Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$765.46 -0.51%
8/31 10:10

Option Volume

Detail
Current (08/31 10:10am) 1,475,572
Calls: 596,272 (40%)
Puts: 879,300 (60%)
Prior (08/28) 1,413,258
Calls: 683,498 (48%)
Puts: 729,760 (52%)
Current vs Prior +4.41%
Calls: -12.76% (Calls)
Puts: +20.49% (Puts)
Prior 7-Day Total 65,287,562
Calls: 30,731,903 (47%)
Puts: 34,555,659 (53%)
Prior 7-Day Average 9,326,794
Calls: 4,390,271 (47%)
Puts: 4,936,522 (53%)
Current vs Prior 7-Day Avg -84.18%
Calls: -86.42%
Puts: -82.19%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/31 10:10am) $206.91M
Calls: $70.25M (34%)
Puts: $136.66M (66%)
Prior (08/28) $209.82M
Calls: $95.56M (46%)
Puts: $114.26M (54%)
Current vs Prior -1.39%
Calls: -26.49%
Puts: +19.61%
Prior 7-Day Total $7.74B
Calls: $3.43B (44%)
Puts: $4.31B (56%)
Prior 7-Day Average $1.11B
Calls: $489.75M (44%)
Puts: $615.58M (56%)
Current vs Prior 7-Day Avg -81.28%
Calls: -85.66%
Puts: -77.80%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/31 10:10am) 1.47
Prior (08/28) 1.07
Current vs Prior +38.12%
Prior 7-Day Average 1.13
Current vs Prior 7-Day Avg +30.20%
Sentiment BEARISH

Open Interest

Detail
Current (08/31 10:10am) 8,682,899
Calls: 2,399,016 (28%)
Puts: 6,283,883 (72%)
Prior (08/28) 8,826,225
Calls: 2,433,290 (28%)
Puts: 6,392,935 (72%)
Current vs Prior -1.62%
Prior 7-Day Total 66,918,499
Calls: 18,237,083 (27%)
Puts: 48,681,416 (73%)
Prior 7-Day Average 9,559,785
Calls: 2,605,297 (27%)
Puts: 6,954,488 (73%)
Current vs Prior 7-Day Avg -9.17%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/31) | Next (09/01)Expiry (08/31) | Next (09/02)Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 0.37% | 0.61%0.37% | 0.78%1.10% | 1.64%2.27% | 3.76%
Prior 0.52% | 0.69%0.15% | 0.52%0.15% | 1.13%2.26% | 3.75%
Current vs Prior -28.61% | -11.27%+140.16% | +51.14%+617.08% | +44.59%+0.39% | +0.19%
Prior 7-Day Avg 0.54% | 0.77%0.39% | 0.79%0.68% | 1.49%1.86% | 3.70%
Current vs 7-Day Avg -31.41% | -20.52%-4.61% | -1.04%+62.31% | +10.10%+21.99% | +1.59%
Prior 7-Day Eod 0.52% | 0.69%0.15% | 0.52%0.15% | 1.13%2.26% | 3.75%
Current vs 7-Day Eod -28.61% | -11.27%+140.16% | +51.14%+617.08% | +44.59%+0.39% | +0.19%
Sentiment BULLISHBEARISHBEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 0.70% | 0.43%
Calls: 0.70% | 0.42%
Puts: 0.71% | 0.44%
Prior 1.99% | 2.41%
Calls: 1.63% | 1.57%
Puts: 2.35% | 3.24%
Current vs Prior -64.82% | -82.16%
Prior 7-Day Avg 1.44% | 1.36%
Calls: 1.46% | 1.15%
Puts: 1.42% | 1.56%
Current vs 7-Day Avg -51.39% | -68.32%
Liquidity Excellent
+
Add Card

🤖 AI Insights

Moderately bearish flow with 66% put dollar volume ($136.66M). Bearish P/C ratio of 1.47 indicates protective positioning. P/C ratio rising 38% - increased hedging/bearish positioning. Put-heavy open interest (6,283,883 puts vs 2,399,016 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 BEARISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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
10:10BEARISHBEARISHBEARISH
10:00BEARISHBEARISHBEARISH
09:55BEARISHBEARISHBEARISH
09:50BEARISHBEARISHBEARISH
09:45BEARISHBEARISHBEARISH
09:40BEARISHBEARISHBEARISH
09:35BEARISHBEARISHBEARISH

📈 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 2,176 of results (avg 2.8%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$640.00Aug 31125.45125.66$125.560.2%--1.002.6K
$641.00Aug 31124.45124.66$124.560.2%--1.001.8K
$642.00Aug 31123.45123.66$123.560.2%--1.001.6K
$643.00Aug 31122.45122.66$122.560.2%--1.001.6K
$644.00Aug 31121.45121.66$121.560.2%--1.001.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Sep 3011.5911.60$11.600.1%1400.55490
$767.00Sep 84.995.00$5.000.2%3110.55260
$767.00Sep 188.898.91$8.900.2%5160.542.7K
$762.00Sep 258.338.35$8.340.2%5370.46388
$765.00Sep 84.114.12$4.120.2%4900.481.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 774 found (avg $0.36, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Aug 310.080.09$0.0911.1%49.0K0.0713.7K
$769.00Aug 310.150.16$0.166.3%45.6K0.117.0K
$771.00Aug 310.050.06$0.0616.7%23.7K0.0410.1K
$768.00Aug 310.270.28$0.283.6%68.8K0.182.5K
$767.00Aug 310.500.51$0.512.0%90.8K0.292.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Aug 310.100.11$0.119.1%35.2K0.0743.0K
$761.00Aug 310.150.16$0.166.3%22.6K0.105.8K
$759.00Aug 310.070.08$0.0812.5%24.2K0.054.9K
$762.00Aug 310.240.25$0.254.0%27.5K0.146.9K
$758.00Aug 310.050.06$0.0616.7%13.9K0.033.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,088 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$615.00Aug 31148.75152.26$150.512.3%--1.0021
$618.00Aug 31145.80149.26$147.532.3%--1.0010
$625.00Aug 31138.75142.26$140.512.5%--1.0047
$626.00Aug 31137.95141.26$139.602.4%--1.0019
$630.00Aug 31133.75137.26$135.512.6%--1.0011
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Aug 317.367.57$7.472.8%1.4K1.002.6K
$774.00Aug 318.378.57$8.472.4%2261.003.3K
$775.00Aug 319.399.56$9.481.8%2241.0010.6K
$776.00Aug 3110.3710.56$10.471.8%1201.00522
$777.00Aug 3111.4111.56$11.491.3%821.00229

Most actively traded options today. High liquidity = easy entry/exit. 1,871 active (total vol 1.5M, top 119.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$767.00Aug 310.500.51$0.512.0%90.8K0.292.8K
$768.00Aug 310.270.28$0.283.6%68.8K0.182.5K
$766.00Aug 310.880.89$0.891.1%60.8K0.432.8K
$770.00Aug 310.080.09$0.0911.1%49.0K0.0713.7K
$769.00Aug 310.150.16$0.166.3%45.6K0.117.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Aug 310.930.94$0.941.1%119.7K0.439.2K
$766.00Aug 311.391.40$1.400.7%116.0K0.579.1K
$764.00Aug 310.600.61$0.611.6%63.0K0.317.2K
$763.00Aug 310.380.39$0.392.6%61.9K0.215.0K
$767.00Aug 312.012.02$2.010.5%42.8K0.716.8K

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 30.2%, max 36.3%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Aug 31Oct 215.6%11.5%36.3%1.6K2.5K
$764.00Aug 31Oct 915.0%11.4%31.2%5.1K1.2K
$766.00Aug 31Oct 214.1%11.1%27.8%60.8K2.9K
$765.00Aug 31Oct 914.3%11.3%26.7%17.8K4.6K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Aug 31Oct 915.6%11.5%35.4%61.9K5.0K
$764.00Aug 31Oct 915.0%11.4%31.2%63.0K7.3K
$765.00Aug 31Oct 914.3%11.3%26.7%119.7K9.3K
$766.00Aug 31Oct 914.1%11.2%26.5%116.0K9.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 743 found (best R:R 0.55, avg 4.10)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$739.00$740.00Sep 30$0.14$0.86$0.1480%6.14$739.14
$741.00$742.00Sep 18$0.18$0.82$0.1884%4.56$741.18
$745.00$746.00Sep 18$0.23$0.77$0.2380%3.35$745.23
$734.00$735.00Sep 18$0.33$0.67$0.3388%2.03$734.33
$750.00$751.00Sep 2$0.43$0.57$0.4394%1.33$750.43
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$780.00$770.00Sep 14$6.46$3.54$6.4684%0.55$773.54
$777.00$776.00Sep 1$0.19$0.81$0.1999%4.26$776.81
$781.00$780.00Sep 11$0.14$0.86$0.1488%6.14$780.86
$781.00$780.00Sep 30$0.11$0.89$0.1174%8.09$780.89
$781.00$780.00Sep 18$0.20$0.80$0.2080%4.00$780.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 540 found (best R:R 0.68, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Sep 14$2.02$2.02$2.9861%0.68$772.02
$775.00$780.00Sep 14$1.27$1.27$3.7373%0.34$776.27
$781.00$785.00Oct 9$1.34$1.34$2.6670%0.50$782.34
$780.00$785.00Sep 14$0.69$0.69$4.3184%0.16$780.69
$785.00$795.00Sep 14$0.43$0.43$9.5792%0.04$785.43
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$761.00$760.00Sep 1$0.17$0.17$0.8378%0.20$760.83
$763.00$762.00Aug 31$0.14$0.14$0.8679%0.16$762.86
$764.00$763.00Aug 31$0.22$0.22$0.7869%0.28$763.78
$765.00$764.00Aug 31$0.33$0.33$0.6757%0.49$764.67
$758.00$757.00Sep 2$0.12$0.12$0.8883%0.14$757.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.91, cheapest $0.85)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Aug 31Sep 1$0.9215.0%11.8%
$765.00Aug 31Sep 1$0.9614.3%11.5%
$766.00Aug 31Sep 1$0.9414.1%11.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Aug 31Sep 1$0.8515.0%11.8%
$765.00Aug 31Sep 1$0.9014.3%11.5%
$766.00Aug 31Sep 1$0.8914.1%11.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 883 found (cheapest 0.30% of stock, avg 3.66%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$766.00Aug 31$0.89$1.40$2.29$763.71$768.290.30%
$765.00Aug 31$1.42$0.94$2.36$762.64$767.360.31%
$767.00Aug 31$0.51$2.01$2.52$764.48$769.520.33%
$764.00Aug 31$2.09$0.61$2.70$761.30$766.700.35%
$768.00Aug 31$0.28$2.79$3.07$764.93$771.070.40%
$763.00Aug 31$2.88$0.39$3.27$759.73$766.270.43%
$769.00Aug 31$0.16$3.66$3.82$765.18$772.820.50%
$762.00Aug 31$3.74$0.25$3.99$758.01$765.990.52%
$766.00Sep 1$1.83$2.29$4.12$761.88$770.120.54%
$765.00Sep 1$2.38$1.84$4.22$760.78$769.220.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 370 found (cheapest 0.03% of stock, avg 1.31%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$770.00$761.00Aug 31$0.09$0.16$0.25$760.75$770.25
$769.00$761.00Aug 31$0.16$0.16$0.32$760.68$769.32
$770.00$762.00Aug 31$0.09$0.25$0.34$761.66$770.34
$769.00$762.00Aug 31$0.16$0.25$0.41$761.59$769.41
$768.00$761.00Aug 31$0.28$0.16$0.44$760.56$768.44
$770.00$763.00Aug 31$0.09$0.39$0.48$762.52$770.48
$768.00$762.00Aug 31$0.28$0.25$0.53$761.47$768.53
$769.00$763.00Aug 31$0.16$0.39$0.55$762.45$769.55
$768.00$763.00Aug 31$0.28$0.39$0.67$762.33$768.67
$767.00$761.00Aug 31$0.51$0.16$0.67$760.33$767.67

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 399 found (best R:R 1.08, avg credit $0.49)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
732/733774/775Sep 25$0.52$0.4850%1.08$732.48$774.52
738/739773/774Sep 18$0.52$0.4849%1.08$738.48$773.52
738/739775/776Sep 18$0.48$0.5253%0.92$738.52$775.48
740/741773/774Sep 18$0.53$0.4748%1.13$740.47$773.53
740/741775/776Sep 18$0.49$0.5152%0.96$740.51$775.49
739/740773/774Sep 18$0.52$0.4848%1.08$739.48$773.52
734/735774/775Sep 25$0.52$0.4848%1.08$734.48$774.52
737/738774/775Sep 25$0.54$0.4646%1.17$737.46$774.54
739/740775/776Sep 18$0.48$0.5252%0.92$739.52$775.48
748/749771/772Sep 10$0.50$0.5050%1.00$748.50$771.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 307 found (best R:R 9.20, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Sep 14$0.51$4.4921%8.80
$760.00$765.00$770.00Sep 14$0.61$4.3924%7.20
$762.00$763.00$764.00Aug 31$0.07$0.9317%13.29
$764.00$765.00$766.00Aug 31$0.14$0.8626%6.14
$765.00$766.00$767.00Aug 31$0.15$0.8527%5.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Sep 14$0.49$4.5124%9.20
$750.00$755.00$760.00Sep 14$0.34$4.6616%13.71
$755.00$760.00$765.00Sep 14$0.49$4.5121%9.20
$740.00$745.00$750.00Sep 14$0.16$4.849%30.25
$745.00$750.00$755.00Sep 14$0.25$4.7512%19.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,099 found (best net $-15.58, 1,094 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$630.00$690.001:2Sep 1-$15.58$44.42
$730.00$750.001:2Sep 14-$1.08$18.92
$718.00$739.001:2Sep 3-$6.15$14.85
$675.00$710.001:2Sep 9-$21.41$13.59
$715.00$740.001:2Oct 9-$11.55$13.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$803.00$788.001:2Sep 11-$7.44$7.56
$780.00$770.001:2Sep 14-$1.44$8.56
$725.00$715.001:2Sep 14-$0.23$9.77
$690.00$660.001:2Sep 9-$0.02$29.98
$665.00$635.001:2Sep 10-$0.01$29.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 306 found (best yield 1.64%, avg 0.39%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$767.00Oct 9$12.530.470.2%1.64%1.84%241
$768.00Oct 9$11.950.460.3%1.56%1.89%964
$769.00Oct 9$11.390.450.5%1.49%1.95%1136
$770.00Oct 9$10.840.440.6%1.42%2.01%1870
$771.00Oct 9$10.300.430.7%1.35%2.07%149
$772.00Oct 9$9.780.410.8%1.28%2.13%1243
$773.00Oct 9$9.280.401.0%1.21%2.20%2813
$774.00Oct 9$8.790.391.1%1.15%2.26%1036
$775.00Oct 9$8.320.381.2%1.09%2.33%16153
$776.00Oct 9$7.870.361.4%1.03%2.41%--55

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 596,272
Total Puts 879,300
Put/Call Ratio 1.47
Net Difference -283,028

Prior's Put/Call Breakdown

Total Calls 683,498
Total Puts 729,760
Put/Call Ratio 1.07
Net Difference -46,262

Prior 7-Day Put/Call Summary

Total Calls 30,731,903
Total Puts 34,555,659
Average Put/Call Ratio 1.13
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