Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$766.40 +0.61%
9/2 11:30

Option Volume

Detail
Current (09/02 11:30am) 3,956,182
Calls: 1,894,915 (48%)
Puts: 2,061,267 (52%)
Prior (08/31) 3,613,515
Calls: 1,566,366 (43%)
Puts: 2,047,149 (57%)
Current vs Prior +9.48%
Calls: +20.98% (Calls)
Puts: +0.69% (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 -58.76%
Calls: -58.47%
Puts: -59.03%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/02 11:30am) $670.26M
Calls: $479.80M (72%)
Puts: $190.46M (28%)
Prior (08/31) $416.15M
Calls: $182.19M (44%)
Puts: $233.96M (56%)
Current vs Prior +61.06%
Calls: +163.35%
Puts: -18.59%
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 -36.08%
Calls: -12.45%
Puts: -61.96%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 11:30am) 1.09
Prior (08/31) 1.31
Current vs Prior -16.77%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg -1.83%
Sentiment BEARISH

Open Interest

Detail
Current (09/02 11:30am) 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 0.34% | 0.64%0.34% | 0.85%0.85% | 1.48%1.96% | 3.67%
Prior 0.61% | 0.84%0.61% | 1.07%1.07% | 1.72%2.20% | 3.87%
Current vs Prior -43.97% | -23.98%-43.96% | -20.44%-20.44% | -13.79%-10.70% | -5.32%
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 -35.42% | -15.29%-11.05% | +2.14%-1.33% | -3.97%-19.78% | -6.65%
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 -43.97% | -23.98%-43.96% | -20.44%-20.44% | -13.79%-10.70% | -5.32%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 0.77% | 0.81%
Calls: 0.80% | 0.81%
Puts: 0.74% | 0.82%
Prior 1.07% | 0.60%
Calls: 1.20% | 0.87%
Puts: 0.94% | 0.34%
Current vs Prior -28.04% | +35.00%
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% | -36.36%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($479.80M). Elevated premium activity with dollar volume up 61% 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
11:30BULLISHNEUTRALMIXED
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 2,402 of results (avg 2.3%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2141.30141.41$141.360.1%21.0022
$625.00Sep 4141.66141.79$141.730.1%241.005
$625.00Sep 3141.38141.51$141.450.1%241.0022
$620.00Sep 4146.65146.79$146.720.1%--1.0023
$774.00Oct 1610.4110.42$10.420.1%230.411.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$895.00Sep 2128.59128.70$128.640.1%41.00--
$766.00Sep 187.717.72$7.720.1%3520.512.6K
$765.00Sep 187.317.32$7.320.1%2.5K0.4925.3K
$845.00Sep 278.5978.70$78.650.1%101.00--
$745.00Oct 166.906.91$6.910.1%2420.2923.2K

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%111.8K0.079.8K
$769.00Sep 20.180.19$0.195.3%104.6K0.147.6K
$768.00Sep 20.380.39$0.392.6%106.3K0.255.3K
$767.00Sep 20.730.74$0.741.4%178.2K0.407.9K
$775.00Sep 30.060.07$0.0714.3%1.1K0.045.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$762.00Sep 20.150.16$0.166.3%179.1K0.105.0K
$763.00Sep 20.220.23$0.234.3%153.0K0.142.8K
$761.00Sep 20.100.11$0.119.1%118.1K0.076.3K
$764.00Sep 20.340.35$0.352.9%152.9K0.212.9K
$760.00Sep 20.080.09$0.0911.1%113.5K0.057.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,144 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2141.30141.41$141.360.1%21.0022
$685.00Sep 281.3081.41$81.350.1%101.00210
$690.00Sep 276.3076.41$76.350.1%61.00--
$695.00Sep 271.3071.42$71.360.2%61.00--
$700.00Sep 266.3066.42$66.360.2%41.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Sep 412.5612.71$12.641.2%731.0018
$780.00Sep 413.5613.70$13.631.0%1031.0015
$781.00Sep 414.5614.70$14.631.0%1221.001
$782.00Sep 415.5615.70$15.630.9%11.00--
$787.00Sep 420.5620.70$20.630.7%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,188 active (total vol 3.9M, top 231.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Sep 21.251.26$1.250.8%231.4K0.557.1K
$765.00Sep 21.931.94$1.940.5%227.3K0.6912.3K
$767.00Sep 20.730.74$0.741.4%178.2K0.407.9K
$764.00Sep 22.722.73$2.730.4%169.0K0.797.1K
$763.00Sep 23.593.61$3.600.6%133.1K0.865.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 20.550.56$0.561.8%227.8K0.324.0K
$762.00Sep 20.150.16$0.166.3%179.1K0.105.0K
$763.00Sep 20.220.23$0.234.3%153.0K0.142.8K
$764.00Sep 20.340.35$0.352.9%152.9K0.212.9K
$761.00Sep 20.100.11$0.119.1%118.1K0.076.3K

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 31.8%, max 41.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$764.00Sep 2Oct 1616.5%11.6%41.3%169.0K8.3K
$765.00Sep 2Oct 1615.4%11.5%33.6%227.6K18.0K
$766.00Sep 2Oct 1614.8%11.4%29.6%231.5K12.2K
$767.00Sep 2Oct 1614.5%11.3%28.2%178.5K13.5K
$768.00Sep 2Oct 1614.0%11.2%25.7%106.4K8.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$764.00Sep 2Oct 1616.5%11.6%41.3%152.9K4.0K
$765.00Sep 2Oct 1615.5%11.5%34.9%229.1K14.2K
$766.00Sep 2Oct 1614.8%11.4%29.6%82.8K11.3K
$767.00Sep 2Oct 1614.5%11.3%28.2%24.0K7.2K
$768.00Sep 2Oct 1614.0%11.2%25.7%9.3K5.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 794 found (best R:R 1.00, avg 4.62)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$738.00$740.00Sep 25$1.00$1.00$1.0084%1.00$739.00
$729.00$731.00Oct 2$1.05$0.95$1.0587%0.90$730.05
$741.00$742.00Sep 18$0.18$0.82$0.1885%4.56$741.18
$719.00$720.00Oct 16$0.24$0.76$0.2486%3.17$719.24
$740.00$741.00Sep 11$0.34$0.66$0.3492%1.94$740.34
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$790.00$788.00Sep 25$1.10$0.90$1.1089%0.82$788.90
$784.00$783.00Oct 2$0.11$0.89$0.1177%8.09$783.89
$785.00$784.00Sep 30$0.15$0.85$0.1580%5.67$784.85
$789.00$787.00Oct 2$1.00$1.00$1.0083%1.00$788.00
$785.00$775.00Oct 9$6.35$3.65$6.3574%0.57$778.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 595 found (best R:R 0.76, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Sep 15$2.16$2.16$2.8459%0.76$772.16
$770.00$775.00Sep 16$2.26$2.26$2.7458%0.82$772.26
$770.00$775.00Sep 14$2.09$2.09$2.9159%0.72$772.09
$775.00$780.00Sep 14$1.28$1.28$3.7273%0.34$776.28
$775.00$780.00Sep 16$1.53$1.53$3.4769%0.44$776.53
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$764.00Sep 2$0.21$0.21$0.7968%0.27$764.79
$760.00$759.00Sep 3$0.11$0.11$0.8984%0.12$759.89
$761.00$760.00Sep 3$0.14$0.14$0.8681%0.16$760.86
$763.00$762.00Sep 3$0.22$0.22$0.7872%0.28$762.78
$761.00$760.00Sep 4$0.19$0.19$0.8176%0.23$760.81

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.14, cheapest $1.06)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Sep 2Sep 3$1.1615.4%12.8%
$766.00Sep 2Sep 3$1.2214.8%12.4%
$767.00Sep 2Sep 3$1.1814.5%12.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Sep 2Sep 3$1.0615.5%12.8%
$766.00Sep 2Sep 3$1.1114.8%12.4%
$767.00Sep 2Sep 3$1.0814.5%12.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 973 found (cheapest 0.27% of stock, avg 3.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$767.00Sep 2$0.74$1.36$2.10$764.90$769.100.27%
$766.00Sep 2$1.25$0.89$2.14$763.86$768.140.28%
$768.00Sep 2$0.39$2.01$2.40$765.60$770.400.31%
$765.00Sep 2$1.94$0.56$2.50$762.50$767.500.33%
$769.00Sep 2$0.19$2.81$3.00$766.00$772.000.39%
$764.00Sep 2$2.73$0.35$3.08$760.92$767.080.40%
$763.00Sep 2$3.60$0.23$3.83$759.17$766.830.50%
$770.00Sep 2$0.09$3.71$3.80$766.20$773.800.50%
$767.00Sep 3$1.92$2.44$4.36$762.64$771.360.57%
$768.00Sep 3$1.44$2.96$4.40$763.60$772.400.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 385 found (cheapest 0.03% of stock, avg 1.40%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$770.00$762.00Sep 2$0.09$0.16$0.25$761.75$770.25
$770.00$763.00Sep 2$0.09$0.23$0.32$762.68$770.32
$769.00$763.00Sep 2$0.19$0.23$0.42$762.58$769.42
$769.00$762.00Sep 2$0.19$0.16$0.35$761.65$769.35
$770.00$764.00Sep 2$0.09$0.35$0.44$763.56$770.44
$769.00$764.00Sep 2$0.19$0.35$0.54$763.46$769.54
$768.00$762.00Sep 2$0.39$0.16$0.55$761.45$768.55
$768.00$763.00Sep 2$0.39$0.23$0.62$762.38$768.62
$768.00$764.00Sep 2$0.39$0.35$0.74$763.26$768.74
$770.00$765.00Sep 2$0.09$0.56$0.65$764.35$770.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 428 found (best R:R 0.96, avg credit $0.58)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
739/740775/776Sep 18$0.49$0.5153%0.96$739.51$775.49
734/735775/776Sep 25$0.51$0.4951%1.04$734.49$775.51
740/741775/776Sep 18$0.49$0.5153%0.96$740.51$775.49
732/733775/776Sep 30$0.53$0.4748%1.13$732.47$775.53
734/735775/776Sep 30$0.54$0.4647%1.17$734.46$775.54
739/740774/775Sep 18$0.50$0.5051%1.00$739.50$774.50
743/744775/776Sep 18$0.51$0.4950%1.04$743.49$775.51
748/749772/773Sep 11$0.50$0.5051%1.00$748.50$772.50
748/749773/774Sep 11$0.47$0.5354%0.89$748.53$773.47
742/743775/776Sep 18$0.50$0.5051%1.00$742.50$775.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 270 found (best R:R 10.36, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Sep 16$0.44$4.5622%10.36
$755.00$760.00$765.00Sep 15$0.43$4.5720%10.63
$755.00$760.00$765.00Sep 14$0.46$4.5421%9.87
$750.00$755.00$760.00Sep 15$0.30$4.7015%15.67
$745.00$750.00$755.00Sep 15$0.19$4.8111%25.32
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Sep 14$0.46$4.5422%9.87
$755.00$760.00$765.00Sep 15$0.44$4.5620%10.36
$750.00$755.00$760.00Sep 16$0.28$4.7215%16.86
$750.00$755.00$760.00Sep 15$0.30$4.7015%15.67
$750.00$755.00$760.00Sep 14$0.32$4.6816%14.62

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 $-21.34, 1,065 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 2-$21.34$38.66
$685.00$718.001:2Sep 3-$15.48$17.52
$725.00$745.001:2Sep 15-$4.85$15.15
$770.00$775.001:2Sep 14-$0.19$4.81
$770.00$775.001:2Sep 15-$0.43$4.57
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$845.00$809.001:2Sep 2-$6.65$29.35
$895.00$845.001:2Sep 2-$28.66$21.34
$785.00$775.001:2Sep 15-$1.84$8.16
$800.00$787.001:2Sep 4-$7.64$5.36
$766.00$765.001:2Sep 2-$0.23$0.77

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
$767.00Oct 16$14.330.480.1%1.87%1.95%2575.5K
$768.00Oct 16$13.730.470.2%1.79%2.00%983.2K
$769.00Oct 16$13.140.470.3%1.71%2.05%1971.9K
$770.00Oct 16$12.570.460.5%1.64%2.11%2709.8K
$771.00Oct 16$12.010.440.6%1.57%2.17%141.8K
$772.00Oct 16$11.460.430.7%1.50%2.23%371.7K
$773.00Oct 16$10.930.420.9%1.43%2.29%5121.4K
$774.00Oct 16$10.410.411.0%1.36%2.35%231.2K
$775.00Oct 16$9.900.401.1%1.29%2.41%26814.8K
$776.00Oct 16$9.410.391.2%1.23%2.48%331.3K

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 1,894,915
Total Puts 2,061,267
Put/Call Ratio 1.09
Net Difference -166,352

Prior's Put/Call Breakdown

Total Calls 1,566,366
Total Puts 2,047,149
Put/Call Ratio 1.31
Net Difference -480,783

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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