Tour v291
XLY
State Street CnsmrDiscSelSectSPDRETF
$118.09 +0.82%
7/6 15:07

Option Volume

Detail
Current (07/06 3:05pm) 6,740
Calls: 3,386 (50%)
Puts: 3,354 (50%)
Prior (07/02) 16,188
Calls: 7,165 (44%)
Puts: 9,023 (56%)
Current vs Prior -58.36%
Calls: -52.74% (Calls)
Puts: -62.83% (Puts)
Prior 7-Day Total 39,235
Calls: 21,149 (54%)
Puts: 18,086 (46%)
Prior 7-Day Average 5,605
Calls: 3,021 (54%)
Puts: 2,583 (46%)
Current vs Prior 7-Day Avg +20.25%
Calls: +12.07%
Puts: +29.81%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/06 3:05pm) $2.87M
Calls: $1.79M (62%)
Puts: $1.08M (38%)
Prior (07/02) $5.43M
Calls: $2.96M (54%)
Puts: $2.47M (46%)
Current vs Prior -47.10%
Calls: -39.43%
Puts: -56.28%
Prior 7-Day Total $10.88M
Calls: $6.67M (61%)
Puts: $4.21M (39%)
Prior 7-Day Average $1.55M
Calls: $952.2K (61%)
Puts: $601.7K (39%)
Current vs Prior 7-Day Avg +84.88%
Calls: +88.10%
Puts: +79.79%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/06 3:05pm) 0.99
Prior (07/02) 1.26
Current vs Prior -21.34%
Prior 7-Day Average 1.33
Current vs Prior 7-Day Avg -25.81%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/06 3:05pm) 460,997
Calls: 124,477 (27%)
Puts: 336,520 (73%)
Prior (07/02) 453,692
Calls: 122,678 (27%)
Puts: 331,014 (73%)
Current vs Prior +1.61%
Prior 7-Day Total 3,126,877
Calls: 832,423 (27%)
Puts: 2,294,454 (73%)
Prior 7-Day Average 446,696
Calls: 118,917 (27%)
Puts: 327,779 (73%)
Current vs Prior 7-Day Avg +3.20%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 1.93% | 2.88%2.88% | 6.44%
Prior 1.18% | 2.47%-- | --
Current vs Prior +63.46% | +16.47%-- | --
Prior 7-Day Avg 1.78% | 2.98%-- | --
Current vs 7-Day Avg +8.66% | -3.22%-- | --
Prior 7-Day Eod 1.18% | 2.47%-- | --
Current vs 7-Day Eod +63.46% | +16.47%-- | --
Sentiment BEARISH--

Relative Spread

Detail
Expiry | Next
Current 24.07% | 17.84%
Calls: 23.15% | 24.24%
Puts: 25.00% | 11.43%
Prior 29.16% | 22.17%
Calls: 33.33% | 20.69%
Puts: 25.00% | 23.65%
Current vs Prior -17.46% | -19.53%
Prior 7-Day Avg 35.30% | 39.42%
Calls: 38.81% | 54.61%
Puts: 24.96% | 24.22%
Current vs 7-Day Avg -31.81% | -54.74%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 62% call dollar volume ($1.79M). Dollar volume significantly above 7-day average (85% higher). Below-average activity with volume down 58% vs prior. P/C ratio dropping 21% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 5 of results (avg 9.3%, best 7.7%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$116.50Jul 172.502.75$2.639.5%10.65107
$111.00Jul 176.907.60$7.259.7%--0.9240
$95.00Jul 1721.1023.30$22.209.9%20.90--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 172.502.70$2.607.7%--0.691.6K
$119.00Jul 171.952.15$2.059.8%--0.59175

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. 50 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 1016.1018.30$17.2012.8%801.002
$101.00Jul 1015.1017.30$16.2013.6%801.00--
$105.00Jul 1711.3013.40$12.3517.0%21.005
$107.00Jul 179.2011.40$10.3021.4%1100.95200
$108.00Jul 178.2010.40$9.3023.7%1100.95208
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$122.00Jul 174.006.20$5.1043.1%--0.851.5K
$121.00Jul 173.203.80$3.5017.1%--0.7811
$123.00Aug 74.807.40$6.1042.6%10.74--
$119.50Jul 101.752.20$1.9822.7%10.708
$120.00Jul 172.502.70$2.607.7%--0.691.6K

Most actively traded options today. High liquidity = easy entry/exit. 68 active (total vol 1.5K, top 373)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$118.50Jul 171.351.50$1.4310.5%3730.46176
$109.00Jul 107.509.30$8.4021.4%1380.94--
$110.00Jul 106.408.30$7.3525.9%1380.933
$107.00Jul 179.2011.40$10.3021.4%1100.95200
$108.00Jul 178.2010.40$9.3023.7%1100.95208
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Jul 170.000.30$0.15200.0%620.063.1K
$116.00Jul 170.750.95$0.8523.5%350.31613
$111.00Jul 170.050.40$0.23152.2%310.09812
$117.00Jul 171.051.30$1.1821.2%140.406.4K
$105.00Jul 170.000.10$0.05200.0%60.0291

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 33 strikes (avg 21.3%, max 83.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$110.00Jul 10Jul 1744.4%26.6%66.9%138128
$112.00Jul 10Aug 736.7%23.4%56.6%28
$107.00Jul 17Aug 734.7%26.5%30.8%111200
$114.00Jul 10Jul 1728.2%22.5%25.6%--81
$115.00Jul 10Jul 1725.7%21.2%21.1%135.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$106.00Jul 17Aug 749.0%26.6%83.8%--30
$110.00Jul 10Jul 3144.4%28.4%56.3%1105
$105.00Jul 10Jul 3154.9%36.0%52.3%--34
$100.00Jul 17Jul 2471.4%49.4%44.6%--284
$111.00Jul 10Jul 3138.3%27.9%37.4%--44

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 59 found (best R:R 15.67, avg 2.80)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$121.00$123.00Jul 10$0.13$1.87$0.1314.38$121.13
$123.00$125.00Jul 31$0.20$1.80$0.209.00$123.20
$122.00$123.00Jul 17$0.12$0.88$0.127.33$122.12
$120.00$121.00Jul 10$0.15$0.85$0.155.67$120.15
$119.00$119.50Jul 10$0.12$0.38$0.123.17$119.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$110.00$108.00Jul 24$0.12$1.88$0.1215.67$109.88
$113.00$106.00Aug 7$0.87$6.13$0.877.05$112.13
$114.00$112.00Jul 24$0.25$1.75$0.257.00$113.75
$108.00$105.00Jul 31$0.40$2.60$0.406.50$107.60
$111.00$110.00Jul 31$0.15$0.85$0.155.67$110.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 70 found (best R:R 39.00, avg 2.21)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$101.00$109.00Jul 10$7.80$7.80$0.2039.00$108.80
$95.00$100.00Jul 17$4.85$4.85$0.1532.33$99.85
$108.00$110.00Jul 17$1.80$1.80$0.209.00$109.80
$112.00$114.00Jul 10$1.65$1.65$0.354.71$113.65
$107.00$112.00Aug 7$4.10$4.10$0.904.56$111.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$121.00$120.00Jul 17$0.90$0.90$0.109.00$120.10
$123.00$118.00Aug 7$3.25$3.25$1.751.86$119.75
$112.50$112.00Jul 17$0.32$0.32$0.181.78$112.18
$119.00$118.50Jul 17$0.30$0.30$0.201.50$118.70
$120.00$119.00Jul 17$0.55$0.55$0.451.22$119.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 37 found (avg debit $0.45, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$123.00Jul 10Jul 17$0.1322.6%18.4%
$100.00Jul 10Jul 17$0.1574.0%71.4%
$110.00Jul 10Jul 17$0.1544.4%26.6%
$115.50Jul 10Jul 17$0.3023.7%21.1%
$121.00Jul 10Jul 17$0.3020.9%18.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$111.00Jul 10Jul 17$0.1038.3%26.4%
$108.00Jul 17Jul 24$0.2332.0%31.0%
$113.00Jul 10Jul 17$0.3027.9%24.5%
$113.50Jul 10Jul 17$0.3528.4%24.7%
$115.00Jul 10Jul 17$0.3525.7%21.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 37 found (cheapest 1.76% of stock, avg 5.05%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$119.00Jul 10$0.60$1.48$2.08$116.92$121.081.76%
$117.50Jul 10$1.38$0.73$2.11$115.39$119.611.79%
$117.00Jul 10$1.73$0.60$2.33$114.67$119.331.97%
$119.50Jul 10$0.48$1.98$2.46$117.04$121.962.08%
$116.50Jul 10$2.10$0.50$2.60$113.90$119.102.20%
$116.00Jul 10$2.25$0.40$2.65$113.35$118.652.24%
$115.50Jul 10$2.78$0.30$3.08$112.42$118.582.61%
$118.50Jul 17$1.43$1.75$3.18$115.32$121.682.69%
$119.00Jul 17$1.13$2.05$3.18$115.82$122.182.69%
$118.00Jul 17$1.65$1.55$3.20$114.80$121.202.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 87 found (cheapest 0.41% of stock, avg 1.56%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$121.00$115.50Jul 10$0.18$0.30$0.48$115.02$121.48
$121.00$116.00Jul 10$0.18$0.40$0.58$115.42$121.58
$120.00$115.50Jul 10$0.33$0.30$0.63$114.87$120.63
$121.00$116.50Jul 10$0.18$0.50$0.68$115.82$121.68
$120.00$116.00Jul 10$0.33$0.40$0.73$115.27$120.73
$119.50$115.50Jul 10$0.48$0.30$0.78$114.72$120.28
$121.00$117.00Jul 10$0.18$0.60$0.78$116.22$121.78
$120.00$116.50Jul 10$0.33$0.50$0.83$115.67$120.83
$119.50$116.00Jul 10$0.48$0.40$0.88$115.12$120.38
$119.00$115.50Jul 10$0.60$0.30$0.90$114.60$119.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 29 found (best R:R 2.45, avg credit $1.13)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
108/109116/120Jul 31$2.84$1.162.45$106.16$118.84
105/108116/120Jul 31$2.77$1.232.25$105.23$118.77
111/113116/120Jul 31$2.72$1.282.13$110.28$118.72
105/106110/111Jul 17$0.68$0.322.12$105.32$110.68
110/111116/120Jul 31$2.52$1.481.70$108.48$118.52
116/118120/122Jul 24$1.25$0.751.67$116.75$121.25
116/118119/120Jul 24$1.16$0.841.38$116.84$120.16
114/116120/122Jul 24$1.12$0.881.27$114.88$121.12
114/116119/120Jul 24$1.03$0.971.06$114.97$120.03
108/109120/123Jul 31$1.35$1.650.82$107.65$121.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 31 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$122.00$123.00$124.00Jul 17$0.09$0.9110.11
$117.00$117.50$118.00Jul 10$0.05$0.459.00
$118.50$119.00$119.50Jul 17$0.07$0.436.14
$103.00$104.00$105.00Jul 17$0.15$0.855.67
$118.00$118.50$119.00Jul 10$0.08$0.425.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$109.00$110.00$111.00Jul 17$0.06$0.9415.67
$106.00$108.00$110.00Jul 24$0.12$1.8815.67
$114.00$116.00$118.00Jul 24$0.13$1.8714.38
$110.00$112.00$114.00Jul 24$0.15$1.8512.33
$115.50$116.00$116.50Jul 17$0.05$0.459.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 67 found (best net $-0.60, 56 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$101.00$109.001:2Jul 10-$0.60$7.40
$112.00$117.501:2Aug 7-$0.05$5.45
$120.00$123.001:2Jul 31-$0.02$2.98
$107.00$112.001:2Aug 7-$2.75$2.25
$120.00$122.001:2Jul 24-$0.16$1.84
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$100.001:2Jul 24-$0.32$4.68
$109.00$105.001:2Jul 10$0.00$4.00
$100.00$95.001:2Jul 17-$1.39$3.61
$105.00$102.001:2Jul 10-$0.05$2.95
$108.00$105.001:2Jul 31-$0.13$2.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 1.52%, avg 0.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$118.50Jul 24$1.800.470.3%1.52%1.87%--123
$119.00Jul 24$1.550.430.8%1.31%2.08%--10
$120.00Jul 31$1.500.401.6%1.27%2.89%12.0K
$118.50Jul 17$1.350.460.3%1.14%1.49%373176
$120.00Jul 24$1.100.361.6%0.93%2.55%32
$122.00Aug 7$1.100.303.3%0.93%4.24%--13
$119.00Jul 17$0.950.410.8%0.80%1.58%3143
$119.50Jul 17$0.750.351.2%0.64%1.83%--532
$118.50Jul 10$0.650.440.3%0.55%0.90%--35
$120.00Jul 17$0.650.311.6%0.55%2.17%143.7K

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 3,386
Total Puts 3,354
Put/Call Ratio 0.99
Net Difference 32

Prior's Put/Call Breakdown

Total Calls 7,165
Total Puts 9,023
Put/Call Ratio 1.26
Net Difference -1,858

Prior 7-Day Put/Call Summary

Total Calls 21,149
Total Puts 18,086
Average Put/Call Ratio 1.33
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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