Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$765.32 +0.46%
9/2 11:05

Option Volume

Detail
Current (09/02 11:05am) 3,372,388
Calls: 1,613,740 (48%)
Puts: 1,758,648 (52%)
Prior (08/31) 3,128,863
Calls: 1,344,873 (43%)
Puts: 1,783,990 (57%)
Current vs Prior +7.78%
Calls: +19.99% (Calls)
Puts: -1.42% (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 -64.85%
Calls: -64.64%
Puts: -65.04%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/02 11:05am) $551.71M
Calls: $354.87M (64%)
Puts: $196.84M (36%)
Prior (08/31) $379.21M
Calls: $164.99M (44%)
Puts: $214.22M (56%)
Current vs Prior +45.49%
Calls: +115.09%
Puts: -8.12%
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 -47.39%
Calls: -35.24%
Puts: -60.68%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 11:05am) 1.09
Prior (08/31) 1.33
Current vs Prior -17.84%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg -1.65%
Sentiment BEARISH

Open Interest

Detail
Current (09/02 11:05am) 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% | 0.66%0.37% | 0.87%0.87% | 1.51%1.97% | 3.69%
Prior 0.61% | 0.84%0.61% | 1.07%1.07% | 1.72%2.20% | 3.87%
Current vs Prior -39.80% | -22.17%-39.80% | -18.74%-18.74% | -12.23%-10.22% | -4.78%
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 -30.62% | -13.27%-4.44% | +4.32%+0.77% | -2.23%-19.35% | -6.12%
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 -39.80% | -22.17%-39.80% | -18.74%-18.74% | -12.23%-10.22% | -4.78%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 0.72% | 0.40%
Calls: 0.76% | 0.40%
Puts: 0.67% | 0.39%
Prior 1.07% | 0.60%
Calls: 1.20% | 0.87%
Puts: 0.94% | 0.34%
Current vs Prior -32.71% | -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 -54.64% | -68.57%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($354.87M). 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
11:05BULLISHNEUTRALMIXED
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 2,399 of results (avg 2.2%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2140.28140.39$140.330.1%21.0022
$625.00Sep 4140.61140.73$140.670.1%241.005
$625.00Sep 3140.33140.45$140.390.1%241.0022
$620.00Sep 4145.59145.72$145.660.1%--1.0023
$635.00Sep 4130.61130.73$130.670.1%101.0011
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$895.00Sep 2129.61129.72$129.670.1%41.00--
$845.00Sep 279.6179.72$79.660.1%101.00--
$809.00Sep 243.6143.72$43.670.3%11.00--
$765.00Sep 187.827.84$7.830.3%2.1K0.5125.3K
$812.00Sep 446.6146.73$46.670.3%21.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 735 found (avg $0.36, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Sep 20.050.06$0.0616.7%59.7K0.059.8K
$769.00Sep 20.110.12$0.128.3%85.1K0.097.6K
$768.00Sep 20.230.24$0.244.2%86.4K0.165.3K
$767.00Sep 20.440.45$0.452.2%137.5K0.277.9K
$766.00Sep 20.800.81$0.811.2%175.7K0.417.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$761.00Sep 20.180.19$0.195.3%107.1K0.116.3K
$760.00Sep 20.130.14$0.147.1%96.9K0.087.8K
$762.00Sep 20.270.28$0.283.6%158.1K0.165.0K
$759.00Sep 20.090.10$0.1010.0%72.4K0.0610.1K
$758.00Sep 20.070.08$0.0812.5%41.5K0.045.0K

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 2140.28140.39$140.330.1%21.0022
$685.00Sep 280.2980.39$80.340.1%101.00210
$690.00Sep 275.2975.39$75.340.1%61.00--
$695.00Sep 270.2970.39$70.340.1%61.00--
$700.00Sep 265.2965.39$65.340.2%41.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Sep 413.6213.74$13.680.9%731.0018
$780.00Sep 414.6114.74$14.680.9%421.0015
$781.00Sep 415.6115.73$15.670.8%21.001
$782.00Sep 416.6116.74$16.670.8%11.00--
$800.00Sep 434.6134.73$34.670.3%--1.0061

Most actively traded options today. High liquidity = easy entry/exit. 2,115 active (total vol 3.4M, top 203.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 21.301.31$1.310.8%203.8K0.5512.3K
$766.00Sep 20.800.81$0.811.2%175.7K0.417.1K
$764.00Sep 21.951.97$1.961.0%164.9K0.677.1K
$767.00Sep 20.440.45$0.452.2%137.5K0.277.9K
$763.00Sep 22.722.75$2.741.1%128.7K0.775.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 20.991.00$1.001.0%173.5K0.454.0K
$762.00Sep 20.270.28$0.283.6%158.1K0.165.0K
$763.00Sep 20.420.43$0.432.3%135.6K0.232.8K
$764.00Sep 20.640.65$0.651.5%124.4K0.332.9K
$761.00Sep 20.180.19$0.195.3%107.1K0.116.3K

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 33.6%, max 51.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$762.00Sep 2Oct 1617.9%11.8%51.2%72.4K7.8K
$763.00Sep 2Oct 1616.9%11.7%44.0%129.2K6.6K
$764.00Sep 2Oct 1616.1%11.6%38.9%164.9K8.3K
$765.00Sep 2Oct 1615.4%11.5%34.2%204.1K18.0K
$766.00Sep 2Oct 1615.0%11.3%32.2%175.8K12.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$762.00Sep 2Oct 1617.9%11.8%51.2%158.3K6.2K
$763.00Sep 2Oct 1616.9%11.7%44.0%136.2K4.3K
$764.00Sep 2Oct 1616.1%11.6%38.9%124.4K4.0K
$765.00Sep 2Oct 1615.4%11.5%34.2%174.7K14.2K
$766.00Sep 2Oct 1615.0%11.3%32.2%56.7K11.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 793 found (best R:R 2.85, avg 4.57)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$729.00$731.00Oct 2$0.59$1.41$0.5986%2.39$729.59
$738.00$740.00Sep 25$0.61$1.39$0.6184%2.28$738.61
$736.00$737.00Sep 10$0.31$0.69$0.3194%2.23$736.31
$731.00$732.00Sep 30$0.25$0.75$0.2586%3.00$731.25
$733.00$734.00Sep 30$0.24$0.76$0.2485%3.17$733.24
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$790.00$788.00Sep 30$0.52$1.48$0.5287%2.85$789.48
$790.00$789.00Oct 2$0.21$0.79$0.2185%3.76$789.79
$782.00$781.00Sep 18$0.21$0.79$0.2184%3.76$781.79
$783.00$782.00Oct 2$0.14$0.86$0.1477%6.14$782.86
$785.00$784.00Sep 30$0.20$0.80$0.2081%4.00$784.80

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 16$2.11$2.11$2.8960%0.73$772.11
$770.00$775.00Sep 14$1.93$1.93$3.0762%0.63$771.93
$775.00$780.00Sep 16$1.40$1.40$3.6072%0.39$776.40
$775.00$780.00Sep 15$1.23$1.23$3.7774%0.33$776.23
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$763.00$762.00Sep 2$0.15$0.15$0.8577%0.18$762.85
$760.00$759.00Sep 3$0.15$0.15$0.8580%0.18$759.85
$765.00$764.00Sep 2$0.35$0.35$0.6555%0.54$764.65
$757.00$756.00Sep 4$0.12$0.12$0.8884%0.14$756.88
$761.00$760.00Sep 3$0.18$0.18$0.8276%0.22$760.82

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.10, cheapest $1.04)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Sep 2Sep 3$1.1316.1%13.0%
$765.00Sep 2Sep 3$1.1715.4%12.7%
$766.00Sep 2Sep 3$1.1115.0%12.8%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Sep 2Sep 3$1.0416.1%13.0%
$765.00Sep 2Sep 3$1.0915.4%12.7%
$766.00Sep 2Sep 3$1.0515.0%12.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 962 found (cheapest 0.30% of stock, avg 3.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$765.00Sep 2$1.31$1.00$2.31$762.69$767.310.30%
$766.00Sep 2$0.81$1.49$2.30$763.70$768.300.30%
$764.00Sep 2$1.96$0.65$2.61$761.39$766.610.34%
$767.00Sep 2$0.45$2.13$2.58$764.42$769.580.34%
$763.00Sep 2$2.74$0.43$3.17$759.83$766.170.41%
$768.00Sep 2$0.24$2.92$3.16$764.84$771.160.41%
$762.00Sep 2$3.60$0.28$3.88$758.12$765.880.51%
$769.00Sep 2$0.12$3.80$3.92$765.08$772.920.51%
$766.00Sep 3$1.92$2.54$4.46$761.54$770.460.58%
$767.00Sep 3$1.46$3.07$4.53$762.47$771.530.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 385 found (cheapest 0.04% of stock, avg 1.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$769.00$761.00Sep 2$0.12$0.19$0.31$760.69$769.31
$769.00$762.00Sep 2$0.12$0.28$0.40$761.60$769.40
$768.00$761.00Sep 2$0.24$0.19$0.43$760.57$768.43
$768.00$762.00Sep 2$0.24$0.28$0.52$761.48$768.52
$769.00$763.00Sep 2$0.12$0.43$0.55$762.45$769.55
$767.00$761.00Sep 2$0.45$0.19$0.64$760.36$767.64
$768.00$763.00Sep 2$0.24$0.43$0.67$762.33$768.67
$767.00$762.00Sep 2$0.45$0.28$0.73$761.27$767.73
$767.00$763.00Sep 2$0.45$0.43$0.88$762.12$767.88
$769.00$764.00Sep 2$0.12$0.65$0.77$763.23$769.77

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 392 found (best R:R 1.08, avg credit $0.56)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
733/734774/775Sep 25$0.52$0.4850%1.08$733.48$774.52
735/736774/775Sep 25$0.53$0.4749%1.13$735.47$774.53
734/735774/775Sep 25$0.52$0.4850%1.08$734.48$774.52
747/748771/772Sep 11$0.51$0.4951%1.04$747.49$771.51
748/749771/772Sep 11$0.52$0.4850%1.08$748.48$771.52
736/737774/775Sep 25$0.53$0.4748%1.13$736.47$774.53
728/729775/776Oct 2$0.52$0.4849%1.08$728.48$775.52
741/742775/776Sep 18$0.48$0.5253%0.92$741.52$775.48
729/730775/776Sep 30$0.50$0.5051%1.00$729.50$775.50
751/752771/772Sep 11$0.55$0.4546%1.22$751.45$771.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 244 found (best R:R 141.86, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$620.00$650.00$680.00Oct 9$0.21$29.794%141.86
$755.00$760.00$765.00Sep 14$0.44$4.5622%10.36
$755.00$760.00$765.00Sep 15$0.45$4.5521%10.11
$750.00$755.00$760.00Sep 15$0.31$4.6916%15.13
$740.00$745.00$750.00Oct 9$0.12$4.889%40.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Sep 14$0.49$4.5122%9.20
$755.00$760.00$765.00Sep 15$0.47$4.5321%9.64
$750.00$755.00$760.00Sep 14$0.34$4.6617%13.71
$750.00$755.00$760.00Sep 15$0.33$4.6716%14.15
$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. 1,080 found (best net $-20.35, 1,066 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 2-$20.35$39.65
$685.00$718.001:2Sep 3-$14.42$18.58
$725.00$745.001:2Sep 15-$4.00$16.00
$770.00$775.001:2Sep 14-$0.07$4.93
$770.00$775.001:2Sep 15-$0.29$4.71
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$845.00$809.001:2Sep 2-$7.68$28.32
$895.00$845.001:2Sep 2-$29.65$20.35
$785.00$775.001:2Sep 15-$2.52$7.48
$765.00$764.001:2Sep 2-$0.30$0.70
$690.00$670.001:2Sep 9-$0.04$19.96

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 313 found (best yield 1.87%, avg 0.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$766.00Oct 16$14.330.480.1%1.87%1.96%655.1K
$767.00Oct 16$13.740.470.2%1.80%2.01%2465.5K
$768.00Oct 16$13.150.470.3%1.72%2.07%973.2K
$769.00Oct 16$12.580.460.5%1.64%2.12%1921.9K
$770.00Oct 16$12.010.440.6%1.57%2.18%2489.8K
$771.00Oct 16$11.460.430.7%1.50%2.24%121.8K
$772.00Oct 16$10.930.420.9%1.43%2.30%371.7K
$773.00Oct 16$10.410.411.0%1.36%2.36%5121.4K
$774.00Oct 16$9.910.401.1%1.29%2.43%231.2K
$775.00Oct 16$9.420.391.3%1.23%2.50%25314.8K

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 1,613,740
Total Puts 1,758,648
Put/Call Ratio 1.09
Net Difference -144,908

Prior's Put/Call Breakdown

Total Calls 1,344,873
Total Puts 1,783,990
Put/Call Ratio 1.33
Net Difference -439,117

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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