Tour
v526
SPY
State Street SPDR S&P 500 ETF Trust
$761.78
-0.69%
$761.54 (-0.03%)
as of 09/01 06:05 PM
Option Volume
Detail
Current (09/01)
11,926,576
Calls:
5,514,262
(46%)
Puts:
6,412,314
(54%)
Prior (08/31)
9,342,299
Calls:
4,260,461
(46%)
Puts:
5,081,838
(54%)
Current vs Prior
+27.66%
Calls:
+29.43%
(Calls)
Puts:
+26.18%
(Puts)
Prior 7-Day Total
57,355,088
Calls:
27,609,055
(48%)
Puts:
29,746,033
(52%)
Prior 7-Day Average
9,559,181
Calls:
3,944,150
(48%)
Puts:
4,249,433
(52%)
Current vs Prior 7-Day Avg
+24.77%
Calls:
+39.81%
Puts:
+50.90%
Sentiment
BEARISH
Dollar Volume
Detail
Current (09/01)
$1.46B
Calls:
$566.14M
(39%)
Puts:
$895.16M
(61%)
Prior (08/31)
$877.78M
Calls:
$578.62M
(66%)
Puts:
$299.16M
(34%)
Current vs Prior
+66.48%
Calls:
-2.16%
Puts:
+199.23%
Prior 7-Day Total
$6.51B
Calls:
$3.23B
(50%)
Puts:
$3.27B
(50%)
Prior 7-Day Average
$1.08B
Calls:
$462.09M
(50%)
Puts:
$467.51M
(50%)
Current vs Prior 7-Day Avg
+34.74%
Calls:
+22.52%
Puts:
+91.47%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (09/01)
1.16
Prior (08/31)
1.19
Current vs Prior
-2.51%
Prior 7-Day Average
1.08
Current vs Prior 7-Day Avg
+7.56%
Sentiment
BEARISH
Open Interest
Detail
Current (09/01)
9,466,535
Calls:
2,479,864
(26%)
Puts:
6,986,671
(74%)
Prior (08/31)
8,682,899
Calls:
2,399,016
(28%)
Puts:
6,283,883
(72%)
Current vs Prior
+9.03%
Prior 7-Day Total
52,899,079
Calls:
14,463,397
(27%)
Puts:
38,435,682
(73%)
Prior 7-Day Average
8,816,513
Calls:
2,410,566
(27%)
Puts:
6,405,947
(73%)
Current vs Prior 7-Day Avg
+7.37%
Sentiment
BULLISH
Expected Move
Detail
Expiry (09/01) | Next (09/02)Expiry (09/02) | Next (09/04)Expiry (09/04) | Next (09/11)Expiry (09/15) | Next (10/16)
Current
0.15% | 0.61%0.61% | 1.07%1.07% | 1.72%2.20% | 3.87%
Prior
0.48% | 0.67%0.15% | 0.67%1.02% | 1.56%2.19% | 3.65%
Current vs Prior
+25.66% | +26.01%+312.63% | +60.36%+5.60% | +10.65%+0.15% | +6.01%
Prior 7-Day Avg
0.58% | 0.79%0.38% | 0.80%0.76% | 1.46%2.43% | 3.88%
Current vs 7-Day Avg
+4.78% | +6.46%+60.84% | +33.53%+40.99% | +17.75%-9.58% | -0.31%
Prior 7-Day Eod
0.22% | 0.63%0.15% | 0.67%1.02% | 1.56%2.19% | 3.65%
Current vs 7-Day Eod
+177.00% | +33.35%+312.63% | +60.36%+5.60% | +10.65%+0.15% | +6.01%
Sentiment
BEARISHBEARISHBEARISHBEARISH
Relative Spread
Detail
Expiry | Next
Current
1.07% | 0.60%
Calls:
1.20% | 0.87%
Puts:
0.94% | 0.34%
Prior
1.85% | 0.78%
Calls:
0.56% | 0.78%
Puts:
3.14% | 0.78%
Current vs Prior
-42.16% | -23.08%
Prior 7-Day Avg
1.67% | 1.26%
Calls:
1.18% | 1.20%
Puts:
2.12% | 1.50%
Current vs 7-Day Avg
-35.99% | -52.44%
Liquidity
Excellent
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AI Insights
Moderately bearish flow with 61% put dollar volume ($895.16M). Elevated premium activity with dollar volume up 66% vs prior. Slightly bearish P/C ratio of 1.16. Put-heavy open interest (6,986,671 puts vs 2,479,864 calls) suggests hedging or bearish positioning.
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
BEARISH
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
NEUTRAL
Prior
BULLISH
7-Day Avg
BULLISH
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
5,514,262
Total Puts
6,412,314
Put/Call Ratio
1.16
Net Difference
-898,052
Prior's Put/Call Breakdown
Total Calls
4,260,461
Total Puts
5,081,838
Put/Call Ratio
1.19
Net Difference
-821,377
Prior 7-Day Put/Call Summary
Total Calls
27,609,055
Total Puts
29,746,033
Average Put/Call Ratio
1.08
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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