Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$761.07 -0.78%
9/1 15:35

Option Volume

Detail
Current (09/01 3:35pm) 11,047,977
Calls: 5,147,692 (47%)
Puts: 5,900,285 (53%)
Prior (08/31) 8,458,302
Calls: 3,849,335 (46%)
Puts: 4,608,967 (54%)
Current vs Prior +30.62%
Calls: +33.73% (Calls)
Puts: +28.02% (Puts)
Prior 7-Day Total 64,366,808
Calls: 30,668,041 (48%)
Puts: 33,698,767 (52%)
Prior 7-Day Average 9,195,258
Calls: 4,381,148 (48%)
Puts: 4,814,109 (52%)
Current vs Prior 7-Day Avg +20.15%
Calls: +17.50%
Puts: +22.56%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/01 3:35pm) $1.52B
Calls: $484.28M (32%)
Puts: $1.03B (68%)
Prior (08/31) $742.52M
Calls: $400.95M (54%)
Puts: $341.57M (46%)
Current vs Prior +104.46%
Calls: +20.78%
Puts: +202.69%
Prior 7-Day Total $6.75B
Calls: $3.71B (55%)
Puts: $3.04B (45%)
Prior 7-Day Average $964.32M
Calls: $530.33M (55%)
Puts: $433.99M (45%)
Current vs Prior 7-Day Avg +57.43%
Calls: -8.68%
Puts: +138.23%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/01 3:35pm) 1.15
Prior (08/31) 1.20
Current vs Prior -4.27%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg +3.55%
Sentiment BEARISH

Open Interest

Detail
Current (09/01 3:35pm) 9,466,535
Calls: 2,479,864 (26%)
Puts: 6,986,671 (74%)
Prior (08/31) 8,682,899
Calls: 2,399,016 (28%)
Puts: 6,283,883 (72%)
Current vs Prior +9.03%
Prior 7-Day Total 63,725,887
Calls: 17,476,701 (27%)
Puts: 46,249,186 (73%)
Prior 7-Day Average 9,103,698
Calls: 2,496,671 (27%)
Puts: 6,607,026 (73%)
Current vs Prior 7-Day Avg +3.99%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/01) | Next (09/02)Expiry (09/02) | Next (09/04)Expiry (09/04) | Next (09/11)Expiry (09/15) | Next (10/16)
Current 0.21% | 0.63%0.63% | 1.09%1.09% | 1.72%2.21% | 3.86%
Prior 0.48% | 0.67%0.15% | 0.67%1.02% | 1.56%2.19% | 3.65%
Current vs Prior -56.26% | -5.70%+328.17% | +63.07%+7.38% | +10.84%+0.67% | +5.60%
Prior 7-Day Avg 0.51% | 0.74%0.32% | 0.76%0.73% | 1.48%2.15% | 3.78%
Current vs 7-Day Avg -58.87% | -14.26%+99.90% | +44.24%+49.19% | +16.13%+2.64% | +1.95%
Prior 7-Day Eod 0.48% | 0.67%0.15% | 0.67%1.02% | 1.56%2.19% | 3.65%
Current vs 7-Day Eod -56.26% | -5.70%+328.17% | +63.07%+7.38% | +10.84%+0.67% | +5.60%
Sentiment BULLISHBEARISHBEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 1.87% | 0.81%
Calls: 1.89% | 0.44%
Puts: 1.85% | 1.18%
Prior 1.85% | 0.78%
Calls: 0.56% | 0.78%
Puts: 3.14% | 0.78%
Current vs Prior +1.08% | +3.85%
Prior 7-Day Avg 1.65% | 1.32%
Calls: 1.49% | 1.18%
Puts: 1.80% | 1.46%
Current vs 7-Day Avg +13.63% | -38.57%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 68% put dollar volume ($1.03B). Massive premium surge with dollar volume up 104% vs prior. Dollar volume significantly above 7-day average (57% higher). Slightly bearish P/C ratio of 1.15.

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 BULLISH
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 BULLISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
15:35BEARISHBEARISHBEARISH
15:30BEARISHBEARISHBEARISH
15:25BEARISHBEARISHBEARISH
15:20BEARISHBEARISHBEARISH

📈 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 2,572 of results (avg 2.7%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$759.00Sep 3012.5912.62$12.610.2%2580.51719
$766.00Oct 1612.4612.49$12.480.2%1870.445.1K
$760.00Oct 1616.0516.09$16.070.2%1.2K0.507.7K
$761.00Oct 1615.4215.46$15.440.3%8530.49417
$762.00Oct 1614.8014.84$14.820.3%7840.48303
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$870.00Sep 1108.78108.99$108.890.2%171.00--
$855.00Sep 193.7893.98$93.880.2%321.00--
$761.00Sep 188.618.63$8.620.2%1.8K0.511.7K
$758.00Sep 187.487.50$7.490.3%3.9K0.468.8K
$885.00Sep 1123.75124.10$123.930.3%211.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 722 found (avg $0.37, cheapest $0.15)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$762.00Sep 10.160.17$0.175.9%707.2K0.21659
$761.00Sep 10.520.53$0.531.9%356.9K0.52499
$770.00Sep 20.060.07$0.0714.3%17.3K0.036.2K
$769.00Sep 20.090.10$0.1010.0%16.4K0.052.0K
$768.00Sep 20.160.17$0.175.9%20.8K0.072.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Sep 10.140.15$0.156.7%601.3K0.216.5K
$759.00Sep 10.050.06$0.0616.7%346.9K0.083.0K
$761.00Sep 10.440.45$0.452.2%799.0K0.484.8K
$747.00Sep 20.080.09$0.0911.1%1.8K0.03721
$749.00Sep 20.120.13$0.137.7%3.3K0.04414

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,375 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 1134.32137.56$135.942.4%--1.0021
$690.00Sep 169.3272.56$70.944.6%2101.0025
$700.00Sep 160.7661.46$61.111.1%11.001
$710.00Sep 149.7551.45$50.603.4%--1.0011
$715.00Sep 145.9446.23$46.080.6%51.004
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$910.00Sep 2147.30150.69$149.002.3%61.00--
$777.00Sep 415.0016.68$15.8410.6%1401.00560
$778.00Sep 416.5217.19$16.864.0%701.00729
$779.00Sep 416.9219.01$17.9711.6%8461.00758
$780.00Sep 418.2120.23$19.2210.5%1.8K1.001.5K

Most actively traded options today. High liquidity = easy entry/exit. 2,832 active (total vol 11.0M, top 799.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$763.00Sep 10.040.05$0.0520.0%765.2K0.06921
$762.00Sep 10.160.17$0.175.9%707.2K0.21659
$764.00Sep 10.010.02$0.0250.0%682.4K0.032.1K
$765.00Sep 10.010.02$0.0250.0%534.9K0.023.9K
$761.00Sep 10.520.53$0.531.9%356.9K0.52499
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$761.00Sep 10.440.45$0.452.2%799.0K0.484.8K
$762.00Sep 11.071.09$1.081.9%700.4K0.785.8K
$760.00Sep 10.140.15$0.156.7%601.3K0.216.5K
$763.00Sep 11.931.98$1.962.6%538.6K0.947.0K
$764.00Sep 12.892.96$2.932.4%366.8K0.976.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 56.7%, max 63.5%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$760.00Sep 1Oct 1619.7%12.1%63.5%143.2K8.2K
$761.00Sep 1Oct 1618.3%11.9%52.9%357.7K916
$762.00Sep 1Oct 1617.9%11.8%51.6%708.0K962
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$760.00Sep 1Oct 1619.7%12.1%63.5%604.5K12.0K
$762.00Sep 1Oct 1618.4%11.8%56.0%701.4K6.4K
$761.00Sep 1Oct 1618.3%11.9%52.9%800.1K5.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 886 found (best R:R 0.81, avg 4.33)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$700.00$705.00Oct 9$3.29$1.71$3.2991%0.52$703.29
$713.00$714.00Sep 30$0.13$0.87$0.1391%6.69$713.13
$725.00$726.00Sep 18$0.16$0.84$0.1690%5.25$725.16
$721.00$722.00Oct 16$0.13$0.87$0.1382%6.69$721.13
$707.00$708.00Oct 16$0.19$0.81$0.1988%4.26$707.19
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$785.00$776.00Oct 9$4.96$4.04$4.9680%0.81$780.04
$787.00$786.00Sep 30$0.14$0.86$0.1487%6.14$786.86
$789.00$787.00Oct 2$1.02$0.98$1.0287%0.96$787.98
$789.00$787.00Oct 16$0.89$1.11$0.8981%1.25$788.11
$793.00$790.00Oct 9$1.91$1.09$1.9187%0.57$791.09

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 656 found (best R:R 0.84, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$770.00Sep 15$2.28$2.28$2.7258%0.84$767.28
$765.00$770.00Sep 14$2.23$2.23$2.7759%0.81$767.23
$770.00$775.00Sep 15$1.56$1.56$3.4470%0.45$771.56
$770.00$775.00Sep 14$1.48$1.48$3.5271%0.42$771.48
$775.00$780.00Sep 15$0.91$0.91$4.0981%0.22$775.91
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$761.00$760.00Sep 1$0.30$0.30$0.7052%0.43$760.70
$755.00$754.00Sep 2$0.12$0.12$0.8884%0.14$754.88
$758.00$757.00Sep 2$0.23$0.23$0.7770%0.30$757.77
$756.00$755.00Sep 2$0.14$0.14$0.8680%0.16$755.86
$752.00$751.00Sep 3$0.11$0.11$0.8984%0.12$751.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $1.68, cheapest $1.64)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$761.00Sep 1Sep 2$1.7218.3%13.2%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$761.00Sep 1Sep 2$1.6418.3%13.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,164 found (cheapest 0.13% of stock, avg 3.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$761.00Sep 1$0.53$0.45$0.98$760.02$761.980.13%
$762.00Sep 1$0.17$1.08$1.25$760.75$763.250.16%
$760.00Sep 1$1.23$0.15$1.38$758.62$761.380.18%
$763.00Sep 1$0.05$1.96$2.01$760.99$765.010.26%
$759.00Sep 1$2.13$0.06$2.19$756.81$761.190.29%
$764.00Sep 1$0.02$2.93$2.95$761.05$766.950.39%
$758.00Sep 1$3.12$0.03$3.15$754.85$761.150.41%
$765.00Sep 1$0.02$3.92$3.94$761.06$768.940.52%
$757.00Sep 1$4.13$0.02$4.15$752.85$761.150.55%
$762.00Sep 2$1.72$2.55$4.27$757.73$766.270.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 371 found (cheapest 0.01% of stock, avg 1.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$763.00$759.00Sep 1$0.05$0.06$0.11$758.89$763.11
$762.00$759.00Sep 1$0.17$0.06$0.23$758.77$762.23
$763.00$760.00Sep 1$0.05$0.15$0.20$759.80$763.20
$762.00$760.00Sep 1$0.17$0.15$0.32$759.68$762.32
$762.00$761.00Sep 1$0.17$0.45$0.62$760.38$762.62
$763.00$761.00Sep 1$0.05$0.45$0.50$760.50$763.50
$766.00$757.00Sep 2$0.41$0.86$1.27$755.73$767.27
$765.00$757.00Sep 2$0.62$0.86$1.48$755.52$766.48
$766.00$758.00Sep 2$0.41$1.09$1.50$756.50$767.50
$764.00$757.00Sep 2$0.90$0.86$1.76$755.24$765.76

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 426 found (best R:R 1.17, avg credit $0.56)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
733/734769/770Sep 18$0.54$0.4649%1.17$733.46$769.54
726/727770/771Sep 25$0.53$0.4750%1.13$726.47$770.53
733/734770/771Sep 18$0.52$0.4851%1.08$733.48$770.52
736/737769/770Sep 18$0.56$0.4447%1.27$736.44$769.56
732/733769/770Sep 18$0.53$0.4750%1.13$732.47$769.53
736/737770/771Sep 18$0.54$0.4649%1.17$736.46$770.54
732/733770/771Sep 18$0.51$0.4952%1.04$732.49$770.51
726/727771/772Sep 25$0.51$0.4952%1.04$726.49$771.51
727/728770/771Sep 25$0.53$0.4750%1.13$727.47$770.53
734/735769/770Sep 18$0.54$0.4648%1.17$734.46$769.54

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 332 found (best R:R 24.32, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$700.00$720.00$740.00Sep 14$0.79$19.2113%24.32
$745.00$750.00$755.00Sep 14$0.28$4.7215%16.86
$750.00$755.00$760.00Sep 14$0.41$4.5920%11.20
$750.00$755.00$760.00Sep 15$0.40$4.6019%11.50
$745.00$750.00$755.00Sep 15$0.30$4.7015%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Sep 14$0.40$4.6020%11.50
$750.00$755.00$760.00Sep 15$0.39$4.6119%11.82
$745.00$750.00$755.00Sep 15$0.30$4.7015%15.67
$740.00$745.00$750.00Sep 14$0.22$4.7812%21.73
$745.00$750.00$755.00Sep 14$0.32$4.6815%14.63

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,088 found (best net $-5.94, 1,073 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$690.001:2Sep 1-$5.94$59.06
$630.00$685.001:2Sep 2-$21.11$33.89
$685.00$715.001:2Sep 2-$16.11$13.89
$720.00$740.001:2Sep 14-$5.11$14.89
$725.00$740.001:2Sep 15-$10.21$4.79
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$785.00$775.001:2Sep 15-$5.44$4.56
$763.00$762.001:2Sep 1-$0.20$0.80
$690.00$675.001:2Sep 10-$0.07$14.93
$759.00$758.001:2Sep 1$0.00$1.00
$680.00$665.001:2Sep 9-$0.05$14.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 328 found (best yield 1.94%, avg 0.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$762.00Oct 16$14.800.480.1%1.94%2.07%784303
$763.00Oct 16$14.200.480.2%1.87%2.12%1.5K504
$764.00Oct 16$13.600.470.4%1.79%2.17%698455
$765.00Oct 16$13.020.460.5%1.71%2.23%1.4K5.3K
$766.00Oct 16$12.460.440.7%1.64%2.28%1875.1K
$767.00Oct 16$11.900.430.8%1.56%2.34%2025.4K
$768.00Oct 16$11.360.420.9%1.49%2.40%4552.8K
$769.00Oct 16$10.840.411.0%1.42%2.47%1911.8K
$770.00Oct 16$10.320.401.2%1.36%2.53%1.4K9.3K
$771.00Oct 16$9.820.391.3%1.29%2.60%5881.8K

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 5,147,692
Total Puts 5,900,285
Put/Call Ratio 1.15
Net Difference -752,593

Prior's Put/Call Breakdown

Total Calls 3,849,335
Total Puts 4,608,967
Put/Call Ratio 1.20
Net Difference -759,632

Prior 7-Day Put/Call Summary

Total Calls 30,668,041
Total Puts 33,698,767
Average Put/Call Ratio 1.11
Ratio Trend Falling

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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