Tour
v526
SPY
State Street SPDR S&P 500 ETF Trust
$761.78
-0.69%
$761.63 (-0.02%)
as of 09/01 04:10 PM
Option Volume
Detail
Current (09/01 4:10pm)
11,889,140
Calls:
5,496,514
(46%)
Puts:
6,392,626
(54%)
Prior (08/31)
9,300,101
Calls:
4,242,330
(46%)
Puts:
5,057,771
(54%)
Current vs Prior
+27.84%
Calls:
+29.56%
(Calls)
Puts:
+26.39%
(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
+29.30%
Calls:
+25.46%
Puts:
+32.79%
Sentiment
BEARISH
Dollar Volume
Detail
Current (09/01 4:10pm)
$1.48B
Calls:
$557.26M
(38%)
Puts:
$918.25M
(62%)
Prior (08/31)
$897.51M
Calls:
$604.28M
(67%)
Puts:
$293.23M
(33%)
Current vs Prior
+64.40%
Calls:
-7.78%
Puts:
+213.15%
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
+53.01%
Calls:
+5.08%
Puts:
+111.58%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (09/01 4:10pm)
1.16
Prior (08/31)
1.19
Current vs Prior
-2.45%
Prior 7-Day Average
1.11
Current vs Prior 7-Day Avg
+5.07%
Sentiment
BEARISH
Open Interest
Detail
Current (09/01 4:10pm)
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
0.15% | 0.62%0.62% | 1.08%1.08% | 1.72%2.20% | 3.87%
Prior
0.48% | 0.67%0.15% | 0.67%1.02% | 1.56%2.19% | 3.65%
Current vs Prior
+27.29% | +27.39%+317.99% | +61.35%+6.25% | +10.90%+0.10% | +5.87%
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
+19.69% | +15.83%+95.15% | +42.72%+47.62% | +16.19%+2.06% | +2.20%
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
+27.29% | +27.39%+317.99% | +61.35%+6.25% | +10.90%+0.10% | +5.87%
Sentiment
BEARISHBEARISHBEARISHBEARISH
Relative Spread
Detail
Expiry | Next
Current
0.83% | 1.09%
Calls:
1.21% | 0.88%
Puts:
0.45% | 1.30%
Prior
1.85% | 0.78%
Calls:
0.56% | 0.78%
Puts:
3.14% | 0.78%
Current vs Prior
-55.14% | +39.74%
Prior 7-Day Avg
1.65% | 1.32%
Calls:
1.49% | 1.18%
Puts:
1.80% | 1.46%
Current vs 7-Day Avg
-49.57% | -17.33%
Liquidity
Excellent
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AI Insights
Moderately bearish flow with 62% put dollar volume ($918.25M). Elevated premium activity with dollar volume up 64% vs prior. Dollar volume significantly above 7-day average (53% 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)
| Time | Smart Money | Retail | Overall |
|---|---|---|---|
| 16:10 | BEARISH | BEARISH | BEARISH |
| 16:05 | BEARISH | BEARISH | BEARISH |
| 16:00 | BEARISH | BEARISH | BEARISH |
| 15:55 | BEARISH | BEARISH | BEARISH |
| 15:50 | BEARISH | BEARISH | BEARISH |
| 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
5,496,514
Total Puts
6,392,626
Put/Call Ratio
1.16
Net Difference
-896,112
Prior's Put/Call Breakdown
Total Calls
4,242,330
Total Puts
5,057,771
Put/Call Ratio
1.19
Net Difference
-815,441
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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