Tour
v526
SPY
State Street SPDR S&P 500 ETF Trust
$761.03
-0.78%
Option Volume
Detail
Current (09/01 3:45pm)
11,317,159
Calls:
5,268,153
(47%)
Puts:
6,049,006
(53%)
Prior (08/31)
8,759,800
Calls:
3,980,768
(45%)
Puts:
4,779,032
(55%)
Current vs Prior
+29.19%
Calls:
+32.34%
(Calls)
Puts:
+26.57%
(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
+23.08%
Calls:
+20.25%
Puts:
+25.65%
Sentiment
BEARISH
Dollar Volume
Detail
Current (09/01 3:45pm)
$1.55B
Calls:
$488.18M
(31%)
Puts:
$1.06B
(69%)
Prior (08/31)
$807.99M
Calls:
$495.24M
(61%)
Puts:
$312.75M
(39%)
Current vs Prior
+92.17%
Calls:
-1.43%
Puts:
+240.39%
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
+61.02%
Calls:
-7.95%
Puts:
+145.30%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (09/01 3:45pm)
1.15
Prior (08/31)
1.20
Current vs Prior
-4.36%
Prior 7-Day Average
1.11
Current vs Prior 7-Day Avg
+3.73%
Sentiment
BEARISH
Open Interest
Detail
Current (09/01 3:45pm)
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% | 0.62%0.62% | 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
-56.53% | -7.26%+321.05% | +62.68%+7.13% | +10.68%+0.55% | +5.64%
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
-59.13% | -15.68%+96.58% | +43.90%+48.84% | +15.96%+2.52% | +1.99%
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
-56.53% | -7.26%+321.05% | +62.68%+7.13% | +10.68%+0.55% | +5.64%
Sentiment
BULLISHBEARISHBEARISHBEARISH
Relative Spread
Detail
Expiry | Next
Current
1.94% | 0.82%
Calls:
2.08% | 0.46%
Puts:
1.79% | 1.18%
Prior
1.85% | 0.78%
Calls:
0.56% | 0.78%
Puts:
3.14% | 0.78%
Current vs Prior
+4.86% | +5.13%
Prior 7-Day Avg
1.65% | 1.32%
Calls:
1.49% | 1.18%
Puts:
1.80% | 1.46%
Current vs 7-Day Avg
+17.88% | -37.81%
Liquidity
Excellent
Add Card
AI Insights
Moderately bearish flow with 69% put dollar volume ($1.06B). Elevated premium activity with dollar volume up 92% vs prior. Dollar volume significantly above 7-day average (61% 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
BEARISH
7-Day Avg
NEUTRAL
Current
BEARISH
Prior
BEARISH
7-Day Avg
NEUTRAL
Current
BULLISH
Prior
BULLISH
7-Day Avg
BULLISH
Sentiment Timeline (Today)
| Time | Smart Money | Retail | Overall |
|---|---|---|---|
| 15:45 | BEARISH | BEARISH | BEARISH |
| 15:40 | BEARISH | BEARISH | BEARISH |
| 15:35 | BEARISH | BEARISH | BEARISH |
| 15:30 | BEARISH | BEARISH | BEARISH |
| 15:25 | BEARISH | BEARISH | BEARISH |
| 15:20 | BEARISH | BEARISH | BEARISH |
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
5,268,153
Total Puts
6,049,006
Put/Call Ratio
1.15
Net Difference
-780,853
Prior's Put/Call Breakdown
Total Calls
3,980,768
Total Puts
4,779,032
Put/Call Ratio
1.20
Net Difference
-798,264
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 |
|---|---|---|---|---|
| Loading data... | ||||
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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