Tour v344
XLV
State StreetHlthCrSelSectSPDRETF
$161.80 +2.22%
$161.45 (-0.22%)🌙
as of 07/16 06:05 PM
7/16 18:05

Option Volume

Detail
Current (07/16) 27,152
Calls: 14,805 (55%)
Puts: 12,347 (45%)
Prior (07/15) 11,054
Calls: 7,997 (72%)
Puts: 3,057 (28%)
Current vs Prior +145.63%
Calls: +85.13% (Calls)
Puts: +303.89% (Puts)
Prior 7-Day Total 144,713
Calls: 101,024 (70%)
Puts: 43,689 (30%)
Prior 7-Day Average 20,673
Calls: 14,432 (70%)
Puts: 6,241 (30%)
Current vs Prior 7-Day Avg +31.34%
Calls: +2.58%
Puts: +97.83%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/16) $5.35M
Calls: $3.67M (69%)
Puts: $1.68M (31%)
Prior (07/15) $3.06M
Calls: $2.23M (73%)
Puts: $828.6K (27%)
Current vs Prior +74.91%
Calls: +64.52%
Puts: +102.89%
Prior 7-Day Total $49.34M
Calls: $38.39M (78%)
Puts: $10.95M (22%)
Prior 7-Day Average $7.05M
Calls: $5.48M (78%)
Puts: $1.56M (22%)
Current vs Prior 7-Day Avg -24.05%
Calls: -33.05%
Puts: +7.48%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/16) 0.83
Prior (07/15) 0.38
Current vs Prior +118.16%
Prior 7-Day Average 0.48
Current vs Prior 7-Day Avg +74.75%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/16) 625,659
Calls: 274,244 (44%)
Puts: 351,415 (56%)
Prior (07/15) 245,610
Calls: 189,060 (77%)
Puts: 56,550 (23%)
Current vs Prior +154.74%
Prior 7-Day Total 3,626,751
Calls: 1,770,349 (49%)
Puts: 1,856,402 (51%)
Prior 7-Day Average 518,107
Calls: 252,907 (49%)
Puts: 265,200 (51%)
Current vs Prior 7-Day Avg +20.76%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 1.94% | 3.13%1.94% | 4.81%
Prior 2.28% | 2.79%2.28% | 3.98%
Current vs Prior -14.91% | +12.25%-14.90% | +20.97%
Prior 7-Day Avg 2.31% | 2.76%2.46% | 4.69%
Current vs 7-Day Avg -16.04% | +13.18%-21.01% | +2.71%
Prior 7-Day Eod 2.28% | 2.79%2.28% | 3.98%
Current vs 7-Day Eod -14.91% | +12.25%-14.90% | +20.97%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 46.33% | 21.44%
Calls: 22.78% | 16.00%
Puts: 69.88% | 26.88%
Prior 38.22% | 16.14%
Calls: 36.23% | 13.61%
Puts: 40.21% | 18.67%
Current vs Prior +21.22% | +32.84%
Prior 7-Day Avg 31.47% | 14.76%
Calls: 24.71% | 13.27%
Puts: 38.23% | 16.24%
Current vs 7-Day Avg +47.23% | +45.29%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($3.67M). Elevated premium activity with dollar volume up 75% vs prior. Unusually high activity with volume up 146% vs prior - elevated interest. P/C ratio rising 118% - increased hedging/bearish positioning.

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 NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
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 -- of results (avg --%, best --%)

No options available for this category

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. 116 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$131.00Jul 1728.3033.00$30.6515.3%--1.0016
$132.00Jul 1727.2032.00$29.6016.2%--1.0013
$135.00Jul 1724.3029.00$26.6517.6%21.002
$137.00Jul 1722.3527.00$24.6818.8%11.001
$138.00Jul 1721.3026.00$23.6519.9%11.001
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$164.00Jul 170.054.95$2.50196.0%--0.8954
$165.00Jul 241.636.00$3.82114.4%--0.83536
$163.00Jul 170.415.00$2.71169.4%20.82200
$185.00Aug 2121.2526.00$23.6320.1%150.80--
$167.00Aug 214.008.45$6.2371.4%--0.7716

Most actively traded options today. High liquidity = easy entry/exit. 215 active (total vol 22.8K, top 4.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$162.00Jul 240.481.40$0.9497.9%2.4K0.40160
$165.00Jul 240.190.66$0.43109.3%1.4K0.18425
$162.00Jul 170.000.83$0.42197.6%1.2K0.392.6K
$165.00Aug 211.672.30$1.9931.7%9010.353.1K
$175.00Aug 210.010.50$0.26188.5%8560.071.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Jul 170.002.80$1.40200.0%4.7K0.383.9K
$159.00Jul 170.002.42$1.21200.0%1.1K0.32546
$149.00Aug 140.000.26$0.13200.0%8430.0410
$161.00Jul 170.000.59$0.30196.7%6530.36129
$158.00Jul 170.000.05$0.03166.7%5560.032.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 62 strikes (avg 167.5%, max 788.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$151.00Jul 17Aug 21152.4%26.2%481.1%1349
$166.00Jul 17Aug 2182.1%14.5%468.3%235116
$154.00Jul 17Aug 2172.8%16.8%332.0%--566
$145.00Jul 17Aug 2182.8%20.0%314.7%5446
$160.00Jul 17Aug 2863.1%16.6%279.4%30115.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$151.00Jul 17Aug 28152.4%17.2%788.2%3320
$154.00Jul 17Aug 2172.8%16.8%332.0%8690
$145.00Jul 17Aug 2182.8%20.0%314.7%343.0K
$148.00Jul 17Aug 2197.3%24.0%306.2%1813.0K
$159.00Jul 17Aug 2868.9%17.1%302.7%1.1K550

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 74 found (best R:R 14.38, avg 3.03)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$170.00$175.00Aug 21$0.36$4.64$0.3612.89$170.36
$170.00$172.00Jul 31$0.22$1.78$0.228.09$170.22
$163.00$164.00Aug 7$0.12$0.88$0.127.33$163.12
$170.00$172.00Aug 7$0.27$1.73$0.276.41$170.27
$171.00$180.00Aug 14$1.28$7.72$1.286.03$172.28
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$142.00$140.00Jul 24$0.13$1.87$0.1314.38$141.87
$156.00$155.00Jul 17$0.11$0.89$0.118.09$155.89
$151.00$150.00Jul 24$0.12$0.88$0.127.33$150.88
$142.00$141.00Aug 21$0.14$0.86$0.146.14$141.86
$140.00$135.00Jul 24$0.74$4.26$0.745.76$139.26

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 108 found (best R:R 87.24, avg 3.91)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$135.00$150.00Aug 14$14.83$14.83$0.1787.24$149.83
$140.00$151.00Jul 31$10.87$10.87$0.1383.62$150.87
$135.00$140.00Jul 31$4.80$4.80$0.2024.00$139.80
$153.00$159.00Aug 14$5.45$5.45$0.559.91$158.45
$150.00$153.00Aug 14$2.70$2.70$0.309.00$152.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$185.00$167.00Aug 21$17.40$17.40$0.6029.00$167.60
$160.00$159.00Jul 31$0.88$0.88$0.127.33$159.12
$141.00$140.00Aug 21$0.88$0.88$0.127.33$140.12
$167.00$165.00Aug 21$1.76$1.76$0.247.33$165.24
$165.00$164.00Jul 24$0.84$0.84$0.165.25$164.16

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 58 found (avg debit $0.91, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$135.00Jul 17Jul 24$0.08131.3%70.5%
$152.00Jul 17Jul 24$0.0857.4%41.2%
$167.00Jul 17Jul 24$0.1232.8%18.6%
$159.00Jul 17Jul 24$0.1368.9%25.7%
$153.00Jul 17Jul 24$0.1646.9%29.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$162.00Jul 17Jul 24$0.0819.9%16.1%
$163.00Jul 17Jul 24$0.0821.1%21.6%
$157.00Jul 17Jul 24$0.1227.9%11.5%
$135.00Jul 17Jul 24$0.30131.3%70.5%
$157.50Jul 31Aug 7$0.4230.6%26.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 104 found (cheapest 0.64% of stock, avg 6.24%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$161.00Jul 17$0.74$0.30$1.04$159.96$162.040.64%
$164.00Jul 17$0.10$2.50$2.60$161.40$166.601.61%
$162.00Jul 17$0.42$2.40$2.82$159.18$164.821.74%
$163.00Jul 17$0.17$2.71$2.88$160.12$165.881.78%
$160.00Jul 24$2.90$0.45$3.35$156.65$163.352.07%
$162.00Jul 24$0.94$2.48$3.42$158.58$165.422.11%
$163.00Jul 24$1.05$2.79$3.84$159.16$166.842.37%
$160.00Jul 17$2.56$1.40$3.96$156.04$163.962.45%
$164.00Jul 24$1.00$2.98$3.98$160.02$167.982.46%
$159.00Jul 17$2.93$1.21$4.14$154.86$163.142.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.25% of stock, avg 2.60%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$164.00$161.00Jul 17$0.10$0.30$0.40$160.60$164.40
$163.00$161.00Jul 17$0.17$0.30$0.47$160.53$163.47
$162.00$161.00Jul 17$0.42$0.30$0.72$160.28$162.72
$164.00$152.50Jul 17$0.10$1.05$1.15$151.35$165.15
$163.00$152.50Jul 17$0.17$1.05$1.22$151.28$164.22
$166.00$161.00Jul 17$1.00$0.30$1.30$159.70$167.30
$164.00$159.00Jul 17$0.10$1.21$1.31$157.69$165.31
$164.00$151.00Jul 17$0.10$1.26$1.36$149.64$165.36
$163.00$159.00Jul 17$0.17$1.21$1.38$157.62$164.38
$162.00$160.00Jul 24$0.94$0.45$1.39$158.61$163.39

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 73 found (best R:R 49.00, avg credit $1.45)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
145/147153/159Aug 14$5.88$0.1249.00$141.12$158.88
149/150153/159Aug 14$5.82$0.1832.33$144.18$158.82
144/148157/159Aug 7$3.80$0.2019.00$144.20$160.80
151/153162/162Aug 28$1.88$0.1215.67$151.12$163.88
145/148157/158Jul 24$2.34$0.1614.63$145.16$159.34
150/151162/162Aug 14$0.87$0.136.69$150.13$162.87
156/157159/160Aug 7$0.82$0.184.56$156.18$159.82
150/151164/165Aug 14$0.82$0.184.56$150.18$164.82
144/148156/157Aug 7$3.24$0.764.26$144.76$159.24
140/142156/157Jul 24$1.58$0.423.76$140.42$157.58

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 59 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$146.00$147.00$148.00Jul 17$0.05$0.9519.00
$170.00$175.00$180.00Aug 21$0.28$4.7216.86
$167.00$168.00$169.00Jul 17$0.06$0.9415.67
$161.00$162.00$163.00Jul 17$0.07$0.9313.29
$169.00$170.00$171.00Jul 17$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$154.00$155.00$156.00Aug 14$0.08$0.9211.50
$156.00$157.00$158.00Jul 17$0.11$0.898.09
$160.00$161.00$162.00Jul 31$0.13$0.876.69
$153.00$154.00$155.00Aug 7$0.18$0.824.56
$163.00$164.00$165.00Aug 21$0.18$0.824.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 82 found (best net $-0.21, 49 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$140.00$151.001:2Jul 31-$0.21$10.79
$175.00$180.001:2Aug 21-$0.10$4.90
$150.00$156.001:2Aug 7-$1.35$4.65
$175.00$180.001:2Jul 31-$1.15$3.85
$165.00$170.001:2Aug 28-$1.30$3.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$135.00$130.001:2Jul 24-$1.71$3.29
$135.00$130.001:2Aug 21-$2.40$2.60
$132.00$130.001:2Jul 17-$0.05$1.95
$166.00$163.001:2Aug 7-$1.17$1.83
$154.00$151.001:2Jul 24-$1.26$1.74

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 1.39%, avg 0.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$162.00Aug 21$2.250.490.1%1.39%1.51%167446
$163.00Aug 21$2.000.450.7%1.24%1.98%38269
$165.00Aug 28$2.000.412.0%1.24%3.21%921
$162.00Aug 28$1.760.500.1%1.09%1.21%37
$165.00Aug 21$1.670.352.0%1.03%3.01%9013.1K
$162.50Aug 28$1.250.480.4%0.77%1.21%3--
$164.00Aug 21$1.080.421.4%0.67%2.03%167550
$165.00Aug 14$0.850.372.0%0.53%2.50%416
$168.00Aug 21$0.800.243.8%0.49%4.33%3255.3K
$165.00Jul 31$0.650.402.0%0.40%2.38%34299

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 14,805
Total Puts 12,347
Put/Call Ratio 0.83
Net Difference 2,458

Prior's Put/Call Breakdown

Total Calls 7,997
Total Puts 3,057
Put/Call Ratio 0.38
Net Difference 4,940

Prior 7-Day Put/Call Summary

Total Calls 101,024
Total Puts 43,689
Average Put/Call Ratio 0.48
Ratio Trend Rising

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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