Tour v346
XLV
State StreetHlthCrSelSectSPDRETF
$161.09 -0.44%
$161.00 (-0.06%)🌙
as of 07/17 06:07 PM
7/17 18:07

Option Volume

Detail
Current (07/17) 27,507
Calls: 18,727 (68%)
Puts: 8,780 (32%)
Prior (07/16) 27,152
Calls: 14,805 (55%)
Puts: 12,347 (45%)
Current vs Prior +1.31%
Calls: +26.49% (Calls)
Puts: -28.89% (Puts)
Prior 7-Day Total 123,729
Calls: 79,561 (64%)
Puts: 44,168 (36%)
Prior 7-Day Average 17,675
Calls: 11,365 (64%)
Puts: 6,309 (36%)
Current vs Prior 7-Day Avg +55.62%
Calls: +64.77%
Puts: +39.15%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $13.43M
Calls: $8.82M (66%)
Puts: $4.61M (34%)
Prior (07/16) $5.35M
Calls: $3.67M (69%)
Puts: $1.68M (31%)
Current vs Prior +150.93%
Calls: +140.29%
Puts: +174.17%
Prior 7-Day Total $33.28M
Calls: $24.85M (75%)
Puts: $8.43M (25%)
Prior 7-Day Average $4.75M
Calls: $3.55M (75%)
Puts: $1.20M (25%)
Current vs Prior 7-Day Avg +182.55%
Calls: +148.54%
Puts: +282.83%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.47
Prior (07/16) 0.83
Current vs Prior -43.78%
Prior 7-Day Average 0.55
Current vs Prior 7-Day Avg -14.71%
Sentiment BULLISH

Open Interest

Detail
Current (07/17) 635,739
Calls: 279,143 (44%)
Puts: 356,596 (56%)
Prior (07/16) 625,659
Calls: 274,244 (44%)
Puts: 351,415 (56%)
Current vs Prior +1.61%
Prior 7-Day Total 3,643,041
Calls: 1,776,273 (49%)
Puts: 1,866,768 (51%)
Prior 7-Day Average 520,434
Calls: 253,753 (49%)
Puts: 266,681 (51%)
Current vs Prior 7-Day Avg +22.16%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 0.68% | 1.48%0.68% | 4.35%
Prior 1.94% | 3.13%1.94% | 4.81%
Current vs Prior -23.55% | -11.87%-64.82% | -9.75%
Prior 7-Day Avg 2.25% | 2.75%2.28% | 4.56%
Current vs 7-Day Avg -34.00% | +0.09%-70.03% | -4.68%
Prior 7-Day Eod 1.94% | 3.13%1.94% | 4.81%
Current vs 7-Day Eod -23.55% | -11.87%-64.82% | -9.75%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 112.86% | 15.94%
Calls: 145.45% | 12.50%
Puts: 80.28% | 19.38%
Prior 46.33% | 21.44%
Calls: 22.78% | 16.00%
Puts: 69.88% | 26.88%
Current vs Prior +143.60% | -25.65%
Prior 7-Day Avg 34.86% | 15.48%
Calls: 23.89% | 12.90%
Puts: 45.82% | 18.05%
Current vs 7-Day Avg +223.79% | +3.00%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($8.82M). Massive premium surge with dollar volume up 151% vs prior. Dollar volume significantly above 7-day average (183% higher). Extreme bullish P/C ratio of 0.47 - heavy call buying (18,727 calls vs 8,780 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

📈 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 7 of results (avg 7.9%, best 5.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$131.00Jul 1729.5531.25$30.405.6%121.0016
$130.00Jul 1730.4032.25$31.335.9%101.00--
$147.00Jul 1713.4514.50$13.987.5%81.00123
$140.00Jul 1720.1521.95$21.058.6%--1.0014
$138.00Jul 1722.4524.55$23.508.9%21.002
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$180.00Aug 2117.8519.60$18.739.3%20.94--

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. 121 found (avg delta 0.84, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 1730.4032.25$31.335.9%101.00--
$131.00Jul 1729.5531.25$30.405.6%121.0016
$132.00Jul 1727.6531.40$29.5312.7%51.0013
$133.00Jul 1727.3030.00$28.659.4%11.004
$137.00Jul 1722.2025.75$23.9814.8%21.001
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$185.00Aug 2121.5024.70$23.1013.9%21.0015
$163.00Jul 171.522.58$2.0551.7%90.98201
$162.00Jul 170.541.60$1.0799.1%1120.97769
$180.00Aug 2117.8519.60$18.739.3%20.94--
$165.00Jul 242.884.60$3.7446.0%50.90536

Most actively traded options today. High liquidity = easy entry/exit. 199 active (total vol 15.2K, top 2.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$163.00Jul 170.000.01$0.01100.0%2.4K0.01210
$170.00Aug 210.431.12$0.7888.5%1.6K0.17798
$162.00Jul 170.000.01$0.01100.0%1.5K0.032.3K
$168.00Aug 210.801.15$0.9835.7%1.0K0.215.4K
$165.00Jul 240.000.28$0.14200.0%4530.101.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Aug 211.802.68$2.2439.3%2.1K0.432.0K
$159.00Jul 240.190.91$0.55130.9%3760.2789
$161.00Jul 240.121.77$0.95173.7%2850.4881
$157.00Jul 240.000.45$0.23195.7%1650.12440
$162.00Jul 170.541.60$1.0799.1%1120.97769

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 1676.2%, max 4569.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$140.00Jul 17Aug 21957.5%25.9%3603.9%--31
$166.00Jul 17Aug 21588.4%16.8%3410.0%7252
$161.00Jul 17Aug 28495.3%16.6%2886.0%1755.7K
$145.00Jul 17Aug 21539.5%20.7%2500.4%6445
$147.00Jul 17Aug 21477.2%19.1%2398.7%8198
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$130.00Jul 17Aug 211531.1%32.8%4569.3%--702
$143.00Jul 17Aug 21832.9%21.2%3828.9%--814
$144.00Jul 17Aug 21792.3%20.7%3728.5%1393
$140.00Jul 17Aug 21957.5%25.9%3603.9%--2.8K
$161.00Jul 17Aug 21495.3%14.7%3270.5%1111.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 97 found (best R:R 44.45, avg 3.80)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$175.00$180.00Aug 21$0.11$4.89$0.1144.45$175.11
$170.00$174.00Aug 14$0.18$3.82$0.1821.22$170.18
$167.00$168.00Aug 7$0.10$0.90$0.109.00$167.10
$168.00$170.00Aug 21$0.20$1.80$0.209.00$168.20
$170.00$175.00Aug 21$0.53$4.47$0.538.43$170.53
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$135.00$130.00Jul 24$0.22$4.78$0.2221.73$134.78
$135.00$130.00Aug 21$0.28$4.72$0.2816.86$134.72
$143.00$142.00Jul 17$0.10$0.90$0.109.00$142.90
$146.00$145.00Jul 31$0.11$0.89$0.118.09$145.89
$138.00$135.00Aug 21$0.35$2.65$0.357.57$137.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 134 found (best R:R 41.86, avg 2.12)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$150.00$156.00Aug 7$5.86$5.86$0.1441.86$155.86
$135.00$140.00Jul 31$4.82$4.82$0.1826.78$139.82
$150.00$155.00Aug 14$4.70$4.70$0.3015.67$154.70
$145.00$147.00Aug 21$1.77$1.77$0.237.70$146.77
$132.00$133.00Jul 17$0.88$0.88$0.127.33$132.88
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$180.00$167.00Aug 21$12.18$12.18$0.8214.85$167.82
$185.00$180.00Aug 21$4.37$4.37$0.636.94$180.63
$165.00$164.00Jul 24$0.87$0.87$0.136.69$164.13
$167.00$166.00Aug 21$0.85$0.85$0.155.67$166.15
$157.50$155.00Aug 14$2.03$2.03$0.474.32$155.47

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 44 found (avg debit $0.53, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$168.00Jul 17Jul 24$0.09242.0%18.9%
$167.00Jul 17Jul 24$0.12212.2%18.0%
$160.00Jul 17Jul 24$0.1342.5%10.5%
$165.00Jul 17Jul 24$0.13136.9%13.5%
$174.00Jul 17Aug 14$0.35407.3%19.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$151.00Jul 17Jul 24$0.06348.7%25.5%
$152.00Jul 17Jul 24$0.06316.9%23.3%
$164.00Jul 17Jul 24$0.07209.6%12.2%
$154.00Jul 17Jul 24$0.10253.0%20.5%
$155.00Jul 17Jul 24$0.11220.5%18.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 108 found (cheapest 0.67% of stock, avg 6.07%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$162.00Jul 17$0.01$1.07$1.08$160.92$163.080.67%
$160.00Jul 17$1.57$0.01$1.58$158.42$161.580.98%
$163.00Jul 17$0.01$2.05$2.06$160.94$165.061.28%
$161.00Jul 24$1.13$0.95$2.08$158.92$163.081.29%
$159.00Jul 17$2.08$0.03$2.11$156.89$161.111.31%
$160.00Jul 24$1.70$0.49$2.19$157.81$162.191.36%
$162.00Jul 24$0.94$1.26$2.20$159.80$164.201.37%
$161.00Jul 17$0.03$2.40$2.43$158.57$163.431.51%
$164.00Jul 17$0.16$2.80$2.96$161.04$166.961.84%
$158.00Jul 17$3.04$0.01$3.05$154.95$161.051.89%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 147 found (cheapest 0.21% of stock, avg 1.96%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$165.00$158.00Jul 24$0.14$0.20$0.34$157.66$165.34
$164.00$158.00Jul 24$0.20$0.20$0.40$157.60$164.40
$166.00$158.00Jul 24$0.26$0.20$0.46$157.54$166.46
$165.00$160.00Jul 24$0.14$0.49$0.63$159.37$165.63
$164.00$160.00Jul 24$0.20$0.49$0.69$159.31$164.69
$165.00$159.00Jul 24$0.14$0.55$0.69$158.31$165.69
$164.00$159.00Jul 24$0.20$0.55$0.75$158.25$164.75
$166.00$160.00Jul 24$0.26$0.49$0.75$159.25$166.75
$166.00$159.00Jul 24$0.26$0.55$0.81$158.19$166.81
$163.00$158.00Jul 24$0.66$0.20$0.86$157.14$163.86

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 106 found (best R:R 35.36, avg credit $1.35)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
144/148156/159Aug 7$3.89$0.1135.36$144.11$159.89
153/155160/161Aug 28$1.86$0.1413.29$153.14$161.86
144/148159/160Aug 7$3.68$0.3211.50$144.32$162.68
155/158159/160Aug 14$2.30$0.2011.50$155.20$161.30
157/158163/164Aug 7$0.90$0.109.00$157.10$163.90
140/142154/155Jul 24$1.78$0.228.09$140.22$155.78
140/142151/152Jul 24$1.76$0.247.33$140.24$152.76
145/146156/157Jul 31$0.88$0.127.33$145.12$156.88
150/151153/154Aug 21$0.87$0.136.69$150.13$153.87
151/152160/161Aug 14$0.86$0.146.14$151.14$160.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 74 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$135.00$140.00$145.00Aug 21$0.05$4.9599.00
$175.00$180.00$185.00Aug 21$0.08$4.9261.50
$152.00$153.00$154.00Jul 24$0.05$0.9519.00
$168.00$169.00$170.00Jul 24$0.05$0.9519.00
$165.00$166.00$167.00Aug 7$0.05$0.9519.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$154.00$155.00$156.00Jul 24$0.07$0.9313.29
$155.00$156.00$157.00Jul 31$0.07$0.9313.29
$147.00$148.00$149.00Aug 21$0.08$0.9211.50
$144.00$145.00$146.00Jul 17$0.10$0.909.00
$150.00$151.00$152.00Jul 24$0.10$0.909.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 136 found (best net $-0.46, 113 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$150.00$156.001:2Aug 7-$0.46$5.54
$175.00$180.001:2Aug 21-$0.03$4.97
$180.00$185.001:2Aug 21-$0.08$4.92
$140.00$148.501:2Jul 31-$3.72$4.78
$170.00$174.001:2Aug 14-$0.18$3.82
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$140.00$135.001:2Jul 24-$0.38$4.62
$138.00$135.001:2Aug 21-$0.02$2.98
$147.50$145.001:2Jul 24-$0.14$2.36
$145.00$143.001:2Jul 31-$0.19$1.81
$150.00$148.001:2Jul 31-$0.25$1.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 37 found (best yield 1.50%, avg 0.57%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$162.00Aug 21$2.420.470.6%1.50%2.07%64531
$163.00Aug 21$2.180.421.2%1.35%2.54%174287
$164.00Aug 21$1.810.381.8%1.12%2.93%185708
$162.50Aug 14$1.760.470.9%1.09%1.97%--16
$162.00Aug 7$1.640.470.6%1.02%1.58%10110
$162.00Aug 28$1.650.500.6%1.02%1.59%510
$163.00Aug 14$1.580.431.2%0.98%2.17%240
$162.00Jul 31$1.450.480.6%0.90%1.47%169229
$165.00Aug 21$1.450.332.4%0.90%3.33%4383.1K
$165.00Aug 28$1.390.362.4%0.86%3.29%324

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 18,727
Total Puts 8,780
Put/Call Ratio 0.47
Net Difference 9,947

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 79,561
Total Puts 44,168
Average Put/Call Ratio 0.55
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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