Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$765.31 +0.46%
9/2 11:00

Option Volume

Detail
Current (09/02 11:00am) 3,247,996
Calls: 1,554,984 (48%)
Puts: 1,693,012 (52%)
Prior (08/31) 2,971,680
Calls: 1,265,200 (43%)
Puts: 1,706,480 (57%)
Current vs Prior +9.30%
Calls: +22.90% (Calls)
Puts: -0.79% (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 -66.15%
Calls: -65.92%
Puts: -66.35%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/02 11:00am) $538.08M
Calls: $347.21M (65%)
Puts: $190.87M (35%)
Prior (08/31) $358.67M
Calls: $162.52M (45%)
Puts: $196.15M (55%)
Current vs Prior +50.02%
Calls: +113.64%
Puts: -2.69%
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 -48.69%
Calls: -36.64%
Puts: -61.87%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 11:00am) 1.09
Prior (08/31) 1.35
Current vs Prior -19.28%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg -1.74%
Sentiment BEARISH

Open Interest

Detail
Current (09/02 11:00am) 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 0.37% | 0.65%0.37% | 0.87%0.87% | 1.50%1.97% | 3.69%
Prior 0.61% | 0.84%0.61% | 1.07%1.07% | 1.72%2.20% | 3.87%
Current vs Prior -39.37% | -22.94%-39.37% | -19.23%-19.23% | -12.61%-10.39% | -4.71%
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 -30.12% | -14.14%-3.76% | +3.70%+0.17% | -2.65%-19.51% | -6.05%
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 -39.37% | -22.94%-39.37% | -19.23%-19.23% | -12.61%-10.39% | -4.71%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 1.04% | 0.80%
Calls: 0.76% | 0.82%
Puts: 1.33% | 0.79%
Prior 1.07% | 0.60%
Calls: 1.20% | 0.87%
Puts: 0.94% | 0.34%
Current vs Prior -2.80% | +33.33%
Prior 7-Day Avg 1.59% | 1.27%
Calls: 1.39% | 1.15%
Puts: 1.79% | 1.39%
Current vs 7-Day Avg -34.47% | -37.15%
Liquidity Excellent
+
Add Card

🤖 AI Insights

Moderately bullish flow with 65% call dollar volume ($347.21M). Elevated premium activity with dollar volume up 50% vs prior. Slightly bearish P/C ratio of 1.09. 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 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
11:00BULLISHNEUTRALMIXED
10:55BULLISHNEUTRALMIXED
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 2,392 of results (avg 2.3%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2140.25140.36$140.310.1%21.0022
$625.00Sep 3140.31140.44$140.380.1%241.0022
$620.00Sep 4145.58145.72$145.650.1%--1.0023
$635.00Sep 4130.59130.72$130.660.1%101.0011
$625.00Sep 4140.58140.72$140.650.1%241.005
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$895.00Sep 2129.64129.75$129.700.1%41.00--
$845.00Sep 279.6379.75$79.690.2%101.00--
$755.00Oct 169.529.54$9.530.2%1470.3918.0K
$765.00Sep 187.827.84$7.830.3%2.1K0.5125.3K
$761.00Oct 1611.3711.40$11.390.3%1250.46952

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 736 found (avg $0.36, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Sep 20.050.06$0.0616.7%56.5K0.059.8K
$769.00Sep 20.100.11$0.119.1%75.1K0.097.6K
$768.00Sep 20.220.23$0.234.3%83.4K0.165.3K
$767.00Sep 20.440.45$0.452.2%132.1K0.277.9K
$766.00Sep 20.800.81$0.811.2%165.9K0.407.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Sep 20.140.15$0.156.7%93.6K0.087.8K
$761.00Sep 20.200.21$0.214.8%105.2K0.126.3K
$762.00Sep 20.290.30$0.303.3%154.6K0.175.0K
$759.00Sep 20.100.11$0.119.1%71.9K0.0610.1K
$763.00Sep 20.430.44$0.442.3%131.2K0.242.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,131 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2140.25140.36$140.310.1%21.0022
$685.00Sep 280.2680.36$80.310.1%101.00210
$690.00Sep 275.2675.36$75.310.1%61.00--
$695.00Sep 270.2670.36$70.310.1%61.00--
$700.00Sep 265.2665.36$65.310.2%41.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$778.00Sep 412.6412.77$12.711.0%1581.004
$779.00Sep 413.6413.76$13.700.9%731.0018
$780.00Sep 414.6314.75$14.690.8%331.0015
$781.00Sep 415.6315.77$15.700.9%21.001
$782.00Sep 416.6316.77$16.700.8%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,098 active (total vol 3.2M, top 195.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 21.311.32$1.320.8%195.8K0.5412.3K
$766.00Sep 20.800.81$0.811.2%165.9K0.407.1K
$764.00Sep 21.951.98$1.971.5%164.1K0.677.1K
$767.00Sep 20.440.45$0.452.2%132.1K0.277.9K
$763.00Sep 22.722.75$2.741.1%128.3K0.765.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 21.011.02$1.021.0%159.4K0.464.0K
$762.00Sep 20.290.30$0.303.3%154.6K0.175.0K
$763.00Sep 20.430.44$0.442.3%131.2K0.242.8K
$764.00Sep 20.660.67$0.671.5%115.6K0.342.9K
$761.00Sep 20.200.21$0.214.8%105.2K0.126.3K

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 33.7%, max 52.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$762.00Sep 2Oct 1618.0%11.9%52.2%70.9K7.8K
$763.00Sep 2Oct 1617.1%11.7%45.5%128.7K6.6K
$764.00Sep 2Oct 1616.0%11.6%38.2%164.1K8.3K
$765.00Sep 2Oct 1615.4%11.5%33.8%196.1K18.0K
$766.00Sep 2Oct 1615.2%11.4%33.5%166.0K12.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$762.00Sep 2Oct 1618.0%11.9%52.2%154.7K6.2K
$763.00Sep 2Oct 1617.1%11.7%45.5%131.7K4.3K
$764.00Sep 2Oct 1616.0%11.6%38.2%115.6K4.0K
$765.00Sep 2Oct 1615.4%11.5%33.8%160.7K14.2K
$766.00Sep 2Oct 1615.2%11.4%33.5%51.2K11.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 801 found (best R:R 3.35, avg 4.59)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$730.00$735.00Oct 9$3.32$1.68$3.3283%0.51$733.32
$738.00$739.00Oct 9$0.16$0.84$0.1678%5.25$738.16
$733.00$734.00Sep 30$0.26$0.74$0.2685%2.85$733.26
$736.00$737.00Sep 18$0.29$0.71$0.2988%2.45$736.29
$730.00$731.00Oct 16$0.24$0.76$0.2481%3.17$730.24
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$789.00$787.00Oct 16$0.46$1.54$0.4677%3.35$788.54
$790.00$788.00Sep 25$1.13$0.87$1.1390%0.77$788.87
$779.00$778.00Sep 18$0.16$0.84$0.1679%5.25$778.84
$790.00$789.00Oct 2$0.24$0.76$0.2485%3.17$789.76
$785.00$775.00Oct 9$6.52$3.48$6.5276%0.53$778.48

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 599 found (best R:R 0.67, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Sep 15$2.01$2.01$2.9961%0.67$772.01
$770.00$775.00Sep 14$1.94$1.94$3.0662%0.63$771.94
$770.00$775.00Sep 16$2.11$2.11$2.8960%0.73$772.11
$775.00$780.00Sep 16$1.40$1.40$3.6072%0.39$776.40
$775.00$780.00Sep 15$1.22$1.22$3.7874%0.32$776.22
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$760.00$759.00Sep 3$0.15$0.15$0.8580%0.18$759.85
$759.00$758.00Sep 3$0.11$0.11$0.8983%0.12$758.89
$758.00$757.00Sep 4$0.14$0.14$0.8681%0.16$757.86
$765.00$764.00Sep 2$0.35$0.35$0.6554%0.54$764.65
$764.00$763.00Sep 2$0.23$0.23$0.7766%0.30$763.77

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.07, cheapest $1.02)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Sep 2Sep 3$1.1016.0%12.9%
$765.00Sep 2Sep 3$1.1315.4%12.5%
$766.00Sep 2Sep 3$1.0915.2%12.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Sep 2Sep 3$1.0216.0%12.9%
$765.00Sep 2Sep 3$1.0515.4%12.5%
$766.00Sep 2Sep 3$1.0215.2%12.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 961 found (cheapest 0.30% of stock, avg 3.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$766.00Sep 2$0.81$1.50$2.31$763.69$768.310.30%
$765.00Sep 2$1.32$1.02$2.34$762.66$767.340.31%
$764.00Sep 2$1.97$0.67$2.64$761.36$766.640.34%
$767.00Sep 2$0.45$2.15$2.60$764.40$769.600.34%
$768.00Sep 2$0.23$2.93$3.16$764.84$771.160.41%
$763.00Sep 2$2.74$0.44$3.18$759.82$766.180.42%
$762.00Sep 2$3.60$0.30$3.90$758.10$765.900.51%
$769.00Sep 2$0.11$3.82$3.93$765.07$772.930.51%
$766.00Sep 3$1.90$2.52$4.42$761.58$770.420.58%
$765.00Sep 3$2.45$2.07$4.52$760.48$769.520.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 385 found (cheapest 0.04% of stock, avg 1.41%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$769.00$761.00Sep 2$0.11$0.21$0.32$760.68$769.32
$769.00$762.00Sep 2$0.11$0.30$0.41$761.59$769.41
$768.00$761.00Sep 2$0.23$0.21$0.44$760.56$768.44
$768.00$762.00Sep 2$0.23$0.30$0.53$761.47$768.53
$769.00$763.00Sep 2$0.11$0.44$0.55$762.45$769.55
$768.00$763.00Sep 2$0.23$0.44$0.67$762.33$768.67
$767.00$761.00Sep 2$0.45$0.21$0.66$760.34$767.66
$767.00$762.00Sep 2$0.45$0.30$0.75$761.25$767.75
$767.00$763.00Sep 2$0.45$0.44$0.89$762.11$767.89
$769.00$764.00Sep 2$0.11$0.67$0.78$763.22$769.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 419 found (best R:R 1.17, avg credit $0.56)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
730/731774/775Sep 30$0.54$0.4649%1.17$730.46$774.54
730/731775/776Sep 30$0.52$0.4850%1.08$730.48$775.52
731/732774/775Sep 30$0.54$0.4648%1.17$731.46$774.54
728/729775/776Oct 2$0.53$0.4749%1.13$728.47$775.53
733/734774/775Sep 30$0.55$0.4547%1.22$733.45$774.55
731/732775/776Sep 30$0.52$0.4850%1.08$731.48$775.52
735/736774/775Sep 30$0.56$0.4446%1.27$735.44$774.56
741/742773/774Sep 18$0.53$0.4749%1.13$741.47$773.53
732/733774/775Sep 30$0.54$0.4648%1.17$732.46$774.54
733/734775/776Sep 30$0.53$0.4749%1.13$733.47$775.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 217 found (best R:R 65.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$620.00$650.00$680.00Oct 9$0.45$29.554%65.67
$755.00$760.00$765.00Sep 15$0.44$4.5621%10.36
$755.00$760.00$765.00Sep 14$0.48$4.5222%9.42
$750.00$755.00$760.00Sep 14$0.33$4.6717%14.15
$750.00$755.00$760.00Sep 15$0.32$4.6816%14.62
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Sep 14$0.48$4.5222%9.42
$750.00$755.00$760.00Sep 15$0.32$4.6816%14.62
$750.00$755.00$760.00Sep 14$0.34$4.6617%13.71
$755.00$760.00$765.00Sep 15$0.48$4.5221%9.42
$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. 1,076 found (best net $-20.31, 1,062 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 2-$20.31$39.69
$685.00$718.001:2Sep 3-$14.42$18.58
$725.00$745.001:2Sep 15-$4.08$15.92
$770.00$775.001:2Sep 14-$0.04$4.96
$770.00$775.001:2Sep 15-$0.27$4.73
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$845.00$809.001:2Sep 2-$7.69$28.31
$895.00$845.001:2Sep 2-$29.68$20.32
$785.00$775.001:2Sep 15-$2.40$7.60
$765.00$764.001:2Sep 2-$0.32$0.68
$764.00$763.001:2Sep 2-$0.21$0.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 312 found (best yield 1.87%, avg 0.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$766.00Oct 16$14.340.480.1%1.87%1.96%655.1K
$767.00Oct 16$13.740.470.2%1.80%2.02%2465.5K
$768.00Oct 16$13.160.470.3%1.72%2.07%923.2K
$769.00Oct 16$12.580.460.5%1.64%2.13%1721.9K
$770.00Oct 16$12.020.440.6%1.57%2.18%2469.8K
$771.00Oct 16$11.470.430.7%1.50%2.24%121.8K
$772.00Oct 16$10.940.420.9%1.43%2.30%351.7K
$773.00Oct 16$10.420.411.0%1.36%2.37%5121.4K
$774.00Oct 16$9.920.401.1%1.30%2.43%221.2K
$775.00Oct 16$9.430.391.3%1.23%2.50%25214.8K

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 1,554,984
Total Puts 1,693,012
Put/Call Ratio 1.09
Net Difference -138,028

Prior's Put/Call Breakdown

Total Calls 1,265,200
Total Puts 1,706,480
Put/Call Ratio 1.35
Net Difference -441,280

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