Tour v303
XLY
State Street CnsmrDiscSelSectSPDRETF
$115.30 -1.78%
$115.02 (-0.24%)🌙
as of 07/08 06:04 PM
7/8 18:04

Option Volume

Detail
Current (07/08) 8,322
Calls: 1,773 (21%)
Puts: 6,549 (79%)
Prior (07/07) 4,125
Calls: 3,404 (83%)
Puts: 721 (17%)
Current vs Prior +101.75%
Calls: -47.91% (Calls)
Puts: +808.32% (Puts)
Prior 7-Day Total 49,736
Calls: 24,333 (49%)
Puts: 25,403 (51%)
Prior 7-Day Average 7,105
Calls: 3,476 (49%)
Puts: 3,629 (51%)
Current vs Prior 7-Day Avg +17.13%
Calls: -49.00%
Puts: +80.46%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/08) $1.92M
Calls: $501.0K (26%)
Puts: $1.42M (74%)
Prior (07/07) $932.5K
Calls: $724.8K (78%)
Puts: $207.8K (22%)
Current vs Prior +106.40%
Calls: -30.88%
Puts: +585.27%
Prior 7-Day Total $15.52M
Calls: $9.29M (60%)
Puts: $6.23M (40%)
Prior 7-Day Average $2.22M
Calls: $1.33M (60%)
Puts: $890.5K (40%)
Current vs Prior 7-Day Avg -13.19%
Calls: -62.24%
Puts: +59.88%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/08) 3.69
Prior (07/07) 0.21
Current vs Prior +1643.90%
Prior 7-Day Average 1.36
Current vs Prior 7-Day Avg +172.11%
Sentiment BEARISH

Open Interest

Detail
Current (07/08) 468,854
Calls: 128,801 (27%)
Puts: 340,053 (73%)
Prior (07/07) 466,386
Calls: 126,808 (27%)
Puts: 339,578 (73%)
Current vs Prior +0.53%
Prior 7-Day Total 3,173,869
Calls: 854,947 (27%)
Puts: 2,318,922 (73%)
Prior 7-Day Average 453,409
Calls: 122,135 (27%)
Puts: 331,274 (73%)
Current vs Prior 7-Day Avg +3.41%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 3.37% | 3.22%3.22% | 6.50%
Prior 4.54% | 4.11%4.11% | 6.22%
Current vs Prior -25.88% | -21.80%-21.80% | +4.60%
Prior 7-Day Avg 4.28% | 4.31%4.22% | 6.05%
Current vs 7-Day Avg -21.44% | -25.38%-23.72% | +7.60%
Prior 7-Day Eod 4.54% | 4.11%-- | --
Current vs 7-Day Eod -25.88% | -21.80%-- | --
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 26.77% | 21.15%
Calls: 23.53% | 21.47%
Puts: 30.00% | 20.83%
Prior 39.30% | 16.34%
Calls: 30.97% | 10.53%
Puts: 47.62% | 22.15%
Current vs Prior -31.88% | +29.44%
Prior 7-Day Avg 84.49% | 66.72%
Calls: 43.91% | 82.22%
Puts: 125.08% | 51.22%
Current vs 7-Day Avg -68.32% | -68.30%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 74% put dollar volume ($1.42M). Massive premium surge with dollar volume up 106% vs prior. Unusually high activity with volume up 102% vs prior - elevated interest. Extreme bearish P/C ratio of 3.69 - heavy put buying.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 1 of results (avg 9.9%, best 9.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 2120.1022.20$21.159.9%30.89--
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. 56 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$102.00Jul 1011.0015.90$13.4536.4%20.99--
$104.00Jul 109.0013.60$11.3040.7%20.99--
$110.00Jul 103.007.70$5.3587.9%--0.9857
$103.00Jul 1010.1015.00$12.5539.0%20.98--
$107.00Jul 106.0010.80$8.4057.1%10.9815
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$122.00Jul 175.407.50$6.4532.6%--1.001.5K
$130.00Aug 2112.5017.00$14.7530.5%80.968
$127.00Jul 109.7014.00$11.8536.3%10.923
$120.00Jul 173.605.70$4.6545.2%30.891.6K
$121.00Jul 173.208.00$5.6085.7%--0.7611

Most actively traded options today. High liquidity = easy entry/exit. 111 active (total vol 4.0K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.50Jul 171.503.30$2.4075.0%4080.6192
$118.00Jul 170.102.55$1.33184.2%4040.35498
$120.00Jul 170.100.50$0.30133.3%1900.155.1K
$122.00Jul 170.000.10$0.05200.0%1140.041.6K
$115.00Jul 171.352.90$2.1372.8%700.565.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.50Jul 170.451.85$1.15121.7%1.2K0.3972
$112.00Jul 170.150.60$0.38118.4%2680.173.5K
$111.00Jul 170.000.90$0.45200.0%2230.17800
$115.00Jul 170.802.05$1.4288.0%1570.442.1K
$115.50Jul 170.852.30$1.5891.8%1300.4937

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 48 strikes (avg 135.8%, max 410.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$119.50Jul 10Jul 17116.8%22.9%410.7%26541
$114.00Jul 10Aug 2196.7%19.8%389.0%--43
$117.00Jul 10Aug 2187.9%19.3%354.2%2083
$115.50Jul 10Jul 1782.5%22.4%267.9%781.6K
$120.00Jul 10Aug 2171.7%21.7%230.5%33733
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$114.00Jul 10Aug 2196.7%19.8%389.0%29406
$112.00Jul 10Aug 21121.8%26.0%369.2%312
$109.00Jul 10Aug 2197.9%24.8%294.7%227
$114.50Jul 10Jul 1790.0%22.8%294.4%1.2K85
$116.50Jul 10Jul 1781.3%24.0%238.3%2077

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 49 found (best R:R 19.00, avg 3.07)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$116.00$120.00Jul 31$0.30$3.70$0.3012.33$116.30
$117.00$118.00Aug 21$0.12$0.88$0.127.33$117.12
$118.00$119.00Aug 21$0.13$0.87$0.136.69$118.13
$127.00$128.00Jul 17$0.19$0.81$0.194.26$127.19
$119.50$120.00Jul 17$0.10$0.40$0.104.00$119.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$112.00$110.00Jul 24$0.10$1.90$0.1019.00$111.90
$105.00$103.00Jul 17$0.22$1.78$0.228.09$104.78
$105.00$100.00Jul 24$0.55$4.45$0.558.09$104.45
$108.00$105.00Aug 21$0.43$2.57$0.435.98$107.57
$105.00$104.00Aug 21$0.15$0.85$0.155.67$104.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 68 found (best R:R 34.00, avg 2.31)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$107.00Jul 17$6.80$6.80$0.2034.00$106.80
$102.00$103.00Jul 10$0.90$0.90$0.109.00$102.90
$95.00$110.00Aug 21$13.50$13.50$1.509.00$108.50
$116.50$118.00Jul 24$1.30$1.30$0.206.50$117.80
$114.00$115.00Jul 10$0.85$0.85$0.155.67$114.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$118.00$116.00Aug 21$1.73$1.73$0.276.41$116.27
$130.00$120.00Aug 21$8.65$8.65$1.356.41$121.35
$122.00$121.00Jul 17$0.85$0.85$0.155.67$121.15
$108.00$106.00Jul 24$1.42$1.42$0.582.45$106.58
$114.00$113.50Jul 17$0.35$0.35$0.152.33$113.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 35 found (avg debit $0.96, cheapest $0.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$117.50Jul 10Jul 17$0.2038.6%22.0%
$110.00Jul 10Jul 17$0.2535.5%60.4%
$107.00Jul 10Jul 17$0.3057.1%35.3%
$114.00Jul 10Jul 17$0.5896.7%24.5%
$108.00Jul 10Jul 17$0.6055.4%66.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$111.00Jul 10Jul 17$0.2547.0%27.5%
$116.00Jul 10Jul 17$0.3825.2%36.0%
$113.50Jul 10Jul 17$0.4033.6%21.7%
$119.00Jul 10Jul 17$0.40111.4%40.3%
$105.00Jul 10Jul 17$0.4283.6%53.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 44 found (cheapest 1.46% of stock, avg 5.15%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$115.00Jul 10$1.25$0.43$1.68$113.32$116.681.46%
$116.00Jul 10$0.75$1.25$2.00$114.00$118.001.73%
$115.50Jul 17$1.33$1.58$2.91$112.59$118.412.52%
$114.50Jul 17$2.40$1.15$3.55$110.95$118.053.08%
$115.00Jul 17$2.13$1.42$3.55$111.45$118.553.08%
$117.50Jul 10$0.63$3.00$3.63$113.87$121.133.15%
$113.50Jul 17$2.90$0.73$3.63$109.87$117.133.15%
$116.50Jul 17$1.33$2.40$3.73$112.77$120.233.24%
$114.00Jul 17$2.68$1.08$3.76$110.24$117.763.26%
$117.50Jul 17$0.83$2.98$3.81$113.69$121.313.30%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 126 found (cheapest 0.92% of stock, avg 3.65%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$117.50$115.00Jul 10$0.63$0.43$1.06$113.94$118.56
$116.00$115.00Jul 10$0.75$0.43$1.18$113.82$117.18
$116.50$114.00Jul 17$1.33$1.08$2.41$111.59$118.91
$118.00$114.00Jul 17$1.33$1.08$2.41$111.59$120.41
$125.00$113.00Jul 31$1.43$0.98$2.41$110.59$127.41
$116.50$114.50Jul 17$1.33$1.15$2.48$112.02$118.98
$118.00$114.50Jul 17$1.33$1.15$2.48$112.02$120.48
$116.50$115.00Jul 17$1.33$1.42$2.75$112.25$119.25
$118.00$115.00Jul 17$1.33$1.42$2.75$112.25$120.75
$117.00$114.00Jul 17$1.70$1.08$2.78$111.22$119.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 88 found (best R:R 32.33, avg credit $1.17)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
105/109111/114Jul 10$3.88$0.1232.33$105.12$114.88
106/108119/122Jul 24$2.82$0.1815.67$105.18$121.82
105/107115/116Jul 31$1.87$0.1314.38$105.13$116.87
114/115122/123Aug 21$0.88$0.127.33$114.12$122.88
116/118119/122Jul 24$2.63$0.377.11$115.37$121.63
109/110114/114Jul 17$0.87$0.136.69$109.13$114.37
110/111119/120Aug 21$0.87$0.136.69$110.13$119.87
110/111121/122Aug 21$0.85$0.155.67$110.15$121.85
112/113122/123Aug 21$0.85$0.155.67$112.15$122.85
112/114116/118Jul 24$1.65$0.354.71$112.35$118.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 10.11, cheapest $0.09)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$126.00$127.00$128.00Aug 21$0.09$0.9110.11
$100.00$101.00$102.00Jul 10$0.10$0.909.00
$101.00$102.00$103.00Jul 10$0.10$0.909.00
$116.00$117.00$118.00Aug 21$0.18$0.824.56
$121.00$122.00$123.00Aug 21$0.23$0.773.35
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$108.00$110.00$112.00Jul 24$0.20$1.809.00
$110.00$111.00$112.00Aug 21$0.11$0.898.09
$111.00$112.00$113.00Aug 21$0.12$0.887.33
$110.00$112.00$114.00Jul 24$0.25$1.757.00
$109.00$110.00$111.00Aug 21$0.15$0.855.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 49 found (best net $-1.90, 31 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$107.001:2Jul 17-$1.90$5.10
$119.00$122.001:2Jul 24$0.00$3.00
$117.00$122.001:2Aug 7-$2.40$2.60
$122.00$125.001:2Aug 14-$0.60$2.40
$116.00$120.001:2Jul 31-$2.10$1.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$108.00$105.001:2Aug 21-$0.22$2.78
$105.00$103.001:2Jul 17-$0.13$1.87
$107.00$105.001:2Jul 31-$0.36$1.64
$118.00$115.501:2Jul 24-$1.17$1.33
$107.00$106.001:2Jul 17-$0.17$0.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 1.13%, avg 0.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$116.00Jul 31$1.300.490.6%1.13%1.73%--10
$121.00Aug 21$1.250.384.9%1.08%6.03%1751
$116.00Aug 21$1.000.520.6%0.87%1.47%414
$120.00Aug 21$1.000.344.1%0.87%4.94%32677
$119.00Jul 24$0.700.403.2%0.61%3.82%312
$116.50Jul 17$0.650.431.0%0.56%1.60%4108
$124.00Aug 21$0.550.207.5%0.48%8.02%8128
$117.00Aug 21$0.500.471.5%0.43%1.91%1474
$122.00Aug 21$0.400.345.8%0.35%6.16%--543
$126.00Aug 21$0.300.159.3%0.26%9.54%1464

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 1,773
Total Puts 6,549
Put/Call Ratio 3.69
Net Difference -4,776

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 24,333
Total Puts 25,403
Average Put/Call Ratio 1.36
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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