Tour v325
XLY
State Street CnsmrDiscSelSectSPDRETF
$116.17 -0.91%
7/13 15:08

Option Volume

Detail
Current (07/13 3:05pm) 3,265
Calls: 1,243 (38%)
Puts: 2,022 (62%)
Prior (07/10) 18,501
Calls: 1,697 (9%)
Puts: 16,804 (91%)
Current vs Prior -82.35%
Calls: -26.75% (Calls)
Puts: -87.97% (Puts)
Prior 7-Day Total 51,459
Calls: 22,563 (44%)
Puts: 28,896 (56%)
Prior 7-Day Average 7,351
Calls: 3,223 (44%)
Puts: 4,128 (56%)
Current vs Prior 7-Day Avg -55.59%
Calls: -61.44%
Puts: -51.02%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/13 3:05pm) $557.6K
Calls: $252.0K (45%)
Puts: $305.6K (55%)
Prior (07/10) $7.83M
Calls: $517.7K (7%)
Puts: $7.31M (93%)
Current vs Prior -92.88%
Calls: -51.32%
Puts: -95.82%
Prior 7-Day Total $14.50M
Calls: $7.69M (53%)
Puts: $6.81M (47%)
Prior 7-Day Average $2.07M
Calls: $1.10M (53%)
Puts: $972.6K (47%)
Current vs Prior 7-Day Avg -73.08%
Calls: -77.07%
Puts: -68.58%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/13 3:05pm) 1.63
Prior (07/10) 9.90
Current vs Prior -83.57%
Prior 7-Day Average 1.79
Current vs Prior 7-Day Avg -8.95%
Sentiment BEARISH

Open Interest

Detail
Current (07/13 3:05pm) 497,794
Calls: 128,511 (26%)
Puts: 369,283 (74%)
Prior (07/10) 484,277
Calls: 129,929 (27%)
Puts: 354,348 (73%)
Current vs Prior +2.79%
Prior 7-Day Total 3,192,819
Calls: 861,135 (27%)
Puts: 2,331,684 (73%)
Prior 7-Day Average 456,117
Calls: 123,019 (27%)
Puts: 333,097 (73%)
Current vs Prior 7-Day Avg +9.14%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.15% | 3.37%2.15% | 6.03%
Prior 1.61% | 2.88%2.88% | 6.65%
Current vs Prior +33.83% | +16.99%-25.20% | -9.38%
Prior 7-Day Avg 1.66% | 2.85%2.64% | 6.37%
Current vs 7-Day Avg +29.66% | +18.10%-18.43% | -5.40%
Prior 7-Day Eod 1.61% | 2.88%2.29% | 6.23%
Current vs 7-Day Eod +33.83% | +16.99%-5.86% | -3.22%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 16.07% | 17.64%
Calls: 11.81% | 21.63%
Puts: 20.33% | 13.66%
Prior 26.77% | 21.15%
Calls: 23.53% | 21.47%
Puts: 30.00% | 20.83%
Current vs Prior -39.97% | -16.60%
Prior 7-Day Avg 76.25% | 40.37%
Calls: 41.00% | 58.33%
Puts: 111.50% | 22.41%
Current vs 7-Day Avg -78.92% | -56.30%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 93% vs prior. Below-average activity with volume down 82% vs prior. Extreme bearish P/C ratio of 1.63 - heavy put buying. P/C ratio dropping 84% - sentiment shifting bullish.

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 4 of results (avg 7.6%, best 3.7%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 1716.0016.60$16.303.7%--0.9912
$95.00Aug 2121.6023.80$22.709.7%20.972
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 214.905.30$5.107.8%--0.6618
$118.00Jul 242.552.80$2.689.3%20.6410

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.77, cheapest $0.77)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$117.00Jul 170.700.85$0.7719.5%20.40205
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 41 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 1716.0016.60$16.303.7%--0.9912
$105.00Jul 1711.0012.70$11.8514.3%10.985
$106.00Jul 1710.1011.70$10.9014.7%10.985
$107.00Jul 178.9011.00$9.9521.1%--0.97101
$108.00Jul 178.0010.00$9.0022.2%--0.97129
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$123.00Jul 175.507.00$6.2524.0%31.003
$125.00Jul 177.709.00$8.3515.6%31.001
$122.00Jul 175.306.00$5.6512.4%10.971.5K
$121.00Jul 174.405.00$4.7012.8%--0.9411
$120.00Jul 172.654.00$3.3340.5%--0.941.6K

Most actively traded options today. High liquidity = easy entry/exit. 74 active (total vol 2.3K, top 755)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 171.701.95$1.8313.7%3570.675.2K
$117.00Aug 213.003.40$3.2012.5%2800.4966
$120.00Jul 170.050.15$0.10100.0%2500.085.0K
$116.50Jul 241.601.90$1.7517.1%1050.507
$120.00Aug 211.651.90$1.7814.0%640.34723
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$114.50Jul 170.400.60$0.5040.0%7550.271.2K
$117.00Aug 213.103.50$3.3012.1%2820.5110
$112.00Aug 211.301.65$1.4823.6%150.2816
$115.00Jul 170.550.75$0.6530.8%80.332.3K
$112.00Jul 170.050.15$0.10100.0%60.073.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 34 strikes (avg 54.7%, max 237.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$130.00Jul 17Aug 2176.6%22.7%237.9%3206
$128.00Jul 17Aug 2168.7%21.5%219.8%439
$129.00Jul 17Aug 2172.7%24.6%195.0%--299
$126.00Jul 17Aug 2160.4%21.1%185.7%2605
$124.00Jul 17Aug 2151.6%21.5%140.3%--251
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$95.00Jul 17Aug 2187.9%34.8%153.0%11.4K
$100.00Jul 17Aug 2162.1%30.6%103.3%2283
$105.00Jul 17Aug 2148.6%25.8%88.4%61.5K
$106.00Jul 17Aug 2144.8%25.4%76.3%124
$108.00Jul 17Aug 2137.1%23.8%56.0%--454

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 75 found (best R:R 40.67, avg 3.53)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$119.00$122.00Jul 24$0.27$2.73$0.2710.11$119.27
$126.00$128.00Aug 21$0.18$1.82$0.1810.11$126.18
$125.00$126.00Aug 21$0.12$0.88$0.127.33$125.12
$122.00$123.00Jul 31$0.17$0.83$0.174.88$122.17
$118.00$118.50Jul 17$0.10$0.40$0.104.00$118.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$100.00$95.00Aug 21$0.12$4.88$0.1240.67$99.88
$105.00$100.00Aug 21$0.20$4.80$0.2024.00$104.80
$112.00$110.00Jul 24$0.18$1.82$0.1810.11$111.82
$108.00$106.00Aug 21$0.18$1.82$0.1810.11$107.82
$108.00$105.00Jul 24$0.30$2.70$0.309.00$107.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 78 found (best R:R 14.83, avg 1.05)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$114.00Aug 21$17.80$17.80$1.2014.83$112.80
$100.00$105.00Jul 17$4.45$4.45$0.558.09$104.45
$115.00$115.50Jul 17$0.33$0.33$0.171.94$115.33
$121.50$122.00Jul 17$0.33$0.33$0.171.94$121.83
$116.00$116.50Jul 24$0.33$0.33$0.171.94$116.33
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$120.00$119.00Jul 17$0.88$0.88$0.127.33$119.12
$120.00$118.00Aug 21$1.25$1.25$0.751.67$118.75
$117.00$116.50Jul 17$0.30$0.30$0.201.50$116.70
$117.50$117.00Jul 17$0.30$0.30$0.201.50$117.20
$118.00$117.50Jul 17$0.30$0.30$0.201.50$117.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 34 found (avg debit $0.77, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$129.00Jul 17Aug 21$0.1072.7%24.6%
$123.00Jul 17Jul 24$0.1226.3%22.0%
$126.00Jul 17Aug 21$0.1560.4%21.1%
$122.00Jul 17Jul 24$0.4325.9%27.3%
$119.00Jul 17Jul 24$0.4723.7%21.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$95.00Jul 17Aug 21$0.1387.9%34.8%
$110.00Jul 17Jul 24$0.2731.6%28.3%
$108.00Jul 17Jul 24$0.3337.1%35.3%
$106.00Jul 17Aug 7$0.4344.8%29.5%
$112.00Jul 17Jul 24$0.4324.7%25.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 35 found (cheapest 1.92% of stock, avg 5.16%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$116.50Jul 17$1.00$1.23$2.23$114.27$118.731.92%
$116.00Jul 17$1.27$0.98$2.25$113.75$118.251.94%
$115.50Jul 17$1.50$0.78$2.28$113.22$117.781.96%
$117.00Jul 17$0.77$1.53$2.30$114.70$119.301.98%
$117.50Jul 17$0.60$1.83$2.43$115.07$119.932.09%
$115.00Jul 17$1.83$0.65$2.48$112.52$117.482.13%
$118.00Jul 17$0.45$2.13$2.58$115.42$120.582.22%
$119.00Jul 17$0.28$2.45$2.73$116.27$121.732.35%
$114.50Jul 17$2.45$0.50$2.95$111.55$117.452.54%
$120.00Jul 17$0.10$3.33$3.43$116.57$123.432.95%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 104 found (cheapest 0.65% of stock, avg 2.03%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$118.50$114.00Jul 17$0.35$0.40$0.75$113.25$119.25
$122.00$110.00Jul 24$0.48$0.35$0.83$109.17$122.83
$118.00$114.00Jul 17$0.45$0.40$0.85$113.15$118.85
$118.50$114.50Jul 17$0.35$0.50$0.85$113.65$119.35
$122.00$108.00Jul 24$0.48$0.38$0.86$107.14$122.86
$118.00$114.50Jul 17$0.45$0.50$0.95$113.55$118.95
$117.50$114.00Jul 17$0.60$0.40$1.00$113.00$118.50
$118.50$115.00Jul 17$0.35$0.65$1.00$114.00$119.50
$122.00$112.00Jul 24$0.48$0.53$1.01$110.99$123.01
$117.50$114.50Jul 17$0.60$0.50$1.10$113.40$118.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 136 found (best R:R 10.11, avg credit $0.80)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
105/107123/125Jul 31$1.82$0.1810.11$105.18$124.82
113/114117/118Aug 21$0.90$0.109.00$113.10$117.90
116/118122/123Jul 24$0.88$0.127.33$116.62$122.88
114/115119/120Aug 21$0.86$0.146.14$114.14$119.86
110/111117/118Aug 21$0.85$0.155.67$110.15$117.85
112/113117/118Aug 21$0.85$0.155.67$112.15$117.85
113/114116/117Aug 21$0.80$0.204.00$113.20$116.80
116/118118/118Jul 24$0.78$0.223.55$116.72$118.78
111/112117/118Aug 21$0.78$0.223.55$111.22$117.78
115/118123/125Jul 31$2.31$0.693.35$115.69$125.31

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$121.00$122.00$123.00Aug 21$0.05$0.9519.00
$124.00$125.00$126.00Aug 21$0.08$0.9211.50
$119.00$120.00$121.00Aug 21$0.11$0.898.09
$116.50$117.00$117.50Jul 17$0.06$0.447.33
$122.00$123.00$124.00Aug 21$0.15$0.855.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$95.00$100.00$105.00Aug 21$0.08$4.9261.50
$110.00$112.00$114.00Jul 24$0.14$1.8613.29
$109.00$110.00$111.00Jul 31$0.07$0.9313.29
$111.00$112.00$113.00Aug 21$0.07$0.9313.29
$114.00$114.50$115.00Jul 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. 72 found (best net $-0.06, 58 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$119.00$122.001:2Jul 24-$0.21$2.79
$126.00$128.001:2Aug 21-$0.17$1.83
$116.50$118.001:2Jul 24-$0.41$1.09
$129.00$130.001:2Aug 21-$0.08$0.92
$126.00$127.001:2Jul 17-$0.38$0.62
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$95.001:2Aug 21-$0.06$4.94
$100.00$95.001:2Jul 17-$0.07$4.93
$105.00$100.001:2Aug 21-$0.10$4.90
$105.00$100.001:2Jul 24-$0.88$4.12
$103.00$100.001:2Jul 17-$0.01$2.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 2.58%, avg 0.79%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$117.00Aug 21$3.000.490.7%2.58%3.30%28066
$118.00Aug 21$2.450.441.6%2.11%3.68%141
$117.50Aug 7$2.050.451.1%1.76%2.91%11
$119.00Aug 21$2.050.392.4%1.76%4.20%469
$120.00Aug 21$1.650.343.3%1.42%4.72%64723
$116.50Jul 24$1.600.500.3%1.38%1.66%1057
$121.00Aug 21$1.300.304.2%1.12%5.28%1764
$122.00Aug 21$1.100.265.0%0.95%5.97%2534
$118.00Jul 24$0.950.361.6%0.82%2.39%--39
$116.50Jul 17$0.900.470.3%0.77%1.06%--113

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 1,243
Total Puts 2,022
Put/Call Ratio 1.63
Net Difference -779

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 22,563
Total Puts 28,896
Average Put/Call Ratio 1.79
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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