Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$765.16 +0.44%
$765.47 (+0.04%)🌙
as of 09/02 04:10 PM
9/2 16:10

Option Volume

Detail
Current (09/02 4:10pm) 8,765,383
Calls: 3,958,568 (45%)
Puts: 4,806,815 (55%)
Prior (09/01) 11,889,140
Calls: 5,496,514 (46%)
Puts: 6,392,626 (54%)
Current vs Prior -26.27%
Calls: -27.98% (Calls)
Puts: -24.81% (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 -8.64%
Calls: -13.25%
Puts: -4.45%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/02 4:10pm) $1.02B
Calls: $632.21M (62%)
Puts: $382.97M (38%)
Prior (09/01) $1.48B
Calls: $557.26M (38%)
Puts: $918.25M (62%)
Current vs Prior -31.20%
Calls: +13.45%
Puts: -58.29%
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 -3.19%
Calls: +15.36%
Puts: -23.50%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 4:10pm) 1.21
Prior (09/01) 1.16
Current vs Prior +4.41%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg +9.59%
Sentiment BEARISH

Open Interest

Detail
Current (09/02 4:10pm) 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 0.21% | 0.59%0.21% | 0.80%0.80% | 1.46%1.93% | 3.63%
Prior 0.61% | 0.84%0.61% | 1.07%1.07% | 1.72%2.20% | 3.87%
Current vs Prior -3.67% | -5.09%-64.74% | -25.43%-25.43% | -15.18%-12.40% | -6.21%
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 +11.03% | +5.75%-44.03% | -4.26%-7.52% | -5.51%-21.31% | -7.53%
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 -3.67% | -5.09%-64.74% | -25.43%-25.43% | -15.18%-12.40% | -6.21%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 1.12% | 0.90%
Calls: 0.87% | 0.90%
Puts: 1.37% | 0.90%
Prior 1.07% | 0.60%
Calls: 1.20% | 0.87%
Puts: 0.94% | 0.34%
Current vs Prior +4.67% | +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 -29.43% | -29.29%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 62% call dollar volume ($632.21M). 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
16:10BULLISHBEARISHBEARISH
16:05BULLISHBEARISHBEARISH
16:00BULLISHBEARISHBEARISH
15:55BULLISHBEARISHBEARISH
15:50BULLISHBEARISHBEARISH
15:45BULLISHBEARISHBEARISH
15:40BULLISHBEARISHBEARISH
15:35BULLISHBEARISHBEARISH
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15:25BULLISHBEARISHBEARISH
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14:55BULLISHBEARISHBEARISH
14:50BULLISHBEARISHBEARISH
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14:35BULLISHBEARISHBEARISH
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14:10BULLISHBEARISHBEARISH
14:00BULLISHBEARISHBEARISH
13:55BULLISHBEARISHBEARISH
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12:00BULLISHBEARISHBEARISH
11:55BULLISHBEARISHBEARISH
11:50BULLISHBEARISHBEARISH
11:45BULLISHBEARISHBEARISH
11:40BULLISHNEUTRALMIXED
11:35BULLISHNEUTRALMIXED
11:30BULLISHNEUTRALMIXED
11:25BULLISHNEUTRALMIXED
11:20BULLISHNEUTRALMIXED
11:15BULLISHNEUTRALMIXED
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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 2,479 of results (avg 2.4%, best 0.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$615.00Sep 4150.80150.85$150.820.0%71.005
$620.00Sep 4145.80145.85$145.820.0%21.0023
$625.00Sep 4140.80140.85$140.820.0%261.005
$625.00Sep 2140.44140.49$140.470.0%41.0022
$635.00Sep 4130.81130.86$130.840.0%101.0011
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$915.00Sep 4149.51149.56$149.540.0%11.00--
$905.00Sep 4139.51139.56$139.540.0%11.00--
$900.00Sep 3134.51134.56$134.540.0%21.00--
$900.00Sep 4134.51134.56$134.540.0%11.00--
$895.00Sep 2129.51129.56$129.540.0%41.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 714 found (avg $0.35, cheapest $0.10)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$767.00Sep 20.080.09$0.0911.1%413.5K0.127.9K
$766.00Sep 20.310.32$0.323.1%622.9K0.347.1K
$765.00Sep 20.790.81$0.802.5%563.8K0.6312.3K
$774.00Sep 30.050.06$0.0616.7%8.1K0.031.6K
$773.00Sep 30.090.10$0.1010.0%13.0K0.052.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$764.00Sep 20.090.10$0.1010.0%582.0K0.152.9K
$765.00Sep 20.330.34$0.342.9%753.4K0.394.0K
$766.00Sep 20.830.85$0.842.4%302.2K0.747.1K
$754.00Sep 30.060.07$0.0714.3%5.3K0.031.8K
$756.00Sep 30.120.13$0.137.7%8.7K0.051.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,278 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 2140.44140.49$140.470.0%41.0022
$685.00Sep 280.4480.49$80.470.1%101.00210
$690.00Sep 275.4475.49$75.470.1%91.00--
$695.00Sep 270.4470.49$70.470.1%61.00--
$700.00Sep 265.4465.49$65.470.1%51.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$767.00Sep 21.601.64$1.622.5%72.3K1.001.5K
$768.00Sep 22.532.58$2.552.0%31.8K1.001.5K
$769.00Sep 23.523.57$3.551.4%7.1K1.001.5K
$770.00Sep 24.514.56$4.541.1%3.0K1.00355
$771.00Sep 25.515.56$5.540.9%7841.007

Most actively traded options today. High liquidity = easy entry/exit. 2,607 active (total vol 8.7M, top 753.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Sep 20.310.32$0.323.1%622.9K0.347.1K
$765.00Sep 20.790.81$0.802.5%563.8K0.6312.3K
$767.00Sep 20.080.09$0.0911.1%413.5K0.127.9K
$764.00Sep 21.541.58$1.562.6%296.8K0.857.1K
$768.00Sep 20.020.03$0.0333.3%295.8K0.045.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 20.330.34$0.342.9%753.4K0.394.0K
$764.00Sep 20.090.10$0.1010.0%582.0K0.152.9K
$763.00Sep 20.020.03$0.0333.3%380.6K0.042.8K
$762.00Sep 20.010.02$0.0250.0%356.1K0.025.0K
$766.00Sep 20.830.85$0.842.4%302.2K0.747.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 105.6%, max 108.7%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Sep 2Oct 1623.3%11.2%108.7%623.5K12.2K
$765.00Sep 2Oct 1622.8%11.3%102.0%564.5K18.0K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Sep 2Oct 1623.3%11.2%108.7%302.8K11.3K
$764.00Sep 2Oct 1623.6%11.4%106.7%582.2K4.0K
$765.00Sep 2Oct 1622.8%11.3%102.0%757.1K14.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 745 found (best R:R 1.11, avg 4.55)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$740.00$741.00Oct 9$0.27$0.73$0.2777%2.70$740.27
$740.00$741.00Sep 11$0.49$0.51$0.4992%1.04$740.49
$729.00$730.00Sep 18$0.51$0.49$0.5191%0.96$729.51
$733.00$735.00Oct 9$1.22$0.78$1.2282%0.64$734.22
$713.00$714.00Sep 18$0.65$0.35$0.6595%0.54$713.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$784.00$782.00Sep 30$0.95$1.05$0.9580%1.11$783.05
$789.00$787.00Oct 16$0.96$1.04$0.9677%1.08$788.04
$770.00$765.00Sep 16$2.22$2.78$2.2260%1.25$767.78
$770.00$765.00Sep 15$2.28$2.72$2.2861%1.19$767.72
$765.00$760.00Sep 16$1.62$3.38$1.6248%2.09$763.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 574 found (best R:R 0.62, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Sep 14$1.91$1.91$3.0962%0.62$771.91
$770.00$775.00Sep 15$1.98$1.98$3.0261%0.66$771.98
$770.00$775.00Sep 16$2.09$2.09$2.9160%0.72$772.09
$775.00$780.00Sep 16$1.38$1.38$3.6272%0.38$776.38
$775.00$780.00Sep 15$1.20$1.20$3.8074%0.32$776.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$764.00Sep 2$0.24$0.24$0.7661%0.32$764.76
$760.00$759.00Sep 3$0.12$0.12$0.8884%0.14$759.88
$761.00$760.00Sep 3$0.15$0.15$0.8580%0.18$760.85
$758.00$757.00Sep 4$0.12$0.12$0.8884%0.14$757.88
$764.00$763.00Sep 3$0.32$0.32$0.6861%0.47$763.68

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $1.44, cheapest $1.43)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$766.00Sep 2Sep 3$1.4323.3%12.5%
$765.00Sep 2Sep 3$1.4922.8%12.2%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Sep 2Sep 3$1.4022.8%12.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,071 found (cheapest 0.15% of stock, avg 3.95%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$765.00Sep 2$0.80$0.34$1.14$763.86$766.140.15%
$766.00Sep 2$0.32$0.84$1.16$764.84$767.160.15%
$764.00Sep 2$1.56$0.10$1.66$762.34$765.660.22%
$767.00Sep 2$0.09$1.62$1.71$765.29$768.710.22%
$763.00Sep 2$2.50$0.03$2.53$760.47$765.530.33%
$768.00Sep 2$0.03$2.55$2.58$765.42$770.580.34%
$762.00Sep 2$3.48$0.02$3.50$758.50$765.500.46%
$769.00Sep 2$0.01$3.55$3.56$765.44$772.560.47%
$766.00Sep 3$1.75$2.19$3.94$762.06$769.940.51%
$767.00Sep 3$1.29$2.72$4.01$762.99$771.010.52%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 364 found (cheapest 0.02% of stock, avg 1.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$767.00$764.00Sep 2$0.09$0.10$0.19$763.81$767.19
$766.00$764.00Sep 2$0.32$0.10$0.42$763.58$766.42
$767.00$765.00Sep 2$0.09$0.34$0.43$764.57$767.43
$766.00$765.00Sep 2$0.32$0.34$0.66$764.34$766.66
$770.00$761.00Sep 3$0.40$0.60$1.00$760.00$771.00
$769.00$761.00Sep 3$0.61$0.60$1.21$759.79$770.21
$770.00$762.00Sep 3$0.40$0.79$1.19$760.81$771.19
$769.00$762.00Sep 3$0.61$0.79$1.40$760.60$770.40
$785.00$745.00Sep 14$0.30$1.22$1.52$743.48$786.52
$768.00$761.00Sep 3$0.90$0.60$1.50$759.50$769.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 382 found (best R:R 1.13, avg credit $0.55)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
730/731775/776Oct 2$0.53$0.4749%1.13$730.47$775.53
732/733775/776Oct 2$0.54$0.4648%1.17$732.46$775.54
742/743773/774Sep 18$0.53$0.4749%1.13$742.47$773.53
741/742773/774Sep 18$0.52$0.4850%1.08$741.48$773.52
740/741773/774Sep 18$0.51$0.4950%1.04$740.49$773.51
731/732775/776Oct 2$0.53$0.4748%1.13$731.47$775.53
736/737774/775Sep 25$0.52$0.4849%1.08$736.48$774.52
734/735774/775Sep 30$0.54$0.4647%1.17$734.46$774.54
736/737775/776Sep 25$0.50$0.5051%1.00$736.50$775.50
745/746773/774Sep 18$0.55$0.4546%1.22$745.45$773.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 214 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$0.42$4.5823%10.90
$755.00$760.00$765.00Sep 15$0.46$4.5422%9.87
$740.00$745.00$750.00Sep 14$0.11$4.899%44.45
$745.00$750.00$755.00Sep 15$0.21$4.7912%22.81
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Sep 14$0.50$4.5023%9.00
$755.00$760.00$765.00Sep 15$0.48$4.5222%9.42
$764.00$765.00$766.00Sep 2$0.26$0.7459%2.85
$750.00$755.00$760.00Sep 15$0.33$4.6717%14.15
$765.00$766.00$767.00Sep 2$0.28$0.7261%2.57

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,060 found (best net $-20.47, 1,039 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 2-$20.47$39.53
$615.00$670.001:2Sep 8-$40.99$14.01
$725.00$745.001:2Sep 15-$3.97$16.03
$770.00$775.001:2Sep 14-$0.01$4.99
$770.00$775.001:2Sep 15-$0.24$4.76
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$895.00$845.001:2Sep 2-$29.54$20.46
$800.00$785.001:2Sep 8-$4.55$10.45
$880.00$841.001:2Sep 4-$36.54$2.46
$767.00$766.001:2Sep 2-$0.06$0.94
$768.00$767.001:2Sep 2-$0.69$0.31

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 303 found (best yield 1.85%, avg 0.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$766.00Oct 16$14.190.480.1%1.85%1.96%6665.1K
$767.00Oct 16$13.590.470.2%1.78%2.02%6025.5K
$768.00Oct 16$13.000.470.4%1.70%2.07%4763.2K
$769.00Oct 16$12.430.460.5%1.62%2.13%2811.9K
$770.00Oct 16$11.870.440.6%1.55%2.18%5169.8K
$771.00Oct 16$11.320.430.8%1.48%2.24%501.8K
$772.00Oct 16$10.790.420.9%1.41%2.30%1051.7K
$773.00Oct 16$10.270.411.0%1.34%2.37%5751.4K
$774.00Oct 16$9.760.401.2%1.28%2.43%771.2K
$775.00Oct 16$9.280.391.3%1.21%2.50%71514.8K

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 3,958,568
Total Puts 4,806,815
Put/Call Ratio 1.21
Net Difference -848,247

Prior's Put/Call Breakdown

Total Calls 5,496,514
Total Puts 6,392,626
Put/Call Ratio 1.16
Net Difference -896,112

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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