Tour v344
XLY
State Street CnsmrDiscSelSectSPDRETF
$117.34 +0.29%
$116.93 (-0.35%)🌙
as of 07/16 06:05 PM
7/16 18:05

Option Volume

Detail
Current (07/16) 114,389
Calls: 2,185 (2%)
Puts: 112,204 (98%)
Prior (07/15) 6,472
Calls: 880 (14%)
Puts: 5,592 (86%)
Current vs Prior +1667.44%
Calls: +148.30% (Calls)
Puts: +1906.51% (Puts)
Prior 7-Day Total 71,725
Calls: 16,919 (24%)
Puts: 54,806 (76%)
Prior 7-Day Average 10,246
Calls: 2,417 (24%)
Puts: 7,829 (76%)
Current vs Prior 7-Day Avg +1016.38%
Calls: -9.60%
Puts: +1333.11%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/16) $32.63M
Calls: $671.6K (2%)
Puts: $31.96M (98%)
Prior (07/15) $1.77M
Calls: $255.7K (14%)
Puts: $1.52M (86%)
Current vs Prior +1741.41%
Calls: +162.70%
Puts: +2007.58%
Prior 7-Day Total $22.42M
Calls: $4.24M (19%)
Puts: $18.18M (81%)
Prior 7-Day Average $3.20M
Calls: $605.2K (19%)
Puts: $2.60M (81%)
Current vs Prior 7-Day Avg +918.94%
Calls: +10.98%
Puts: +1130.51%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/16) 51.35
Prior (07/15) 6.35
Current vs Prior +708.11%
Prior 7-Day Average 3.44
Current vs Prior 7-Day Avg +1393.23%
Sentiment BEARISH

Open Interest

Detail
Current (07/16) 507,530
Calls: 131,253 (26%)
Puts: 376,277 (74%)
Prior (07/15) 168,087
Calls: 33,659 (20%)
Puts: 134,428 (80%)
Current vs Prior +201.94%
Prior 7-Day Total 2,667,291
Calls: 702,804 (26%)
Puts: 1,964,487 (74%)
Prior 7-Day Average 381,041
Calls: 100,400 (26%)
Puts: 280,641 (74%)
Current vs Prior 7-Day Avg +33.20%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.50% | 4.16%2.50% | 6.37%
Prior 2.72% | 4.26%2.72% | 5.22%
Current vs Prior -8.13% | -2.29%-8.13% | +22.07%
Prior 7-Day Avg 3.38% | 3.77%3.17% | 6.16%
Current vs 7-Day Avg -26.05% | +10.46%-21.17% | +3.53%
Prior 7-Day Eod 2.72% | 4.26%2.72% | 5.22%
Current vs 7-Day Eod -8.13% | -2.29%-8.13% | +22.07%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 51.74% | 21.77%
Calls: 32.05% | 23.53%
Puts: 71.43% | 20.00%
Prior 40.17% | 17.42%
Calls: 46.10% | 21.05%
Puts: 34.25% | 13.79%
Current vs Prior +28.80% | +24.97%
Prior 7-Day Avg 28.46% | 23.66%
Calls: 26.19% | 17.50%
Puts: 30.74% | 29.83%
Current vs 7-Day Avg +81.78% | -8.00%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 98% of dollar volume in puts ($31.96M) vs calls ($671.6K). Massive premium surge with dollar volume up 1741% vs prior. Dollar volume significantly above 7-day average (919% higher). Unusually high activity with volume up 1667% vs prior - elevated interest.

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. 63 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Jul 1719.4024.40$21.9022.8%21.003
$101.00Jul 2413.1018.10$15.6032.1%41.00--
$106.00Jul 178.7013.50$11.1043.2%10.997
$112.00Jul 172.857.70$5.2891.9%20.9968
$104.00Jul 1710.6015.60$13.1038.2%20.981
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$118.50Jul 170.004.80$2.40200.0%201.001
$120.00Jul 170.455.30$2.88168.4%11.001.2K
$122.00Jul 172.557.40$4.9797.6%11.004
$129.00Jul 179.3014.10$11.7041.0%10.82--
$128.00Jul 178.4013.20$10.8044.4%10.79--

Most actively traded options today. High liquidity = easy entry/exit. 118 active (total vol 3.3K, top 444)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 170.002.90$1.45200.0%4440.654.8K
$120.00Jul 170.000.05$0.03166.7%3920.055.1K
$116.00Jul 170.155.00$2.58188.0%1820.82458
$117.00Jul 170.001.05$0.53198.1%1710.58215
$120.50Jul 170.004.80$2.40200.0%1010.41176
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$117.00Jul 170.004.80$2.40200.0%4340.436.4K
$116.00Jul 170.000.55$0.28196.4%2620.20613
$113.00Aug 211.005.20$3.10135.5%2540.3549
$111.00Aug 210.401.70$1.05123.8%1760.221.9K
$115.00Jul 170.054.80$2.42196.3%560.362.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 47 strikes (avg 393.9%, max 1206.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$130.00Jul 17Aug 21262.5%20.1%1206.2%5203
$100.00Jul 17Aug 21394.8%35.8%1002.5%--21
$115.00Jul 17Aug 21162.5%17.1%850.5%4504.8K
$124.00Jul 17Aug 21195.7%22.3%777.5%--261
$115.50Jul 17Jul 24152.5%22.2%585.7%286
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Jul 17Aug 21394.8%35.8%1002.5%--285
$110.00Jul 17Aug 21243.2%22.2%993.6%33.1K
$111.00Jul 17Aug 21227.5%22.3%920.1%1762.8K
$115.00Jul 17Aug 21162.5%17.1%850.5%1022.3K
$109.00Jul 17Aug 21163.5%23.2%605.2%101.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 33 found (best R:R 14.00, avg 3.36)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$118.00$121.00Aug 28$0.20$2.80$0.2014.00$118.20
$118.50$122.00Aug 7$0.28$3.22$0.2811.50$118.78
$125.00$126.00Aug 21$0.13$0.87$0.136.69$125.13
$118.50$120.00Jul 31$0.20$1.30$0.206.50$118.70
$122.00$127.00Aug 7$0.70$4.30$0.706.14$122.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$105.00$100.00Jul 24$0.40$4.60$0.4011.50$104.60
$109.00$107.00Jul 31$0.37$1.63$0.374.41$108.63
$111.00$110.00Aug 21$0.22$0.78$0.223.55$110.78
$118.00$113.00Aug 28$1.18$3.82$1.183.24$116.82
$120.00$117.50Aug 7$0.80$1.70$0.802.12$119.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 47 found (best R:R 24.00, avg 2.93)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$100.00Jul 24$4.80$4.80$0.2024.00$99.80
$95.00$115.00Jul 31$18.52$18.52$1.4812.51$113.52
$116.00$118.00Jul 31$1.81$1.81$0.199.53$117.81
$108.00$110.00Jul 17$1.80$1.80$0.209.00$109.80
$130.00$131.00Jul 17$0.87$0.87$0.136.69$130.87
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$120.00$118.00Aug 21$1.88$1.88$0.1215.67$118.12
$129.00$128.00Jul 17$0.90$0.90$0.109.00$128.10
$108.00$105.00Aug 21$1.82$1.82$1.181.54$106.18
$113.00$112.00Aug 21$0.60$0.60$0.401.50$112.40
$109.00$106.00Aug 7$1.52$1.52$1.481.03$107.48

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 32 found (avg debit $1.05, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$116.50Jul 17Jul 24$0.08134.1%39.2%
$129.00Jul 17Aug 21$0.10203.5%36.0%
$115.50Jul 17Jul 24$0.20152.5%22.2%
$127.00Jul 17Aug 7$0.32181.7%40.2%
$103.00Jul 17Jul 24$0.35268.9%115.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$113.50Jul 17Jul 24$0.08187.0%59.4%
$117.00Jul 17Jul 24$0.08124.5%36.8%
$117.50Jul 17Jul 24$0.08114.4%22.6%
$112.00Jul 17Jul 24$0.1253.1%22.3%
$120.00Jul 17Aug 7$0.7018.7%26.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 47 found (cheapest 2.26% of stock, avg 6.56%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$118.50Jul 17$0.25$2.40$2.65$115.85$121.152.26%
$116.00Jul 17$2.58$0.28$2.86$113.14$118.862.44%
$114.50Jul 17$2.83$0.05$2.88$111.62$117.382.45%
$120.00Jul 17$0.03$2.88$2.91$117.09$122.912.48%
$117.00Jul 17$0.53$2.40$2.93$114.07$119.932.50%
$114.00Jul 17$3.38$0.13$3.51$110.49$117.512.99%
$115.50Jul 24$2.68$0.85$3.53$111.97$119.033.01%
$117.50Jul 24$1.38$2.48$3.86$113.64$121.363.29%
$115.00Jul 17$1.45$2.42$3.87$111.13$118.873.30%
$118.00Jul 31$1.27$2.68$3.95$114.05$121.953.37%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 118 found (cheapest 2.60% of stock, avg 3.93%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$120.00$115.00Jul 31$0.65$2.40$3.05$111.95$123.05
$120.00$113.50Jul 31$0.65$2.40$3.05$110.45$123.05
$120.00$113.00Jul 31$0.65$2.40$3.05$109.95$123.05
$120.00$112.50Jul 31$0.65$2.40$3.05$109.45$123.05
$120.00$114.50Jul 31$0.65$2.48$3.13$111.37$123.13
$118.50$115.00Jul 31$0.85$2.40$3.25$111.75$121.75
$118.50$113.50Jul 31$0.85$2.40$3.25$110.25$121.75
$118.50$113.00Jul 31$0.85$2.40$3.25$109.75$121.75
$118.50$112.50Jul 31$0.85$2.40$3.25$109.25$121.75
$119.50$116.50Jul 24$0.90$2.40$3.30$113.20$122.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 35 found (best R:R 6.94, avg credit $1.87)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
95/100104/106Jul 17$4.37$0.636.94$95.63$108.37
95/100108/110Jul 17$4.17$0.835.02$95.83$112.17
107/109123/125Jul 31$1.54$0.463.35$107.46$124.54
112/113124/125Aug 21$0.77$0.233.35$112.23$124.77
113/114116/116Jul 24$0.73$0.272.70$112.77$116.23
112/113125/126Aug 21$0.73$0.272.70$112.27$125.73
106/109112/118Aug 7$4.74$1.762.69$104.26$116.74
95/100103/104Jul 17$3.52$1.482.38$96.48$106.52
105/107115/116Jul 31$1.38$0.622.23$105.62$116.38
118/118123/125Jul 31$1.37$0.632.17$116.63$124.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 11.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$119.00$120.00$121.00Aug 21$0.08$0.9211.50
$113.50$114.00$114.50Jul 17$0.05$0.459.00
$112.50$113.00$113.50Jul 17$0.10$0.404.00
$126.00$127.00$128.00Jul 17$0.22$0.783.55
$112.00$112.50$113.00Jul 17$0.20$0.301.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$109.00$110.00$111.00Aug 21$0.12$0.887.33
$117.00$117.50$118.00Jul 17$0.08$0.425.25
$118.00$118.50$119.00Jul 17$0.08$0.425.25
$116.00$116.50$117.00Jul 24$0.08$0.425.25
$108.00$113.00$118.00Aug 28$1.18$3.823.24

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 54 found (best net $-2.40, 37 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$121.00$126.001:2Aug 28-$0.82$4.18
$122.00$127.001:2Aug 7-$1.00$4.00
$107.00$112.001:2Aug 7-$1.70$3.30
$119.50$124.001:2Aug 14-$2.32$2.18
$123.00$125.001:2Jul 31-$0.06$1.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$117.50$105.001:2Aug 14-$2.40$10.10
$105.00$100.001:2Jul 24-$0.85$4.15
$118.00$113.001:2Aug 28-$1.22$3.78
$104.00$100.001:2Aug 21-$0.42$3.58
$113.00$108.001:2Aug 28-$2.40$2.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 0.94%, avg 0.34%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$120.00Aug 21$1.100.392.3%0.94%3.20%20791
$124.00Aug 21$0.450.215.7%0.38%6.06%--144
$123.00Aug 21$0.400.344.8%0.34%5.16%212.2K
$125.00Aug 21$0.300.186.5%0.26%6.78%--1.2K
$118.50Aug 7$0.250.521.0%0.21%1.20%11
$122.00Aug 21$0.250.244.0%0.21%4.18%72549
$126.00Aug 21$0.250.157.4%0.21%7.59%--474
$118.00Aug 28$0.250.520.6%0.21%0.78%2--

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 2,185
Total Puts 112,204
Put/Call Ratio 51.35
Net Difference -110,019

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 16,919
Total Puts 54,806
Average Put/Call Ratio 3.44
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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