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
9/1 16:20

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)
TimeSmart MoneyRetailOverall
16:20BEARISHBEARISHBEARISH
16:15BEARISHBEARISHBEARISH
16:10BEARISHBEARISHBEARISH
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 2,493 of results (avg 3.2%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$761.00Oct 1615.8315.87$15.850.3%9860.50417
$766.00Oct 1612.8312.87$12.850.3%2050.455.1K
$767.00Sep 103.203.21$3.210.3%5340.35378
$767.00Oct 1612.2712.31$12.290.3%2040.445.4K
$762.00Oct 1615.2015.25$15.230.3%8380.49303
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Sep 259.459.48$9.470.3%1.4K0.491.6K
$750.00Sep 143.063.07$3.070.3%1.2K0.26243
$763.00Sep 189.139.16$9.150.3%2.1K0.533.8K
$762.00Sep 32.972.98$2.980.3%8.3K0.51550
$761.00Sep 3010.6610.70$10.680.4%2.6K0.5122.4K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 726 found (avg $0.38, cheapest $0.11)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$762.00Sep 10.100.11$0.119.1%762.2K0.30659
$761.00Sep 10.710.78$0.759.3%397.4K0.93499
$770.00Sep 20.050.06$0.0616.7%21.6K0.036.2K
$769.00Sep 20.090.10$0.1010.0%25.2K0.052.0K
$768.00Sep 20.160.17$0.175.9%26.6K0.082.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$762.00Sep 10.370.41$0.3910.3%722.1K0.705.8K
$751.00Sep 20.140.15$0.156.7%8.1K0.053.2K
$750.00Sep 20.110.12$0.128.3%12.5K0.044.6K
$752.00Sep 20.180.19$0.195.3%14.8K0.07600
$753.00Sep 20.230.24$0.244.2%14.6K0.08701

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 1135.02138.24$136.632.4%--1.0021
$690.00Sep 170.0273.31$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 146.3146.82$46.571.1%81.004
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$777.00Sep 415.1415.63$15.393.2%1691.00560
$778.00Sep 415.9216.86$16.395.7%3681.00729
$779.00Sep 416.9218.75$17.8410.3%8961.00758
$780.00Sep 417.7019.48$18.599.6%1.8K1.001.5K
$781.00Sep 418.1420.99$19.5614.6%2761.00204

Most actively traded options today. High liquidity = easy entry/exit. 2,884 active (total vol 11.9M, top 854.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$763.00Sep 10.000.01$0.01100.0%801.7K0.02921
$762.00Sep 10.100.11$0.119.1%762.2K0.30659
$764.00Sep 10.000.01$0.01100.0%700.7K0.012.1K
$765.00Sep 10.000.01$0.01100.0%548.1K0.013.9K
$761.00Sep 10.710.78$0.759.3%397.4K0.93499
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$761.00Sep 10.040.05$0.0520.0%854.8K0.144.8K
$762.00Sep 10.370.41$0.3910.3%722.1K0.705.8K
$760.00Sep 10.000.01$0.01100.0%666.6K0.026.5K
$763.00Sep 11.201.42$1.3116.8%542.1K0.987.0K
$759.00Sep 10.000.01$0.01100.0%384.7K0.013.0K

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 889 found (best R:R 2.70, avg 4.37)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$706.00$707.00Oct 16$0.18$0.82$0.1888%4.56$706.18
$715.00$716.00Oct 16$0.15$0.85$0.1585%5.67$715.15
$729.00$730.00Oct 2$0.14$0.86$0.1483%6.14$729.14
$724.00$725.00Oct 2$0.19$0.81$0.1985%4.26$724.19
$742.00$744.00Sep 25$0.88$1.12$0.8875%1.27$742.88
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$778.00$777.00Sep 2$0.27$0.73$0.27100%2.70$777.73
$781.00$780.00Sep 18$0.27$0.73$0.2786%2.70$780.73
$778.00$777.00Oct 2$0.16$0.84$0.1674%5.25$777.84
$777.00$776.00Sep 18$0.22$0.78$0.2280%3.55$776.78
$781.00$780.00Sep 25$0.27$0.73$0.2782%2.70$780.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 657 found (best R:R 0.87, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$770.00Sep 14$2.32$2.32$2.6857%0.87$767.32
$765.00$770.00Sep 15$2.36$2.36$2.6457%0.89$767.36
$770.00$775.00Sep 15$1.65$1.65$3.3568%0.49$771.65
$770.00$775.00Sep 14$1.56$1.56$3.4470%0.45$771.56
$775.00$780.00Sep 15$0.96$0.96$4.0480%0.24$775.96
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$757.00$756.00Sep 2$0.15$0.15$0.8580%0.18$756.85
$756.00$755.00Sep 2$0.11$0.11$0.8984%0.12$755.89
$753.00$752.00Sep 3$0.11$0.11$0.8984%0.12$752.89
$758.00$757.00Sep 2$0.18$0.18$0.8275%0.22$757.82
$754.00$753.00Sep 3$0.13$0.13$0.8782%0.15$753.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $1.77, cheapest $1.73)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$762.00Sep 1Sep 2$1.809.5%12.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$762.00Sep 1Sep 2$1.739.5%12.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,169 found (cheapest 0.07% of stock, avg 3.96%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$762.00Sep 1$0.11$0.39$0.50$761.50$762.500.07%
$761.00Sep 1$0.75$0.05$0.80$760.20$761.800.11%
$763.00Sep 1$0.01$1.31$1.32$761.68$764.320.17%
$760.00Sep 1$1.68$0.01$1.69$758.31$761.690.22%
$764.00Sep 1$0.01$2.26$2.27$761.73$766.270.30%
$759.00Sep 1$2.67$0.01$2.68$756.32$761.680.35%
$765.00Sep 1$0.01$3.28$3.29$761.71$768.290.43%
$758.00Sep 1$3.55$0.01$3.56$754.44$761.560.47%
$762.00Sep 2$1.91$2.12$4.03$757.97$766.030.53%
$763.00Sep 2$1.41$2.61$4.02$758.98$767.020.53%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 371 found (cheapest 0.02% of stock, avg 1.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$762.00$761.00Sep 1$0.11$0.05$0.16$760.84$762.16
$766.00$757.00Sep 2$0.44$0.66$1.10$755.90$767.10
$766.00$758.00Sep 2$0.44$0.84$1.28$756.72$767.28
$765.00$757.00Sep 2$0.68$0.66$1.34$755.66$766.34
$765.00$758.00Sep 2$0.68$0.84$1.52$756.48$766.52
$766.00$759.00Sep 2$0.44$1.07$1.51$757.49$767.51
$765.00$759.00Sep 2$0.68$1.07$1.75$757.25$766.75
$764.00$757.00Sep 2$1.00$0.66$1.66$755.34$765.66
$764.00$758.00Sep 2$1.00$0.84$1.84$756.16$765.84
$764.00$759.00Sep 2$1.00$1.07$2.07$756.93$766.07

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 364 found (best R:R 1.13, avg credit $0.59)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
731/732770/771Sep 18$0.53$0.4752%1.13$731.47$770.53
734/735770/771Sep 18$0.54$0.4650%1.17$734.46$770.54
733/734770/771Sep 18$0.53$0.4750%1.13$733.47$770.53
736/737770/771Sep 18$0.55$0.4548%1.22$736.45$770.55
735/736770/771Sep 18$0.54$0.4649%1.17$735.46$770.54
740/741770/771Sep 18$0.58$0.4245%1.38$740.42$770.58
742/743768/769Sep 11$0.53$0.4750%1.13$742.47$768.53
731/732771/772Sep 18$0.49$0.5154%0.96$731.51$771.49
738/739770/771Sep 18$0.56$0.4446%1.27$738.44$770.56
741/742768/769Sep 11$0.52$0.4850%1.08$741.48$768.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 341 found (best R:R 19.83, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$700.00$720.00$740.00Sep 14$0.96$19.0415%19.83
$761.00$762.00$763.00Sep 1$0.54$0.4691%0.85
$760.00$761.00$762.00Sep 1$0.29$0.7170%2.45
$745.00$750.00$755.00Sep 15$0.25$4.7514%19.00
$750.00$755.00$760.00Sep 14$0.40$4.6019%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$761.00$762.00Sep 1$0.30$0.7068%2.33
$745.00$750.00$755.00Sep 14$0.26$4.7415%18.23
$750.00$755.00$760.00Sep 15$0.38$4.6218%12.16
$750.00$755.00$760.00Sep 14$0.42$4.5819%10.90
$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. 1,086 found (best net $-6.69, 1,071 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$690.001:2Sep 1-$6.69$58.31
$630.00$685.001:2Sep 2-$21.72$33.28
$720.00$740.001:2Sep 14-$5.68$14.32
$725.00$740.001:2Sep 15-$10.84$4.16
$770.00$775.001:2Sep 15-$0.09$4.91
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$764.00$763.001:2Sep 1-$0.36$0.64
$690.00$675.001:2Sep 10-$0.08$14.92
$680.00$665.001:2Sep 9-$0.06$14.94
$665.00$650.001:2Sep 1-$0.01$14.99
$700.00$695.001:2Sep 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 2.00%, avg 0.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$762.00Oct 16$15.200.490.0%2.00%2.02%838303
$763.00Oct 16$14.590.470.2%1.92%2.08%1.6K504
$764.00Oct 16$13.990.470.3%1.84%2.13%984455
$765.00Oct 16$13.400.460.4%1.76%2.18%1.6K5.3K
$766.00Oct 16$12.830.450.6%1.68%2.24%2055.1K
$767.00Oct 16$12.270.440.7%1.61%2.30%2045.4K
$768.00Oct 16$11.720.430.8%1.54%2.36%4862.8K
$769.00Oct 16$11.180.420.9%1.47%2.42%2031.8K
$770.00Oct 16$10.660.411.1%1.40%2.48%1.5K9.3K
$771.00Oct 16$10.150.401.2%1.33%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 5,514,262
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
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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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