Tour v309
XLY
State Street CnsmrDiscSelSectSPDRETF
$117.49 +0.54%
7/10 15:07

Option Volume

Detail
Current (07/10 3:05pm) 18,501
Calls: 1,697 (9%)
Puts: 16,804 (91%)
Prior (07/08) 8,107
Calls: 1,641 (20%)
Puts: 6,466 (80%)
Current vs Prior +128.21%
Calls: +3.41% (Calls)
Puts: +159.88% (Puts)
Prior 7-Day Total 48,194
Calls: 22,792 (47%)
Puts: 25,402 (53%)
Prior 7-Day Average 6,884
Calls: 3,256 (47%)
Puts: 3,628 (53%)
Current vs Prior 7-Day Avg +168.72%
Calls: -47.88%
Puts: +363.07%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/10 3:05pm) $7.83M
Calls: $517.7K (7%)
Puts: $7.31M (93%)
Prior (07/08) $1.68M
Calls: $395.2K (24%)
Puts: $1.29M (76%)
Current vs Prior +365.87%
Calls: +30.99%
Puts: +468.84%
Prior 7-Day Total $14.39M
Calls: $8.04M (56%)
Puts: $6.35M (44%)
Prior 7-Day Average $2.06M
Calls: $1.15M (56%)
Puts: $907.2K (44%)
Current vs Prior 7-Day Avg +280.92%
Calls: -54.91%
Puts: +705.88%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/10 3:05pm) 9.90
Prior (07/08) 3.94
Current vs Prior +151.31%
Prior 7-Day Average 1.45
Current vs Prior 7-Day Avg +582.57%
Sentiment BEARISH

Open Interest

Detail
Current (07/10 3:05pm) 484,277
Calls: 129,929 (27%)
Puts: 354,348 (73%)
Prior (07/08) 468,854
Calls: 128,801 (27%)
Puts: 340,053 (73%)
Current vs Prior +3.29%
Prior 7-Day Total 3,173,869
Calls: 854,947 (27%)
Puts: 2,318,922 (73%)
Prior 7-Day Average 453,409
Calls: 122,135 (27%)
Puts: 331,274 (73%)
Current vs Prior 7-Day Avg +6.81%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 1.64% | 1.83%1.83% | 5.96%
Prior 1.86% | 2.97%2.97% | 6.44%
Current vs Prior -11.61% | -38.32%-38.32% | -7.43%
Prior 7-Day Avg 1.56% | 2.82%2.91% | 6.51%
Current vs 7-Day Avg +5.38% | -35.20%-37.07% | -8.44%
Prior 7-Day Eod 1.86% | 2.97%-- | --
Current vs 7-Day Eod -11.61% | -38.32%-- | --
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current -- | --
Calls: -- | --
Puts: -- | --
Prior 39.30% | 16.34%
Calls: 30.97% | 10.53%
Puts: 47.62% | 22.15%
Current vs Prior -- | +228.46%
Prior 7-Day Avg 82.81% | 42.93%
Calls: 48.03% | 59.68%
Puts: 125.08% | 26.19%
Current vs 7-Day Avg -- | +25.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 93% of dollar volume in puts ($7.31M) vs calls ($517.7K). Massive premium surge with dollar volume up 366% vs prior. Dollar volume significantly above 7-day average (281% higher). Unusually high activity with volume up 128% 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 BULLISH
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 9 of results (avg 7.6%, best 3.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$119.00Aug 212.602.70$2.653.8%380.4545
$118.00Aug 213.103.30$3.206.2%140.4933
$120.00Aug 212.152.30$2.226.8%720.40686
$115.00Jul 172.853.10$2.988.4%360.805.2K
$110.00Aug 218.709.50$9.108.8%100.8312
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$117.00Aug 212.602.80$2.707.4%50.456
$112.00Aug 211.151.25$1.208.3%50.2411
$118.00Aug 213.003.30$3.159.5%--0.5127

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.72, cheapest $0.60)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Aug 210.550.65$0.6016.7%10.1371
$110.00Aug 210.800.90$0.8511.8%60.1728

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 61 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 1015.8018.60$17.2016.3%--1.0040
$103.00Jul 1013.6015.60$14.6013.7%11.002
$104.00Jul 1012.5014.70$13.6016.2%11.002
$110.00Jul 106.408.60$7.5029.3%--1.0057
$114.50Jul 102.453.70$3.0840.6%101.001
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$121.00Jul 172.404.70$3.5564.8%--1.0011
$122.00Jul 173.805.90$4.8543.3%--1.001.5K
$123.00Jul 174.906.00$5.4520.2%21.001
$120.00Jul 101.903.20$2.5551.0%10.961
$126.00Jul 177.8010.40$9.1028.6%10.92--

Most actively traded options today. High liquidity = easy entry/exit. 105 active (total vol 865, top 165)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$119.00Jul 241.001.15$1.0813.9%1650.3714
$120.00Aug 212.152.30$2.226.8%720.40686
$121.50Jul 170.050.25$0.15133.3%500.1112
$119.00Aug 212.602.70$2.653.8%380.4545
$115.00Jul 172.853.10$2.988.4%360.805.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 311.151.55$1.3529.6%230.33--
$115.50Jul 170.400.60$0.5040.0%180.24238
$114.50Jul 170.200.40$0.3066.7%170.161.2K
$115.00Jul 170.300.50$0.4050.0%130.202.3K
$117.00Jul 170.701.00$0.8535.3%120.396.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 50 strikes (avg 643.6%, max 2418.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$109.00Jul 10Aug 7424.5%25.8%1543.9%156
$121.00Jul 10Aug 21297.0%20.1%1375.1%12792
$108.00Jul 10Jul 17511.5%39.9%1183.0%--144
$110.00Jul 10Aug 21274.2%22.0%1146.2%1069
$114.00Jul 10Aug 21225.9%20.4%1006.1%1842
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$105.00Jul 10Aug 21643.1%25.5%2418.5%--1.4K
$109.00Jul 10Aug 21424.5%20.0%2022.4%--27
$113.50Jul 10Jul 31383.1%18.2%2009.7%119
$111.00Jul 10Aug 21339.9%21.7%1467.7%5373
$100.00Jul 10Jul 24708.2%55.9%1166.0%214

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 71 found (best R:R 32.33, avg 3.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$126.00$129.00Aug 21$0.13$2.87$0.1322.08$126.13
$124.00$127.00Aug 7$0.30$2.70$0.309.00$124.30
$124.00$125.00Jul 31$0.11$0.89$0.118.09$124.11
$122.00$123.00Aug 21$0.18$0.82$0.184.56$122.18
$119.00$120.50Jul 24$0.28$1.22$0.284.36$119.28
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$105.00$100.00Jul 10$0.15$4.85$0.1532.33$104.85
$108.00$105.00Aug 21$0.17$2.83$0.1716.65$107.83
$109.00$107.00Jul 31$0.20$1.80$0.209.00$108.80
$111.00$110.00Jul 10$0.12$0.88$0.127.33$110.88
$116.00$115.00Jul 10$0.12$0.88$0.127.33$115.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 83 found (best R:R 9.00, avg 1.23)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$107.00$108.00Jul 10$0.90$0.90$0.109.00$107.90
$110.00$111.00Jul 17$0.90$0.90$0.109.00$110.90
$110.00$114.00Aug 21$3.60$3.60$0.409.00$113.60
$108.00$109.00Jul 10$0.85$0.85$0.155.67$108.85
$117.00$117.50Jul 17$0.40$0.40$0.104.00$117.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$111.00$110.00Jul 31$0.77$0.77$0.233.35$110.23
$119.00$118.50Jul 10$0.38$0.38$0.123.17$118.62
$123.00$118.00Jul 24$3.57$3.57$1.432.50$119.43
$112.50$112.00Jul 17$0.30$0.30$0.201.50$112.20
$119.00$118.00Jul 17$0.60$0.60$0.401.50$118.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 41 found (avg debit $0.47, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$115.50Jul 10Jul 17$0.05195.2%21.4%
$122.00Jul 10Jul 17$0.05223.4%18.2%
$123.00Jul 10Jul 17$0.05213.0%19.1%
$125.00Jul 17Jul 24$0.0822.9%20.4%
$110.00Jul 10Jul 17$0.10274.2%41.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$111.00Jul 10Jul 17$0.08339.9%32.8%
$123.00Jul 17Jul 24$0.1519.1%18.2%
$113.00Jul 10Jul 17$0.17213.8%26.2%
$107.00Jul 17Jul 31$0.1774.2%44.6%
$114.50Jul 10Jul 17$0.22152.2%21.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 46 found (cheapest 0.55% of stock, avg 4.52%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$118.00Jul 10$0.15$0.50$0.65$117.35$118.650.55%
$116.50Jul 10$0.78$0.13$0.91$115.59$117.410.77%
$118.50Jul 10$0.38$1.10$1.48$117.02$119.981.26%
$117.50Jul 10$0.50$1.15$1.65$115.85$119.151.40%
$116.00Jul 10$1.53$0.15$1.68$114.32$117.681.43%
$117.50Jul 17$1.10$0.65$1.75$115.75$119.251.49%
$118.00Jul 17$0.78$1.40$2.18$115.82$120.181.86%
$117.00Jul 17$1.50$0.85$2.35$114.65$119.352.00%
$115.00Jul 10$2.42$0.03$2.45$112.55$117.452.09%
$116.50Jul 17$1.80$0.68$2.48$114.02$118.982.11%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 0.22% of stock, avg 1.92%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$120.50$116.50Jul 10$0.13$0.13$0.26$116.24$120.76
$118.00$116.50Jul 10$0.15$0.13$0.28$116.22$118.28
$120.50$116.00Jul 10$0.13$0.15$0.28$115.72$120.78
$118.00$116.00Jul 10$0.15$0.15$0.30$115.70$118.30
$120.50$114.00Jul 10$0.13$0.20$0.33$113.67$120.83
$118.00$114.00Jul 10$0.15$0.20$0.35$113.65$118.35
$118.50$116.50Jul 10$0.38$0.13$0.51$115.99$119.01
$121.00$116.50Jul 10$0.38$0.13$0.51$115.99$121.51
$118.50$116.00Jul 10$0.38$0.15$0.53$115.47$119.03
$121.00$116.00Jul 10$0.38$0.15$0.53$115.47$121.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 128 found (best R:R 16.39, avg credit $0.97)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
105/108110/114Aug 21$3.77$0.2316.39$104.23$113.77
108/109112/112Jul 17$0.88$0.127.33$108.12$112.38
110/111124/125Jul 31$0.88$0.127.33$110.12$124.88
112/113116/117Aug 21$0.88$0.127.33$112.12$116.88
112/113117/118Aug 21$0.88$0.127.33$112.12$117.88
117/118119/120Aug 21$0.88$0.127.33$117.12$119.88
105/107115/116Jul 31$1.75$0.257.00$105.25$116.75
116/117118/119Jul 24$0.85$0.155.67$116.15$119.35
114/115118/119Aug 21$0.85$0.155.67$114.15$118.85
100/105110/114Jul 10$4.15$0.854.88$100.85$114.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$119.00$120.00$121.00Aug 21$0.06$0.9415.67
$122.00$123.00$124.00Jul 17$0.07$0.9313.29
$124.00$125.00$126.00Jul 31$0.09$0.9110.11
$121.00$122.00$123.00Aug 21$0.09$0.9110.11
$117.00$118.00$119.00Aug 21$0.10$0.909.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$111.00$112.00$113.00Aug 21$0.05$0.9519.00
$114.00$114.50$115.00Jul 17$0.05$0.459.00
$114.00$114.50$115.00Jul 10$0.07$0.436.14
$116.00$116.50$117.00Jul 17$0.09$0.414.56
$120.00$121.00$122.00Jul 17$0.20$0.804.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 94 found (best net $-0.28, 68 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$107.001:2Jul 17-$3.70$3.30
$124.00$127.001:2Aug 7-$0.05$2.95
$126.00$129.001:2Aug 21-$0.47$2.53
$110.00$114.001:2Aug 21-$1.90$2.10
$123.00$125.001:2Jul 24-$0.06$1.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$100.001:2Jul 24-$0.28$4.72
$100.00$95.001:2Jul 17-$1.08$3.92
$109.00$105.001:2Jul 10-$0.31$3.69
$108.00$105.001:2Aug 21-$0.26$2.74
$112.00$110.001:2Jul 24-$0.05$1.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 33 found (best yield 2.64%, avg 0.79%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$118.00Aug 21$3.100.490.4%2.64%3.07%1433
$119.00Aug 21$2.600.451.3%2.21%3.50%3845
$118.50Aug 7$2.150.460.9%1.83%2.69%1--
$120.00Aug 21$2.150.402.1%1.83%3.97%72686
$121.00Aug 21$1.750.353.0%1.49%4.48%12753
$118.00Jul 24$1.450.460.4%1.23%1.67%--39
$122.00Aug 21$1.450.313.8%1.23%5.07%10544
$120.00Aug 7$1.350.372.1%1.15%3.29%21
$118.50Jul 24$1.250.420.9%1.06%1.92%1131
$120.00Jul 31$1.150.342.1%0.98%3.12%22.0K

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 1,697
Total Puts 16,804
Put/Call Ratio 9.90
Net Difference -15,107

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 22,792
Total Puts 25,402
Average Put/Call Ratio 1.45
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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