Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$764.92 -0.58%
8/31 10:30

Option Volume

Detail
Current (08/31 10:30am) 2,153,198
Calls: 873,183 (41%)
Puts: 1,280,015 (59%)
Prior (08/28) 2,292,542
Calls: 1,077,852 (47%)
Puts: 1,214,690 (53%)
Current vs Prior -6.08%
Calls: -18.99% (Calls)
Puts: +5.38% (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 -76.91%
Calls: -80.11%
Puts: -74.07%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/31 10:30am) $301.47M
Calls: $91.23M (30%)
Puts: $210.23M (70%)
Prior (08/28) $299.41M
Calls: $156.50M (52%)
Puts: $142.91M (48%)
Current vs Prior +0.69%
Calls: -41.71%
Puts: +47.11%
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 -72.73%
Calls: -81.37%
Puts: -65.85%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/31 10:30am) 1.47
Prior (08/28) 1.13
Current vs Prior +30.08%
Prior 7-Day Average 1.13
Current vs Prior 7-Day Avg +29.42%
Sentiment BEARISH

Open Interest

Detail
Current (08/31 10:30am) 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 0.36% | 0.61%0.36% | 0.78%1.11% | 1.64%2.28% | 3.77%
Prior 0.52% | 0.69%0.15% | 0.52%0.15% | 1.13%2.26% | 3.75%
Current vs Prior -30.08% | -11.02%+135.20% | +51.76%+622.69% | +45.27%+0.99% | +0.54%
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 -32.82% | -20.29%-6.58% | -0.63%+63.58% | +10.62%+22.71% | +1.95%
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 -30.08% | -11.02%+135.20% | +51.76%+622.69% | +45.27%+0.99% | +0.54%
Sentiment BULLISHBEARISHBEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 0.76% | 1.00%
Calls: 0.60% | 1.51%
Puts: 0.92% | 0.49%
Prior 1.99% | 2.41%
Calls: 1.63% | 1.57%
Puts: 2.35% | 3.24%
Current vs Prior -61.81% | -58.51%
Prior 7-Day Avg 1.44% | 1.36%
Calls: 1.46% | 1.15%
Puts: 1.42% | 1.56%
Current vs 7-Day Avg -47.22% | -26.32%
Liquidity Excellent
+
Add Card

🤖 AI Insights

Moderately bearish flow with 70% put dollar volume ($210.23M). Bearish P/C ratio of 1.47 indicates protective positioning. P/C ratio rising 30% - 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 BULLISH
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
10:30BEARISHBEARISHBEARISH
10:25BEARISHBEARISHBEARISH
10:20BEARISHBEARISHBEARISH
10:15BEARISHBEARISHBEARISH
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 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$616.00Aug 31148.81149.10$148.950.2%101.009
$622.00Aug 31142.83143.16$143.000.2%111.002
$644.00Aug 31120.79121.09$120.940.2%--1.001.3K
$640.00Aug 31124.80125.11$124.960.2%--1.002.6K
$621.00Aug 31143.83144.19$144.010.2%111.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Sep 3011.8311.86$11.850.3%1610.56490
$766.00Sep 3010.9410.97$10.960.3%700.53328
$762.00Sep 187.067.08$7.070.3%1920.462.2K
$765.00Sep 3010.5210.55$10.540.3%2340.531.5K
$763.00Sep 309.739.76$9.750.3%3190.49572

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 779 found (avg $0.36, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Aug 310.080.09$0.0911.1%62.0K0.077.0K
$768.00Aug 310.150.16$0.166.3%98.1K0.122.5K
$770.00Aug 310.050.06$0.0616.7%65.3K0.0413.7K
$767.00Aug 310.310.32$0.323.1%128.3K0.212.8K
$766.00Aug 310.600.61$0.611.6%114.3K0.342.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Aug 310.120.13$0.137.7%48.6K0.0843.0K
$761.00Aug 310.180.19$0.195.3%34.4K0.125.8K
$759.00Aug 310.080.09$0.0911.1%35.6K0.054.9K
$762.00Aug 310.280.29$0.293.4%42.0K0.176.9K
$758.00Aug 310.060.07$0.0714.3%16.1K0.043.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,119 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$615.00Aug 31149.65150.09$149.870.3%101.0021
$616.00Aug 31148.81149.10$148.950.2%101.009
$617.00Aug 31147.39148.09$147.740.5%31.001
$618.00Aug 31146.38147.10$146.740.5%31.0010
$621.00Aug 31143.83144.19$144.010.2%111.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Aug 317.998.20$8.092.6%1.4K1.002.6K
$774.00Aug 319.009.17$9.091.9%3171.003.3K
$775.00Aug 319.9210.23$10.073.1%2931.0010.6K
$776.00Aug 3110.9511.25$11.102.7%1601.00522
$777.00Aug 3111.9212.23$12.082.6%1051.00229

Most actively traded options today. High liquidity = easy entry/exit. 2,048 active (total vol 2.1M, top 196.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$767.00Aug 310.310.32$0.323.1%128.3K0.212.8K
$766.00Aug 310.600.61$0.611.6%114.3K0.342.8K
$768.00Aug 310.150.16$0.166.3%98.1K0.122.5K
$770.00Aug 310.050.06$0.0616.7%65.3K0.0413.7K
$769.00Aug 310.080.09$0.0911.1%62.0K0.077.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Aug 311.081.09$1.090.9%196.9K0.519.2K
$766.00Aug 311.621.64$1.631.2%149.7K0.669.1K
$764.00Aug 310.700.71$0.711.4%115.2K0.377.2K
$763.00Aug 310.440.45$0.452.2%94.1K0.265.0K
$767.00Aug 312.332.35$2.340.9%53.3K0.796.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 28.2%, max 37.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$762.00Aug 31Oct 215.9%11.5%37.3%1.9K1.4K
$763.00Aug 31Oct 215.1%11.4%32.4%2.5K2.5K
$764.00Aug 31Oct 914.4%11.4%26.3%11.7K1.2K
$765.00Aug 31Oct 914.0%11.2%24.2%39.0K4.6K
$766.00Aug 31Oct 913.5%11.1%21.5%114.3K2.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$762.00Aug 31Oct 915.9%11.6%36.6%42.0K7.0K
$763.00Aug 31Oct 915.1%11.5%31.5%94.1K5.0K
$764.00Aug 31Oct 914.4%11.4%26.4%115.2K7.3K
$765.00Aug 31Oct 914.0%11.2%24.2%196.9K9.3K
$766.00Aug 31Oct 913.5%11.1%21.5%149.7K9.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 720 found (best R:R 0.53, avg 4.05)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$745.00$747.00Oct 9$0.80$1.20$0.8072%1.50$745.80
$739.00$740.00Sep 11$0.31$0.69$0.3190%2.23$739.31
$737.00$738.00Sep 18$0.27$0.73$0.2786%2.70$737.27
$691.00$692.00Sep 18$0.42$0.58$0.42100%1.38$691.42
$724.00$725.00Aug 31$0.42$0.58$0.42100%1.38$724.42
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$780.00$770.00Sep 14$6.52$3.48$6.5285%0.53$773.48
$785.00$784.00Sep 18$0.13$0.87$0.1387%6.69$784.87
$790.00$789.00Sep 30$0.21$0.79$0.2186%3.76$789.79
$781.00$780.00Oct 2$0.10$0.90$0.1074%9.00$780.90
$791.00$790.00Sep 18$0.36$0.64$0.3693%1.78$790.64

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 539 found (best R:R 1.16, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$770.00Sep 14$2.68$2.68$2.3250%1.16$767.68
$770.00$775.00Sep 14$1.93$1.93$3.0762%0.63$771.93
$775.00$780.00Sep 14$1.21$1.21$3.7974%0.32$776.21
$781.00$785.00Oct 9$1.31$1.31$2.6971%0.49$782.31
$785.00$795.00Sep 14$0.40$0.40$9.6092%0.04$785.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$760.00$759.00Sep 1$0.14$0.14$0.8681%0.16$759.86
$763.00$762.00Aug 31$0.16$0.16$0.8474%0.19$762.84
$764.00$763.00Aug 31$0.26$0.26$0.7463%0.35$763.74
$758.00$757.00Sep 2$0.13$0.13$0.8782%0.15$757.87
$760.00$759.00Sep 2$0.19$0.19$0.8175%0.23$759.81

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.94, cheapest $0.90)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Aug 31Sep 1$0.9814.4%11.5%
$765.00Aug 31Sep 1$0.9914.0%11.2%
$766.00Aug 31Sep 1$0.9513.5%11.5%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Aug 31Sep 1$0.9014.4%11.5%
$765.00Aug 31Sep 1$0.9414.0%11.2%
$766.00Aug 31Sep 1$0.8913.5%11.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 911 found (cheapest 0.28% of stock, avg 3.64%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$765.00Aug 31$1.07$1.09$2.16$762.84$767.160.28%
$766.00Aug 31$0.61$1.63$2.24$763.76$768.240.29%
$764.00Aug 31$1.67$0.71$2.38$761.62$766.380.31%
$767.00Aug 31$0.32$2.34$2.66$764.34$769.660.35%
$763.00Aug 31$2.42$0.45$2.87$760.13$765.870.38%
$768.00Aug 31$0.16$3.19$3.35$764.65$771.350.44%
$762.00Aug 31$3.26$0.29$3.55$758.45$765.550.46%
$765.00Sep 1$2.06$2.03$4.09$760.91$769.090.53%
$766.00Sep 1$1.56$2.52$4.08$761.92$770.080.53%
$769.00Aug 31$0.09$4.15$4.24$764.76$773.240.55%

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
$769.00$760.00Aug 31$0.09$0.13$0.22$759.78$769.22
$768.00$760.00Aug 31$0.16$0.13$0.29$759.71$768.29
$769.00$761.00Aug 31$0.09$0.19$0.28$760.72$769.28
$768.00$761.00Aug 31$0.16$0.19$0.35$760.65$768.35
$769.00$762.00Aug 31$0.09$0.29$0.38$761.62$769.38
$768.00$762.00Aug 31$0.16$0.29$0.45$761.55$768.45
$767.00$760.00Aug 31$0.32$0.13$0.45$759.55$767.45
$767.00$761.00Aug 31$0.32$0.19$0.51$760.49$767.51
$767.00$762.00Aug 31$0.32$0.29$0.61$761.39$767.61
$769.00$763.00Aug 31$0.09$0.45$0.54$762.46$769.54

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 364 found (best R:R 1.08, avg credit $0.50)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
733/734774/775Sep 25$0.52$0.4850%1.08$733.48$774.52
736/737774/775Sep 25$0.53$0.4748%1.13$736.47$774.53
739/740773/774Sep 18$0.51$0.4949%1.04$739.49$773.51
732/733774/775Sep 30$0.53$0.4747%1.13$732.47$774.53
734/735774/775Sep 25$0.51$0.4949%1.04$734.49$774.51
734/735774/775Sep 30$0.54$0.4646%1.17$734.46$774.54
750/751771/772Sep 9$0.48$0.5252%0.92$750.52$771.48
738/739773/774Sep 18$0.50$0.5050%1.00$738.50$773.50
742/743773/774Sep 18$0.53$0.4747%1.13$742.47$773.53
750/751770/771Sep 9$0.51$0.4949%1.04$750.49$770.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 278 found (best R:R 21.73, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Sep 14$0.22$4.7817%21.73
$760.00$765.00$770.00Sep 14$0.55$4.4524%8.09
$761.00$762.00$763.00Aug 31$0.05$0.9514%19.00
$764.00$765.00$766.00Aug 31$0.14$0.8629%6.14
$762.00$763.00$764.00Aug 31$0.09$0.9120%10.11
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Sep 14$0.35$4.6517%13.29
$755.00$760.00$765.00Sep 14$0.51$4.4922%8.80
$745.00$750.00$755.00Sep 14$0.25$4.7512%19.00
$740.00$745.00$750.00Sep 14$0.18$4.829%26.78
$735.00$740.00$745.00Sep 14$0.12$4.887%40.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,106 found (best net $-15.01, 1,101 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$630.00$690.001:2Sep 1-$15.01$44.99
$675.00$710.001:2Sep 9-$20.82$14.18
$718.00$737.001:2Sep 3-$9.29$9.71
$770.00$775.001:2Sep 14-$0.40$4.60
$765.00$770.001:2Sep 14-$1.58$3.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$803.00$788.001:2Sep 11-$8.16$6.84
$780.00$770.001:2Sep 14-$1.83$8.17
$725.00$715.001:2Sep 14-$0.24$9.76
$690.00$660.001:2Sep 9-$0.02$29.98
$764.00$763.001:2Aug 31-$0.19$0.81

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 316 found (best yield 1.75%, avg 0.40%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$765.00Oct 9$13.410.490.0%1.75%1.76%86
$766.00Oct 9$12.810.470.1%1.67%1.82%53
$767.00Oct 9$12.220.470.3%1.60%1.87%291
$768.00Oct 9$11.650.460.4%1.52%1.93%1064
$769.00Oct 9$11.090.440.5%1.45%1.98%1336
$770.00Oct 9$10.550.430.7%1.38%2.04%2070
$771.00Oct 9$10.020.420.8%1.31%2.10%159
$772.00Oct 9$9.510.410.9%1.24%2.17%1443
$773.00Oct 9$9.010.391.1%1.18%2.23%2913
$774.00Oct 9$8.530.381.2%1.12%2.30%1136

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 873,183
Total Puts 1,280,015
Put/Call Ratio 1.47
Net Difference -406,832

Prior's Put/Call Breakdown

Total Calls 1,077,852
Total Puts 1,214,690
Put/Call Ratio 1.13
Net Difference -136,838

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