Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$765.64 +0.51%
9/2 12:15

Option Volume

Detail
Current (09/02 12:15pm) 4,856,014
Calls: 2,238,582 (46%)
Puts: 2,617,432 (54%)
Prior (08/31) 4,589,025
Calls: 2,019,009 (44%)
Puts: 2,570,016 (56%)
Current vs Prior +5.82%
Calls: +10.88% (Calls)
Puts: +1.84% (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 -49.39%
Calls: -50.94%
Puts: -47.97%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/02 12:15pm) $701.84M
Calls: $440.96M (63%)
Puts: $260.88M (37%)
Prior (08/31) $491.13M
Calls: $215.60M (44%)
Puts: $275.54M (56%)
Current vs Prior +42.90%
Calls: +104.53%
Puts: -5.32%
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 -33.07%
Calls: -19.53%
Puts: -47.89%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 12:15pm) 1.17
Prior (08/31) 1.27
Current vs Prior -8.14%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg +5.52%
Sentiment BEARISH

Open Interest

Detail
Current (09/02 12:15pm) 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 0.32% | 0.63%0.32% | 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 -46.92% | -25.15%-46.92% | -21.08%-21.08% | -13.18%-11.20% | -5.26%
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 -38.82% | -16.59%-15.75% | +1.32%-2.13% | -3.28%-20.24% | -6.59%
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 -46.92% | -25.15%-46.92% | -21.08%-21.08% | -13.18%-11.20% | -5.26%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 0.81% | 0.83%
Calls: 0.75% | 0.78%
Puts: 0.88% | 0.88%
Prior 1.07% | 0.60%
Calls: 1.20% | 0.87%
Puts: 0.94% | 0.34%
Current vs Prior -24.30% | +38.33%
Prior 7-Day Avg 1.59% | 1.27%
Calls: 1.39% | 1.15%
Puts: 1.79% | 1.39%
Current vs 7-Day Avg -48.96% | -34.79%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($440.96M). Slightly bearish P/C ratio of 1.17. 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
12:15BULLISHBEARISHBEARISH
12:10BULLISHBEARISHBEARISH
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 2,430 of results (avg 2.1%, best 0.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Sep 4145.94145.98$145.960.0%--1.0023
$625.00Sep 4140.94140.98$140.960.0%241.005
$625.00Sep 3140.67140.71$140.690.0%241.0022
$625.00Sep 2140.61140.65$140.630.0%21.0022
$635.00Sep 4130.95130.99$130.970.0%101.0011
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$895.00Sep 2129.35129.39$129.370.0%41.00--
$845.00Sep 279.3579.39$79.370.1%101.00--
$830.00Sep 964.3564.39$64.370.1%11.00--
$825.00Sep 459.3559.40$59.380.1%11.002
$803.00Sep 337.3537.39$37.370.1%11.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 745 found (avg $0.35, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Sep 20.070.08$0.0812.5%146.8K0.077.6K
$768.00Sep 20.170.18$0.185.6%137.1K0.155.3K
$767.00Sep 20.380.39$0.392.6%227.3K0.287.9K
$766.00Sep 20.750.76$0.761.3%301.5K0.457.1K
$775.00Sep 30.050.06$0.0616.7%2.9K0.035.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$762.00Sep 20.170.18$0.185.6%215.1K0.125.0K
$761.00Sep 20.110.12$0.128.3%139.4K0.086.3K
$763.00Sep 20.260.27$0.273.7%193.7K0.172.8K
$760.00Sep 20.080.09$0.0911.1%141.3K0.067.8K
$764.00Sep 20.420.43$0.432.3%219.8K0.262.9K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,174 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2140.61140.65$140.630.0%21.0022
$685.00Sep 280.6180.65$80.630.0%101.00210
$690.00Sep 275.6175.65$75.630.1%81.00--
$695.00Sep 270.6170.65$70.630.1%61.00--
$700.00Sep 265.6165.65$65.630.1%41.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$778.00Sep 412.3612.40$12.380.3%2701.004
$779.00Sep 413.3613.40$13.380.3%771.0018
$780.00Sep 414.3614.40$14.380.3%1141.0015
$781.00Sep 415.3515.40$15.380.3%3831.001
$782.00Sep 416.3516.40$16.380.3%51.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,281 active (total vol 4.8M, top 341.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Sep 20.750.76$0.761.3%301.5K0.457.1K
$765.00Sep 21.331.34$1.340.7%256.7K0.6112.3K
$767.00Sep 20.380.39$0.392.6%227.3K0.287.9K
$764.00Sep 22.052.07$2.061.0%177.1K0.747.1K
$769.00Sep 20.070.08$0.0812.5%146.8K0.077.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 20.690.70$0.701.4%341.6K0.394.0K
$764.00Sep 20.420.43$0.432.3%219.8K0.262.9K
$762.00Sep 20.170.18$0.185.6%215.1K0.125.0K
$763.00Sep 20.260.27$0.273.7%193.7K0.172.8K
$766.00Sep 21.121.13$1.130.9%154.5K0.557.1K

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 34.5%, max 49.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Sep 2Oct 1617.5%11.7%49.8%136.9K6.6K
$764.00Sep 2Oct 1616.1%11.5%39.4%177.1K8.3K
$765.00Sep 2Oct 1615.0%11.4%31.4%257.1K18.0K
$766.00Sep 2Oct 1614.4%11.3%27.5%301.6K12.2K
$767.00Sep 2Oct 1613.9%11.2%24.6%227.6K13.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Sep 2Oct 1617.5%11.7%49.8%194.2K4.3K
$764.00Sep 2Oct 1616.1%11.5%39.4%219.8K4.0K
$765.00Sep 2Oct 1615.0%11.4%31.4%343.4K14.2K
$766.00Sep 2Oct 1614.4%11.3%27.5%154.8K11.3K
$767.00Sep 2Oct 1613.9%11.2%24.6%40.7K7.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 765 found (best R:R 6.69, avg 4.59)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$739.00$740.00Oct 9$0.13$0.87$0.1378%6.69$739.13
$735.00$736.00Oct 16$0.23$0.77$0.2379%3.35$735.23
$741.00$742.00Oct 16$0.19$0.81$0.1975%4.26$741.19
$724.00$725.00Oct 2$0.35$0.65$0.3589%1.86$724.35
$728.00$729.00Sep 30$0.35$0.65$0.3588%1.86$728.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$785.00$775.00Oct 9$6.48$3.52$6.4875%0.54$778.52
$789.00$787.00Oct 16$0.92$1.08$0.9277%1.17$788.08
$787.00$785.00Oct 2$1.01$0.99$1.0181%0.98$785.99
$782.00$781.00Sep 18$0.23$0.77$0.2384%3.35$781.77
$788.00$786.00Sep 30$1.09$0.91$1.0985%0.83$786.91

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 585 found (best R:R 0.65, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Sep 14$1.97$1.97$3.0361%0.65$771.97
$770.00$775.00Sep 16$2.14$2.14$2.8659%0.75$772.14
$770.00$775.00Sep 15$2.03$2.03$2.9760%0.68$772.03
$775.00$780.00Sep 16$1.42$1.42$3.5871%0.40$776.42
$775.00$780.00Sep 15$1.25$1.25$3.7573%0.33$776.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$757.00$756.00Sep 4$0.11$0.11$0.8985%0.12$756.89
$761.00$760.00Sep 3$0.16$0.16$0.8478%0.19$760.84
$762.00$761.00Sep 3$0.20$0.20$0.8074%0.25$761.80
$759.00$758.00Sep 4$0.15$0.15$0.8580%0.18$758.85
$765.00$764.00Sep 2$0.27$0.27$0.7361%0.37$764.73

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $1.19, cheapest $1.15)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Sep 2Sep 3$1.2115.0%12.4%
$766.00Sep 2Sep 3$1.2314.4%12.6%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Sep 2Sep 3$1.1515.0%12.4%
$766.00Sep 2Sep 3$1.1514.4%12.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,001 found (cheapest 0.25% of stock, avg 3.91%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$766.00Sep 2$0.76$1.13$1.89$764.11$767.890.25%
$765.00Sep 2$1.34$0.70$2.04$762.96$767.040.27%
$767.00Sep 2$0.39$1.75$2.14$764.86$769.140.28%
$764.00Sep 2$2.06$0.43$2.49$761.51$766.490.33%
$768.00Sep 2$0.18$2.54$2.72$765.28$770.720.36%
$763.00Sep 2$2.90$0.27$3.17$759.83$766.170.41%
$769.00Sep 2$0.08$3.45$3.53$765.47$772.530.46%
$762.00Sep 2$3.81$0.18$3.99$758.01$765.990.52%
$766.00Sep 3$1.99$2.28$4.27$761.73$770.270.56%
$767.00Sep 3$1.49$2.79$4.28$762.72$771.280.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 385 found (cheapest 0.03% of stock, avg 1.40%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$769.00$761.00Sep 2$0.08$0.12$0.20$760.80$769.20
$769.00$762.00Sep 2$0.08$0.18$0.26$761.74$769.26
$768.00$761.00Sep 2$0.18$0.12$0.30$760.70$768.30
$768.00$762.00Sep 2$0.18$0.18$0.36$761.64$768.36
$769.00$763.00Sep 2$0.08$0.27$0.35$762.65$769.35
$768.00$763.00Sep 2$0.18$0.27$0.45$762.55$768.45
$767.00$762.00Sep 2$0.39$0.18$0.57$761.43$767.57
$769.00$764.00Sep 2$0.08$0.43$0.51$763.49$769.51
$767.00$761.00Sep 2$0.39$0.12$0.51$760.49$767.51
$768.00$764.00Sep 2$0.18$0.43$0.61$763.39$768.61

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 378 found (best R:R 1.08, avg credit $0.57)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
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
743/744773/774Sep 18$0.55$0.4547%1.22$743.45$773.55
731/732775/776Sep 30$0.52$0.4850%1.08$731.48$775.52
741/742773/774Sep 18$0.53$0.4749%1.13$741.47$773.53
733/734775/776Sep 30$0.53$0.4749%1.13$733.47$775.53
736/737774/775Sep 25$0.53$0.4749%1.13$736.47$774.53
744/745773/774Sep 18$0.55$0.4546%1.22$744.45$773.55
747/748773/774Sep 18$0.58$0.4243%1.38$747.42$773.58
738/739774/775Sep 25$0.54$0.4647%1.17$738.46$774.54

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 239 found (best R:R 119.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$620.00$650.00$680.00Oct 9$0.25$29.754%119.00
$755.00$760.00$765.00Sep 14$0.47$4.5322%9.64
$750.00$755.00$760.00Sep 15$0.29$4.7116%16.24
$760.00$765.00$770.00Sep 15$0.57$4.4325%7.77
$755.00$760.00$765.00Sep 15$0.47$4.5321%9.64
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$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
$750.00$755.00$760.00Sep 14$0.33$4.6717%14.15
$750.00$755.00$760.00Sep 16$0.30$4.7015%15.67
$750.00$755.00$760.00Sep 15$0.33$4.6716%14.15

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,086 found (best net $-20.63, 1,072 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 2-$20.63$39.37
$725.00$745.001:2Sep 15-$4.27$15.73
$770.00$775.001:2Sep 14-$0.04$4.96
$770.00$775.001:2Sep 15-$0.29$4.71
$765.00$770.001:2Sep 14-$1.16$3.84
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$845.00$809.001:2Sep 2-$7.39$28.61
$895.00$845.001:2Sep 2-$29.37$20.63
$766.00$765.001:2Sep 2-$0.27$0.73
$767.00$766.001:2Sep 2-$0.51$0.49
$765.00$764.001:2Sep 2-$0.16$0.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 314 found (best yield 1.89%, avg 0.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$766.00Oct 16$14.440.480.1%1.89%1.93%1175.1K
$767.00Oct 16$13.830.470.2%1.81%1.98%2855.5K
$768.00Oct 16$13.240.470.3%1.73%2.04%1123.2K
$769.00Oct 16$12.660.460.4%1.65%2.09%2721.9K
$770.00Oct 16$12.100.450.6%1.58%2.15%3419.8K
$771.00Oct 16$11.540.440.7%1.51%2.21%391.8K
$772.00Oct 16$11.010.420.8%1.44%2.27%621.7K
$773.00Oct 16$10.480.411.0%1.37%2.33%5521.4K
$774.00Oct 16$9.980.401.1%1.30%2.40%531.2K
$775.00Oct 16$9.480.391.2%1.24%2.46%30514.8K

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 2,238,582
Total Puts 2,617,432
Put/Call Ratio 1.17
Net Difference -378,850

Prior's Put/Call Breakdown

Total Calls 2,019,009
Total Puts 2,570,016
Put/Call Ratio 1.27
Net Difference -551,007

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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