Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$765.39 +0.47%
9/2 15:12

Option Volume

Detail
Current (09/02) 7,886,371
Calls: 3,575,284 (45%)
Puts: 4,311,087 (55%)
Prior (09/01) 11,926,576
Calls: 5,514,262 (46%)
Puts: 6,412,314 (54%)
Current vs Prior -33.88%
Calls: -35.16% (Calls)
Puts: -32.77% (Puts)
Prior 7-Day Total 58,555,135
Calls: 28,117,057 (48%)
Puts: 30,438,078 (52%)
Prior 7-Day Average 9,759,189
Calls: 4,016,722 (48%)
Puts: 4,348,296 (52%)
Current vs Prior 7-Day Avg -19.19%
Calls: -10.99%
Puts: -0.86%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/02) $947.08M
Calls: $580.56M (61%)
Puts: $366.52M (39%)
Prior (09/01) $1.46B
Calls: $566.14M (39%)
Puts: $895.16M (61%)
Current vs Prior -35.19%
Calls: +2.55%
Puts: -59.05%
Prior 7-Day Total $6.49B
Calls: $3.33B (51%)
Puts: $3.16B (49%)
Prior 7-Day Average $1.08B
Calls: $475.77M (51%)
Puts: $450.82M (49%)
Current vs Prior 7-Day Avg -12.39%
Calls: +22.03%
Puts: -18.70%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02) 1.21
Prior (09/01) 1.16
Current vs Prior +3.69%
Prior 7-Day Average 1.08
Current vs Prior 7-Day Avg +11.18%
Sentiment BEARISH

Open Interest

Detail
Current (09/02) 9,677,902
Calls: 2,556,486 (26%)
Puts: 7,121,416 (74%)
Prior (09/01) 9,466,535
Calls: 2,479,864 (26%)
Puts: 6,986,671 (74%)
Current vs Prior +2.23%
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 +9.77%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/02) | Next (09/03)Expiry (09/02) | Next (09/04)Expiry (09/04) | Next (09/11)Expiry (09/15) | Next (10/16)
Current 0.25% | 0.59%0.25% | 0.79%0.79% | 1.43%1.89% | 3.60%
Prior 0.61% | 0.84%0.61% | 1.07%1.07% | 1.72%2.20% | 3.87%
Current vs Prior -58.73% | -30.55%-58.72% | -26.42%-26.42% | -16.80%-13.79% | -6.92%
Prior 7-Day Avg 0.58% | 0.80%0.42% | 0.85%0.81% | 1.50%2.39% | 3.88%
Current vs 7-Day Avg -57.10% | -26.85%-39.72% | -6.96%-2.89% | -4.84%-20.78% | -7.16%
Prior 7-Day Eod 0.61% | 0.84%0.61% | 1.07%1.07% | 1.72%2.20% | 3.87%
Current vs 7-Day Eod -58.73% | -30.55%-58.72% | -26.42%-26.42% | -16.80%-13.79% | -6.92%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 1.04% | 0.67%
Calls: 1.11% | 0.45%
Puts: 0.98% | 0.89%
Prior 1.07% | 0.60%
Calls: 1.20% | 0.87%
Puts: 0.94% | 0.34%
Current vs Prior -2.80% | +11.67%
Prior 7-Day Avg 1.55% | 1.23%
Calls: 1.18% | 1.15%
Puts: 1.92% | 1.30%
Current vs 7-Day Avg -32.98% | -45.38%
Liquidity Excellent
+
Add Card

🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($580.56M). Bearish P/C ratio of 1.21 indicates protective positioning. Put-heavy open interest (7,121,416 puts vs 2,556,486 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
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 BEARISH
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 2,405 of results (avg 2.3%, best 0.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$615.00Sep 4150.70150.74$150.720.0%31.005
$620.00Sep 4145.70145.74$145.720.0%21.0023
$625.00Sep 4140.70140.74$140.720.0%261.005
$625.00Sep 3140.42140.46$140.440.0%241.0022
$625.00Sep 2140.36140.40$140.380.0%21.0022
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$915.00Sep 4149.60149.64$149.620.0%11.00--
$905.00Sep 4139.60139.64$139.620.0%11.00--
$900.00Sep 3134.60134.64$134.620.0%11.00--
$900.00Sep 4134.60134.64$134.620.0%11.00--
$895.00Sep 2129.60129.64$129.620.0%41.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 712 found (avg $0.35, cheapest $0.15)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$767.00Sep 20.140.15$0.156.7%372.4K0.167.9K
$766.00Sep 20.400.41$0.412.4%562.3K0.347.1K
$765.00Sep 20.890.90$0.901.1%514.0K0.5712.3K
$773.00Sep 30.060.07$0.0714.3%11.6K0.042.8K
$772.00Sep 30.110.12$0.128.3%16.1K0.062.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$762.00Sep 20.050.06$0.0616.7%333.8K0.065.0K
$763.00Sep 20.110.12$0.128.3%332.7K0.122.8K
$764.00Sep 20.230.24$0.244.2%534.5K0.232.9K
$765.00Sep 20.510.52$0.521.9%674.4K0.434.0K
$756.00Sep 30.150.16$0.166.3%5.7K0.061.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,255 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2140.36140.40$140.380.0%21.0022
$685.00Sep 280.3680.40$80.380.0%101.00210
$690.00Sep 275.3675.40$75.380.1%81.00--
$695.00Sep 270.3670.40$70.380.1%61.00--
$700.00Sep 265.3665.40$65.380.1%51.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$777.00Sep 411.6111.64$11.630.3%1941.00104
$778.00Sep 412.6112.64$12.630.2%3861.004
$779.00Sep 413.6013.64$13.620.3%821.0018
$780.00Sep 414.6014.64$14.620.3%1601.0015
$781.00Sep 415.6015.64$15.620.3%7791.001

Most actively traded options today. High liquidity = easy entry/exit. 2,530 active (total vol 7.9M, top 674.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Sep 20.400.41$0.412.4%562.3K0.347.1K
$765.00Sep 20.890.90$0.901.1%514.0K0.5712.3K
$767.00Sep 20.140.15$0.156.7%372.4K0.167.9K
$764.00Sep 21.601.62$1.611.2%282.3K0.777.1K
$768.00Sep 20.040.05$0.0520.0%276.4K0.065.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 20.510.52$0.521.9%674.4K0.434.0K
$764.00Sep 20.230.24$0.244.2%534.5K0.232.9K
$762.00Sep 20.050.06$0.0616.7%333.8K0.065.0K
$763.00Sep 20.110.12$0.128.3%332.7K0.122.8K
$766.00Sep 21.021.03$1.021.0%273.3K0.667.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 85.4%, max 91.3%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$764.00Sep 2Oct 1621.6%11.3%91.3%282.3K8.3K
$765.00Sep 2Oct 1620.7%11.2%85.5%514.5K18.0K
$767.00Sep 2Oct 1620.1%10.9%83.5%372.8K13.5K
$766.00Sep 2Oct 1620.0%11.1%81.3%562.6K12.2K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$764.00Sep 2Oct 1621.6%11.3%91.3%534.6K4.0K
$765.00Sep 2Oct 1620.7%11.2%85.5%677.4K14.2K
$767.00Sep 2Oct 1620.1%10.9%83.5%66.6K7.2K
$766.00Sep 2Oct 1620.0%11.1%81.3%273.8K11.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 753 found (best R:R 1.11, avg 4.54)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$708.00$710.00Sep 18$1.22$0.78$1.2297%0.64$709.22
$710.00$712.00Oct 16$1.11$0.89$1.1189%0.80$711.11
$730.00$731.00Oct 16$0.15$0.85$0.1582%5.67$730.15
$743.00$744.00Sep 30$0.13$0.87$0.1378%6.69$743.13
$739.00$740.00Oct 9$0.16$0.84$0.1678%5.25$739.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$775.00$770.00Sep 16$2.37$2.63$2.3772%1.11$772.63
$783.00$781.00Sep 25$0.83$1.17$0.8382%1.41$782.17
$780.00$779.00Sep 10$0.16$0.84$0.1693%5.25$779.84
$789.00$787.00Oct 2$0.92$1.08$0.9285%1.17$788.08
$789.00$788.00Sep 30$0.18$0.82$0.1887%4.56$788.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 567 found (best R:R 0.66, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Sep 15$1.98$1.98$3.0262%0.66$771.98
$770.00$775.00Sep 14$1.90$1.90$3.1062%0.61$771.90
$770.00$775.00Sep 16$2.09$2.09$2.9160%0.72$772.09
$775.00$780.00Sep 16$1.35$1.35$3.6572%0.37$776.35
$775.00$780.00Sep 15$1.17$1.17$3.8375%0.31$776.17
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$764.00Sep 2$0.28$0.28$0.7257%0.39$764.72
$764.00$763.00Sep 2$0.12$0.12$0.8877%0.14$763.88
$760.00$759.00Sep 3$0.12$0.12$0.8883%0.14$759.88
$761.00$760.00Sep 3$0.16$0.16$0.8479%0.19$760.84
$759.00$758.00Sep 4$0.15$0.15$0.8581%0.18$758.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $1.27, cheapest $1.26)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Sep 2Sep 3$1.3420.7%12.0%
$766.00Sep 2Sep 3$1.2820.0%12.2%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Sep 2Sep 3$1.2620.7%12.0%
$766.00Sep 2Sep 3$1.2220.0%12.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,058 found (cheapest 0.19% of stock, avg 3.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$765.00Sep 2$0.90$0.52$1.42$763.58$766.420.19%
$766.00Sep 2$0.41$1.02$1.43$764.57$767.430.19%
$764.00Sep 2$1.61$0.24$1.85$762.15$765.850.24%
$767.00Sep 2$0.15$1.77$1.92$765.08$768.920.25%
$763.00Sep 2$2.48$0.12$2.60$760.40$765.600.34%
$768.00Sep 2$0.05$2.68$2.73$765.27$770.730.36%
$762.00Sep 2$3.44$0.06$3.50$758.50$765.500.46%
$769.00Sep 2$0.03$3.65$3.68$765.32$772.680.48%
$766.00Sep 3$1.69$2.24$3.93$762.07$769.930.51%
$767.00Sep 3$1.23$2.78$4.01$762.99$771.010.52%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 367 found (cheapest 0.01% of stock, avg 1.40%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$768.00$762.00Sep 2$0.05$0.06$0.11$761.89$768.11
$768.00$763.00Sep 2$0.05$0.12$0.17$762.83$768.17
$767.00$762.00Sep 2$0.15$0.06$0.21$761.79$767.21
$767.00$763.00Sep 2$0.15$0.12$0.27$762.73$767.27
$768.00$764.00Sep 2$0.05$0.24$0.29$763.71$768.29
$767.00$764.00Sep 2$0.15$0.24$0.39$763.61$767.39
$766.00$762.00Sep 2$0.41$0.06$0.47$761.53$766.47
$766.00$764.00Sep 2$0.41$0.24$0.65$763.35$766.65
$766.00$763.00Sep 2$0.41$0.12$0.53$762.47$766.53
$768.00$765.00Sep 2$0.05$0.52$0.57$764.43$768.57

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 405 found (best R:R 1.04, avg credit $0.55)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
748/749771/772Sep 11$0.51$0.4952%1.04$748.49$771.51
740/741772/773Sep 18$0.54$0.4649%1.17$740.46$772.54
732/733775/776Sep 30$0.52$0.4850%1.08$732.48$775.52
740/741774/775Sep 18$0.49$0.5153%0.96$740.51$774.49
734/735775/776Sep 30$0.53$0.4749%1.13$734.47$775.53
751/752771/772Sep 11$0.54$0.4648%1.17$751.46$771.54
742/743772/773Sep 18$0.55$0.4547%1.22$742.45$772.55
740/741773/774Sep 18$0.51$0.4951%1.04$740.49$773.51
736/737773/774Sep 25$0.54$0.4648%1.17$736.46$773.54
733/734775/776Sep 30$0.52$0.4850%1.08$733.48$775.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 274 found (best R:R 22.81, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Sep 15$0.46$4.5422%9.87
$750.00$755.00$760.00Sep 14$0.33$4.6717%14.15
$755.00$760.00$765.00Sep 14$0.52$4.4823%8.62
$760.00$765.00$770.00Sep 14$0.65$4.3527%6.69
$750.00$755.00$760.00Sep 15$0.34$4.6617%13.71
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Sep 16$0.21$4.7924%22.81
$755.00$760.00$765.00Sep 14$0.51$4.4923%8.80
$755.00$760.00$765.00Sep 15$0.48$4.5222%9.42
$755.00$760.00$765.00Sep 16$0.43$4.5720%10.63
$750.00$755.00$760.00Sep 14$0.34$4.6617%13.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,062 found (best net $-20.38, 1,042 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 2-$20.38$39.62
$725.00$745.001:2Sep 15-$3.81$16.19
$770.00$775.001:2Sep 15-$0.09$4.91
$765.00$770.001:2Sep 14-$0.94$4.06
$770.00$775.001:2Sep 16-$0.60$4.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$895.00$845.001:2Sep 2-$29.62$20.38
$800.00$785.001:2Sep 8-$4.62$10.38
$880.00$841.001:2Sep 4-$36.62$2.38
$767.00$766.001:2Sep 2-$0.27$0.73
$764.00$763.001:2Sep 2$0.00$1.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 293 found (best yield 1.84%, avg 0.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$766.00Oct 16$14.060.480.1%1.84%1.92%2465.1K
$767.00Oct 16$13.460.470.2%1.76%1.97%3505.5K
$768.00Oct 16$12.870.470.3%1.68%2.02%1173.2K
$769.00Oct 16$12.290.450.5%1.61%2.08%2761.9K
$770.00Oct 16$11.730.440.6%1.53%2.13%4619.8K
$771.00Oct 16$11.180.430.7%1.46%2.19%441.8K
$772.00Oct 16$10.650.420.9%1.39%2.26%961.7K
$773.00Oct 16$10.130.411.0%1.32%2.32%5681.4K
$774.00Oct 16$9.620.401.1%1.26%2.38%601.2K
$766.00Oct 9$12.440.470.1%1.63%1.71%4393

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 3,575,284
Total Puts 4,311,087
Put/Call Ratio 1.21
Net Difference -735,803

Prior's Put/Call Breakdown

Total Calls 5,514,262
Total Puts 6,412,314
Put/Call Ratio 1.16
Net Difference -898,052

Prior 7-Day Put/Call Summary

Total Calls 28,117,057
Total Puts 30,438,078
Average Put/Call Ratio 1.08
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