Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$765.93 +0.54%
9/2 11:40

Option Volume

Detail
Current (09/02 11:40am) 4,172,444
Calls: 1,988,382 (48%)
Puts: 2,184,062 (52%)
Prior (08/31) 3,811,338
Calls: 1,635,097 (43%)
Puts: 2,176,241 (57%)
Current vs Prior +9.47%
Calls: +21.61% (Calls)
Puts: +0.36% (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 -56.51%
Calls: -56.43%
Puts: -56.59%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/02 11:40am) $653.31M
Calls: $437.47M (67%)
Puts: $215.84M (33%)
Prior (08/31) $442.19M
Calls: $174.09M (39%)
Puts: $268.10M (61%)
Current vs Prior +47.74%
Calls: +151.28%
Puts: -19.49%
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 -37.70%
Calls: -20.17%
Puts: -56.89%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 11:40am) 1.10
Prior (08/31) 1.33
Current vs Prior -17.47%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg -0.87%
Sentiment BEARISH

Open Interest

Detail
Current (09/02 11:40am) 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% | 0.86%0.86% | 1.50%1.95% | 3.68%
Prior 0.61% | 0.84%0.61% | 1.07%1.07% | 1.72%2.20% | 3.87%
Current vs Prior -43.72% | -23.93%-43.72% | -20.26%-20.26% | -13.06%-11.24% | -4.86%
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 -35.13% | -15.24%-10.66% | +2.37%-1.11% | -3.15%-20.27% | -6.19%
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 -43.72% | -23.93%-43.72% | -20.26%-20.26% | -13.06%-11.24% | -4.86%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 0.79% | 0.78%
Calls: 0.64% | 1.09%
Puts: 0.94% | 0.46%
Prior 1.07% | 0.60%
Calls: 1.20% | 0.87%
Puts: 0.94% | 0.34%
Current vs Prior -26.17% | +30.00%
Prior 7-Day Avg 1.59% | 1.27%
Calls: 1.39% | 1.15%
Puts: 1.79% | 1.39%
Current vs 7-Day Avg -50.23% | -38.72%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($437.47M). Slightly bearish P/C ratio of 1.10. 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
11:40BULLISHNEUTRALMIXED
11:35BULLISHNEUTRALMIXED
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 2,413 of results (avg 2.2%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2140.83140.94$140.890.1%21.0022
$625.00Sep 3140.90141.03$140.970.1%241.0022
$620.00Sep 4146.16146.30$146.230.1%--1.0023
$625.00Sep 4141.17141.31$141.240.1%241.005
$635.00Sep 4131.17131.31$131.240.1%101.0011
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$895.00Sep 2129.06129.17$129.120.1%41.00--
$845.00Sep 279.0679.17$79.120.1%101.00--
$758.00Sep 185.195.20$5.200.2%3840.367.8K
$757.00Sep 184.934.94$4.940.2%5400.358.9K
$809.00Sep 243.0843.17$43.130.2%11.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 746 found (avg $0.35, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Sep 20.050.06$0.0616.7%124.1K0.059.8K
$769.00Sep 20.100.11$0.119.1%112.8K0.097.6K
$768.00Sep 20.240.25$0.254.0%114.3K0.185.3K
$767.00Sep 20.500.51$0.512.0%195.0K0.317.9K
$775.00Sep 30.050.06$0.0616.7%1.6K0.035.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$762.00Sep 20.170.18$0.185.6%183.6K0.125.0K
$763.00Sep 20.260.27$0.273.7%161.0K0.182.8K
$764.00Sep 20.410.42$0.422.4%163.6K0.262.9K
$761.00Sep 20.120.13$0.137.7%123.6K0.086.3K
$760.00Sep 20.090.10$0.1010.0%118.5K0.067.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,157 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2140.83140.94$140.890.1%21.0022
$685.00Sep 280.8380.95$80.890.1%101.00210
$690.00Sep 275.8375.95$75.890.2%61.00--
$695.00Sep 270.8470.93$70.890.1%61.00--
$700.00Sep 265.8465.95$65.900.2%41.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Sep 413.0413.19$13.111.1%731.0018
$780.00Sep 414.0514.17$14.110.9%1031.0015
$781.00Sep 415.0515.17$15.110.8%2921.001
$782.00Sep 416.0416.18$16.110.9%11.00--
$785.00Sep 419.0419.18$19.110.7%11.009

Most actively traded options today. High liquidity = easy entry/exit. 2,217 active (total vol 4.2M, top 251.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Sep 20.940.95$0.951.1%251.7K0.477.1K
$765.00Sep 21.551.56$1.560.6%231.3K0.6212.3K
$767.00Sep 20.500.51$0.512.0%195.0K0.317.9K
$764.00Sep 22.292.31$2.300.9%170.3K0.747.1K
$763.00Sep 23.133.16$3.151.0%133.7K0.835.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 20.660.67$0.671.5%244.7K0.384.0K
$762.00Sep 20.170.18$0.185.6%183.6K0.125.0K
$764.00Sep 20.410.42$0.422.4%163.6K0.262.9K
$763.00Sep 20.260.27$0.273.7%161.0K0.182.8K
$761.00Sep 20.120.13$0.137.7%123.6K0.086.3K

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 33.2%, max 46.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Sep 2Oct 1617.2%11.7%46.6%134.1K6.6K
$764.00Sep 2Oct 1616.1%11.6%38.6%170.3K8.3K
$765.00Sep 2Oct 1615.0%11.5%30.4%231.6K18.0K
$766.00Sep 2Oct 1614.4%11.3%26.6%251.8K12.2K
$767.00Sep 2Oct 1613.9%11.2%23.7%195.3K13.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Sep 2Oct 1617.2%11.7%46.6%161.5K4.3K
$764.00Sep 2Oct 1616.1%11.6%38.6%163.7K4.0K
$765.00Sep 2Oct 1615.0%11.5%30.4%246.1K14.2K
$766.00Sep 2Oct 1614.4%11.3%26.6%103.1K11.3K
$767.00Sep 2Oct 1613.9%11.2%23.7%29.6K7.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 782 found (best R:R 0.56, avg 4.59)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$739.00$740.00Oct 9$0.15$0.85$0.1578%5.67$739.15
$724.00$725.00Oct 2$0.31$0.69$0.3189%2.23$724.31
$734.00$735.00Sep 30$0.28$0.72$0.2885%2.57$734.28
$727.00$728.00Sep 30$0.33$0.67$0.3389%2.03$727.33
$730.00$731.00Oct 16$0.26$0.74$0.2681%2.85$730.26
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$792.00$787.00Oct 9$3.21$1.79$3.2183%0.56$788.79
$784.00$782.00Sep 30$0.87$1.13$0.8779%1.30$783.13
$787.00$786.00Oct 16$0.14$0.86$0.1474%6.14$786.86
$780.00$779.00Oct 2$0.12$0.88$0.1272%7.33$779.88
$779.00$778.00Sep 18$0.18$0.82$0.1878%4.56$778.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 592 found (best R:R 0.78, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Sep 16$2.19$2.19$2.8159%0.78$772.19
$770.00$775.00Sep 14$2.01$2.01$2.9961%0.67$772.01
$770.00$775.00Sep 15$2.07$2.07$2.9360%0.71$772.07
$775.00$780.00Sep 15$1.29$1.29$3.7173%0.35$776.29
$775.00$780.00Sep 16$1.45$1.45$3.5571%0.41$776.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$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
$748.00$747.00Sep 11$0.10$0.10$0.9086%0.11$747.90
$759.00$758.00Sep 4$0.14$0.14$0.8680%0.16$758.86

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.12, cheapest $1.10)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Sep 2Sep 3$1.1815.0%12.5%
$766.00Sep 2Sep 3$1.2014.4%12.7%
$767.00Sep 2Sep 3$1.1213.9%12.3%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Sep 2Sep 3$1.1015.0%12.5%
$766.00Sep 2Sep 3$1.1114.4%12.7%
$767.00Sep 2Sep 3$1.0413.9%12.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 985 found (cheapest 0.26% of stock, avg 3.90%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$766.00Sep 2$0.95$1.06$2.01$763.99$768.010.26%
$767.00Sep 2$0.51$1.62$2.13$764.87$769.130.28%
$765.00Sep 2$1.56$0.67$2.23$762.77$767.230.29%
$768.00Sep 2$0.25$2.36$2.61$765.39$770.610.34%
$764.00Sep 2$2.30$0.42$2.72$761.28$766.720.36%
$769.00Sep 2$0.11$3.23$3.34$765.66$772.340.44%
$763.00Sep 2$3.15$0.27$3.42$759.58$766.420.45%
$762.00Sep 2$4.06$0.18$4.24$757.76$766.240.55%
$770.00Sep 2$0.06$4.18$4.24$765.76$774.240.55%
$766.00Sep 3$2.15$2.17$4.32$761.68$770.320.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 390 found (cheapest 0.02% of stock, avg 1.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$770.00$761.00Sep 2$0.06$0.13$0.19$760.81$770.19
$769.00$761.00Sep 2$0.11$0.13$0.24$760.76$769.24
$770.00$762.00Sep 2$0.06$0.18$0.24$761.76$770.24
$769.00$762.00Sep 2$0.11$0.18$0.29$761.71$769.29
$770.00$763.00Sep 2$0.06$0.27$0.33$762.67$770.33
$769.00$763.00Sep 2$0.11$0.27$0.38$762.62$769.38
$768.00$761.00Sep 2$0.25$0.13$0.38$760.62$768.38
$768.00$762.00Sep 2$0.25$0.18$0.43$761.57$768.43
$768.00$763.00Sep 2$0.25$0.27$0.52$762.48$768.52
$770.00$764.00Sep 2$0.06$0.42$0.48$763.52$770.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 379 found (best R:R 1.13, avg credit $0.58)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
734/735774/775Sep 25$0.53$0.4750%1.13$734.47$774.53
736/737774/775Sep 25$0.54$0.4648%1.17$736.46$774.54
739/740773/774Sep 18$0.52$0.4850%1.08$739.48$773.52
735/736774/775Sep 25$0.53$0.4749%1.13$735.47$774.53
738/739774/775Sep 25$0.55$0.4547%1.22$738.45$774.55
737/738774/775Sep 25$0.54$0.4648%1.17$737.46$774.54
731/732775/776Sep 30$0.52$0.4850%1.08$731.48$775.52
741/742773/774Sep 18$0.53$0.4748%1.13$741.47$773.53
747/748772/773Sep 11$0.48$0.5253%0.92$747.52$772.48
734/735775/776Sep 25$0.50$0.5051%1.00$734.50$775.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 215 found (best R:R 9.42, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Sep 14$0.31$4.6916%15.13
$755.00$760.00$765.00Sep 15$0.45$4.5521%10.11
$750.00$755.00$760.00Sep 15$0.30$4.7016%15.67
$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
$755.00$760.00$765.00Sep 16$0.41$4.5920%11.20
$745.00$750.00$755.00Sep 15$0.21$4.7912%22.81

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,088 found (best net $-20.89, 1,073 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 2-$20.89$39.11
$685.00$718.001:2Sep 3-$15.01$17.99
$725.00$745.001:2Sep 15-$4.43$15.57
$770.00$775.001:2Sep 14-$0.08$4.92
$770.00$775.001:2Sep 15-$0.33$4.67
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$845.00$809.001:2Sep 2-$7.14$28.86
$895.00$845.001:2Sep 2-$29.12$20.88
$785.00$775.001:2Sep 15-$2.01$7.99
$800.00$787.001:2Sep 4-$8.19$4.81
$766.00$765.001:2Sep 2-$0.28$0.72

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 314 found (best yield 1.91%, avg 0.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$766.00Oct 16$14.630.490.0%1.91%1.92%755.1K
$767.00Oct 16$14.030.470.1%1.83%1.97%2635.5K
$768.00Oct 16$13.440.470.3%1.75%2.02%1103.2K
$769.00Oct 16$12.850.460.4%1.68%2.08%1991.9K
$770.00Oct 16$12.290.450.5%1.60%2.14%3199.8K
$771.00Oct 16$11.730.440.7%1.53%2.19%151.8K
$772.00Oct 16$11.190.430.8%1.46%2.25%381.7K
$773.00Oct 16$10.660.410.9%1.39%2.31%5121.4K
$774.00Oct 16$10.150.401.1%1.33%2.38%271.2K
$775.00Oct 16$9.650.391.2%1.26%2.44%27114.8K

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 1,988,382
Total Puts 2,184,062
Put/Call Ratio 1.10
Net Difference -195,680

Prior's Put/Call Breakdown

Total Calls 1,635,097
Total Puts 2,176,241
Put/Call Ratio 1.33
Net Difference -541,144

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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