Tour v528
SPX
S & P 500 INDEX
$7704.13 -0.02%
◀ 9/24 19:09 ▶

Option Volume

Detail
ℹ
Current (09/24) 4,572,354
Calls: 2,396,372 (52%)
Puts: 2,175,982 (48%)
Prior (09/23) 3,981,417
Calls: 1,875,696 (47%)
Puts: 2,105,721 (53%)
Current vs Prior +14.84%
Calls: +27.76% (Calls)
Puts: +3.34% (Puts)
Prior 7-Day Total 26,044,335
Calls: 13,320,306 (51%)
Puts: 12,724,029 (49%)
Prior 7-Day Average 3,720,619
Calls: 1,902,900 (51%)
Puts: 1,817,718 (49%)
Current vs Prior 7-Day Avg +22.89%
Calls: +25.93%
Puts: +19.71%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/24) $2.24B
Calls: $1.60B (71%)
Puts: $638.01M (29%)
Prior (09/23) $2.39B
Calls: $483.84M (20%)
Puts: $1.91B (80%)
Current vs Prior -6.55%
Calls: +230.42%
Puts: -66.59%
Prior 7-Day Total $27.46B
Calls: $15.88B (58%)
Puts: $11.57B (42%)
Prior 7-Day Average $3.92B
Calls: $2.27B (58%)
Puts: $1.65B (42%)
Current vs Prior 7-Day Avg -42.97%
Calls: -29.55%
Puts: -61.41%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/24) 0.91
Prior (09/23) 1.12
Current vs Prior -19.12%
Prior 7-Day Average 0.98
Current vs Prior 7-Day Avg -7.44%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (09/24) --
Calls: -- (--)
Puts: -- (--)
Prior (09/23) 2,301,342
Calls: 879,192 (38%)
Puts: 1,422,150 (62%)
Current vs Prior -100.00%
Prior 7-Day Total 19,247,647
Calls: 7,780,060 (40%)
Puts: 11,467,587 (60%)
Prior 7-Day Average 2,749,663
Calls: 1,296,676 (44%)
Puts: 1,638,226 (56%)
Current vs Prior 7-Day Avg -100.00%
Sentiment NEUTRAL

Expected Move

Detail
ℹ
Expiry (09/24) | Next (09/25)Expiry (09/25) | Next (09/28)Expiry (09/25) | Next (--)
Current 0.07% | 0.58%0.58% | 0.86%0.58% | --
Prior 0.13% | 0.51%0.13% | 0.73%0.73% | --
Current vs Prior +346.60% | +68.56%+346.53% | +18.39%-20.38% | --
Prior 7-Day Avg 0.28% | 0.64%0.29% | 0.78%0.73% | 1.14%
Current vs 7-Day Avg +107.02% | +34.56%+101.88% | +10.46%-20.21% | --
Prior 7-Day Eod 0.18% | 0.60%0.13% | 0.73%0.73% | --
Current vs 7-Day Eod +223.50% | +44.80%+346.53% | +18.39%-20.38% | --
Sentiment BEARISHBEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.42% | 0.86%
Calls: 1.20% | 0.78%
Puts: 1.63% | 0.95%
Prior 4.13% | 1.02%
Calls: 4.88% | 1.02%
Puts: 3.39% | 1.02%
Current vs Prior -65.62% | -15.69%
Prior 7-Day Avg 2.47% | 0.95%
Calls: 2.56% | 0.95%
Puts: 2.23% | 0.91%
Current vs 7-Day Avg -42.41% | -9.88%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($1.60B). Declining open interest (down 100%) 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 NEUTRAL
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 866 of results (avg 3.7%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7000.00Sep 25697.70699.90$698.800.3%11.00--
$6800.00Sep 30899.10902.00$900.550.3%11.00--
$7000.00Sep 30699.50702.20$700.850.4%20.99--
$7300.00Sep 25397.90400.00$398.950.5%31.00--
$7200.00Sep 30500.10502.90$501.500.6%310.99--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8800.00Sep 251099.401102.00$1100.700.2%11.00--
$8300.00Sep 25599.90602.00$600.950.3%21.00--
$8200.00Sep 25500.00502.00$501.000.4%41.00--
$8150.00Sep 25449.90452.10$451.000.5%81.00--
$8090.00Sep 25390.10392.10$391.100.5%21.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 20 found (avg $0.85, cheapest $0.83)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7795.00Sep 250.750.90$0.8318.1%3.8K0.04--
$7790.00Sep 250.901.05$0.9815.3%5.6K0.04--
$7800.00Sep 250.700.85$0.7719.5%14.2K0.04--
$8000.00Sep 300.600.70$0.6515.4%4100.01--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7555.00Sep 250.700.85$0.7719.5%1.7K0.03--
$7545.00Sep 250.650.70$0.687.4%1.5K0.02--
$7560.00Sep 250.800.95$0.8817.0%3.9K0.03--
$7380.00Sep 280.700.85$0.7719.5%810.01--
$7390.00Sep 280.750.90$0.8318.1%710.02--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 549 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6500.00Sep 241198.601214.10$1206.351.3%11.00--
$6525.00Sep 241171.801189.10$1180.451.5%11.00--
$6700.00Sep 24993.601014.10$1003.852.0%11.00--
$6900.00Sep 24793.60814.10$803.852.6%11.00--
$6975.00Sep 24721.90739.10$730.502.4%11.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8800.00Sep 241085.901103.10$1094.501.6%11.00--
$7880.00Sep 24174.70176.60$175.651.1%61.00--
$7890.00Sep 24184.70186.60$185.651.0%21.00--
$7900.00Sep 24194.70196.60$195.651.0%181.00--
$7910.00Sep 24199.20212.90$206.056.6%71.00--

Most actively traded options today. High liquidity = easy entry/exit. 1,883 active (total vol 4.6M, top 206.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7710.00Sep 240.000.05$0.03166.7%206.2K0.02--
$7700.00Sep 243.805.30$4.5533.0%179.9K0.97--
$7720.00Sep 240.000.05$0.03166.7%157.6K0.01--
$7715.00Sep 240.000.05$0.03166.7%155.0K0.01--
$7705.00Sep 240.250.35$0.3033.3%146.4K0.39--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7700.00Sep 240.000.05$0.03166.7%121.9K0.03--
$7670.00Sep 240.000.05$0.03166.7%107.7K0.01--
$7675.00Sep 240.000.05$0.03166.7%103.0K0.01--
$7690.00Sep 240.000.05$0.03166.7%102.4K0.01--
$7660.00Sep 240.000.05$0.03166.7%95.1K0.01--

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 530 found (best R:R 0.96, avg 13.67)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$7505.00$7510.00Sep 28$2.70$2.30$2.7095%0.85$7507.70
$7565.00$7570.00Sep 28$2.65$2.35$2.6590%0.89$7567.65
$7595.00$7600.00Sep 30$2.30$2.70$2.3078%1.17$7597.30
$7625.00$7630.00Oct 1$2.30$2.70$2.3070%1.17$7627.30
$8000.00$8025.00Oct 1$0.13$24.87$0.132%191.31$8000.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$7850.00$7845.00Sep 28$2.55$2.45$2.5596%0.96$7847.45
$7800.00$7795.00Sep 29$2.75$2.25$2.7586%0.82$7797.25
$7800.00$7795.00Sep 30$3.10$1.90$3.1083%0.61$7796.90
$7780.00$7775.00Sep 29$3.10$1.90$3.1081%0.61$7776.90
$7650.00$7645.00Oct 1$1.30$3.70$1.3036%2.85$7648.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 445 found (best R:R 1.00, avg 0.22)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$7720.00$7725.00Oct 1$2.50$2.50$2.5057%1.00$7722.50
$7705.00$7710.00Sep 30$2.70$2.70$2.3053%1.17$7707.70
$7710.00$7715.00Sep 30$2.60$2.60$2.4054%1.08$7712.60
$7705.00$7710.00Oct 1$2.70$2.70$2.3052%1.17$7707.70
$7720.00$7725.00Sep 30$2.40$2.40$2.6058%0.92$7722.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$7545.00$7540.00Sep 25$0.11$0.11$4.8998%0.02$7544.89
$7630.00$7625.00Sep 25$0.60$0.60$4.4086%0.14$7629.40
$7560.00$7555.00Sep 25$0.11$0.11$4.8997%0.02$7559.89
$7350.00$7345.00Sep 30$0.10$0.10$4.9097%0.02$7349.90
$7570.00$7565.00Sep 25$0.13$0.13$4.8796%0.03$7569.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $20.55, cheapest $17.70)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7705.00Sep 24Sep 25$17.701.9%13.8%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7705.00Sep 24Sep 25$23.401.9%13.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 522 found (cheapest 0.01% of stock, avg 2.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$7705.00Sep 24$0.30$0.60$0.90$7704.10$7705.900.01%
$7700.00Sep 24$4.55$0.03$4.58$7695.42$7704.580.06%
$7710.00Sep 24$0.03$5.35$5.38$7704.62$7715.380.07%
$7695.00Sep 24$9.65$0.03$9.68$7685.32$7704.680.13%
$7715.00Sep 24$0.03$10.65$10.68$7704.32$7725.680.14%
$7690.00Sep 24$14.50$0.03$14.53$7675.47$7704.530.19%
$7720.00Sep 24$0.03$15.65$15.68$7704.32$7735.680.20%
$7685.00Sep 24$19.45$0.03$19.48$7665.52$7704.480.25%
$7725.00Sep 24$0.03$20.65$20.68$7704.32$7745.680.27%
$7680.00Sep 24$24.50$0.03$24.53$7655.47$7704.530.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 0.31% of stock, avg 0.83%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$7720.00$7675.00Sep 25$11.55$12.25$23.80$7651.20$7743.80
$7720.00$7680.00Sep 25$11.55$13.85$25.40$7654.60$7745.40
$7715.00$7675.00Sep 25$13.45$12.25$25.70$7649.30$7740.70
$7715.00$7680.00Sep 25$13.45$13.85$27.30$7652.70$7742.30
$7720.00$7685.00Sep 25$11.55$15.50$27.05$7657.95$7747.05
$7715.00$7685.00Sep 25$13.45$15.50$28.95$7656.05$7743.95
$7710.00$7675.00Sep 25$15.65$12.25$27.90$7647.10$7737.90
$7710.00$7680.00Sep 25$15.65$13.85$29.50$7650.50$7739.50
$7710.00$7685.00Sep 25$15.65$15.50$31.15$7653.85$7741.15
$7720.00$7690.00Sep 25$11.55$17.35$28.90$7661.10$7748.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 200 found (best R:R 0.69, avg credit $1.65)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
7345/73507740/7745Sep 30$2.05$2.9562%0.69$7347.95$7742.05
7395/74007740/7745Sep 30$2.10$2.9061%0.72$7397.90$7742.10
7365/73707740/7745Sep 30$2.05$2.9562%0.69$7367.95$7742.05
7375/73807740/7745Sep 30$2.06$2.9462%0.70$7377.94$7742.06
7380/73857740/7745Sep 30$2.05$2.9561%0.69$7382.95$7742.05
7385/73907740/7745Sep 30$2.05$2.9561%0.69$7387.95$7742.05
7390/73957740/7745Sep 30$2.05$2.9561%0.69$7392.95$7742.05
7340/73457750/7755Oct 1$1.97$3.0363%0.65$7343.03$7751.97
7325/73307750/7755Oct 1$1.95$3.0563%0.64$7328.05$7751.95
7345/73507745/7750Sep 30$1.90$3.1064%0.61$7348.10$7746.90

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 435 found (best R:R 7.77, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$7695.00$7700.00$7705.00Sep 24$0.85$4.1560%4.88
$7705.00$7710.00$7715.00Sep 24$0.27$4.7337%17.52
$7700.00$7705.00$7710.00Sep 24$3.98$1.0295%0.26
$7695.00$7700.00$7705.00Sep 25$0.05$4.958%99.00
$7500.00$7525.00$7550.00Sep 29$0.45$24.554%54.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$7695.00$7700.00$7705.00Sep 24$0.57$4.4360%7.77
$7800.00$7820.00$7840.00Oct 1$0.20$19.808%99.00
$7705.00$7710.00$7715.00Sep 24$0.55$4.4537%8.09
$7700.00$7705.00$7710.00Sep 24$4.18$0.8295%0.20
$7675.00$7680.00$7685.00Sep 25$0.05$4.957%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. 1,074 found (best net $-101.20, 1,063 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$6350.00$6880.001:2Sep 25-$289.25$240.75
$7125.00$7355.001:2Sep 29-$116.40$113.60
$7690.00$7695.001:2Sep 24-$4.80$0.20
$8300.00$8400.001:2Sep 29-$0.07$99.93
$8400.00$8500.001:2Oct 1-$0.07$99.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$8800.00$8300.001:2Sep 25-$101.20$398.80
$8040.00$7920.001:2Sep 29-$101.90$18.10
$7950.00$7860.001:2Sep 28-$75.10$14.90
$7715.00$7710.001:2Sep 24-$0.05$4.95
$7700.00$7695.001:2Sep 24-$0.03$4.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 149 found (best yield 0.63%, avg 0.17%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$7705.00Oct 1$48.500.480.0%0.63%0.64%449--
$7710.00Oct 1$45.800.460.1%0.59%0.67%622--
$7715.00Oct 1$43.200.450.1%0.56%0.70%191--
$7720.00Oct 1$40.700.430.2%0.53%0.73%156--
$7725.00Oct 1$38.200.410.3%0.50%0.77%938--
$7730.00Oct 1$35.900.400.3%0.47%0.80%491--
$7735.00Oct 1$33.600.380.4%0.44%0.84%196--
$7740.00Oct 1$31.500.370.5%0.41%0.87%50--
$7745.00Oct 1$29.500.350.5%0.38%0.91%569--
$7750.00Oct 1$27.500.340.6%0.36%0.95%694--

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 2,396,372
Total Puts 2,175,982
Put/Call Ratio 0.91
Net Difference 220,390

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 13,320,306
Total Puts 12,724,029
Average Put/Call Ratio 0.98
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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