Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$765.36 +0.47%
9/2 11:55

Option Volume

Detail
Current (09/02 11:55am) 4,532,326
Calls: 2,106,648 (46%)
Puts: 2,425,678 (54%)
Prior (08/31) 4,082,402
Calls: 1,772,121 (43%)
Puts: 2,310,281 (57%)
Current vs Prior +11.02%
Calls: +18.88% (Calls)
Puts: +4.99% (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 -52.76%
Calls: -53.83%
Puts: -51.78%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/02 11:55am) $664.38M
Calls: $401.98M (61%)
Puts: $262.40M (39%)
Prior (08/31) $448.38M
Calls: $212.51M (47%)
Puts: $235.87M (53%)
Current vs Prior +48.17%
Calls: +89.16%
Puts: +11.25%
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 -36.64%
Calls: -26.65%
Puts: -47.59%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 11:55am) 1.15
Prior (08/31) 1.30
Current vs Prior -11.68%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg +3.91%
Sentiment BEARISH

Open Interest

Detail
Current (09/02 11:55am) 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 0.33% | 0.64%0.33% | 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 -46.26% | -24.19%-46.27% | -20.93%-20.93% | -13.45%-11.05% | -5.06%
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 -38.06% | -15.52%-14.70% | +1.51%-1.94% | -3.59%-20.10% | -6.39%
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 -46.26% | -24.19%-46.27% | -20.93%-20.93% | -13.45%-11.05% | -5.06%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 0.80% | 0.61%
Calls: 0.84% | 0.41%
Puts: 0.76% | 0.82%
Prior 1.07% | 0.60%
Calls: 1.20% | 0.87%
Puts: 0.94% | 0.34%
Current vs Prior -25.23% | +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 -49.59% | -52.08%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($401.98M). Slightly bearish P/C ratio of 1.15. 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
11:55BULLISHBEARISHBEARISH
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 2,424 of results (avg 2.1%, best 0.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Sep 4145.67145.70$145.690.0%--1.0023
$625.00Sep 2140.35140.38$140.370.0%21.0022
$635.00Sep 4130.68130.71$130.700.0%101.0011
$650.00Sep 4115.69115.72$115.710.0%--1.0027
$625.00Sep 4140.67140.71$140.690.0%241.005
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$895.00Sep 2129.62129.65$129.640.0%41.00--
$845.00Sep 279.6279.65$79.640.0%101.00--
$830.00Sep 964.6264.65$64.640.0%11.00--
$825.00Sep 459.6259.65$59.640.1%11.002
$812.00Sep 446.6246.65$46.640.1%21.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 740 found (avg $0.35, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Sep 20.060.07$0.0714.3%127.0K0.067.6K
$768.00Sep 20.140.15$0.156.7%125.0K0.125.3K
$767.00Sep 20.320.33$0.333.0%208.7K0.247.9K
$766.00Sep 20.670.68$0.681.5%275.5K0.397.1K
$774.00Sep 30.070.08$0.0812.5%3.2K0.041.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$762.00Sep 20.210.22$0.224.5%195.3K0.145.0K
$763.00Sep 20.330.34$0.342.9%176.1K0.212.8K
$761.00Sep 20.150.16$0.166.3%135.8K0.106.3K
$760.00Sep 20.100.11$0.119.1%136.1K0.077.8K
$764.00Sep 20.520.53$0.531.9%196.9K0.312.9K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,166 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2140.35140.38$140.370.0%21.0022
$685.00Sep 280.3580.39$80.370.0%101.00210
$690.00Sep 275.3575.39$75.370.1%81.00--
$695.00Sep 270.3570.39$70.370.1%61.00--
$700.00Sep 265.3565.39$65.370.1%41.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$778.00Sep 412.6312.66$12.650.2%2691.004
$779.00Sep 413.6213.66$13.640.3%741.0018
$780.00Sep 414.6214.65$14.640.2%1121.0015
$781.00Sep 415.6215.65$15.640.2%3831.001
$782.00Sep 416.6216.65$16.630.2%21.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,251 active (total vol 4.5M, top 298.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Sep 20.670.68$0.681.5%275.5K0.397.1K
$765.00Sep 21.191.20$1.190.8%243.0K0.5512.3K
$767.00Sep 20.320.33$0.333.0%208.7K0.247.9K
$764.00Sep 21.881.89$1.880.5%173.6K0.697.1K
$763.00Sep 22.692.71$2.700.7%134.8K0.795.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 20.830.84$0.841.2%298.3K0.454.0K
$764.00Sep 20.520.53$0.531.9%196.9K0.312.9K
$762.00Sep 20.210.22$0.224.5%195.3K0.145.0K
$763.00Sep 20.330.34$0.342.9%176.1K0.212.8K
$760.00Sep 20.100.11$0.119.1%136.1K0.077.8K

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 31.6%, max 44.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Sep 2Oct 1616.9%11.7%44.8%135.3K6.6K
$764.00Sep 2Oct 1615.6%11.6%35.4%173.7K8.3K
$765.00Sep 2Oct 1614.7%11.4%28.6%243.4K18.0K
$766.00Sep 2Oct 1614.3%11.3%26.1%275.6K12.2K
$767.00Sep 2Oct 1613.9%11.2%24.2%208.9K13.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Sep 2Oct 1616.9%11.7%44.8%176.6K4.3K
$764.00Sep 2Oct 1615.6%11.6%35.4%196.9K4.0K
$765.00Sep 2Oct 1614.7%11.4%28.6%300.0K14.2K
$766.00Sep 2Oct 1614.3%11.3%26.1%133.5K11.3K
$767.00Sep 2Oct 1613.7%11.2%22.4%36.3K7.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 786 found (best R:R 0.88, avg 4.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$738.00$739.00Sep 11$0.30$0.70$0.3093%2.33$738.30
$740.00$741.00Sep 11$0.33$0.67$0.3392%2.03$740.33
$732.00$733.00Sep 30$0.27$0.73$0.2786%2.70$732.27
$739.00$740.00Sep 18$0.29$0.71$0.2986%2.45$739.29
$730.00$731.00Oct 16$0.25$0.75$0.2581%3.00$730.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$792.00$787.00Oct 9$2.66$2.34$2.6683%0.88$789.34
$784.00$782.00Sep 30$0.89$1.11$0.8980%1.25$783.11
$785.00$775.00Oct 9$6.54$3.46$6.5476%0.53$778.46
$790.00$788.00Sep 30$1.15$0.85$1.1587%0.74$788.85
$790.00$789.00Oct 2$0.27$0.73$0.2785%2.70$789.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 596 found (best R:R 0.67, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Sep 15$2.00$2.00$3.0061%0.67$772.00
$770.00$775.00Sep 14$1.93$1.93$3.0762%0.63$771.93
$770.00$775.00Sep 16$2.11$2.11$2.8960%0.73$772.11
$775.00$780.00Sep 15$1.22$1.22$3.7874%0.32$776.22
$775.00$780.00Sep 16$1.38$1.38$3.6272%0.38$776.38
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$759.00$758.00Sep 4$0.16$0.16$0.8479%0.19$758.84
$763.00$762.00Sep 2$0.12$0.12$0.8879%0.14$762.88
$762.00$761.00Sep 3$0.22$0.22$0.7871%0.28$761.78
$758.00$757.00Sep 4$0.13$0.13$0.8782%0.15$757.87
$761.00$760.00Sep 3$0.17$0.17$0.8376%0.20$760.83

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.17, cheapest $1.10)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Sep 2Sep 3$1.1815.6%12.8%
$765.00Sep 2Sep 3$1.2514.7%12.5%
$766.00Sep 2Sep 3$1.2014.3%12.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Sep 2Sep 3$1.1015.6%12.8%
$765.00Sep 2Sep 3$1.1714.7%12.5%
$766.00Sep 2Sep 3$1.1414.3%12.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 994 found (cheapest 0.26% of stock, avg 3.90%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$766.00Sep 2$0.68$1.31$1.99$764.01$767.990.26%
$765.00Sep 2$1.19$0.84$2.03$762.97$767.030.27%
$767.00Sep 2$0.33$1.96$2.29$764.71$769.290.30%
$764.00Sep 2$1.88$0.53$2.41$761.59$766.410.31%
$768.00Sep 2$0.15$2.78$2.93$765.07$770.930.38%
$763.00Sep 2$2.70$0.34$3.04$759.96$766.040.40%
$769.00Sep 2$0.07$3.70$3.77$765.23$772.770.49%
$762.00Sep 2$3.58$0.22$3.80$758.20$765.800.50%
$766.00Sep 3$1.88$2.45$4.33$761.67$770.330.57%
$765.00Sep 3$2.44$2.01$4.45$760.55$769.450.58%

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$0.16$0.23$760.77$769.23
$768.00$761.00Sep 2$0.15$0.16$0.31$760.69$768.31
$769.00$762.00Sep 2$0.07$0.22$0.29$761.71$769.29
$768.00$762.00Sep 2$0.15$0.22$0.37$761.63$768.37
$769.00$763.00Sep 2$0.07$0.34$0.41$762.59$769.41
$768.00$763.00Sep 2$0.15$0.34$0.49$762.51$768.49
$767.00$761.00Sep 2$0.33$0.16$0.49$760.51$767.49
$767.00$762.00Sep 2$0.33$0.22$0.55$761.45$767.55
$767.00$763.00Sep 2$0.33$0.34$0.67$762.33$767.67
$769.00$764.00Sep 2$0.07$0.53$0.60$763.40$769.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 419 found (best R:R 1.17, avg credit $0.55)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
730/731774/775Sep 30$0.54$0.4649%1.17$730.46$774.54
732/733774/775Sep 30$0.55$0.4548%1.22$732.45$774.55
734/735774/775Sep 30$0.56$0.4447%1.27$734.44$774.56
739/740773/774Sep 18$0.52$0.4851%1.08$739.48$773.52
729/730775/776Oct 2$0.53$0.4749%1.13$729.47$775.53
733/734774/775Sep 25$0.51$0.4951%1.04$733.49$774.51
737/738774/775Sep 30$0.57$0.4345%1.33$737.43$774.57
739/740774/775Sep 18$0.49$0.5153%0.96$739.51$774.49
730/731775/776Sep 30$0.51$0.4951%1.04$730.49$775.51
733/734775/776Sep 25$0.49$0.5153%0.96$733.51$775.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 214 found (best R:R 74.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$620.00$650.00$680.00Oct 9$0.40$29.604%74.00
$750.00$755.00$760.00Sep 15$0.29$4.7116%16.24
$750.00$755.00$760.00Sep 14$0.32$4.6817%14.62
$760.00$765.00$770.00Sep 14$0.63$4.3726%6.94
$755.00$760.00$765.00Sep 14$0.53$4.4723%8.43
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$0.42$4.5820%10.90
$750.00$755.00$760.00Sep 15$0.33$4.6716%14.15
$750.00$755.00$760.00Sep 14$0.35$4.6517%13.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,081 found (best net $-20.37, 1,067 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 2-$20.37$39.63
$685.00$718.001:2Sep 3-$14.45$18.55
$725.00$745.001:2Sep 15-$3.92$16.08
$770.00$775.001:2Sep 14-$0.02$4.98
$770.00$775.001:2Sep 15-$0.25$4.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$845.00$809.001:2Sep 2-$7.64$28.36
$895.00$845.001:2Sep 2-$29.64$20.36
$800.00$787.001:2Sep 4-$8.64$4.36
$766.00$765.001:2Sep 2-$0.37$0.63
$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. 307 found (best yield 1.87%, avg 0.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$766.00Oct 16$14.310.480.1%1.87%1.95%865.1K
$767.00Oct 16$13.710.470.2%1.79%2.01%2755.5K
$768.00Oct 16$13.120.470.3%1.71%2.06%1123.2K
$769.00Oct 16$12.550.450.5%1.64%2.12%2001.9K
$770.00Oct 16$11.990.440.6%1.57%2.17%3269.8K
$771.00Oct 16$11.440.430.7%1.49%2.23%161.8K
$772.00Oct 16$10.910.420.9%1.43%2.29%391.7K
$773.00Oct 16$10.390.411.0%1.36%2.36%5321.4K
$774.00Oct 16$9.890.401.1%1.29%2.42%301.2K
$775.00Oct 16$9.400.391.3%1.23%2.49%27914.8K

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 2,106,648
Total Puts 2,425,678
Put/Call Ratio 1.15
Net Difference -319,030

Prior's Put/Call Breakdown

Total Calls 1,772,121
Total Puts 2,310,281
Put/Call Ratio 1.30
Net Difference -538,160

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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