Tour v365
XLY
State Street CnsmrDiscSelSectSPDRETF
$114.52 -0.80%
7/20 15:07

Option Volume

Detail
Current (07/20 3:05pm) 44,860
Calls: 3,191 (7%)
Puts: 41,669 (93%)
Prior (07/17) 3,291
Calls: 1,698 (52%)
Puts: 1,593 (48%)
Current vs Prior +1263.11%
Calls: +87.93% (Calls)
Puts: +2515.76% (Puts)
Prior 7-Day Total 52,944
Calls: 13,293 (25%)
Puts: 39,651 (75%)
Prior 7-Day Average 7,563
Calls: 1,899 (25%)
Puts: 5,664 (75%)
Current vs Prior 7-Day Avg +493.12%
Calls: +68.04%
Puts: +635.63%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/20 3:05pm) $14.64M
Calls: $696.4K (5%)
Puts: $13.94M (95%)
Prior (07/17) $932.6K
Calls: $520.1K (56%)
Puts: $412.5K (44%)
Current vs Prior +1469.74%
Calls: +33.90%
Puts: +3280.32%
Prior 7-Day Total $15.85M
Calls: $2.99M (19%)
Puts: $12.86M (81%)
Prior 7-Day Average $2.26M
Calls: $426.8K (19%)
Puts: $1.84M (81%)
Current vs Prior 7-Day Avg +546.58%
Calls: +63.19%
Puts: +658.86%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/20 3:05pm) 13.06
Prior (07/17) 0.94
Current vs Prior +1291.90%
Prior 7-Day Average 2.69
Current vs Prior 7-Day Avg +386.33%
Sentiment BEARISH

Open Interest

Detail
Current (07/20 3:05pm) 509,317
Calls: 111,804 (22%)
Puts: 397,513 (78%)
Prior (07/17) 554,842
Calls: 131,310 (24%)
Puts: 423,532 (76%)
Current vs Prior -8.21%
Prior 7-Day Total 3,432,345
Calls: 905,634 (26%)
Puts: 2,526,711 (74%)
Prior 7-Day Average 490,335
Calls: 129,376 (26%)
Puts: 360,958 (74%)
Current vs Prior 7-Day Avg +3.87%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 2.47% | 3.59%5.46% | 7.55%
Prior 1.18% | 2.73%1.18% | 5.67%
Current vs Prior +110.07% | +31.57%+363.92% | +33.25%
Prior 7-Day Avg 1.71% | 2.82%2.07% | 6.05%
Current vs 7-Day Avg +44.86% | +27.18%+163.36% | +24.78%
Prior 7-Day Eod 1.18% | 2.73%2.52% | 5.86%
Current vs 7-Day Eod +110.07% | +31.57%+116.50% | +28.99%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 19.40% | 14.57%
Calls: 18.80% | 12.32%
Puts: 20.00% | 16.83%
Prior 51.74% | 21.77%
Calls: 32.05% | 23.53%
Puts: 71.43% | 20.00%
Current vs Prior -62.50% | -33.07%
Prior 7-Day Avg 32.62% | 23.75%
Calls: 27.61% | 17.79%
Puts: 37.64% | 29.71%
Current vs 7-Day Avg -40.54% | -38.66%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 95% of dollar volume in puts ($13.94M) vs calls ($696.4K). Massive premium surge with dollar volume up 1470% vs prior. Dollar volume significantly above 7-day average (547% higher). Unusually high activity with volume up 1263% 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 BULLISH
7-Day Avg BEARISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
15:10BULLISHNEUTRALBULLISH
15:05BEARISHBEARISHBEARISH

📈 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 2 of results (avg 7.4%, best 5.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 2119.8021.00$20.405.9%30.947
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$117.00Jul 313.203.50$3.359.0%10.682

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.59, cheapest $0.28)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 210.250.30$0.2817.9%1620.091.2K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$107.00Aug 140.600.70$0.6515.4%20.15--
$113.50Jul 240.750.90$0.8318.1%10.377

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 45 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$101.00Jul 2413.3015.40$14.3514.6%40.984
$102.00Jul 2412.4014.50$13.4515.6%40.983
$104.00Jul 2410.4012.10$11.2515.1%20.98--
$105.00Jul 249.4011.30$10.3518.4%80.97--
$106.00Jul 248.4010.40$9.4021.3%70.97--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$123.00Jul 247.208.70$7.9518.9%41.002
$124.00Jul 248.109.70$8.9018.0%21.002
$130.00Jul 3113.8016.10$14.9515.4%20.91--
$129.00Jul 3112.9015.20$14.0516.4%20.90--
$122.50Jul 246.408.20$7.3024.7%20.88--

Most actively traded options today. High liquidity = easy entry/exit. 113 active (total vol 2.0K, top 542)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$118.00Aug 211.551.80$1.6814.9%2330.34282
$115.00Jul 311.651.90$1.7814.0%1970.4721
$125.00Aug 210.250.30$0.2817.9%1620.091.2K
$123.00Aug 210.400.65$0.5347.2%1340.142.3K
$115.00Jul 240.951.20$1.0823.1%340.4512
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Aug 210.751.00$0.8828.4%5420.1972
$110.00Aug 140.851.20$1.0234.3%680.24--
$110.00Aug 211.101.45$1.2727.6%480.26145
$112.00Jul 240.400.55$0.4831.3%290.23126
$113.00Jul 240.600.75$0.6822.1%280.3113

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 39 strikes (avg 45.0%, max 142.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Jul 24Aug 2172.8%30.0%142.9%213
$122.00Jul 24Aug 2151.0%21.3%139.2%10767
$120.50Jul 24Aug 2144.8%21.6%107.6%3095
$125.00Jul 31Aug 2138.9%20.8%86.5%1622.0K
$118.50Jul 24Aug 2141.1%22.4%83.8%4130
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Jul 24Aug 2172.8%30.0%142.9%--26
$103.00Jul 24Aug 2859.5%28.1%111.4%11--
$109.00Jul 24Aug 2145.9%23.7%93.3%1446
$105.00Jul 24Aug 2842.8%26.3%62.6%1326
$108.00Jul 24Aug 2838.7%23.8%62.3%115

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 79 found (best R:R 32.33, avg 3.26)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$122.00$123.00Aug 21$0.12$0.88$0.127.33$122.12
$124.00$125.00Aug 21$0.12$0.88$0.127.33$124.12
$118.00$120.00Jul 31$0.25$1.75$0.257.00$118.25
$123.00$124.00Aug 21$0.13$0.87$0.136.69$123.13
$120.00$121.00Jul 31$0.15$0.85$0.155.67$120.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$105.00$100.00Aug 14$0.15$4.85$0.1532.33$104.85
$104.00$100.00Aug 21$0.27$3.73$0.2713.81$103.73
$105.00$103.00Aug 28$0.15$1.85$0.1512.33$104.85
$108.00$105.00Aug 21$0.31$2.69$0.318.68$107.69
$108.00$105.00Aug 28$0.35$2.65$0.357.57$107.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 91 found (best R:R 26.50, avg 1.75)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$108.00$113.50Jul 24$5.30$5.30$0.2026.50$113.30
$100.00$108.00Jul 31$7.70$7.70$0.3025.67$107.70
$95.00$100.00Aug 21$4.45$4.45$0.558.09$99.45
$100.00$114.00Aug 21$12.45$12.45$1.558.03$112.45
$114.00$114.50Jul 31$0.35$0.35$0.152.33$114.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$129.00$118.50Jul 31$9.65$9.65$0.8511.35$119.35
$130.00$129.00Jul 31$0.90$0.90$0.109.00$129.10
$122.50$118.00Jul 24$3.97$3.97$0.537.49$118.53
$118.00$117.50Jul 31$0.40$0.40$0.104.00$117.60
$118.00$117.00Aug 21$0.75$0.75$0.253.00$117.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 38 found (avg debit $0.53, cheapest $0.09)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$124.00Jul 24Aug 7$0.1535.1%23.4%
$100.00Jul 24Jul 31$0.2072.8%55.6%
$123.00Jul 24Jul 31$0.2232.0%30.1%
$119.00Jul 24Aug 7$0.3040.3%23.0%
$120.00Jul 24Jul 31$0.3531.9%27.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$109.00Jul 24Jul 31$0.0945.9%29.9%
$100.00Jul 24Aug 14$0.1272.8%33.8%
$105.00Jul 24Jul 31$0.1542.8%33.9%
$108.00Jul 24Jul 31$0.2338.7%30.0%
$107.00Jul 31Aug 14$0.2733.3%26.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 29 found (cheapest 2.25% of stock, avg 5.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$115.00Jul 24$1.08$1.50$2.58$112.42$117.582.25%
$115.50Jul 24$0.85$1.78$2.63$112.87$118.132.30%
$113.50Jul 24$1.90$0.83$2.73$110.77$116.232.38%
$116.00Jul 24$0.68$2.10$2.78$113.22$118.782.43%
$117.00Jul 24$0.43$2.75$3.18$113.82$120.182.78%
$118.00Jul 24$0.30$3.33$3.63$114.37$121.633.17%
$115.00Jul 31$1.78$2.08$3.86$111.14$118.863.37%
$116.00Jul 31$1.33$2.65$3.98$112.02$119.983.48%
$114.00Jul 31$2.38$1.63$4.01$109.99$118.013.50%
$113.50Jul 31$2.63$1.43$4.06$109.44$117.563.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 104 found (cheapest 0.59% of stock, avg 2.25%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$124.00$109.00Aug 7$0.18$0.50$0.68$108.32$124.68
$117.00$112.00Jul 24$0.43$0.48$0.91$111.09$117.91
$121.50$100.00Aug 14$0.65$0.25$0.90$99.10$122.40
$117.00$112.50Jul 24$0.43$0.55$0.98$111.52$117.98
$116.50$112.00Jul 24$0.53$0.48$1.01$110.99$117.51
$121.50$105.00Aug 14$0.65$0.40$1.05$103.95$122.55
$116.50$112.50Jul 24$0.53$0.55$1.08$111.42$117.58
$124.00$106.00Aug 7$0.18$0.90$1.08$104.92$125.08
$117.00$113.00Jul 24$0.43$0.68$1.11$111.89$118.11
$120.00$109.00Aug 7$0.63$0.50$1.13$107.87$121.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 126 found (best R:R 5.67, avg credit $0.66)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
108/109114/114Jul 24$0.85$0.155.67$108.15$114.35
113/114115/116Aug 21$0.82$0.184.56$113.18$115.82
112/113114/114Jul 31$0.40$0.104.00$112.60$113.90
112/113114/115Jul 31$0.40$0.104.00$112.60$114.90
110/111115/116Jul 31$0.78$0.223.55$110.22$115.78
112/113117/118Jul 31$0.39$0.113.55$112.61$117.39
110/111114/115Aug 21$0.78$0.223.55$110.22$114.78
110/111115/116Aug 21$0.78$0.223.55$110.22$115.78
111/112114/115Aug 21$0.78$0.223.55$111.22$114.78
111/112115/116Aug 21$0.78$0.223.55$111.22$115.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 27 found (best R:R 10.11, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$124.00$125.00$126.00Aug 21$0.09$0.9110.11
$116.00$116.50$117.00Jul 24$0.05$0.459.00
$121.00$122.00$123.00Aug 21$0.11$0.898.09
$115.00$115.50$116.00Jul 24$0.06$0.447.33
$120.00$120.50$121.00Aug 21$0.06$0.447.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$109.00$110.00$111.00Aug 21$0.09$0.9110.11
$112.00$112.50$113.00Jul 24$0.06$0.447.33
$114.00$114.50$115.00Aug 21$0.06$0.447.33
$107.00$108.00$109.00Jul 31$0.14$0.866.14
$116.00$117.00$118.00Aug 21$0.18$0.824.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 67 found (best net $-0.20, 51 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$100.00$108.001:2Jul 31-$0.20$7.80
$118.00$120.001:2Jul 31-$0.25$1.75
$123.00$125.001:2Jul 31-$0.51$1.49
$120.50$122.001:2Jul 24-$0.36$1.14
$117.50$119.001:2Aug 7-$0.40$1.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$105.00$100.001:2Aug 14-$0.10$4.90
$103.00$100.001:2Jul 24-$0.13$2.87
$108.00$105.001:2Aug 21-$0.26$2.74
$112.00$109.001:2Jul 24-$0.38$2.62
$108.00$105.001:2Aug 28-$0.40$2.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 36 found (best yield 2.88%, avg 0.81%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$115.00Aug 28$3.300.500.4%2.88%3.30%104
$115.00Aug 21$2.800.500.4%2.44%2.86%125
$116.00Aug 21$2.350.451.3%2.05%3.34%2014
$115.50Aug 14$2.200.470.9%1.92%2.78%21
$117.00Aug 21$1.850.402.2%1.62%3.78%12329
$117.50Aug 21$1.700.372.6%1.48%4.09%1--
$115.00Jul 31$1.650.470.4%1.44%1.86%19721
$118.00Aug 21$1.550.343.0%1.35%4.39%233282
$118.50Aug 21$1.400.323.5%1.22%4.70%3--
$116.00Jul 31$1.200.391.3%1.05%2.34%--65

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 3,191
Total Puts 41,669
Put/Call Ratio 13.06
Net Difference -38,478

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 13,293
Total Puts 39,651
Average Put/Call Ratio 2.69
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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