Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$765.71 +0.52%
9/2 10:50

Option Volume

Detail
Current (09/02 10:50am) 2,961,561
Calls: 1,472,476 (50%)
Puts: 1,489,085 (50%)
Prior (08/31) 2,700,924
Calls: 1,130,050 (42%)
Puts: 1,570,874 (58%)
Current vs Prior +9.65%
Calls: +30.30% (Calls)
Puts: -5.21% (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 -69.13%
Calls: -67.73%
Puts: -70.40%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/02 10:50am) $530.51M
Calls: $369.90M (70%)
Puts: $160.62M (30%)
Prior (08/31) $345.91M
Calls: $129.39M (37%)
Puts: $216.52M (63%)
Current vs Prior +53.37%
Calls: +185.87%
Puts: -25.82%
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 -49.41%
Calls: -32.50%
Puts: -67.92%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 10:50am) 1.01
Prior (08/31) 1.39
Current vs Prior -27.25%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg -8.73%
Sentiment BEARISH

Open Interest

Detail
Current (09/02 10:50am) 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% | 0.87%0.87% | 1.51%1.96% | 3.69%
Prior 0.61% | 0.84%0.61% | 1.07%1.07% | 1.72%2.20% | 3.87%
Current vs Prior -37.04% | -22.21%-37.04% | -18.78%-18.78% | -12.35%-10.68% | -4.83%
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 -27.44% | -13.32%-0.05% | +4.27%+0.73% | -2.36%-19.76% | -6.16%
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 -37.04% | -22.21%-37.04% | -18.78%-18.78% | -12.35%-10.68% | -4.83%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 1.00% | 0.99%
Calls: 1.24% | 1.11%
Puts: 0.76% | 0.86%
Prior 1.07% | 0.60%
Calls: 1.20% | 0.87%
Puts: 0.94% | 0.34%
Current vs Prior -6.54% | +65.00%
Prior 7-Day Avg 1.59% | 1.27%
Calls: 1.39% | 1.15%
Puts: 1.79% | 1.39%
Current vs 7-Day Avg -36.99% | -22.22%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($369.90M). Elevated premium activity with dollar volume up 53% vs prior. Slightly bearish P/C ratio of 1.01. P/C ratio dropping 27% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
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
10:50BULLISHNEUTRALMIXED
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 2140.68140.79$140.740.1%21.0022
$620.00Sep 4146.01146.13$146.070.1%--1.0023
$635.00Sep 4131.02131.14$131.080.1%101.0011
$625.00Sep 4141.01141.14$141.070.1%241.005
$625.00Sep 3140.73140.86$140.800.1%241.0022
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$895.00Sep 2129.21129.32$129.260.1%41.00--
$845.00Sep 279.2179.32$79.260.1%101.00--
$809.00Sep 243.2143.32$43.270.3%11.00--
$808.00Sep 242.2142.32$42.270.3%11.00--
$765.00Sep 187.597.61$7.600.3%1.9K0.5025.3K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 743 found (avg $0.35, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Sep 20.080.09$0.0911.1%51.3K0.079.8K
$769.00Sep 20.170.18$0.185.6%65.8K0.127.6K
$768.00Sep 20.320.33$0.333.0%77.1K0.215.3K
$767.00Sep 20.610.62$0.621.6%122.2K0.337.9K
$775.00Sep 30.060.07$0.0714.3%4740.035.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Sep 20.140.15$0.156.7%85.7K0.087.8K
$761.00Sep 20.200.21$0.214.8%92.0K0.116.3K
$762.00Sep 20.280.29$0.293.4%145.4K0.155.0K
$763.00Sep 20.400.41$0.412.4%121.2K0.212.8K
$759.00Sep 20.110.12$0.128.3%58.9K0.0610.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,121 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2140.68140.79$140.740.1%21.0022
$685.00Sep 280.6980.80$80.750.1%101.00210
$690.00Sep 275.6975.80$75.750.1%61.00--
$695.00Sep 270.6970.80$70.750.2%61.00--
$700.00Sep 265.6965.80$65.750.2%41.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Sep 413.2113.34$13.281.0%731.0018
$780.00Sep 414.2114.34$14.280.9%81.0015
$781.00Sep 415.2115.33$15.270.8%11.001
$800.00Sep 434.2134.36$34.280.4%--1.0061
$803.00Sep 437.2137.36$37.280.4%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,057 active (total vol 3.0M, top 189.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 21.601.62$1.611.2%189.1K0.6012.3K
$764.00Sep 22.312.33$2.320.9%162.1K0.717.1K
$766.00Sep 21.031.04$1.041.0%150.6K0.477.1K
$763.00Sep 23.123.15$3.141.0%127.1K0.795.5K
$767.00Sep 20.610.62$0.621.6%122.2K0.337.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$762.00Sep 20.280.29$0.293.4%145.4K0.155.0K
$763.00Sep 20.400.41$0.412.4%121.2K0.212.8K
$765.00Sep 20.890.90$0.901.1%111.6K0.404.0K
$764.00Sep 20.590.60$0.601.7%96.9K0.292.9K
$761.00Sep 20.200.21$0.214.8%92.0K0.116.3K

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 39.3%, max 61.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$762.00Sep 2Oct 1619.2%11.8%61.7%70.2K7.8K
$763.00Sep 2Oct 1617.9%11.7%53.1%127.5K6.6K
$764.00Sep 2Oct 1616.9%11.6%46.0%162.2K8.3K
$765.00Sep 2Oct 1616.0%11.5%39.2%189.4K18.0K
$766.00Sep 2Oct 1615.6%11.3%37.1%150.7K12.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$762.00Sep 2Oct 1619.2%11.8%61.7%145.6K6.2K
$763.00Sep 2Oct 1617.9%11.7%53.1%121.7K4.3K
$764.00Sep 2Oct 1616.9%11.6%46.0%96.9K4.0K
$765.00Sep 2Oct 1616.0%11.5%39.2%112.8K14.2K
$766.00Sep 2Oct 1615.6%11.3%37.1%34.4K11.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 790 found (best R:R 2.28, avg 4.68)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$738.00$740.00Sep 25$0.61$1.39$0.6184%2.28$738.61
$725.00$730.00Oct 9$3.26$1.74$3.2686%0.53$728.26
$738.00$739.00Oct 9$0.10$0.90$0.1078%9.00$738.10
$676.00$677.00Sep 30$0.38$0.62$0.38100%1.63$676.38
$723.00$724.00Oct 16$0.26$0.74$0.2685%2.85$723.26
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$789.00$787.00Oct 16$0.84$1.16$0.8477%1.38$788.16
$799.00$798.00Oct 16$0.19$0.81$0.1986%4.26$798.81
$786.00$785.00Sep 30$0.15$0.85$0.1582%5.67$785.85
$785.00$784.00Oct 2$0.14$0.86$0.1479%6.14$784.86
$785.00$775.00Oct 9$6.45$3.55$6.4575%0.55$778.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 598 found (best R:R 0.77, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Sep 16$2.17$2.17$2.8359%0.77$772.17
$770.00$775.00Sep 15$2.06$2.06$2.9460%0.70$772.06
$770.00$775.00Sep 14$1.99$1.99$3.0161%0.66$771.99
$775.00$780.00Sep 16$1.45$1.45$3.5571%0.41$776.45
$775.00$780.00Sep 15$1.28$1.28$3.7273%0.34$776.28
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$764.00Sep 2$0.30$0.30$0.7060%0.43$764.70
$760.00$759.00Sep 3$0.13$0.13$0.8782%0.15$759.87
$757.00$756.00Sep 4$0.11$0.11$0.8984%0.12$756.89
$759.00$758.00Sep 3$0.10$0.10$0.9085%0.11$758.90
$761.00$760.00Sep 3$0.16$0.16$0.8478%0.19$760.84

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.02, cheapest $1.00)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Sep 2Sep 3$1.0916.0%12.6%
$766.00Sep 2Sep 3$1.0815.6%12.8%
$767.00Sep 2Sep 3$1.0015.1%12.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Sep 2Sep 3$1.0016.0%12.6%
$766.00Sep 2Sep 3$1.0015.6%12.8%
$767.00Sep 2Sep 3$0.9315.1%12.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 952 found (cheapest 0.31% of stock, avg 3.87%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$766.00Sep 2$1.04$1.32$2.36$763.64$768.360.31%
$765.00Sep 2$1.61$0.90$2.51$762.49$767.510.33%
$767.00Sep 2$0.62$1.89$2.51$764.49$769.510.33%
$764.00Sep 2$2.32$0.60$2.92$761.08$766.920.38%
$768.00Sep 2$0.33$2.61$2.94$765.06$770.940.38%
$763.00Sep 2$3.14$0.41$3.55$759.45$766.550.46%
$769.00Sep 2$0.18$3.45$3.63$765.37$772.630.47%
$762.00Sep 2$4.01$0.29$4.30$757.70$766.300.56%
$770.00Sep 2$0.09$4.36$4.45$765.55$774.450.58%
$766.00Sep 3$2.12$2.32$4.44$761.56$770.440.58%

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$0.09$0.21$0.30$760.70$770.30
$769.00$761.00Sep 2$0.18$0.21$0.39$760.61$769.39
$770.00$762.00Sep 2$0.09$0.29$0.38$761.62$770.38
$769.00$762.00Sep 2$0.18$0.29$0.47$761.53$769.47
$768.00$761.00Sep 2$0.33$0.21$0.54$760.46$768.54
$770.00$763.00Sep 2$0.09$0.41$0.50$762.50$770.50
$768.00$762.00Sep 2$0.33$0.29$0.62$761.38$768.62
$769.00$763.00Sep 2$0.18$0.41$0.59$762.41$769.59
$768.00$763.00Sep 2$0.33$0.41$0.74$762.26$768.74
$770.00$764.00Sep 2$0.09$0.60$0.69$763.31$770.69

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 395 found (best R:R 1.04, avg credit $0.57)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
740/741774/775Sep 18$0.51$0.4951%1.04$740.49$774.51
733/734774/775Sep 25$0.52$0.4850%1.08$733.48$774.52
739/740774/775Sep 18$0.50$0.5052%1.00$739.50$774.50
730/731775/776Sep 30$0.52$0.4850%1.08$730.48$775.52
732/733775/776Sep 30$0.53$0.4749%1.13$732.47$775.53
738/739774/775Sep 25$0.55$0.4547%1.22$738.45$774.55
741/742774/775Sep 18$0.51$0.4951%1.04$741.49$774.51
734/735774/775Sep 25$0.52$0.4850%1.08$734.48$774.52
740/741773/774Sep 18$0.52$0.4849%1.08$740.48$773.52
736/737774/775Sep 25$0.53$0.4748%1.13$736.47$774.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 240 found (best R:R 249.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$620.00$650.00$680.00Oct 9$0.12$29.884%249.00
$750.00$755.00$760.00Sep 15$0.29$4.7116%16.24
$750.00$755.00$760.00Sep 14$0.31$4.6916%15.13
$755.00$760.00$765.00Sep 14$0.49$4.5122%9.20
$760.00$765.00$770.00Sep 14$0.62$4.3826%7.06
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Sep 14$0.48$4.5222%9.42
$750.00$755.00$760.00Sep 14$0.32$4.6816%14.62
$750.00$755.00$760.00Sep 15$0.31$4.6916%15.13
$755.00$760.00$765.00Sep 15$0.46$4.5421%9.87
$755.00$760.00$765.00Sep 16$0.43$4.5720%10.63

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,085 found (best net $-20.76, 1,071 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 2-$20.76$39.24
$685.00$718.001:2Sep 3-$14.83$18.17
$725.00$745.001:2Sep 15-$4.41$15.59
$770.00$775.001:2Sep 14-$0.09$4.91
$770.00$775.001:2Sep 15-$0.33$4.67
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$845.00$809.001:2Sep 2-$7.28$28.72
$895.00$845.001:2Sep 2-$29.26$20.74
$785.00$775.001:2Sep 15-$2.08$7.92
$690.00$670.001:2Sep 9-$0.02$19.98
$765.00$764.001:2Sep 2-$0.30$0.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 316 found (best yield 1.90%, avg 0.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$766.00Oct 16$14.550.480.0%1.90%1.94%545.1K
$767.00Oct 16$13.940.470.2%1.82%1.99%2305.5K
$768.00Oct 16$13.350.470.3%1.74%2.04%723.2K
$769.00Oct 16$12.770.460.4%1.67%2.10%1721.9K
$770.00Oct 16$12.200.450.6%1.59%2.15%2459.8K
$771.00Oct 16$11.650.440.7%1.52%2.21%51.8K
$772.00Oct 16$11.110.430.8%1.45%2.27%321.7K
$773.00Oct 16$10.590.410.9%1.38%2.34%5121.4K
$774.00Oct 16$10.080.401.1%1.32%2.40%211.2K
$775.00Oct 16$9.580.391.2%1.25%2.46%25014.8K

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 1,472,476
Total Puts 1,489,085
Put/Call Ratio 1.01
Net Difference -16,609

Prior's Put/Call Breakdown

Total Calls 1,130,050
Total Puts 1,570,874
Put/Call Ratio 1.39
Net Difference -440,824

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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