Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$765.98 +0.55%
9/2 11:20

Option Volume

Detail
Current (09/02 11:20am) 3,695,558
Calls: 1,777,114 (48%)
Puts: 1,918,444 (52%)
Prior (08/31) 3,421,861
Calls: 1,468,996 (43%)
Puts: 1,952,865 (57%)
Current vs Prior +8.00%
Calls: +20.97% (Calls)
Puts: -1.76% (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 -61.48%
Calls: -61.06%
Puts: -61.87%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/02 11:20am) $611.05M
Calls: $426.57M (70%)
Puts: $184.48M (30%)
Prior (08/31) $406.03M
Calls: $168.17M (41%)
Puts: $237.86M (59%)
Current vs Prior +50.49%
Calls: +153.65%
Puts: -22.44%
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 -41.73%
Calls: -22.16%
Puts: -63.15%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 11:20am) 1.08
Prior (08/31) 1.33
Current vs Prior -18.80%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg -2.58%
Sentiment BEARISH

Open Interest

Detail
Current (09/02 11:20am) 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 0.36% | 0.65%0.36% | 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 -41.36% | -22.55%-41.36% | -19.05%-19.05% | -12.46%-10.77% | -4.80%
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 -32.41% | -13.69%-6.92% | +3.93%+0.39% | -2.48%-19.85% | -6.13%
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 -41.36% | -22.55%-41.36% | -19.05%-19.05% | -12.46%-10.77% | -4.80%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 0.77% | 0.41%
Calls: 0.61% | 0.35%
Puts: 0.93% | 0.46%
Prior 1.07% | 0.60%
Calls: 1.20% | 0.87%
Puts: 0.94% | 0.34%
Current vs Prior -28.04% | -31.67%
Prior 7-Day Avg 1.59% | 1.27%
Calls: 1.39% | 1.15%
Puts: 1.79% | 1.39%
Current vs 7-Day Avg -51.49% | -67.79%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($426.57M). Elevated premium activity with dollar volume up 50% vs prior. Slightly bearish P/C ratio of 1.08. 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
11:20BULLISHNEUTRALMIXED
11:15BULLISHNEUTRALMIXED
11:10BULLISHNEUTRALMIXED
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 2,363 of results (avg 2.5%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2140.93141.05$140.990.1%21.0022
$620.00Sep 4146.26146.39$146.320.1%--1.0023
$625.00Sep 3140.99141.12$141.060.1%241.0022
$635.00Sep 4131.27131.40$131.340.1%101.0011
$625.00Sep 4141.26141.40$141.330.1%241.005
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$895.00Sep 2128.95129.07$129.010.1%41.00--
$845.00Sep 278.9579.07$79.010.2%101.00--
$830.00Sep 963.9564.10$64.030.2%11.00--
$766.00Sep 187.897.91$7.900.3%3050.522.6K
$825.00Sep 458.9559.10$59.030.3%11.002

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 751 found (avg $0.35, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Sep 20.060.07$0.0714.3%89.5K0.069.8K
$769.00Sep 20.140.15$0.156.7%96.4K0.127.6K
$768.00Sep 20.310.32$0.323.1%98.1K0.215.3K
$767.00Sep 20.600.61$0.611.6%157.2K0.357.9K
$774.00Sep 30.090.10$0.1010.0%2.6K0.051.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Sep 20.080.09$0.0911.1%108.6K0.067.8K
$759.00Sep 20.060.07$0.0714.3%78.0K0.0410.1K
$762.00Sep 20.170.18$0.185.6%169.4K0.115.0K
$761.00Sep 20.120.13$0.137.7%112.9K0.086.3K
$763.00Sep 20.270.28$0.283.6%146.4K0.172.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,140 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2140.93141.05$140.990.1%21.0022
$685.00Sep 280.9481.05$81.000.1%101.00210
$690.00Sep 275.9476.05$76.000.1%61.00--
$695.00Sep 270.9471.05$71.000.2%61.00--
$700.00Sep 265.9466.05$66.000.2%41.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Sep 412.9613.09$13.031.0%731.0018
$780.00Sep 413.9514.08$14.020.9%1031.0015
$781.00Sep 414.9515.08$15.020.9%21.001
$782.00Sep 415.9516.08$16.020.8%11.00--
$800.00Sep 433.9534.10$34.030.4%--1.0061

Most actively traded options today. High liquidity = easy entry/exit. 2,158 active (total vol 3.7M, top 217.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 21.651.66$1.650.6%217.0K0.6412.3K
$766.00Sep 21.041.05$1.051.0%208.0K0.497.1K
$764.00Sep 22.402.41$2.410.4%167.7K0.757.1K
$767.00Sep 20.600.61$0.611.6%157.2K0.357.9K
$763.00Sep 23.233.25$3.240.6%131.9K0.835.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 20.680.69$0.691.4%208.1K0.364.0K
$762.00Sep 20.170.18$0.185.6%169.4K0.115.0K
$763.00Sep 20.270.28$0.283.6%146.4K0.172.8K
$764.00Sep 20.420.43$0.432.3%141.9K0.252.9K
$761.00Sep 20.120.13$0.137.7%112.9K0.086.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 35.2%, max 45.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Sep 2Oct 1617.0%11.7%45.2%132.3K6.6K
$764.00Sep 2Oct 1616.1%11.6%38.8%167.7K8.3K
$765.00Sep 2Oct 1615.2%11.5%32.8%217.3K18.0K
$766.00Sep 2Oct 1614.8%11.4%30.7%208.0K12.2K
$767.00Sep 2Oct 1614.4%11.2%28.3%157.5K13.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Sep 2Oct 1617.0%11.7%45.2%146.9K4.3K
$764.00Sep 2Oct 1616.1%11.6%38.8%141.9K4.0K
$765.00Sep 2Oct 1615.2%11.5%32.8%209.4K14.2K
$766.00Sep 2Oct 1614.8%11.4%30.7%70.0K11.3K
$767.00Sep 2Oct 1614.4%11.2%28.3%19.4K7.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 789 found (best R:R 1.56, avg 4.67)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$707.00$710.00Oct 16$1.99$1.01$1.9990%0.51$708.99
$684.00$685.00Sep 18$0.32$0.68$0.32100%2.12$684.32
$732.00$734.00Oct 2$1.06$0.94$1.0685%0.89$733.06
$644.00$645.00Sep 18$0.38$0.62$0.38100%1.63$644.38
$730.00$731.00Oct 16$0.20$0.80$0.2082%4.00$730.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$784.00$782.00Sep 30$0.78$1.22$0.7879%1.56$783.22
$798.00$797.00Oct 16$0.22$0.78$0.2285%3.55$797.78
$787.00$785.00Oct 9$0.96$1.04$0.9677%1.08$786.04
$785.00$784.00Sep 25$0.26$0.74$0.2683%2.85$784.74
$790.00$789.00Oct 16$0.22$0.78$0.2278%3.55$789.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 599 found (best R:R 0.68, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Sep 14$2.03$2.03$2.9760%0.68$772.03
$770.00$775.00Sep 15$2.09$2.09$2.9160%0.72$772.09
$770.00$775.00Sep 16$2.19$2.19$2.8158%0.78$772.19
$775.00$780.00Sep 15$1.31$1.31$3.6973%0.36$776.31
$775.00$780.00Sep 16$1.47$1.47$3.5370%0.42$776.47
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$763.00$762.00Sep 2$0.10$0.10$0.9083%0.11$762.90
$757.00$756.00Sep 4$0.11$0.11$0.8985%0.12$756.89
$765.00$764.00Sep 2$0.26$0.26$0.7464%0.35$764.74
$760.00$759.00Sep 3$0.12$0.12$0.8883%0.14$759.88
$761.00$760.00Sep 3$0.15$0.15$0.8579%0.18$760.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.11, cheapest $1.08)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Sep 2Sep 3$1.1815.2%12.6%
$766.00Sep 2Sep 3$1.1814.8%12.3%
$767.00Sep 2Sep 3$1.1014.4%12.5%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Sep 2Sep 3$1.0815.2%12.6%
$766.00Sep 2Sep 3$1.0914.8%12.3%
$767.00Sep 2Sep 3$1.0214.4%12.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 969 found (cheapest 0.28% of stock, avg 3.90%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$766.00Sep 2$1.05$1.08$2.13$763.87$768.130.28%
$767.00Sep 2$0.61$1.63$2.24$764.76$769.240.29%
$765.00Sep 2$1.65$0.69$2.34$762.66$767.340.31%
$768.00Sep 2$0.32$2.34$2.66$765.34$770.660.35%
$764.00Sep 2$2.41$0.43$2.84$761.16$766.840.37%
$769.00Sep 2$0.15$3.18$3.33$765.67$772.330.43%
$763.00Sep 2$3.24$0.28$3.52$759.48$766.520.46%
$770.00Sep 2$0.07$4.11$4.18$765.82$774.180.55%
$762.00Sep 2$4.14$0.18$4.32$757.68$766.320.56%
$766.00Sep 3$2.23$2.17$4.40$761.60$770.400.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 390 found (cheapest 0.03% of stock, avg 1.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$770.00$761.00Sep 2$0.07$0.13$0.20$760.80$770.20
$770.00$762.00Sep 2$0.07$0.18$0.25$761.75$770.25
$769.00$762.00Sep 2$0.15$0.18$0.33$761.67$769.33
$769.00$761.00Sep 2$0.15$0.13$0.28$760.72$769.28
$770.00$763.00Sep 2$0.07$0.28$0.35$762.65$770.35
$769.00$763.00Sep 2$0.15$0.28$0.43$762.57$769.43
$768.00$761.00Sep 2$0.32$0.13$0.45$760.55$768.45
$768.00$762.00Sep 2$0.32$0.18$0.50$761.50$768.50
$768.00$763.00Sep 2$0.32$0.28$0.60$762.40$768.60
$770.00$764.00Sep 2$0.07$0.43$0.50$763.50$770.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 375 found (best R:R 1.13, avg credit $0.58)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
735/736774/775Sep 25$0.53$0.4749%1.13$735.47$774.53
739/740773/774Sep 18$0.52$0.4850%1.08$739.48$773.52
735/736775/776Sep 25$0.51$0.4951%1.04$735.49$775.51
731/732775/776Sep 30$0.52$0.4850%1.08$731.48$775.52
734/735774/775Sep 25$0.52$0.4849%1.08$734.48$774.52
741/742773/774Sep 18$0.53$0.4748%1.13$741.47$773.53
734/735775/776Sep 25$0.50$0.5051%1.00$734.50$775.50
740/741773/774Sep 18$0.52$0.4849%1.08$740.48$773.52
739/740775/776Sep 18$0.47$0.5354%0.89$739.53$775.47
739/740774/775Sep 18$0.49$0.5152%0.96$739.51$774.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 233 found (best R:R 229.77, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$620.00$650.00$680.00Oct 9$0.13$29.874%229.77
$760.00$765.00$770.00Sep 16$0.43$4.5722%10.63
$755.00$760.00$765.00Sep 14$0.46$4.5422%9.87
$755.00$760.00$765.00Sep 15$0.43$4.5721%10.63
$745.00$750.00$755.00Sep 15$0.20$4.8012%24.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Sep 16$0.29$4.7123%16.24
$755.00$760.00$765.00Sep 14$0.47$4.5322%9.64
$755.00$760.00$765.00Sep 15$0.45$4.5521%10.11
$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

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 $-21.01, 1,070 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 2-$21.01$38.99
$685.00$718.001:2Sep 3-$15.09$17.91
$725.00$745.001:2Sep 15-$4.58$15.42
$770.00$775.001:2Sep 14-$0.11$4.89
$770.00$775.001:2Sep 15-$0.37$4.63
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$845.00$809.001:2Sep 2-$7.01$28.99
$895.00$845.001:2Sep 2-$29.01$20.99
$785.00$775.001:2Sep 15-$2.05$7.95
$766.00$765.001:2Sep 2-$0.30$0.70
$765.00$764.001:2Sep 2-$0.17$0.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 319 found (best yield 1.92%, avg 0.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$766.00Oct 16$14.670.490.0%1.92%1.92%755.1K
$767.00Oct 16$14.060.470.1%1.84%1.97%2565.5K
$768.00Oct 16$13.470.470.3%1.76%2.02%983.2K
$769.00Oct 16$12.890.460.4%1.68%2.08%1941.9K
$770.00Oct 16$12.320.450.5%1.61%2.13%2699.8K
$771.00Oct 16$11.760.440.7%1.54%2.19%121.8K
$772.00Oct 16$11.220.430.8%1.46%2.25%371.7K
$773.00Oct 16$10.690.420.9%1.40%2.31%5121.4K
$774.00Oct 16$10.180.411.1%1.33%2.38%231.2K
$775.00Oct 16$9.680.391.2%1.26%2.44%26714.8K

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 1,777,114
Total Puts 1,918,444
Put/Call Ratio 1.08
Net Difference -141,330

Prior's Put/Call Breakdown

Total Calls 1,468,996
Total Puts 1,952,865
Put/Call Ratio 1.33
Net Difference -483,869

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
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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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