Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$761.11 -0.77%
9/1 15:55

Option Volume

Detail
Current (09/01 3:55pm) 11,544,011
Calls: 5,363,628 (46%)
Puts: 6,180,383 (54%)
Prior (08/31) 9,028,061
Calls: 4,120,066 (46%)
Puts: 4,907,995 (54%)
Current vs Prior +27.87%
Calls: +30.18% (Calls)
Puts: +25.92% (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 +25.54%
Calls: +22.43%
Puts: +28.38%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/01 3:55pm) $1.54B
Calls: $503.17M (33%)
Puts: $1.04B (67%)
Prior (08/31) $836.63M
Calls: $520.17M (62%)
Puts: $316.46M (38%)
Current vs Prior +83.94%
Calls: -3.27%
Puts: +227.28%
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 +59.58%
Calls: -5.12%
Puts: +138.65%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/01 3:55pm) 1.15
Prior (08/31) 1.19
Current vs Prior -3.27%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg +4.10%
Sentiment BEARISH

Open Interest

Detail
Current (09/01 3:55pm) 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 0.19% | 0.61%0.61% | 1.08%1.08% | 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 -60.07% | -8.45%+315.68% | +61.48%+6.34% | +10.75%+0.66% | +5.78%
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 -62.45% | -16.76%+94.07% | +42.84%+47.74% | +16.03%+2.63% | +2.12%
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 -60.07% | -8.45%+315.68% | +61.48%+6.34% | +10.75%+0.66% | +5.78%
Sentiment BULLISHBEARISHBEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 4.63% | 1.26%
Calls: 4.26% | 0.90%
Puts: 5.00% | 1.63%
Prior 1.85% | 0.78%
Calls: 0.56% | 0.78%
Puts: 3.14% | 0.78%
Current vs Prior +150.27% | +61.54%
Prior 7-Day Avg 1.65% | 1.32%
Calls: 1.49% | 1.18%
Puts: 1.80% | 1.46%
Current vs 7-Day Avg +181.34% | -4.44%
Liquidity Good
+
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🤖 AI Insights

Moderately bearish flow with 67% put dollar volume ($1.04B). Elevated premium activity with dollar volume up 84% vs prior. Dollar volume significantly above 7-day average (60% 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
15:55BEARISHBEARISHBEARISH
15:50BEARISHBEARISHBEARISH
15:45BEARISHBEARISHBEARISH
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 2,535 of results (avg 2.8%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Oct 1612.5212.55$12.540.2%1900.445.1K
$760.00Oct 1616.1016.14$16.120.2%1.2K0.507.7K
$761.00Oct 1615.4815.52$15.500.3%8600.49417
$768.00Oct 1611.4211.45$11.430.3%4550.422.8K
$762.00Oct 1614.8614.90$14.880.3%8000.48303
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$880.00Sep 1118.73119.06$118.900.3%241.00--
$875.00Sep 1113.74114.08$113.910.3%1061.00--
$865.00Sep 1103.75104.07$103.910.3%251.00--
$763.00Sep 189.439.46$9.450.3%2.0K0.543.8K
$763.00Sep 3011.7311.77$11.750.3%8150.541.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 709 found (avg $0.37, cheapest $0.10)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$762.00Sep 10.120.13$0.137.7%740.9K0.20659
$761.00Sep 10.460.48$0.474.3%389.0K0.54499
$769.00Sep 20.070.08$0.0812.5%21.9K0.042.0K
$770.00Sep 20.050.06$0.0616.7%19.5K0.036.2K
$768.00Sep 20.130.14$0.147.1%23.4K0.072.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Sep 10.090.10$0.1010.0%652.1K0.166.5K
$761.00Sep 10.330.35$0.345.9%836.4K0.454.8K
$751.00Sep 20.160.17$0.175.9%7.0K0.063.2K
$750.00Sep 20.120.13$0.137.7%11.1K0.044.6K
$749.00Sep 20.100.11$0.119.1%3.7K0.04414

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,386 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 1134.77137.52$136.152.0%--1.0021
$625.00Sep 2134.78137.60$136.192.1%221.0022
$630.00Sep 2129.80132.59$131.202.1%61.006
$625.00Sep 3134.88137.65$136.262.0%221.00--
$635.00Sep 3124.49127.68$126.092.5%61.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 13.783.97$3.884.9%122.3K1.0010.2K
$766.00Sep 14.784.97$4.883.9%32.1K1.009.9K
$767.00Sep 15.745.93$5.843.3%14.4K1.007.3K
$768.00Sep 16.756.97$6.863.2%4.6K1.002.8K
$769.00Sep 17.768.00$7.883.0%3.2K1.003.2K

Most actively traded options today. High liquidity = easy entry/exit. 2,861 active (total vol 11.5M, top 836.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$763.00Sep 10.030.04$0.0425.0%792.1K0.07921
$762.00Sep 10.120.13$0.137.7%740.9K0.20659
$764.00Sep 10.010.02$0.0250.0%696.2K0.032.1K
$765.00Sep 10.010.02$0.0250.0%543.4K0.023.9K
$761.00Sep 10.460.48$0.474.3%389.0K0.54499
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$761.00Sep 10.330.35$0.345.9%836.4K0.454.8K
$762.00Sep 10.971.02$1.005.0%712.3K0.805.8K
$760.00Sep 10.090.10$0.1010.0%652.1K0.166.5K
$763.00Sep 11.811.96$1.897.9%541.2K0.947.0K
$764.00Sep 12.822.94$2.884.2%369.1K0.966.2K

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 54.0%, max 61.6%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$760.00Sep 1Oct 1619.4%12.1%60.7%148.9K8.2K
$762.00Sep 1Oct 1618.9%11.8%59.6%741.7K962
$761.00Sep 1Oct 1617.4%12.0%45.6%389.9K916
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$760.00Sep 1Oct 1619.6%12.1%61.6%655.6K12.0K
$762.00Sep 1Oct 1618.8%11.8%58.5%713.2K6.4K
$761.00Sep 1Oct 1616.5%12.0%38.1%837.6K5.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 892 found (best R:R 2.67, avg 4.43)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$726.00$727.00Sep 18$0.15$0.85$0.1589%5.67$726.15
$741.00$742.00Sep 4$0.32$0.68$0.3294%2.12$741.32
$747.00$748.00Sep 8$0.23$0.77$0.2384%3.35$747.23
$706.00$707.00Oct 16$0.30$0.70$0.3088%2.33$706.30
$738.00$739.00Sep 11$0.30$0.70$0.3088%2.33$738.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$780.00$776.00Oct 9$1.09$2.91$1.0974%2.67$778.91
$775.00$770.00Sep 15$2.84$2.16$2.8481%0.76$772.16
$789.00$787.00Oct 16$0.86$1.14$0.8681%1.33$788.14
$793.00$790.00Oct 9$1.86$1.14$1.8687%0.61$791.14
$776.00$775.00Sep 4$0.32$0.68$0.32100%2.12$775.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 660 found (best R:R 0.85, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$770.00Sep 15$2.29$2.29$2.7158%0.85$767.29
$765.00$770.00Sep 14$2.24$2.24$2.7658%0.81$767.24
$770.00$775.00Sep 15$1.58$1.58$3.4270%0.46$771.58
$770.00$775.00Sep 14$1.49$1.49$3.5171%0.42$771.49
$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$0.24$0.24$0.7655%0.32$760.76
$755.00$754.00Sep 2$0.11$0.11$0.8985%0.12$754.89
$756.00$755.00Sep 2$0.14$0.14$0.8681%0.16$755.86
$757.00$756.00Sep 2$0.18$0.18$0.8277%0.22$756.82
$752.00$751.00Sep 3$0.11$0.11$0.8985%0.12$751.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $1.69, cheapest $1.74)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$761.00Sep 1Sep 2$1.7417.4%12.8%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$761.00Sep 1Sep 2$1.6516.5%12.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,172 found (cheapest 0.11% of stock, avg 4.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$761.00Sep 1$0.47$0.34$0.81$760.19$761.810.11%
$762.00Sep 1$0.13$1.00$1.13$760.87$763.130.15%
$760.00Sep 1$1.22$0.10$1.32$758.68$761.320.17%
$763.00Sep 1$0.04$1.89$1.93$761.07$764.930.25%
$759.00Sep 1$2.12$0.05$2.17$756.83$761.170.29%
$764.00Sep 1$0.02$2.88$2.90$761.10$766.900.38%
$758.00Sep 1$3.18$0.03$3.21$754.79$761.210.42%
$765.00Sep 1$0.02$3.88$3.90$761.10$768.900.51%
$762.00Sep 2$1.67$2.45$4.12$757.88$766.120.54%
$757.00Sep 1$4.14$0.02$4.16$752.84$761.160.55%

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$0.04$0.05$0.09$758.91$763.09
$763.00$760.00Sep 1$0.04$0.10$0.14$759.86$763.14
$762.00$759.00Sep 1$0.13$0.05$0.18$758.82$762.18
$762.00$760.00Sep 1$0.13$0.10$0.23$759.77$762.23
$762.00$761.00Sep 1$0.13$0.34$0.47$760.53$762.47
$763.00$761.00Sep 1$0.04$0.34$0.38$760.62$763.38
$766.00$757.00Sep 2$0.37$0.79$1.16$755.84$767.16
$765.00$757.00Sep 2$0.57$0.79$1.36$755.64$766.36
$766.00$758.00Sep 2$0.37$1.00$1.37$756.63$767.37
$765.00$758.00Sep 2$0.57$1.00$1.57$756.43$766.57

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 436 found (best R:R 1.22, avg credit $0.55)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
733/734769/770Sep 18$0.55$0.4549%1.22$733.45$769.55
726/727770/771Sep 25$0.54$0.4650%1.17$726.46$770.54
732/733769/770Sep 18$0.54$0.4650%1.17$732.46$769.54
727/728770/771Sep 25$0.54$0.4649%1.17$727.46$770.54
734/735769/770Sep 18$0.55$0.4548%1.22$734.45$769.55
738/739769/770Sep 18$0.58$0.4245%1.38$738.42$769.58
733/734770/771Sep 18$0.52$0.4851%1.08$733.48$770.52
737/738769/770Sep 18$0.57$0.4346%1.33$737.43$769.57
723/724771/772Sep 30$0.53$0.4750%1.13$723.47$771.53
725/726771/772Sep 30$0.54$0.4649%1.17$725.46$771.54

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 361 found (best R:R 141.86, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$700.00$720.00$740.00Sep 14$0.14$19.8613%141.86
$745.00$750.00$755.00Sep 15$0.19$4.8115%25.32
$750.00$755.00$760.00Sep 14$0.41$4.5920%11.20
$745.00$750.00$755.00Sep 14$0.30$4.7015%15.67
$755.00$760.00$765.00Sep 15$0.49$4.5122%9.20
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Sep 15$0.10$4.9023%49.00
$750.00$755.00$760.00Sep 14$0.41$4.5920%11.20
$745.00$750.00$755.00Sep 15$0.29$4.7115%16.24
$750.00$755.00$760.00Sep 15$0.41$4.5919%11.20
$745.00$750.00$755.00Sep 14$0.31$4.6915%15.13

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,077 found (best net $-5.93, 1,062 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$690.001:2Sep 1-$5.93$59.07
$630.00$685.001:2Sep 2-$21.26$33.74
$720.00$740.001:2Sep 14-$3.80$16.20
$725.00$740.001:2Sep 15-$10.34$4.66
$770.00$775.001:2Sep 15-$0.05$4.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$763.00$762.001:2Sep 1-$0.11$0.89
$760.00$759.001:2Sep 1$0.00$1.00
$764.00$763.001:2Sep 1-$0.90$0.10
$690.00$675.001:2Sep 10-$0.08$14.92
$680.00$665.001:2Sep 9-$0.04$14.96

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 327 found (best yield 1.95%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$762.00Oct 16$14.860.480.1%1.95%2.07%800303
$763.00Oct 16$14.250.480.2%1.87%2.12%1.5K504
$764.00Oct 16$13.660.470.4%1.79%2.17%699455
$765.00Oct 16$13.080.460.5%1.72%2.23%1.6K5.3K
$766.00Oct 16$12.520.440.6%1.64%2.29%1905.1K
$767.00Oct 16$11.960.430.8%1.57%2.35%2035.4K
$768.00Oct 16$11.420.420.9%1.50%2.41%4552.8K
$769.00Oct 16$10.890.411.0%1.43%2.47%1911.8K
$770.00Oct 16$10.370.401.2%1.36%2.53%1.4K9.3K
$771.00Oct 16$9.880.391.3%1.30%2.60%5891.8K

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 5,363,628
Total Puts 6,180,383
Put/Call Ratio 1.15
Net Difference -816,755

Prior's Put/Call Breakdown

Total Calls 4,120,066
Total Puts 4,907,995
Put/Call Ratio 1.19
Net Difference -787,929

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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