Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$766.03 -0.43%
8/31 11:00

Option Volume

Detail
Current (08/31 11:00am) 2,971,680
Calls: 1,265,200 (43%)
Puts: 1,706,480 (57%)
Prior (08/28) 3,581,208
Calls: 1,810,491 (51%)
Puts: 1,770,717 (49%)
Current vs Prior -17.02%
Calls: -30.12% (Calls)
Puts: -3.63% (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 -68.14%
Calls: -71.18%
Puts: -65.43%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/31 11:00am) $358.67M
Calls: $162.52M (45%)
Puts: $196.15M (55%)
Prior (08/28) $623.32M
Calls: $511.48M (82%)
Puts: $111.85M (18%)
Current vs Prior -42.46%
Calls: -68.23%
Puts: +75.37%
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 -67.55%
Calls: -66.82%
Puts: -68.14%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/31 11:00am) 1.35
Prior (08/28) 0.98
Current vs Prior +37.91%
Prior 7-Day Average 1.13
Current vs Prior 7-Day Avg +19.08%
Sentiment BEARISH

Open Interest

Detail
Current (08/31 11:00am) 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 0.33% | 0.57%0.33% | 0.73%1.05% | 1.58%2.22% | 3.70%
Prior 0.52% | 0.69%0.15% | 0.52%0.15% | 1.13%2.26% | 3.75%
Current vs Prior -36.50% | -17.79%+113.62% | +42.19%+585.92% | +39.99%-1.82% | -1.34%
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 -38.99% | -26.36%-15.15% | -6.90%+55.26% | +6.60%+19.30% | +0.04%
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 -36.50% | -17.79%+113.62% | +42.19%+585.92% | +39.99%-1.82% | -1.34%
Sentiment BULLISHBEARISHBEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 1.16% | 1.15%
Calls: 1.00% | 1.02%
Puts: 1.32% | 1.27%
Prior 1.99% | 2.41%
Calls: 1.63% | 1.57%
Puts: 2.35% | 3.24%
Current vs Prior -41.71% | -52.28%
Prior 7-Day Avg 1.44% | 1.36%
Calls: 1.46% | 1.15%
Puts: 1.42% | 1.56%
Current vs 7-Day Avg -19.44% | -15.26%
Liquidity Good
+
Add Card

🤖 AI Insights

Bearish P/C ratio of 1.35 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 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
11:00BEARISHBEARISHBEARISH
10:55BEARISHBEARISHBEARISH
10:50BEARISHBEARISHBEARISH
10:45BEARISHBEARISHBEARISH
10:40BEARISHBEARISHBEARISH
10:35BEARISHBEARISHBEARISH
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 2,235 of results (avg 2.8%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Aug 31140.92141.14$141.030.2%351.0047
$640.00Aug 31125.93126.14$126.040.2%--1.002.6K
$641.00Aug 31124.93125.14$125.040.2%--1.001.8K
$643.00Aug 31122.93123.14$123.040.2%--1.001.6K
$646.00Aug 31119.93120.14$120.040.2%--1.00751
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$764.00Sep 309.549.56$9.550.2%1060.49450
$764.00Sep 258.708.72$8.710.2%4170.49865
$767.00Sep 188.478.49$8.480.2%7360.532.7K
$763.00Sep 258.338.35$8.340.2%2550.47418
$766.00Sep 188.048.06$8.050.2%9940.522.4K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 787 found (avg $0.35, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Aug 310.080.09$0.0911.1%98.7K0.0713.7K
$769.00Aug 310.140.15$0.156.7%87.7K0.127.0K
$771.00Aug 310.050.06$0.0616.7%41.8K0.0510.1K
$768.00Aug 310.270.28$0.283.6%136.1K0.202.5K
$767.00Aug 310.540.55$0.551.8%187.6K0.342.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$762.00Aug 310.110.12$0.128.3%67.5K0.096.9K
$761.00Aug 310.070.08$0.0812.5%55.4K0.065.8K
$763.00Aug 310.200.21$0.214.8%132.5K0.145.0K
$764.00Aug 310.340.35$0.352.9%169.3K0.237.2K
$765.00Aug 310.580.59$0.591.7%279.4K0.349.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,148 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$615.00Aug 31150.91151.19$151.050.2%101.0021
$616.00Aug 31149.92150.28$150.100.2%101.009
$617.00Aug 31148.92149.28$149.100.2%31.001
$618.00Aug 31147.92148.30$148.110.3%31.0010
$621.00Aug 31144.92145.29$145.100.3%161.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$783.00Sep 416.5418.37$17.4510.5%71.00142
$784.00Sep 417.5419.37$18.459.9%11.00132
$785.00Sep 417.8020.62$19.2114.7%51.0022
$786.00Sep 418.8021.56$20.1813.7%21.008
$789.00Sep 421.6824.48$23.0812.1%21.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,199 active (total vol 3.0M, top 279.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Aug 310.991.00$1.001.0%191.2K0.502.8K
$767.00Aug 310.540.55$0.551.8%187.6K0.342.8K
$768.00Aug 310.270.28$0.283.6%136.1K0.202.5K
$770.00Aug 310.080.09$0.0911.1%98.7K0.0713.7K
$769.00Aug 310.140.15$0.156.7%87.7K0.127.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Aug 310.580.59$0.591.7%279.4K0.349.2K
$766.00Aug 310.960.97$0.971.0%196.5K0.509.1K
$764.00Aug 310.340.35$0.352.9%169.3K0.237.2K
$763.00Aug 310.200.21$0.214.8%132.5K0.145.0K
$760.00Aug 310.040.05$0.0520.0%83.2K0.0343.0K

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 20.0%, max 25.2%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$764.00Aug 31Oct 914.2%11.3%25.2%22.2K1.2K
$765.00Aug 31Oct 913.5%11.2%20.5%75.8K4.6K
$767.00Aug 31Oct 912.9%11.0%17.5%187.6K2.8K
$766.00Aug 31Oct 912.9%11.1%16.8%191.2K2.8K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$764.00Aug 31Oct 914.2%11.3%25.2%169.3K7.3K
$765.00Aug 31Oct 913.5%11.2%20.5%279.5K9.3K
$767.00Aug 31Oct 912.9%11.0%17.5%65.0K7.0K
$766.00Aug 31Oct 912.9%11.1%16.8%196.5K9.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 733 found (best R:R 1.06, avg 3.98)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$738.00$740.00Sep 25$0.83$1.17$0.8384%1.41$738.83
$736.00$737.00Sep 18$0.12$0.88$0.1288%7.33$736.12
$727.00$728.00Sep 30$0.15$0.85$0.1588%5.67$727.15
$738.00$739.00Sep 18$0.18$0.82$0.1886%4.56$738.18
$750.00$755.00Sep 25$2.86$2.14$2.8673%0.75$752.86
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$775.00$770.00Sep 14$2.43$2.57$2.4372%1.06$772.57
$791.00$790.00Sep 25$0.20$0.80$0.2089%4.00$790.80
$787.00$786.00Sep 18$0.33$0.67$0.3388%2.03$786.67
$783.00$782.00Sep 9$0.52$0.48$0.5294%0.92$782.48
$765.00$760.00Sep 14$1.55$3.45$1.5547%2.23$763.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 532 found (best R:R 0.71, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Sep 14$2.07$2.07$2.9360%0.71$772.07
$775.00$780.00Sep 14$1.32$1.32$3.6872%0.36$776.32
$780.00$785.00Sep 14$0.71$0.71$4.2983%0.17$780.71
$767.00$768.00Oct 9$0.59$0.59$0.4153%1.44$767.59
$767.00$768.00Sep 18$0.58$0.58$0.4253%1.38$767.58
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$764.00$763.00Aug 31$0.14$0.14$0.8678%0.16$763.86
$765.00$764.00Aug 31$0.24$0.24$0.7666%0.32$764.76
$761.00$760.00Sep 1$0.13$0.13$0.8782%0.15$760.87
$758.00$757.00Sep 2$0.10$0.10$0.9086%0.11$757.90
$766.00$765.00Aug 31$0.38$0.38$0.6250%0.61$765.62

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.91, cheapest $0.88)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Aug 31Sep 1$0.9413.5%10.9%
$766.00Aug 31Sep 1$0.9712.9%10.6%
$767.00Aug 31Sep 1$0.9212.9%10.8%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Aug 31Sep 1$0.8813.5%10.9%
$766.00Aug 31Sep 1$0.9012.9%10.6%
$767.00Aug 31Sep 1$0.8512.9%10.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 931 found (cheapest 0.26% of stock, avg 3.66%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$766.00Aug 31$1.00$0.97$1.97$764.03$767.970.26%
$767.00Aug 31$0.55$1.51$2.06$764.94$769.060.27%
$765.00Aug 31$1.62$0.59$2.21$762.79$767.210.29%
$768.00Aug 31$0.28$2.25$2.53$765.47$770.530.33%
$764.00Aug 31$2.38$0.35$2.73$761.27$766.730.36%
$769.00Aug 31$0.15$3.11$3.26$765.74$772.260.43%
$763.00Aug 31$3.24$0.21$3.45$759.55$766.450.45%
$766.00Sep 1$1.97$1.87$3.84$762.16$769.840.50%
$767.00Sep 1$1.47$2.36$3.83$763.17$770.830.50%
$768.00Sep 1$1.04$2.94$3.98$764.02$771.980.52%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 365 found (cheapest 0.03% of stock, avg 1.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$770.00$762.00Aug 31$0.09$0.12$0.21$761.79$770.21
$769.00$762.00Aug 31$0.15$0.12$0.27$761.73$769.27
$770.00$763.00Aug 31$0.09$0.21$0.30$762.70$770.30
$769.00$763.00Aug 31$0.15$0.21$0.36$762.64$769.36
$768.00$762.00Aug 31$0.28$0.12$0.40$761.60$768.40
$768.00$763.00Aug 31$0.28$0.21$0.49$762.51$768.49
$770.00$764.00Aug 31$0.09$0.35$0.44$763.56$770.44
$769.00$764.00Aug 31$0.15$0.35$0.50$763.50$769.50
$768.00$764.00Aug 31$0.28$0.35$0.63$763.37$768.63
$767.00$762.00Aug 31$0.55$0.12$0.67$761.33$767.67

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 447 found (best R:R 1.13, avg credit $0.48)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
731/732775/776Sep 30$0.53$0.4749%1.13$731.47$775.53
732/733775/776Sep 30$0.53$0.4748%1.13$732.47$775.53
736/737775/776Sep 30$0.55$0.4546%1.22$736.45$775.55
735/736775/776Sep 30$0.54$0.4646%1.17$735.46$775.54
731/732776/777Sep 30$0.50$0.5050%1.00$731.50$776.50
731/732776/777Oct 2$0.52$0.4848%1.08$731.48$776.52
737/738775/776Sep 30$0.55$0.4545%1.22$737.45$775.55
733/734776/777Oct 2$0.53$0.4747%1.13$733.47$776.53
734/735775/776Sep 30$0.53$0.4747%1.13$734.47$775.53
740/741775/776Sep 30$0.57$0.4343%1.33$740.43$775.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 290 found (best R:R 19.83, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Sep 14$0.24$4.7616%19.83
$760.00$765.00$770.00Sep 14$0.63$4.3724%6.94
$755.00$760.00$765.00Sep 14$0.54$4.4621%8.26
$766.00$767.00$768.00Sep 1$0.07$0.9316%13.29
$764.00$765.00$766.00Aug 31$0.14$0.8628%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Sep 14$0.46$4.5421%9.87
$750.00$755.00$760.00Sep 14$0.34$4.6616%13.71
$745.00$750.00$755.00Sep 14$0.22$4.7812%21.73
$740.00$745.00$750.00Sep 14$0.16$4.848%30.25
$735.00$740.00$745.00Sep 14$0.11$4.896%44.45

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,119 found (best net $-16.17, 1,114 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$630.00$690.001:2Sep 1-$16.17$43.83
$680.00$715.001:2Sep 10-$17.17$17.83
$730.00$750.001:2Sep 14-$0.23$19.77
$675.00$710.001:2Sep 9-$22.09$12.91
$718.00$737.001:2Sep 3-$10.14$8.86
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$803.00$788.001:2Sep 11-$7.36$7.64
$766.00$765.001:2Aug 31-$0.21$0.79
$767.00$766.001:2Aug 31-$0.43$0.57
$765.00$764.001:2Aug 31-$0.11$0.89
$770.00$765.001:2Sep 14-$2.58$2.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 301 found (best yield 1.66%, avg 0.38%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$767.00Oct 9$12.720.470.1%1.66%1.79%291
$768.00Oct 9$12.130.470.3%1.58%1.84%1064
$769.00Oct 9$11.560.460.4%1.51%1.90%1336
$770.00Oct 9$11.000.450.5%1.44%1.95%4470
$771.00Oct 9$10.460.430.7%1.37%2.01%159
$772.00Oct 9$9.930.420.8%1.30%2.08%1843
$773.00Oct 9$9.420.410.9%1.23%2.14%3013
$774.00Oct 9$8.920.401.0%1.16%2.20%1236
$775.00Oct 9$8.440.381.2%1.10%2.27%18153
$776.00Oct 9$7.980.371.3%1.04%2.34%155

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 1,265,200
Total Puts 1,706,480
Put/Call Ratio 1.35
Net Difference -441,280

Prior's Put/Call Breakdown

Total Calls 1,810,491
Total Puts 1,770,717
Put/Call Ratio 0.98
Net Difference 39,774

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