Tour v334
XLY
State Street CnsmrDiscSelSectSPDRETF
$115.90 -0.12%
$116.00 (+0.09%)🌙
as of 07/14 06:13 PM
7/14 18:13

Option Volume

Detail
Current (07/14) 9,811
Calls: 3,941 (40%)
Puts: 5,870 (60%)
Prior (07/13) 7,087
Calls: 1,515 (21%)
Puts: 5,572 (79%)
Current vs Prior +38.44%
Calls: +160.13% (Calls)
Puts: +5.35% (Puts)
Prior 7-Day Total 78,722
Calls: 22,889 (29%)
Puts: 55,833 (71%)
Prior 7-Day Average 11,246
Calls: 3,269 (29%)
Puts: 7,976 (71%)
Current vs Prior 7-Day Avg -12.76%
Calls: +20.53%
Puts: -26.41%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/14) $3.68M
Calls: $953.8K (26%)
Puts: $2.72M (74%)
Prior (07/13) $1.33M
Calls: $346.3K (26%)
Puts: $979.9K (74%)
Current vs Prior +177.27%
Calls: +175.45%
Puts: +177.92%
Prior 7-Day Total $25.53M
Calls: $8.29M (32%)
Puts: $17.24M (68%)
Prior 7-Day Average $3.65M
Calls: $1.18M (32%)
Puts: $2.46M (68%)
Current vs Prior 7-Day Avg +0.83%
Calls: -19.46%
Puts: +10.58%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/14) 1.49
Prior (07/13) 3.68
Current vs Prior -59.50%
Prior 7-Day Average 2.83
Current vs Prior 7-Day Avg -47.33%
Sentiment BEARISH

Open Interest

Detail
Current (07/14) 106,940
Calls: 25,775 (24%)
Puts: 81,165 (76%)
Prior (07/13) 497,794
Calls: 128,511 (26%)
Puts: 369,283 (74%)
Current vs Prior -78.52%
Prior 7-Day Total 3,306,953
Calls: 890,525 (27%)
Puts: 2,416,428 (73%)
Prior 7-Day Average 472,421
Calls: 127,217 (27%)
Puts: 345,204 (73%)
Current vs Prior 7-Day Avg -77.36%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.76% | 4.27%2.76% | 5.63%
Prior 3.60% | 4.38%3.60% | 6.72%
Current vs Prior -23.35% | -2.44%-23.35% | -16.18%
Prior 7-Day Avg 3.82% | 3.77%3.50% | 6.35%
Current vs 7-Day Avg -27.66% | +13.42%-21.18% | -11.31%
Prior 7-Day Eod 3.60% | 4.38%3.60% | 6.72%
Current vs 7-Day Eod -23.35% | -2.44%-23.35% | -16.18%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 21.70% | 18.27%
Calls: 21.19% | 13.02%
Puts: 22.22% | 23.53%
Prior 16.07% | 17.64%
Calls: 11.81% | 21.63%
Puts: 20.33% | 13.66%
Current vs Prior +35.03% | +3.57%
Prior 7-Day Avg 79.69% | 26.38%
Calls: 33.88% | 22.69%
Puts: 125.49% | 30.07%
Current vs 7-Day Avg -72.77% | -30.74%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 74% put dollar volume ($2.72M). Massive premium surge with dollar volume up 177% vs prior. Bearish P/C ratio of 1.49 indicates protective positioning. P/C ratio dropping 60% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 32 found (avg delta 0.67, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 1713.6018.50$16.0530.5%101.00--
$110.00Jul 173.508.30$5.9081.4%501.00115
$112.00Jul 172.157.00$4.58105.9%501.0068
$100.00Aug 2114.4019.30$16.8529.1%100.85--
$109.00Jul 174.609.40$7.0068.6%10.78--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 171.656.50$4.08118.9%380.921.6K
$122.00Jul 173.508.30$5.9081.4%30.86--
$119.00Jul 170.155.00$2.58188.0%10.84--
$118.00Jul 240.155.00$2.58188.0%30.76--
$122.50Jul 173.908.60$6.2575.2%30.69--

Most actively traded options today. High liquidity = easy entry/exit. 80 active (total vol 3.8K, top 2.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$123.00Aug 210.154.80$2.48187.5%2.0K0.31--
$122.00Jul 170.000.75$0.38197.4%1740.131.7K
$121.00Aug 210.004.80$2.40200.0%1740.34763
$110.00Jul 173.508.30$5.9081.4%501.00115
$112.00Jul 172.157.00$4.58105.9%501.0068
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$111.00Aug 210.952.00$1.4870.9%4240.281.8K
$111.00Jul 310.004.80$2.40200.0%1800.3110
$112.00Jul 240.050.85$0.45177.8%1170.2223
$115.00Jul 170.055.00$2.53195.7%530.462.3K
$115.00Aug 211.505.00$3.25107.7%530.4619

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 98.0%, max 226.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$115.00Jul 17Aug 2866.1%20.3%226.3%515.0K
$115.50Jul 17Aug 2859.1%19.2%208.4%687
$118.00Jul 17Jul 2463.6%24.1%163.3%20811
$117.00Jul 17Aug 2140.4%21.3%89.5%36514
$122.00Jul 17Aug 2155.0%34.9%57.4%1892.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$115.00Jul 17Aug 2166.1%23.6%179.9%1062.3K
$109.00Jul 31Aug 2854.1%20.1%168.9%2--
$118.00Jul 17Jul 2463.6%24.1%163.3%101.0K
$117.50Jul 24Aug 2847.6%19.0%150.8%6--
$111.00Jul 31Aug 2146.5%22.3%108.6%6041.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 16 found (best R:R 99.00, avg 9.77)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$122.00$125.00Jul 17$0.35$2.65$0.357.57$122.35
$115.00$116.50Jul 24$0.18$1.32$0.187.33$115.18
$119.00$120.00Jul 17$0.18$0.82$0.184.56$119.18
$117.00$120.00Aug 21$0.55$2.45$0.554.45$117.55
$122.00$123.00Aug 21$0.22$0.78$0.223.55$122.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$105.00$95.00Jul 17$0.10$9.90$0.1099.00$104.90
$111.50$108.00Jul 17$0.35$3.15$0.359.00$111.15
$118.00$117.00Jul 17$0.10$0.90$0.109.00$117.90
$111.00$109.00Aug 21$0.55$1.45$0.552.64$110.45
$114.00$111.00Aug 21$1.07$1.93$1.071.80$112.93

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 7.57, avg 1.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$117.00Aug 21$14.35$14.35$2.655.42$114.35
$110.00$112.00Jul 17$1.32$1.32$0.681.94$111.32
$122.00$123.00Aug 21$0.22$0.22$0.780.28$122.22
$119.00$120.00Jul 17$0.18$0.18$0.820.22$119.18
$117.00$120.00Aug 21$0.55$0.55$2.450.22$117.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$120.00$117.00Aug 21$2.65$2.65$0.357.57$117.35
$114.50$112.00Jul 24$2.03$2.03$0.474.32$112.47
$120.50$120.00Jul 17$0.39$0.39$0.113.55$120.11
$122.50$122.00Jul 17$0.35$0.35$0.152.33$122.15
$115.00$114.00Aug 21$0.70$0.70$0.302.33$114.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $1.66, cheapest $0.18)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Jul 17Aug 21$0.8069.8%46.9%
$117.00Jul 17Aug 7$1.4040.4%23.7%
$115.00Jul 17Jul 24$1.7566.1%35.4%
$121.00Jul 24Aug 21$2.0728.0%30.5%
$117.50Jul 17Jul 31$2.1024.6%30.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$116.50Jul 17Jul 24$0.1870.3%42.3%
$112.00Jul 17Jul 24$0.3722.9%18.4%
$120.00Jul 17Aug 21$1.1229.9%24.9%
$117.50Jul 24Aug 28$1.6547.6%19.0%
$114.00Jul 17Aug 21$1.7733.2%22.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 2.47% of stock, avg 4.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$119.00Jul 17$0.28$2.58$2.86$116.14$121.862.47%
$118.00Jul 24$0.65$2.58$3.23$114.77$121.232.79%
$115.00Jul 17$0.83$2.53$3.36$111.64$118.362.90%
$117.00Jul 17$1.00$2.48$3.48$113.52$120.483.00%
$118.00Jul 17$1.55$2.58$4.13$113.87$122.133.56%
$120.00Jul 17$0.10$4.08$4.18$115.82$124.183.61%
$112.00Jul 17$4.58$0.08$4.66$107.34$116.664.02%
$115.50Jul 17$2.40$2.40$4.80$110.70$120.304.14%
$115.00Jul 24$2.58$2.40$4.98$110.02$119.984.30%
$116.50Jul 24$2.40$2.58$4.98$111.52$121.484.30%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 72 found (cheapest 0.91% of stock, avg 3.35%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$119.00$114.00Jul 17$0.28$0.78$1.06$112.94$120.06
$117.50$114.00Jul 17$0.30$0.78$1.08$112.92$118.58
$118.00$112.00Jul 24$0.65$0.45$1.10$110.90$119.10
$117.00$114.00Jul 17$1.00$0.78$1.78$112.22$118.78
$118.00$114.00Jul 17$1.55$0.78$2.33$111.67$120.33
$119.00$115.50Jul 17$0.28$2.40$2.68$112.82$121.68
$119.00$111.50Jul 17$0.28$2.40$2.68$108.82$121.68
$119.00$107.00Jul 17$0.28$2.40$2.68$104.32$121.68
$117.50$115.50Jul 17$0.30$2.40$2.70$112.80$120.20
$117.50$111.50Jul 17$0.30$2.40$2.70$108.80$120.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 33 found (best R:R 22.08, avg credit $1.33)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
117/120122/123Aug 21$2.87$0.1322.08$117.13$124.87
112/114115/116Jul 24$2.21$0.297.62$112.29$117.21
105/107122/125Jul 17$2.62$0.386.89$104.38$124.62
113/114119/120Jul 17$0.81$0.194.26$113.19$119.81
109/111125/126Aug 21$1.60$0.404.00$109.40$126.60
111/114125/126Aug 21$2.12$0.882.41$111.88$127.12
114/115122/125Jul 17$2.10$0.902.33$112.90$124.10
104/105122/123Aug 21$0.69$0.312.23$104.31$122.69
119/120122/125Jul 17$1.85$1.151.61$118.15$123.85
111/114117/120Aug 21$1.62$1.381.17$112.38$118.62

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 5.25, cheapest $0.08)

CALLS (1)
LowMidHighExpiryDebitMax GainR:R
$119.00$119.50$120.00Jul 24$0.08$0.425.25
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$114.50$115.00$115.50Jul 24$0.08$0.425.25
$115.50$116.00$116.50Jul 24$0.18$0.321.78
$112.00$113.00$114.00Jul 17$0.56$0.440.79
$117.00$117.50$118.00Jul 24$0.31$0.190.61

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 25 found (best net $-2.40, 10 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$117.00$120.001:2Aug 21-$1.40$1.60
$120.00$122.001:2Jul 17-$0.66$1.34
$125.00$126.001:2Aug 21-$0.55$0.45
$115.00$115.501:2Jul 31-$0.35$0.15
$100.00$108.001:2Jul 17$0.15$7.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$110.00$105.001:2Jul 24-$2.40$2.60
$114.00$111.001:2Aug 21-$0.41$2.59
$111.50$108.001:2Jul 17-$1.70$1.80
$109.00$105.001:2Aug 21-$2.37$1.63
$111.00$109.001:2Aug 21-$0.38$1.62

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 0.35%, avg 0.19%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$122.00Aug 21$0.400.335.3%0.35%5.61%15535
$125.00Aug 21$0.300.297.8%0.26%8.11%5--
$117.50Jul 17$0.250.211.4%0.22%1.60%3206
$126.00Aug 21$0.250.238.7%0.22%8.93%5470
$120.00Aug 21$0.200.333.5%0.17%3.71%3782
$123.00Aug 21$0.150.316.1%0.13%6.26%2.0K--
$117.00Aug 14$0.100.450.9%0.09%1.04%32--
$117.00Aug 21$0.100.440.9%0.09%1.04%9309

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 3,941
Total Puts 5,870
Put/Call Ratio 1.49
Net Difference -1,929

Prior's Put/Call Breakdown

Total Calls 1,515
Total Puts 5,572
Put/Call Ratio 3.68
Net Difference -4,057

Prior 7-Day Put/Call Summary

Total Calls 22,889
Total Puts 55,833
Average Put/Call Ratio 2.83
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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