Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$766.27 +0.59%
9/2 10:45

Option Volume

Detail
Current (09/02 10:45am) 2,814,350
Calls: 1,411,538 (50%)
Puts: 1,402,812 (50%)
Prior (08/31) 2,587,429
Calls: 1,091,280 (42%)
Puts: 1,496,149 (58%)
Current vs Prior +8.77%
Calls: +29.35% (Calls)
Puts: -6.24% (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 -70.67%
Calls: -69.07%
Puts: -72.12%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02 10:45am) $547.48M
Calls: $408.00M (75%)
Puts: $139.48M (25%)
Prior (08/31) $331.80M
Calls: $130.62M (39%)
Puts: $201.18M (61%)
Current vs Prior +65.00%
Calls: +212.36%
Puts: -30.67%
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 -47.79%
Calls: -25.55%
Puts: -72.14%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 10:45am) 0.99
Prior (08/31) 1.37
Current vs Prior -27.51%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg -10.31%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/02 10:45am) 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% | 0.87%0.87% | 1.48%1.96% | 3.65%
Prior 0.61% | 0.84%0.61% | 1.07%1.07% | 1.72%2.20% | 3.87%
Current vs Prior -35.58% | -22.11%-35.59% | -19.21%-19.21% | -13.86%-10.80% | -5.64%
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 -25.76% | -13.21%+2.25% | +3.72%+0.20% | -4.04%-19.88% | -6.96%
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 -35.58% | -22.11%-35.59% | -19.21%-19.21% | -13.86%-10.80% | -5.64%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 0.67% | 0.59%
Calls: 0.72% | 0.41%
Puts: 0.62% | 0.78%
Prior 1.07% | 0.60%
Calls: 1.20% | 0.87%
Puts: 0.94% | 0.34%
Current vs Prior -37.38% | -1.67%
Prior 7-Day Avg 1.59% | 1.27%
Calls: 1.39% | 1.15%
Puts: 1.79% | 1.39%
Current vs 7-Day Avg -57.79% | -53.65%
Liquidity Excellent
+
Add Card

🤖 AI Insights

Moderately bullish flow with 75% call dollar volume ($408.00M). Elevated premium activity with dollar volume up 65% vs prior. P/C ratio dropping 28% - 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
10:45BULLISHNEUTRALBULLISH
10:40BULLISHNEUTRALMIXED
10:35BULLISHNEUTRALMIXED
10:30BULLISHNEUTRALBULLISH
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 2,388 of results (avg 2.3%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2141.21141.32$141.260.1%21.0022
$620.00Sep 4146.54146.66$146.600.1%--1.0023
$625.00Sep 3141.27141.39$141.330.1%241.0022
$635.00Sep 3131.27131.39$131.330.1%81.006
$625.00Sep 4141.53141.67$141.600.1%241.005
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$895.00Sep 2128.68128.80$128.740.1%41.00--
$845.00Sep 278.6878.80$78.740.2%101.00--
$765.00Sep 187.327.34$7.330.3%1.8K0.4925.3K
$809.00Sep 242.6842.80$42.740.3%11.00--
$760.00Oct 1610.6010.63$10.620.3%3300.436.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 754 found (avg $0.35, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$771.00Sep 20.070.08$0.0812.5%23.2K0.067.6K
$770.00Sep 20.140.15$0.156.7%48.0K0.109.8K
$769.00Sep 20.280.29$0.293.4%61.6K0.187.6K
$768.00Sep 20.510.52$0.521.9%72.7K0.285.3K
$775.00Sep 30.080.09$0.0911.1%4370.045.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$761.00Sep 20.170.18$0.185.6%88.6K0.096.3K
$762.00Sep 20.240.25$0.254.0%139.8K0.135.0K
$763.00Sep 20.340.35$0.352.9%116.5K0.182.8K
$760.00Sep 20.130.14$0.147.1%81.6K0.077.8K
$759.00Sep 20.100.11$0.119.1%53.2K0.0510.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,118 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2141.21141.32$141.260.1%21.0022
$685.00Sep 281.2181.32$81.260.1%101.00210
$690.00Sep 276.2176.32$76.260.1%61.00--
$700.00Sep 266.2166.32$66.260.2%41.002
$705.00Sep 261.2161.32$61.270.2%21.001
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Sep 412.6912.83$12.761.1%731.0018
$780.00Sep 413.6913.82$13.760.9%81.0015
$781.00Sep 414.6814.82$14.750.9%11.001
$800.00Sep 433.6733.82$33.750.4%--1.0061
$803.00Sep 436.6736.82$36.750.4%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,032 active (total vol 2.8M, top 184.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 22.012.03$2.021.0%184.6K0.6512.3K
$764.00Sep 22.772.78$2.780.4%160.6K0.757.1K
$766.00Sep 21.381.39$1.380.7%140.1K0.547.1K
$763.00Sep 23.603.63$3.620.8%126.6K0.825.5K
$767.00Sep 20.870.88$0.881.1%111.8K0.417.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$762.00Sep 20.240.25$0.254.0%139.8K0.135.0K
$763.00Sep 20.340.35$0.352.9%116.5K0.182.8K
$765.00Sep 20.750.76$0.761.3%94.6K0.354.0K
$764.00Sep 20.510.52$0.521.9%90.3K0.252.9K
$761.00Sep 20.170.18$0.185.6%88.6K0.096.3K

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 41.3%, max 58.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Sep 2Oct 1618.5%11.7%58.3%127.0K6.6K
$764.00Sep 2Oct 1617.6%11.6%51.5%160.7K8.3K
$765.00Sep 2Oct 1616.8%11.5%46.8%184.9K18.0K
$767.00Sep 2Oct 1615.9%11.2%42.1%112.0K13.5K
$766.00Sep 2Oct 1616.1%11.3%41.6%140.2K12.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Sep 2Oct 1618.6%11.7%58.6%117.0K4.3K
$764.00Sep 2Oct 1617.6%11.6%51.9%90.3K4.0K
$765.00Sep 2Oct 1616.8%11.5%46.8%95.6K14.2K
$767.00Sep 2Oct 1615.9%11.2%42.1%7.3K7.2K
$766.00Sep 2Oct 1616.1%11.3%41.6%23.2K11.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 778 found (best R:R 2.08, avg 4.59)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$738.00$740.00Sep 25$0.65$1.35$0.6584%2.08$738.65
$740.00$741.00Sep 11$0.32$0.68$0.3292%2.12$740.32
$720.00$721.00Oct 16$0.28$0.72$0.2886%2.57$720.28
$727.00$728.00Oct 16$0.25$0.75$0.2583%3.00$727.25
$738.00$739.00Sep 11$0.36$0.64$0.3693%1.78$738.36
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$786.00$785.00Sep 30$0.14$0.86$0.1481%6.14$785.86
$784.00$783.00Sep 25$0.16$0.84$0.1681%5.25$783.84
$785.00$775.00Oct 9$6.36$3.64$6.3675%0.57$778.64
$790.00$788.00Sep 25$1.13$0.87$1.1389%0.77$788.87
$786.00$785.00Sep 25$0.21$0.79$0.2184%3.76$785.79

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 590 found (best R:R 0.75, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Sep 15$2.15$2.15$2.8559%0.75$772.15
$770.00$775.00Sep 16$2.24$2.24$2.7658%0.81$772.24
$770.00$775.00Sep 14$2.08$2.08$2.9259%0.71$772.08
$775.00$780.00Sep 16$1.52$1.52$3.4870%0.44$776.52
$775.00$780.00Sep 15$1.35$1.35$3.6572%0.37$776.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$757.00$756.00Sep 4$0.11$0.11$0.8986%0.12$756.89
$764.00$763.00Sep 2$0.17$0.17$0.8375%0.20$763.83
$761.00$760.00Sep 3$0.15$0.15$0.8580%0.18$760.85
$759.00$758.00Sep 4$0.14$0.14$0.8681%0.16$758.86
$766.00$765.00Sep 2$0.36$0.36$0.6453%0.56$765.64

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.01, cheapest $0.97)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Sep 2Sep 3$1.0416.8%12.9%
$766.00Sep 2Sep 3$1.0816.1%12.5%
$767.00Sep 2Sep 3$1.0415.9%12.8%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Sep 2Sep 3$0.9716.8%12.9%
$766.00Sep 2Sep 3$1.0016.1%12.5%
$767.00Sep 2Sep 3$0.9515.9%12.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 947 found (cheapest 0.33% of stock, avg 3.87%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$766.00Sep 2$1.38$1.12$2.50$763.50$768.500.33%
$767.00Sep 2$0.88$1.62$2.50$764.50$769.500.33%
$765.00Sep 2$2.02$0.76$2.78$762.22$767.780.36%
$768.00Sep 2$0.52$2.26$2.78$765.22$770.780.36%
$764.00Sep 2$2.78$0.52$3.30$760.70$767.300.43%
$769.00Sep 2$0.29$3.03$3.32$765.68$772.320.43%
$763.00Sep 2$3.62$0.35$3.97$759.03$766.970.52%
$770.00Sep 2$0.15$3.89$4.04$765.96$774.040.53%
$767.00Sep 3$1.92$2.57$4.49$762.51$771.490.59%
$768.00Sep 3$1.44$3.11$4.55$763.45$772.550.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 390 found (cheapest 0.04% of stock, avg 1.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$771.00$762.00Sep 2$0.08$0.25$0.33$761.67$771.33
$770.00$762.00Sep 2$0.15$0.25$0.40$761.60$770.40
$771.00$763.00Sep 2$0.08$0.35$0.43$762.57$771.43
$769.00$762.00Sep 2$0.29$0.25$0.54$761.46$769.54
$770.00$763.00Sep 2$0.15$0.35$0.50$762.50$770.50
$769.00$763.00Sep 2$0.29$0.35$0.64$762.36$769.64
$771.00$764.00Sep 2$0.08$0.52$0.60$763.40$771.60
$770.00$764.00Sep 2$0.15$0.52$0.67$763.33$770.67
$768.00$762.00Sep 2$0.52$0.25$0.77$761.23$768.77
$769.00$764.00Sep 2$0.29$0.52$0.81$763.19$769.81

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 442 found (best R:R 1.08, avg credit $0.57)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
740/741774/775Sep 18$0.52$0.4851%1.08$740.48$774.52
731/732775/776Sep 30$0.53$0.4749%1.13$731.47$775.53
730/731776/777Oct 2$0.53$0.4749%1.13$730.47$776.53
735/736775/776Sep 30$0.55$0.4547%1.22$735.45$775.55
731/732776/777Sep 30$0.51$0.4951%1.04$731.49$776.51
732/733775/776Sep 30$0.53$0.4749%1.13$732.47$775.53
731/732776/777Oct 2$0.53$0.4749%1.13$731.47$776.53
735/736776/777Sep 30$0.53$0.4749%1.13$735.47$776.53
748/749772/773Sep 11$0.50$0.5051%1.00$748.50$772.50
743/744774/775Sep 18$0.53$0.4748%1.13$743.47$774.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 218 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$620.00$650.00$680.00Oct 9$0.30$29.704%99.00
$755.00$760.00$765.00Sep 15$0.43$4.5721%10.63
$755.00$760.00$765.00Sep 14$0.46$4.5422%9.87
$750.00$755.00$760.00Sep 14$0.32$4.6816%14.62
$760.00$765.00$770.00Sep 14$0.63$4.3726%6.94
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Sep 15$0.28$4.7216%16.86
$755.00$760.00$765.00Sep 14$0.46$4.5422%9.87
$750.00$755.00$760.00Sep 14$0.32$4.6816%14.62
$750.00$755.00$760.00Sep 16$0.29$4.7115%16.24
$755.00$760.00$765.00Sep 15$0.46$4.5421%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. 1,087 found (best net $-21.26, 1,072 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 2-$21.26$38.74
$685.00$718.001:2Sep 3-$15.36$17.64
$725.00$745.001:2Sep 15-$4.75$15.25
$770.00$775.001:2Sep 14-$0.15$4.85
$770.00$775.001:2Sep 15-$0.39$4.61
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$845.00$809.001:2Sep 2-$6.74$29.26
$895.00$845.001:2Sep 2-$28.74$21.26
$785.00$775.001:2Sep 15-$1.84$8.16
$690.00$670.001:2Sep 9-$0.02$19.98
$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. 309 found (best yield 1.85%, avg 0.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$767.00Oct 16$14.210.480.1%1.85%1.95%2275.5K
$768.00Oct 16$13.620.470.2%1.78%2.00%723.2K
$769.00Oct 16$13.030.470.4%1.70%2.06%1711.9K
$770.00Oct 16$12.460.450.5%1.63%2.11%2369.8K
$771.00Oct 16$11.900.440.6%1.55%2.17%51.8K
$772.00Oct 16$11.350.430.8%1.48%2.23%291.7K
$773.00Oct 16$10.820.420.9%1.41%2.29%5121.4K
$774.00Oct 16$10.310.411.0%1.35%2.35%191.2K
$775.00Oct 16$9.810.401.1%1.28%2.42%24814.8K
$776.00Oct 16$9.320.391.3%1.22%2.49%171.3K

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 1,411,538
Total Puts 1,402,812
Put/Call Ratio 0.99
Net Difference 8,726

Prior's Put/Call Breakdown

Total Calls 1,091,280
Total Puts 1,496,149
Put/Call Ratio 1.37
Net Difference -404,869

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