Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$763.86 +0.27%
9/2 10:05

Option Volume

Detail
Current (09/02 10:05am) 1,164,379
Calls: 603,873 (52%)
Puts: 560,506 (48%)
Prior (08/31) 1,164,392
Calls: 471,882 (41%)
Puts: 692,510 (59%)
Current vs Prior +-0.00%
Calls: +27.97% (Calls)
Puts: -19.06% (Puts)
Prior 7-Day Total 67,158,206
Calls: 31,942,135 (48%)
Puts: 35,216,071 (52%)
Prior 7-Day Average 9,594,029
Calls: 4,563,162 (48%)
Puts: 5,030,867 (52%)
Current vs Prior 7-Day Avg -87.86%
Calls: -86.77%
Puts: -88.86%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02 10:05am) $191.32M
Calls: $128.69M (67%)
Puts: $62.63M (33%)
Prior (08/31) $156.27M
Calls: $59.69M (38%)
Puts: $96.58M (62%)
Current vs Prior +22.43%
Calls: +115.60%
Puts: -35.16%
Prior 7-Day Total $7.34B
Calls: $3.84B (52%)
Puts: $3.50B (48%)
Prior 7-Day Average $1.05B
Calls: $548.01M (52%)
Puts: $500.64M (48%)
Current vs Prior 7-Day Avg -81.76%
Calls: -76.52%
Puts: -87.49%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 10:05am) 0.93
Prior (08/31) 1.47
Current vs Prior -36.75%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg -16.23%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/02 10:05am) 9,677,902
Calls: 2,556,486 (26%)
Puts: 7,121,416 (74%)
Prior (08/31) 8,682,899
Calls: 2,399,016 (28%)
Puts: 6,283,883 (72%)
Current vs Prior +11.46%
Prior 7-Day Total 61,381,828
Calls: 16,772,494 (27%)
Puts: 44,609,334 (73%)
Prior 7-Day Average 8,768,832
Calls: 2,396,070 (27%)
Puts: 6,372,762 (73%)
Current vs Prior 7-Day Avg +10.37%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/02) | Next (09/03)Expiry (09/02) | Next (09/04)Expiry (09/04) | Next (09/11)Expiry (09/15) | Next (10/16)
Current 0.39% | 0.67%0.39% | 0.90%0.90% | 1.53%2.08% | 3.72%
Prior 0.61% | 0.84%0.61% | 1.07%1.07% | 1.72%2.20% | 3.87%
Current vs Prior -36.03% | -20.62%-36.03% | -16.50%-16.50% | -11.00%-5.57% | -3.92%
Prior 7-Day Avg 0.53% | 0.76%0.38% | 0.84%0.86% | 1.54%2.45% | 3.93%
Current vs 7-Day Avg -26.27% | -11.55%+1.54% | +7.19%+3.55% | -0.85%-15.18% | -5.27%
Prior 7-Day Eod 0.61% | 0.84%0.61% | 1.07%1.07% | 1.72%2.20% | 3.87%
Current vs 7-Day Eod -36.03% | -20.62%-36.03% | -16.50%-16.50% | -11.00%-5.57% | -3.92%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 0.69% | 0.57%
Calls: 0.60% | 0.72%
Puts: 0.77% | 0.43%
Prior 1.07% | 0.60%
Calls: 1.20% | 0.87%
Puts: 0.94% | 0.34%
Current vs Prior -35.51% | -5.00%
Prior 7-Day Avg 1.59% | 1.27%
Calls: 1.39% | 1.15%
Puts: 1.79% | 1.39%
Current vs 7-Day Avg -56.53% | -55.22%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($128.69M). P/C ratio dropping 37% - sentiment shifting bullish. Put-heavy open interest (7,121,416 puts vs 2,556,486 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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
10:05BULLISHNEUTRALBULLISH
10:00BULLISHNEUTRALMIXED
09:55BULLISHNEUTRALMIXED
09:50BULLISHNEUTRALMIXED
09:45BULLISHNEUTRALMIXED
09:40BULLISHBEARISHBEARISH
09:35BULLISHBEARISHBEARISH

📈 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 2,317 of results (avg 2.5%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2138.61138.84$138.730.2%--1.0022
$767.00Oct 29.599.61$9.600.2%760.44525
$768.00Oct 29.049.06$9.050.2%450.43480
$766.00Oct 1613.4913.52$13.510.2%50.475.1K
$767.00Oct 1612.9112.94$12.930.2%1850.465.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$755.00Oct 1610.0010.02$10.010.2%660.4118.0K
$753.00Sep 184.604.61$4.610.2%690.323.0K
$762.00Sep 103.913.92$3.920.3%1880.44205
$760.00Oct 1611.5811.61$11.600.3%1670.476.2K
$763.00Sep 187.677.69$7.680.3%580.503.0K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 724 found (avg $0.36, cheapest $0.12)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Sep 20.110.12$0.128.3%23.7K0.085.3K
$769.00Sep 20.060.07$0.0714.3%15.8K0.047.6K
$767.00Sep 20.200.21$0.214.8%38.5K0.137.9K
$766.00Sep 20.370.38$0.382.6%26.0K0.217.1K
$765.00Sep 20.660.67$0.671.5%56.9K0.3312.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$759.00Sep 20.150.16$0.166.3%23.1K0.1010.1K
$758.00Sep 20.100.11$0.119.1%23.5K0.075.0K
$760.00Sep 20.230.24$0.244.2%47.4K0.147.8K
$761.00Sep 20.360.37$0.372.7%52.7K0.216.3K
$757.00Sep 20.080.09$0.0911.1%24.3K0.054.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,059 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2138.61138.84$138.730.2%--1.0022
$685.00Sep 278.6178.85$78.730.3%101.00210
$690.00Sep 273.6173.85$73.730.3%61.00--
$700.00Sep 263.6163.85$63.730.4%21.002
$718.00Sep 245.6445.85$45.750.5%71.003
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$777.00Sep 413.1313.40$13.272.0%321.00104
$779.00Sep 414.6115.39$15.005.2%601.0018
$780.00Sep 415.6016.39$16.004.9%11.0015
$800.00Sep 435.0136.39$35.703.9%--1.0061
$803.00Sep 438.0339.39$38.713.5%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 1,710 active (total vol 1.2M, top 93.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$763.00Sep 21.661.67$1.670.6%93.3K0.595.5K
$764.00Sep 21.091.10$1.100.9%85.8K0.467.1K
$765.00Sep 20.660.67$0.671.5%56.9K0.3312.3K
$762.00Sep 22.352.38$2.371.3%53.2K0.707.3K
$767.00Sep 20.200.21$0.214.8%38.5K0.137.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$762.00Sep 20.560.57$0.561.8%71.7K0.305.0K
$761.00Sep 20.360.37$0.372.7%52.7K0.216.3K
$760.00Sep 20.230.24$0.244.2%47.4K0.147.8K
$763.00Sep 20.860.87$0.871.1%38.6K0.412.8K
$755.00Sep 20.050.06$0.0616.7%35.3K0.037.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 31.5%, max 36.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Sep 2Oct 1616.2%11.8%36.4%13.8K5.1K
$762.00Sep 2Oct 1615.6%11.7%33.5%53.3K7.8K
$764.00Sep 2Oct 1614.9%11.5%29.7%85.8K8.3K
$763.00Sep 2Oct 1615.0%11.6%29.5%93.4K6.6K
$765.00Sep 2Oct 1614.6%11.3%28.6%57.0K18.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Sep 2Oct 1616.2%11.8%36.4%52.7K7.3K
$762.00Sep 2Oct 1615.6%11.7%33.5%71.7K6.2K
$764.00Sep 2Oct 1614.9%11.5%29.7%7.9K4.0K
$763.00Sep 2Oct 1615.0%11.6%29.5%39.1K4.3K
$765.00Sep 2Oct 1614.6%11.3%28.6%3.8K14.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 795 found (best R:R 8.09, avg 4.64)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$724.00$725.00Oct 9$0.11$0.89$0.1185%8.09$724.11
$644.00$645.00Sep 18$0.27$0.73$0.27100%2.70$644.27
$699.00$700.00Sep 18$0.30$0.70$0.30100%2.33$699.30
$724.00$725.00Oct 16$0.30$0.70$0.3083%2.33$724.30
$727.00$728.00Oct 16$0.30$0.70$0.3082%2.33$727.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$782.00$781.00Oct 2$0.10$0.90$0.1077%9.00$781.90
$780.00$779.00Sep 25$0.13$0.87$0.1379%6.69$779.87
$785.00$784.00Oct 2$0.16$0.84$0.1681%5.25$784.84
$784.00$783.00Sep 18$0.32$0.68$0.3289%2.12$783.68
$790.00$788.00Sep 30$1.24$0.76$1.2488%0.61$788.76

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 606 found (best R:R 1.05, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$770.00Sep 15$2.56$2.56$2.4453%1.05$767.56
$765.00$770.00Sep 16$2.61$2.61$2.3952%1.09$767.61
$765.00$770.00Sep 14$2.51$2.51$2.4953%1.01$767.51
$770.00$775.00Sep 15$1.79$1.79$3.2165%0.56$771.79
$770.00$775.00Sep 16$1.92$1.92$3.0864%0.62$771.92
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$757.00$756.00Sep 3$0.11$0.11$0.8985%0.12$756.89
$761.00$760.00Sep 2$0.13$0.13$0.8779%0.15$760.87
$763.00$762.00Sep 2$0.31$0.31$0.6958%0.45$762.69
$758.00$757.00Sep 3$0.13$0.13$0.8781%0.15$757.87
$755.00$754.00Sep 4$0.11$0.11$0.8984%0.12$754.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $1.04, cheapest $0.99)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$763.00Sep 2Sep 3$1.1215.0%12.8%
$765.00Sep 2Sep 3$1.0514.6%12.6%
$764.00Sep 2Sep 3$1.1314.9%13.0%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$762.00Sep 2Sep 3$0.9915.6%13.1%
$763.00Sep 2Sep 3$1.0315.0%12.8%
$765.00Sep 2Sep 3$0.9614.6%12.6%
$764.00Sep 2Sep 3$1.0214.9%13.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 900 found (cheapest 0.31% of stock, avg 3.77%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$764.00Sep 2$1.10$1.30$2.40$761.60$766.400.31%
$763.00Sep 2$1.67$0.87$2.54$760.46$765.540.33%
$765.00Sep 2$0.67$1.86$2.53$762.47$767.530.33%
$762.00Sep 2$2.37$0.56$2.93$759.07$764.930.38%
$766.00Sep 2$0.38$2.57$2.95$763.05$768.950.39%
$761.00Sep 2$3.17$0.37$3.54$757.46$764.540.46%
$767.00Sep 2$0.21$3.40$3.61$763.39$770.610.47%
$760.00Sep 2$4.04$0.24$4.28$755.72$764.280.56%
$768.00Sep 2$0.12$4.31$4.43$763.57$772.430.58%
$765.00Sep 3$1.72$2.82$4.54$760.46$769.540.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 395 found (cheapest 0.04% of stock, avg 1.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$768.00$759.00Sep 2$0.12$0.16$0.28$758.72$768.28
$767.00$759.00Sep 2$0.21$0.16$0.37$758.63$767.37
$768.00$760.00Sep 2$0.12$0.24$0.36$759.64$768.36
$767.00$760.00Sep 2$0.21$0.24$0.45$759.55$767.45
$768.00$761.00Sep 2$0.12$0.37$0.49$760.51$768.49
$766.00$759.00Sep 2$0.38$0.16$0.54$758.46$766.54
$766.00$760.00Sep 2$0.38$0.24$0.62$759.38$766.62
$767.00$761.00Sep 2$0.21$0.37$0.58$760.42$767.58
$766.00$761.00Sep 2$0.38$0.37$0.75$760.25$766.75
$768.00$762.00Sep 2$0.12$0.56$0.68$761.32$768.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 402 found (best R:R 1.13, avg credit $0.61)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
727/728773/774Sep 30$0.53$0.4750%1.13$727.47$773.53
739/740771/772Sep 18$0.55$0.4548%1.22$739.45$771.55
737/738771/772Sep 18$0.53$0.4750%1.13$737.47$771.53
733/734772/773Sep 25$0.54$0.4649%1.17$733.46$772.54
741/742771/772Sep 18$0.56$0.4446%1.27$741.44$771.56
739/740772/773Sep 18$0.52$0.4850%1.08$739.48$772.52
732/733772/773Sep 25$0.53$0.4749%1.13$732.47$772.53
731/732773/774Sep 30$0.54$0.4648%1.17$731.46$773.54
734/735772/773Sep 25$0.54$0.4648%1.17$734.46$772.54
733/734773/774Sep 30$0.55$0.4547%1.22$733.45$773.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 312 found (best R:R 19.83, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Sep 16$0.24$4.7622%19.83
$750.00$755.00$760.00Sep 14$0.35$4.6518%13.29
$750.00$755.00$760.00Sep 15$0.35$4.6518%13.29
$755.00$760.00$765.00Sep 15$0.50$4.5022%9.00
$755.00$760.00$765.00Sep 14$0.57$4.4324%7.77
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Sep 14$0.37$4.6319%12.51
$750.00$755.00$760.00Sep 15$0.35$4.6518%13.29
$755.00$760.00$765.00Sep 15$0.51$4.4922%8.80
$755.00$760.00$765.00Sep 14$0.55$4.4524%8.09
$755.00$760.00$765.00Sep 16$0.46$4.5420%9.87

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,063 found (best net $-18.73, 1,049 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 2-$18.73$41.27
$625.00$685.001:2Sep 3-$19.55$40.45
$685.00$718.001:2Sep 3-$13.43$19.57
$725.00$745.001:2Sep 15-$2.96$17.04
$770.00$775.001:2Sep 15-$0.09$4.91
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$720.00$705.001:2Sep 16-$0.17$14.83
$690.00$660.001:2Sep 9-$0.01$29.99
$763.00$762.001:2Sep 2-$0.25$0.75
$762.00$761.001:2Sep 2-$0.18$0.82
$761.00$760.001:2Sep 2-$0.11$0.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 321 found (best yield 1.92%, avg 0.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$764.00Oct 16$14.690.480.0%1.92%1.94%151.2K
$765.00Oct 16$14.080.470.1%1.84%1.99%1745.8K
$766.00Oct 16$13.490.470.3%1.77%2.05%55.1K
$767.00Oct 16$12.910.460.4%1.69%2.10%1855.5K
$768.00Oct 16$12.340.450.5%1.62%2.16%663.2K
$769.00Oct 16$11.780.440.7%1.54%2.22%1501.9K
$770.00Oct 16$11.240.430.8%1.47%2.28%1379.8K
$771.00Oct 16$10.710.410.9%1.40%2.34%21.8K
$772.00Oct 16$10.200.401.1%1.34%2.40%251.7K
$773.00Oct 16$9.700.391.2%1.27%2.47%51.4K

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 603,873
Total Puts 560,506
Put/Call Ratio 0.93
Net Difference 43,367

Prior's Put/Call Breakdown

Total Calls 471,882
Total Puts 692,510
Put/Call Ratio 1.47
Net Difference -220,628

Prior 7-Day Put/Call Summary

Total Calls 31,942,135
Total Puts 35,216,071
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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