%
Prior 7-Day Average 0.48
Current vs Prior 7-Day Avg -4.77%
Sentiment BULLISH

Open Interest

Detail
Current (07/10) 633,155
Calls: 281,425 (44%)
Puts: 351,730 (56%)
Prior (07/09) 628,872
Calls: 279,769 (44%)
Puts: 349,103 (56%)
Current vs Prior +0.68%
Prior 7-Day Total 4,177,180
Calls: 1,804,106 (43%)
Puts: 2,373,074 (57%)
Prior 7-Day Average 596,740
Calls: 257,729 (43%)
Puts: 339,010 (57%)
Current vs Prior 7-Day Avg +6.10%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 3.19% | 3.31%3.31% | 4.58%
Prior 2.43% | 2.22%2.22% | 4.74%
Current vs Prior +36.14% | +33.60%+49.00% | -3.50%
Prior 7-Day Avg 2.82% | 3.01%2.79% | 5.28%
Current vs 7-Day Avg +17.11% | -1.61%+18.60% | -13.32%
Prior 7-Day Eod 2.43% | 2.22%-- | --
Current vs 7-Day Eod +36.14% | +33.60%-- | --
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 108.71% | 12.62%
Calls: 54.55% | 11.60%
Puts: 162.86% | 13.64%
Prior 12.49% | 12.88%
Calls: 9.93% | 6.61%
Puts: 15.05% | 19.14%
Current vs Prior +770.38% | -2.02%
Prior 7-Day Avg 26.18% | 13.67%
Calls: 27.07% | 13.25%
Puts: 25.30% | 14.08%
Current vs 7-Day Avg +315.20% | -7.67%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($3.81M) vs puts ($819.6K). Extreme bullish P/C ratio of 0.45 - heavy call buying (8,380 calls vs 3,800 puts). P/C ratio dropping 24% - sentiment shifting bullish.

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 2 of results (avg 7.5%, best 5.3%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 2121.2022.35$21.785.3%--0.9413
$134.00Jul 1025.7528.40$27.089.8%--1.0024
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 $0.88, cheapest $0.88)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Jul 310.800.96$0.8818.2%210.24299
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 130 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Jul 1718.5023.45$20.9823.6%21.0042
$142.00Jul 1716.5021.45$18.9826.1%--1.0068
$145.00Jul 1713.5017.30$15.4024.7%--1.00431
$147.00Jul 1711.5014.55$13.0323.4%--1.00125
$148.00Jul 1710.5015.40$12.9537.8%21.00652
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$162.00Jul 100.004.80$2.40200.0%131.00450
$164.00Jul 102.453.80$3.1343.1%21.00204
$167.00Jul 244.957.15$6.0536.4%--1.00888
$169.00Jul 246.808.90$7.8526.8%--1.00444
$163.00Jul 101.305.00$3.15117.5%120.97364

Most actively traded options today. High liquidity = easy entry/exit. 206 active (total vol 7.6K, top 790)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Aug 210.300.45$0.3839.5%4310.091.0K
$162.00Jul 170.660.89$0.7829.5%3950.312.8K
$165.00Jul 170.000.84$0.42200.0%3360.163.0K
$168.00Aug 210.701.35$1.0263.7%2480.2312.6K
$161.00Jul 171.001.39$1.1932.8%1900.415.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Aug 214.905.90$5.4018.5%7900.66606
$158.00Jul 170.000.59$0.30196.7%6200.251.4K
$155.00Aug 210.621.50$1.0683.0%3480.212.1K
$161.00Jul 100.004.80$2.40200.0%2740.501.5K
$150.00Aug 210.300.52$0.4153.7%1640.09533

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 69 strikes (avg 1472.3%, max 3807.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$145.00Jul 10Aug 21749.1%20.7%3516.4%119
$140.00Jul 10Aug 21956.1%29.3%3162.4%213
$161.00Jul 10Aug 21490.9%15.3%3116.8%135775
$150.00Jul 10Aug 21542.0%17.0%3081.8%42819
$148.00Jul 10Aug 7625.5%23.5%2560.1%--43
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$143.00Jul 10Aug 21832.0%21.3%3807.0%1302
$144.00Jul 10Aug 21790.8%21.5%3577.4%--166
$146.00Jul 10Aug 21708.2%19.3%3574.5%2642
$145.00Jul 10Aug 21749.1%20.7%3516.4%51.2K
$142.00Jul 10Aug 21873.4%24.9%3403.5%--307

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 68 found (best R:R 12.89, avg 3.19)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$168.00$170.00Aug 21$0.15$1.85$0.1512.33$168.15
$170.00$175.00Aug 21$0.49$4.51$0.499.20$170.49
$160.00$161.00Jul 24$0.10$0.90$0.109.00$160.10
$154.00$155.00Aug 21$0.13$0.87$0.136.69$154.13
$165.00$166.00Jul 24$0.14$0.86$0.146.14$165.14
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$147.50$145.00Jul 24$0.18$2.32$0.1812.89$147.32
$148.00$146.00Jul 31$0.22$1.78$0.228.09$147.78
$155.00$154.00Jul 31$0.13$0.87$0.136.69$154.87
$155.00$154.00Jul 24$0.14$0.86$0.146.14$154.86
$154.00$153.00Jul 31$0.14$0.86$0.146.14$153.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 95 found (best R:R 57.82, avg 2.77)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$140.00$150.00Jul 31$9.83$9.83$0.1757.82$149.83
$135.00$150.00Jul 24$14.72$14.72$0.2852.57$149.72
$130.00$134.00Jul 10$3.70$3.70$0.3012.33$133.70
$166.00$167.00Aug 21$0.84$0.84$0.165.25$166.84
$150.00$159.00Aug 7$7.50$7.50$1.505.00$157.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$169.00$167.00Jul 24$1.80$1.80$0.209.00$167.20
$165.00$163.00Jul 31$1.75$1.75$0.257.00$163.25
$143.00$142.00Jul 31$0.86$0.86$0.146.14$142.14
$160.00$158.00Jul 31$1.72$1.72$0.286.14$158.28
$164.00$163.00Aug 21$0.85$0.85$0.155.67$163.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 41 found (avg debit $0.68, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$168.00Jul 10Jul 17$0.07223.5%21.8%
$170.00Jul 10Jul 17$0.13277.6%29.1%
$167.00Jul 10Jul 17$0.15195.7%23.0%
$166.00Jul 10Jul 17$0.21182.9%22.5%
$159.00Jul 10Jul 17$0.3175.3%7.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$156.00Jul 10Jul 17$0.10186.4%11.5%
$157.00Jul 10Jul 17$0.11169.4%9.2%
$140.00Jul 10Jul 17$0.14956.1%57.2%
$151.00Jul 10Jul 17$0.28567.6%34.3%
$158.00Jul 10Jul 17$0.29107.8%8.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 115 found (cheapest 1.24% of stock, avg 5.68%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$162.00Jul 17$0.78$1.22$2.00$160.00$164.001.24%
$159.00Jul 10$2.17$0.01$2.18$156.82$161.181.36%
$162.00Jul 10$0.01$2.40$2.41$159.59$164.411.50%
$160.00Jul 10$2.73$0.03$2.76$157.24$162.761.72%
$159.00Jul 17$2.48$0.54$3.02$155.98$162.021.88%
$164.00Jul 10$0.01$3.13$3.14$160.86$167.141.95%
$163.00Jul 10$0.07$3.15$3.22$159.78$166.222.00%
$160.00Jul 17$2.50$0.73$3.23$156.77$163.232.01%
$163.00Jul 17$0.89$2.40$3.29$159.71$166.292.05%
$158.00Jul 10$3.40$0.01$3.41$154.59$161.412.12%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 155 found (cheapest 0.06% of stock, avg 2.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$163.00$160.00Jul 10$0.07$0.03$0.10$159.90$163.10
$163.00$155.00Jul 10$0.07$0.11$0.18$154.82$163.18
$163.00$153.00Jul 10$0.07$0.11$0.18$152.82$163.18
$163.00$151.00Jul 10$0.07$0.20$0.27$150.73$163.27
$164.00$158.00Jul 17$0.43$0.30$0.73$157.27$164.73
$164.00$159.00Jul 17$0.43$0.54$0.97$158.03$164.97
$162.00$158.00Jul 17$0.78$0.30$1.08$156.92$163.08
$163.00$158.00Jul 17$0.89$0.30$1.19$156.81$164.19
$162.00$159.00Jul 17$0.78$0.54$1.32$157.68$163.32
$173.00$158.00Jul 17$1.03$0.30$1.33$156.67$174.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 68 found (best R:R 28.41, avg credit $1.44)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
135/138140/145Aug 21$4.83$0.1728.41$133.17$144.83
148/150169/170Aug 7$1.89$0.1117.18$148.11$170.89
135/138155/156Aug 21$2.75$0.2511.00$135.25$157.75
148/150156/157Jul 31$1.82$0.1810.11$148.18$157.82
148/150151/152Jul 31$1.77$0.237.70$148.23$152.77
147/148149/150Jul 17$0.86$0.146.14$146.64$149.86
148/150161/162Aug 7$1.71$0.295.90$148.29$162.71
145/148151/152Jul 24$2.08$0.424.95$145.42$153.08
145/149151/159Aug 14$6.58$1.424.63$142.42$157.58
157/158162/163Aug 7$0.81$0.194.26$157.19$163.31

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 51 found (best R:R 15.67, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$163.00$164.00$165.00Jul 10$0.06$0.9415.67
$164.00$165.00$166.00Aug 21$0.06$0.9415.67
$150.00$151.00$152.00Jul 17$0.10$0.909.00
$163.00$164.00$165.00Aug 21$0.12$0.887.33
$165.00$166.00$167.00Jul 17$0.14$0.866.14
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$157.00$158.00$159.00Jul 17$0.07$0.9313.29
$155.00$156.00$157.00Jul 10$0.11$0.898.09
$146.00$146.50$147.00Jul 10$0.06$0.447.33
$160.00$161.00$162.00Aug 14$0.12$0.887.33
$140.00$141.00$142.00Jul 17$0.13$0.876.69

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 129 found (best net $-1.57, 98 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$140.00$150.001:2Jul 31-$1.57$8.43
$171.00$180.001:2Aug 14-$4.24$4.76
$175.00$180.001:2Aug 21-$1.40$3.60
$172.00$175.001:2Jul 31-$1.00$2.00
$168.00$170.001:2Jul 31-$0.51$1.49
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$135.00$130.001:2Aug 21-$1.84$3.16
$148.00$144.001:2Aug 7-$1.31$2.69
$148.00$146.001:2Jul 31-$0.04$1.96
$139.00$137.001:2Jul 10-$0.11$1.89
$142.00$140.001:2Jul 10-$0.11$1.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 40 found (best yield 1.74%, avg 0.61%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$162.00Aug 21$2.800.500.7%1.74%2.46%27139
$163.00Aug 21$2.350.451.3%1.46%2.80%77203
$161.00Aug 21$2.250.550.1%1.40%1.50%1158
$161.00Aug 14$1.980.550.1%1.23%1.33%--37
$162.50Aug 14$1.930.471.0%1.20%2.23%--14
$164.00Aug 21$1.790.412.0%1.11%3.08%67260
$165.00Aug 21$1.650.362.6%1.03%3.61%1892.6K
$162.50Aug 7$1.470.491.0%0.91%1.95%--16
$161.00Aug 7$1.450.570.1%0.90%1.00%--27
$166.00Aug 21$1.380.323.2%0.86%4.07%13144

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 8,380
Total Puts 3,800
Put/Call Ratio 0.45
Net Difference 4,580

Prior's Put/Call Breakdown

Total Calls 12,345
Total Puts 7,322
Put/Call Ratio 0.59
Net Difference 5,023

Prior 7-Day Put/Call Summary

Total Calls 141,538
Total Puts 63,209
Average Put/Call Ratio 0.48
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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