Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$765.20 +0.45%
9/2 10:25

Option Volume

Detail
Current (09/02 10:25am) 2,072,006
Calls: 1,047,653 (51%)
Puts: 1,024,353 (49%)
Prior (08/31) 1,925,711
Calls: 792,212 (41%)
Puts: 1,133,499 (59%)
Current vs Prior +7.60%
Calls: +32.24% (Calls)
Puts: -9.63% (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 -78.40%
Calls: -77.04%
Puts: -79.64%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02 10:25am) $378.95M
Calls: $266.89M (70%)
Puts: $112.06M (30%)
Prior (08/31) $279.19M
Calls: $83.42M (30%)
Puts: $195.77M (70%)
Current vs Prior +35.73%
Calls: +219.93%
Puts: -42.76%
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 -63.86%
Calls: -51.30%
Puts: -77.62%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 10:25am) 0.98
Prior (08/31) 1.43
Current vs Prior -31.66%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg -11.76%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/02 10:25am) 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% | 0.66%0.39% | 0.88%0.88% | 1.50%1.97% | 3.68%
Prior 0.61% | 0.84%0.61% | 1.07%1.07% | 1.72%2.20% | 3.87%
Current vs Prior -36.14% | -21.69%-36.15% | -18.00%-18.00% | -12.67%-10.20% | -5.07%
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 -26.40% | -12.74%+1.36% | +5.28%+1.70% | -2.72%-19.34% | -6.40%
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 -36.14% | -21.69%-36.15% | -18.00%-18.00% | -12.67%-10.20% | -5.07%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 0.69% | 0.77%
Calls: 0.76% | 0.41%
Puts: 0.61% | 1.14%
Prior 1.07% | 0.60%
Calls: 1.20% | 0.87%
Puts: 0.94% | 0.34%
Current vs Prior -35.51% | +28.33%
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% | -39.51%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($266.89M). P/C ratio dropping 32% - 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
10:25BULLISHNEUTRALBULLISH
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 2,360 of results (avg 2.5%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2140.08140.31$140.200.2%21.0022
$771.00Oct 1611.3711.40$11.390.3%20.431.8K
$766.00Oct 210.8710.90$10.890.3%1860.48283
$772.00Oct 1610.8410.87$10.860.3%280.421.7K
$766.00Oct 1614.2314.27$14.250.3%280.485.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$895.00Sep 2129.72129.92$129.820.2%41.00--
$763.00Sep 187.087.10$7.090.3%1.2K0.473.0K
$762.00Sep 186.726.74$6.730.3%5500.452.4K
$764.00Sep 309.819.84$9.820.3%780.51927
$767.00Oct 912.6212.66$12.640.3%20.53190

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 744 found (avg $0.35, cheapest $0.14)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Sep 20.130.14$0.147.1%44.8K0.107.6K
$770.00Sep 20.070.08$0.0812.5%22.4K0.069.8K
$768.00Sep 20.250.26$0.263.8%46.6K0.175.3K
$767.00Sep 20.470.48$0.482.1%62.6K0.277.9K
$766.00Sep 20.820.83$0.831.2%70.5K0.407.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$759.00Sep 20.100.11$0.119.1%40.4K0.0610.1K
$760.00Sep 20.150.16$0.166.3%70.8K0.097.8K
$758.00Sep 20.070.08$0.0812.5%33.6K0.045.0K
$761.00Sep 20.230.24$0.244.2%75.8K0.126.3K
$757.00Sep 20.060.07$0.0714.3%38.9K0.044.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,091 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2140.08140.31$140.200.2%21.0022
$685.00Sep 280.0880.32$80.200.3%101.00210
$690.00Sep 275.0875.31$75.190.3%61.00--
$700.00Sep 265.0865.31$65.190.4%41.002
$705.00Sep 260.0860.31$60.200.4%21.001
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Sep 413.6314.08$13.863.2%721.0018
$780.00Sep 414.6315.07$14.853.0%11.0015
$781.00Sep 415.6616.07$15.872.6%11.001
$800.00Sep 434.4635.21$34.842.2%--1.0061
$803.00Sep 437.4638.21$37.842.0%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 1,901 active (total vol 2.1M, top 149.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$764.00Sep 21.931.94$1.940.5%149.0K0.657.1K
$765.00Sep 21.311.32$1.320.8%146.7K0.5312.3K
$763.00Sep 22.672.70$2.691.1%120.4K0.755.5K
$766.00Sep 20.820.83$0.831.2%70.5K0.407.1K
$762.00Sep 23.503.53$3.510.9%64.1K0.827.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$762.00Sep 20.340.35$0.352.9%111.1K0.185.0K
$763.00Sep 20.510.52$0.521.9%85.4K0.252.8K
$761.00Sep 20.230.24$0.244.2%75.8K0.126.3K
$760.00Sep 20.150.16$0.166.3%70.8K0.097.8K
$764.00Sep 20.760.77$0.771.3%54.5K0.352.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 34.5%, max 49.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$762.00Sep 2Oct 1617.6%11.8%49.4%64.2K7.8K
$763.00Sep 2Oct 1616.8%11.7%44.1%120.7K6.6K
$764.00Sep 2Oct 1616.2%11.5%40.3%149.0K8.3K
$765.00Sep 2Oct 1615.5%11.4%35.6%146.9K18.0K
$766.00Sep 2Oct 1615.2%11.3%34.5%70.5K12.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$762.00Sep 2Oct 1617.6%11.8%49.4%111.2K6.2K
$763.00Sep 2Oct 1616.8%11.7%44.1%85.9K4.3K
$764.00Sep 2Oct 1616.2%11.5%40.3%54.5K4.0K
$765.00Sep 2Oct 1615.5%11.4%35.6%26.6K14.2K
$766.00Sep 2Oct 1615.2%11.3%34.5%5.8K11.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 793 found (best R:R 1.96, avg 4.69)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$744.00$745.00Sep 25$0.23$0.77$0.2378%3.35$744.23
$728.00$729.00Sep 30$0.34$0.66$0.3488%1.94$728.34
$743.00$744.00Sep 18$0.30$0.70$0.3082%2.33$743.30
$724.00$725.00Oct 16$0.32$0.68$0.3284%2.12$724.32
$735.00$736.00Sep 18$0.37$0.63$0.3788%1.70$735.37
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$770.00$765.00Sep 16$1.69$3.31$1.6960%1.96$768.31
$785.00$784.00Sep 18$0.21$0.79$0.2188%3.76$784.79
$779.00$778.00Sep 25$0.11$0.89$0.1175%8.09$778.89
$779.00$778.00Sep 18$0.15$0.85$0.1579%5.67$778.85
$790.00$788.00Sep 25$1.18$0.82$1.1890%0.69$788.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 601 found (best R:R 0.62, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Sep 14$1.91$1.91$3.0962%0.62$771.91
$770.00$775.00Sep 16$2.09$2.09$2.9160%0.72$772.09
$770.00$775.00Sep 15$1.97$1.97$3.0361%0.65$771.97
$775.00$780.00Sep 16$1.38$1.38$3.6272%0.38$776.38
$775.00$780.00Sep 15$1.21$1.21$3.7974%0.32$776.21
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$759.00$758.00Sep 3$0.13$0.13$0.8783%0.15$758.87
$762.00$761.00Sep 2$0.11$0.11$0.8982%0.12$761.89
$765.00$764.00Sep 2$0.38$0.38$0.6253%0.61$764.62
$763.00$762.00Sep 2$0.17$0.17$0.8375%0.20$762.83
$760.00$759.00Sep 3$0.15$0.15$0.8579%0.18$759.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.03, cheapest $0.99)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Sep 2Sep 3$1.0716.2%12.9%
$765.00Sep 2Sep 3$1.1015.5%12.6%
$766.00Sep 2Sep 3$1.0515.2%12.8%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Sep 2Sep 3$0.9916.2%12.9%
$765.00Sep 2Sep 3$1.0115.5%12.6%
$766.00Sep 2Sep 3$0.9815.2%12.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 926 found (cheapest 0.32% of stock, avg 3.84%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$765.00Sep 2$1.32$1.15$2.47$762.53$767.470.32%
$766.00Sep 2$0.83$1.65$2.48$763.52$768.480.32%
$764.00Sep 2$1.94$0.77$2.71$761.29$766.710.35%
$767.00Sep 2$0.48$2.30$2.78$764.22$769.780.36%
$763.00Sep 2$2.69$0.52$3.21$759.79$766.210.42%
$768.00Sep 2$0.26$3.09$3.35$764.65$771.350.44%
$762.00Sep 2$3.51$0.35$3.86$758.14$765.860.50%
$769.00Sep 2$0.14$3.97$4.11$764.89$773.110.54%
$766.00Sep 3$1.88$2.63$4.51$761.49$770.510.59%
$765.00Sep 3$2.42$2.16$4.58$760.42$769.580.60%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 390 found (cheapest 0.04% of stock, avg 1.39%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$770.00$761.00Sep 2$0.08$0.24$0.32$760.68$770.32
$769.00$761.00Sep 2$0.14$0.24$0.38$760.62$769.38
$769.00$762.00Sep 2$0.14$0.35$0.49$761.51$769.49
$770.00$762.00Sep 2$0.08$0.35$0.43$761.57$770.43
$768.00$761.00Sep 2$0.26$0.24$0.50$760.50$768.50
$768.00$762.00Sep 2$0.26$0.35$0.61$761.39$768.61
$770.00$763.00Sep 2$0.08$0.52$0.60$762.40$770.60
$767.00$761.00Sep 2$0.48$0.24$0.72$760.28$767.72
$769.00$763.00Sep 2$0.14$0.52$0.66$762.34$769.66
$768.00$763.00Sep 2$0.26$0.52$0.78$762.22$768.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 430 found (best R:R 1.17, avg credit $0.55)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
732/733774/775Sep 30$0.54$0.4648%1.17$732.46$774.54
734/735774/775Sep 30$0.55$0.4547%1.22$734.45$774.55
733/734774/775Sep 25$0.51$0.4951%1.04$733.49$774.51
731/732774/775Sep 30$0.53$0.4748%1.13$731.47$774.53
735/736774/775Sep 25$0.52$0.4849%1.08$735.48$774.52
736/737774/775Sep 30$0.56$0.4445%1.27$736.44$774.56
738/739775/776Sep 18$0.46$0.5455%0.85$738.54$775.46
738/739773/774Sep 18$0.50$0.5051%1.00$738.50$773.50
747/748771/772Sep 11$0.50$0.5051%1.00$747.50$771.50
748/749771/772Sep 11$0.51$0.4950%1.04$748.49$771.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 253 found (best R:R 10.90, 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$4.5123%9.20
$750.00$755.00$760.00Sep 14$0.35$4.6517%13.29
$750.00$755.00$760.00Sep 15$0.34$4.6616%13.71
$745.00$750.00$755.00Sep 14$0.23$4.7712%20.74
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Sep 14$0.50$4.5023%9.00
$755.00$760.00$765.00Sep 15$0.48$4.5222%9.42
$750.00$755.00$760.00Sep 14$0.35$4.6517%13.29
$750.00$755.00$760.00Sep 15$0.34$4.6616%13.71
$755.00$760.00$765.00Sep 16$0.44$4.5620%10.36

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,078 found (best net $-20.20, 1,062 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 2-$20.20$39.80
$635.00$685.001:2Sep 3-$30.27$19.73
$685.00$718.001:2Sep 3-$14.26$18.74
$725.00$745.001:2Sep 15-$4.07$15.93
$770.00$775.001:2Sep 14-$0.05$4.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$720.00$705.001:2Sep 16-$0.16$14.84
$690.00$670.001:2Sep 9-$0.04$19.96
$690.00$675.001:2Sep 10-$0.05$14.95
$670.00$650.001:2Sep 10-$0.04$19.96
$763.00$762.001:2Sep 2-$0.18$0.82

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 314 found (best yield 1.86%, avg 0.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$766.00Oct 16$14.230.480.1%1.86%1.96%285.1K
$767.00Oct 16$13.630.460.2%1.78%2.02%2155.5K
$768.00Oct 16$13.040.470.4%1.70%2.07%723.2K
$769.00Oct 16$12.470.450.5%1.63%2.13%1701.9K
$770.00Oct 16$11.910.440.6%1.56%2.18%1769.8K
$771.00Oct 16$11.370.430.8%1.49%2.24%21.8K
$772.00Oct 16$10.840.420.9%1.42%2.31%281.7K
$773.00Oct 16$10.320.411.0%1.35%2.37%5121.4K
$774.00Oct 16$9.820.401.1%1.28%2.43%181.2K
$775.00Oct 16$9.330.391.3%1.22%2.50%24714.8K

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 1,047,653
Total Puts 1,024,353
Put/Call Ratio 0.98
Net Difference 23,300

Prior's Put/Call Breakdown

Total Calls 792,212
Total Puts 1,133,499
Put/Call Ratio 1.43
Net Difference -341,287

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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