Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$765.20 +0.45%
$765.37 (+0.02%)🌙
as of 09/02 04:05 PM
9/2 16:05

Option Volume

Detail
Current (09/02 4:05pm) 8,727,594
Calls: 3,940,328 (45%)
Puts: 4,787,266 (55%)
Prior (09/01) 11,841,343
Calls: 5,482,670 (46%)
Puts: 6,358,673 (54%)
Current vs Prior -26.30%
Calls: -28.13% (Calls)
Puts: -24.71% (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 -9.03%
Calls: -13.65%
Puts: -4.84%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/02 4:05pm) $1.01B
Calls: $617.77M (61%)
Puts: $392.56M (39%)
Prior (09/01) $1.49B
Calls: $562.06M (38%)
Puts: $926.47M (62%)
Current vs Prior -32.12%
Calls: +9.91%
Puts: -57.63%
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 -3.65%
Calls: +12.73%
Puts: -21.59%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 4:05pm) 1.21
Prior (09/01) 1.16
Current vs Prior +4.76%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg +9.64%
Sentiment BEARISH

Open Interest

Detail
Current (09/02 4:05pm) 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%1.92% | 3.63%
Prior 0.61% | 0.84%0.61% | 1.07%1.07% | 1.72%2.20% | 3.87%
Current vs Prior -4.53% | -5.56%-63.87% | -25.79%-25.79% | -15.49%-12.52% | -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 +10.03% | +5.23%-42.65% | -4.73%-7.97% | -5.85%-21.42% | -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 -4.53% | -5.56%-63.87% | -25.79%-25.79% | -15.49%-12.52% | -6.35%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 0.90% | 0.90%
Calls: 0.90% | 0.90%
Puts: 0.90% | 0.90%
Prior 1.07% | 0.60%
Calls: 1.20% | 0.87%
Puts: 0.94% | 0.34%
Current vs Prior -15.89% | +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 -43.29% | -29.29%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($617.77M). Bearish P/C ratio of 1.21 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
16:05BULLISHBEARISHBEARISH
16:00BULLISHBEARISHBEARISH
15:55BULLISHBEARISHBEARISH
15:50BULLISHBEARISHBEARISH
15:45BULLISHBEARISHBEARISH
15:40BULLISHBEARISHBEARISH
15:35BULLISHBEARISHBEARISH
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15:05BULLISHBEARISHBEARISH
15:00BULLISHBEARISHBEARISH
14:55BULLISHBEARISHBEARISH
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14:30BULLISHBEARISHBEARISH
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14:00BULLISHBEARISHBEARISH
13:55BULLISHBEARISHBEARISH
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12:00BULLISHBEARISHBEARISH
11:55BULLISHBEARISHBEARISH
11:50BULLISHBEARISHBEARISH
11:45BULLISHBEARISHBEARISH
11:40BULLISHNEUTRALMIXED
11:35BULLISHNEUTRALMIXED
11:30BULLISHNEUTRALMIXED
11:25BULLISHNEUTRALMIXED
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11:00BULLISHNEUTRALMIXED
10:55BULLISHNEUTRALMIXED
10:50BULLISHNEUTRALMIXED
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 2,484 of results (avg 2.4%, best 0.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Sep 4145.71145.76$145.740.0%21.0023
$625.00Sep 4140.71140.76$140.740.0%261.005
$625.00Sep 3140.42140.47$140.450.0%241.0022
$635.00Sep 4130.72130.77$130.750.0%101.0011
$640.00Sep 4125.72125.77$125.750.0%41.004
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$915.00Sep 4149.58149.65$149.620.0%11.00--
$905.00Sep 4139.58139.65$139.620.1%11.00--
$900.00Sep 3134.58134.65$134.620.1%21.00--
$900.00Sep 4134.58134.65$134.620.1%11.00--
$895.00Sep 2129.58129.65$129.620.1%41.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 721 found (avg $0.35, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$767.00Sep 20.080.09$0.0911.1%412.2K0.127.9K
$766.00Sep 20.290.30$0.303.3%621.7K0.337.1K
$765.00Sep 20.750.77$0.762.6%563.1K0.6212.3K
$774.00Sep 30.050.06$0.0616.7%7.9K0.031.6K
$773.00Sep 30.080.09$0.0911.1%12.9K0.052.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$764.00Sep 20.120.13$0.137.7%580.8K0.162.9K
$765.00Sep 20.380.39$0.392.6%751.4K0.404.0K
$766.00Sep 20.910.93$0.922.2%301.8K0.727.1K
$755.00Sep 30.090.10$0.1010.0%8.9K0.041.9K
$754.00Sep 30.070.08$0.0812.5%5.2K0.031.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,277 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2140.35140.42$140.390.0%41.0022
$685.00Sep 280.3580.42$80.380.1%101.00210
$690.00Sep 275.3575.42$75.380.1%91.00--
$625.00Sep 3140.42140.47$140.450.0%241.0022
$635.00Sep 3130.42130.49$130.450.1%81.006
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$767.00Sep 21.681.73$1.712.9%72.1K1.001.5K
$768.00Sep 22.612.67$2.642.3%31.8K1.001.5K
$769.00Sep 23.593.66$3.631.9%7.0K1.001.5K
$770.00Sep 24.594.66$4.631.5%3.0K1.00355
$771.00Sep 25.595.66$5.631.2%7841.007

Most actively traded options today. High liquidity = easy entry/exit. 2,605 active (total vol 8.7M, top 751.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Sep 20.290.30$0.303.3%621.7K0.337.1K
$765.00Sep 20.750.77$0.762.6%563.1K0.6212.3K
$767.00Sep 20.080.09$0.0911.1%412.2K0.127.9K
$764.00Sep 21.471.52$1.503.3%296.6K0.847.1K
$768.00Sep 20.020.03$0.0333.3%295.0K0.045.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 20.380.39$0.392.6%751.4K0.404.0K
$764.00Sep 20.120.13$0.137.7%580.8K0.162.9K
$763.00Sep 20.030.04$0.0425.0%380.2K0.062.8K
$762.00Sep 20.010.02$0.0250.0%355.9K0.025.0K
$766.00Sep 20.910.93$0.922.2%301.8K0.727.1K

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 110.1%, max 111.3%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Sep 2Oct 1623.6%11.2%111.3%622.4K12.2K
$764.00Sep 2Oct 1624.1%11.4%111.2%296.6K8.3K
$765.00Sep 2Oct 1623.4%11.3%107.7%563.8K18.0K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Sep 2Oct 1623.6%11.2%111.3%302.4K11.3K
$764.00Sep 2Oct 1624.1%11.4%111.2%580.9K4.0K
$765.00Sep 2Oct 1623.4%11.3%107.7%754.9K14.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 735 found (best R:R 3.76, avg 4.68)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$740.00$741.00Oct 9$0.21$0.79$0.2177%3.76$740.21
$740.00$741.00Sep 11$0.40$0.60$0.4092%1.50$740.40
$733.00$735.00Oct 9$1.22$0.78$1.2282%0.64$734.22
$820.00$825.00Oct 16$0.11$4.89$0.113%44.45$820.11
$762.00$763.00Oct 16$0.52$0.48$0.5253%0.92$762.52
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$770.00$765.00Sep 16$2.25$2.75$2.2560%1.22$767.75
$770.00$765.00Sep 15$2.30$2.70$2.3061%1.17$767.70
$765.00$760.00Sep 16$1.63$3.37$1.6349%2.07$763.37
$770.00$765.00Sep 14$2.33$2.67$2.3362%1.15$767.67
$765.00$760.00Sep 15$1.60$3.40$1.6048%2.12$763.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 574 found (best R:R 0.61, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Sep 14$1.90$1.90$3.1062%0.61$771.90
$770.00$775.00Sep 16$2.08$2.08$2.9260%0.71$772.08
$770.00$775.00Sep 15$1.95$1.95$3.0561%0.64$771.95
$775.00$780.00Sep 16$1.36$1.36$3.6472%0.37$776.36
$775.00$780.00Sep 15$1.19$1.19$3.8174%0.31$776.19
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$764.00Sep 2$0.26$0.26$0.7460%0.35$764.74
$760.00$759.00Sep 3$0.12$0.12$0.8884%0.14$759.88
$763.00$762.00Sep 3$0.26$0.26$0.7468%0.35$762.74
$762.00$761.00Sep 3$0.20$0.20$0.8075%0.25$761.80
$761.00$760.00Sep 3$0.15$0.15$0.8580%0.18$760.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $1.40, cheapest $1.37)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Sep 2Sep 3$1.4623.4%12.1%
$766.00Sep 2Sep 3$1.3723.6%12.3%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Sep 2Sep 3$1.3723.4%12.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,070 found (cheapest 0.15% of stock, avg 3.95%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$765.00Sep 2$0.76$0.39$1.15$763.85$766.150.15%
$766.00Sep 2$0.30$0.92$1.22$764.78$767.220.16%
$764.00Sep 2$1.50$0.13$1.63$762.37$765.630.21%
$767.00Sep 2$0.09$1.71$1.80$765.20$768.800.24%
$763.00Sep 2$2.42$0.04$2.46$760.54$765.460.32%
$768.00Sep 2$0.03$2.64$2.67$765.33$770.670.35%
$762.00Sep 2$3.40$0.02$3.42$758.58$765.420.45%
$769.00Sep 2$0.01$3.63$3.64$765.36$772.640.48%
$766.00Sep 3$1.67$2.22$3.89$762.11$769.890.51%
$765.00Sep 3$2.22$1.76$3.98$761.02$768.980.52%

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$0.09$0.04$0.13$762.87$767.13
$767.00$764.00Sep 2$0.09$0.13$0.22$763.78$767.22
$766.00$763.00Sep 2$0.30$0.04$0.34$762.66$766.34
$766.00$764.00Sep 2$0.30$0.13$0.43$763.57$766.43
$767.00$765.00Sep 2$0.09$0.39$0.48$764.52$767.48
$766.00$765.00Sep 2$0.30$0.39$0.69$764.31$766.69
$770.00$761.00Sep 3$0.37$0.61$0.98$760.02$770.98
$769.00$761.00Sep 3$0.56$0.61$1.17$759.83$770.17
$770.00$762.00Sep 3$0.37$0.81$1.18$760.82$771.18
$769.00$762.00Sep 3$0.56$0.81$1.37$760.63$770.37

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 385 found (best R:R 1.04, avg credit $0.55)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
734/735774/775Sep 25$0.51$0.4951%1.04$734.49$774.51
731/732775/776Sep 30$0.51$0.4951%1.04$731.49$775.51
740/741773/774Sep 18$0.51$0.4950%1.04$740.49$773.51
736/737774/775Sep 25$0.52$0.4849%1.08$736.48$774.52
735/736774/775Sep 25$0.51$0.4950%1.04$735.49$774.51
731/732774/775Sep 30$0.52$0.4849%1.08$731.48$774.52
730/731775/776Oct 2$0.52$0.4849%1.08$730.48$775.52
734/735775/776Sep 30$0.52$0.4849%1.08$734.48$775.52
732/733775/776Oct 2$0.53$0.4748%1.13$732.47$775.53
740/741775/776Sep 18$0.46$0.5455%0.85$740.54$775.46

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 233 found (best R:R 149.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$650.00$665.00$680.00Oct 9$0.10$14.905%149.00
$755.00$760.00$765.00Sep 14$0.48$4.5223%9.42
$750.00$755.00$760.00Sep 15$0.33$4.6717%14.15
$755.00$760.00$765.00Sep 15$0.50$4.5022%9.00
$750.00$755.00$760.00Sep 14$0.36$4.6417%12.89
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Sep 14$0.51$4.4923%8.80
$755.00$760.00$765.00Sep 15$0.48$4.5222%9.42
$765.00$766.00$767.00Sep 2$0.26$0.7460%2.85
$750.00$755.00$760.00Sep 14$0.34$4.6617%13.71
$755.00$760.00$765.00Sep 16$0.44$4.5620%10.36

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,069 found (best net $-20.37, 1,046 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 2-$20.37$39.63
$615.00$670.001:2Sep 8-$40.89$14.11
$725.00$745.001:2Sep 15-$3.80$16.20
$770.00$775.001:2Sep 15-$0.24$4.76
$765.00$770.001:2Sep 14-$1.07$3.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$895.00$845.001:2Sep 2-$29.62$20.38
$800.00$785.001:2Sep 8-$4.61$10.39
$880.00$841.001:2Sep 4-$36.62$2.38
$767.00$766.001:2Sep 2-$0.13$0.87
$768.00$767.001:2Sep 2-$0.78$0.22

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 304 found (best yield 1.85%, avg 0.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$766.00Oct 16$14.130.480.1%1.85%1.95%6665.1K
$767.00Oct 16$13.530.470.2%1.77%2.00%6025.5K
$768.00Oct 16$12.940.470.4%1.69%2.06%4763.2K
$769.00Oct 16$12.370.460.5%1.62%2.11%2811.9K
$770.00Oct 16$11.810.440.6%1.54%2.17%5149.8K
$771.00Oct 16$11.260.430.8%1.47%2.23%501.8K
$772.00Oct 16$10.730.420.9%1.40%2.29%1051.7K
$773.00Oct 16$10.210.411.0%1.33%2.35%5751.4K
$774.00Oct 16$9.710.401.1%1.27%2.42%771.2K
$775.00Oct 16$9.220.391.3%1.20%2.49%70414.8K

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 3,940,328
Total Puts 4,787,266
Put/Call Ratio 1.21
Net Difference -846,938

Prior's Put/Call Breakdown

Total Calls 5,482,670
Total Puts 6,358,673
Put/Call Ratio 1.16
Net Difference -876,003

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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