Tour
v526
SPY
State Street SPDR S&P 500 ETF Trust
$761.78
-0.69%
$762.01 (+0.03%)
as of 09/01 04:20 PM
Option Volume
Detail
Current (09/01 4:20pm)
11,926,576
Calls:
5,514,262
(46%)
Puts:
6,412,314
(54%)
Prior (08/31)
9,342,299
Calls:
4,260,461
(46%)
Puts:
5,081,838
(54%)
Current vs Prior
+27.66%
Calls:
+29.43%
(Calls)
Puts:
+26.18%
(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
+29.70%
Calls:
+25.86%
Puts:
+33.20%
Sentiment
BEARISH
Dollar Volume
Detail
Current (09/01 4:20pm)
$1.46B
Calls:
$566.14M
(39%)
Puts:
$895.16M
(61%)
Prior (08/31)
$877.78M
Calls:
$578.62M
(66%)
Puts:
$299.16M
(34%)
Current vs Prior
+66.48%
Calls:
-2.16%
Puts:
+199.23%
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
+51.54%
Calls:
+6.75%
Puts:
+106.26%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (09/01 4:20pm)
1.16
Prior (08/31)
1.19
Current vs Prior
-2.51%
Prior 7-Day Average
1.11
Current vs Prior 7-Day Avg
+5.06%
Sentiment
BEARISH
Open Interest
Detail
Current (09/01 4:20pm)
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% | 0.61%0.61% | 1.07%1.07% | 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
+25.66% | +26.01%+312.63% | +60.36%+5.60% | +10.65%+0.15% | +6.01%
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
+18.16% | +14.58%+92.65% | +41.85%+46.72% | +15.93%+2.12% | +2.34%
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
+25.66% | +26.01%+312.63% | +60.36%+5.60% | +10.65%+0.15% | +6.01%
Sentiment
BEARISHBEARISHBEARISHBEARISH
Relative Spread
Detail
Expiry | Next
Current
1.07% | 0.60%
Calls:
1.20% | 0.87%
Puts:
0.94% | 0.34%
Prior
1.85% | 0.78%
Calls:
0.56% | 0.78%
Puts:
3.14% | 0.78%
Current vs Prior
-42.16% | -23.08%
Prior 7-Day Avg
1.65% | 1.32%
Calls:
1.49% | 1.18%
Puts:
1.80% | 1.46%
Current vs 7-Day Avg
-34.98% | -54.50%
Liquidity
Excellent
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AI Insights
Moderately bearish flow with 61% put dollar volume ($895.16M). Elevated premium activity with dollar volume up 66% vs prior. Dollar volume significantly above 7-day average (52% 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 |
|---|---|---|---|
| 16:20 | BEARISH | BEARISH | BEARISH |
| 16:15 | BEARISH | BEARISH | BEARISH |
| 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
5,514,262
Total Puts
6,412,314
Put/Call Ratio
1.16
Net Difference
-898,052
Prior's Put/Call Breakdown
Total Calls
4,260,461
Total Puts
5,081,838
Put/Call Ratio
1.19
Net Difference
-821,377
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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