Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$764.78 +0.39%
9/2 10:20

Option Volume

Detail
Current (09/02 10:20am) 1,834,492
Calls: 936,673 (51%)
Puts: 897,819 (49%)
Prior (08/31) 1,734,787
Calls: 711,940 (41%)
Puts: 1,022,847 (59%)
Current vs Prior +5.75%
Calls: +31.57% (Calls)
Puts: -12.22% (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 -80.88%
Calls: -79.47%
Puts: -82.15%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02 10:20am) $328.41M
Calls: $225.01M (69%)
Puts: $103.40M (31%)
Prior (08/31) $232.62M
Calls: $89.83M (39%)
Puts: $142.79M (61%)
Current vs Prior +41.18%
Calls: +150.49%
Puts: -27.59%
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 -68.68%
Calls: -58.94%
Puts: -79.35%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 10:20am) 0.96
Prior (08/31) 1.44
Current vs Prior -33.28%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg -13.50%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/02 10:20am) 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% | 0.89%0.89% | 1.53%2.11% | 3.70%
Prior 0.61% | 0.84%0.61% | 1.07%1.07% | 1.72%2.20% | 3.87%
Current vs Prior -36.32% | -20.72%-36.33% | -16.61%-16.61% | -11.10%-3.90% | -4.54%
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 -26.60% | -11.66%+1.07% | +7.06%+3.42% | -0.97%-13.68% | -5.88%
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 -36.32% | -20.72%-36.33% | -16.61%-16.61% | -11.10%-3.90% | -4.54%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 0.99% | 0.97%
Calls: 1.22% | 1.09%
Puts: 0.76% | 0.85%
Prior 1.07% | 0.60%
Calls: 1.20% | 0.87%
Puts: 0.94% | 0.34%
Current vs Prior -7.48% | +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 -37.62% | -23.79%
Liquidity Excellent
+
Add Card

🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($225.01M). P/C ratio dropping 33% - 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
10:20BULLISHNEUTRALBULLISH
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 2,332 of results (avg 2.5%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2139.69139.96$139.820.2%21.0022
$767.00Oct 1613.3913.42$13.410.2%1910.475.5K
$768.00Oct 1612.8112.84$12.830.2%700.463.2K
$769.00Oct 1612.2412.27$12.260.2%1500.451.9K
$766.00Oct 210.6410.67$10.660.3%1800.47283
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$895.00Sep 2130.01130.31$130.160.2%41.00--
$765.00Sep 188.078.09$8.080.2%2320.5225.3K
$764.00Sep 187.667.68$7.670.3%2540.503.9K
$763.00Sep 187.277.29$7.280.3%9100.483.0K
$765.00Sep 3010.4010.43$10.420.3%400.531.6K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 742 found (avg $0.35, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Sep 20.050.06$0.0616.7%13.0K0.049.8K
$769.00Sep 20.100.11$0.119.1%41.5K0.087.6K
$768.00Sep 20.190.20$0.205.0%41.7K0.135.3K
$767.00Sep 20.360.37$0.372.7%51.9K0.227.9K
$766.00Sep 20.640.65$0.651.5%51.9K0.347.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$759.00Sep 20.110.12$0.128.3%32.6K0.0710.1K
$760.00Sep 20.160.17$0.175.9%63.2K0.107.8K
$758.00Sep 20.080.09$0.0911.1%32.5K0.055.0K
$761.00Sep 20.250.26$0.263.8%70.6K0.146.3K
$757.00Sep 20.060.07$0.0714.3%37.5K0.044.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,084 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2139.69139.96$139.820.2%21.0022
$685.00Sep 279.6479.92$79.780.4%101.00210
$690.00Sep 274.6974.94$74.820.3%61.00--
$700.00Sep 264.6964.94$64.820.4%21.002
$705.00Sep 259.6959.94$59.820.4%21.001
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Sep 413.9914.45$14.223.2%721.0018
$780.00Sep 415.0015.44$15.222.9%11.0015
$781.00Sep 416.0716.43$16.252.2%11.001
$800.00Sep 434.8735.63$35.252.2%--1.0061
$803.00Sep 437.8738.63$38.252.0%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 1,837 active (total vol 1.8M, top 141.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$764.00Sep 21.631.65$1.641.2%141.0K0.607.1K
$765.00Sep 21.061.07$1.070.9%126.4K0.4712.3K
$763.00Sep 22.332.35$2.340.9%117.2K0.715.5K
$762.00Sep 23.123.15$3.141.0%62.7K0.807.3K
$767.00Sep 20.360.37$0.372.7%51.9K0.227.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$762.00Sep 20.380.39$0.392.6%99.7K0.205.0K
$763.00Sep 20.580.59$0.591.7%76.0K0.292.8K
$761.00Sep 20.250.26$0.263.8%70.6K0.146.3K
$760.00Sep 20.160.17$0.175.9%63.2K0.107.8K
$755.00Sep 20.040.05$0.0520.0%44.3K0.027.5K

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 30.2%, max 43.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$762.00Sep 2Oct 1616.9%11.8%43.8%62.8K7.8K
$763.00Sep 2Oct 1616.0%11.6%37.7%117.5K6.6K
$764.00Sep 2Oct 1615.4%11.5%33.9%141.0K8.3K
$765.00Sep 2Oct 1615.2%11.4%33.1%126.6K18.0K
$766.00Sep 2Oct 1614.8%11.3%31.4%51.9K12.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$762.00Sep 2Oct 1616.9%11.8%43.8%99.8K6.2K
$763.00Sep 2Oct 1616.0%11.6%37.7%76.5K4.3K
$764.00Sep 2Oct 1615.4%11.5%33.9%40.3K4.0K
$765.00Sep 2Oct 1615.2%11.4%33.1%14.9K14.2K
$766.00Sep 2Oct 1614.8%11.3%31.4%3.2K11.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 795 found (best R:R 1.09, avg 4.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$726.00$727.00Sep 30$0.25$0.75$0.2588%3.00$726.25
$735.00$736.00Sep 18$0.34$0.66$0.3488%1.94$735.34
$732.00$734.00Oct 2$1.15$0.85$1.1584%0.74$733.15
$727.00$728.00Sep 30$0.37$0.63$0.3788%1.70$727.37
$728.00$729.00Oct 16$0.32$0.68$0.3282%2.12$728.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$775.00$770.00Sep 16$2.39$2.61$2.3973%1.09$772.61
$788.00$786.00Sep 25$1.09$0.91$1.0988%0.83$786.91
$783.00$781.00Sep 25$0.96$1.04$0.9682%1.08$782.04
$784.00$782.00Sep 30$0.95$1.05$0.9580%1.11$783.05
$779.00$778.00Sep 18$0.17$0.83$0.1780%4.88$778.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 602 found (best R:R 1.17, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$770.00Sep 15$2.70$2.70$2.3050%1.17$767.70
$765.00$770.00Sep 14$2.67$2.67$2.3350%1.15$767.67
$765.00$770.00Sep 16$2.73$2.73$2.2750%1.20$767.73
$770.00$775.00Sep 15$1.93$1.93$3.0762%0.63$771.93
$770.00$775.00Sep 16$2.04$2.04$2.9661%0.69$772.04
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$762.00$761.00Sep 2$0.13$0.13$0.8780%0.15$761.87
$763.00$762.00Sep 2$0.20$0.20$0.8071%0.25$762.80
$760.00$759.00Sep 3$0.17$0.17$0.8378%0.20$759.83
$764.00$763.00Sep 2$0.30$0.30$0.7060%0.43$763.70
$758.00$757.00Sep 3$0.10$0.10$0.9085%0.11$757.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.05, cheapest $1.03)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Sep 2Sep 3$1.1215.4%12.8%
$765.00Sep 2Sep 3$1.1215.2%13.0%
$766.00Sep 2Sep 3$1.0314.8%12.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Sep 2Sep 3$1.0315.4%12.8%
$765.00Sep 2Sep 3$1.0315.2%13.0%
$766.00Sep 2Sep 3$0.9614.8%12.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 920 found (cheapest 0.31% of stock, avg 3.82%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$765.00Sep 2$1.07$1.32$2.39$762.61$767.390.31%
$764.00Sep 2$1.64$0.89$2.53$761.47$766.530.33%
$766.00Sep 2$0.65$1.89$2.54$763.46$768.540.33%
$763.00Sep 2$2.34$0.59$2.93$760.07$765.930.38%
$767.00Sep 2$0.37$2.61$2.98$764.02$769.980.39%
$762.00Sep 2$3.14$0.39$3.53$758.47$765.530.46%
$768.00Sep 2$0.20$3.44$3.64$764.36$771.640.48%
$761.00Sep 2$4.01$0.26$4.27$756.73$765.270.56%
$769.00Sep 2$0.11$4.35$4.46$764.54$773.460.58%
$765.00Sep 3$2.19$2.35$4.54$760.46$769.540.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.04% of stock, avg 1.40%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$769.00$760.00Sep 2$0.11$0.17$0.28$759.72$769.28
$768.00$760.00Sep 2$0.20$0.17$0.37$759.63$768.37
$769.00$761.00Sep 2$0.11$0.26$0.37$760.63$769.37
$768.00$761.00Sep 2$0.20$0.26$0.46$760.54$768.46
$767.00$760.00Sep 2$0.37$0.17$0.54$759.46$767.54
$769.00$762.00Sep 2$0.11$0.39$0.50$761.50$769.50
$768.00$762.00Sep 2$0.20$0.39$0.59$761.41$768.59
$767.00$761.00Sep 2$0.37$0.26$0.63$760.37$767.63
$767.00$762.00Sep 2$0.37$0.39$0.76$761.24$767.76
$769.00$763.00Sep 2$0.11$0.59$0.70$762.30$769.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 375 found (best R:R 1.08, avg credit $0.56)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
729/730774/775Sep 30$0.52$0.4850%1.08$729.48$774.52
732/733773/774Sep 25$0.52$0.4850%1.08$732.48$773.52
739/740772/773Sep 18$0.53$0.4749%1.13$739.47$772.53
732/733774/775Sep 25$0.50$0.5052%1.00$732.50$774.50
734/735773/774Sep 25$0.53$0.4749%1.13$734.47$773.53
738/739772/773Sep 18$0.52$0.4850%1.08$738.48$772.52
734/735774/775Sep 25$0.51$0.4950%1.04$734.49$774.51
732/733774/775Sep 30$0.53$0.4748%1.13$732.47$774.53
741/742772/773Sep 18$0.54$0.4647%1.17$741.46$772.54
739/740774/775Sep 18$0.48$0.5253%0.92$739.52$774.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 290 found (best R:R 10.36, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Sep 14$0.44$4.5623%10.36
$755.00$760.00$765.00Sep 15$0.43$4.5722%10.63
$750.00$755.00$760.00Sep 15$0.33$4.6717%14.15
$750.00$755.00$760.00Sep 14$0.37$4.6317%12.51
$740.00$745.00$750.00Oct 9$0.15$4.859%32.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Sep 14$0.50$4.5023%9.00
$750.00$755.00$760.00Sep 15$0.33$4.6717%14.15
$750.00$755.00$760.00Sep 14$0.36$4.6417%12.89
$750.00$755.00$760.00Sep 16$0.32$4.6816%14.63
$755.00$760.00$765.00Sep 15$0.50$4.5022%9.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,074 found (best net $-19.74, 1,058 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 2-$19.74$40.26
$635.00$685.001:2Sep 3-$29.74$20.26
$685.00$718.001:2Sep 3-$14.05$18.95
$725.00$745.001:2Sep 15-$3.60$16.40
$770.00$775.001:2Sep 14$0.00$5.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$720.00$705.001:2Sep 16-$0.16$14.84
$690.00$660.001:2Sep 9-$0.02$29.98
$764.00$763.001:2Sep 2-$0.29$0.71
$763.00$762.001:2Sep 2-$0.19$0.81
$690.00$675.001:2Sep 10-$0.05$14.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 322 found (best yield 1.91%, avg 0.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$765.00Oct 16$14.580.490.0%1.91%1.94%2035.8K
$766.00Oct 16$13.980.470.2%1.83%1.99%105.1K
$767.00Oct 16$13.390.470.3%1.75%2.04%1915.5K
$768.00Oct 16$12.810.460.4%1.67%2.10%703.2K
$769.00Oct 16$12.240.450.6%1.60%2.15%1501.9K
$770.00Oct 16$11.680.440.7%1.53%2.21%1469.8K
$771.00Oct 16$11.140.430.8%1.46%2.27%21.8K
$772.00Oct 16$10.620.410.9%1.39%2.33%281.7K
$773.00Oct 16$10.110.401.1%1.32%2.40%71.4K
$774.00Oct 16$9.610.391.2%1.26%2.46%181.2K

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 936,673
Total Puts 897,819
Put/Call Ratio 0.96
Net Difference 38,854

Prior's Put/Call Breakdown

Total Calls 711,940
Total Puts 1,022,847
Put/Call Ratio 1.44
Net Difference -310,907

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
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All