Tour v340
XLY
State Street CnsmrDiscSelSectSPDRETF
$117.00 +0.95%
$117.25 (+0.21%)🌙
as of 07/15 06:14 PM
7/15 18:14

Option Volume

Detail
Current (07/15) 6,472
Calls: 880 (14%)
Puts: 5,592 (86%)
Prior (07/14) 9,811
Calls: 3,941 (40%)
Puts: 5,870 (60%)
Current vs Prior -34.03%
Calls: -77.67% (Calls)
Puts: -4.74% (Puts)
Prior 7-Day Total 72,170
Calls: 19,572 (27%)
Puts: 52,598 (73%)
Prior 7-Day Average 10,310
Calls: 2,796 (27%)
Puts: 7,514 (73%)
Current vs Prior 7-Day Avg -37.23%
Calls: -68.53%
Puts: -25.58%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/15) $1.77M
Calls: $255.7K (14%)
Puts: $1.52M (86%)
Prior (07/14) $3.68M
Calls: $953.8K (26%)
Puts: $2.72M (74%)
Current vs Prior -51.81%
Calls: -73.19%
Puts: -44.32%
Prior 7-Day Total $23.61M
Calls: $5.99M (25%)
Puts: $17.62M (75%)
Prior 7-Day Average $3.37M
Calls: $855.8K (25%)
Puts: $2.52M (75%)
Current vs Prior 7-Day Avg -47.46%
Calls: -70.13%
Puts: -39.75%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/15) 6.35
Prior (07/14) 1.49
Current vs Prior +326.63%
Prior 7-Day Average 2.86
Current vs Prior 7-Day Avg +122.07%
Sentiment BEARISH

Open Interest

Detail
Current (07/15) 168,087
Calls: 33,659 (20%)
Puts: 134,428 (80%)
Prior (07/14) 106,940
Calls: 25,775 (24%)
Puts: 81,165 (76%)
Current vs Prior +57.18%
Prior 7-Day Total 2,960,201
Calls: 793,622 (27%)
Puts: 2,166,579 (73%)
Prior 7-Day Average 422,885
Calls: 113,374 (27%)
Puts: 309,511 (73%)
Current vs Prior 7-Day Avg -60.25%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.72% | 4.26%2.72% | 5.22%
Prior 2.76% | 4.27%2.76% | 5.63%
Current vs Prior -1.56% | -0.34%-1.56% | -7.31%
Prior 7-Day Avg 3.59% | 3.77%3.40% | 6.25%
Current vs 7-Day Avg -24.32% | +12.77%-19.99% | -16.45%
Prior 7-Day Eod 2.76% | 4.27%2.76% | 5.63%
Current vs 7-Day Eod -1.56% | -0.34%-1.56% | -7.31%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 40.17% | 17.42%
Calls: 46.10% | 21.05%
Puts: 34.25% | 13.79%
Prior 21.70% | 18.27%
Calls: 21.19% | 13.02%
Puts: 22.22% | 23.53%
Current vs Prior +85.12% | -4.65%
Prior 7-Day Avg 25.78% | 23.72%
Calls: 22.36% | 17.96%
Puts: 29.19% | 29.49%
Current vs 7-Day Avg +55.82% | -26.57%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 86% of dollar volume in puts ($1.52M) vs calls ($255.7K). Light premium activity with dollar volume down 52% vs prior. Extreme bearish P/C ratio of 6.35 - heavy put buying. P/C ratio rising 327% - increased hedging/bearish positioning.

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. 31 found (avg delta 0.68, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$106.00Jul 178.6013.40$11.0043.6%11.00--
$107.00Jul 177.7012.50$10.1047.5%11.00--
$111.50Jul 173.107.90$5.5087.3%21.00--
$112.00Jul 172.657.50$5.0895.5%31.00--
$95.00Aug 2120.0024.90$22.4521.8%41.006
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 1710.7015.60$13.1537.3%10.95--
$120.00Jul 170.555.40$2.98162.8%60.931.2K
$118.00Jul 170.004.80$2.40200.0%20.821.0K
$117.00Jul 170.004.80$2.40200.0%3.0K0.676.4K
$120.50Jul 171.055.90$3.48139.4%10.65--

Most actively traded options today. High liquidity = easy entry/exit. 84 active (total vol 4.0K, top 3.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 170.502.30$1.40128.6%630.594.9K
$120.00Jul 170.050.10$0.0862.5%250.075.1K
$118.00Aug 210.355.20$2.78174.5%210.4542
$117.00Aug 210.755.50$3.13151.8%170.50313
$119.00Aug 210.054.90$2.48195.6%170.4173
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$117.00Jul 170.004.80$2.40200.0%3.0K0.676.4K
$112.00Aug 210.605.00$2.80157.1%4300.3329
$111.00Aug 210.751.75$1.2580.0%790.241.8K
$117.50Jul 170.004.80$2.40200.0%530.589
$115.00Jul 240.054.90$2.48195.6%200.4013

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 116.2%, max 310.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$115.00Jul 17Aug 2883.2%21.0%295.2%664.9K
$117.50Jul 17Jul 3196.3%30.5%215.8%3205
$115.50Jul 17Jul 3169.0%29.4%135.3%23
$116.50Jul 17Jul 2488.2%37.9%133.0%11220
$107.00Jul 17Aug 2195.2%42.8%122.7%7--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$117.50Jul 17Aug 796.3%23.5%310.6%639
$115.00Jul 17Aug 2183.2%29.7%180.4%32.3K
$117.00Jul 17Aug 2137.5%19.1%96.1%3.0K6.7K
$116.00Jul 17Jul 2475.2%39.1%92.4%3--
$120.00Jul 17Aug 2133.4%23.3%43.5%101.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 22 found (best R:R 12.89, avg 3.55)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$126.00$129.00Aug 21$0.25$2.75$0.2511.00$126.25
$117.00$118.00Jul 24$0.10$0.90$0.109.00$117.10
$119.00$120.00Jul 17$0.12$0.88$0.127.33$119.12
$118.00$119.00Aug 21$0.30$0.70$0.302.33$118.30
$115.50$117.00Jul 31$0.50$1.00$0.502.00$116.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$117.50$115.00Jul 31$0.18$2.32$0.1812.89$117.32
$113.00$112.00Aug 21$0.10$0.90$0.109.00$112.90
$114.00$113.00Aug 21$0.15$0.85$0.155.67$113.85
$120.00$118.00Jul 17$0.58$1.42$0.582.45$119.42
$115.00$110.00Jul 31$1.70$3.30$1.701.94$113.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 26 found (best R:R 33.29, avg 2.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$107.00Aug 21$11.65$11.65$0.3533.29$106.65
$125.00$127.00Aug 7$1.75$1.75$0.257.00$126.75
$107.00$117.00Aug 21$7.67$7.67$2.333.29$114.67
$112.00$112.50Jul 17$0.30$0.30$0.201.50$112.30
$117.00$120.00Aug 7$1.72$1.72$1.281.34$118.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$118.00$117.00Aug 21$0.80$0.80$0.204.00$117.20
$108.00$105.00Aug 21$1.87$1.87$1.131.65$106.13
$118.00$117.50Jul 24$0.28$0.28$0.221.27$117.72
$115.00$114.00Aug 21$0.50$0.50$0.501.00$114.50
$111.00$110.00Aug 21$0.40$0.40$0.600.67$110.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $1.46, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$117.50Jul 17Jul 31$0.0896.3%30.5%
$107.00Jul 17Aug 21$0.7095.2%42.8%
$115.50Jul 17Jul 31$0.7069.0%29.4%
$119.00Jul 17Jul 24$0.7335.3%24.1%
$115.00Jul 17Jul 31$1.2083.2%31.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$117.00Jul 17Jul 24$0.0837.5%33.4%
$110.00Jul 31Aug 21$0.1529.9%21.8%
$118.00Jul 17Jul 24$0.2831.6%39.7%
$116.00Jul 17Jul 24$1.3875.2%39.1%
$120.00Jul 17Aug 7$2.2233.4%26.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 2.31% of stock, avg 4.60%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$118.00Jul 17$0.30$2.40$2.70$115.30$120.702.31%
$120.00Jul 17$0.08$2.98$3.06$116.94$123.062.62%
$117.00Jul 17$0.78$2.40$3.18$113.82$120.182.72%
$116.00Jul 17$2.40$1.02$3.42$112.58$119.422.92%
$115.00Jul 17$1.40$2.55$3.95$111.05$118.953.38%
$117.50Jul 17$2.40$2.40$4.80$112.70$122.304.10%
$115.50Jul 17$2.48$2.50$4.98$110.52$120.484.26%
$116.50Jul 17$2.58$2.40$4.98$111.52$121.484.26%
$117.00Jul 24$2.50$2.48$4.98$112.02$121.984.26%
$115.00Jul 31$2.60$2.40$5.00$110.00$120.004.27%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 78 found (cheapest 0.24% of stock, avg 3.53%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$119.00$114.00Jul 17$0.20$0.08$0.28$113.72$119.28
$119.00$113.00Jul 17$0.20$0.08$0.28$112.72$119.28
$118.00$114.00Jul 17$0.30$0.08$0.38$113.62$118.38
$118.00$113.00Jul 17$0.30$0.08$0.38$112.62$118.38
$117.00$114.00Jul 17$0.78$0.08$0.86$113.14$117.86
$117.00$113.00Jul 17$0.78$0.08$0.86$112.14$117.86
$120.00$110.00Jul 31$0.78$0.70$1.48$108.52$121.48
$117.50$114.00Jul 17$2.40$0.08$2.48$111.52$119.98
$117.50$113.00Jul 17$2.40$0.08$2.48$110.52$119.98
$118.00$110.00Jul 31$1.80$0.70$2.50$107.50$120.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 28 found (best R:R 7.33, avg credit $1.17)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
114/115119/120Aug 21$0.88$0.127.33$114.12$119.88
114/115117/118Aug 21$0.85$0.155.67$114.15$117.85
114/115118/119Aug 21$0.80$0.204.00$114.20$118.80
110/111119/120Aug 21$0.78$0.223.55$110.22$119.78
105/108119/120Aug 21$2.25$0.753.00$105.75$121.25
110/111117/118Aug 21$0.75$0.253.00$110.25$117.75
105/108117/118Aug 21$2.22$0.782.85$105.78$119.22
105/108118/119Aug 21$2.17$0.832.61$105.83$120.17
105/108126/129Aug 21$2.12$0.882.41$105.88$128.12
110/111118/119Aug 21$0.70$0.302.33$110.30$118.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 5.25, cheapest $0.12)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$111.50$112.00$112.50Jul 17$0.12$0.383.17
$115.50$116.00$116.50Jul 17$0.26$0.240.92
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$115.00$116.00$117.00Jul 24$0.16$0.845.25
$113.00$114.00$115.00Aug 21$0.35$0.651.86
$109.00$110.00$111.00Aug 21$0.63$0.370.59
$117.00$117.50$118.00Jul 24$0.36$0.140.39

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 $-0.90, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$107.00$111.501:2Jul 17-$0.90$3.60
$120.00$123.001:2Jul 17-$0.12$2.88
$125.00$128.001:2Jul 17-$0.27$2.73
$120.00$125.001:2Aug 7-$2.32$2.68
$117.00$120.001:2Aug 7-$0.76$2.24
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$111.00$110.001:2Aug 21-$0.45$0.55
$117.50$115.001:2Jul 31-$2.22$0.28
$120.00$118.001:2Jul 17-$1.82$0.18
$115.00$110.001:2Jul 31$1.00$4.00
$130.00$120.501:2Jul 17$6.19$3.31

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 1.79%, avg 0.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$117.00Aug 7$2.100.590.0%1.79%1.79%14
$117.00Aug 21$0.750.500.0%0.64%0.64%17313
$120.00Aug 21$0.500.372.6%0.43%2.99%10783
$118.00Aug 21$0.350.450.8%0.30%1.15%2142
$125.00Aug 21$0.350.316.8%0.30%7.14%3--
$117.00Jul 17$0.300.420.0%0.26%0.26%9218
$126.00Aug 21$0.300.307.7%0.26%7.95%2--
$117.00Jul 31$0.250.480.0%0.21%0.21%3--
$123.00Aug 21$0.150.335.1%0.13%5.26%122.2K
$117.00Jul 24$0.100.510.0%0.09%0.09%64

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 880
Total Puts 5,592
Put/Call Ratio 6.35
Net Difference -4,712

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 19,572
Total Puts 52,598
Average Put/Call Ratio 2.86
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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