NEW Tour v246
XLY
State Street CnsmrDiscSelSectSPDRETF
$117.34 +0.19%
6/30 15:07

Option Volume

Detail
Current (06/30 3:05pm) 7,403
Calls: 1,141 (15%)
Puts: 6,262 (85%)
Prior (06/29) 4,457
Calls: 2,523 (57%)
Puts: 1,934 (43%)
Current vs Prior +66.10%
Calls: -54.78% (Calls)
Puts: +223.78% (Puts)
Prior 7-Day Total 56,472
Calls: 32,002 (57%)
Puts: 24,470 (43%)
Prior 7-Day Average 8,067
Calls: 4,571 (57%)
Puts: 3,495 (43%)
Current vs Prior 7-Day Avg -8.24%
Calls: -75.04%
Puts: +79.13%
Sentiment BEARISH

Dollar Volume

Detail
Current (06/30 3:05pm) $1.65M
Calls: $329.0K (20%)
Puts: $1.32M (80%)
Prior (06/29) $994.3K
Calls: $759.8K (76%)
Puts: $234.5K (24%)
Current vs Prior +65.75%
Calls: -56.70%
Puts: +462.45%
Prior 7-Day Total $15.56M
Calls: $9.97M (64%)
Puts: $5.60M (36%)
Prior 7-Day Average $2.22M
Calls: $1.42M (64%)
Puts: $799.4K (36%)
Current vs Prior 7-Day Avg -25.87%
Calls: -76.89%
Puts: +64.99%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (06/30 3:05pm) 5.49
Prior (06/29) 0.77
Current vs Prior +615.96%
Prior 7-Day Average 1.02
Current vs Prior 7-Day Avg +437.46%
Sentiment BEARISH

Open Interest

Detail
Current (06/30 3:05pm) 447,450
Calls: 119,672 (27%)
Puts: 327,778 (73%)
Prior (06/29) 444,667
Calls: 118,706 (27%)
Puts: 325,961 (73%)
Current vs Prior +0.63%
Prior 7-Day Total 3,338,876
Calls: 886,409 (27%)
Puts: 2,452,467 (73%)
Prior 7-Day Average 476,982
Calls: 126,629 (27%)
Puts: 350,352 (73%)
Current vs Prior 7-Day Avg -6.19%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 2.75% | 3.58%2.75% | 3.58%3.58% | 6.82%
Prior 0.90% | 2.70%-- | ---- | --
Current vs Prior +79.59% | +2.10%-- | ---- | --
Prior 7-Day Avg 1.92% | 2.99%-- | ---- | --
Current vs 7-Day Avg -15.81% | -8.01%-- | ---- | --
Prior 7-Day Eod 0.90% | 2.70%-- | ---- | --
Current vs 7-Day Eod +79.59% | +2.10%-- | ---- | --
Sentiment BEARISH----

Relative Spread

Detail
Expiry | Next
Current 21.29% | 20.12%
Calls: 19.05% | 20.23%
Puts: 23.53% | 20.00%
Prior 72.73% | 39.10%
Calls: 72.73% | 30.90%
Puts: -- | --
Current vs Prior -70.73% | -48.54%
Prior 7-Day Avg 82.14% | 37.09%
Calls: 53.24% | 33.03%
Puts: 117.43% | 41.15%
Current vs 7-Day Avg -74.08% | -45.75%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 80% of dollar volume in puts ($1.32M) vs calls ($329.0K). Elevated premium activity with dollar volume up 66% vs prior. Above-average activity with volume up 66% vs prior. Extreme bearish P/C ratio of 5.49 - 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 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 2 of results (avg 9.4%, best 9.2%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.50Jul 173.103.40$3.259.2%--0.6517
$110.00Jul 27.007.70$7.359.5%30.971
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. 47 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 1716.2018.00$17.1010.5%--1.0010
$100.00Jul 215.8018.00$16.9013.0%--0.9919
$105.00Jul 210.8012.70$11.7516.2%--0.9910
$110.00Jul 27.007.70$7.359.5%30.971
$112.00Jul 24.205.80$5.0032.0%10.956
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$119.50Jul 22.053.00$2.5337.5%30.8424
$122.00Jul 174.506.40$5.4534.9%--0.821.5K
$121.00Jul 173.905.40$4.6532.3%--0.7612
$120.00Jul 173.103.70$3.4017.6%290.701.6K
$119.00Jul 172.602.90$2.7510.9%--0.63135

Most actively traded options today. High liquidity = easy entry/exit. 65 active (total vol 2.0K, top 674)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 170.751.10$0.9337.6%5040.302.4K
$111.00Jul 25.106.90$6.0030.0%160.91--
$115.00Jul 173.103.70$3.4017.6%160.695.3K
$111.50Jul 24.706.30$5.5029.1%150.85--
$117.00Jul 172.052.45$2.2517.8%60.53192
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 20.100.25$0.1883.3%6740.153.0K
$113.50Jul 170.600.80$0.7028.6%3080.2329
$115.00Jul 100.600.75$0.6822.1%1910.2722
$116.50Jul 20.400.55$0.4831.3%970.3415
$120.00Jul 173.103.70$3.4017.6%290.701.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 37 strikes (avg 59.5%, max 193.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$111.50Jul 2Jul 1767.9%24.2%181.1%1514
$100.00Jul 2Jul 1792.0%40.4%128.0%--29
$121.00Jul 2Jul 1743.9%19.5%124.7%4957
$111.00Jul 2Jul 1755.8%25.1%121.9%1640
$113.50Jul 2Jul 1741.2%20.8%98.4%--1.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$108.00Jul 2Jul 2488.7%30.2%193.4%--25
$109.00Jul 2Jul 3181.4%34.8%134.0%--31
$105.00Jul 2Jul 3166.8%29.8%123.9%--40
$111.00Jul 2Jul 1755.8%25.1%121.9%--834
$110.00Jul 2Jul 3146.8%23.2%101.7%--65

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 67 found (best R:R 40.67, avg 3.52)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$124.00$125.00Jul 17$0.16$0.84$0.165.25$124.16
$121.00$122.00Jul 17$0.20$0.80$0.204.00$121.20
$122.00$123.00Jul 31$0.20$0.80$0.204.00$122.20
$123.00$125.00Jul 31$0.42$1.58$0.423.76$123.42
$120.00$121.00Jul 10$0.22$0.78$0.223.55$120.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$105.00$100.00Jul 24$0.12$4.88$0.1240.67$104.88
$108.00$106.00Jul 24$0.12$1.88$0.1215.67$107.88
$114.50$113.00Jul 10$0.14$1.36$0.149.71$114.36
$111.00$110.00Jul 10$0.10$0.90$0.109.00$110.90
$112.00$110.00Jul 24$0.22$1.78$0.228.09$111.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 82 found (best R:R 45.67, avg 2.01)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$107.00Jul 17$6.85$6.85$0.1545.67$106.85
$112.00$113.00Jul 17$0.90$0.90$0.109.00$112.90
$106.00$110.00Jul 2$3.55$3.55$0.457.89$109.55
$114.00$115.00Jul 2$0.88$0.88$0.127.33$114.88
$114.00$115.00Jul 10$0.87$0.87$0.136.69$114.87
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$119.50$118.00Jul 2$1.40$1.40$0.1014.00$118.10
$122.00$121.00Jul 17$0.80$0.80$0.204.00$121.20
$120.00$119.00Jul 17$0.65$0.65$0.351.86$119.35
$119.00$118.00Jul 17$0.55$0.55$0.451.22$118.45
$119.00$118.00Jul 24$0.55$0.55$0.451.22$118.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 39 found (avg debit $0.58, cheapest $0.13)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$110.00Jul 2Jul 17$0.1546.8%25.5%
$100.00Jul 2Jul 17$0.2092.0%40.4%
$111.00Jul 2Jul 17$0.2555.8%25.1%
$113.00Jul 2Jul 17$0.3032.9%22.0%
$125.00Jul 17Jul 31$0.3121.6%20.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$111.00Jul 2Jul 10$0.1355.8%28.8%
$112.50Jul 10Jul 17$0.1524.9%21.3%
$110.00Jul 2Jul 10$0.1846.8%29.1%
$100.00Jul 17Jul 24$0.2540.4%42.4%
$106.00Jul 17Jul 24$0.3330.6%32.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 36 found (cheapest 1.41% of stock, avg 4.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$118.00Jul 2$0.53$1.13$1.66$116.34$119.661.41%
$117.00Jul 2$1.05$0.63$1.68$115.32$118.681.43%
$116.00Jul 2$1.55$0.33$1.88$114.12$117.881.60%
$116.50Jul 2$1.40$0.48$1.88$114.62$118.381.60%
$115.50Jul 2$2.15$0.28$2.43$113.07$117.932.07%
$115.00Jul 2$2.50$0.18$2.68$112.32$117.682.28%
$119.50Jul 2$0.18$2.53$2.71$116.79$122.212.31%
$114.00Jul 2$3.38$0.23$3.61$110.39$117.613.08%
$115.00Jul 10$3.08$0.68$3.76$111.24$118.763.20%
$118.00Jul 17$1.70$2.20$3.90$114.10$121.903.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 115 found (cheapest 0.34% of stock, avg 1.64%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$119.00$115.00Jul 2$0.22$0.18$0.40$114.60$119.40
$119.00$115.50Jul 2$0.22$0.28$0.50$115.00$119.50
$118.50$115.00Jul 2$0.35$0.18$0.53$114.47$119.03
$119.00$116.00Jul 2$0.22$0.33$0.55$115.45$119.55
$121.00$115.00Jul 2$0.38$0.18$0.56$114.44$121.56
$118.50$115.50Jul 2$0.35$0.28$0.63$114.87$119.13
$121.00$115.50Jul 2$0.38$0.28$0.66$114.84$121.66
$121.00$112.50Jul 10$0.28$0.38$0.66$111.84$121.66
$118.50$116.00Jul 2$0.35$0.33$0.68$115.32$119.18
$119.00$116.50Jul 2$0.22$0.48$0.70$115.80$119.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 78 found (best R:R 5.67, avg credit $0.80)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
117/118119/120Jul 24$0.85$0.155.67$117.15$119.85
115/116116/118Jul 10$0.83$0.174.88$115.17$117.33
105/109116/120Jul 31$3.24$0.764.26$105.76$119.24
114/115116/116Jul 10$0.73$0.272.70$114.27$116.23
110/111116/116Jul 10$0.72$0.282.57$110.28$116.22
114/115116/118Jul 10$0.69$0.312.23$114.31$117.19
117/118118/119Jul 24$0.69$0.312.23$117.31$119.19
110/111116/118Jul 10$0.68$0.322.13$110.32$117.18
110/113116/120Jul 31$2.66$1.341.99$110.34$118.66
110/111112/112Jul 2$0.65$0.351.86$110.35$112.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 32 found (best R:R 11.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$118.00$118.50$119.00Jul 2$0.05$0.459.00
$117.00$118.00$119.00Jul 17$0.10$0.909.00
$129.00$130.00$131.00Jul 17$0.10$0.909.00
$119.00$120.00$121.00Jul 10$0.13$0.876.69
$118.00$119.00$120.00Jul 17$0.13$0.876.69
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$106.00$107.00$108.00Jul 17$0.08$0.9211.50
$117.00$118.00$119.00Jul 24$0.08$0.9211.50
$108.00$110.00$112.00Jul 24$0.19$1.819.53
$114.00$114.50$115.00Jul 2$0.05$0.459.00
$118.00$119.00$120.00Jul 17$0.10$0.909.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 75 found (best net $-0.26, 67 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$107.001:2Jul 17-$3.40$3.60
$123.00$125.001:2Jul 31-$0.11$1.89
$120.00$122.001:2Jul 24-$0.36$1.64
$120.00$122.001:2Jul 31-$0.52$1.48
$121.00$122.501:2Jul 10-$0.28$1.22
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$100.001:2Jul 24-$0.26$4.74
$100.00$95.001:2Jul 17-$0.33$4.67
$109.00$105.001:2Jul 10-$0.46$3.54
$117.00$113.501:2Jul 31-$0.38$3.12
$113.00$110.001:2Jul 31-$0.19$2.81

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 1.49%, avg 0.60%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$118.50Jul 24$1.750.431.0%1.49%2.48%--123
$118.00Jul 17$1.500.450.6%1.28%1.84%154
$119.00Jul 24$1.500.401.4%1.28%2.69%--10
$120.00Jul 31$1.500.362.3%1.28%3.55%--20
$117.50Jul 10$1.300.490.1%1.11%1.24%36
$120.00Jul 24$1.150.342.3%0.98%3.25%--11
$119.00Jul 17$1.050.371.4%0.89%2.31%6135
$118.00Jul 10$1.000.440.6%0.85%1.41%23
$122.00Jul 31$0.850.274.0%0.72%4.70%15
$119.00Jul 10$0.750.341.4%0.64%2.05%4--

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 1,141
Total Puts 6,262
Put/Call Ratio 5.49
Net Difference -5,121

Prior's Put/Call Breakdown

Total Calls 2,523
Total Puts 1,934
Put/Call Ratio 0.77
Net Difference 589

Prior 7-Day Put/Call Summary

Total Calls 32,002
Total Puts 24,470
Average Put/Call Ratio 1.02
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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