Tour v345
XLY
State Street CnsmrDiscSelSectSPDRETF
$115.42 -1.64%
7/17 15:11

Option Volume

Detail
Current (07/17 3:10pm) 3,291
Calls: 1,698 (52%)
Puts: 1,593 (48%)
Prior (07/16) 4,686
Calls: 2,064 (44%)
Puts: 2,622 (56%)
Current vs Prior -29.77%
Calls: -17.73% (Calls)
Puts: -39.24% (Puts)
Prior 7-Day Total 54,998
Calls: 14,615 (27%)
Puts: 40,383 (73%)
Prior 7-Day Average 7,856
Calls: 2,087 (27%)
Puts: 5,769 (73%)
Current vs Prior 7-Day Avg -58.11%
Calls: -18.67%
Puts: -72.39%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17 3:10pm) $932.6K
Calls: $520.1K (56%)
Puts: $412.5K (44%)
Prior (07/16) $939.8K
Calls: $594.6K (63%)
Puts: $345.2K (37%)
Current vs Prior -0.76%
Calls: -12.52%
Puts: +19.49%
Prior 7-Day Total $17.78M
Calls: $4.18M (24%)
Puts: $13.60M (76%)
Prior 7-Day Average $2.54M
Calls: $597.7K (24%)
Puts: $1.94M (76%)
Current vs Prior 7-Day Avg -63.29%
Calls: -12.98%
Puts: -78.77%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17 3:10pm) 0.94
Prior (07/16) 1.27
Current vs Prior -26.15%
Prior 7-Day Average 2.65
Current vs Prior 7-Day Avg -64.53%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/17 3:10pm) 554,842
Calls: 131,310 (24%)
Puts: 423,532 (76%)
Prior (07/16) 507,530
Calls: 131,253 (26%)
Puts: 376,277 (74%)
Current vs Prior +9.32%
Prior 7-Day Total 3,385,812
Calls: 898,858 (27%)
Puts: 2,486,954 (73%)
Prior 7-Day Average 483,687
Calls: 128,408 (27%)
Puts: 355,279 (73%)
Current vs Prior 7-Day Avg +14.71%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 0.85% | 2.82%0.85% | 5.85%
Prior 1.71% | 2.86%1.71% | 5.68%
Current vs Prior -50.33% | -1.67%-50.33% | +2.89%
Prior 7-Day Avg 1.81% | 2.84%2.32% | 6.16%
Current vs 7-Day Avg -53.18% | -0.97%-63.33% | -5.11%
Prior 7-Day Eod 1.71% | 2.86%2.50% | 6.37%
Current vs 7-Day Eod -50.33% | -1.67%-66.00% | -8.26%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 193.59% | 18.68%
Calls: 53.85% | 16.67%
Puts: 333.33% | 20.69%
Prior 40.17% | 17.42%
Calls: 46.10% | 21.05%
Puts: 34.25% | 13.79%
Current vs Prior +381.93% | +7.23%
Prior 7-Day Avg 28.01% | 23.19%
Calls: 26.12% | 17.90%
Puts: 29.90% | 28.49%
Current vs 7-Day Avg +591.06% | -19.45%
Liquidity Expensive
+
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🤖 AI Insights

P/C ratio dropping 26% - sentiment shifting bullish. Put-heavy open interest (423,532 puts vs 131,310 calls) suggests hedging or bearish positioning.

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 BEARISH
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 NEUTRAL
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 11 of results (avg 8.6%, best 7.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$113.00Aug 214.705.10$4.908.2%60.651
$113.50Jul 313.303.60$3.458.7%50.66--
$95.00Aug 2120.6022.50$21.558.8%30.944
$114.00Aug 214.004.40$4.209.5%--0.6024
$118.00Aug 212.002.20$2.109.5%2430.4060
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 215.305.70$5.507.3%--0.7025
$125.00Jul 179.109.80$9.457.4%11.001
$113.00Aug 211.852.00$1.937.8%160.35282
$118.00Jul 313.303.60$3.458.7%--0.6710
$117.50Jul 242.552.80$2.689.3%10.7027

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. 64 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$104.00Jul 1710.8013.30$12.0520.7%650.992
$100.00Jul 1715.2017.20$16.2012.3%--0.9811
$105.00Jul 179.9012.40$11.1522.4%650.986
$102.00Jul 2413.2015.50$14.3516.0%60.971
$107.00Jul 178.1010.10$9.1022.0%--0.97102
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 173.804.80$4.3023.3%2061.00208
$120.50Jul 173.305.30$4.3046.5%--1.0018
$122.00Jul 175.406.90$6.1524.4%21.004
$125.00Jul 179.109.80$9.457.4%11.001
$119.00Jul 173.103.80$3.4520.3%290.97178

Most actively traded options today. High liquidity = easy entry/exit. 103 active (total vol 2.9K, top 243)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$118.00Aug 212.002.20$2.109.5%2430.4060
$122.00Aug 210.801.10$0.9531.6%2340.22621
$116.00Jul 170.000.15$0.08187.5%2260.21403
$114.50Jul 312.652.95$2.8010.7%1080.59--
$127.00Aug 210.200.45$0.3375.8%1040.092
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 173.804.80$4.3023.3%2061.00208
$105.00Aug 210.400.60$0.5040.0%1510.111.4K
$111.00Aug 211.201.60$1.4028.6%1510.271.9K
$115.50Jul 170.150.55$0.35114.3%1290.51258
$110.00Aug 210.951.30$1.1331.0%1070.2338

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 51 strikes (avg 921.7%, max 3305.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$129.00Jul 17Aug 21859.9%25.2%3305.5%--300
$126.00Jul 17Aug 21695.7%21.9%3074.9%2610
$127.00Jul 17Aug 21699.1%22.1%3060.4%1041.0K
$121.00Jul 17Aug 21526.1%21.2%2380.1%41.9K
$100.00Jul 17Aug 21630.8%28.5%2110.4%--21
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Jul 17Aug 21630.8%28.5%2110.4%7285
$108.00Jul 17Aug 21452.2%24.2%1770.4%--454
$105.00Jul 17Aug 21442.7%26.0%1604.3%1511.4K
$109.00Jul 17Aug 21315.0%24.6%1181.8%121.2K
$110.00Jul 17Aug 21253.0%22.8%1010.8%1073.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 76 found (best R:R 12.33, avg 2.62)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$123.00$124.00Jul 24$0.10$0.90$0.109.00$123.10
$125.00$126.00Aug 21$0.12$0.88$0.127.33$125.12
$121.00$122.00Aug 7$0.15$0.85$0.155.67$121.15
$129.00$130.00Aug 21$0.15$0.85$0.155.67$129.15
$119.00$120.00Jul 24$0.17$0.83$0.174.88$119.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$104.00$100.00Aug 21$0.30$3.70$0.3012.33$103.70
$111.00$109.00Jul 24$0.20$1.80$0.209.00$110.80
$109.00$106.00Aug 7$0.33$2.67$0.338.09$108.67
$108.00$105.00Aug 21$0.33$2.67$0.338.09$107.67
$112.00$111.00Aug 21$0.15$0.85$0.155.67$111.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 86 found (best R:R 49.00, avg 1.93)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$100.00Jul 31$4.90$4.90$0.1049.00$99.90
$100.00$113.00Jul 31$12.55$12.55$0.4527.89$112.55
$108.00$114.50Jul 24$5.90$5.90$0.609.83$113.90
$100.00$113.00Aug 21$11.45$11.45$1.557.39$111.45
$113.00$113.50Jul 31$0.35$0.35$0.152.33$113.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$120.00$119.00Jul 17$0.85$0.85$0.155.67$119.15
$116.50$116.00Jul 17$0.35$0.35$0.152.33$116.15
$117.50$117.00Jul 24$0.35$0.35$0.152.33$117.15
$120.00$118.00Aug 21$1.35$1.35$0.652.08$118.65
$117.00$116.50Jul 24$0.33$0.33$0.171.94$116.67

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 42 found (avg debit $0.78, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$123.00Jul 17Jul 24$0.10278.2%29.2%
$100.00Jul 17Jul 31$0.15630.8%56.1%
$120.00Jul 17Jul 24$0.15183.9%21.8%
$125.00Jul 17Jul 31$0.15337.2%26.4%
$130.00Jul 17Aug 21$0.17474.8%23.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$100.00Jul 17Jul 24$0.05630.8%55.6%
$111.00Jul 17Jul 24$0.20248.5%26.6%
$112.00Jul 17Jul 24$0.35152.7%24.2%
$118.00Jul 17Jul 24$0.35145.8%21.4%
$113.00Jul 17Jul 24$0.54115.2%23.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 45 found (cheapest 0.59% of stock, avg 4.45%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$115.50Jul 17$0.33$0.35$0.68$114.82$116.180.59%
$116.00Jul 17$0.08$0.65$0.73$115.27$116.730.63%
$115.00Jul 17$0.63$0.15$0.78$114.22$115.780.68%
$116.50Jul 17$0.10$1.00$1.10$115.40$117.600.95%
$114.50Jul 17$1.35$0.10$1.45$113.05$115.951.26%
$117.50Jul 17$0.03$1.43$1.46$116.04$118.961.26%
$117.00Jul 17$0.05$1.48$1.53$115.47$118.531.33%
$114.00Jul 17$2.23$0.10$2.33$111.67$116.332.02%
$113.50Jul 17$2.00$0.53$2.53$110.97$116.032.19%
$118.00Jul 17$0.08$2.55$2.63$115.37$120.632.28%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 108 found (cheapest 0.16% of stock, avg 2.01%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$116.00$114.50Jul 17$0.08$0.10$0.18$114.32$116.18
$116.00$114.00Jul 17$0.08$0.10$0.18$113.82$116.18
$116.50$114.50Jul 17$0.10$0.10$0.20$114.30$116.70
$116.50$114.00Jul 17$0.10$0.10$0.20$113.80$116.70
$116.00$115.00Jul 17$0.08$0.15$0.23$114.77$116.23
$116.50$115.00Jul 17$0.10$0.15$0.25$114.75$116.75
$115.50$114.50Jul 17$0.33$0.10$0.43$114.07$115.93
$115.50$114.00Jul 17$0.33$0.10$0.43$113.57$115.93
$115.50$115.00Jul 17$0.33$0.15$0.48$114.52$115.98
$116.00$113.50Jul 17$0.08$0.53$0.61$112.89$116.61

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 144 found (best R:R 14.00, avg credit $0.86)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
112/112115/116Jul 24$1.40$0.1014.00$111.10$116.40
115/118123/125Jul 31$2.25$0.259.00$115.25$125.25
112/113116/117Aug 21$0.88$0.127.33$112.12$116.88
113/114117/118Aug 21$0.88$0.127.33$113.12$117.88
112/113117/118Aug 21$0.86$0.146.14$112.14$117.86
111/112113/114Aug 21$0.85$0.155.67$111.15$113.85
110/111115/116Aug 21$0.84$0.165.25$110.16$115.84
112/112119/120Jul 24$0.82$0.184.56$111.68$119.82
111/112114/114Jul 31$0.82$0.184.56$110.68$114.32
108/109115/116Aug 21$0.82$0.184.56$108.18$115.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 38 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$125.00$126.00$127.00Aug 21$0.05$0.9519.00
$122.00$123.00$124.00Jul 24$0.07$0.9313.29
$115.00$116.00$117.00Aug 21$0.07$0.9313.29
$123.00$124.00$125.00Aug 21$0.09$0.9110.11
$119.50$120.00$120.50Jul 17$0.05$0.459.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$109.00$110.00$111.00Jul 17$0.08$0.9211.50
$115.50$116.00$116.50Jul 17$0.05$0.459.00
$113.00$114.00$115.00Jul 24$0.10$0.909.00
$105.00$107.00$109.00Jul 31$0.22$1.788.09
$108.00$109.00$110.00Jul 17$0.12$0.887.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 81 found (best net $-0.01, 64 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$102.00$108.001:2Jul 24-$1.65$4.35
$119.00$121.001:2Aug 7-$0.27$1.73
$127.00$129.001:2Aug 21-$0.37$1.63
$117.00$119.001:2Aug 7-$0.41$1.59
$122.00$124.001:2Aug 28-$0.45$1.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$95.001:2Jul 17-$0.01$4.99
$105.00$100.001:2Jul 24-$0.15$4.85
$108.00$105.001:2Jul 24$0.00$3.00
$108.00$105.001:2Aug 21-$0.17$2.83
$109.00$106.001:2Aug 7-$0.82$2.18

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 32 found (best yield 2.47%, avg 0.85%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$116.00Aug 21$2.850.490.5%2.47%2.97%514
$115.50Aug 14$2.750.520.1%2.38%2.45%1--
$115.50Aug 7$2.350.510.1%2.04%2.11%31
$117.00Aug 21$2.350.451.4%2.04%3.40%39325
$118.00Aug 21$2.000.402.2%1.73%3.97%24360
$116.00Jul 31$1.800.480.5%1.56%2.06%--65
$117.00Aug 7$1.600.421.4%1.39%2.76%25
$119.00Aug 21$1.600.353.1%1.39%4.49%--88
$117.00Jul 31$1.300.401.4%1.13%2.50%13
$120.00Aug 21$1.250.304.0%1.08%5.05%--809

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 1,698
Total Puts 1,593
Put/Call Ratio 0.94
Net Difference 105

Prior's Put/Call Breakdown

Total Calls 2,064
Total Puts 2,622
Put/Call Ratio 1.27
Net Difference -558

Prior 7-Day Put/Call Summary

Total Calls 14,615
Total Puts 40,383
Average Put/Call Ratio 2.65
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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Price — Past 7 Days

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