Tour v297
XLY
State Street CnsmrDiscSelSectSPDRETF
$117.39 -0.53%
7/7 18:04

Option Volume

Detail
Current (07/07) 4,125
Calls: 3,404 (83%)
Puts: 721 (17%)
Prior (07/06) 6,917
Calls: 3,533 (51%)
Puts: 3,384 (49%)
Current vs Prior -40.36%
Calls: -3.65% (Calls)
Puts: -78.69% (Puts)
Prior 7-Day Total 53,389
Calls: 27,156 (51%)
Puts: 26,233 (49%)
Prior 7-Day Average 7,627
Calls: 3,879 (51%)
Puts: 3,747 (49%)
Current vs Prior 7-Day Avg -45.92%
Calls: -12.26%
Puts: -80.76%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/07) $932.5K
Calls: $724.8K (78%)
Puts: $207.8K (22%)
Prior (07/06) $2.96M
Calls: $2.01M (68%)
Puts: $952.8K (32%)
Current vs Prior -68.53%
Calls: -63.94%
Puts: -78.19%
Prior 7-Day Total $17.85M
Calls: $11.23M (63%)
Puts: $6.62M (37%)
Prior 7-Day Average $2.55M
Calls: $1.60M (63%)
Puts: $946.1K (37%)
Current vs Prior 7-Day Avg -63.44%
Calls: -54.82%
Puts: -78.04%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07) 0.21
Prior (07/06) 0.96
Current vs Prior -77.89%
Prior 7-Day Average 1.36
Current vs Prior 7-Day Avg -84.46%
Sentiment BULLISH

Open Interest

Detail
Current (07/07) 466,386
Calls: 126,808 (27%)
Puts: 339,578 (73%)
Prior (07/06) 460,997
Calls: 124,477 (27%)
Puts: 336,520 (73%)
Current vs Prior +1.17%
Prior 7-Day Total 2,834,239
Calls: 756,880 (27%)
Puts: 2,077,359 (73%)
Prior 7-Day Average 404,891
Calls: 108,125 (27%)
Puts: 296,765 (73%)
Current vs Prior 7-Day Avg +15.19%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 4.54% | 4.11%4.11% | 6.22%
Prior 4.22% | 4.32%4.32% | 5.87%
Current vs Prior +7.59% | -4.79%-4.79% | +5.90%
Prior 7-Day Avg 4.25% | 4.35%4.32% | 5.87%
Current vs 7-Day Avg +6.83% | -5.51%-4.79% | +5.90%
Prior 7-Day Eod 4.22% | 4.32%-- | --
Current vs 7-Day Eod +7.59% | -4.79%-- | --
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 39.30% | 16.34%
Calls: 30.97% | 10.53%
Puts: 47.62% | 22.15%
Prior 24.07% | 17.84%
Calls: 23.15% | 24.24%
Puts: 25.00% | 11.43%
Current vs Prior +63.27% | -8.41%
Prior 7-Day Avg 219.76% | 90.26%
Calls: 46.50% | 106.59%
Puts: 258.95% | 56.06%
Current vs 7-Day Avg -82.12% | -81.90%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 78% of dollar volume in calls ($724.8K) vs puts ($207.8K). Light premium activity with dollar volume down 69% vs prior. Below-average activity with volume down 40% vs prior. Extreme bullish P/C ratio of 0.21 - heavy call buying (3,404 calls vs 721 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 -- 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. 1 found (avg $0.70, cheapest $0.70)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 170.650.75$0.7014.3%1.6K0.283.7K
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 56 found (avg delta 0.70, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 1015.7020.70$18.2027.5%--0.9940
$110.00Jul 105.7010.50$8.1059.3%30.9658
$107.00Jul 178.9013.80$11.3543.2%900.94148
$113.00Jul 103.508.30$5.9081.4%20.921
$110.00Jul 175.7010.50$8.1059.3%--0.91125
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$121.00Jul 101.405.20$3.30115.2%900.94--
$122.00Jul 171.756.60$4.18116.0%--0.881.5K
$120.00Jul 100.054.90$2.48195.6%10.73--
$120.00Jul 170.004.80$2.40200.0%--0.721.6K
$119.00Jul 170.105.00$2.55192.2%100.70175

Most actively traded options today. High liquidity = easy entry/exit. 103 active (total vol 3.4K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 170.650.75$0.7014.3%1.6K0.283.7K
$118.00Jul 170.004.80$2.40200.0%6060.47106
$125.00Aug 210.451.25$0.8594.1%2730.20467
$115.00Jul 170.803.70$2.25128.9%1120.625.3K
$117.50Jul 170.054.90$2.48195.6%1000.50104
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$121.00Jul 101.405.20$3.30115.2%900.94--
$118.00Aug 210.604.90$2.75156.4%250.509
$112.00Jul 170.000.60$0.30200.0%150.123.5K
$110.00Jul 170.000.40$0.20200.0%140.083.1K
$116.00Jul 100.000.50$0.25200.0%130.2345

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 38 strikes (avg 158.7%, max 411.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$112.00Jul 10Jul 17112.5%25.0%349.7%484
$119.50Jul 10Jul 1779.3%18.5%327.6%3539
$107.00Jul 10Jul 17136.0%32.4%320.2%106148
$114.00Jul 10Aug 2193.5%22.6%314.4%443
$118.00Jul 10Aug 2166.5%16.4%305.8%647
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$111.00Jul 10Aug 21121.6%23.8%411.6%4373
$105.00Jul 10Aug 21131.5%27.9%371.5%61.3K
$118.00Jul 10Aug 2166.5%16.4%305.8%2611
$109.00Jul 10Aug 21139.5%38.5%262.1%228
$116.50Jul 10Aug 1467.6%20.3%233.9%217

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 28 found (best R:R 55.67, avg 4.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$120.00$123.00Jul 31$0.23$2.77$0.2312.04$120.23
$127.00$128.00Jul 17$0.15$0.85$0.155.67$127.15
$117.00$122.00Aug 7$0.82$4.18$0.825.10$117.82
$118.00$119.00Aug 21$0.20$0.80$0.204.00$118.20
$116.00$117.00Aug 21$0.23$0.77$0.233.35$116.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$114.50$106.00Aug 7$0.15$8.35$0.1555.67$114.35
$104.00$95.00Aug 21$0.85$8.15$0.859.59$103.15
$108.00$106.00Aug 21$0.28$1.72$0.286.14$107.72
$119.00$118.00Jul 24$0.17$0.83$0.174.88$118.83
$115.00$114.00Jul 24$0.20$0.80$0.204.00$114.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 39 found (best R:R 19.00, avg 2.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$107.00Jul 17$6.65$6.65$0.3519.00$106.65
$106.00$107.00Jul 10$0.90$0.90$0.109.00$106.90
$108.00$110.00Jul 17$1.80$1.80$0.209.00$109.80
$110.00$111.00Jul 17$0.90$0.90$0.109.00$110.90
$112.00$113.00Jul 17$0.82$0.82$0.184.56$112.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$122.00$121.00Jul 17$0.90$0.90$0.109.00$121.10
$121.00$120.00Jul 17$0.88$0.88$0.127.33$120.12
$121.00$120.00Jul 10$0.82$0.82$0.184.56$120.18
$111.50$111.00Jul 17$0.32$0.32$0.181.78$111.18
$120.00$118.00Aug 21$1.10$1.10$0.901.22$118.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 20 found (avg debit $1.31, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$122.00Jul 10Jul 17$0.1329.4%19.7%
$114.00Jul 10Jul 17$0.4393.5%50.7%
$116.50Jul 10Jul 17$0.4867.6%36.7%
$126.00Jul 17Aug 21$0.7827.9%21.2%
$118.50Jul 10Jul 17$0.8571.2%49.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$110.00Jul 10Jul 17$0.1242.3%28.4%
$119.00Jul 10Jul 17$0.1574.4%15.7%
$108.00Jul 17Jul 24$0.4073.7%61.6%
$118.00Jul 10Jul 17$0.9366.5%34.9%
$112.00Jul 17Jul 24$2.1025.0%46.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 44 found (cheapest 2.64% of stock, avg 6.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$120.00Jul 17$0.70$2.40$3.10$116.90$123.102.64%
$116.00Jul 10$2.88$0.25$3.13$112.87$119.132.67%
$120.00Jul 10$0.65$2.48$3.13$116.87$123.132.67%
$119.00Jul 17$0.58$2.55$3.13$115.87$122.132.67%
$115.50Jul 10$3.03$0.25$3.28$112.22$118.782.79%
$121.00Jul 10$0.05$3.30$3.35$117.65$124.352.85%
$117.00Jul 17$2.35$1.67$4.02$112.98$121.023.42%
$115.00Jul 10$3.98$0.20$4.18$110.82$119.183.56%
$122.00Jul 17$0.23$4.18$4.41$117.59$126.413.76%
$115.00Jul 17$2.25$2.40$4.65$110.35$119.653.96%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 122 found (cheapest 2.60% of stock, avg 4.25%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$120.00$116.50Jul 10$0.65$2.40$3.05$113.45$123.05
$120.00$114.50Jul 10$0.65$2.40$3.05$111.45$123.05
$120.00$111.00Jul 10$0.65$2.40$3.05$107.95$123.05
$120.50$117.00Jul 17$1.45$1.67$3.12$113.88$123.62
$120.00$117.50Jul 10$0.65$2.55$3.20$114.30$123.20
$120.00$117.00Jul 10$0.65$2.55$3.20$113.80$123.20
$120.50$116.50Jul 17$1.45$2.40$3.85$112.65$124.35
$120.50$116.00Jul 17$1.45$2.40$3.85$112.15$124.35
$120.50$115.50Jul 17$1.45$2.40$3.85$111.65$124.35
$120.50$117.50Jul 17$1.45$2.48$3.93$113.57$124.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 34 found (best R:R 11.12, avg credit $1.58)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
105/106110/114Aug 21$3.67$0.3311.12$102.33$113.67
106/108117/118Aug 21$1.75$0.257.00$106.25$118.75
118/120122/123Aug 21$1.65$0.354.71$118.35$123.65
105/109113/114Jul 10$3.25$0.754.33$105.75$116.25
118/120124/125Aug 21$1.52$0.483.17$118.48$125.52
105/109116/118Jul 31$3.02$0.983.08$105.98$119.02
106/108123/124Aug 21$1.41$0.592.39$106.59$124.41
108/109114/114Jul 17$0.70$0.302.33$108.30$114.20
108/109111/112Jul 17$0.60$0.401.50$108.40$111.60
106/108114/115Aug 21$1.18$0.821.44$106.82$115.18

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 11.50, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$118.50$119.00$119.50Jul 10$0.08$0.425.25
$118.00$118.50$119.00Jul 24$0.12$0.383.17
$109.00$110.00$111.00Jul 10$0.40$0.601.50
$121.00$122.00$123.00Jul 10$0.40$0.601.50
$124.00$125.00$126.00Aug 21$0.50$0.501.00
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$118.00$119.00$120.00Jul 10$0.08$0.9211.50
$118.00$119.00$120.00Jul 17$0.63$0.370.59
$119.00$120.00$121.00Jul 10$0.74$0.260.35

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 28 found (best net $-0.70, 23 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$117.00$122.001:2Aug 7-$1.66$3.34
$100.00$107.001:2Jul 17-$4.70$2.30
$116.00$118.001:2Jul 31-$0.83$1.17
$123.00$124.001:2Aug 21-$0.14$0.86
$121.00$122.001:2Jul 10-$0.15$0.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$104.00$95.001:2Aug 21-$0.70$8.30
$114.50$106.001:2Aug 7-$2.25$6.25
$109.00$105.001:2Jul 10$0.00$4.00
$100.00$95.001:2Jul 17-$2.40$2.60
$105.00$100.001:2Jul 24-$2.40$2.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 1.83%, avg 0.64%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$120.00Aug 21$2.150.472.2%1.83%4.05%2675
$120.00Jul 31$1.350.412.2%1.15%3.37%112.0K
$118.50Jul 17$1.150.470.9%0.98%1.93%6547
$118.00Jul 31$1.050.490.5%0.89%1.41%1--
$122.00Aug 21$0.900.393.9%0.77%4.69%1543
$124.00Aug 21$0.800.265.6%0.68%6.31%1128
$120.00Jul 17$0.650.282.2%0.55%2.78%1.6K3.7K
$118.00Aug 21$0.650.510.5%0.55%1.07%337
$118.00Jul 24$0.550.480.5%0.47%0.99%--39
$126.00Aug 21$0.500.207.3%0.43%7.76%--464

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 3,404
Total Puts 721
Put/Call Ratio 0.21
Net Difference 2,683

Prior's Put/Call Breakdown

Total Calls 3,533
Total Puts 3,384
Put/Call Ratio 0.96
Net Difference 149

Prior 7-Day Put/Call Summary

Total Calls 27,156
Total Puts 26,233
Average Put/Call Ratio 1.36
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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