Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$764.21 +0.32%
9/2 10:15

Option Volume

Detail
Current (09/02 10:15am) 1,551,855
Calls: 822,187 (53%)
Puts: 729,668 (47%)
Prior (08/31) 1,622,250
Calls: 657,657 (41%)
Puts: 964,593 (59%)
Current vs Prior -4.34%
Calls: +25.02% (Calls)
Puts: -24.35% (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 -83.82%
Calls: -81.98%
Puts: -85.50%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02 10:15am) $256.02M
Calls: $177.96M (70%)
Puts: $78.06M (30%)
Prior (08/31) $219.38M
Calls: $80.96M (37%)
Puts: $138.42M (63%)
Current vs Prior +16.70%
Calls: +119.81%
Puts: -43.61%
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 -75.59%
Calls: -67.53%
Puts: -84.41%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 10:15am) 0.89
Prior (08/31) 1.47
Current vs Prior -39.49%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg -19.91%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/02 10:15am) 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 0.38% | 0.66%0.38% | 0.88%0.88% | 1.51%2.09% | 3.69%
Prior 0.61% | 0.84%0.61% | 1.07%1.07% | 1.72%2.20% | 3.87%
Current vs Prior -37.56% | -22.06%-37.56% | -18.14%-18.14% | -12.18%-4.85% | -4.64%
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 -28.04% | -13.15%-0.89% | +5.10%+1.53% | -2.17%-14.53% | -5.98%
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 -37.56% | -22.06%-37.56% | -18.14%-18.14% | -12.18%-4.85% | -4.64%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 1.01% | 0.78%
Calls: 0.79% | 0.41%
Puts: 1.23% | 1.15%
Prior 1.07% | 0.60%
Calls: 1.20% | 0.87%
Puts: 0.94% | 0.34%
Current vs Prior -5.61% | +30.00%
Prior 7-Day Avg 1.59% | 1.27%
Calls: 1.39% | 1.15%
Puts: 1.79% | 1.39%
Current vs 7-Day Avg -36.36% | -38.72%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($177.96M). 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 BULLISH
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
10:15BULLISHBULLISHBULLISH
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 2,318 of results (avg 2.6%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 115.495.50$5.500.2%9550.482.1K
$625.00Sep 2139.09139.37$139.230.2%21.0022
$767.00Oct 1613.0813.11$13.100.2%1900.475.5K
$770.00Oct 1611.4011.43$11.420.3%1440.439.8K
$765.00Oct 1614.2614.30$14.280.3%1900.485.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$767.00Oct 1614.1414.18$14.160.3%270.545.6K
$761.00Sep 186.766.78$6.770.3%2300.452.2K
$760.00Sep 186.426.44$6.430.3%9290.4369.0K
$765.00Oct 912.2512.29$12.270.3%--0.53255
$752.00Oct 169.029.05$9.040.3%10.371.0K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 732 found (avg $0.36, cheapest $0.14)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Sep 20.130.14$0.147.1%37.2K0.095.3K
$769.00Sep 20.070.08$0.0812.5%28.4K0.057.6K
$767.00Sep 20.240.25$0.254.0%45.8K0.167.9K
$766.00Sep 20.450.46$0.462.2%40.1K0.277.1K
$765.00Sep 20.790.80$0.801.3%102.3K0.4012.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$759.00Sep 20.140.15$0.156.7%30.8K0.0810.1K
$758.00Sep 20.100.11$0.119.1%29.2K0.065.0K
$757.00Sep 20.070.08$0.0812.5%36.0K0.044.8K
$756.00Sep 20.050.06$0.0616.7%23.5K0.034.7K
$760.00Sep 20.210.22$0.224.5%58.3K0.127.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,078 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2139.09139.37$139.230.2%21.0022
$685.00Sep 279.0979.35$79.220.3%101.00210
$690.00Sep 274.0774.35$74.210.4%61.00--
$700.00Sep 264.1364.35$64.240.3%21.002
$705.00Sep 259.1359.35$59.240.4%21.001
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Sep 414.6314.94$14.792.1%721.0018
$780.00Sep 415.1115.94$15.525.3%11.0015
$781.00Sep 416.6316.94$16.791.8%11.001
$800.00Sep 434.4337.16$35.807.6%--1.0061
$803.00Sep 437.4140.17$38.797.1%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 1,798 active (total vol 1.6M, top 124.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$764.00Sep 21.271.28$1.270.8%124.8K0.537.1K
$763.00Sep 21.901.92$1.911.0%112.6K0.665.5K
$765.00Sep 20.790.80$0.801.3%102.3K0.4012.3K
$762.00Sep 22.642.66$2.650.8%60.6K0.767.3K
$767.00Sep 20.240.25$0.254.0%45.8K0.167.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$762.00Sep 20.480.49$0.492.0%90.3K0.245.0K
$761.00Sep 20.310.32$0.323.1%62.8K0.176.3K
$763.00Sep 20.730.74$0.741.4%62.7K0.342.8K
$760.00Sep 20.210.22$0.224.5%58.3K0.127.8K
$755.00Sep 20.040.05$0.0520.0%40.2K0.037.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 33.3%, max 42.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Sep 2Oct 1616.9%11.8%42.9%16.3K5.1K
$762.00Sep 2Oct 1616.1%11.7%37.5%60.7K7.8K
$763.00Sep 2Oct 1615.5%11.6%33.4%112.8K6.6K
$764.00Sep 2Oct 1614.8%11.5%29.5%124.8K8.3K
$765.00Sep 2Oct 1614.6%11.3%28.7%102.5K18.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Sep 2Oct 1616.9%11.8%42.9%62.8K7.3K
$762.00Sep 2Oct 1616.1%11.7%37.5%90.4K6.2K
$763.00Sep 2Oct 1615.5%11.6%33.4%63.2K4.3K
$764.00Sep 2Oct 1614.8%11.5%29.5%24.0K4.0K
$765.00Sep 2Oct 1614.6%11.3%28.7%8.9K14.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 800 found (best R:R 0.74, avg 4.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$738.00$740.00Sep 8$1.15$0.85$1.1595%0.74$739.15
$705.00$706.00Oct 16$0.21$0.79$0.2190%3.76$705.21
$727.00$728.00Sep 30$0.21$0.79$0.2188%3.76$727.21
$708.00$710.00Sep 18$1.30$0.70$1.3096%0.54$709.30
$741.00$742.00Sep 30$0.15$0.85$0.1578%5.67$741.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$784.00$782.00Sep 30$0.96$1.04$0.9681%1.08$783.04
$779.00$778.00Sep 25$0.20$0.80$0.2077%4.00$778.80
$770.00$765.00Sep 14$2.40$2.60$2.4065%1.08$767.60
$770.00$765.00Sep 15$2.38$2.62$2.3864%1.10$767.62
$797.00$795.00Oct 16$1.22$0.78$1.2286%0.64$795.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 602 found (best R:R 1.10, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$770.00Sep 15$2.62$2.62$2.3852%1.10$767.62
$765.00$770.00Sep 14$2.58$2.58$2.4252%1.07$767.58
$765.00$770.00Sep 16$2.65$2.65$2.3551%1.13$767.65
$770.00$775.00Sep 15$1.84$1.84$3.1664%0.58$771.84
$770.00$775.00Sep 16$1.96$1.96$3.0462%0.64$771.96
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$762.00$761.00Sep 2$0.17$0.17$0.8376%0.20$761.83
$764.00$763.00Sep 2$0.38$0.38$0.6253%0.61$763.62
$763.00$762.00Sep 2$0.25$0.25$0.7566%0.33$762.75
$758.00$757.00Sep 3$0.12$0.12$0.8883%0.14$757.88
$759.00$758.00Sep 3$0.15$0.15$0.8580%0.18$758.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.05, cheapest $1.01)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$763.00Sep 2Sep 3$1.1015.5%12.7%
$764.00Sep 2Sep 3$1.1414.8%12.4%
$765.00Sep 2Sep 3$1.0714.6%12.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$763.00Sep 2Sep 3$1.0115.5%12.7%
$764.00Sep 2Sep 3$1.0214.8%12.4%
$765.00Sep 2Sep 3$0.9814.6%12.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 917 found (cheapest 0.31% of stock, avg 3.80%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$764.00Sep 2$1.27$1.12$2.39$761.61$766.390.31%
$765.00Sep 2$0.80$1.63$2.43$762.57$767.430.32%
$763.00Sep 2$1.91$0.74$2.65$760.35$765.650.35%
$766.00Sep 2$0.46$2.30$2.76$763.24$768.760.36%
$762.00Sep 2$2.65$0.49$3.14$758.86$765.140.41%
$767.00Sep 2$0.25$3.09$3.34$763.66$770.340.44%
$761.00Sep 2$3.48$0.32$3.80$757.20$764.800.50%
$768.00Sep 2$0.14$3.97$4.11$763.89$772.110.54%
$765.00Sep 3$1.87$2.61$4.48$760.52$769.480.59%
$760.00Sep 2$4.38$0.22$4.60$755.40$764.600.60%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.04% of stock, avg 1.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$769.00$760.00Sep 2$0.08$0.22$0.30$759.70$769.30
$768.00$760.00Sep 2$0.14$0.22$0.36$759.64$768.36
$769.00$761.00Sep 2$0.08$0.32$0.40$760.60$769.40
$767.00$760.00Sep 2$0.25$0.22$0.47$759.53$767.47
$768.00$761.00Sep 2$0.14$0.32$0.46$760.54$768.46
$767.00$761.00Sep 2$0.25$0.32$0.57$760.43$767.57
$769.00$762.00Sep 2$0.08$0.49$0.57$761.43$769.57
$768.00$762.00Sep 2$0.14$0.49$0.63$761.37$768.63
$766.00$760.00Sep 2$0.46$0.22$0.68$759.32$766.68
$767.00$762.00Sep 2$0.25$0.49$0.74$761.26$767.74

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 436 found (best R:R 1.08, avg credit $0.55)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
738/739772/773Sep 18$0.52$0.4850%1.08$738.48$772.52
730/731773/774Sep 30$0.54$0.4648%1.17$730.46$773.54
730/731774/775Sep 30$0.52$0.4850%1.08$730.48$774.52
740/741772/773Sep 18$0.53$0.4749%1.13$740.47$772.53
738/739774/775Sep 18$0.47$0.5355%0.89$738.53$774.47
732/733773/774Sep 25$0.51$0.4951%1.04$732.49$773.51
734/735773/774Sep 25$0.52$0.4849%1.08$734.48$773.52
727/728774/775Oct 2$0.52$0.4849%1.08$727.48$774.52
729/730774/775Oct 2$0.53$0.4748%1.13$729.47$774.53
744/745772/773Sep 18$0.56$0.4445%1.27$744.44$772.56

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 315 found (best R:R 70.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Sep 15$0.42$4.5822%10.90
$755.00$760.00$765.00Sep 14$0.49$4.5124%9.20
$745.00$750.00$755.00Sep 15$0.20$4.8013%24.00
$750.00$755.00$760.00Sep 14$0.35$4.6518%13.29
$745.00$750.00$755.00Sep 14$0.25$4.7513%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Sep 16$0.07$4.9323%70.43
$750.00$755.00$760.00Sep 15$0.34$4.6617%13.71
$755.00$760.00$765.00Sep 14$0.54$4.4624%8.26
$750.00$755.00$760.00Sep 14$0.37$4.6318%12.51
$750.00$755.00$760.00Sep 16$0.33$4.6716%14.15

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,069 found (best net $-19.21, 1,054 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 2-$19.21$40.79
$625.00$685.001:2Sep 3-$19.24$40.76
$685.00$718.001:2Sep 3-$12.91$20.09
$725.00$745.001:2Sep 15-$3.11$16.89
$770.00$775.001:2Sep 15-$0.12$4.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$720.00$705.001:2Sep 16-$0.17$14.83
$690.00$660.001:2Sep 9-$0.02$29.98
$762.00$761.001:2Sep 2-$0.15$0.85
$764.00$763.001:2Sep 2-$0.36$0.64
$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. 315 found (best yield 1.87%, avg 0.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$765.00Oct 16$14.260.480.1%1.87%1.97%1905.8K
$766.00Oct 16$13.660.470.2%1.79%2.02%85.1K
$767.00Oct 16$13.080.470.4%1.71%2.08%1905.5K
$768.00Oct 16$12.500.450.5%1.64%2.13%663.2K
$769.00Oct 16$11.940.440.6%1.56%2.19%1501.9K
$770.00Oct 16$11.400.430.8%1.49%2.25%1449.8K
$771.00Oct 16$10.860.420.9%1.42%2.31%21.8K
$772.00Oct 16$10.350.411.0%1.35%2.37%261.7K
$773.00Oct 16$9.840.401.1%1.29%2.44%71.4K
$774.00Oct 16$9.360.391.3%1.22%2.51%181.2K

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 822,187
Total Puts 729,668
Put/Call Ratio 0.89
Net Difference 92,519

Prior's Put/Call Breakdown

Total Calls 657,657
Total Puts 964,593
Put/Call Ratio 1.47
Net Difference -306,936

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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