Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$765.20 +0.45%
$765.29 (+0.01%)🌙
as of 09/02 04:00 PM
9/2 16:00

Option Volume

Detail
Current (09/02 4:00pm) 8,670,225
Calls: 3,908,997 (45%)
Puts: 4,761,228 (55%)
Prior (09/01) 11,714,159
Calls: 5,440,327 (46%)
Puts: 6,273,832 (54%)
Current vs Prior -25.99%
Calls: -28.15% (Calls)
Puts: -24.11% (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 -9.63%
Calls: -14.34%
Puts: -5.36%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/02 4:00pm) $1.00B
Calls: $597.40M (59%)
Puts: $407.08M (41%)
Prior (09/01) $1.43B
Calls: $598.60M (42%)
Puts: $830.60M (58%)
Current vs Prior -29.72%
Calls: -0.20%
Puts: -50.99%
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 -4.21%
Calls: +9.01%
Puts: -18.69%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 4:00pm) 1.22
Prior (09/01) 1.15
Current vs Prior +5.62%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg +9.92%
Sentiment BEARISH

Open Interest

Detail
Current (09/02 4:00pm) 9,677,902
Calls: 2,556,486 (26%)
Puts: 7,121,416 (74%)
Prior (09/01) 9,466,535
Calls: 2,479,864 (26%)
Puts: 6,986,671 (74%)
Current vs Prior +2.23%
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 0.22% | 0.58%0.22% | 0.80%0.80% | 1.45%1.93% | 3.63%
Prior 0.61% | 0.84%0.61% | 1.07%1.07% | 1.72%2.20% | 3.87%
Current vs Prior -5.18% | -5.10%-63.01% | -25.43%-25.43% | -15.49%-12.16% | -6.35%
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 +9.29% | +5.75%-41.29% | -4.26%-7.52% | -5.85%-21.10% | -7.67%
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 -5.18% | -5.10%-63.01% | -25.43%-25.43% | -15.49%-12.16% | -6.35%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 1.64% | 0.90%
Calls: 1.61% | 0.90%
Puts: 1.67% | 0.90%
Prior 1.07% | 0.60%
Calls: 1.20% | 0.87%
Puts: 0.94% | 0.34%
Current vs Prior +53.27% | +50.00%
Prior 7-Day Avg 1.59% | 1.27%
Calls: 1.39% | 1.15%
Puts: 1.79% | 1.39%
Current vs 7-Day Avg +3.33% | -29.29%
Liquidity Excellent
+
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🤖 AI Insights

Bearish P/C ratio of 1.22 indicates protective positioning. 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 NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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
16:00BULLISHBEARISHBEARISH
15:55BULLISHBEARISHBEARISH
15:50BULLISHBEARISHBEARISH
15:45BULLISHBEARISHBEARISH
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14:55BULLISHBEARISHBEARISH
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14:00BULLISHBEARISHBEARISH
13:55BULLISHBEARISHBEARISH
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11:55BULLISHBEARISHBEARISH
11:50BULLISHBEARISHBEARISH
11:45BULLISHBEARISHBEARISH
11:40BULLISHNEUTRALMIXED
11:35BULLISHNEUTRALMIXED
11:30BULLISHNEUTRALMIXED
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11:00BULLISHNEUTRALMIXED
10:55BULLISHNEUTRALMIXED
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10:45BULLISHNEUTRALBULLISH
10:40BULLISHNEUTRALMIXED
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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 2,409 of results (avg 2.5%, best 0.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 3140.30140.36$140.330.0%241.0022
$615.00Sep 8150.65150.72$150.690.0%11.00--
$615.00Sep 4150.58150.65$150.620.0%71.005
$620.00Sep 4145.58145.65$145.620.0%21.0023
$625.00Sep 4140.58140.65$140.620.0%261.005
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$895.00Sep 2129.71129.77$129.740.0%41.00--
$915.00Sep 4149.70149.77$149.740.0%11.00--
$905.00Sep 4139.70139.77$139.740.1%11.00--
$900.00Sep 3134.70134.77$134.740.1%21.00--
$900.00Sep 4134.70134.77$134.740.1%11.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 722 found (avg $0.35, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$767.00Sep 20.070.08$0.0812.5%406.1K0.117.9K
$766.00Sep 20.270.28$0.283.6%619.5K0.307.1K
$765.00Sep 20.690.70$0.701.4%560.8K0.5712.3K
$773.00Sep 30.060.07$0.0714.3%12.7K0.042.8K
$772.00Sep 30.110.12$0.128.3%21.0K0.072.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$763.00Sep 20.050.06$0.0616.7%376.5K0.082.8K
$764.00Sep 20.150.16$0.166.3%579.4K0.192.9K
$765.00Sep 20.450.46$0.462.2%749.9K0.434.0K
$755.00Sep 30.090.10$0.1010.0%8.6K0.041.9K
$756.00Sep 30.120.13$0.137.7%8.0K0.051.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,273 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2140.23140.30$140.260.0%41.0022
$625.00Sep 3140.30140.36$140.330.0%241.0022
$635.00Sep 3130.30130.37$130.340.1%81.006
$645.00Sep 3120.30120.37$120.340.1%11.00--
$660.00Sep 3105.30105.37$105.340.1%21.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Sep 22.732.79$2.762.2%31.7K1.001.5K
$769.00Sep 23.713.78$3.751.9%7.0K1.001.5K
$770.00Sep 24.724.78$4.751.3%3.0K1.00355
$771.00Sep 25.705.78$5.741.4%7841.007
$772.00Sep 26.706.77$6.741.0%4941.00112

Most actively traded options today. High liquidity = easy entry/exit. 2,601 active (total vol 8.7M, top 749.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Sep 20.270.28$0.283.6%619.5K0.307.1K
$765.00Sep 20.690.70$0.701.4%560.8K0.5712.3K
$767.00Sep 20.070.08$0.0812.5%406.1K0.117.9K
$764.00Sep 21.391.42$1.402.1%296.2K0.817.1K
$768.00Sep 20.020.03$0.0333.3%294.1K0.035.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 20.450.46$0.462.2%749.9K0.434.0K
$764.00Sep 20.150.16$0.166.3%579.4K0.192.9K
$763.00Sep 20.050.06$0.0616.7%376.5K0.082.8K
$762.00Sep 20.020.03$0.0333.3%354.8K0.045.0K
$766.00Sep 21.011.03$1.022.0%301.4K0.717.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 114.9%, max 116.6%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Sep 2Oct 1624.2%11.2%116.6%620.1K12.2K
$764.00Sep 2Oct 1624.6%11.4%115.4%296.2K8.3K
$765.00Sep 2Oct 1624.1%11.3%113.9%561.4K18.0K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$764.00Sep 2Oct 1624.6%11.4%115.4%579.5K4.0K
$766.00Sep 2Oct 1623.9%11.2%114.4%301.9K11.3K
$765.00Sep 2Oct 1624.1%11.3%113.9%753.4K14.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 754 found (best R:R 6.14, avg 4.66)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$707.00$708.00Oct 16$0.14$0.86$0.1490%6.14$707.14
$731.00$732.00Sep 30$0.12$0.88$0.1286%7.33$731.12
$728.00$729.00Sep 30$0.14$0.86$0.1488%6.14$728.14
$721.00$722.00Oct 16$0.12$0.88$0.1286%7.33$721.12
$728.00$729.00Oct 16$0.12$0.88$0.1282%7.33$728.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$782.00$781.00Sep 18$0.11$0.89$0.1184%8.09$781.89
$797.00$795.00Oct 16$1.00$1.00$1.0085%1.00$796.00
$788.00$786.00Sep 25$1.17$0.83$1.1788%0.71$786.83
$785.00$784.00Sep 18$0.34$0.66$0.3489%1.94$784.66
$770.00$765.00Sep 16$2.28$2.72$2.2860%1.19$767.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 577 found (best R:R 0.64, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Sep 15$1.95$1.95$3.0562%0.64$771.95
$770.00$775.00Sep 16$2.06$2.06$2.9460%0.70$772.06
$770.00$775.00Sep 14$1.87$1.87$3.1362%0.60$771.87
$775.00$780.00Sep 16$1.34$1.34$3.6672%0.37$776.34
$775.00$780.00Sep 15$1.16$1.16$3.8475%0.30$776.16
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$764.00Sep 2$0.30$0.30$0.7057%0.43$764.70
$764.00$763.00Sep 2$0.10$0.10$0.9081%0.11$763.90
$760.00$759.00Sep 3$0.12$0.12$0.8884%0.14$759.88
$761.00$760.00Sep 3$0.16$0.16$0.8480%0.19$760.84
$762.00$761.00Sep 3$0.21$0.21$0.7974%0.27$761.79

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $1.39, cheapest $1.43)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Sep 2Sep 3$1.4324.1%12.0%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Sep 2Sep 3$1.3424.1%12.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,067 found (cheapest 0.15% of stock, avg 3.94%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$765.00Sep 2$0.70$0.46$1.16$763.84$766.160.15%
$766.00Sep 2$0.28$1.02$1.30$764.70$767.300.17%
$764.00Sep 2$1.40$0.16$1.56$762.44$765.560.20%
$767.00Sep 2$0.08$1.82$1.90$765.10$768.900.25%
$763.00Sep 2$2.31$0.06$2.37$760.63$765.370.31%
$768.00Sep 2$0.03$2.76$2.79$765.21$770.790.36%
$762.00Sep 2$3.29$0.03$3.32$758.68$765.320.43%
$769.00Sep 2$0.01$3.75$3.76$765.24$772.760.49%
$765.00Sep 3$2.13$1.80$3.93$761.07$768.930.51%
$766.00Sep 3$1.61$2.28$3.89$762.11$769.890.51%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 366 found (cheapest 0.02% of stock, avg 1.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$767.00$763.00Sep 2$0.08$0.06$0.14$762.86$767.14
$767.00$764.00Sep 2$0.08$0.16$0.24$763.76$767.24
$766.00$763.00Sep 2$0.28$0.06$0.34$762.66$766.34
$766.00$764.00Sep 2$0.28$0.16$0.44$763.56$766.44
$767.00$765.00Sep 2$0.08$0.46$0.54$764.46$767.54
$766.00$765.00Sep 2$0.28$0.46$0.74$764.26$766.74
$770.00$761.00Sep 3$0.35$0.61$0.96$760.04$770.96
$769.00$761.00Sep 3$0.54$0.61$1.15$759.85$770.15
$770.00$762.00Sep 3$0.35$0.82$1.17$760.83$771.17
$769.00$762.00Sep 3$0.54$0.82$1.36$760.64$770.36

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 415 found (best R:R 1.17, avg credit $0.55)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
735/736773/774Sep 25$0.54$0.4648%1.17$735.46$773.54
739/740772/773Sep 18$0.53$0.4749%1.13$739.47$772.53
731/732774/775Sep 30$0.53$0.4749%1.13$731.47$774.53
734/735773/774Sep 25$0.53$0.4749%1.13$734.47$773.53
737/738773/774Sep 25$0.55$0.4547%1.22$737.45$773.55
742/743772/773Sep 18$0.55$0.4547%1.22$742.45$772.55
735/736774/775Sep 30$0.55$0.4547%1.22$735.45$774.55
741/742772/773Sep 18$0.54$0.4648%1.17$741.46$772.54
740/741772/773Sep 18$0.53$0.4748%1.13$740.47$772.53
739/740773/774Sep 25$0.56$0.4446%1.27$739.44$773.56

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 263 found (best R:R 149.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$650.00$665.00$680.00Oct 9$0.10$14.904%149.00
$740.00$745.00$750.00Sep 14$0.06$4.949%82.33
$755.00$760.00$765.00Sep 15$0.46$4.5422%9.87
$750.00$755.00$760.00Sep 14$0.34$4.6617%13.71
$760.00$765.00$770.00Sep 14$0.65$4.3527%6.69
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Sep 15$0.48$4.5222%9.42
$750.00$755.00$760.00Sep 14$0.34$4.6617%13.71
$755.00$760.00$765.00Sep 14$0.53$4.4723%8.43
$750.00$755.00$760.00Sep 15$0.34$4.6617%13.71
$750.00$755.00$760.00Sep 16$0.32$4.6816%14.63

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,070 found (best net $-20.28, 1,049 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 2-$20.28$39.72
$615.00$670.001:2Sep 8-$40.77$14.23
$725.00$745.001:2Sep 15-$3.72$16.28
$770.00$775.001:2Sep 14$0.00$5.00
$770.00$775.001:2Sep 15-$0.20$4.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$895.00$845.001:2Sep 2-$29.74$20.26
$800.00$785.001:2Sep 8-$4.74$10.26
$794.00$782.001:2Sep 9-$4.74$7.26
$880.00$841.001:2Sep 4-$36.74$2.26
$767.00$766.001:2Sep 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. 303 found (best yield 1.84%, avg 0.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$766.00Oct 16$14.060.480.1%1.84%1.94%6655.1K
$767.00Oct 16$13.460.460.2%1.76%1.99%6025.5K
$768.00Oct 16$12.870.470.4%1.68%2.05%4763.2K
$769.00Oct 16$12.300.450.5%1.61%2.10%2811.9K
$770.00Oct 16$11.740.440.6%1.53%2.16%5109.8K
$771.00Oct 16$11.190.430.8%1.46%2.22%501.8K
$772.00Oct 16$10.660.420.9%1.39%2.28%1051.7K
$773.00Oct 16$10.150.411.0%1.33%2.35%5751.4K
$774.00Oct 16$9.650.401.1%1.26%2.41%771.2K
$775.00Oct 16$9.160.381.3%1.20%2.48%68014.8K

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 3,908,997
Total Puts 4,761,228
Put/Call Ratio 1.22
Net Difference -852,231

Prior's Put/Call Breakdown

Total Calls 5,440,327
Total Puts 6,273,832
Put/Call Ratio 1.15
Net Difference -833,505

Prior 7-Day Put/Call Summary

Total Calls 31,942,135
Total Puts 35,216,071
Average Put/Call Ratio 1.11
Ratio Trend Rising

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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