Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$771.57 +0.06%
8/28 10:05

Option Volume

Detail
Current (08/28 10:05am) 1,170,184
Calls: 588,738 (50%)
Puts: 581,446 (50%)
Prior (08/27) 1,521,001
Calls: 753,603 (50%)
Puts: 767,398 (50%)
Current vs Prior -23.06%
Calls: -21.88% (Calls)
Puts: -24.23% (Puts)
Prior 7-Day Total 62,951,848
Calls: 29,301,825 (47%)
Puts: 33,650,023 (53%)
Prior 7-Day Average 8,993,121
Calls: 4,185,975 (47%)
Puts: 4,807,146 (53%)
Current vs Prior 7-Day Avg -86.99%
Calls: -85.94%
Puts: -87.90%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/28 10:05am) $170.81M
Calls: $88.51M (52%)
Puts: $82.30M (48%)
Prior (08/27) $234.04M
Calls: $132.33M (57%)
Puts: $101.71M (43%)
Current vs Prior -27.02%
Calls: -33.11%
Puts: -19.09%
Prior 7-Day Total $7.27B
Calls: $3.30B (45%)
Puts: $3.97B (55%)
Prior 7-Day Average $1.04B
Calls: $471.51M (45%)
Puts: $567.32M (55%)
Current vs Prior 7-Day Avg -83.56%
Calls: -81.23%
Puts: -85.49%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/28 10:05am) 0.99
Prior (08/27) 1.02
Current vs Prior -3.01%
Prior 7-Day Average 1.15
Current vs Prior 7-Day Avg -14.17%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/28 10:05am) 8,826,225
Calls: 2,433,290 (28%)
Puts: 6,392,935 (72%)
Prior (08/27) 8,676,709
Calls: 2,420,112 (28%)
Puts: 6,256,597 (72%)
Current vs Prior +1.72%
Prior 7-Day Total 69,897,963
Calls: 18,971,042 (27%)
Puts: 50,926,921 (73%)
Prior 7-Day Average 9,985,423
Calls: 2,710,148 (27%)
Puts: 7,275,274 (73%)
Current vs Prior 7-Day Avg -11.61%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/28) | Next (08/31)Expiry (08/28) | Next (08/31)Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 0.48% | 0.71%0.48% | 0.71%0.48% | 1.26%2.32% | 3.82%
Prior 0.62% | 0.81%0.62% | 0.81%0.62% | 1.33%2.37% | 3.83%
Current vs Prior -21.94% | -12.65%-21.95% | -12.66%-21.95% | -5.21%-1.98% | -0.13%
Prior 7-Day Avg 0.53% | 0.77%0.39% | 0.81%0.75% | 1.53%1.56% | 3.58%
Current vs 7-Day Avg -10.10% | -7.54%+24.37% | -12.67%-36.28% | -17.67%+48.93% | +6.65%
Prior 7-Day Eod 0.62% | 0.81%0.62% | 0.81%0.62% | 1.33%2.37% | 3.83%
Current vs 7-Day Eod -21.94% | -12.65%-21.95% | -12.66%-21.95% | -5.21%-1.98% | -0.13%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 0.82% | 1.09%
Calls: 0.52% | 1.06%
Puts: 1.12% | 1.13%
Prior 1.68% | 1.40%
Calls: 0.52% | 1.10%
Puts: 2.83% | 1.69%
Current vs Prior -51.19% | -22.14%
Prior 7-Day Avg 1.37% | 1.15%
Calls: 1.40% | 1.03%
Puts: 1.34% | 1.26%
Current vs 7-Day Avg -40.27% | -4.98%
Liquidity Excellent
+
Add Card

🤖 AI Insights

Put-heavy open interest (6,392,935 puts vs 2,433,290 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
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
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
10:05BULLISHNEUTRALBULLISH
10:00BULLISHNEUTRALMIXED
09:55BULLISHNEUTRALMIXED
09:50BULLISHNEUTRALBULLISH
09:45BULLISHNEUTRALBULLISH
09:40BULLISHNEUTRALMIXED
09:35BULLISHBEARISHBEARISH

📈 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 1,987 of results (avg 4.0%, best 0.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$630.00Aug 28141.45141.86$141.660.3%--1.0012
$620.00Aug 28151.45151.90$151.680.3%--1.0018
$645.00Aug 28126.45126.90$126.680.4%11.002
$695.00Aug 2876.4576.73$76.590.4%--1.0011
$650.00Aug 28121.45121.90$121.680.4%--1.0026
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$771.00Aug 281.341.35$1.350.7%63.4K0.436.8K
$770.00Sep 187.767.82$7.790.8%5840.4816.8K
$770.00Sep 3010.0610.14$10.100.8%1160.501.3K
$770.00Sep 43.703.73$3.720.8%1.3K0.448.2K
$769.00Sep 187.377.43$7.400.8%890.463.6K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 753 found (avg $0.37, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$778.00Aug 280.060.07$0.0714.3%20.6K0.049.8K
$776.00Aug 280.190.20$0.205.0%56.6K0.1211.2K
$777.00Aug 280.110.12$0.128.3%18.7K0.0710.6K
$775.00Aug 280.340.35$0.352.9%54.2K0.1914.0K
$774.00Aug 280.570.58$0.571.8%50.2K0.277.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$763.00Aug 280.110.12$0.128.3%11.9K0.0510.1K
$762.00Aug 280.080.09$0.0911.1%12.6K0.046.6K
$761.00Aug 280.060.07$0.0714.3%9.5K0.035.2K
$760.00Aug 280.050.06$0.0616.7%12.4K0.0217.6K
$764.00Aug 280.160.17$0.175.9%12.7K0.078.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,063 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Aug 28151.45151.90$151.680.3%--1.0018
$630.00Aug 28141.45141.86$141.660.3%--1.0012
$645.00Aug 28126.45126.90$126.680.4%11.002
$650.00Aug 28121.45121.90$121.680.4%--1.0026
$675.00Aug 2896.4796.98$96.730.5%--1.0011
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$785.00Aug 2813.3113.56$13.441.9%21.0011
$787.00Aug 2815.3115.55$15.431.6%11.00--
$788.00Aug 2816.3116.56$16.431.5%21.00--
$790.00Aug 2818.3118.54$18.421.2%11.005
$791.00Aug 2819.3119.54$19.421.2%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 1,744 active (total vol 1.2M, top 72.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Aug 280.910.92$0.921.1%72.9K0.374.5K
$772.00Aug 281.351.36$1.360.7%64.4K0.4711.5K
$776.00Aug 280.190.20$0.205.0%56.6K0.1211.2K
$775.00Aug 280.340.35$0.352.9%54.2K0.1914.0K
$774.00Aug 280.570.58$0.571.8%50.2K0.277.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Aug 281.781.80$1.791.1%66.5K0.533.1K
$771.00Aug 281.341.35$1.350.7%63.4K0.436.8K
$770.00Aug 281.001.01$1.001.0%49.6K0.3413.1K
$769.00Aug 280.740.75$0.751.3%25.0K0.275.9K
$768.00Aug 280.550.56$0.561.8%23.5K0.2010.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 72.6%, max 103.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$767.00Aug 28Oct 223.0%11.3%103.4%2.3K7.0K
$768.00Aug 28Oct 222.2%11.2%98.6%3.2K10.8K
$769.00Aug 28Oct 921.3%11.2%89.7%2.5K3.9K
$770.00Aug 28Oct 920.6%11.1%84.9%8.3K19.6K
$771.00Aug 28Oct 919.8%11.0%80.2%19.1K11.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$767.00Aug 28Oct 923.0%11.5%100.4%19.0K8.5K
$768.00Aug 28Oct 922.2%11.3%95.7%23.5K10.5K
$769.00Aug 28Oct 221.3%11.1%92.6%25.0K6.1K
$770.00Aug 28Oct 920.6%11.1%84.9%49.6K13.1K
$771.00Aug 28Oct 919.8%11.0%79.7%63.4K6.8K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 787 found (best R:R 1.94, avg 4.22)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$746.00$747.00Aug 31$0.34$0.66$0.34100%1.94$746.34
$735.00$736.00Sep 4$0.35$0.65$0.35100%1.86$735.35
$750.00$751.00Sep 11$0.22$0.78$0.2286%3.55$750.22
$745.00$746.00Sep 4$0.36$0.64$0.3694%1.78$745.36
$755.00$756.00Sep 18$0.20$0.80$0.2076%4.00$755.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$785.00$784.00Sep 18$0.11$0.89$0.1175%8.09$784.89
$780.00$775.00Sep 10$2.83$2.17$2.8372%0.77$777.17
$789.00$788.00Aug 31$0.64$0.36$0.6499%0.56$788.36
$695.00$680.00Oct 9$0.39$14.61$0.397%37.46$694.61
$779.00$778.00Sep 4$0.38$0.62$0.3874%1.63$778.62

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 565 found (best R:R 0.48, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$787.00$793.00Oct 9$1.94$1.94$4.0669%0.48$788.94
$780.00$784.00Sep 10$1.08$1.08$2.9272%0.37$781.08
$777.00$780.00Sep 10$1.13$1.13$1.8764%0.60$778.13
$810.00$820.00Oct 9$0.72$0.72$9.2890%0.08$810.72
$780.00$782.00Oct 9$0.91$0.91$1.0960%0.83$780.91
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$767.00$766.00Aug 28$0.11$0.11$0.8984%0.12$766.89
$768.00$767.00Aug 28$0.15$0.15$0.8580%0.18$767.85
$771.00$770.00Aug 28$0.35$0.35$0.6557%0.54$770.65
$762.00$761.00Sep 1$0.10$0.10$0.9086%0.11$761.90
$769.00$768.00Aug 28$0.19$0.19$0.8174%0.23$768.81

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.86, cheapest $0.84)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$770.00Aug 28Aug 31$0.8820.6%8.5%
$771.00Aug 28Aug 31$0.9119.8%8.2%
$772.00Aug 28Aug 31$0.9019.2%8.8%
$773.00Aug 28Aug 31$0.8518.7%8.6%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$770.00Aug 28Aug 31$0.8420.6%8.5%
$771.00Aug 28Aug 31$0.8619.8%8.2%
$772.00Aug 28Aug 31$0.8619.3%8.8%
$773.00Aug 28Aug 31$0.8018.7%8.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 852 found (cheapest 0.41% of stock, avg 3.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$772.00Aug 28$1.36$1.79$3.15$768.85$775.150.41%
$771.00Aug 28$1.92$1.35$3.27$767.73$774.270.42%
$773.00Aug 28$0.92$2.35$3.27$769.73$776.270.42%
$770.00Aug 28$2.58$1.00$3.58$766.42$773.580.46%
$774.00Aug 28$0.57$3.01$3.58$770.42$777.580.46%
$769.00Aug 28$3.32$0.75$4.07$764.93$773.070.53%
$775.00Aug 28$0.35$3.78$4.13$770.87$779.130.54%
$768.00Aug 28$4.12$0.56$4.68$763.32$772.680.61%
$776.00Aug 28$0.20$4.63$4.83$771.17$780.830.63%
$772.00Aug 31$2.26$2.65$4.91$767.09$776.910.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 375 found (cheapest 0.08% of stock, avg 1.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$776.00$767.00Aug 28$0.20$0.41$0.61$766.39$776.61
$775.00$767.00Aug 28$0.35$0.41$0.76$766.24$775.76
$776.00$768.00Aug 28$0.20$0.56$0.76$767.24$776.76
$775.00$768.00Aug 28$0.35$0.56$0.91$767.09$775.91
$776.00$769.00Aug 28$0.20$0.75$0.95$768.05$776.95
$774.00$767.00Aug 28$0.57$0.41$0.98$766.02$774.98
$775.00$769.00Aug 28$0.35$0.75$1.10$767.90$776.10
$774.00$768.00Aug 28$0.57$0.56$1.13$766.87$775.13
$774.00$769.00Aug 28$0.57$0.75$1.32$767.68$775.32
$775.00$770.00Aug 28$0.35$1.00$1.35$768.65$776.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 417 found (best R:R 1.04, avg credit $0.48)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
755/756777/778Sep 9$0.51$0.4948%1.04$755.49$777.51
756/757777/778Sep 9$0.52$0.4847%1.08$756.48$777.52
745/746780/781Sep 18$0.50$0.5049%1.00$745.50$780.50
745/746781/782Sep 18$0.48$0.5251%0.92$745.52$781.48
757/758778/779Sep 4$0.43$0.5756%0.75$757.57$778.43
755/756777/778Sep 8$0.48$0.5251%0.92$755.52$777.48
755/756778/779Sep 8$0.45$0.5554%0.82$755.55$778.45
759/760778/779Sep 4$0.46$0.5453%0.85$759.54$778.46
756/757777/778Sep 8$0.49$0.5150%0.96$756.51$777.49
756/757778/779Sep 8$0.46$0.5453%0.85$756.54$778.46

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 265 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Sep 10$0.06$4.9422%82.33
$772.00$773.00$774.00Aug 28$0.09$0.9120%10.11
$768.00$769.00$770.00Aug 28$0.06$0.9414%15.67
$774.00$775.00$776.00Aug 28$0.07$0.9315%13.29
$769.00$770.00$771.00Aug 28$0.08$0.9216%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$768.00$769.00$770.00Aug 28$0.06$0.9414%15.67
$770.00$771.00$772.00Aug 28$0.09$0.9119%10.11
$710.00$715.00$720.00Oct 2$0.05$4.952%99.00
$772.00$773.00$774.00Aug 28$0.10$0.9020%9.00
$771.00$772.00$773.00Aug 31$0.06$0.9413%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,134 found (best net $-11.94, 1,129 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$710.00$735.001:2Sep 1-$11.94$13.06
$725.00$745.001:2Oct 2-$13.91$6.09
$780.00$784.001:2Sep 10-$0.27$3.73
$825.00$835.001:2Oct 9-$0.02$9.98
$791.00$795.001:2Sep 10$0.00$4.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$685.00$645.001:2Sep 9-$0.01$39.99
$795.00$787.001:2Sep 4-$7.78$0.22
$765.00$760.001:2Sep 10-$1.25$3.75
$690.00$680.001:2Sep 2-$0.01$9.99
$645.00$635.001:2Sep 3$0.00$10.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 326 found (best yield 1.75%, avg 0.40%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$772.00Oct 9$13.520.480.1%1.75%1.81%2112
$773.00Oct 9$12.940.470.2%1.68%1.86%218
$774.00Oct 9$12.360.470.3%1.60%1.92%51
$775.00Oct 9$11.810.460.4%1.53%1.98%320
$776.00Oct 9$11.270.440.6%1.46%2.03%1147
$777.00Oct 9$10.750.430.7%1.39%2.10%98
$778.00Oct 9$10.240.420.8%1.33%2.16%428
$779.00Oct 9$9.750.411.0%1.26%2.23%--14
$780.00Oct 9$9.270.401.1%1.20%2.29%1262
$782.00Oct 9$8.360.371.4%1.08%2.44%1--

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 588,738
Total Puts 581,446
Put/Call Ratio 0.99
Net Difference 7,292

Prior's Put/Call Breakdown

Total Calls 753,603
Total Puts 767,398
Put/Call Ratio 1.02
Net Difference -13,795

Prior 7-Day Put/Call Summary

Total Calls 29,301,825
Total Puts 33,650,023
Average Put/Call Ratio 1.15
Ratio Trend Falling

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