Tour v302
XLY
State Street CnsmrDiscSelSectSPDRETF
$115.05 -2.00%
7/8 15:07

Option Volume

Detail
Current (07/08 3:05pm) 8,107
Calls: 1,641 (20%)
Puts: 6,466 (80%)
Prior (07/07) 3,260
Calls: 2,576 (79%)
Puts: 684 (21%)
Current vs Prior +148.68%
Calls: -36.30% (Calls)
Puts: +845.32% (Puts)
Prior 7-Day Total 52,061
Calls: 26,137 (50%)
Puts: 25,924 (50%)
Prior 7-Day Average 7,437
Calls: 3,733 (50%)
Puts: 3,703 (50%)
Current vs Prior 7-Day Avg +9.00%
Calls: -56.05%
Puts: +74.59%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/08 3:05pm) $1.68M
Calls: $395.2K (24%)
Puts: $1.29M (76%)
Prior (07/07) $705.4K
Calls: $525.4K (74%)
Puts: $180.0K (26%)
Current vs Prior +138.22%
Calls: -24.78%
Puts: +614.01%
Prior 7-Day Total $16.34M
Calls: $9.70M (59%)
Puts: $6.64M (41%)
Prior 7-Day Average $2.33M
Calls: $1.39M (59%)
Puts: $948.2K (41%)
Current vs Prior 7-Day Avg -28.01%
Calls: -71.49%
Puts: +35.55%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/08 3:05pm) 3.94
Prior (07/07) 0.27
Current vs Prior +1383.94%
Prior 7-Day Average 1.44
Current vs Prior 7-Day Avg +173.27%
Sentiment BEARISH

Open Interest

Detail
Current (07/08 3:05pm) 468,854
Calls: 128,801 (27%)
Puts: 340,053 (73%)
Prior (07/07) 466,386
Calls: 126,808 (27%)
Puts: 339,578 (73%)
Current vs Prior +0.53%
Prior 7-Day Total 3,155,675
Calls: 847,520 (27%)
Puts: 2,308,155 (73%)
Prior 7-Day Average 450,810
Calls: 121,074 (27%)
Puts: 329,736 (73%)
Current vs Prior 7-Day Avg +4.00%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 1.61% | 2.88%2.88% | 6.65%
Prior 1.93% | 2.88%2.88% | 6.44%
Current vs Prior -16.72% | -0.07%-0.08% | +3.32%
Prior 7-Day Avg 1.56% | 2.80%2.92% | 6.44%
Current vs 7-Day Avg +2.98% | +2.73%-1.57% | +3.31%
Prior 7-Day Eod 1.93% | 2.88%-- | --
Current vs 7-Day Eod -16.72% | -0.07%-- | --
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 26.77% | 21.15%
Calls: 23.53% | 21.47%
Puts: 30.00% | 20.83%
Prior 24.07% | 17.84%
Calls: 23.15% | 24.24%
Puts: 25.00% | 11.43%
Current vs Prior +11.22% | +18.55%
Prior 7-Day Avg 83.08% | 43.08%
Calls: 50.74% | 60.94%
Puts: 122.54% | 25.22%
Current vs 7-Day Avg -67.78% | -50.90%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 76% of dollar volume in puts ($1.29M) vs calls ($395.2K). Massive premium surge with dollar volume up 138% vs prior. Unusually high activity with volume up 149% vs prior - elevated interest. Extreme bearish P/C ratio of 3.94 - 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 BULLISH
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 8 of results (avg 8.0%, best 4.4%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 2120.1021.00$20.554.4%30.93--
$110.00Aug 216.907.50$7.208.3%--0.7312
$113.50Jul 172.452.70$2.589.7%--0.661.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 2114.5015.60$15.057.3%80.948
$120.00Jul 174.905.30$5.107.8%30.891.6K
$121.00Jul 175.806.30$6.058.3%--0.9111
$118.00Aug 214.605.00$4.808.3%10.6130
$120.00Aug 215.706.30$6.0010.0%10.6910

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.70, cheapest $0.70)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Aug 210.650.75$0.7014.3%--0.141.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 56 found (avg delta 0.77, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$101.00Jul 1013.3015.70$14.5016.6%20.9938
$103.00Jul 1011.4012.90$12.1512.3%20.99--
$109.00Jul 105.607.60$6.6030.3%--0.9856
$102.00Jul 1012.3014.70$13.5017.8%20.97--
$107.00Jul 107.509.30$8.4021.4%10.9715
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$122.00Jul 175.607.50$6.5529.0%--0.941.5K
$130.00Aug 2114.5015.60$15.057.3%80.948
$119.50Jul 104.104.70$4.4013.6%10.927
$121.00Jul 175.806.30$6.058.3%--0.9111
$120.00Jul 174.905.30$5.107.8%30.891.6K

Most actively traded options today. High liquidity = easy entry/exit. 104 active (total vol 3.8K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.50Jul 171.752.05$1.9015.8%4080.5792
$118.00Jul 170.450.65$0.5536.4%4030.24498
$120.00Jul 170.100.30$0.20100.0%1670.115.1K
$122.00Jul 170.050.10$0.0862.5%1140.051.6K
$115.50Jul 171.151.50$1.3326.3%590.4628
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.50Jul 171.101.40$1.2524.0%1.2K0.4372
$112.00Jul 170.450.60$0.5328.3%2680.223.5K
$111.00Jul 170.200.55$0.3892.1%2230.16800
$115.00Jul 171.301.60$1.4520.7%1570.492.1K
$115.50Jul 171.501.85$1.6820.8%1290.5437

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 48 strikes (avg 53.8%, max 211.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$129.00Jul 17Aug 2170.8%23.3%203.6%--299
$121.00Jul 10Aug 2160.9%22.2%174.5%1790
$130.00Jul 17Aug 2158.2%22.7%156.4%4203
$131.00Jul 17Aug 2160.8%24.3%150.6%134
$127.00Jul 17Aug 2150.6%22.0%130.2%21.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Jul 10Aug 2177.3%24.8%211.8%--1.3K
$121.00Jul 10Jul 1760.9%23.5%159.1%--56
$119.00Jul 10Jul 1746.7%23.5%99.0%1202
$100.00Jul 17Jul 2470.2%45.8%53.5%--284
$110.00Jul 10Aug 2135.1%22.9%53.3%491

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 86 found (best R:R 32.33, avg 3.27)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$119.00$122.00Jul 24$0.27$2.73$0.2710.11$119.27
$122.00$125.00Aug 14$0.28$2.72$0.289.71$122.28
$127.00$128.00Jul 17$0.12$0.88$0.127.33$127.12
$126.00$127.00Aug 21$0.12$0.88$0.127.33$126.12
$123.00$124.00Aug 21$0.15$0.85$0.155.67$123.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$105.00$100.00Jul 24$0.15$4.85$0.1532.33$104.85
$108.00$106.00Jul 24$0.12$1.88$0.1215.67$107.88
$100.00$95.00Jul 17$0.39$4.61$0.3911.82$99.61
$109.00$107.00Jul 31$0.17$1.83$0.1710.76$108.83
$112.50$111.00Jul 10$0.13$1.37$0.1310.54$112.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 97 found (best R:R 11.00, avg 1.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$104.00$107.00Jul 10$2.75$2.75$0.2511.00$106.75
$112.00$113.00Jul 17$0.90$0.90$0.109.00$112.90
$95.00$110.00Aug 21$13.35$13.35$1.658.09$108.35
$111.00$114.00Jul 10$2.55$2.55$0.455.67$113.55
$111.00$111.50Jul 17$0.40$0.40$0.104.00$111.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$120.00Aug 21$9.05$9.05$0.959.53$120.95
$120.00$119.00Jul 17$0.90$0.90$0.109.00$119.10
$121.00$119.50Jul 10$1.25$1.25$0.255.00$119.75
$113.50$113.00Jul 31$0.35$0.35$0.152.33$113.15
$116.00$115.50Jul 10$0.33$0.33$0.171.94$115.67

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 43 found (avg debit $0.49, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$123.00Jul 10Jul 17$0.0742.3%25.7%
$120.00Jul 10Jul 17$0.1235.1%21.4%
$108.00Jul 10Jul 17$0.1567.4%31.1%
$126.00Jul 17Aug 21$0.1744.1%22.3%
$119.50Jul 10Jul 17$0.2036.4%23.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$111.00Jul 10Jul 17$0.3329.3%23.7%
$117.00Jul 10Jul 17$0.3323.6%21.3%
$109.00Jul 10Jul 17$0.3536.4%31.2%
$110.00Jul 10Jul 17$0.3535.1%28.1%
$108.00Jul 17Jul 24$0.3531.1%30.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 44 found (cheapest 1.37% of stock, avg 4.49%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$115.00Jul 10$0.85$0.73$1.58$113.42$116.581.37%
$115.50Jul 10$0.60$1.00$1.60$113.90$117.101.39%
$116.00Jul 10$0.43$1.33$1.76$114.24$117.761.53%
$114.00Jul 10$1.50$0.40$1.90$112.10$115.901.65%
$116.50Jul 10$0.30$1.63$1.93$114.57$118.431.68%
$117.00Jul 10$0.20$2.25$2.45$114.55$119.452.13%
$117.50Jul 10$0.15$2.73$2.88$114.62$120.382.50%
$115.50Jul 17$1.33$1.68$3.01$112.49$118.512.62%
$115.00Jul 17$1.63$1.45$3.08$111.92$118.082.68%
$116.00Jul 17$1.13$1.95$3.08$112.92$119.082.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 126 found (cheapest 0.39% of stock, avg 2.16%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$117.00$113.00Jul 10$0.20$0.25$0.45$112.55$117.45
$117.00$113.50Jul 10$0.20$0.30$0.50$113.00$117.50
$116.50$113.00Jul 10$0.30$0.25$0.55$112.45$117.05
$116.50$113.50Jul 10$0.30$0.30$0.60$112.90$117.10
$117.00$114.00Jul 10$0.20$0.40$0.60$113.40$117.60
$121.00$113.00Jul 10$0.38$0.25$0.63$112.37$121.63
$116.00$113.00Jul 10$0.43$0.25$0.68$112.32$116.68
$121.00$113.50Jul 10$0.38$0.30$0.68$112.82$121.68
$116.50$114.00Jul 10$0.30$0.40$0.70$113.30$117.20
$116.00$113.50Jul 10$0.43$0.30$0.73$112.77$116.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 131 found (best R:R 9.00, avg credit $0.85)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
114/115117/118Aug 21$0.90$0.109.00$114.10$117.90
109/110115/116Jul 31$0.88$0.127.33$109.12$115.88
112/113117/118Aug 21$0.88$0.127.33$112.12$117.88
114/115118/119Aug 21$0.88$0.127.33$114.12$118.88
112/113118/119Aug 21$0.86$0.146.14$112.14$118.86
105/108110/114Aug 21$3.40$0.605.67$104.60$113.40
110/111115/116Aug 21$0.85$0.155.67$110.15$115.85
113/114117/118Aug 21$0.85$0.155.67$113.15$117.85
112/113114/115Aug 21$0.83$0.174.88$112.17$114.83
113/114118/119Aug 21$0.83$0.174.88$113.17$118.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 36 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$121.00$122.00$123.00Aug 21$0.07$0.9313.29
$124.00$125.00$126.00Aug 21$0.07$0.9313.29
$126.00$127.00$128.00Aug 21$0.07$0.9313.29
$115.00$116.00$117.00Aug 21$0.13$0.876.69
$129.00$130.00$131.00Aug 21$0.13$0.876.69
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$119.00$120.00$121.00Jul 17$0.05$0.9519.00
$106.00$107.00$108.00Jul 17$0.09$0.9110.11
$113.00$113.50$114.00Jul 10$0.05$0.459.00
$114.00$115.00$116.00Aug 21$0.10$0.909.00
$116.00$118.00$120.00Aug 21$0.20$1.809.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 87 found (best net $-1.40, 77 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$107.001:2Jul 17-$1.40$5.60
$131.00$134.001:2Aug 21-$0.12$2.88
$119.00$122.001:2Jul 24-$0.21$2.79
$122.00$125.001:2Aug 14-$0.37$2.63
$110.00$114.001:2Aug 21-$1.40$2.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$100.001:2Jul 24-$0.18$4.82
$109.00$105.001:2Jul 10-$0.27$3.73
$108.00$105.001:2Aug 21-$0.20$2.80
$109.00$106.001:2Aug 7-$0.24$2.76
$103.00$100.001:2Jul 17-$0.79$2.21

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 42 found (best yield 2.61%, avg 0.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$116.00Aug 21$3.000.480.8%2.61%3.43%414
$117.00Aug 21$2.550.431.7%2.22%3.91%1474
$118.00Aug 21$2.150.392.6%1.87%4.43%--37
$116.00Jul 31$1.850.450.8%1.61%2.43%--10
$117.00Aug 7$1.850.411.7%1.61%3.30%21
$119.00Aug 21$1.600.343.4%1.39%4.82%--45
$120.00Aug 21$1.450.314.3%1.26%5.56%6677
$116.50Jul 24$1.350.411.3%1.17%2.43%16
$121.00Aug 21$1.250.275.2%1.09%6.26%1751
$115.50Jul 17$1.150.460.4%1.00%1.39%5928

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 1,641
Total Puts 6,466
Put/Call Ratio 3.94
Net Difference -4,825

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 26,137
Total Puts 25,924
Average Put/Call Ratio 1.44
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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