Tour v346
XLY
State Street CnsmrDiscSelSectSPDRETF
$115.44 -1.62%
7/17 18:07

Option Volume

Detail
Current (07/17) 7,628
Calls: 3,873 (51%)
Puts: 3,755 (49%)
Prior (07/16) 114,389
Calls: 2,185 (2%)
Puts: 112,204 (98%)
Current vs Prior -93.33%
Calls: +77.25% (Calls)
Puts: -96.65% (Puts)
Prior 7-Day Total 181,989
Calls: 15,700 (9%)
Puts: 166,289 (91%)
Prior 7-Day Average 25,998
Calls: 2,242 (9%)
Puts: 23,755 (91%)
Current vs Prior 7-Day Avg -70.66%
Calls: +72.68%
Puts: -84.19%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $1.41M
Calls: $813.4K (58%)
Puts: $592.1K (42%)
Prior (07/16) $32.63M
Calls: $671.6K (2%)
Puts: $31.96M (98%)
Current vs Prior -95.69%
Calls: +21.11%
Puts: -98.15%
Prior 7-Day Total $54.12M
Calls: $4.18M (8%)
Puts: $49.93M (92%)
Prior 7-Day Average $7.73M
Calls: $597.6K (8%)
Puts: $7.13M (92%)
Current vs Prior 7-Day Avg -81.82%
Calls: +36.11%
Puts: -91.70%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.97
Prior (07/16) 51.35
Current vs Prior -98.11%
Prior 7-Day Average 4.12
Current vs Prior 7-Day Avg -76.49%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/17) 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 2,708,435
Calls: 707,249 (26%)
Puts: 2,001,186 (74%)
Prior 7-Day Average 386,919
Calls: 101,035 (26%)
Puts: 285,883 (74%)
Current vs Prior 7-Day Avg +43.40%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.52% | 3.85%2.52% | 5.86%
Prior 2.50% | 4.16%2.50% | 6.37%
Current vs Prior +54.38% | +4.15%+0.95% | -8.14%
Prior 7-Day Avg 3.08% | 3.77%2.94% | 6.18%
Current vs 7-Day Avg +24.96% | +14.84%-14.16% | -5.24%
Prior 7-Day Eod 2.50% | 4.16%2.50% | 6.37%
Current vs 7-Day Eod +54.38% | +4.15%+0.95% | -8.14%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 193.59% | 18.68%
Calls: 53.85% | 16.67%
Puts: 333.33% | 20.69%
Prior 51.74% | 21.77%
Calls: 32.05% | 23.53%
Puts: 71.43% | 20.00%
Current vs Prior +274.16% | -14.19%
Prior 7-Day Avg 30.54% | 24.44%
Calls: 26.37% | 19.36%
Puts: 34.71% | 29.52%
Current vs 7-Day Avg +533.96% | -23.56%
Liquidity Expensive
+
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🤖 AI Insights

Light premium activity with dollar volume down 96% vs prior. Below-average activity with volume down 93% vs prior. P/C ratio dropping 98% - 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 BEARISH
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 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 1 of results (avg 8.8%, best 8.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Aug 2120.6022.50$21.558.8%30.894
PUTS (0)
No puts meet the criteria

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. 67 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$108.00Jul 245.5010.00$7.7558.1%11.00--
$112.00Jul 171.256.00$3.63130.9%10.9669
$113.00Jul 170.755.00$2.88147.6%--0.9538
$100.00Aug 2113.9018.50$16.2028.4%--0.9210
$95.00Aug 2120.6022.50$21.558.8%30.894
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Jul 177.0011.20$9.1046.2%10.981
$120.00Jul 172.006.60$4.30107.0%2060.97208
$119.00Jul 171.005.30$3.15136.5%310.97178
$118.00Jul 170.355.00$2.68173.5%780.911.0K
$117.50Jul 170.054.90$2.48195.6%400.9062

Most actively traded options today. High liquidity = easy entry/exit. 110 active (total vol 7.1K, top 2.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 170.000.85$0.43197.7%2.1K0.694.7K
$118.00Aug 212.005.00$3.5085.7%2430.4460
$122.00Aug 210.001.60$0.80200.0%2370.20621
$116.00Jul 170.004.80$2.40200.0%2270.48403
$114.50Jul 310.155.00$2.58188.0%1080.54--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 170.000.35$0.18194.4%2.0K0.312.2K
$120.00Jul 172.006.60$4.30107.0%2060.97208
$105.00Aug 210.350.95$0.6592.3%1510.131.4K
$111.00Aug 211.052.05$1.5564.5%1510.281.9K
$115.50Jul 170.154.80$2.48187.5%1470.49258

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 53 strikes (avg 2343.8%, max 7545.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$126.00Jul 17Aug 211743.3%22.8%7545.5%2610
$100.00Jul 17Aug 212412.4%34.7%6850.1%--21
$108.00Jul 17Jul 241578.1%25.2%6165.7%3130
$129.00Jul 17Aug 211974.3%40.6%4765.1%--300
$127.00Jul 17Aug 211822.2%44.2%4019.7%1041.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$100.00Jul 17Aug 212412.4%34.7%6850.1%7285
$105.00Jul 17Aug 211895.6%28.0%6658.2%1511.4K
$111.00Jul 17Aug 211246.9%23.9%5109.5%1512.8K
$108.00Jul 17Aug 281578.1%35.5%4349.3%1383
$109.00Jul 17Aug 211469.8%40.3%3549.9%121.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 34 found (best R:R 19.00, avg 3.30)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$123.00$124.00Jul 24$0.10$0.90$0.109.00$123.10
$124.00$125.00Aug 21$0.12$0.88$0.127.33$124.12
$118.50$119.00Jul 17$0.10$0.40$0.104.00$118.60
$117.50$118.00Jul 24$0.10$0.40$0.104.00$117.60
$124.00$125.00Jul 17$0.22$0.78$0.223.55$124.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$116.00$105.00Aug 14$0.55$10.45$0.5519.00$115.45
$117.50$115.00Jul 31$0.20$2.30$0.2011.50$117.30
$109.00$107.00Jul 31$0.30$1.70$0.305.67$108.70
$113.00$112.00Aug 21$0.15$0.85$0.155.67$112.85
$117.50$109.00Aug 7$1.38$7.12$1.385.16$116.12

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 51 found (best R:R 15.67, avg 2.04)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$113.00Jul 31$11.72$11.72$1.289.16$111.72
$123.00$125.00Jul 31$1.72$1.72$0.286.14$124.72
$100.00$113.00Aug 21$11.02$11.02$1.985.57$111.02
$100.00$104.00Jul 17$3.25$3.25$0.754.33$103.25
$113.00$113.50Jul 17$0.40$0.40$0.104.00$113.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$125.00$122.50Jul 17$2.35$2.35$0.1515.67$122.65
$125.00$120.00Jul 31$4.12$4.12$0.884.68$120.88
$119.00$118.50Jul 17$0.40$0.40$0.104.00$118.60
$116.50$116.00Jul 24$0.40$0.40$0.104.00$116.10
$107.00$105.00Jul 31$1.42$1.42$0.582.45$105.58

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 31 found (avg debit $0.92, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$116.00Jul 17Jul 31$0.10768.3%33.6%
$130.00Jul 17Aug 21$0.22690.2%24.7%
$115.50Jul 17Aug 7$0.35700.6%22.6%
$114.50Jul 17Jul 24$0.38819.7%37.8%
$100.00Jul 17Jul 31$0.402412.4%91.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$114.50Jul 17Jul 31$0.08819.7%29.7%
$117.00Jul 17Jul 24$0.08239.1%55.1%
$125.00Jul 17Jul 31$0.20490.6%40.2%
$118.00Jul 17Jul 24$0.22214.4%61.2%
$113.00Jul 17Jul 24$0.30164.3%13.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 48 found (cheapest 0.53% of stock, avg 5.43%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$115.00Jul 17$0.43$0.18$0.61$114.39$115.610.53%
$117.50Jul 17$0.08$2.48$2.56$114.94$120.062.22%
$114.00Jul 17$2.48$0.10$2.58$111.42$116.582.23%
$117.00Jul 17$0.28$2.40$2.68$114.32$119.682.32%
$118.00Jul 17$0.08$2.68$2.76$115.24$120.762.39%
$118.50Jul 17$0.13$2.75$2.88$115.62$121.382.49%
$116.00Jul 17$2.40$0.50$2.90$113.10$118.902.51%
$113.00Jul 17$2.88$0.03$2.91$110.09$115.912.52%
$119.00Jul 17$0.03$3.15$3.18$115.82$122.182.75%
$112.00Jul 17$3.63$0.03$3.66$108.34$115.663.17%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 113 found (cheapest 2.06% of stock, avg 3.99%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$115.00$113.00Jul 24$2.05$0.33$2.38$110.62$117.38
$115.00$114.00Jul 24$2.05$0.50$2.55$111.45$117.55
$116.50$113.00Jul 24$2.40$0.33$2.73$110.27$119.23
$117.00$113.00Jul 24$2.40$0.33$2.73$110.27$119.73
$118.00$113.00Jul 24$2.40$0.33$2.73$110.27$120.73
$115.00$112.00Jul 24$2.05$0.73$2.78$109.22$117.78
$117.50$113.00Jul 24$2.50$0.33$2.83$110.17$120.33
$116.50$114.00Jul 24$2.40$0.50$2.90$111.10$119.40
$117.00$114.00Jul 24$2.40$0.50$2.90$111.10$119.90
$118.00$114.00Jul 24$2.40$0.50$2.90$111.10$120.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 31 found (best R:R 19.00, avg credit $1.20)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
105/108118/119Aug 21$2.85$0.1519.00$105.15$120.85
105/108113/114Aug 21$2.80$0.2014.00$105.20$115.80
118/118123/125Jul 31$1.84$0.1611.50$116.66$124.84
113/114114/115Jul 24$0.90$0.109.00$113.10$115.40
105/107118/120Jul 31$1.79$0.218.52$105.21$120.29
111/112120/121Jul 24$0.88$0.127.33$111.12$121.38
112/113119/120Aug 21$0.87$0.136.69$112.13$119.87
107/109117/118Jul 31$1.73$0.276.41$107.27$118.73
105/108119/120Aug 21$2.47$0.534.66$105.53$121.47
105/108115/116Aug 21$2.35$0.653.62$105.65$117.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$123.00$124.00$125.00Jul 17$0.06$0.9415.67
$117.50$118.00$118.50Jul 17$0.05$0.459.00
$116.50$117.00$117.50Jul 24$0.10$0.404.00
$107.00$108.00$109.00Jul 17$0.25$0.753.00
$118.50$119.00$119.50Jul 17$0.15$0.352.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$115.00$116.00$117.00Aug 21$0.15$0.855.67
$116.50$117.00$117.50Jul 17$0.08$0.425.25
$117.00$117.50$118.00Jul 17$0.12$0.383.17
$118.00$118.50$119.00Jul 31$0.21$0.291.38
$114.00$115.00$116.00Aug 21$0.47$0.531.13

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 40 found (best net $-1.70, 26 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$102.00$108.001:2Jul 24-$1.85$4.15
$117.00$119.001:2Aug 7-$0.60$1.40
$127.00$129.001:2Aug 21-$0.80$1.20
$118.50$120.001:2Jul 31-$0.31$1.19
$125.00$126.001:2Aug 21-$0.37$0.63
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$116.00$105.001:2Aug 14-$1.70$9.30
$117.50$109.001:2Aug 7-$1.02$7.48
$105.00$100.001:2Jul 24-$0.05$4.95
$125.00$120.001:2Jul 31-$1.06$3.94
$104.00$100.001:2Aug 21-$0.41$3.59

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 1.73%, avg 0.50%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$118.00Aug 21$2.000.442.2%1.73%3.95%24360
$117.00Aug 21$1.400.441.4%1.21%2.56%39325
$115.50Aug 14$0.850.530.1%0.74%0.79%1--
$115.50Aug 7$0.600.510.1%0.52%0.57%31
$116.00Aug 21$0.550.490.5%0.48%0.96%614
$123.00Aug 21$0.400.326.5%0.35%6.90%62.2K
$124.00Aug 21$0.300.167.4%0.26%7.67%3144
$120.00Aug 21$0.250.324.0%0.22%4.17%--809
$125.00Aug 21$0.200.148.3%0.17%8.45%--1.2K
$126.00Aug 21$0.150.129.2%0.13%9.28%2474

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 3,873
Total Puts 3,755
Put/Call Ratio 0.97
Net Difference 118

Prior's Put/Call Breakdown

Total Calls 2,185
Total Puts 112,204
Put/Call Ratio 51.35
Net Difference -110,019

Prior 7-Day Put/Call Summary

Total Calls 15,700
Total Puts 166,289
Average Put/Call Ratio 4.12
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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