Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$763.92 +0.28%
9/2 10:10

Option Volume

Detail
Current (09/02 10:10am) 1,383,901
Calls: 727,997 (53%)
Puts: 655,904 (47%)
Prior (08/31) 1,475,572
Calls: 596,272 (40%)
Puts: 879,300 (60%)
Current vs Prior -6.21%
Calls: +22.09% (Calls)
Puts: -25.41% (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 -85.58%
Calls: -84.05%
Puts: -86.96%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02 10:10am) $225.76M
Calls: $151.66M (67%)
Puts: $74.10M (33%)
Prior (08/31) $206.91M
Calls: $70.25M (34%)
Puts: $136.66M (66%)
Current vs Prior +9.11%
Calls: +115.89%
Puts: -45.78%
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 -78.47%
Calls: -72.33%
Puts: -85.20%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 10:10am) 0.90
Prior (08/31) 1.47
Current vs Prior -38.90%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg -18.69%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/02 10:10am) 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 -36.46% | -20.32%-36.46% | -16.27%-16.27% | -10.93%-5.47% | -3.90%
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 -26.77% | -11.21%+0.86% | +7.49%+3.84% | -0.78%-15.08% | -5.24%
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 -36.46% | -20.32%-36.46% | -16.27%-16.27% | -10.93%-5.47% | -3.90%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 0.70% | 0.97%
Calls: 0.58% | 1.05%
Puts: 0.81% | 0.88%
Prior 1.07% | 0.60%
Calls: 1.20% | 0.87%
Puts: 0.94% | 0.34%
Current vs Prior -34.58% | +61.67%
Prior 7-Day Avg 1.59% | 1.27%
Calls: 1.39% | 1.15%
Puts: 1.79% | 1.39%
Current vs 7-Day Avg -55.90% | -23.79%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($151.66M). P/C ratio dropping 39% - 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
10:10BULLISHNEUTRALBULLISH
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 2,322 of results (avg 2.5%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Oct 1613.5313.56$13.550.2%50.475.1K
$767.00Oct 1612.9512.98$12.970.2%1870.465.5K
$769.00Oct 1611.8211.85$11.840.3%1500.441.9K
$767.00Oct 911.3511.38$11.370.3%40.45109
$770.00Oct 1611.2811.31$11.300.3%1390.439.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$764.00Sep 188.048.06$8.050.2%1370.523.9K
$763.00Sep 187.637.65$7.640.3%590.503.0K
$765.00Sep 167.017.03$7.020.3%770.52--
$764.00Sep 3010.3910.42$10.410.3%310.52927
$766.00Oct 1613.8513.89$13.870.3%90.534.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 729 found (avg $0.36, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Sep 20.050.06$0.0616.7%19.4K0.047.6K
$768.00Sep 20.100.11$0.119.1%30.4K0.075.3K
$767.00Sep 20.200.21$0.214.8%42.7K0.127.9K
$766.00Sep 20.380.39$0.392.6%35.1K0.217.1K
$765.00Sep 20.680.69$0.691.4%81.5K0.3212.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$757.00Sep 20.080.09$0.0911.1%30.0K0.054.8K
$760.00Sep 20.240.25$0.254.0%54.5K0.157.8K
$759.00Sep 20.170.18$0.185.6%28.5K0.1010.1K
$761.00Sep 20.360.37$0.372.7%59.1K0.216.3K
$758.00Sep 20.120.13$0.137.7%26.8K0.075.0K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,071 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2138.70139.10$138.900.3%21.0022
$685.00Sep 278.7278.94$78.830.3%101.00210
$690.00Sep 273.7173.94$73.820.3%61.00--
$700.00Sep 263.7363.94$63.830.3%21.002
$710.00Sep 253.7553.94$53.850.4%81.001
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$777.00Sep 413.0413.31$13.182.0%321.00104
$779.00Sep 414.9315.22$15.081.9%701.0018
$780.00Sep 415.1116.30$15.717.6%11.0015
$800.00Sep 434.8936.30$35.604.0%--1.0061
$803.00Sep 437.9339.30$38.613.5%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 1,756 active (total vol 1.4M, top 107.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$764.00Sep 21.121.13$1.130.9%107.9K0.467.1K
$763.00Sep 21.711.72$1.720.6%105.9K0.595.5K
$765.00Sep 20.680.69$0.691.4%81.5K0.3212.3K
$762.00Sep 22.422.46$2.441.6%57.1K0.707.3K
$767.00Sep 20.200.21$0.214.8%42.7K0.127.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$762.00Sep 20.540.55$0.551.8%82.6K0.305.0K
$761.00Sep 20.360.37$0.372.7%59.1K0.216.3K
$760.00Sep 20.240.25$0.254.0%54.5K0.157.8K
$763.00Sep 20.830.84$0.841.2%50.7K0.412.8K
$755.00Sep 20.040.05$0.0520.0%37.3K0.037.5K

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 31.9%, max 39.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Sep 2Oct 1616.5%11.8%39.2%15.5K5.1K
$762.00Sep 2Oct 1615.8%11.7%34.8%57.2K7.8K
$763.00Sep 2Oct 1615.0%11.6%29.8%106.0K6.6K
$764.00Sep 2Oct 1614.8%11.5%29.1%107.9K8.3K
$765.00Sep 2Oct 1614.4%11.3%26.6%81.7K18.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Sep 2Oct 1616.5%11.8%39.2%59.1K7.3K
$762.00Sep 2Oct 1615.8%11.7%34.8%82.7K6.2K
$763.00Sep 2Oct 1615.0%11.6%29.8%51.1K4.3K
$764.00Sep 2Oct 1614.8%11.5%29.1%14.8K4.0K
$765.00Sep 2Oct 1614.4%11.3%26.6%6.8K14.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 798 found (best R:R 0.92, avg 4.72)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$724.00$725.00Oct 9$0.17$0.83$0.1785%4.88$724.17
$734.00$735.00Sep 18$0.31$0.69$0.3188%2.23$734.31
$737.00$738.00Oct 16$0.20$0.80$0.2076%4.00$737.20
$724.00$725.00Oct 16$0.31$0.69$0.3183%2.23$724.31
$701.00$702.00Oct 16$0.42$0.58$0.4291%1.38$701.42
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$775.00$770.00Sep 16$2.60$2.40$2.6075%0.92$772.40
$785.00$784.00Oct 2$0.11$0.89$0.1181%8.09$784.89
$782.00$781.00Oct 2$0.10$0.90$0.1077%9.00$781.90
$785.00$784.00Sep 30$0.16$0.84$0.1683%5.25$784.84
$780.00$779.00Sep 25$0.12$0.88$0.1279%7.33$779.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 606 found (best R:R 1.12, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$770.00Sep 16$2.64$2.64$2.3652%1.12$767.64
$765.00$770.00Sep 15$2.58$2.58$2.4253%1.07$767.58
$765.00$770.00Sep 14$2.54$2.54$2.4653%1.03$767.54
$770.00$775.00Sep 15$1.80$1.80$3.2065%0.56$771.80
$770.00$775.00Sep 14$1.71$1.71$3.2966%0.52$771.71
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$757.00$756.00Sep 3$0.10$0.10$0.9084%0.11$756.90
$761.00$760.00Sep 2$0.12$0.12$0.8879%0.14$760.88
$756.00$755.00Sep 4$0.13$0.13$0.8781%0.15$755.87
$759.00$758.00Sep 3$0.16$0.16$0.8477%0.19$758.84
$758.00$757.00Sep 4$0.18$0.18$0.8276%0.22$757.82

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $1.05, cheapest $0.98)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$763.00Sep 2Sep 3$1.1315.0%12.8%
$764.00Sep 2Sep 3$1.1314.8%13.0%
$765.00Sep 2Sep 3$1.0614.4%12.7%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$762.00Sep 2Sep 3$0.9815.8%13.1%
$763.00Sep 2Sep 3$1.0315.0%12.8%
$764.00Sep 2Sep 3$1.0514.8%13.0%
$765.00Sep 2Sep 3$0.9714.4%12.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 911 found (cheapest 0.31% of stock, avg 3.80%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$764.00Sep 2$1.13$1.23$2.36$761.64$766.360.31%
$765.00Sep 2$0.69$1.80$2.49$762.51$767.490.33%
$763.00Sep 2$1.72$0.84$2.56$760.44$765.560.34%
$766.00Sep 2$0.39$2.49$2.88$763.12$768.880.38%
$762.00Sep 2$2.44$0.55$2.99$759.01$764.990.39%
$767.00Sep 2$0.21$3.32$3.53$763.47$770.530.46%
$761.00Sep 2$3.25$0.37$3.62$757.38$764.620.47%
$760.00Sep 2$4.13$0.25$4.38$755.62$764.380.57%
$768.00Sep 2$0.11$4.22$4.33$763.67$772.330.57%
$764.00Sep 3$2.26$2.28$4.54$759.46$768.540.59%

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$0.11$0.18$0.29$758.71$768.29
$767.00$759.00Sep 2$0.21$0.18$0.39$758.61$767.39
$768.00$760.00Sep 2$0.11$0.25$0.36$759.64$768.36
$767.00$760.00Sep 2$0.21$0.25$0.46$759.54$767.46
$768.00$761.00Sep 2$0.11$0.37$0.48$760.52$768.48
$766.00$759.00Sep 2$0.39$0.18$0.57$758.43$766.57
$766.00$760.00Sep 2$0.39$0.25$0.64$759.36$766.64
$767.00$761.00Sep 2$0.21$0.37$0.58$760.42$767.58
$766.00$761.00Sep 2$0.39$0.37$0.76$760.24$766.76
$768.00$762.00Sep 2$0.11$0.55$0.66$761.34$768.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 389 found (best R:R 1.17, avg credit $0.62)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
733/734772/773Sep 25$0.54$0.4649%1.17$733.46$772.54
736/737772/773Sep 18$0.50$0.5052%1.00$736.50$772.50
736/737771/772Sep 18$0.52$0.4850%1.08$736.48$771.52
735/736772/773Sep 25$0.55$0.4547%1.22$735.45$772.55
732/733772/773Sep 25$0.53$0.4749%1.13$732.47$772.53
738/739772/773Sep 18$0.51$0.4951%1.04$738.49$772.51
738/739771/772Sep 18$0.53$0.4749%1.13$738.47$771.53
728/729773/774Sep 30$0.52$0.4850%1.08$728.48$773.52
748/749769/770Sep 10$0.51$0.4951%1.04$748.49$769.51
736/737772/773Sep 25$0.55$0.4547%1.22$736.45$772.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 295 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Sep 14$0.35$4.6519%13.29
$745.00$750.00$755.00Sep 15$0.23$4.7713%20.74
$750.00$755.00$760.00Sep 15$0.37$4.6318%12.51
$745.00$750.00$755.00Sep 14$0.26$4.7414%18.23
$755.00$760.00$765.00Sep 15$0.52$4.4822%8.62
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Sep 15$0.35$4.6518%13.29
$750.00$755.00$760.00Sep 14$0.38$4.6219%12.16
$755.00$760.00$765.00Sep 14$0.54$4.4624%8.26
$750.00$755.00$760.00Sep 16$0.34$4.6617%13.71
$755.00$760.00$765.00Sep 15$0.52$4.4822%8.62

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 $-18.76, 1,049 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 2-$18.76$41.24
$625.00$685.001:2Sep 3-$19.42$40.58
$685.00$718.001:2Sep 3-$13.67$19.33
$725.00$745.001:2Sep 15-$2.96$17.04
$770.00$775.001:2Sep 15-$0.10$4.90
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-$0.26$0.74
$762.00$761.001:2Sep 2-$0.19$0.81
$670.00$650.001:2Sep 10-$0.03$19.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 322 found (best yield 1.93%, avg 0.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$764.00Oct 16$14.730.480.0%1.93%1.94%191.2K
$765.00Oct 16$14.120.470.1%1.85%1.99%1815.8K
$766.00Oct 16$13.530.470.3%1.77%2.04%55.1K
$767.00Oct 16$12.950.460.4%1.70%2.10%1875.5K
$768.00Oct 16$12.370.450.5%1.62%2.15%663.2K
$769.00Oct 16$11.820.440.7%1.55%2.21%1501.9K
$770.00Oct 16$11.280.430.8%1.48%2.27%1399.8K
$771.00Oct 16$10.750.410.9%1.41%2.33%21.8K
$772.00Oct 16$10.230.401.1%1.34%2.40%251.7K
$773.00Oct 16$9.730.391.2%1.27%2.46%71.4K

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 727,997
Total Puts 655,904
Put/Call Ratio 0.90
Net Difference 72,093

Prior's Put/Call Breakdown

Total Calls 596,272
Total Puts 879,300
Put/Call Ratio 1.47
Net Difference -283,028

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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