Tour v528
SPX
S & P 500 INDEX
$7704.69 -0.02%
◀ 9/24 15:06 ▶

Option Volume

Detail
ℹ
Current (09/24 3:05pm) 3,727,203
Calls: 1,950,913 (52%)
Puts: 1,776,290 (48%)
Prior (09/22) 2,816,114
Calls: 1,473,744 (52%)
Puts: 1,342,370 (48%)
Current vs Prior +32.35%
Calls: +32.38% (Calls)
Puts: +32.32% (Puts)
Prior 7-Day Total 22,817,724
Calls: 11,077,268 (49%)
Puts: 11,740,456 (51%)
Prior 7-Day Average 3,259,674
Calls: 1,582,466 (49%)
Puts: 1,677,208 (51%)
Current vs Prior 7-Day Avg +14.34%
Calls: +23.28%
Puts: +5.91%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/24 3:05pm) $2.21B
Calls: $1.64B (74%)
Puts: $567.38M (26%)
Prior (09/22) $1.13B
Calls: $721.97M (64%)
Puts: $409.76M (36%)
Current vs Prior +95.17%
Calls: +127.35%
Puts: +38.47%
Prior 7-Day Total $22.09B
Calls: $12.78B (58%)
Puts: $9.31B (42%)
Prior 7-Day Average $3.16B
Calls: $1.83B (58%)
Puts: $1.33B (42%)
Current vs Prior 7-Day Avg -30.00%
Calls: -10.10%
Puts: -57.32%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/24 3:05pm) 0.91
Prior (09/22) 0.91
Current vs Prior -0.04%
Prior 7-Day Average 1.06
Current vs Prior 7-Day Avg -14.30%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (09/24 3:05pm) 1,602,812
Calls: 676,889 (42%)
Puts: 925,923 (58%)
Prior (09/22) 1,401,001
Calls: 474,044 (34%)
Puts: 926,957 (66%)
Current vs Prior +14.40%
Prior 7-Day Total 27,210,985
Calls: 10,625,798 (39%)
Puts: 16,585,187 (61%)
Prior 7-Day Average 3,887,283
Calls: 1,517,971 (39%)
Puts: 2,369,312 (61%)
Current vs Prior 7-Day Avg -58.77%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (09/24) | Next (09/25)Expiry (09/25) | Next (09/28)Expiry (09/25) | Next (--)
Current 0.19% | 0.60%0.60% | 0.87%0.60% | --
Prior 0.14% | 0.51%0.14% | 0.51%0.14% | 1.15%
Current vs Prior +34.42% | +17.82%+331.07% | +69.74%+331.07% | --
Prior 7-Day Avg 0.14% | 0.64%0.41% | 0.91%0.76% | 1.10%
Current vs 7-Day Avg +35.14% | -5.55%+46.45% | -3.93%-21.00% | --
Prior 7-Day Eod 0.14% | 0.51%0.13% | 0.73%0.73% | --
Current vs 7-Day Eod +34.42% | +17.82%+364.95% | +19.45%-17.10% | --
Sentiment BEARISHBEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.42% | 0.86%
Calls: 1.20% | 0.78%
Puts: 1.63% | 0.95%
Prior 1.88% | 0.76%
Calls: 1.74% | 1.00%
Puts: 2.02% | 0.52%
Current vs Prior -24.47% | +13.16%
Prior 7-Day Avg 2.23% | 0.95%
Calls: 2.21% | 1.03%
Puts: 2.25% | 0.87%
Current vs 7-Day Avg -36.24% | -9.20%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($1.64B). Elevated premium activity with dollar volume up 95% vs prior.

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 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 837 of results (avg 3.1%, best 0.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7645.00Sep 3086.6086.90$86.750.3%580.70756
$7650.00Sep 3082.8083.10$82.950.4%870.682.4K
$7655.00Sep 3079.1079.40$79.250.4%780.67269
$7695.00Sep 3052.0052.20$52.100.4%750.54681
$7660.00Sep 3075.4075.70$75.550.4%1900.65327
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7750.00Sep 3065.7065.90$65.800.3%1.2K0.663.7K
$7730.00Sep 3054.2054.40$54.300.4%1090.59329
$7725.00Sep 3051.6051.80$51.700.4%1.6K0.571.7K
$7760.00Oct 175.7076.00$75.850.4%170.6742
$7765.00Sep 3075.4075.70$75.550.4%110.71139

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 157 found (avg $0.59, cheapest $0.68)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7725.00Sep 240.650.70$0.687.4%96.2K0.092.1K
$7735.00Sep 240.250.30$0.2817.9%77.6K0.031.5K
$7810.00Sep 250.900.95$0.935.4%2.5K0.041.9K
$7815.00Sep 250.800.85$0.836.0%2.3K0.041.4K
$7820.00Sep 250.700.75$0.736.8%1.7K0.031.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7670.00Sep 240.300.35$0.3215.6%103.1K0.042.4K
$7680.00Sep 240.600.65$0.637.9%85.1K0.081.6K
$7685.00Sep 240.951.00$0.985.1%75.1K0.122.6K
$7665.00Sep 240.250.30$0.2817.9%86.8K0.033.3K
$7555.00Sep 250.800.90$0.8511.8%7980.03771

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 264 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7150.00Sep 24543.90563.80$553.853.6%21.004
$7250.00Sep 24443.90462.90$453.404.2%11.004
$7500.00Sep 24197.70210.20$203.956.1%181.0045
$7550.00Sep 24150.80157.50$154.154.3%261.0045
$7575.00Sep 24125.70132.50$129.105.3%210.9941
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7900.00Sep 24192.00199.30$195.653.7%81.0026
$7910.00Sep 24199.60212.10$205.856.1%71.005
$8170.00Sep 25455.00473.70$464.354.0%41.00--
$8180.00Sep 25465.00483.70$474.353.9%41.00--
$8190.00Sep 25474.80493.70$484.253.9%41.00--

Most actively traded options today. High liquidity = easy entry/exit. 1,314 active (total vol 3.7M, top 160.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7700.00Sep 248.308.40$8.351.2%160.0K0.622.0K
$7710.00Sep 243.403.50$3.452.9%144.5K0.351.7K
$7720.00Sep 241.151.20$1.174.3%130.7K0.151.6K
$7715.00Sep 242.002.05$2.032.5%116.4K0.24908
$7705.00Sep 245.505.60$5.551.8%114.5K0.49933
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7670.00Sep 240.300.35$0.3215.6%103.1K0.042.4K
$7675.00Sep 240.400.50$0.4522.2%95.2K0.064.3K
$7660.00Sep 240.200.25$0.2321.7%89.4K0.032.0K
$7690.00Sep 241.501.55$1.533.3%87.8K0.181.4K
$7665.00Sep 240.250.30$0.2817.9%86.8K0.033.3K

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 52.1%, max 60.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7690.00Sep 24Oct 118.0%11.2%60.3%82.8K1.4K
$7695.00Sep 24Oct 117.4%11.1%56.4%78.0K927
$7700.00Sep 24Oct 117.0%11.0%53.7%160.2K2.6K
$7710.00Sep 24Oct 116.5%10.9%52.5%144.7K1.8K
$7705.00Sep 24Oct 116.6%11.0%51.2%114.8K1.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7690.00Sep 24Oct 118.0%11.2%60.3%89.2K1.8K
$7695.00Sep 24Oct 117.4%11.1%56.4%66.3K1.5K
$7705.00Sep 24Oct 116.9%11.0%53.8%38.2K1.1K
$7700.00Sep 24Oct 116.8%11.0%52.6%78.2K3.8K
$7710.00Sep 24Oct 116.5%10.9%52.5%32.3K1.8K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 517 found (best R:R 0.84, avg 24.11)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$8075.00$8275.00Oct 1$0.17$199.83$0.171%1175.47$8075.17
$7940.00$7950.00Oct 1$0.15$9.85$0.153%65.67$7940.15
$7795.00$7800.00Sep 25$0.17$4.83$0.176%28.41$7795.17
$7805.00$7810.00Sep 25$0.12$4.88$0.124%40.67$7805.12
$7810.00$7815.00Sep 25$0.10$4.90$0.104%49.00$7810.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$7745.00$7730.00Oct 1$8.15$6.85$8.1562%0.84$7736.85
$7650.00$7640.00Oct 1$2.45$7.55$2.4533%3.08$7647.55
$7680.00$7670.00Oct 1$3.30$6.70$3.3042%2.03$7676.70
$7180.00$7015.00Sep 30$0.37$164.63$0.371%444.95$7179.63
$7760.00$7750.00Oct 1$6.10$3.90$6.1067%0.64$7753.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 444 found (best R:R 0.74, avg 0.23)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$7740.00$7750.00Oct 1$4.25$4.25$5.7561%0.74$7744.25
$7760.00$7770.00Oct 1$3.50$3.50$6.5067%0.54$7763.50
$7710.00$7715.00Oct 1$2.80$2.80$2.2052%1.27$7712.80
$7720.00$7725.00Oct 1$2.60$2.60$2.4054%1.08$7722.60
$7715.00$7720.00Sep 29$2.60$2.60$2.4054%1.08$7717.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$7695.00$7690.00Sep 24$0.95$0.95$4.0573%0.23$7694.05
$7700.00$7695.00Sep 24$1.47$1.47$3.5362%0.42$7698.53
$7410.00$7405.00Sep 29$0.10$0.10$4.9097%0.02$7409.90
$7425.00$7420.00Sep 29$0.10$0.10$4.9097%0.02$7424.90
$7415.00$7410.00Oct 1$0.20$0.20$4.8095%0.04$7414.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $15.79, cheapest $17.15)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7700.00Sep 24Sep 25$17.1517.0%13.2%
$7705.00Sep 24Sep 25$17.0516.6%13.0%
$7710.00Sep 24Sep 25$16.5516.5%13.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7705.00Sep 24Sep 25$14.8516.9%13.0%
$7700.00Sep 24Sep 25$14.8516.8%13.2%
$7710.00Sep 24Sep 25$14.3016.5%13.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 253 found (cheapest 0.15% of stock, avg 1.37%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$7705.00Sep 24$5.55$6.15$11.70$7693.30$7716.700.15%
$7700.00Sep 24$8.35$3.95$12.30$7687.70$7712.300.16%
$7710.00Sep 24$3.45$9.05$12.50$7697.50$7722.500.16%
$7695.00Sep 24$11.80$2.48$14.28$7680.72$7709.280.19%
$7715.00Sep 24$2.03$12.65$14.68$7700.32$7729.680.19%
$7690.00Sep 24$15.90$1.53$17.43$7672.57$7707.430.23%
$7720.00Sep 24$1.17$16.80$17.97$7702.03$7737.970.23%
$7685.00Sep 24$20.35$0.98$21.33$7663.67$7706.330.28%
$7725.00Sep 24$0.68$21.30$21.98$7703.02$7746.980.29%
$7680.00Sep 24$25.00$0.63$25.63$7654.37$7705.630.33%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.02% of stock, avg 0.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$7725.00$7680.00Sep 24$0.68$0.63$1.31$7678.69$7726.31
$7725.00$7685.00Sep 24$0.68$0.98$1.66$7683.34$7726.66
$7720.00$7680.00Sep 24$1.17$0.63$1.80$7678.20$7721.80
$7720.00$7685.00Sep 24$1.17$0.98$2.15$7682.85$7722.15
$7725.00$7690.00Sep 24$0.68$1.53$2.21$7687.79$7727.21
$7715.00$7680.00Sep 24$2.03$0.63$2.66$7677.34$7717.66
$7720.00$7690.00Sep 24$1.17$1.53$2.70$7687.30$7722.70
$7715.00$7685.00Sep 24$2.03$0.98$3.01$7681.99$7718.01
$7725.00$7695.00Sep 24$0.68$2.48$3.16$7691.84$7728.16
$7715.00$7690.00Sep 24$2.03$1.53$3.56$7686.44$7718.56

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 140 found (best R:R 0.67, avg credit $1.59)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
7340/73457755/7760Oct 1$2.00$3.0062%0.67$7343.00$7757.00
7385/73907750/7755Sep 30$1.95$3.0562%0.64$7388.05$7751.95
7405/74107745/7750Sep 29$1.90$3.1063%0.61$7408.10$7746.90
7405/74107750/7755Sep 29$1.80$3.2065%0.56$7408.20$7751.80
7395/74007750/7755Sep 30$1.95$3.0562%0.64$7398.05$7751.95
7415/74207750/7755Sep 30$1.98$3.0262%0.66$7418.02$7751.98
7400/74057750/7755Sep 30$1.95$3.0562%0.64$7403.05$7751.95
7430/74357750/7755Sep 30$2.00$3.0061%0.67$7433.00$7752.00
7420/74257745/7750Sep 29$1.90$3.1063%0.61$7423.10$7746.90
7420/74257750/7755Sep 29$1.80$3.2065%0.56$7423.20$7751.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 359 found (best R:R 30.25, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$7700.00$7705.00$7710.00Sep 24$0.70$4.3027%6.14
$7680.00$7685.00$7690.00Sep 24$0.20$4.8010%24.00
$7710.00$7715.00$7720.00Sep 29$0.05$4.954%99.00
$7675.00$7680.00$7685.00Sep 25$0.10$4.906%49.00
$7760.00$7765.00$7770.00Sep 25$0.05$4.954%99.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$7850.00$7900.00$7950.00Sep 30$1.60$48.407%30.25
$7700.00$7705.00$7710.00Sep 24$0.70$4.3027%6.14
$7655.00$7660.00$7665.00Sep 25$0.05$4.954%99.00
$7680.00$7685.00$7690.00Sep 24$0.20$4.8010%24.00
$7675.00$7680.00$7685.00Sep 25$0.10$4.906%49.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 792 found (best net $-74.55, 789 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$7710.00$7715.001:2Sep 24-$0.61$4.39
$7705.00$7710.001:2Sep 24-$1.35$3.65
$8075.00$8275.001:2Oct 1-$0.01$199.99
$7715.00$7720.001:2Sep 24-$0.31$4.69
$8125.00$8275.001:2Sep 29-$0.07$149.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$8150.00$7965.001:2Sep 25-$74.55$110.45
$7920.00$7840.001:2Sep 29-$56.75$23.25
$7180.00$7015.001:2Sep 30-$0.16$164.84
$7150.00$7000.001:2Sep 29-$0.15$149.85
$7700.00$7695.001:2Sep 24-$1.01$3.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 156 found (best yield 0.67%, avg 0.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$7705.00Oct 1$52.000.500.0%0.67%0.68%254213
$7710.00Oct 1$49.200.480.1%0.64%0.71%240146
$7715.00Oct 1$46.400.470.1%0.60%0.74%16442
$7720.00Oct 1$43.800.460.2%0.57%0.77%62247
$7725.00Oct 1$41.200.440.3%0.53%0.80%670258
$7730.00Oct 1$38.800.420.3%0.50%0.83%10479
$7735.00Oct 1$36.400.410.4%0.47%0.87%80163
$7740.00Oct 1$34.100.390.5%0.44%0.90%48187
$7705.00Sep 30$46.100.500.0%0.60%0.60%131284
$7750.00Oct 1$29.900.360.6%0.39%0.98%648794

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 1,950,913
Total Puts 1,776,290
Put/Call Ratio 0.91
Net Difference 174,623

Prior's Put/Call Breakdown

Total Calls 1,473,744
Total Puts 1,342,370
Put/Call Ratio 0.91
Net Difference 131,374

Prior 7-Day Put/Call Summary

Total Calls 11,077,268
Total Puts 11,740,456
Average Put/Call Ratio 1.06
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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