Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$765.97 +0.55%
9/2 11:25

Option Volume

Detail
Current (09/02 11:25am) 3,830,785
Calls: 1,832,119 (48%)
Puts: 1,998,666 (52%)
Prior (08/31) 3,533,254
Calls: 1,525,434 (43%)
Puts: 2,007,820 (57%)
Current vs Prior +8.42%
Calls: +20.10% (Calls)
Puts: -0.46% (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 -60.07%
Calls: -59.85%
Puts: -60.27%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/02 11:25am) $627.73M
Calls: $430.00M (68%)
Puts: $197.74M (32%)
Prior (08/31) $407.68M
Calls: $193.28M (47%)
Puts: $214.40M (53%)
Current vs Prior +53.98%
Calls: +122.48%
Puts: -7.77%
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 -40.14%
Calls: -21.54%
Puts: -60.50%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 11:25am) 1.09
Prior (08/31) 1.32
Current vs Prior -17.12%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg -1.55%
Sentiment BEARISH

Open Interest

Detail
Current (09/02 11:25am) 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 0.35% | 0.65%0.35% | 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 -42.22% | -22.54%-42.22% | -19.05%-19.05% | -12.53%-10.59% | -4.62%
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 -33.40% | -13.69%-8.28% | +3.93%+0.39% | -2.56%-19.69% | -5.96%
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 -42.22% | -22.54%-42.22% | -19.05%-19.05% | -12.53%-10.59% | -4.62%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 0.77% | 0.58%
Calls: 0.61% | 0.71%
Puts: 0.94% | 0.46%
Prior 1.07% | 0.60%
Calls: 1.20% | 0.87%
Puts: 0.94% | 0.34%
Current vs Prior -28.04% | -3.33%
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% | -54.43%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 68% call dollar volume ($430.00M). Elevated premium activity with dollar volume up 54% 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
11:25BULLISHNEUTRALMIXED
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 2,387 of results (avg 2.3%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2140.90141.00$140.950.1%21.0022
$635.00Sep 3130.98131.10$131.040.1%81.006
$625.00Sep 3140.97141.10$141.040.1%241.0022
$620.00Sep 4146.24146.38$146.310.1%--1.0023
$625.00Sep 4141.24141.38$141.310.1%241.005
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$895.00Sep 2129.00129.11$129.060.1%41.00--
$845.00Sep 279.0079.11$79.060.1%101.00--
$754.00Sep 184.264.27$4.260.2%1200.303.0K
$753.00Sep 184.054.06$4.060.2%2090.293.0K
$750.00Oct 168.068.08$8.070.2%1.8K0.3328.5K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 745 found (avg $0.35, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Sep 20.060.07$0.0714.3%105.9K0.069.8K
$769.00Sep 20.130.14$0.147.1%100.1K0.107.6K
$768.00Sep 20.280.29$0.293.4%100.8K0.205.3K
$767.00Sep 20.570.58$0.571.8%164.3K0.337.9K
$775.00Sep 30.050.06$0.0616.7%1.1K0.035.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$763.00Sep 20.270.28$0.283.6%149.6K0.172.8K
$762.00Sep 20.180.19$0.195.3%174.2K0.125.0K
$761.00Sep 20.120.13$0.137.7%115.2K0.086.3K
$764.00Sep 20.420.43$0.432.3%146.5K0.252.9K
$760.00Sep 20.090.10$0.1010.0%112.3K0.067.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,142 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2140.90141.00$140.950.1%21.0022
$685.00Sep 280.9081.00$80.950.1%101.00210
$690.00Sep 275.9076.01$75.960.1%61.00--
$695.00Sep 270.9071.01$70.960.2%61.00--
$700.00Sep 265.9066.01$65.960.2%41.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Sep 412.9613.11$13.041.2%731.0018
$780.00Sep 413.9614.11$14.041.1%1031.0015
$781.00Sep 414.9815.11$15.050.9%21.001
$782.00Sep 415.9616.11$16.040.9%11.00--
$800.00Sep 433.9534.12$34.030.5%--1.0061

Most actively traded options today. High liquidity = easy entry/exit. 2,177 active (total vol 3.8M, top 220.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 21.631.64$1.630.6%220.8K0.6312.3K
$766.00Sep 21.021.03$1.021.0%220.3K0.487.1K
$764.00Sep 22.382.39$2.380.4%168.3K0.757.1K
$767.00Sep 20.570.58$0.571.8%164.3K0.337.9K
$763.00Sep 23.223.25$3.240.9%132.4K0.835.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 20.670.68$0.681.5%216.8K0.374.0K
$762.00Sep 20.180.19$0.195.3%174.2K0.125.0K
$763.00Sep 20.270.28$0.283.6%149.6K0.172.8K
$764.00Sep 20.420.43$0.432.3%146.5K0.252.9K
$761.00Sep 20.120.13$0.137.7%115.2K0.086.3K

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 33.4%, max 45.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Sep 2Oct 1617.1%11.8%45.2%132.9K6.6K
$764.00Sep 2Oct 1615.9%11.6%36.4%168.3K8.3K
$765.00Sep 2Oct 1615.2%11.5%32.0%221.1K18.0K
$766.00Sep 2Oct 1614.6%11.4%28.4%220.4K12.2K
$767.00Sep 2Oct 1614.1%11.3%25.2%164.6K13.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Sep 2Oct 1617.1%11.8%45.2%150.1K4.3K
$764.00Sep 2Oct 1615.9%11.6%36.4%146.5K4.0K
$765.00Sep 2Oct 1615.2%11.5%32.0%218.1K14.2K
$766.00Sep 2Oct 1614.6%11.4%28.4%74.9K11.3K
$767.00Sep 2Oct 1614.1%11.3%25.2%21.1K7.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 775 found (best R:R 0.94, avg 4.61)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$729.00$731.00Oct 2$1.03$0.97$1.0386%0.94$730.03
$684.00$685.00Sep 18$0.34$0.66$0.34100%1.94$684.34
$738.00$739.00Sep 11$0.27$0.73$0.2793%2.70$738.27
$735.00$738.00Sep 25$1.95$1.05$1.9586%0.54$736.95
$735.00$736.00Sep 11$0.38$0.62$0.3894%1.63$735.38
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$785.00$775.00Oct 9$6.42$3.58$6.4275%0.56$778.58
$780.00$779.00Sep 18$0.24$0.76$0.2480%3.17$779.76
$788.00$786.00Sep 25$1.22$0.78$1.2287%0.64$786.78
$770.00$765.00Sep 16$2.14$2.86$2.1459%1.34$767.86
$770.00$765.00Sep 15$2.18$2.82$2.1860%1.29$767.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 598 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$2.8159%0.78$772.19
$775.00$780.00Sep 15$1.32$1.32$3.6873%0.36$776.32
$775.00$780.00Sep 16$1.48$1.48$3.5270%0.42$776.48
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$757.00$756.00Sep 4$0.11$0.11$0.8985%0.12$756.89
$760.00$759.00Sep 3$0.12$0.12$0.8882%0.14$759.88
$758.00$757.00Sep 4$0.12$0.12$0.8883%0.14$757.88
$761.00$760.00Sep 3$0.15$0.15$0.8579%0.18$760.85
$760.00$759.00Sep 4$0.17$0.17$0.8377%0.20$759.83

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.14, cheapest $1.10)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Sep 2Sep 3$1.2015.2%12.7%
$766.00Sep 2Sep 3$1.2214.6%12.9%
$767.00Sep 2Sep 3$1.1414.1%12.5%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Sep 2Sep 3$1.1015.2%12.7%
$766.00Sep 2Sep 3$1.1114.6%12.9%
$767.00Sep 2Sep 3$1.0514.1%12.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 972 found (cheapest 0.27% of stock, avg 3.90%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$766.00Sep 2$1.02$1.06$2.08$763.92$768.080.27%
$767.00Sep 2$0.57$1.61$2.18$764.82$769.180.28%
$765.00Sep 2$1.63$0.68$2.31$762.69$767.310.30%
$768.00Sep 2$0.29$2.32$2.61$765.39$770.610.34%
$764.00Sep 2$2.38$0.43$2.81$761.19$766.810.37%
$769.00Sep 2$0.14$3.17$3.31$765.69$772.310.43%
$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$0.19$4.33$757.67$766.330.57%
$767.00Sep 3$1.71$2.66$4.37$762.63$771.370.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 390 found (cheapest 0.03% of stock, avg 1.40%)

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$0.19$0.26$761.74$770.26
$769.00$762.00Sep 2$0.14$0.19$0.33$761.67$769.33
$769.00$761.00Sep 2$0.14$0.13$0.27$760.73$769.27
$769.00$763.00Sep 2$0.14$0.28$0.42$762.58$769.42
$770.00$763.00Sep 2$0.07$0.28$0.35$762.65$770.35
$768.00$761.00Sep 2$0.29$0.13$0.42$760.58$768.42
$768.00$762.00Sep 2$0.29$0.19$0.48$761.52$768.48
$768.00$763.00Sep 2$0.29$0.28$0.57$762.43$768.57
$769.00$764.00Sep 2$0.14$0.43$0.57$763.43$769.57

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 391 found (best R:R 1.04, avg credit $0.58)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
734/735775/776Sep 25$0.51$0.4951%1.04$734.49$775.51
747/748772/773Sep 11$0.49$0.5153%0.96$747.51$772.49
739/740774/775Sep 18$0.50$0.5052%1.00$739.50$774.50
736/737775/776Sep 25$0.52$0.4850%1.08$736.48$775.52
739/740773/774Sep 18$0.52$0.4850%1.08$739.48$773.52
743/744774/775Sep 18$0.53$0.4749%1.13$743.47$774.53
735/736775/776Sep 25$0.51$0.4950%1.04$735.49$775.51
738/739775/776Sep 25$0.53$0.4748%1.13$738.47$775.53
743/744773/774Sep 18$0.55$0.4546%1.22$743.45$773.55
731/732775/776Sep 30$0.52$0.4849%1.08$731.48$775.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 231 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
$755.00$760.00$765.00Sep 15$0.40$4.6021%11.50
$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$0.63$4.3726%6.94
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Sep 14$0.48$4.5222%9.42
$755.00$760.00$765.00Sep 15$0.45$4.5521%10.11
$750.00$755.00$760.00Sep 14$0.32$4.6816%14.63
$750.00$755.00$760.00Sep 15$0.31$4.6916%15.13
$755.00$760.00$765.00Sep 16$0.41$4.5919%11.20

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,083 found (best net $-20.95, 1,069 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 2-$20.95$39.05
$685.00$718.001:2Sep 3-$15.07$17.93
$725.00$745.001:2Sep 15-$4.58$15.42
$770.00$775.001:2Sep 14-$0.13$4.87
$770.00$775.001:2Sep 15-$0.39$4.61
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$845.00$809.001:2Sep 2-$7.04$28.96
$895.00$845.001:2Sep 2-$29.06$20.94
$785.00$775.001:2Sep 15-$2.07$7.93
$766.00$765.001:2Sep 2-$0.30$0.70
$765.00$764.001:2Sep 2-$0.18$0.82

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$14.700.490.0%1.92%1.92%755.1K
$767.00Oct 16$14.090.470.1%1.84%1.97%2565.5K
$768.00Oct 16$13.500.470.3%1.76%2.03%983.2K
$769.00Oct 16$12.920.460.4%1.69%2.08%1961.9K
$770.00Oct 16$12.350.450.5%1.61%2.14%2699.8K
$771.00Oct 16$11.790.440.7%1.54%2.20%141.8K
$772.00Oct 16$11.250.430.8%1.47%2.26%371.7K
$773.00Oct 16$10.720.420.9%1.40%2.32%5121.4K
$774.00Oct 16$10.210.401.1%1.33%2.38%231.2K
$775.00Oct 16$9.710.391.2%1.27%2.45%26814.8K

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 1,832,119
Total Puts 1,998,666
Put/Call Ratio 1.09
Net Difference -166,547

Prior's Put/Call Breakdown

Total Calls 1,525,434
Total Puts 2,007,820
Put/Call Ratio 1.32
Net Difference -482,386

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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