Tour
v527
SPY
State Street SPDR S&P 500 ETF Trust
$762.40
-0.46%
$762.77 (+0.05%)
as of 09/09 06:04 PM
Option Volume
Detail
Current (09/09)
9,394,985
Calls:
4,070,635
(43%)
Puts:
5,324,350
(57%)
Prior (09/08)
9,927,459
Calls:
4,388,399
(44%)
Puts:
5,539,060
(56%)
Current vs Prior
-5.36%
Calls:
-7.24%
(Calls)
Puts:
-3.88%
(Puts)
Prior 7-Day Total
60,533,397
Calls:
27,644,858
(46%)
Puts:
32,888,539
(54%)
Prior 7-Day Average
10,088,899
Calls:
3,949,265
(46%)
Puts:
4,698,362
(54%)
Current vs Prior 7-Day Avg
-6.88%
Calls:
+3.07%
Puts:
+13.32%
Sentiment
BEARISH
Dollar Volume
Detail
Current (09/09)
$1.10B
Calls:
$523.62M
(47%)
Puts:
$579.78M
(53%)
Prior (09/08)
$1.27B
Calls:
$499.56M
(39%)
Puts:
$774.57M
(61%)
Current vs Prior
-13.40%
Calls:
+4.82%
Puts:
-25.15%
Prior 7-Day Total
$7.50B
Calls:
$3.91B
(52%)
Puts:
$3.59B
(48%)
Prior 7-Day Average
$1.25B
Calls:
$558.02M
(52%)
Puts:
$512.91M
(48%)
Current vs Prior 7-Day Avg
-11.69%
Calls:
-6.17%
Puts:
+13.04%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (09/09)
1.31
Prior (09/08)
1.26
Current vs Prior
+3.63%
Prior 7-Day Average
1.20
Current vs Prior 7-Day Avg
+8.98%
Sentiment
BEARISH
Open Interest
Detail
Current (09/09)
9,858,710
Calls:
2,457,192
(25%)
Puts:
7,401,518
(75%)
Prior (09/08)
9,674,896
Calls:
2,372,553
(25%)
Puts:
7,302,343
(75%)
Current vs Prior
+1.90%
Prior 7-Day Total
58,340,076
Calls:
15,002,311
(26%)
Puts:
43,337,765
(74%)
Prior 7-Day Average
9,723,346
Calls:
2,500,385
(26%)
Puts:
7,222,960
(74%)
Current vs Prior 7-Day Avg
+1.39%
Sentiment
BULLISH
Expected Move
Detail
Expiry (09/09) | Next (09/10)Expiry (09/09) | Next (09/11)Expiry (09/11) | Next (09/18)Expiry (09/15) | Next (10/16)
Current
0.14% | 0.62%0.14% | 0.96%0.96% | 1.82%1.58% | 3.52%
Prior
0.55% | 0.77%0.55% | 1.05%1.05% | 1.80%1.56% | 3.44%
Current vs Prior
+12.58% | +24.95%-75.06% | -7.93%-7.93% | +1.42%+0.97% | +2.45%
Prior 7-Day Avg
0.57% | 0.78%0.42% | 0.91%0.73% | 1.45%1.79% | 3.55%
Current vs 7-Day Avg
+9.95% | +23.38%-66.91% | +6.03%+32.56% | +25.73%-12.23% | -0.79%
Prior 7-Day Eod
0.19% | 0.62%0.55% | 1.05%1.05% | 1.80%1.56% | 3.44%
Current vs 7-Day Eod
+224.94% | +54.87%-75.06% | -7.93%-7.93% | +1.42%+0.97% | +2.45%
Sentiment
BEARISHBULLISHBULLISHBEARISH
Relative Spread
Detail
Expiry | Next
Current
0.84% | 0.55%
Calls:
0.80% | 0.51%
Puts:
0.89% | 0.59%
Prior
1.20% | 0.85%
Calls:
1.19% | 0.64%
Puts:
1.21% | 1.06%
Current vs Prior
-30.00% | -35.29%
Prior 7-Day Avg
1.16% | 1.02%
Calls:
0.87% | 0.79%
Puts:
1.04% | 1.41%
Current vs 7-Day Avg
-27.27% | -46.08%
Liquidity
Excellent
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AI Insights
Bearish P/C ratio of 1.31 indicates protective positioning. Put-heavy open interest (7,401,518 puts vs 2,457,192 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
BEARISH
7-Day Avg
BULLISH
Current
BEARISH
Prior
BEARISH
7-Day Avg
NEUTRAL
Current
BEARISH
Prior
BEARISH
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
4,070,635
Total Puts
5,324,350
Put/Call Ratio
1.31
Net Difference
-1,253,715
Prior's Put/Call Breakdown
Total Calls
4,388,399
Total Puts
5,539,060
Put/Call Ratio
1.26
Net Difference
-1,150,661
Prior 7-Day Put/Call Summary
Total Calls
27,644,858
Total Puts
32,888,539
Average Put/Call Ratio
1.20
Ratio Trend
Rising
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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