Tour v344
SPY
State Street SPDR S&P 500 ETF Trust
$750.35 -0.59%
7/16 15:58

Option Volume

Detail
Current (07/16) 12,848,563
Calls: 5,969,703 (46%)
Puts: 6,878,860 (54%)
Prior (07/15) 12,657,453
Calls: 6,002,033 (47%)
Puts: 6,655,420 (53%)
Current vs Prior +1.51%
Calls: -0.54% (Calls)
Puts: +3.36% (Puts)
Prior 7-Day Total 82,971,213
Calls: 39,363,741 (47%)
Puts: 43,607,472 (53%)
Prior 7-Day Average 11,853,030
Calls: 5,623,391 (47%)
Puts: 6,229,638 (53%)
Current vs Prior 7-Day Avg +8.40%
Calls: +6.16%
Puts: +10.42%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/16) $1.53B
Calls: $434.40M (28%)
Puts: $1.10B (72%)
Prior (07/15) $1.17B
Calls: $777.26M (66%)
Puts: $396.54M (34%)
Current vs Prior +30.34%
Calls: -44.11%
Puts: +176.28%
Prior 7-Day Total $9.52B
Calls: $4.88B (51%)
Puts: $4.64B (49%)
Prior 7-Day Average $1.36B
Calls: $697.59M (51%)
Puts: $662.98M (49%)
Current vs Prior 7-Day Avg +12.45%
Calls: -37.73%
Puts: +65.25%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/16) 1.15
Prior (07/15) 1.11
Current vs Prior +3.92%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg +3.97%
Sentiment BEARISH

Open Interest

Detail
Current (07/16) 9,524,712
Calls: 2,518,125 (26%)
Puts: 7,006,587 (74%)
Prior (07/15) 7,302,566
Calls: 2,021,094 (28%)
Puts: 5,281,472 (72%)
Current vs Prior +30.43%
Prior 7-Day Total 59,583,270
Calls: 16,281,227 (27%)
Puts: 43,302,043 (73%)
Prior 7-Day Average 8,511,895
Calls: 2,325,889 (27%)
Puts: 6,186,006 (73%)
Current vs Prior 7-Day Avg +11.90%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/16) | Next (07/17)Expiry (07/17) | Next (07/20)Expiry (07/17) | Next (07/24)Expiry (07/16) | Next (08/21)
Current 0.20% | 0.67%0.67% | 0.90%0.67% | 1.51%0.20% | 3.56%
Prior 0.51% | 0.71%0.14% | 0.71%0.71% | 1.41%0.14% | 3.45%
Current vs Prior -61.63% | -5.22%+366.07% | +27.05%-5.22% | +6.63%+36.57% | +2.99%
Prior 7-Day Avg 0.59% | 0.81%0.29% | 0.80%0.75% | 1.53%0.85% | 3.75%
Current vs 7-Day Avg -66.73% | -16.43%+129.85% | +13.26%-10.54% | -1.55%-76.76% | -5.14%
Prior 7-Day Eod 0.24% | 0.74%0.14% | 0.71%0.71% | 1.41%0.14% | 3.45%
Current vs 7-Day Eod -17.93% | -8.52%+366.07% | +27.05%-5.22% | +6.63%+36.57% | +2.99%
Sentiment BULLISHBEARISHBULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 4.75% | 0.99%
Calls: 4.84% | 0.77%
Puts: 4.65% | 1.22%
Prior 1.49% | 1.30%
Calls: 1.89% | 1.46%
Puts: 1.09% | 1.15%
Current vs Prior +218.79% | -23.85%
Prior 7-Day Avg 1.42% | 1.23%
Calls: 1.24% | 1.65%
Puts: 1.39% | 1.05%
Current vs 7-Day Avg +234.17% | -19.61%
Liquidity Excellent
+
Add Card

🤖 AI Insights

Moderately bearish flow with 72% put dollar volume ($1.10B). Slightly bearish P/C ratio of 1.15. Put-heavy open interest (7,006,587 puts vs 2,518,125 calls) suggests hedging or bearish positioning. Rising open interest (up 30%) indicates new positions being established.

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 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 2,224 of results (avg 2.8%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$690.00Aug 2165.5065.66$65.580.2%830.915.6K
$700.00Jul 3152.3252.45$52.390.2%500.956.2K
$710.00Jul 1640.2540.36$40.310.3%2651.0038
$700.00Aug 2156.1456.30$56.220.3%710.888.2K
$750.00Jul 203.503.51$3.510.3%7.7K0.522.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$750.00Aug 2111.4811.50$11.490.2%14.8K0.4829.9K
$742.00Jul 232.202.21$2.210.5%6220.27389
$754.00Aug 2112.9913.05$13.020.5%4910.531.6K
$756.00Aug 2815.1015.17$15.140.5%30.559
$755.00Aug 2814.6714.74$14.710.5%910.53140

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 626 found (avg $0.35, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Jul 210.050.06$0.0616.7%1.9K0.02953
$769.00Jul 220.050.06$0.0616.7%1.8K0.017.9K
$771.00Jul 230.050.06$0.0616.7%3.1K0.022.3K
$774.00Jul 240.050.06$0.0616.7%4010.011.4K
$776.00Jul 270.050.06$0.0616.7%10.0183
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$733.00Jul 170.050.06$0.0616.7%1.4K0.027.4K
$718.00Jul 200.050.06$0.0616.7%2590.01470
$719.00Jul 200.050.06$0.0616.7%1.2K0.01279
$720.00Jul 200.050.06$0.0616.7%9310.011.1K
$706.00Jul 210.050.06$0.0616.7%450.0145

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,111 found (avg delta 0.84, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$675.00Jul 1675.0376.73$75.882.2%681.00--
$680.00Jul 1670.0570.45$70.250.6%741.0010
$685.00Jul 1665.0465.46$65.250.6%521.00--
$690.00Jul 1660.0460.45$60.250.7%521.002
$695.00Jul 1655.0455.46$55.250.8%361.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$759.00Jul 178.598.81$8.702.5%5451.00697
$760.00Jul 179.609.84$9.722.5%1.7K1.0012.2K
$761.00Jul 1710.5910.79$10.691.9%1.3K1.00481
$762.00Jul 1711.5911.81$11.701.9%4841.00173
$763.00Jul 1712.4612.84$12.653.0%2521.0097

Most actively traded options today. High liquidity = easy entry/exit. 2,671 active (total vol 12.8M, top 741.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$754.00Jul 160.010.02$0.0250.0%741.9K0.028.0K
$753.00Jul 160.010.02$0.0250.0%740.4K0.036.5K
$755.00Jul 160.010.02$0.0250.0%601.1K0.0213.6K
$752.00Jul 160.040.05$0.0520.0%581.7K0.084.8K
$751.00Jul 160.160.17$0.175.9%396.6K0.253.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$750.00Jul 160.300.31$0.313.2%715.8K0.4011.2K
$751.00Jul 160.840.88$0.864.7%694.0K0.755.9K
$752.00Jul 161.711.75$1.732.3%686.4K0.9213.0K
$753.00Jul 162.572.86$2.7210.7%537.1K0.979.7K
$749.00Jul 160.090.10$0.1010.0%474.3K0.167.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 323 strikes (avg 682.6%, max 3092.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$820.00Jul 16Aug 28374.0%11.7%3092.4%2110
$815.00Jul 16Aug 28350.3%11.5%2954.0%76238
$810.00Jul 16Aug 28326.4%11.3%2778.2%16635
$805.00Jul 16Aug 28302.3%11.3%2584.1%377.4K
$800.00Jul 16Aug 28277.7%11.3%2356.1%624.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$800.00Jul 16Aug 21277.7%10.9%2445.9%20942
$799.00Jul 16Jul 31272.7%12.6%2069.8%71
$790.00Jul 16Jul 31227.6%11.3%1922.7%25553
$675.00Jul 16Aug 28442.2%22.7%1848.8%532.0K
$680.00Jul 16Aug 28413.6%22.1%1775.6%38522

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 816 found (best R:R 49.00, avg 4.06)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$800.00$805.00Aug 21$0.11$4.89$0.1144.45$800.11
$805.00$810.00Aug 28$0.13$4.87$0.1337.46$805.13
$785.00$790.00Aug 7$0.15$4.85$0.1532.33$785.15
$775.00$780.00Jul 30$0.18$4.82$0.1826.78$775.18
$790.00$795.00Aug 14$0.18$4.82$0.1826.78$790.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$670.00$665.00Aug 14$0.10$4.90$0.1049.00$669.90
$645.00$640.00Aug 28$0.10$4.90$0.1049.00$644.90
$685.00$680.00Aug 7$0.11$4.89$0.1144.45$684.89
$675.00$670.00Aug 14$0.12$4.88$0.1240.67$674.88
$660.00$655.00Aug 28$0.12$4.88$0.1240.67$659.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 1,181 found (best R:R 199.00, avg 2.92)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$630.00$650.00Aug 7$19.90$19.90$0.10199.00$649.90
$680.00$701.00Jul 23$20.77$20.77$0.2390.30$700.77
$650.00$670.00Jul 24$19.77$19.77$0.2385.96$669.77
$650.00$670.00Aug 7$19.76$19.76$0.2482.33$669.76
$700.00$721.00Jul 28$20.68$20.68$0.3264.62$720.68
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$780.00$775.00Jul 17$4.85$4.85$0.1532.33$775.15
$770.00$765.00Jul 29$4.81$4.81$0.1925.32$765.19
$775.00$770.00Jul 30$4.68$4.68$0.3214.62$770.32
$785.00$778.00Aug 14$6.32$6.32$0.689.29$778.68
$777.00$776.00Aug 7$0.90$0.90$0.109.00$776.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 171 found (avg debit $0.66, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$701.00Jul 16Jul 17$0.06294.1%46.8%
$702.00Jul 16Jul 17$0.06288.4%45.9%
$706.00Jul 16Jul 17$0.06265.7%42.4%
$719.00Jul 16Jul 17$0.06191.7%32.6%
$759.00Jul 16Jul 17$0.0659.0%11.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$734.00Jul 16Jul 17$0.06104.8%20.9%
$669.00Jul 17Jul 24$0.0668.6%31.0%
$671.00Jul 17Jul 24$0.0666.9%30.3%
$672.00Jul 17Jul 24$0.0666.1%29.9%
$673.00Jul 17Jul 24$0.0665.3%29.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,105 found (cheapest 0.12% of stock, avg 5.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$750.00Jul 16$0.62$0.31$0.93$749.07$750.930.12%
$751.00Jul 16$0.17$0.86$1.03$749.97$752.030.14%
$749.00Jul 16$1.41$0.10$1.51$747.49$750.510.20%
$752.00Jul 16$0.05$1.73$1.78$750.22$753.780.24%
$748.00Jul 16$2.35$0.04$2.39$745.61$750.390.32%
$753.00Jul 16$0.02$2.72$2.74$750.26$755.740.37%
$747.00Jul 16$3.24$0.03$3.27$743.73$750.270.44%
$754.00Jul 16$0.02$3.80$3.82$750.18$757.820.51%
$746.00Jul 16$4.29$0.03$4.32$741.68$750.320.58%
$751.00Jul 17$2.03$2.45$4.48$746.52$755.480.60%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 381 found (cheapest 0.01% of stock, avg 1.53%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$752.00$748.00Jul 16$0.05$0.04$0.09$747.91$752.09
$752.00$749.00Jul 16$0.05$0.10$0.15$748.85$752.15
$751.00$748.00Jul 16$0.17$0.04$0.21$747.79$751.21
$751.00$749.00Jul 16$0.17$0.10$0.27$748.73$751.27
$752.00$750.00Jul 16$0.05$0.31$0.36$749.64$752.36
$751.00$750.00Jul 16$0.17$0.31$0.48$749.52$751.48
$755.00$746.00Jul 17$0.50$0.89$1.39$744.61$756.39
$755.00$747.00Jul 17$0.50$1.10$1.60$745.40$756.60
$754.00$746.00Jul 17$0.76$0.89$1.65$744.35$755.65
$754.00$747.00Jul 17$0.76$1.10$1.86$745.14$755.86

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 288 found (best R:R 70.43, avg credit $3.07)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
670/675680/690Aug 14$9.86$0.1470.43$665.14$689.86
665/670680/690Aug 14$9.84$0.1661.50$660.16$689.84
650/655720/725Aug 28$4.88$0.1240.67$650.12$724.88
655/660720/725Aug 28$4.87$0.1337.46$655.13$724.87
708/709720/725Aug 28$4.86$0.1434.71$704.14$724.86
640/645720/725Aug 28$4.85$0.1532.33$640.15$724.85
640/645650/675Aug 28$24.22$0.7831.05$620.78$674.22
685/690715/720Aug 28$4.76$0.2419.83$685.24$719.76
665/670675/694Aug 28$18.07$0.9319.43$651.93$693.07
712/715721/726Jul 29$4.75$0.2519.00$710.25$725.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 262 found (best R:R 141.86, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$630.00$650.00$670.00Aug 7$0.14$19.86141.86
$805.00$810.00$815.00Aug 28$0.05$4.9599.00
$785.00$790.00$795.00Aug 7$0.08$4.9261.50
$800.00$805.00$810.00Aug 28$0.08$4.9261.50
$790.00$795.00$800.00Aug 14$0.09$4.9154.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$705.00$710.00$715.00Jul 30$0.06$4.9482.33
$710.00$715.00$720.00Jul 30$0.08$4.9261.50
$715.00$720.00$725.00Jul 30$0.09$4.9154.56
$720.00$725.00$730.00Jul 30$0.14$4.8634.71
$725.00$730.00$735.00Jul 30$0.16$4.8430.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 977 found (best net $-0.02, 966 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$820.00$850.001:2Jul 29-$0.02$29.98
$660.00$700.001:2Jul 21-$10.43$29.57
$794.00$815.001:2Jul 29-$0.02$20.98
$815.00$835.001:2Jul 22-$0.02$19.98
$880.00$900.001:2Aug 14-$0.02$19.98
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$655.00$625.001:2Jul 27-$0.03$29.97
$800.00$775.001:2Jul 30-$0.05$24.95
$640.00$625.001:2Jul 21-$0.01$14.99
$675.00$660.001:2Jul 21-$0.02$14.98
$625.00$615.001:2Jul 20-$0.01$9.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 320 found (best yield 2.14%, avg 0.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$751.00Aug 28$16.050.510.1%2.14%2.23%124126
$752.00Aug 28$15.410.490.2%2.05%2.27%118115
$753.00Aug 28$14.790.480.3%1.97%2.32%2681
$751.00Aug 21$14.180.500.1%1.89%1.98%7372.5K
$754.00Aug 28$14.170.480.5%1.89%2.37%3489
$755.00Aug 28$13.570.470.6%1.81%2.43%4891.0K
$752.00Aug 21$13.540.490.2%1.80%2.02%3.6K5.0K
$756.00Aug 28$12.980.460.8%1.73%2.48%20793
$753.00Aug 21$12.920.470.3%1.72%2.08%1.6K2.1K
$751.00Aug 14$12.470.500.1%1.66%1.75%983349

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 5,969,703
Total Puts 6,878,860
Put/Call Ratio 1.15
Net Difference -909,157

Prior's Put/Call Breakdown

Total Calls 6,002,033
Total Puts 6,655,420
Put/Call Ratio 1.11
Net Difference -653,387

Prior 7-Day Put/Call Summary

Total Calls 39,363,741
Total Puts 43,607,472
Average Put/Call Ratio 1.11
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All