Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$767.05 -0.30%
$767.33 (+0.04%)🌙
as of 08/31 04:20 PM
8/31 16:20

Option Volume

Detail
Current (08/31 4:20pm) 9,342,299
Calls: 4,260,461 (46%)
Puts: 5,081,838 (54%)
Prior (08/28) 11,957,351
Calls: 5,897,025 (49%)
Puts: 6,060,326 (51%)
Current vs Prior -21.87%
Calls: -27.75% (Calls)
Puts: -16.15% (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 +0.17%
Calls: -2.96%
Puts: +2.94%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/31 4:20pm) $877.78M
Calls: $578.62M (66%)
Puts: $299.16M (34%)
Prior (08/28) $1.41B
Calls: $398.77M (28%)
Puts: $1.01B (72%)
Current vs Prior -37.56%
Calls: +45.10%
Puts: -70.29%
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 -20.59%
Calls: +18.15%
Puts: -51.40%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/31 4:20pm) 1.19
Prior (08/28) 1.03
Current vs Prior +16.06%
Prior 7-Day Average 1.13
Current vs Prior 7-Day Avg +5.31%
Sentiment BEARISH

Open Interest

Detail
Current (08/31 4:20pm) 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 0.15% | 0.48%0.15% | 0.67%1.02% | 1.56%2.19% | 3.65%
Prior 0.52% | 0.69%0.15% | 0.52%0.15% | 1.13%2.26% | 3.75%
Current vs Prior -6.27% | -2.73%-3.98% | +29.61%+562.06% | +37.38%-2.87% | -2.65%
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 -9.94% | -12.87%-61.86% | -15.14%+49.86% | +4.61%+18.02% | -1.29%
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 -6.27% | -2.73%-3.98% | +29.61%+562.06% | +37.38%-2.87% | -2.65%
Sentiment BULLISHBULLISHBEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 1.85% | 0.78%
Calls: 0.56% | 0.78%
Puts: 3.14% | 0.78%
Prior 1.99% | 2.41%
Calls: 1.63% | 1.57%
Puts: 2.35% | 3.24%
Current vs Prior -7.04% | -67.63%
Prior 7-Day Avg 1.44% | 1.36%
Calls: 1.46% | 1.15%
Puts: 1.42% | 1.56%
Current vs 7-Day Avg +28.47% | -42.53%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($578.62M). Slightly bearish P/C ratio of 1.19. Put-heavy open interest (6,283,883 puts vs 2,399,016 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
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
16:20BULLISHBEARISHBEARISH
16:15BULLISHBEARISHBEARISH
16:10BULLISHBEARISHBEARISH
16:00BULLISHBEARISHBEARISH
15:55BULLISHBEARISHBEARISH
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📈 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 2,156 of results (avg 3.3%, best 0.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$767.00Oct 211.6211.66$11.640.3%3200.49217
$766.00Sep 3011.4411.48$11.460.3%3450.50531
$767.00Oct 913.3313.38$13.360.4%560.491
$772.00Oct 910.4610.50$10.480.4%260.4343
$769.00Oct 210.4410.48$10.460.4%890.47308
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Sep 188.688.71$8.700.3%2.1K0.543.8K
$769.00Sep 3010.8810.92$10.900.4%400.54774
$760.00Sep 185.375.39$5.380.4%26.1K0.3746.6K
$771.00Sep 3011.7911.84$11.820.4%960.57364
$770.00Oct 211.7911.84$11.820.4%4990.55547

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 770 found (avg $0.35, cheapest $0.10)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$767.00Aug 310.400.43$0.427.1%709.9K0.742.8K
$774.00Sep 10.050.06$0.0616.7%7.2K0.042.2K
$773.00Sep 10.100.11$0.119.1%13.2K0.073.2K
$772.00Sep 10.180.19$0.195.3%22.2K0.103.9K
$771.00Sep 10.310.32$0.323.1%29.1K0.161.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$767.00Aug 310.090.10$0.1010.0%279.9K0.356.8K
$768.00Aug 310.680.74$0.718.5%84.6K1.008.6K
$759.00Sep 10.120.13$0.137.7%12.3K0.06678
$758.00Sep 10.090.10$0.1010.0%16.4K0.041.2K
$760.00Sep 10.160.17$0.175.9%29.9K0.072.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,271 found (avg delta 0.89, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$615.00Aug 31151.65152.86$152.260.8%201.0021
$616.00Aug 31150.80151.77$151.290.6%221.009
$617.00Aug 31149.65150.86$150.260.8%71.001
$618.00Aug 31148.65149.86$149.260.8%141.0010
$619.00Aug 31147.65148.86$148.260.8%71.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Aug 310.680.74$0.718.5%84.6K1.008.6K
$769.00Aug 311.621.82$1.7211.6%21.3K1.008.4K
$770.00Aug 312.592.77$2.686.7%18.6K1.0017.9K
$771.00Aug 313.563.78$3.676.0%3.8K1.005.8K
$772.00Aug 314.554.77$4.664.7%2.1K1.004.3K

Most actively traded options today. High liquidity = easy entry/exit. 2,706 active (total vol 9.3M, top 953.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Aug 311.251.45$1.3514.8%771.7K0.952.8K
$767.00Aug 310.400.43$0.427.1%709.9K0.742.8K
$768.00Aug 310.020.03$0.0333.3%538.8K0.102.5K
$769.00Aug 310.000.01$0.01100.0%355.4K0.027.0K
$765.00Aug 312.232.42$2.338.2%286.4K0.994.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Aug 310.000.01$0.01100.0%953.3K0.019.2K
$766.00Aug 310.010.02$0.0250.0%764.0K0.059.1K
$764.00Aug 310.000.01$0.01100.0%441.8K0.017.2K
$763.00Aug 310.000.01$0.01100.0%350.9K0.015.0K
$767.00Aug 310.090.10$0.1010.0%279.9K0.356.8K

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 678 found (best R:R 2.33, avg 4.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$755.00$757.00Oct 9$0.77$1.23$0.7765%1.60$755.77
$755.00$756.00Sep 30$0.27$0.73$0.2767%2.70$755.27
$710.00$711.00Sep 18$0.57$0.43$0.5795%0.75$710.57
$742.00$743.00Sep 18$0.47$0.53$0.4784%1.13$742.47
$693.00$694.00Aug 31$0.63$0.37$0.63100%0.59$693.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$788.00$787.00Sep 18$0.30$0.70$0.3088%2.33$787.70
$775.00$770.00Sep 14$2.64$2.36$2.6469%0.89$772.36
$776.00$775.00Sep 1$0.49$0.51$0.49100%1.04$775.51
$790.00$789.00Sep 30$0.40$0.60$0.4084%1.50$789.60
$785.00$775.00Oct 9$6.41$3.59$6.4173%0.56$778.59

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 517 found (best R:R 0.82, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Sep 14$2.26$2.26$2.7456%0.82$772.26
$775.00$780.00Sep 14$1.49$1.49$3.5169%0.42$776.49
$780.00$785.00Sep 14$0.85$0.85$4.1581%0.20$780.85
$785.00$790.00Sep 14$0.38$0.38$4.6290%0.08$785.38
$768.00$769.00Oct 2$0.59$0.59$0.4153%1.44$768.59
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$764.00Sep 1$0.22$0.22$0.7871%0.28$764.78
$763.00$762.00Sep 1$0.11$0.11$0.8983%0.12$762.89
$761.00$760.00Sep 2$0.12$0.12$0.8883%0.14$760.88
$755.00$754.00Sep 8$0.12$0.12$0.8884%0.14$754.88
$757.00$756.00Sep 4$0.11$0.11$0.8984%0.12$756.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $1.33, cheapest $1.33)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$767.00Aug 31Sep 1$1.338.5%9.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,029 found (cheapest 0.07% of stock, avg 3.69%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$767.00Aug 31$0.42$0.10$0.52$766.48$767.520.07%
$768.00Aug 31$0.03$0.71$0.74$767.26$768.740.10%
$766.00Aug 31$1.35$0.02$1.37$764.63$767.370.18%
$769.00Aug 31$0.01$1.72$1.73$767.27$770.730.23%
$765.00Aug 31$2.33$0.01$2.34$762.66$767.340.31%
$770.00Aug 31$0.01$2.68$2.69$767.31$772.690.35%
$768.00Sep 1$1.27$1.91$3.18$764.82$771.180.41%
$767.00Sep 1$1.80$1.43$3.23$763.77$770.230.42%
$764.00Aug 31$3.33$0.01$3.34$760.66$767.340.44%
$769.00Sep 1$0.85$2.49$3.34$765.66$772.340.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 346 found (cheapest 0.02% of stock, avg 1.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$768.00$767.00Aug 31$0.03$0.10$0.13$766.87$768.13
$772.00$763.00Sep 1$0.19$0.42$0.61$762.39$772.61
$771.00$763.00Sep 1$0.32$0.42$0.74$762.26$771.74
$772.00$764.00Sep 1$0.19$0.56$0.75$763.25$772.75
$771.00$764.00Sep 1$0.32$0.56$0.88$763.12$771.88
$770.00$763.00Sep 1$0.54$0.42$0.96$762.04$770.96
$770.00$764.00Sep 1$0.54$0.56$1.10$762.90$771.10
$772.00$765.00Sep 1$0.19$0.78$0.97$764.03$772.97
$771.00$765.00Sep 1$0.32$0.78$1.10$763.90$772.10
$770.00$765.00Sep 1$0.54$0.78$1.32$763.68$771.32

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 397 found (best R:R 1.04, avg credit $0.50)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
740/741775/776Sep 18$0.51$0.4951%1.04$740.49$775.51
732/733777/778Oct 2$0.53$0.4748%1.13$732.47$777.53
742/743775/776Sep 18$0.52$0.4849%1.08$742.48$775.52
733/734777/778Sep 30$0.51$0.4950%1.04$733.49$777.51
736/737776/777Sep 25$0.51$0.4950%1.04$736.49$776.51
735/736777/778Oct 2$0.54$0.4647%1.17$735.46$777.54
754/755772/773Sep 8$0.50$0.5051%1.00$754.50$772.50
740/741776/777Sep 18$0.48$0.5253%0.92$740.52$776.48
745/746775/776Sep 18$0.54$0.4647%1.17$745.46$775.54
734/735777/778Sep 30$0.51$0.4949%1.04$734.49$777.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 311 found (best R:R 9.87, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Sep 14$0.46$4.5424%9.87
$745.00$750.00$755.00Sep 14$0.14$4.8611%34.71
$767.00$768.00$769.00Aug 31$0.37$0.6372%1.70
$750.00$755.00$760.00Sep 14$0.27$4.7315%17.52
$766.00$767.00$768.00Aug 31$0.54$0.4685%0.85
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$766.00$767.00$768.00Aug 31$0.53$0.4795%0.89
$765.00$770.00$775.00Sep 14$0.60$4.4026%7.33
$765.00$766.00$767.00Aug 31$0.07$0.9334%13.29
$750.00$755.00$760.00Sep 14$0.29$4.7115%16.24
$755.00$760.00$765.00Sep 14$0.44$4.5620%10.36

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 $-0.70, 1,094 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$650.00$690.001:2Sep 1-$37.34$2.66
$680.00$710.001:2Sep 9-$28.35$1.65
$770.00$775.001:2Sep 14-$0.71$4.29
$765.00$766.001:2Aug 31-$0.37$0.63
$765.00$770.001:2Sep 14-$2.21$2.79
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$820.00$794.001:2Sep 1-$0.70$25.30
$770.00$769.001:2Aug 31-$0.76$0.24
$690.00$660.001:2Sep 9-$0.03$29.97
$766.00$765.001:2Aug 31$0.00$1.00
$700.00$690.001:2Sep 9-$0.05$9.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 291 found (best yield 1.66%, avg 0.39%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$768.00Oct 9$12.730.480.1%1.66%1.78%7764
$769.00Oct 9$12.140.470.2%1.58%1.84%3936
$770.00Oct 9$11.560.460.4%1.51%1.89%13570
$771.00Oct 9$11.000.450.5%1.43%1.95%319
$772.00Oct 9$10.460.430.7%1.36%2.01%2643
$773.00Oct 9$9.930.420.8%1.29%2.07%4513
$774.00Oct 9$9.410.410.9%1.23%2.13%3536
$775.00Oct 9$8.920.401.0%1.16%2.20%36153
$776.00Oct 9$8.440.381.2%1.10%2.27%6255
$777.00Oct 9$7.970.371.3%1.04%2.34%2422

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 4,260,461
Total Puts 5,081,838
Put/Call Ratio 1.19
Net Difference -821,377

Prior's Put/Call Breakdown

Total Calls 5,897,025
Total Puts 6,060,326
Put/Call Ratio 1.03
Net Difference -163,301

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
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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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Chart Title

Price — Past 7 Days

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