Tour v528
SPX
S & P 500 INDEX
$7702.96 -0.04%
◀ 9/24 15:11

Option Volume

Detail
ℹ
Current (09/24) 3,759,350
Calls: 1,966,765 (52%)
Puts: 1,792,585 (48%)
Prior (09/23) 3,981,417
Calls: 1,875,696 (47%)
Puts: 2,105,721 (53%)
Current vs Prior -5.58%
Calls: +4.86% (Calls)
Puts: -14.87% (Puts)
Prior 7-Day Total 26,312,535
Calls: 13,205,513 (50%)
Puts: 13,107,022 (50%)
Prior 7-Day Average 3,758,933
Calls: 1,886,501 (50%)
Puts: 1,872,431 (50%)
Current vs Prior 7-Day Avg +0.01%
Calls: +4.25%
Puts: -4.26%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/24) $2.12B
Calls: $1.53B (72%)
Puts: $589.01M (28%)
Prior (09/23) $2.39B
Calls: $483.84M (20%)
Puts: $1.91B (80%)
Current vs Prior -11.34%
Calls: +216.86%
Puts: -69.16%
Prior 7-Day Total $30.90B
Calls: $17.70B (57%)
Puts: $13.20B (43%)
Prior 7-Day Average $4.41B
Calls: $2.53B (57%)
Puts: $1.89B (43%)
Current vs Prior 7-Day Avg -51.93%
Calls: -39.38%
Puts: -68.77%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/24) 0.91
Prior (09/23) 1.12
Current vs Prior -18.81%
Prior 7-Day Average 1.02
Current vs Prior 7-Day Avg -10.52%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (09/24) 1,626,219
Calls: 697,745 (43%)
Puts: 928,474 (57%)
Prior (09/23) 2,301,342
Calls: 879,192 (38%)
Puts: 1,422,150 (62%)
Current vs Prior -29.34%
Prior 7-Day Total 17,622,955
Calls: 7,082,315 (40%)
Puts: 10,540,640 (60%)
Prior 7-Day Average 2,517,565
Calls: 1,416,463 (48%)
Puts: 1,505,805 (52%)
Current vs Prior 7-Day Avg -35.41%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (09/24) | Next (09/25)Expiry (09/25) | Next (09/28)Expiry (09/25) | Next (--)
Current 0.18% | 0.60%0.60% | 0.86%0.60% | --
Prior 0.13% | 0.51%0.13% | 0.73%0.73% | --
Current vs Prior +38.05% | +16.41%+358.55% | +18.41%-18.24% | --
Prior 7-Day Avg 0.36% | 0.71%0.36% | 0.86%0.81% | 1.14%
Current vs 7-Day Avg -49.84% | -15.59%+63.83% | +0.49%-26.66% | --
Prior 7-Day Eod 0.13% | 0.51%0.13% | 0.73%0.73% | --
Current vs 7-Day Eod +38.05% | +16.41%+358.55% | +18.41%-18.24% | --
Sentiment BEARISHBEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 2.91% | 1.11%
Calls: 2.74% | 0.82%
Puts: 3.08% | 1.41%
Prior 4.13% | 1.02%
Calls: 4.88% | 1.02%
Puts: 3.39% | 1.02%
Current vs Prior -29.54% | +8.82%
Prior 7-Day Avg 2.34% | 0.88%
Calls: 2.41% | 0.90%
Puts: 2.28% | 0.87%
Current vs 7-Day Avg +24.13% | +25.73%
Liquidity Good
+
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($1.53B). Declining open interest (down 29%) indicates positions being closed.

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 BULLISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 842 of results (avg 3.3%, best 0.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7645.00Sep 3085.5085.80$85.650.4%580.69756
$7650.00Sep 3081.7082.00$81.850.4%890.682.4K
$7655.00Sep 3078.0078.30$78.150.4%780.66269
$7695.00Sep 3051.0051.20$51.100.4%750.53681
$7660.00Sep 3074.3074.60$74.450.4%1900.65327
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7760.00Sep 3072.6072.90$72.750.4%270.70507
$7750.00Sep 3066.2066.50$66.350.5%1.2K0.673.7K
$7755.00Sep 2964.6064.90$64.750.5%690.7159
$7745.00Sep 3063.1063.40$63.250.5%610.65233
$7750.00Sep 2961.3061.60$61.450.5%660.69252

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 162 found (avg $0.60, cheapest $0.43)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7725.00Sep 240.400.45$0.4311.6%97.0K0.072.1K
$7730.00Sep 240.250.30$0.2817.9%86.3K0.042.0K
$7720.00Sep 240.800.85$0.836.0%132.3K0.111.6K
$7820.00Sep 250.650.75$0.7014.3%1.7K0.031.7K
$7825.00Sep 250.600.65$0.637.9%2.3K0.034.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7675.00Sep 240.400.45$0.4311.6%96.1K0.064.3K
$7680.00Sep 240.600.65$0.637.9%85.7K0.091.6K
$7685.00Sep 240.951.00$0.985.1%75.9K0.132.6K
$7670.00Sep 240.300.35$0.3215.6%103.4K0.042.4K
$7560.00Sep 250.850.95$0.9011.1%1.4K0.031.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 267 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7150.00Sep 24542.00563.70$552.853.9%21.004
$7250.00Sep 24442.10463.80$452.954.8%11.004
$7500.00Sep 24195.20208.90$202.056.8%181.0045
$7550.00Sep 24149.20156.70$152.954.9%261.0045
$6800.00Sep 30896.10917.80$906.952.4%11.002.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7900.00Sep 24193.20198.00$195.602.5%81.0026
$7910.00Sep 24200.00214.50$207.257.0%71.005
$8210.00Sep 25494.70513.70$504.203.8%21.00--
$8220.00Sep 25504.00523.70$513.853.8%41.00--
$8225.00Sep 25509.00528.70$518.853.8%21.001

Most actively traded options today. High liquidity = easy entry/exit. 1,326 active (total vol 3.8M, top 161.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7700.00Sep 247.207.40$7.302.7%161.1K0.572.0K
$7710.00Sep 242.702.75$2.731.8%146.8K0.291.7K
$7720.00Sep 240.800.85$0.836.0%132.3K0.111.6K
$7715.00Sep 241.451.55$1.506.7%118.7K0.18908
$7705.00Sep 244.504.70$4.604.3%116.3K0.43933
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7670.00Sep 240.300.35$0.3215.6%103.4K0.042.4K
$7675.00Sep 240.400.45$0.4311.6%96.1K0.064.3K
$7660.00Sep 240.150.25$0.2050.0%89.6K0.032.0K
$7690.00Sep 241.501.60$1.556.5%89.6K0.201.4K
$7665.00Sep 240.200.25$0.2321.7%87.3K0.033.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 47.8%, max 58.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7690.00Sep 24Oct 117.6%11.1%58.3%83.0K1.4K
$7695.00Sep 24Oct 117.1%11.0%54.6%78.3K927
$7705.00Sep 24Oct 116.5%10.8%51.9%116.6K1.1K
$7700.00Sep 24Oct 116.6%10.9%51.6%161.3K2.6K
$7715.00Sep 24Oct 116.4%12.1%36.3%118.8K950
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7690.00Sep 24Oct 117.6%11.1%58.3%90.9K1.8K
$7695.00Sep 24Oct 117.1%11.0%54.6%68.3K1.5K
$7705.00Sep 24Oct 116.4%10.8%51.4%39.6K1.1K
$7700.00Sep 24Oct 116.5%10.9%50.7%80.6K3.8K
$7715.00Sep 24Oct 116.4%12.1%36.3%19.5K1.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 519 found (best R:R 0.83, avg 22.77)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$8075.00$8275.00Oct 1$0.20$199.80$0.201%999.00$8075.20
$7655.00$7660.00Sep 28$3.30$1.70$3.3072%0.52$7658.30
$7650.00$7655.00Sep 29$3.25$1.75$3.2570%0.54$7653.25
$7800.00$7805.00Sep 25$0.13$4.87$0.135%37.46$7800.13
$7940.00$7950.00Oct 1$0.15$9.85$0.153%65.67$7940.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$7745.00$7730.00Oct 1$8.20$6.80$8.2063%0.83$7736.80
$7650.00$7640.00Oct 1$2.50$7.50$2.5034%3.00$7647.50
$7180.00$7015.00Sep 30$0.37$164.63$0.371%444.95$7179.63
$7760.00$7750.00Oct 1$6.15$3.85$6.1568%0.63$7753.85
$7685.00$7680.00Sep 30$1.70$3.30$1.7044%1.94$7683.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 442 found (best R:R 0.72, avg 0.23)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$7740.00$7750.00Oct 1$4.20$4.20$5.8062%0.72$7744.20
$7760.00$7770.00Oct 1$3.50$3.50$6.5068%0.54$7763.50
$7710.00$7715.00Oct 1$2.75$2.75$2.2552%1.22$7712.75
$7705.00$7710.00Sep 30$2.80$2.80$2.2051%1.27$7707.80
$7725.00$7730.00Oct 1$2.50$2.50$2.5057%1.00$7727.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$7385.00$7380.00Sep 30$0.10$0.10$4.9097%0.02$7384.90
$7400.00$7395.00Sep 30$0.12$0.12$4.8896%0.02$7399.88
$7570.00$7565.00Sep 25$0.10$0.10$4.9096%0.02$7569.90
$7580.00$7575.00Sep 25$0.13$0.13$4.8796%0.03$7579.87
$7435.00$7430.00Sep 29$0.10$0.10$4.9096%0.02$7434.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $15.91, cheapest $14.52)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7695.00Sep 24Sep 25$16.8517.1%13.1%
$7700.00Sep 24Sep 25$17.2016.6%13.0%
$7705.00Sep 24Sep 25$17.1016.5%13.3%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7695.00Sep 24Sep 25$14.5217.1%13.1%
$7700.00Sep 24Sep 25$14.9516.5%13.0%
$7705.00Sep 24Sep 25$14.8516.4%13.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 256 found (cheapest 0.14% of stock, avg 1.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$7705.00Sep 24$4.60$6.50$11.10$7693.90$7716.100.14%
$7700.00Sep 24$7.30$4.15$11.45$7688.55$7711.450.15%
$7710.00Sep 24$2.73$9.60$12.33$7697.67$7722.330.16%
$7695.00Sep 24$10.70$2.58$13.28$7681.72$7708.280.17%
$7715.00Sep 24$1.50$13.35$14.85$7700.15$7729.850.19%
$7690.00Sep 24$14.65$1.55$16.20$7673.80$7706.200.21%
$7720.00Sep 24$0.83$17.70$18.53$7701.47$7738.530.24%
$7685.00Sep 24$19.10$0.98$20.08$7664.92$7705.080.26%
$7725.00Sep 24$0.43$22.35$22.78$7702.22$7747.780.30%
$7680.00Sep 24$23.80$0.63$24.43$7655.57$7704.430.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.01% of stock, avg 0.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$7725.00$7680.00Sep 24$0.43$0.63$1.06$7678.94$7726.06
$7720.00$7685.00Sep 24$0.83$0.98$1.81$7683.19$7721.81
$7720.00$7680.00Sep 24$0.83$0.63$1.46$7678.54$7721.46
$7725.00$7685.00Sep 24$0.43$0.98$1.41$7683.59$7726.41
$7715.00$7685.00Sep 24$1.50$0.98$2.48$7682.52$7717.48
$7720.00$7690.00Sep 24$0.83$1.55$2.38$7687.62$7722.38
$7715.00$7680.00Sep 24$1.50$0.63$2.13$7677.87$7717.13
$7725.00$7690.00Sep 24$0.43$1.55$1.98$7688.02$7726.98
$7715.00$7690.00Sep 24$1.50$1.55$3.05$7686.95$7718.05
$7720.00$7695.00Sep 24$0.83$2.58$3.41$7691.59$7723.41

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 185 found (best R:R 0.69, avg credit $1.64)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
7380/73857745/7750Sep 30$2.05$2.9562%0.69$7382.95$7747.05
7395/74007745/7750Sep 30$2.07$2.9361%0.71$7397.93$7747.07
7380/73857750/7755Sep 30$1.95$3.0563%0.64$7383.05$7751.95
7395/74007750/7755Sep 30$1.97$3.0363%0.65$7398.03$7751.97
7425/74307745/7750Sep 30$2.10$2.9060%0.72$7427.90$7747.10
7415/74207745/7750Sep 30$2.08$2.9261%0.71$7417.92$7747.08
7425/74307750/7755Sep 30$2.00$3.0062%0.67$7428.00$7752.00
7415/74207750/7755Sep 30$1.98$3.0262%0.66$7418.02$7751.98
7435/74407745/7750Sep 30$2.10$2.9060%0.72$7437.90$7747.10
7410/74157745/7750Sep 30$2.05$2.9561%0.69$7412.95$7747.05

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 362 found (best R:R 999.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$7675.00$7680.00$7685.00Sep 24$0.05$4.957%99.00
$7705.00$7710.00$7715.00Sep 25$0.10$4.907%49.00
$7690.00$7695.00$7700.00Sep 24$0.55$4.4523%8.09
$7720.00$7725.00$7730.00Sep 25$0.10$4.907%49.00
$7695.00$7700.00$7705.00Sep 24$0.70$4.3027%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$7850.00$7900.00$7950.00Sep 30$0.05$49.956%999.00
$7690.00$7695.00$7700.00Sep 24$0.54$4.4623%8.26
$7680.00$7685.00$7690.00Sep 24$0.22$4.7812%21.73
$7685.00$7690.00$7695.00Sep 25$0.10$4.907%49.00
$7750.00$7755.00$7760.00Sep 25$0.05$4.954%99.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 805 found (best net $-74.30, 804 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$7705.00$7710.001:2Sep 24-$0.86$4.14
$7710.00$7715.001:2Sep 24-$0.27$4.73
$8075.00$8275.001:2Oct 1$0.00$200.00
$7700.00$7705.001:2Sep 24-$1.90$3.10
$7715.00$7720.001:2Sep 24-$0.16$4.84
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$8150.00$7965.001:2Sep 25-$74.30$110.70
$7920.00$7840.001:2Sep 29-$57.45$22.55
$7180.00$7015.001:2Sep 30-$0.16$164.84
$7700.00$7695.001:2Sep 24-$1.01$3.99
$7705.00$7700.001:2Sep 24-$1.80$3.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 151 found (best yield 0.66%, avg 0.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$7705.00Oct 1$51.000.490.0%0.66%0.69%255213
$7710.00Oct 1$48.200.480.1%0.63%0.72%240146
$7715.00Oct 1$45.500.460.2%0.59%0.75%16542
$7720.00Oct 1$42.900.450.2%0.56%0.78%62247
$7725.00Oct 1$40.400.430.3%0.52%0.81%670258
$7730.00Oct 1$37.900.420.3%0.49%0.84%10479
$7735.00Oct 1$35.600.400.4%0.46%0.88%82163
$7740.00Oct 1$33.300.390.5%0.43%0.91%48187
$7705.00Sep 30$45.100.490.0%0.59%0.61%140284
$7710.00Sep 30$42.300.470.1%0.55%0.64%205953

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 1,966,765
Total Puts 1,792,585
Put/Call Ratio 0.91
Net Difference 174,180

Prior's Put/Call Breakdown

Total Calls 1,875,696
Total Puts 2,105,721
Put/Call Ratio 1.12
Net Difference -230,025

Prior 7-Day Put/Call Summary

Total Calls 13,205,513
Total Puts 13,107,022
Average Put/Call Ratio 1.02
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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