Tour v334
XLV
State StreetHlthCrSelSectSPDRETF
$158.29 -1.93%
$158.40 (+0.07%)🌙
as of 07/14 06:13 PM
7/14 18:13

Option Volume

Detail
Current (07/14) 24,518
Calls: 16,891 (69%)
Puts: 7,627 (31%)
Prior (07/13) 15,385
Calls: 8,214 (53%)
Puts: 7,171 (47%)
Current vs Prior +59.36%
Calls: +105.64% (Calls)
Puts: +6.36% (Puts)
Prior 7-Day Total 194,158
Calls: 132,980 (68%)
Puts: 61,178 (32%)
Prior 7-Day Average 27,736
Calls: 18,997 (68%)
Puts: 8,739 (32%)
Current vs Prior 7-Day Avg -11.60%
Calls: -11.09%
Puts: -12.73%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/14) $4.23M
Calls: $3.10M (73%)
Puts: $1.13M (27%)
Prior (07/13) $4.82M
Calls: $3.81M (79%)
Puts: $1.01M (21%)
Current vs Prior -12.31%
Calls: -18.65%
Puts: +11.51%
Prior 7-Day Total $70.08M
Calls: $57.70M (82%)
Puts: $12.38M (18%)
Prior 7-Day Average $10.01M
Calls: $8.24M (82%)
Puts: $1.77M (18%)
Current vs Prior 7-Day Avg -57.76%
Calls: -62.41%
Puts: -36.07%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/14) 0.45
Prior (07/13) 0.87
Current vs Prior -48.28%
Prior 7-Day Average 0.52
Current vs Prior 7-Day Avg -13.48%
Sentiment BULLISH

Open Interest

Detail
Current (07/14) 261,592
Calls: 199,936 (76%)
Puts: 61,656 (24%)
Prior (07/13) 621,630
Calls: 274,173 (44%)
Puts: 347,457 (56%)
Current vs Prior -57.92%
Prior 7-Day Total 4,290,524
Calls: 1,880,537 (44%)
Puts: 2,409,987 (56%)
Prior 7-Day Average 612,932
Calls: 268,648 (44%)
Puts: 344,283 (56%)
Current vs Prior 7-Day Avg -57.32%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 1.52% | 2.36%1.52% | 4.71%
Prior 1.93% | 3.07%1.93% | 4.01%
Current vs Prior -21.31% | -23.16%-21.31% | +17.42%
Prior 7-Day Avg 2.70% | 3.07%2.73% | 4.95%
Current vs 7-Day Avg -43.94% | -23.36%-44.49% | -4.92%
Prior 7-Day Eod 1.93% | 3.07%1.93% | 4.01%
Current vs 7-Day Eod -21.31% | -23.16%-21.31% | +17.42%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 10.86% | 13.50%
Calls: 15.00% | 14.21%
Puts: 6.72% | 12.78%
Prior 14.89% | 18.87%
Calls: 18.84% | 21.65%
Puts: 10.94% | 16.09%
Current vs Prior -27.07% | -28.46%
Prior 7-Day Avg 39.44% | 13.56%
Calls: 33.08% | 13.15%
Puts: 45.80% | 13.96%
Current vs 7-Day Avg -72.46% | -0.44%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($3.10M). Above-average activity with volume up 59% vs prior. Extreme bullish P/C ratio of 0.45 - heavy call buying (16,891 calls vs 7,627 puts). P/C ratio dropping 48% - 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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 4 of results (avg 8.6%, best 7.7%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$133.00Jul 1724.4526.40$25.427.7%20.982
$140.00Aug 2118.5020.00$19.257.8%60.98--
$140.00Jul 1717.7019.40$18.559.2%10.97--
$140.00Jul 3117.8019.65$18.739.9%60.94--
PUTS (0)
No puts meet the criteria

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

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 84 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$132.00Jul 1724.4528.90$26.6716.7%170.991
$150.00Jul 177.908.95$8.4312.5%50.992.9K
$131.00Jul 1725.0029.90$27.4517.9%150.981
$133.00Jul 1724.4526.40$25.427.7%20.982
$140.00Aug 2118.5020.00$19.257.8%60.98--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$162.00Jul 172.854.20$3.5338.2%141.00741
$164.00Jul 174.806.25$5.5326.2%11.0071
$165.00Jul 175.707.15$6.4322.6%121.00507
$171.00Jul 1711.7013.80$12.7516.5%31.00--
$172.00Jul 1712.8014.45$13.6312.1%31.00--

Most actively traded options today. High liquidity = easy entry/exit. 225 active (total vol 21.5K, top 9.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$168.00Aug 210.600.95$0.7745.5%9.3K0.1712.7K
$161.00Jul 170.100.57$0.34138.2%9980.216.7K
$161.00Jul 240.261.06$0.66121.2%6690.2722
$164.00Aug 211.181.82$1.5042.7%3800.28266
$165.00Aug 211.161.48$1.3224.2%3650.252.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$158.00Jul 170.270.93$0.60110.0%1.1K0.403.4K
$159.00Jul 170.761.61$1.1971.4%1.0K0.601.3K
$158.00Jul 311.342.21$1.7848.9%6650.47188
$157.00Jul 170.100.56$0.33139.4%5800.24253
$153.00Aug 210.841.49$1.1755.6%5280.241.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 35 strikes (avg 59.8%, max 268.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$140.00Jul 17Aug 2174.1%20.1%268.1%7--
$145.00Jul 17Aug 2156.2%17.0%231.2%6--
$151.00Jul 17Jul 3141.0%17.4%136.2%2--
$166.00Jul 17Aug 2133.9%17.1%98.1%43--
$170.00Jul 17Aug 2131.5%18.7%68.6%562.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$151.00Jul 17Aug 2841.0%16.7%146.0%3--
$148.00Jul 17Aug 2129.1%17.9%62.5%420
$150.00Jul 17Aug 2126.0%16.4%58.6%1042.4K
$165.00Jul 17Aug 2127.6%17.6%56.8%391.3K
$154.00Jul 17Aug 2125.1%16.4%53.2%46671

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 104 found (best R:R 24.00, avg 3.44)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$168.00$172.00Jul 24$0.18$3.82$0.1821.22$168.18
$170.00$175.00Aug 21$0.34$4.66$0.3413.71$170.34
$168.00$170.00Aug 21$0.16$1.84$0.1611.50$168.16
$166.00$167.00Jul 17$0.12$0.88$0.127.33$166.12
$168.00$169.00Jul 31$0.14$0.86$0.146.14$168.14
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$150.00$147.00Jul 31$0.12$2.88$0.1224.00$149.88
$151.00$149.00Aug 28$0.13$1.87$0.1314.38$150.87
$143.00$140.00Aug 21$0.20$2.80$0.2014.00$142.80
$154.00$153.00Jul 17$0.11$0.89$0.118.09$153.89
$154.00$153.00Aug 14$0.11$0.89$0.118.09$153.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 143 found (best R:R 52.85, avg 2.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$133.00$140.00Jul 17$6.87$6.87$0.1352.85$139.87
$135.00$150.00Aug 14$14.22$14.22$0.7818.23$149.22
$147.50$150.00Jul 24$2.33$2.33$0.1713.71$149.83
$151.00$154.00Jul 24$2.76$2.76$0.2411.50$153.76
$156.00$157.00Jul 17$0.90$0.90$0.109.00$156.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$168.00$166.00Aug 21$1.88$1.88$0.1215.67$166.12
$165.00$164.00Jul 17$0.90$0.90$0.109.00$164.10
$162.00$161.00Jul 17$0.89$0.89$0.118.09$161.11
$172.00$171.00Jul 17$0.88$0.88$0.127.33$171.12
$165.00$162.00Jul 24$2.60$2.60$0.406.50$162.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 42 found (avg debit $0.48, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$170.00Jul 17Jul 31$0.0631.5%17.3%
$166.00Jul 17Jul 24$0.1033.9%21.3%
$165.00Jul 17Jul 24$0.1227.6%18.5%
$140.00Jul 17Jul 31$0.1874.1%33.3%
$164.00Jul 17Jul 24$0.2122.3%17.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$165.00Jul 17Jul 24$0.0527.6%18.5%
$154.00Jul 17Jul 24$0.1325.1%15.8%
$152.00Jul 17Jul 24$0.2326.5%20.7%
$164.00Jul 17Aug 21$0.2522.3%17.2%
$153.00Jul 17Jul 24$0.3122.3%19.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 64 found (cheapest 1.14% of stock, avg 4.19%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$158.00Jul 17$1.21$0.60$1.81$156.19$159.811.14%
$159.00Jul 17$0.70$1.19$1.89$157.11$160.891.19%
$160.00Jul 17$0.25$1.92$2.17$157.83$162.171.37%
$157.00Jul 17$1.88$0.33$2.21$154.79$159.211.40%
$156.00Jul 17$2.78$0.20$2.98$153.02$158.981.88%
$161.00Jul 17$0.34$2.64$2.98$158.02$163.981.88%
$158.00Jul 24$1.89$1.34$3.23$154.77$161.232.04%
$159.00Jul 24$1.47$1.84$3.31$155.69$162.312.09%
$160.00Jul 24$1.10$2.33$3.43$156.57$163.432.17%
$157.00Jul 24$2.65$0.90$3.55$153.45$160.552.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.13% of stock, avg 1.80%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$162.00$155.00Jul 17$0.08$0.12$0.20$154.80$162.20
$162.00$154.00Jul 17$0.08$0.16$0.24$153.76$162.24
$166.00$155.00Jul 17$0.14$0.12$0.26$154.74$166.26
$162.00$156.00Jul 17$0.08$0.20$0.28$155.72$162.28
$166.00$154.00Jul 17$0.14$0.16$0.30$153.70$166.30
$166.00$156.00Jul 17$0.14$0.20$0.34$155.66$166.34
$160.00$155.00Jul 17$0.25$0.12$0.37$154.63$160.37
$160.00$154.00Jul 17$0.25$0.16$0.41$153.59$160.41
$162.00$157.00Jul 17$0.08$0.33$0.41$156.59$162.41
$160.00$156.00Jul 17$0.25$0.20$0.45$155.55$160.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 184 found (best R:R 14.38, avg credit $0.91)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
153/155158/160Aug 28$1.87$0.1314.38$153.13$159.87
146/148150/152Aug 21$1.83$0.1710.76$146.17$151.83
155/156160/161Aug 14$0.90$0.109.00$155.10$160.90
157/158160/161Jul 24$0.88$0.127.33$157.12$160.88
152/153158/159Aug 14$0.88$0.127.33$152.12$158.88
159/160164/165Aug 7$0.87$0.136.69$159.13$164.87
153/154156/157Aug 21$0.87$0.136.69$153.13$156.87
154/155158/159Aug 14$0.86$0.146.14$154.14$158.86
155/156157/158Aug 21$0.86$0.146.14$155.14$157.86
155/156158/158Jul 31$0.85$0.155.67$155.15$158.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 60 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$158.00$159.00$160.00Jul 24$0.05$0.9519.00
$162.00$163.00$164.00Aug 7$0.05$0.9519.00
$158.00$159.00$160.00Jul 17$0.06$0.9415.67
$154.00$155.00$156.00Jul 17$0.07$0.9313.29
$156.00$157.00$158.00Aug 21$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$157.00$158.00$159.00Jul 24$0.06$0.9415.67
$153.00$155.00$157.00Aug 28$0.18$1.8210.11
$149.00$151.00$153.00Aug 28$0.21$1.798.52
$150.00$151.00$152.00Jul 31$0.11$0.898.09
$155.00$156.00$157.00Jul 31$0.11$0.898.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 115 found (best net $-0.11, 95 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$167.00$170.001:2Aug 7-$0.28$2.72
$162.00$165.001:2Aug 28-$0.52$2.48
$165.00$167.501:2Aug 28-$0.49$2.01
$166.00$168.001:2Jul 31-$0.40$1.60
$168.00$170.001:2Aug 21-$0.45$1.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$171.00$165.001:2Jul 17-$0.11$5.89
$149.00$145.001:2Aug 28-$0.01$3.99
$151.00$147.501:2Jul 24-$0.31$3.19
$162.50$159.001:2Aug 14-$0.54$2.96
$150.00$147.001:2Jul 31-$0.12$2.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 39 found (best yield 1.90%, avg 0.61%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$159.00Aug 21$3.000.490.5%1.90%2.34%59350
$160.00Aug 21$2.900.461.1%1.83%2.91%1421.5K
$159.00Aug 14$2.320.480.5%1.47%1.91%2--
$160.00Aug 14$2.140.441.1%1.35%2.43%3724
$159.00Aug 7$2.100.490.5%1.33%1.78%744
$161.00Aug 21$2.020.411.7%1.28%2.99%14307
$160.00Aug 28$2.020.451.1%1.28%2.36%4--
$162.00Aug 28$1.690.372.3%1.07%3.41%10--
$162.00Aug 21$1.550.362.3%0.98%3.32%57424
$161.00Aug 14$1.300.391.7%0.82%2.53%2--

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 16,891
Total Puts 7,627
Put/Call Ratio 0.45
Net Difference 9,264

Prior's Put/Call Breakdown

Total Calls 8,214
Total Puts 7,171
Put/Call Ratio 0.87
Net Difference 1,043

Prior 7-Day Put/Call Summary

Total Calls 132,980
Total Puts 61,178
Average Put/Call Ratio 0.52
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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