Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$765.47 +0.48%
9/2 11:45

Option Volume

Detail
Current (09/02 11:45am) 4,257,583
Calls: 2,017,131 (47%)
Puts: 2,240,452 (53%)
Prior (08/31) 3,895,934
Calls: 1,679,381 (43%)
Puts: 2,216,553 (57%)
Current vs Prior +9.28%
Calls: +20.11% (Calls)
Puts: +1.08% (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 -55.62%
Calls: -55.80%
Puts: -55.47%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/02 11:45am) $644.75M
Calls: $402.55M (62%)
Puts: $242.20M (38%)
Prior (08/31) $437.24M
Calls: $193.08M (44%)
Puts: $244.16M (56%)
Current vs Prior +47.46%
Calls: +108.48%
Puts: -0.80%
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 -38.52%
Calls: -26.54%
Puts: -51.62%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 11:45am) 1.11
Prior (08/31) 1.32
Current vs Prior -15.85%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg +0.24%
Sentiment BEARISH

Open Interest

Detail
Current (09/02 11:45am) 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% | 1.49%1.95% | 3.68%
Prior 0.61% | 0.84%0.61% | 1.07%1.07% | 1.72%2.20% | 3.87%
Current vs Prior -44.33% | -24.20%-44.32% | -20.70%-20.70% | -13.39%-11.06% | -4.93%
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 -35.84% | -15.54%-11.62% | +1.81%-1.65% | -3.51%-20.11% | -6.27%
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 -44.33% | -24.20%-44.32% | -20.70%-20.70% | -13.39%-11.06% | -4.93%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 0.78% | 0.61%
Calls: 0.78% | 0.40%
Puts: 0.77% | 0.83%
Prior 1.07% | 0.60%
Calls: 1.20% | 0.87%
Puts: 0.94% | 0.34%
Current vs Prior -27.10% | +1.67%
Prior 7-Day Avg 1.59% | 1.27%
Calls: 1.39% | 1.15%
Puts: 1.79% | 1.39%
Current vs 7-Day Avg -50.86% | -52.08%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 62% call dollar volume ($402.55M). Slightly bearish P/C ratio of 1.11. Put-heavy open interest (7,121,416 puts vs 2,556,486 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
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
11:45BULLISHBEARISHBEARISH
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 2,418 of results (avg 2.2%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2140.42140.52$140.470.1%21.0022
$620.00Sep 4145.71145.86$145.790.1%--1.0023
$625.00Sep 4140.71140.86$140.790.1%241.005
$625.00Sep 3140.44140.59$140.510.1%241.0022
$635.00Sep 4130.72130.87$130.800.1%101.0011
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$895.00Sep 2129.48129.59$129.540.1%41.00--
$845.00Sep 279.4879.58$79.530.1%101.00--
$764.00Sep 187.317.32$7.320.1%5390.483.9K
$761.00Sep 186.246.25$6.250.2%3740.422.2K
$762.00Sep 308.958.97$8.960.2%1240.46900

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 742 found (avg $0.35, cheapest $0.19)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Sep 20.180.19$0.195.3%117.2K0.165.3K
$769.00Sep 20.090.10$0.1010.0%117.4K0.097.6K
$767.00Sep 20.380.39$0.392.6%199.0K0.287.9K
$766.00Sep 20.740.75$0.751.3%256.8K0.447.1K
$773.00Sep 30.120.13$0.137.7%6.5K0.062.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Sep 20.100.11$0.119.1%121.7K0.067.8K
$763.00Sep 20.330.34$0.342.9%163.6K0.192.8K
$758.00Sep 20.060.07$0.0714.3%44.1K0.045.0K
$762.00Sep 20.220.23$0.234.3%187.4K0.125.0K
$761.00Sep 20.150.16$0.166.3%129.3K0.096.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,160 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2140.42140.52$140.470.1%21.0022
$685.00Sep 280.4280.52$80.470.1%101.00210
$690.00Sep 275.4375.52$75.470.1%71.00--
$695.00Sep 270.4370.52$70.470.1%61.00--
$700.00Sep 265.4265.52$65.470.2%41.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Sep 413.4913.61$13.550.9%731.0018
$780.00Sep 414.4814.61$14.550.9%1061.0015
$781.00Sep 415.4815.60$15.540.8%3021.001
$782.00Sep 416.4816.63$16.560.9%11.00--
$784.00Sep 418.4818.63$18.560.8%211.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,230 active (total vol 4.2M, top 256.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Sep 20.740.75$0.751.3%256.8K0.447.1K
$765.00Sep 21.281.29$1.290.8%233.6K0.6012.3K
$767.00Sep 20.380.39$0.392.6%199.0K0.287.9K
$764.00Sep 21.971.99$1.981.0%170.8K0.727.1K
$763.00Sep 22.782.80$2.790.7%134.1K0.825.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 20.830.84$0.841.2%256.6K0.414.0K
$762.00Sep 20.220.23$0.234.3%187.4K0.125.0K
$764.00Sep 20.520.53$0.531.9%168.1K0.282.9K
$763.00Sep 20.330.34$0.342.9%163.6K0.192.8K
$761.00Sep 20.150.16$0.166.3%129.3K0.096.3K

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 32.8%, max 45.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Sep 2Oct 1617.1%11.7%45.7%134.6K6.6K
$764.00Sep 2Oct 1615.9%11.6%37.2%170.9K8.3K
$765.00Sep 2Oct 1614.9%11.5%30.4%234.0K18.0K
$766.00Sep 2Oct 1614.4%11.3%26.8%256.9K12.2K
$767.00Sep 2Oct 1613.9%11.2%24.0%199.2K13.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Sep 2Oct 1617.1%11.7%45.7%164.1K4.3K
$764.00Sep 2Oct 1615.9%11.6%37.2%168.1K4.0K
$765.00Sep 2Oct 1614.9%11.5%30.4%258.0K14.2K
$766.00Sep 2Oct 1614.4%11.3%26.8%112.0K11.3K
$767.00Sep 2Oct 1613.9%11.2%24.0%31.7K7.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 783 found (best R:R 0.56, avg 4.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$730.00$733.00Oct 9$1.78$1.22$1.7883%0.69$731.78
$740.00$741.00Sep 30$0.17$0.83$0.1780%4.88$740.17
$731.00$732.00Sep 30$0.24$0.76$0.2486%3.17$731.24
$735.00$736.00Sep 11$0.33$0.67$0.3394%2.03$735.33
$730.00$731.00Oct 16$0.21$0.79$0.2181%3.76$730.21
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$792.00$787.00Oct 9$3.20$1.80$3.2083%0.56$788.80
$779.00$778.00Sep 18$0.11$0.89$0.1178%8.09$778.89
$784.00$782.00Sep 30$0.94$1.06$0.9480%1.13$783.06
$785.00$784.00Sep 25$0.21$0.79$0.2184%3.76$784.79
$790.00$788.00Sep 30$1.10$0.90$1.1087%0.82$788.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 592 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$2.9960%0.67$772.01
$770.00$775.00Sep 16$2.12$2.12$2.8859%0.74$772.12
$770.00$775.00Sep 14$1.94$1.94$3.0661%0.63$771.94
$775.00$780.00Sep 16$1.41$1.41$3.5971%0.39$776.41
$775.00$780.00Sep 15$1.23$1.23$3.7774%0.33$776.23
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$764.00Sep 2$0.31$0.31$0.6960%0.45$764.69
$759.00$758.00Sep 3$0.11$0.11$0.8985%0.12$758.89
$764.00$763.00Sep 2$0.19$0.19$0.8172%0.23$763.81
$761.00$760.00Sep 3$0.17$0.17$0.8378%0.20$760.83
$763.00$762.00Sep 2$0.11$0.11$0.8981%0.12$762.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $1.15, cheapest $1.12)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Sep 2Sep 3$1.2014.9%12.5%
$766.00Sep 2Sep 3$1.1714.4%12.6%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Sep 2Sep 3$1.1214.9%12.5%
$766.00Sep 2Sep 3$1.1014.4%12.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 990 found (cheapest 0.27% of stock, avg 3.91%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$766.00Sep 2$0.75$1.30$2.05$763.95$768.050.27%
$765.00Sep 2$1.29$0.84$2.13$762.87$767.130.28%
$767.00Sep 2$0.39$1.93$2.32$764.68$769.320.30%
$764.00Sep 2$1.98$0.53$2.51$761.49$766.510.33%
$768.00Sep 2$0.19$2.73$2.92$765.08$770.920.38%
$763.00Sep 2$2.79$0.34$3.13$759.87$766.130.41%
$769.00Sep 2$0.10$3.63$3.73$765.27$772.730.49%
$762.00Sep 2$3.68$0.23$3.91$758.09$765.910.51%
$766.00Sep 3$1.92$2.40$4.32$761.68$770.320.56%
$767.00Sep 3$1.44$2.92$4.36$762.64$771.360.57%

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
$769.00$761.00Sep 2$0.10$0.16$0.26$760.74$769.26
$769.00$762.00Sep 2$0.10$0.23$0.33$761.67$769.33
$768.00$762.00Sep 2$0.19$0.23$0.42$761.58$768.42
$768.00$761.00Sep 2$0.19$0.16$0.35$760.65$768.35
$769.00$763.00Sep 2$0.10$0.34$0.44$762.56$769.44
$768.00$763.00Sep 2$0.19$0.34$0.53$762.47$768.53
$767.00$761.00Sep 2$0.39$0.16$0.55$760.45$767.55
$767.00$762.00Sep 2$0.39$0.23$0.62$761.38$767.62
$769.00$764.00Sep 2$0.10$0.53$0.63$763.37$769.63
$768.00$764.00Sep 2$0.19$0.53$0.72$763.28$768.72

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 387 found (best R:R 1.04, avg credit $0.56)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
738/739773/774Sep 18$0.51$0.4951%1.04$738.49$773.51
747/748771/772Sep 11$0.51$0.4951%1.04$747.49$771.51
740/741773/774Sep 18$0.52$0.4850%1.08$740.48$773.52
733/734774/775Sep 25$0.51$0.4950%1.04$733.49$774.51
730/731775/776Sep 30$0.51$0.4950%1.04$730.49$775.51
738/739775/776Sep 18$0.46$0.5455%0.85$738.54$775.46
739/740773/774Sep 18$0.51$0.4950%1.04$739.49$773.51
738/739774/775Sep 18$0.48$0.5253%0.92$738.52$774.48
733/734775/776Sep 25$0.49$0.5152%0.96$733.51$775.49
743/744773/774Sep 18$0.54$0.4647%1.17$743.46$773.54

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 258 found (best R:R 10.63, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Sep 14$0.43$4.5722%10.63
$750.00$755.00$760.00Sep 15$0.31$4.6916%15.13
$755.00$760.00$765.00Sep 15$0.48$4.5221%9.42
$760.00$765.00$770.00Sep 15$0.59$4.4125%7.47
$745.00$750.00$755.00Sep 14$0.22$4.7812%21.73
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Sep 14$0.50$4.5022%9.00
$750.00$755.00$760.00Sep 15$0.32$4.6816%14.63
$750.00$755.00$760.00Sep 14$0.34$4.6617%13.71
$755.00$760.00$765.00Sep 15$0.48$4.5221%9.42
$750.00$755.00$760.00Sep 16$0.31$4.6915%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. 1,082 found (best net $-20.47, 1,068 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 2-$20.47$39.53
$685.00$718.001:2Sep 3-$14.57$18.43
$725.00$745.001:2Sep 15-$4.02$15.98
$770.00$775.001:2Sep 14-$0.04$4.96
$770.00$775.001:2Sep 15-$0.27$4.73
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$845.00$809.001:2Sep 2-$7.53$28.47
$895.00$845.001:2Sep 2-$29.52$20.48
$785.00$775.001:2Sep 15-$2.30$7.70
$800.00$787.001:2Sep 4-$8.59$4.41
$765.00$764.001:2Sep 2-$0.22$0.78

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 314 found (best yield 1.88%, avg 0.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$766.00Oct 16$14.390.480.1%1.88%1.95%765.1K
$767.00Oct 16$13.790.470.2%1.80%2.00%2645.5K
$768.00Oct 16$13.210.470.3%1.73%2.06%1123.2K
$769.00Oct 16$12.630.460.5%1.65%2.11%2001.9K
$770.00Oct 16$12.070.450.6%1.58%2.17%3219.8K
$771.00Oct 16$11.520.440.7%1.50%2.23%151.8K
$772.00Oct 16$10.980.420.8%1.43%2.29%391.7K
$773.00Oct 16$10.460.411.0%1.37%2.35%5321.4K
$774.00Oct 16$9.960.401.1%1.30%2.42%301.2K
$775.00Oct 16$9.470.391.2%1.24%2.48%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 2,017,131
Total Puts 2,240,452
Put/Call Ratio 1.11
Net Difference -223,321

Prior's Put/Call Breakdown

Total Calls 1,679,381
Total Puts 2,216,553
Put/Call Ratio 1.32
Net Difference -537,172

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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