Tour
v527
SPY
State Street SPDR S&P 500 ETF Trust
$757.83
-0.60%
$758.33 (+0.07%)
as of 09/10 06:04 PM
Option Volume
Detail
Current (09/10)
10,536,131
Calls:
4,542,979
(43%)
Puts:
5,993,152
(57%)
Prior (09/09)
9,394,985
Calls:
4,070,635
(43%)
Puts:
5,324,350
(57%)
Current vs Prior
+12.15%
Calls:
+11.60%
(Calls)
Puts:
+12.56%
(Puts)
Prior 7-Day Total
58,975,418
Calls:
26,602,692
(45%)
Puts:
32,372,726
(55%)
Prior 7-Day Average
9,829,236
Calls:
3,800,384
(45%)
Puts:
4,624,675
(55%)
Current vs Prior 7-Day Avg
+7.19%
Calls:
+19.54%
Puts:
+29.59%
Sentiment
BEARISH
Dollar Volume
Detail
Current (09/10)
$1.58B
Calls:
$730.67M
(46%)
Puts:
$853.59M
(54%)
Prior (09/09)
$1.10B
Calls:
$523.62M
(47%)
Puts:
$579.78M
(53%)
Current vs Prior
+43.58%
Calls:
+39.54%
Puts:
+47.23%
Prior 7-Day Total
$7.61B
Calls:
$3.92B
(51%)
Puts:
$3.69B
(49%)
Prior 7-Day Average
$1.27B
Calls:
$559.94M
(51%)
Puts:
$527.74M
(49%)
Current vs Prior 7-Day Avg
+24.85%
Calls:
+30.49%
Puts:
+61.74%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (09/10)
1.32
Prior (09/09)
1.31
Current vs Prior
+0.86%
Prior 7-Day Average
1.23
Current vs Prior 7-Day Avg
+7.55%
Sentiment
BEARISH
Open Interest
Detail
Current (09/10)
9,970,770
Calls:
2,541,397
(25%)
Puts:
7,429,373
(75%)
Prior (09/09)
9,858,710
Calls:
2,457,192
(25%)
Puts:
7,401,518
(75%)
Current vs Prior
+1.14%
Prior 7-Day Total
58,844,311
Calls:
15,063,844
(26%)
Puts:
43,780,467
(74%)
Prior 7-Day Average
9,807,385
Calls:
2,510,640
(26%)
Puts:
7,296,744
(74%)
Current vs Prior 7-Day Avg
+1.67%
Sentiment
BULLISH
Expected Move
Detail
Expiry (09/10) | Next (09/11)Expiry (09/11) | Next (09/14)Expiry (09/11) | Next (09/18)Expiry (09/15) | Next (10/16)
Current
0.23% | 0.91%0.91% | 1.17%0.91% | 1.96%1.34% | 3.75%
Prior
0.62% | 0.96%0.14% | 0.96%0.96% | 1.82%1.58% | 3.52%
Current vs Prior
+46.45% | +21.27%+561.22% | +21.26%-5.56% | +7.62%-14.64% | +6.29%
Prior 7-Day Avg
0.57% | 0.81%0.32% | 0.89%0.71% | 1.47%1.67% | 3.48%
Current vs 7-Day Avg
+60.22% | +45.12%+182.59% | +31.71%+29.04% | +33.41%-19.51% | +7.56%
Prior 7-Day Eod
0.25% | 0.93%0.14% | 0.96%0.96% | 1.82%1.58% | 3.52%
Current vs 7-Day Eod
+263.18% | +26.04%+561.22% | +21.26%-5.56% | +7.62%-14.64% | +6.29%
Sentiment
BEARISHBEARISHBULLISHBULLISH
Relative Spread
Detail
Expiry | Next
Current
0.80% | 0.89%
Calls:
0.48% | 0.96%
Puts:
1.11% | 0.82%
Prior
0.84% | 0.55%
Calls:
0.80% | 0.51%
Puts:
0.89% | 0.59%
Current vs Prior
-4.76% | +61.82%
Prior 7-Day Avg
0.94% | 1.00%
Calls:
0.79% | 0.72%
Puts:
1.03% | 1.46%
Current vs 7-Day Avg
-15.34% | -11.30%
Liquidity
Excellent
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AI Insights
Bearish P/C ratio of 1.32 indicates protective positioning. Put-heavy open interest (7,429,373 puts vs 2,541,397 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
4,542,979
Total Puts
5,993,152
Put/Call Ratio
1.32
Net Difference
-1,450,173
Prior's Put/Call Breakdown
Total Calls
4,070,635
Total Puts
5,324,350
Put/Call Ratio
1.31
Net Difference
-1,253,715
Prior 7-Day Put/Call Summary
Total Calls
26,602,692
Total Puts
32,372,726
Average Put/Call Ratio
1.23
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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