Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$765.79 +0.53%
9/2 12:05

Option Volume

Detail
Current (09/02 12:05pm) 4,747,603
Calls: 2,196,103 (46%)
Puts: 2,551,500 (54%)
Prior (08/31) 4,376,644
Calls: 1,908,036 (44%)
Puts: 2,468,608 (56%)
Current vs Prior +8.48%
Calls: +15.10% (Calls)
Puts: +3.36% (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 -50.52%
Calls: -51.87%
Puts: -49.28%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/02 12:05pm) $698.73M
Calls: $451.50M (65%)
Puts: $247.23M (35%)
Prior (08/31) $501.27M
Calls: $182.82M (36%)
Puts: $318.45M (64%)
Current vs Prior +39.39%
Calls: +146.96%
Puts: -22.37%
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 -33.37%
Calls: -17.61%
Puts: -50.62%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 12:05pm) 1.16
Prior (08/31) 1.29
Current vs Prior -10.20%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg +4.85%
Sentiment BEARISH

Open Interest

Detail
Current (09/02 12:05pm) 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% | 3.67%
Prior 0.61% | 0.84%0.61% | 1.07%1.07% | 1.72%2.20% | 3.87%
Current vs Prior -46.50% | -24.08%-46.50% | -20.86%-20.86% | -13.58%-11.40% | -5.18%
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 -38.34% | -15.40%-15.07% | +1.60%-1.85% | -3.73%-20.41% | -6.51%
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 -46.50% | -24.08%-46.50% | -20.86%-20.86% | -13.58%-11.40% | -5.18%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 1.17% | 0.41%
Calls: 1.39% | 0.37%
Puts: 0.95% | 0.45%
Prior 1.07% | 0.60%
Calls: 1.20% | 0.87%
Puts: 0.94% | 0.34%
Current vs Prior +9.35% | -31.67%
Prior 7-Day Avg 1.59% | 1.27%
Calls: 1.39% | 1.15%
Puts: 1.79% | 1.39%
Current vs 7-Day Avg -26.28% | -67.79%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 65% call dollar volume ($451.50M). Slightly bearish P/C ratio of 1.16. 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
12:05BULLISHBEARISHBEARISH
12:00BULLISHBEARISHBEARISH
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 4146.11146.14$146.130.0%--1.0023
$635.00Sep 4131.12131.15$131.140.0%101.0011
$650.00Sep 4116.13116.16$116.150.0%--1.0027
$660.00Sep 3105.85105.88$105.870.0%21.00--
$625.00Sep 4141.11141.15$141.130.0%241.005
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$895.00Sep 2129.18129.22$129.200.0%41.00--
$845.00Sep 279.1879.22$79.200.1%101.00--
$825.00Sep 459.1959.22$59.210.1%11.002
$830.00Sep 964.1864.22$64.200.1%11.00--
$812.00Sep 446.1946.22$46.210.1%21.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 744 found (avg $0.35, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Sep 20.080.09$0.0911.1%142.5K0.087.6K
$768.00Sep 20.190.20$0.205.0%132.8K0.165.3K
$767.00Sep 20.430.44$0.442.3%221.1K0.307.9K
$766.00Sep 20.840.85$0.851.2%293.1K0.477.1K
$775.00Sep 30.050.06$0.0616.7%2.9K0.035.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$763.00Sep 20.240.25$0.254.0%190.2K0.162.8K
$762.00Sep 20.160.17$0.175.9%202.8K0.115.0K
$761.00Sep 20.110.12$0.128.3%138.1K0.086.3K
$764.00Sep 20.390.40$0.402.5%211.2K0.252.9K
$760.00Sep 20.080.09$0.0911.1%140.7K0.067.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,169 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2140.78140.82$140.800.0%21.0022
$685.00Sep 280.7880.82$80.800.0%101.00210
$690.00Sep 275.7875.82$75.800.1%81.00--
$695.00Sep 270.7870.82$70.800.1%61.00--
$700.00Sep 265.7865.82$65.800.1%41.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$778.00Sep 412.1912.23$12.210.3%2701.004
$779.00Sep 413.1913.22$13.210.2%771.0018
$780.00Sep 414.1914.22$14.210.2%1141.0015
$781.00Sep 415.1915.22$15.210.2%3831.001
$782.00Sep 416.1916.22$16.200.2%21.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,264 active (total vol 4.7M, top 325.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Sep 20.840.85$0.851.2%293.1K0.477.1K
$765.00Sep 21.431.45$1.441.4%251.7K0.6312.3K
$767.00Sep 20.430.44$0.442.3%221.1K0.307.9K
$764.00Sep 22.182.20$2.190.9%175.7K0.757.1K
$769.00Sep 20.080.09$0.0911.1%142.5K0.087.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 20.640.65$0.651.5%325.3K0.374.0K
$764.00Sep 20.390.40$0.402.5%211.2K0.252.9K
$762.00Sep 20.160.17$0.175.9%202.8K0.115.0K
$763.00Sep 20.240.25$0.254.0%190.2K0.162.8K
$766.00Sep 21.041.05$1.051.0%147.2K0.547.1K

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 31.9%, max 46.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Sep 2Oct 1617.0%11.7%46.0%136.6K6.6K
$764.00Sep 2Oct 1615.9%11.6%37.5%175.7K8.3K
$765.00Sep 2Oct 1614.7%11.4%28.6%252.0K18.0K
$766.00Sep 2Oct 1614.1%11.3%24.6%293.2K12.2K
$767.00Sep 2Oct 1613.8%11.2%23.0%221.4K13.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Sep 2Oct 1617.0%11.7%46.0%190.7K4.3K
$764.00Sep 2Oct 1615.9%11.6%37.5%211.2K4.0K
$765.00Sep 2Oct 1614.7%11.4%28.6%327.1K14.2K
$766.00Sep 2Oct 1614.1%11.3%24.6%147.5K11.3K
$767.00Sep 2Oct 1613.8%11.2%23.0%39.5K7.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 779 found (best R:R 1.02, avg 4.56)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$708.00$710.00Sep 18$1.23$0.77$1.2397%0.63$709.23
$715.00$716.00Sep 18$0.26$0.74$0.2696%2.85$715.26
$728.00$729.00Sep 30$0.20$0.80$0.2088%4.00$728.20
$723.00$724.00Oct 16$0.22$0.78$0.2285%3.55$723.22
$729.00$730.00Oct 16$0.21$0.79$0.2182%3.76$729.21
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$792.00$787.00Oct 9$2.48$2.52$2.4883%1.02$789.52
$795.00$791.00Oct 16$2.52$1.48$2.5283%0.59$792.48
$779.00$778.00Sep 18$0.14$0.86$0.1478%6.14$778.86
$782.00$781.00Sep 18$0.21$0.79$0.2183%3.76$781.79
$787.00$785.00Oct 2$1.00$1.00$1.0081%1.00$786.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 587 found (best R:R 0.70, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Sep 15$2.06$2.06$2.9460%0.70$772.06
$770.00$775.00Sep 14$1.99$1.99$3.0161%0.66$771.99
$770.00$775.00Sep 16$2.16$2.16$2.8459%0.76$772.16
$775.00$780.00Sep 16$1.44$1.44$3.5671%0.40$776.44
$775.00$780.00Sep 15$1.27$1.27$3.7373%0.34$776.27
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$761.00$760.00Sep 3$0.16$0.16$0.8479%0.19$760.84
$764.00$763.00Sep 2$0.15$0.15$0.8575%0.18$763.85
$760.00$759.00Sep 3$0.12$0.12$0.8883%0.14$759.88
$758.00$757.00Sep 4$0.12$0.12$0.8883%0.14$757.88
$765.00$764.00Sep 2$0.25$0.25$0.7563%0.33$764.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $1.20, cheapest $1.15)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Sep 2Sep 3$1.2414.7%12.5%
$766.00Sep 2Sep 3$1.2414.1%12.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Sep 2Sep 3$1.1514.7%12.5%
$766.00Sep 2Sep 3$1.1714.1%12.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 997 found (cheapest 0.25% of stock, avg 3.90%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$766.00Sep 2$0.85$1.05$1.90$764.10$767.900.25%
$765.00Sep 2$1.44$0.65$2.09$762.91$767.090.27%
$767.00Sep 2$0.44$1.63$2.07$764.93$769.070.27%
$764.00Sep 2$2.19$0.40$2.59$761.41$766.590.34%
$768.00Sep 2$0.20$2.40$2.60$765.40$770.600.34%
$763.00Sep 2$3.04$0.25$3.29$759.71$766.290.43%
$769.00Sep 2$0.09$3.29$3.38$765.62$772.380.44%
$762.00Sep 2$3.96$0.17$4.13$757.87$766.130.54%
$770.00Sep 2$0.04$4.24$4.28$765.72$774.280.56%
$766.00Sep 3$2.09$2.22$4.31$761.69$770.310.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 385 found (cheapest 0.03% of stock, avg 1.39%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$769.00$761.00Sep 2$0.09$0.12$0.21$760.79$769.21
$769.00$762.00Sep 2$0.09$0.17$0.26$761.74$769.26
$769.00$763.00Sep 2$0.09$0.25$0.34$762.66$769.34
$768.00$761.00Sep 2$0.20$0.12$0.32$760.68$768.32
$768.00$762.00Sep 2$0.20$0.17$0.37$761.63$768.37
$768.00$763.00Sep 2$0.20$0.25$0.45$762.55$768.45
$769.00$764.00Sep 2$0.09$0.40$0.49$763.51$769.49
$768.00$764.00Sep 2$0.20$0.40$0.60$763.40$768.60
$767.00$761.00Sep 2$0.44$0.12$0.56$760.44$767.56
$767.00$762.00Sep 2$0.44$0.17$0.61$761.39$767.61

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 379 found (best R:R 1.08, avg credit $0.57)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
730/731775/776Sep 30$0.52$0.4850%1.08$730.48$775.52
738/739775/776Sep 18$0.47$0.5355%0.89$738.53$775.47
738/739774/775Sep 18$0.49$0.5153%0.96$738.51$774.49
738/739773/774Sep 18$0.51$0.4951%1.04$738.49$773.51
734/735774/775Sep 25$0.52$0.4850%1.08$734.48$774.52
740/741775/776Sep 18$0.48$0.5254%0.92$740.52$775.48
740/741774/775Sep 18$0.50$0.5052%1.00$740.50$774.50
733/734775/776Sep 30$0.53$0.4749%1.13$733.47$775.53
740/741773/774Sep 18$0.52$0.4850%1.08$740.48$773.52
735/736775/776Sep 30$0.54$0.4647%1.17$735.46$775.54

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 251 found (best R:R 599.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$620.00$650.00$680.00Oct 9$0.05$29.954%599.00
$755.00$760.00$765.00Sep 15$0.42$4.5821%10.90
$750.00$755.00$760.00Sep 14$0.32$4.6817%14.62
$760.00$765.00$770.00Sep 16$0.49$4.5122%9.20
$760.00$765.00$770.00Sep 14$0.63$4.3726%6.94
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Sep 16$0.14$4.8623%34.71
$750.00$755.00$760.00Sep 14$0.32$4.6817%14.63
$755.00$760.00$765.00Sep 14$0.49$4.5122%9.20
$755.00$760.00$765.00Sep 15$0.46$4.5421%9.87
$755.00$760.00$765.00Sep 16$0.42$4.5820%10.90

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 $-20.80, 1,067 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 2-$20.80$39.20
$685.00$718.001:2Sep 3-$14.89$18.11
$725.00$745.001:2Sep 15-$4.36$15.64
$770.00$775.001:2Sep 14-$0.06$4.94
$770.00$775.001:2Sep 15-$0.30$4.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$845.00$809.001:2Sep 2-$7.22$28.78
$895.00$845.001:2Sep 2-$29.20$20.80
$766.00$765.001:2Sep 2-$0.25$0.75
$767.00$766.001:2Sep 2-$0.47$0.53
$765.00$764.001:2Sep 2-$0.15$0.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 314 found (best yield 1.90%, avg 0.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$766.00Oct 16$14.530.490.0%1.90%1.92%875.1K
$767.00Oct 16$13.930.470.2%1.82%1.98%2765.5K
$768.00Oct 16$13.330.470.3%1.74%2.03%1123.2K
$769.00Oct 16$12.750.460.4%1.66%2.08%2001.9K
$770.00Oct 16$12.190.450.6%1.59%2.14%3309.8K
$771.00Oct 16$11.630.440.7%1.52%2.20%161.8K
$772.00Oct 16$11.090.430.8%1.45%2.26%391.7K
$773.00Oct 16$10.570.410.9%1.38%2.32%5321.4K
$774.00Oct 16$10.060.401.1%1.31%2.39%301.2K
$775.00Oct 16$9.570.391.2%1.25%2.45%28314.8K

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 2,196,103
Total Puts 2,551,500
Put/Call Ratio 1.16
Net Difference -355,397

Prior's Put/Call Breakdown

Total Calls 1,908,036
Total Puts 2,468,608
Put/Call Ratio 1.29
Net Difference -560,572

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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