Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$761.72 -0.69%
$761.56 (-0.02%)🌙
as of 09/01 04:05 PM
9/1 16:05

Option Volume

Detail
Current (09/01 4:05pm) 11,841,343
Calls: 5,482,670 (46%)
Puts: 6,358,673 (54%)
Prior (08/31) 9,159,150
Calls: 4,181,405 (46%)
Puts: 4,977,745 (54%)
Current vs Prior +29.28%
Calls: +31.12% (Calls)
Puts: +27.74% (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 +28.78%
Calls: +25.14%
Puts: +32.08%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/01 4:05pm) $1.49B
Calls: $562.06M (38%)
Puts: $926.47M (62%)
Prior (08/31) $840.67M
Calls: $527.57M (63%)
Puts: $313.10M (37%)
Current vs Prior +77.06%
Calls: +6.54%
Puts: +195.90%
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 +54.36%
Calls: +5.98%
Puts: +113.48%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/01 4:05pm) 1.16
Prior (08/31) 1.19
Current vs Prior -2.58%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg +4.78%
Sentiment BEARISH

Open Interest

Detail
Current (09/01 4:05pm) 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 0.16% | 0.62%0.62% | 1.08%1.08% | 1.73%2.21% | 3.87%
Prior 0.48% | 0.67%0.15% | 0.67%1.02% | 1.56%2.19% | 3.65%
Current vs Prior +27.57% | +27.79%+318.87% | +61.75%+6.52% | +11.08%+0.82% | +5.98%
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 +19.95% | +16.19%+95.56% | +43.08%+47.99% | +16.38%+2.80% | +2.32%
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 +27.57% | +27.79%+318.87% | +61.75%+6.52% | +11.08%+0.82% | +5.98%
Sentiment BEARISHBEARISHBEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 1.28% | 0.92%
Calls: 1.20% | 0.87%
Puts: 1.36% | 0.97%
Prior 1.85% | 0.78%
Calls: 0.56% | 0.78%
Puts: 3.14% | 0.78%
Current vs Prior -30.81% | +17.95%
Prior 7-Day Avg 1.65% | 1.32%
Calls: 1.49% | 1.18%
Puts: 1.80% | 1.46%
Current vs 7-Day Avg -22.22% | -30.23%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 62% put dollar volume ($926.47M). Elevated premium activity with dollar volume up 77% vs prior. Dollar volume significantly above 7-day average (54% higher). Slightly bearish P/C ratio of 1.16.

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 NEUTRAL
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
16:05BEARISHBEARISHBEARISH
16:00BEARISHBEARISHBEARISH
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 2,572 of results (avg 2.9%, best 0.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Oct 1612.7712.81$12.790.3%2040.455.1K
$761.00Oct 1615.7715.82$15.800.3%9360.50417
$767.00Oct 1612.2112.25$12.230.3%2040.445.4K
$762.00Oct 1615.1415.19$15.170.3%8060.48303
$764.00Sep 258.898.92$8.910.3%4710.45134
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$763.00Sep 189.199.22$9.210.3%2.1K0.533.8K
$761.00Sep 3010.7110.75$10.730.4%2.6K0.5122.4K
$760.00Sep 187.988.01$8.000.4%16.5K0.4862.5K
$766.00Oct 213.2913.34$13.320.4%440.57670
$765.00Oct 1614.9114.97$14.940.4%9.7K0.5412.9K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 721 found (avg $0.38, cheapest $0.14)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$762.00Sep 10.130.14$0.147.1%756.1K0.31659
$761.00Sep 10.670.72$0.707.1%395.7K0.86499
$770.00Sep 20.050.06$0.0616.7%20.8K0.036.2K
$769.00Sep 20.090.10$0.1010.0%24.6K0.052.0K
$768.00Sep 20.160.17$0.175.9%26.0K0.082.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$761.00Sep 10.090.10$0.1010.0%851.3K0.204.8K
$762.00Sep 10.510.56$0.549.3%719.1K0.695.8K
$749.00Sep 20.090.10$0.1010.0%4.0K0.03414
$750.00Sep 20.120.13$0.137.7%12.1K0.044.6K
$751.00Sep 20.150.16$0.166.3%7.9K0.053.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,387 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 1135.02138.12$136.572.3%--1.0021
$690.00Sep 170.0273.30$71.664.6%2101.0025
$700.00Sep 160.1862.03$61.113.0%11.001
$710.00Sep 150.1852.03$51.113.6%101.0011
$715.00Sep 146.3146.71$46.510.9%81.004
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$777.00Sep 414.9215.75$15.345.4%1511.00560
$778.00Sep 415.9216.86$16.395.7%3641.00729
$779.00Sep 416.9218.81$17.8710.6%8961.00758
$780.00Sep 417.7019.81$18.7611.2%1.8K1.001.5K
$781.00Sep 418.9219.75$19.344.3%2761.00204

Most actively traded options today. High liquidity = easy entry/exit. 2,873 active (total vol 11.8M, top 851.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$763.00Sep 10.020.03$0.0333.3%798.8K0.06921
$762.00Sep 10.130.14$0.147.1%756.1K0.31659
$764.00Sep 10.000.01$0.01100.0%700.6K0.012.1K
$765.00Sep 10.000.01$0.01100.0%547.8K0.013.9K
$761.00Sep 10.670.72$0.707.1%395.7K0.86499
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$761.00Sep 10.090.10$0.1010.0%851.3K0.204.8K
$762.00Sep 10.510.56$0.549.3%719.1K0.695.8K
$760.00Sep 10.020.03$0.0333.3%663.2K0.066.5K
$763.00Sep 11.331.45$1.398.6%541.9K0.947.0K
$759.00Sep 10.000.01$0.01100.0%384.4K0.013.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 8.1%, max 9.2%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$762.00Sep 1Oct 1612.8%11.9%7.5%756.9K962
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Sep 1Oct 1613.1%12.0%9.2%852.5K5.5K
$762.00Sep 1Oct 1612.8%11.9%7.5%720.1K6.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 868 found (best R:R 6.14, avg 4.37)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$729.00$730.00Sep 18$0.14$0.86$0.1488%6.14$729.14
$726.00$727.00Sep 30$0.15$0.85$0.1585%5.67$726.15
$724.00$725.00Oct 2$0.15$0.85$0.1585%5.67$724.15
$718.00$719.00Oct 16$0.15$0.85$0.1584%5.67$718.15
$734.00$735.00Oct 2$0.12$0.88$0.1279%7.33$734.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$785.00$784.00Oct 2$0.11$0.89$0.1183%8.09$784.89
$793.00$790.00Oct 9$1.93$1.07$1.9387%0.55$791.07
$785.00$784.00Sep 25$0.26$0.74$0.2687%2.85$784.74
$788.00$787.00Sep 30$0.28$0.72$0.2888%2.57$787.72
$778.00$777.00Sep 11$0.37$0.63$0.3789%1.70$777.63

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 650 found (best R:R 0.86, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$770.00Sep 14$2.31$2.31$2.6957%0.86$767.31
$765.00$770.00Sep 15$2.35$2.35$2.6557%0.89$767.35
$770.00$775.00Sep 15$1.64$1.64$3.3669%0.49$771.64
$770.00$775.00Sep 14$1.55$1.55$3.4570%0.45$771.55
$775.00$780.00Sep 15$0.96$0.96$4.0480%0.24$775.96
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$756.00$755.00Sep 2$0.13$0.13$0.8783%0.15$755.87
$752.00$751.00Sep 3$0.10$0.10$0.9086%0.11$751.90
$757.00$756.00Sep 2$0.15$0.15$0.8579%0.18$756.85
$753.00$752.00Sep 4$0.16$0.16$0.8479%0.19$752.84
$758.00$757.00Sep 2$0.19$0.19$0.8174%0.23$757.81

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $1.73, cheapest $1.67)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$762.00Sep 1Sep 2$1.7812.8%13.1%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$762.00Sep 1Sep 2$1.6712.8%13.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,168 found (cheapest 0.09% of stock, avg 3.96%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$762.00Sep 1$0.14$0.54$0.68$761.32$762.680.09%
$761.00Sep 1$0.70$0.10$0.80$760.20$761.800.11%
$763.00Sep 1$0.03$1.39$1.42$761.58$764.420.19%
$760.00Sep 1$1.67$0.03$1.70$758.30$761.700.22%
$764.00Sep 1$0.01$2.38$2.39$761.61$766.390.31%
$759.00Sep 1$2.61$0.01$2.62$756.38$761.620.34%
$765.00Sep 1$0.01$3.38$3.39$761.61$768.390.45%
$758.00Sep 1$3.53$0.01$3.54$754.46$761.540.46%
$762.00Sep 2$1.92$2.21$4.13$757.87$766.130.54%
$763.00Sep 2$1.41$2.71$4.12$758.88$767.120.54%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 374 found (cheapest 0.01% of stock, avg 1.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$763.00$760.00Sep 1$0.03$0.03$0.06$759.94$763.06
$763.00$761.00Sep 1$0.03$0.10$0.13$760.87$763.13
$762.00$760.00Sep 1$0.14$0.03$0.17$759.83$762.17
$762.00$761.00Sep 1$0.14$0.10$0.24$760.76$762.24
$766.00$757.00Sep 2$0.44$0.71$1.15$755.85$767.15
$765.00$757.00Sep 2$0.68$0.71$1.39$755.61$766.39
$766.00$758.00Sep 2$0.44$0.90$1.34$756.66$767.34
$765.00$758.00Sep 2$0.68$0.90$1.58$756.42$766.58
$766.00$759.00Sep 2$0.44$1.14$1.58$757.42$767.58
$764.00$757.00Sep 2$1.00$0.71$1.71$755.29$765.71

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 379 found (best R:R 1.08, avg credit $0.59)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
732/733770/771Sep 18$0.52$0.4851%1.08$732.48$770.52
726/727771/772Sep 30$0.55$0.4548%1.22$726.45$771.55
728/729771/772Sep 30$0.56$0.4447%1.27$728.44$771.56
734/735770/771Sep 18$0.53$0.4750%1.13$734.47$770.53
725/726771/772Sep 30$0.54$0.4648%1.17$725.46$771.54
733/734770/771Sep 18$0.52$0.4850%1.08$733.48$770.52
729/730771/772Sep 25$0.53$0.4749%1.13$729.47$771.53
741/742769/770Sep 11$0.49$0.5153%0.96$741.51$769.49
743/744769/770Sep 11$0.51$0.4951%1.04$743.49$769.51
736/737770/771Sep 18$0.54$0.4648%1.17$736.46$770.54

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 350 found (best R:R 19.62, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$700.00$720.00$740.00Sep 14$0.97$19.0315%19.62
$750.00$755.00$760.00Sep 14$0.36$4.6419%12.89
$761.00$762.00$763.00Sep 1$0.45$0.5580%1.22
$745.00$750.00$755.00Sep 15$0.27$4.7314%17.52
$745.00$750.00$755.00Sep 14$0.29$4.7115%16.24
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Sep 14$0.40$4.6019%11.50
$750.00$755.00$760.00Sep 15$0.38$4.6218%12.16
$761.00$762.00$763.00Sep 1$0.41$0.5973%1.44
$745.00$750.00$755.00Sep 14$0.29$4.7115%16.24
$740.00$745.00$750.00Sep 15$0.20$4.8011%24.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,079 found (best net $-6.75, 1,064 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$690.001:2Sep 1-$6.75$58.25
$630.00$685.001:2Sep 2-$21.72$33.28
$720.00$740.001:2Sep 14-$5.58$14.42
$725.00$740.001:2Sep 15-$10.70$4.30
$770.00$775.001:2Sep 15-$0.09$4.91
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$764.00$763.001:2Sep 1-$0.40$0.60
$690.00$675.001:2Sep 10-$0.08$14.92
$680.00$665.001:2Sep 9-$0.05$14.95
$665.00$650.001:2Sep 1-$0.01$14.99
$710.00$705.001:2Sep 2$0.00$5.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 335 found (best yield 1.99%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$762.00Oct 16$15.140.480.0%1.99%2.02%806303
$763.00Oct 16$14.530.470.2%1.91%2.08%1.6K504
$764.00Oct 16$13.930.470.3%1.83%2.13%984455
$765.00Oct 16$13.340.460.4%1.75%2.18%1.6K5.3K
$766.00Oct 16$12.770.450.6%1.68%2.24%2045.1K
$767.00Oct 16$12.210.440.7%1.60%2.30%2045.4K
$768.00Oct 16$11.660.430.8%1.53%2.36%4862.8K
$769.00Oct 16$11.120.421.0%1.46%2.42%2021.8K
$770.00Oct 16$10.600.411.1%1.39%2.48%1.5K9.3K
$771.00Oct 16$10.090.401.2%1.32%2.54%6561.8K

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 5,482,670
Total Puts 6,358,673
Put/Call Ratio 1.16
Net Difference -876,003

Prior's Put/Call Breakdown

Total Calls 4,181,405
Total Puts 4,977,745
Put/Call Ratio 1.19
Net Difference -796,340

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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