Tour v297
XLY
State Street CnsmrDiscSelSectSPDRETF
$117.30 -0.60%
7/7 15:07

Option Volume

Detail
Current (07/07 3:05pm) 3,260
Calls: 2,576 (79%)
Puts: 684 (21%)
Prior (07/06) 6,740
Calls: 3,386 (50%)
Puts: 3,354 (50%)
Current vs Prior -51.63%
Calls: -23.92% (Calls)
Puts: -79.61% (Puts)
Prior 7-Day Total 53,193
Calls: 26,939 (51%)
Puts: 26,254 (49%)
Prior 7-Day Average 7,599
Calls: 3,848 (51%)
Puts: 3,750 (49%)
Current vs Prior 7-Day Avg -57.10%
Calls: -33.06%
Puts: -81.76%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/07 3:05pm) $705.4K
Calls: $525.4K (74%)
Puts: $180.0K (26%)
Prior (07/06) $2.87M
Calls: $1.79M (62%)
Puts: $1.08M (38%)
Current vs Prior -75.45%
Calls: -70.67%
Puts: -83.36%
Prior 7-Day Total $15.57M
Calls: $9.11M (59%)
Puts: $6.45M (41%)
Prior 7-Day Average $2.22M
Calls: $1.30M (59%)
Puts: $922.0K (41%)
Current vs Prior 7-Day Avg -68.28%
Calls: -59.63%
Puts: -80.48%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07 3:05pm) 0.27
Prior (07/06) 0.99
Current vs Prior -73.19%
Prior 7-Day Average 1.43
Current vs Prior 7-Day Avg -81.38%
Sentiment BULLISH

Open Interest

Detail
Current (07/07 3:05pm) 466,386
Calls: 126,808 (27%)
Puts: 339,578 (73%)
Prior (07/06) 460,997
Calls: 124,477 (27%)
Puts: 336,520 (73%)
Current vs Prior +1.17%
Prior 7-Day Total 3,138,612
Calls: 839,830 (27%)
Puts: 2,298,782 (73%)
Prior 7-Day Average 448,373
Calls: 119,975 (27%)
Puts: 328,397 (73%)
Current vs Prior 7-Day Avg +4.02%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 1.86% | 2.97%2.97% | 6.44%
Prior 0.67% | 2.20%2.88% | 6.44%
Current vs Prior +178.22% | +34.80%+3.04% | +0.01%
Prior 7-Day Avg 1.56% | 2.83%2.88% | 6.44%
Current vs 7-Day Avg +19.33% | +4.91%+3.04% | +0.01%
Prior 7-Day Eod 0.67% | 2.20%-- | --
Current vs 7-Day Eod +178.22% | +34.80%-- | --
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 39.30% | 16.34%
Calls: 30.97% | 10.53%
Puts: 47.62% | 22.15%
Prior 345.14% | 36.85%
Calls: 90.28% | 46.15%
Puts: 600.00% | 27.56%
Current vs Prior -88.61% | -55.66%
Prior 7-Day Avg 82.25% | 42.55%
Calls: 50.16% | 59.06%
Puts: 121.27% | 26.03%
Current vs 7-Day Avg -52.22% | -61.59%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($525.4K). Light premium activity with dollar volume down 75% vs prior. Below-average activity with volume down 52% vs prior. Extreme bullish P/C ratio of 0.27 - heavy call buying (2,576 calls vs 684 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 7 of results (avg 7.4%, best 6.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 218.809.40$9.106.6%--0.8112
$114.00Aug 215.806.20$6.006.7%--0.6824
$120.00Jul 170.650.70$0.687.4%1.4K0.273.7K
$95.00Jul 1722.2024.00$23.107.8%40.981
$116.00Jul 172.402.60$2.508.0%40.64451
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Aug 212.302.45$2.386.3%--0.3736

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.76, cheapest $0.68)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 170.650.70$0.687.4%1.4K0.273.7K
$119.50Jul 170.750.90$0.8318.1%--0.32532
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 55 found (avg delta 0.78, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 1017.2019.40$18.3012.0%--0.9940
$95.00Jul 1722.2024.00$23.107.8%40.981
$106.00Jul 1011.3013.30$12.3016.3%10.98--
$107.00Jul 1010.2011.70$10.9513.7%160.98--
$109.00Jul 108.3010.30$9.3021.5%20.9757
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$121.00Jul 103.203.90$3.5519.7%900.95--
$122.00Jul 174.305.00$4.6515.1%--0.881.5K
$120.00Jul 102.302.95$2.6324.7%10.87--
$121.00Jul 173.504.10$3.8015.8%--0.8211
$119.00Jul 101.602.20$1.9031.6%--0.7420

Most actively traded options today. High liquidity = easy entry/exit. 95 active (total vol 2.8K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 170.650.70$0.687.4%1.4K0.273.7K
$125.00Aug 210.851.15$1.0030.0%2730.21467
$118.00Jul 171.251.50$1.3818.1%2060.45106
$117.50Jul 171.451.75$1.6018.8%1000.50104
$120.50Jul 170.450.60$0.5328.3%1000.2354
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$121.00Jul 103.203.90$3.5519.7%900.95--
$118.00Aug 213.103.70$3.4017.6%250.519
$110.00Jul 170.000.40$0.20200.0%140.083.1K
$116.00Jul 100.300.75$0.5384.9%130.3045
$112.00Jul 170.200.40$0.3066.7%120.123.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 49 strikes (avg 33.5%, max 147.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$131.00Jul 17Aug 2147.8%21.1%127.1%133
$130.00Jul 17Aug 2146.1%21.0%118.9%1202
$129.00Jul 17Aug 2142.8%20.8%105.3%--299
$110.00Jul 10Aug 2141.3%23.1%79.0%370
$108.00Jul 10Jul 1750.7%29.6%71.5%105192
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Jul 10Aug 2164.6%26.1%147.2%61.3K
$109.00Jul 10Aug 2142.8%23.8%79.7%228
$110.00Jul 10Aug 2141.3%23.1%79.0%191
$111.00Jul 10Aug 2138.8%22.2%74.6%--373
$106.00Jul 17Aug 2133.1%25.2%31.6%122

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 78 found (best R:R 15.67, avg 2.67)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$122.00$124.00Jul 24$0.20$1.80$0.209.00$122.20
$123.00$125.00Jul 31$0.20$1.80$0.209.00$123.20
$126.00$129.00Aug 21$0.38$2.62$0.386.89$126.38
$125.00$126.00Aug 21$0.17$0.83$0.174.88$125.17
$119.50$120.00Jul 10$0.10$0.40$0.104.00$119.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$110.00$108.00Jul 24$0.12$1.88$0.1215.67$109.88
$114.50$113.50Jul 10$0.10$0.90$0.109.00$114.40
$110.00$109.00Aug 21$0.12$0.88$0.127.33$109.88
$105.00$104.00Aug 21$0.13$0.87$0.136.69$104.87
$111.00$110.00Aug 21$0.13$0.87$0.136.69$110.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 87 found (best R:R 34.00, avg 1.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$107.00Jul 17$6.80$6.80$0.2034.00$106.80
$115.50$116.00Jul 10$0.40$0.40$0.104.00$115.90
$110.00$114.00Aug 21$3.10$3.10$0.903.44$113.10
$115.00$115.50Jul 10$0.38$0.38$0.123.17$115.38
$108.00$109.00Jul 10$0.70$0.70$0.302.33$108.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$122.00$121.00Jul 17$0.85$0.85$0.155.67$121.15
$120.00$119.00Jul 10$0.73$0.73$0.272.70$119.27
$121.00$120.00Jul 17$0.72$0.72$0.282.57$120.28
$120.00$119.00Jul 17$0.66$0.66$0.341.94$119.34
$118.00$117.50Jul 17$0.32$0.32$0.181.78$117.68

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 43 found (avg debit $0.43, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$129.00Jul 17Aug 21$0.0742.8%20.8%
$124.00Jul 17Jul 24$0.1028.5%23.4%
$108.00Jul 10Jul 17$0.1550.7%29.6%
$123.00Jul 10Jul 17$0.1729.1%22.4%
$122.00Jul 10Jul 17$0.1828.9%20.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$109.00Jul 10Jul 17$0.0842.8%28.1%
$110.00Jul 10Jul 17$0.1241.3%28.3%
$111.00Jul 10Jul 17$0.1338.8%26.0%
$100.00Jul 17Jul 24$0.1556.2%49.3%
$121.00Jul 10Jul 17$0.2522.6%20.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 44 found (cheapest 1.71% of stock, avg 5.09%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$117.50Jul 10$0.95$1.05$2.00$115.50$119.501.71%
$118.00Jul 10$0.73$1.35$2.08$115.92$120.081.77%
$116.50Jul 10$1.53$0.57$2.10$114.40$118.601.79%
$119.00Jul 10$0.40$1.90$2.30$116.70$121.301.96%
$116.00Jul 10$2.10$0.53$2.63$113.37$118.632.24%
$120.00Jul 10$0.18$2.63$2.81$117.19$122.812.40%
$115.50Jul 10$2.50$0.33$2.83$112.67$118.332.41%
$115.00Jul 10$2.88$0.25$3.13$111.87$118.132.67%
$117.50Jul 17$1.60$1.58$3.18$114.32$120.682.71%
$118.00Jul 17$1.38$1.90$3.28$114.72$121.282.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 122 found (cheapest 0.45% of stock, avg 2.10%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$119.50$115.00Jul 10$0.28$0.25$0.53$114.47$120.03
$119.50$115.50Jul 10$0.28$0.33$0.61$114.89$120.11
$119.00$115.00Jul 10$0.40$0.25$0.65$114.35$119.65
$119.00$115.50Jul 10$0.40$0.33$0.73$114.77$119.73
$118.50$115.00Jul 10$0.50$0.25$0.75$114.25$119.25
$119.50$116.00Jul 10$0.28$0.53$0.81$115.19$120.31
$118.50$115.50Jul 10$0.50$0.33$0.83$114.67$119.33
$119.50$116.50Jul 10$0.28$0.57$0.85$115.65$120.35
$119.00$116.00Jul 10$0.40$0.53$0.93$115.07$119.93
$119.00$116.50Jul 10$0.40$0.57$0.97$115.53$119.97

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 98 found (best R:R 7.33, avg credit $0.93)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
114/115118/119Aug 21$0.88$0.127.33$114.12$118.88
113/114116/117Aug 21$0.87$0.136.69$113.13$116.87
117/118119/120Aug 21$0.87$0.136.69$117.13$119.87
114/115120/121Aug 21$0.86$0.146.14$114.14$120.86
106/108110/114Aug 21$3.38$0.625.45$104.62$113.38
104/105115/116Aug 21$0.83$0.174.88$104.17$115.83
110/111115/116Aug 21$0.83$0.174.88$110.17$115.83
109/110115/116Aug 21$0.82$0.184.56$109.18$115.82
113/114118/119Aug 21$0.82$0.184.56$113.18$118.82
104/105110/114Aug 21$3.23$0.774.19$101.77$113.23

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 40 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$118.00$119.00$120.00Aug 21$0.08$0.9211.50
$120.00$120.50$121.00Jul 17$0.05$0.459.00
$117.00$118.00$119.00Aug 21$0.10$0.909.00
$123.00$124.00$125.00Aug 21$0.10$0.909.00
$120.00$121.00$122.00Jul 10$0.12$0.887.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$119.00$120.00$121.00Jul 17$0.06$0.9415.67
$113.00$114.00$115.00Aug 21$0.06$0.9415.67
$106.00$108.00$110.00Jul 24$0.14$1.8613.29
$120.00$121.00$122.00Jul 17$0.13$0.876.69
$113.00$113.50$114.00Jul 17$0.07$0.436.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 82 found (best net $-0.28, 75 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$126.00$129.001:2Aug 21-$0.07$2.93
$120.00$123.001:2Jul 31-$0.16$2.84
$100.00$107.001:2Jul 17-$4.35$2.65
$120.00$122.001:2Jul 24-$0.15$1.85
$122.00$124.001:2Jul 24-$0.25$1.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$100.001:2Jul 24-$0.28$4.72
$109.00$105.001:2Jul 10-$0.11$3.89
$103.00$100.001:2Jul 17-$0.18$2.82
$113.00$111.001:2Jul 10-$0.12$1.88
$114.00$112.001:2Jul 24-$0.19$1.81

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 40 found (best yield 2.81%, avg 0.80%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$118.00Aug 21$3.300.500.6%2.81%3.41%337
$119.00Aug 21$2.800.461.4%2.39%3.84%--45
$120.00Aug 21$2.400.422.3%2.05%4.35%2675
$118.00Jul 31$2.150.480.6%1.83%2.43%1--
$121.00Aug 21$1.850.373.1%1.58%4.73%1750
$118.00Jul 24$1.800.480.6%1.53%2.13%--39
$122.00Aug 21$1.650.334.0%1.41%5.41%1543
$119.00Jul 24$1.500.411.4%1.28%2.73%--10
$117.50Jul 17$1.450.500.2%1.24%1.41%100104
$118.50Jul 24$1.450.441.0%1.24%2.26%2123

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 2,576
Total Puts 684
Put/Call Ratio 0.27
Net Difference 1,892

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 26,939
Total Puts 26,254
Average Put/Call Ratio 1.43
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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