Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$760.80 -0.81%
9/1 15:40

Option Volume

Detail
Current (09/01 3:40pm) 11,150,651
Calls: 5,190,148 (47%)
Puts: 5,960,503 (53%)
Prior (08/31) 8,558,188
Calls: 3,890,452 (45%)
Puts: 4,667,736 (55%)
Current vs Prior +30.29%
Calls: +33.41% (Calls)
Puts: +27.70% (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 +21.27%
Calls: +18.47%
Puts: +23.81%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/01 3:40pm) $1.58B
Calls: $466.94M (30%)
Puts: $1.11B (70%)
Prior (08/31) $767.05M
Calls: $442.27M (58%)
Puts: $324.78M (42%)
Current vs Prior +105.71%
Calls: +5.58%
Puts: +242.07%
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 +63.63%
Calls: -11.95%
Puts: +155.99%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/01 3:40pm) 1.15
Prior (08/31) 1.20
Current vs Prior -4.28%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg +3.75%
Sentiment BEARISH

Open Interest

Detail
Current (09/01 3:40pm) 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% | 0.64%0.64% | 1.11%1.11% | 1.75%2.20% | 3.89%
Prior 0.48% | 0.67%0.15% | 0.67%1.02% | 1.56%2.19% | 3.65%
Current vs Prior -55.98% | -3.90%+336.32% | +65.28%+8.84% | +12.57%+0.22% | +6.43%
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 -58.60% | -12.62%+103.71% | +46.20%+51.22% | +17.94%+2.19% | +2.75%
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 -55.98% | -3.90%+336.32% | +65.28%+8.84% | +12.57%+0.22% | +6.43%
Sentiment BULLISHBEARISHBEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 1.81% | 1.02%
Calls: 1.94% | 1.12%
Puts: 1.69% | 0.91%
Prior 1.85% | 0.78%
Calls: 0.56% | 0.78%
Puts: 3.14% | 0.78%
Current vs Prior -2.16% | +30.77%
Prior 7-Day Avg 1.65% | 1.32%
Calls: 1.49% | 1.18%
Puts: 1.80% | 1.46%
Current vs 7-Day Avg +9.98% | -22.64%
Liquidity Good
+
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🤖 AI Insights

Moderately bearish flow with 70% put dollar volume ($1.11B). Massive premium surge with dollar volume up 106% vs prior. Dollar volume significantly above 7-day average (64% 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
15:40BEARISHBEARISHBEARISH
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 2,511 of results (avg 2.5%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Oct 1615.9115.94$15.930.2%1.2K0.507.7K
$763.00Sep 3010.0210.04$10.030.2%8430.46179
$762.00Oct 1614.6714.70$14.680.2%7840.47303
$764.00Sep 309.459.47$9.460.2%5130.44449
$763.00Oct 1614.0714.10$14.090.2%1.5K0.47504
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$761.00Sep 2510.2210.23$10.230.1%1520.52361
$880.00Sep 1119.06119.21$119.140.1%241.00--
$885.00Sep 1124.05124.21$124.130.1%211.00--
$870.00Sep 1109.06109.23$109.150.2%171.00--
$875.00Sep 1114.05114.23$114.140.2%1061.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 714 found (avg $0.38, cheapest $0.12)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$762.00Sep 10.110.12$0.128.3%713.3K0.17659
$761.00Sep 10.400.41$0.412.4%365.6K0.45499
$770.00Sep 20.060.07$0.0714.3%17.6K0.036.2K
$769.00Sep 20.090.10$0.1010.0%17.5K0.052.0K
$768.00Sep 20.140.15$0.156.7%20.9K0.072.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$759.00Sep 10.060.07$0.0714.3%351.1K0.103.0K
$760.00Sep 10.200.21$0.214.8%619.7K0.256.5K
$761.00Sep 10.580.59$0.591.7%811.1K0.554.8K
$747.00Sep 20.080.09$0.0911.1%1.8K0.03721
$749.00Sep 20.130.14$0.147.1%3.4K0.05414

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 1134.14137.65$135.892.6%--1.0021
$625.00Sep 2134.21137.72$135.972.6%221.0022
$630.00Sep 2129.21132.72$130.972.7%61.006
$625.00Sep 3134.27137.78$136.032.6%221.00--
$635.00Sep 3124.27127.79$126.032.8%61.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 14.094.22$4.153.1%121.8K1.0010.2K
$766.00Sep 15.125.22$5.171.9%31.6K1.009.9K
$767.00Sep 16.066.22$6.142.6%14.1K1.007.3K
$768.00Sep 17.057.22$7.142.4%4.4K1.002.8K
$769.00Sep 18.058.23$8.142.2%2.8K1.003.2K

Most actively traded options today. High liquidity = easy entry/exit. 2,838 active (total vol 11.1M, top 811.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$763.00Sep 10.030.04$0.0425.0%770.0K0.06921
$762.00Sep 10.110.12$0.128.3%713.3K0.17659
$764.00Sep 10.010.02$0.0250.0%685.2K0.032.1K
$765.00Sep 10.010.02$0.0250.0%535.5K0.023.9K
$761.00Sep 10.400.41$0.412.4%365.6K0.45499
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$761.00Sep 10.580.59$0.591.7%811.1K0.554.8K
$762.00Sep 11.291.31$1.301.5%703.9K0.825.8K
$760.00Sep 10.200.21$0.214.8%619.7K0.256.5K
$763.00Sep 12.132.24$2.195.0%538.9K0.947.0K
$764.00Sep 13.113.22$3.173.5%367.4K0.966.2K

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 69.8%, max 74.7%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$760.00Sep 1Oct 1621.1%12.1%74.7%144.6K8.2K
$762.00Sep 1Oct 1620.0%11.8%69.0%714.1K962
$761.00Sep 1Oct 1619.8%11.9%65.7%366.4K916
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$760.00Sep 1Oct 1621.1%12.1%74.7%622.9K12.0K
$762.00Sep 1Oct 1620.0%11.8%69.0%704.9K6.4K
$761.00Sep 1Oct 1619.8%11.9%65.7%812.3K5.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 896 found (best R:R 0.81, avg 4.38)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$747.00$748.00Sep 3$0.22$0.78$0.2292%3.55$747.22
$713.00$714.00Sep 30$0.22$0.78$0.2291%3.55$713.22
$733.00$734.00Sep 8$0.27$0.73$0.2795%2.70$733.27
$729.00$730.00Sep 18$0.20$0.80$0.2087%4.00$729.20
$709.00$710.00Sep 11$0.32$0.68$0.3297%2.12$709.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$785.00$776.00Oct 9$4.97$4.03$4.9780%0.81$780.03
$789.00$787.00Oct 16$0.80$1.20$0.8081%1.50$788.20
$793.00$790.00Oct 9$1.81$1.19$1.8188%0.66$791.19
$785.00$784.00Sep 25$0.12$0.88$0.1288%7.33$784.88
$789.00$787.00Oct 2$0.99$1.01$0.9988%1.02$788.01

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 661 found (best R:R 0.82, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$770.00Sep 15$2.25$2.25$2.7559%0.82$767.25
$765.00$770.00Sep 14$2.19$2.19$2.8159%0.78$767.19
$770.00$775.00Sep 15$1.53$1.53$3.4770%0.44$771.53
$770.00$775.00Sep 14$1.45$1.45$3.5571%0.41$771.45
$775.00$780.00Sep 15$0.88$0.88$4.1281%0.21$775.88
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$760.00$759.00Sep 1$0.14$0.14$0.8675%0.16$759.86
$756.00$755.00Sep 2$0.17$0.17$0.8379%0.20$755.83
$751.00$750.00Sep 3$0.11$0.11$0.8986%0.12$750.89
$754.00$753.00Sep 2$0.10$0.10$0.9086%0.11$753.90
$753.00$752.00Sep 3$0.14$0.14$0.8682%0.16$752.86

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $1.65, cheapest $1.61)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$761.00Sep 1Sep 2$1.6919.8%13.6%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$761.00Sep 1Sep 2$1.6119.8%13.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,165 found (cheapest 0.13% of stock, avg 3.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$761.00Sep 1$0.41$0.59$1.00$760.00$762.000.13%
$760.00Sep 1$1.03$0.21$1.24$758.76$761.240.16%
$762.00Sep 1$0.12$1.30$1.42$760.58$763.420.19%
$759.00Sep 1$1.90$0.07$1.97$757.03$760.970.26%
$763.00Sep 1$0.04$2.19$2.23$760.77$765.230.29%
$758.00Sep 1$2.90$0.03$2.93$755.07$760.930.39%
$764.00Sep 1$0.02$3.17$3.19$760.81$767.190.42%
$757.00Sep 1$3.90$0.02$3.92$753.08$760.920.52%
$765.00Sep 1$0.02$4.15$4.17$760.83$769.170.55%
$762.00Sep 2$1.59$2.69$4.28$757.72$766.280.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 371 found (cheapest 0.01% of stock, avg 1.62%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$763.00$759.00Sep 1$0.04$0.07$0.11$758.89$763.11
$762.00$759.00Sep 1$0.12$0.07$0.19$758.81$762.19
$763.00$760.00Sep 1$0.04$0.21$0.25$759.75$763.25
$762.00$760.00Sep 1$0.12$0.21$0.33$759.67$762.33
$761.00$759.00Sep 1$0.41$0.07$0.48$758.52$761.48
$761.00$760.00Sep 1$0.41$0.21$0.62$759.38$761.62
$765.00$756.00Sep 2$0.56$0.73$1.29$754.71$766.29
$765.00$757.00Sep 2$0.56$0.92$1.48$755.52$766.48
$764.00$756.00Sep 2$0.82$0.73$1.55$754.45$765.55
$764.00$757.00Sep 2$0.82$0.92$1.74$755.26$765.74

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 359 found (best R:R 1.13, avg credit $0.57)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
731/732769/770Sep 18$0.53$0.4750%1.13$731.47$769.53
733/734769/770Sep 18$0.54$0.4649%1.17$733.46$769.54
735/736769/770Sep 18$0.55$0.4548%1.22$735.45$769.55
731/732770/771Sep 18$0.50$0.5052%1.00$731.50$770.50
734/735769/770Sep 18$0.54$0.4648%1.17$734.46$769.54
738/739769/770Sep 18$0.57$0.4345%1.33$738.43$769.57
726/727770/771Sep 25$0.52$0.4850%1.08$726.48$770.52
733/734770/771Sep 18$0.51$0.4951%1.04$733.49$770.51
737/738769/770Sep 18$0.56$0.4446%1.27$737.44$769.56
736/737769/770Sep 18$0.55$0.4547%1.22$736.45$769.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 316 found (best R:R 37.46, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$700.00$720.00$740.00Sep 14$0.52$19.4813%37.46
$745.00$750.00$755.00Sep 15$0.24$4.7615%19.83
$750.00$755.00$760.00Sep 14$0.40$4.6020%11.50
$745.00$750.00$755.00Sep 14$0.28$4.7216%16.86
$740.00$745.00$750.00Sep 15$0.19$4.8112%25.32
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Sep 14$0.42$4.5820%10.90
$745.00$750.00$755.00Sep 15$0.29$4.7115%16.24
$745.00$750.00$755.00Sep 14$0.31$4.6916%15.13
$750.00$755.00$760.00Sep 15$0.41$4.5919%11.20
$755.00$760.00$765.00Sep 14$0.53$4.4722%8.43

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,078 found (best net $-5.93, 1,063 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$690.001:2Sep 1-$5.93$59.07
$630.00$685.001:2Sep 2-$20.97$34.03
$685.00$715.001:2Sep 2-$16.01$13.99
$720.00$740.001:2Sep 14-$4.71$15.29
$725.00$740.001:2Sep 15-$10.12$4.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$763.00$762.001:2Sep 1-$0.41$0.59
$690.00$675.001:2Sep 10-$0.08$14.92
$680.00$665.001:2Sep 9-$0.06$14.94
$756.00$755.001:2Sep 1$0.00$1.00
$665.00$650.001:2Sep 1-$0.01$14.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 339 found (best yield 2.01%, avg 0.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$761.00Oct 16$15.280.490.0%2.01%2.03%859417
$762.00Oct 16$14.670.470.2%1.93%2.09%784303
$763.00Oct 16$14.070.470.3%1.85%2.14%1.5K504
$764.00Oct 16$13.480.460.4%1.77%2.19%698455
$765.00Oct 16$12.900.450.6%1.70%2.25%1.4K5.3K
$766.00Oct 16$12.340.440.7%1.62%2.31%1875.1K
$767.00Oct 16$11.790.430.8%1.55%2.36%2025.4K
$768.00Oct 16$11.250.420.9%1.48%2.43%4552.8K
$769.00Oct 16$10.720.411.1%1.41%2.49%1911.8K
$770.00Oct 16$10.210.401.2%1.34%2.55%1.4K9.3K

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 5,190,148
Total Puts 5,960,503
Put/Call Ratio 1.15
Net Difference -770,355

Prior's Put/Call Breakdown

Total Calls 3,890,452
Total Puts 4,667,736
Put/Call Ratio 1.20
Net Difference -777,284

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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