Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$765.17 +0.45%
9/2 11:50

Option Volume

Detail
Current (09/02 11:50am) 4,404,247
Calls: 2,056,904 (47%)
Puts: 2,347,343 (53%)
Prior (08/31) 3,977,636
Calls: 1,718,261 (43%)
Puts: 2,259,375 (57%)
Current vs Prior +10.73%
Calls: +19.71% (Calls)
Puts: +3.89% (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 -54.09%
Calls: -54.92%
Puts: -53.34%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/02 11:50am) $650.76M
Calls: $381.33M (59%)
Puts: $269.43M (41%)
Prior (08/31) $442.04M
Calls: $198.46M (45%)
Puts: $243.57M (55%)
Current vs Prior +47.22%
Calls: +92.14%
Puts: +10.61%
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 -37.94%
Calls: -30.41%
Puts: -46.18%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 11:50am) 1.14
Prior (08/31) 1.31
Current vs Prior -13.21%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg +2.99%
Sentiment BEARISH

Open Interest

Detail
Current (09/02 11:50am) 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%1.96% | 3.68%
Prior 0.61% | 0.84%0.61% | 1.07%1.07% | 1.72%2.20% | 3.87%
Current vs Prior -44.52% | -24.17%-44.52% | -20.79%-20.79% | -13.50%-10.67% | -5.07%
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 -36.06% | -15.50%-11.94% | +1.69%-1.77% | -3.64%-19.76% | -6.40%
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 -44.52% | -24.17%-44.52% | -20.79%-20.79% | -13.50%-10.67% | -5.07%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 0.79% | 0.82%
Calls: 0.89% | 0.86%
Puts: 0.68% | 0.78%
Prior 1.07% | 0.60%
Calls: 1.20% | 0.87%
Puts: 0.94% | 0.34%
Current vs Prior -26.17% | +36.67%
Prior 7-Day Avg 1.59% | 1.27%
Calls: 1.39% | 1.15%
Puts: 1.79% | 1.39%
Current vs 7-Day Avg -50.23% | -35.58%
Liquidity Excellent
+
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🤖 AI Insights

Slightly bearish P/C ratio of 1.14. 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
11:50BULLISHBEARISHBEARISH
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 2,436 of results (avg 2.2%, best 0.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Sep 4145.47145.51$145.490.0%--1.0023
$625.00Sep 4140.47140.51$140.490.0%241.005
$660.00Sep 3105.21105.24$105.230.0%21.00--
$625.00Sep 3140.20140.24$140.220.0%241.0022
$625.00Sep 2140.15140.19$140.170.0%21.0022
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$895.00Sep 2129.81129.85$129.830.0%41.00--
$845.00Sep 279.8179.85$79.830.1%101.00--
$830.00Sep 964.8164.85$64.830.1%11.00--
$825.00Sep 459.8159.85$59.830.1%11.002
$812.00Sep 446.8146.85$46.830.1%21.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 740 found (avg $0.36, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Sep 20.060.07$0.0714.3%118.8K0.067.6K
$768.00Sep 20.130.14$0.147.1%121.0K0.125.3K
$767.00Sep 20.300.31$0.313.2%204.8K0.227.9K
$766.00Sep 20.620.63$0.631.6%265.6K0.367.1K
$774.00Sep 30.060.07$0.0714.3%3.2K0.031.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$762.00Sep 20.250.26$0.263.8%191.7K0.165.0K
$761.00Sep 20.170.18$0.185.6%131.7K0.116.3K
$763.00Sep 20.380.39$0.392.6%171.1K0.232.8K
$760.00Sep 20.120.13$0.137.7%126.9K0.087.8K
$759.00Sep 20.090.10$0.1010.0%92.0K0.0610.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,163 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2140.15140.19$140.170.0%21.0022
$625.00Sep 3140.20140.24$140.220.0%241.0022
$635.00Sep 3130.20130.24$130.220.0%81.006
$660.00Sep 3105.21105.24$105.230.0%21.00--
$685.00Sep 380.2180.25$80.230.0%101.003
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$771.00Sep 25.835.87$5.850.7%1991.007
$772.00Sep 26.826.86$6.840.6%2621.00112
$773.00Sep 27.827.86$7.840.5%861.0029
$774.00Sep 28.828.86$8.840.5%361.003
$775.00Sep 29.829.86$9.840.4%4971.003

Most actively traded options today. High liquidity = easy entry/exit. 2,239 active (total vol 4.4M, top 282.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Sep 20.620.63$0.631.6%265.6K0.367.1K
$765.00Sep 21.111.12$1.120.9%237.8K0.5212.3K
$767.00Sep 20.300.31$0.313.2%204.8K0.227.9K
$764.00Sep 21.771.78$1.780.6%171.5K0.667.1K
$763.00Sep 22.542.56$2.550.8%134.5K0.775.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 20.950.96$0.961.0%282.0K0.484.0K
$762.00Sep 20.250.26$0.263.8%191.7K0.165.0K
$764.00Sep 20.600.61$0.611.6%184.3K0.342.9K
$763.00Sep 20.380.39$0.392.6%171.1K0.232.8K
$761.00Sep 20.170.18$0.185.6%131.7K0.116.3K

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 40.0%, max 55.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$762.00Sep 2Oct 1618.3%11.8%55.1%74.8K7.8K
$763.00Sep 2Oct 1617.1%11.7%46.5%135.0K6.6K
$764.00Sep 2Oct 1616.1%11.6%39.4%171.5K8.3K
$765.00Sep 2Oct 1615.0%11.4%31.4%238.1K18.0K
$766.00Sep 2Oct 1614.4%11.3%27.8%265.6K12.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$762.00Sep 2Oct 1618.3%11.8%55.1%191.9K6.2K
$763.00Sep 2Oct 1617.1%11.7%46.5%171.6K4.3K
$764.00Sep 2Oct 1616.1%11.6%39.4%184.4K4.0K
$765.00Sep 2Oct 1615.0%11.4%31.4%283.7K14.2K
$766.00Sep 2Oct 1614.4%11.3%27.8%125.8K11.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 789 found (best R:R 0.52, avg 4.51)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$733.00$735.00Oct 9$0.94$1.06$0.9481%1.13$733.94
$746.00$747.00Sep 10$0.23$0.77$0.2389%3.35$746.23
$731.00$732.00Sep 11$0.38$0.62$0.3895%1.63$731.38
$735.00$736.00Sep 30$0.26$0.74$0.2684%2.85$735.26
$740.00$741.00Oct 2$0.24$0.76$0.2479%3.17$740.24
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$792.00$787.00Oct 9$3.29$1.71$3.2984%0.52$788.71
$776.00$775.00Sep 18$0.11$0.89$0.1173%8.09$775.89
$783.00$781.00Sep 25$1.01$0.99$1.0182%0.98$781.99
$790.00$788.00Sep 30$1.14$0.86$1.1487%0.75$788.86
$780.00$779.00Sep 25$0.18$0.82$0.1877%4.56$779.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 594 found (best R:R 0.65, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Sep 15$1.97$1.97$3.0362%0.65$771.97
$770.00$775.00Sep 14$1.90$1.90$3.1063%0.61$771.90
$770.00$775.00Sep 16$2.08$2.08$2.9260%0.71$772.08
$775.00$780.00Sep 16$1.37$1.37$3.6372%0.38$776.37
$775.00$780.00Sep 15$1.20$1.20$3.8075%0.32$776.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$760.00$759.00Sep 3$0.15$0.15$0.8580%0.18$759.85
$758.00$757.00Sep 4$0.14$0.14$0.8681%0.16$757.86
$761.00$760.00Sep 3$0.18$0.18$0.8275%0.22$760.82
$755.00$754.00Sep 8$0.13$0.13$0.8782%0.15$754.87
$754.00$753.00Sep 9$0.14$0.14$0.8681%0.16$753.86

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.15, cheapest $1.10)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Sep 2Sep 3$1.1616.1%12.8%
$765.00Sep 2Sep 3$1.2115.0%12.5%
$766.00Sep 2Sep 3$1.1714.4%12.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Sep 2Sep 3$1.1016.1%12.8%
$765.00Sep 2Sep 3$1.1315.0%12.5%
$766.00Sep 2Sep 3$1.1014.4%12.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 993 found (cheapest 0.27% of stock, avg 3.89%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$765.00Sep 2$1.12$0.96$2.08$762.92$767.080.27%
$766.00Sep 2$0.63$1.46$2.09$763.91$768.090.27%
$764.00Sep 2$1.78$0.61$2.39$761.61$766.390.31%
$767.00Sep 2$0.31$2.14$2.45$764.55$769.450.32%
$763.00Sep 2$2.55$0.39$2.94$760.06$765.940.38%
$768.00Sep 2$0.14$2.97$3.11$764.89$771.110.41%
$762.00Sep 2$3.42$0.26$3.68$758.32$765.680.48%
$769.00Sep 2$0.07$3.89$3.96$765.04$772.960.52%
$766.00Sep 3$1.80$2.56$4.36$761.64$770.360.57%
$765.00Sep 3$2.33$2.09$4.42$760.58$769.420.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 380 found (cheapest 0.03% of stock, avg 1.41%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$769.00$761.00Sep 2$0.07$0.18$0.25$760.75$769.25
$768.00$761.00Sep 2$0.14$0.18$0.32$760.68$768.32
$769.00$762.00Sep 2$0.07$0.26$0.33$761.67$769.33
$768.00$762.00Sep 2$0.14$0.26$0.40$761.60$768.40
$767.00$761.00Sep 2$0.31$0.18$0.49$760.51$767.49
$769.00$763.00Sep 2$0.07$0.39$0.46$762.54$769.46
$767.00$762.00Sep 2$0.31$0.26$0.57$761.43$767.57
$768.00$763.00Sep 2$0.14$0.39$0.53$762.47$768.53
$767.00$763.00Sep 2$0.31$0.39$0.70$762.30$767.70
$769.00$764.00Sep 2$0.07$0.61$0.68$763.32$769.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 422 found (best R:R 1.04, avg credit $0.56)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
737/738773/774Sep 18$0.51$0.4952%1.04$737.49$773.51
737/738772/773Sep 18$0.53$0.4750%1.13$737.47$772.53
739/740773/774Sep 18$0.52$0.4851%1.08$739.48$773.52
739/740772/773Sep 18$0.54$0.4649%1.17$739.46$772.54
730/731774/775Sep 30$0.53$0.4749%1.13$730.47$774.53
741/742773/774Sep 18$0.53$0.4749%1.13$741.47$773.53
729/730775/776Oct 2$0.53$0.4749%1.13$729.47$775.53
741/742772/773Sep 18$0.55$0.4547%1.22$741.45$772.55
731/732775/776Oct 2$0.54$0.4648%1.17$731.46$775.54
735/736773/774Sep 25$0.54$0.4648%1.17$735.46$773.54

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 250 found (best R:R 110.11, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$620.00$650.00$680.00Oct 9$0.27$29.734%110.11
$750.00$755.00$760.00Sep 15$0.24$4.7617%19.83
$755.00$760.00$765.00Sep 14$0.50$4.5023%9.00
$745.00$750.00$755.00Sep 14$0.21$4.7912%22.81
$760.00$765.00$770.00Sep 14$0.64$4.3626%6.81
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Sep 14$0.49$4.5123%9.20
$755.00$760.00$765.00Sep 15$0.47$4.5322%9.64
$755.00$760.00$765.00Sep 16$0.43$4.5720%10.63
$750.00$755.00$760.00Sep 15$0.34$4.6617%13.71
$750.00$755.00$760.00Sep 14$0.36$4.6417%12.89

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,076 found (best net $-20.17, 1,062 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 2-$20.17$39.83
$685.00$718.001:2Sep 3-$14.25$18.75
$725.00$745.001:2Sep 15-$3.70$16.30
$770.00$775.001:2Sep 14$0.00$5.00
$770.00$775.001:2Sep 15-$0.23$4.77
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$845.00$809.001:2Sep 2-$7.83$28.17
$895.00$845.001:2Sep 2-$29.83$20.17
$800.00$787.001:2Sep 4-$8.83$4.17
$765.00$764.001:2Sep 2-$0.26$0.74
$766.00$765.001:2Sep 2-$0.46$0.54

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 307 found (best yield 1.86%, avg 0.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$766.00Oct 16$14.210.480.1%1.86%1.97%765.1K
$767.00Oct 16$13.610.470.2%1.78%2.02%2655.5K
$768.00Oct 16$13.030.460.4%1.70%2.07%1123.2K
$769.00Oct 16$12.460.450.5%1.63%2.13%2001.9K
$770.00Oct 16$11.900.440.6%1.56%2.19%3239.8K
$771.00Oct 16$11.350.430.8%1.48%2.25%151.8K
$772.00Oct 16$10.820.420.9%1.41%2.31%391.7K
$773.00Oct 16$10.300.411.0%1.35%2.37%5321.4K
$774.00Oct 16$9.800.401.1%1.28%2.43%301.2K
$775.00Oct 16$9.320.381.3%1.22%2.50%27714.8K

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 2,056,904
Total Puts 2,347,343
Put/Call Ratio 1.14
Net Difference -290,439

Prior's Put/Call Breakdown

Total Calls 1,718,261
Total Puts 2,259,375
Put/Call Ratio 1.31
Net Difference -541,114

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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