Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$765.16 +0.44%
$764.39 (-0.10%)🌙
as of 09/02 04:20 PM
9/2 16:20

Option Volume

Detail
Current (09/02 4:20pm) 8,806,980
Calls: 3,975,934 (45%)
Puts: 4,831,046 (55%)
Prior (09/01) 11,926,576
Calls: 5,514,262 (46%)
Puts: 6,412,314 (54%)
Current vs Prior -26.16%
Calls: -27.90% (Calls)
Puts: -24.66% (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 -8.20%
Calls: -12.87%
Puts: -3.97%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/02 4:20pm) $1.02B
Calls: $622.14M (61%)
Puts: $396.54M (39%)
Prior (09/01) $1.46B
Calls: $566.14M (39%)
Puts: $895.16M (61%)
Current vs Prior -30.29%
Calls: +9.89%
Puts: -55.70%
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 -2.86%
Calls: +13.53%
Puts: -20.79%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02 4:20pm) 1.22
Prior (09/01) 1.16
Current vs Prior +4.49%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg +9.66%
Sentiment BEARISH

Open Interest

Detail
Current (09/02 4:20pm) 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 0.20% | 0.56%0.20% | 0.79%0.79% | 1.39%1.85% | 3.61%
Prior 0.61% | 0.84%0.61% | 1.07%1.07% | 1.72%2.20% | 3.87%
Current vs Prior -7.54% | -5.71%-67.31% | -25.91%-25.91% | -19.51%-15.73% | -6.69%
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 +6.57% | +5.06%-48.11% | -4.88%-8.12% | -10.33%-24.30% | -7.99%
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 -7.54% | -5.71%-67.31% | -25.91%-25.91% | -19.51%-15.73% | -6.69%
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 61% call dollar volume ($622.14M). 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
16:20BULLISHBEARISHBEARISH
16:15BULLISHBEARISHBEARISH
16:10BULLISHBEARISHBEARISH
16:05BULLISHBEARISHBEARISH
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11:40BULLISHNEUTRALMIXED
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10:00BULLISHNEUTRALMIXED
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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 735 of results (avg 6.2%, best 1.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Oct 1633.1433.67$33.411.6%2630.751.9K
$750.00Oct 1625.1325.60$25.371.9%2310.674.9K
$763.00Oct 1615.9716.27$16.121.9%7460.521.2K
$660.00Sep 3103.78105.73$104.761.9%20.98--
$744.00Sep 321.3021.75$21.532.1%1360.9737
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 114.674.74$4.711.5%6.5K0.493.1K
$761.00Sep 30.570.58$0.571.8%21.4K0.202.4K
$650.00Oct 20.530.54$0.541.9%30.021.4K
$754.00Sep 306.336.48$6.412.3%1880.3516.4K
$765.00Sep 31.681.72$1.702.4%96.0K0.471.7K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 78 found (avg $0.54, cheapest $0.29)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Sep 20.280.30$0.296.9%624.9K0.337.1K
$774.00Sep 30.050.06$0.0616.7%8.1K0.031.6K
$772.00Sep 30.130.15$0.1414.3%22.2K0.072.6K
$771.00Sep 30.210.23$0.229.1%32.4K0.101.7K
$770.00Sep 30.330.37$0.3511.4%28.3K0.152.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 20.330.40$0.3718.9%755.6K0.404.0K
$757.00Sep 30.150.18$0.1618.8%16.7K0.071.4K
$756.00Sep 30.120.13$0.137.7%9.2K0.051.3K
$755.00Sep 30.090.10$0.1010.0%9.6K0.041.9K
$758.00Sep 30.220.25$0.2412.5%13.1K0.091.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,279 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Sep 4143.50147.56$145.532.8%21.0023
$625.00Sep 4138.58142.59$140.592.9%261.005
$614.00Sep 18150.00154.34$152.172.9%--1.0017
$615.00Sep 18149.00153.32$151.162.9%11.00212
$616.00Sep 18148.00152.34$150.172.9%--1.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$767.00Sep 21.223.60$2.4198.8%72.3K1.001.5K
$768.00Sep 21.424.53$2.98104.4%31.8K1.001.5K
$769.00Sep 21.995.53$3.7694.1%7.1K1.001.5K
$770.00Sep 22.956.31$4.6372.6%3.0K1.00355
$771.00Sep 23.937.17$5.5558.4%7841.007

Most actively traded options today. High liquidity = easy entry/exit. 2,607 active (total vol 8.8M, top 755.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Sep 20.280.30$0.296.9%624.9K0.337.1K
$765.00Sep 20.511.00$0.7664.5%565.3K0.6212.3K
$767.00Sep 20.050.11$0.0875.0%415.0K0.127.9K
$764.00Sep 21.101.56$1.3334.6%296.8K0.877.1K
$768.00Sep 20.010.02$0.0250.0%296.6K0.035.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 20.330.40$0.3718.9%755.6K0.404.0K
$764.00Sep 20.050.11$0.0875.0%583.4K0.132.9K
$763.00Sep 20.020.03$0.0333.3%381.9K0.042.8K
$762.00Sep 20.010.02$0.0250.0%356.5K0.025.0K
$766.00Sep 20.580.94$0.7647.4%302.6K0.737.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 107.8%, max 111.1%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Sep 2Oct 1623.5%11.1%111.1%625.6K12.2K
$765.00Sep 2Oct 1622.9%11.2%104.6%565.9K18.0K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Sep 2Oct 1623.5%11.1%111.1%303.2K11.3K
$765.00Sep 2Oct 1622.9%11.2%104.6%759.3K14.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 891 found (best R:R 4.10, avg 5.07)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$775.00$780.00Sep 16$0.12$4.88$0.1226%40.67$775.12
$740.00$741.00Sep 2$0.13$0.87$0.13100%6.69$740.13
$745.00$746.00Sep 11$0.13$0.87$0.1389%6.69$745.13
$761.00$762.00Sep 3$0.10$0.90$0.1080%9.00$761.10
$756.00$757.00Sep 3$0.34$0.66$0.3495%1.94$756.34
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$765.00$760.00Sep 15$0.98$4.02$0.9848%4.10$764.02
$760.00$755.00Sep 15$0.62$4.38$0.6236%7.06$759.38
$787.00$785.00Oct 2$0.78$1.22$0.7882%1.56$786.22
$781.00$780.00Sep 2$0.29$0.71$0.29100%2.45$780.71
$780.00$779.00Sep 4$0.31$0.69$0.31100%2.23$779.69

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 737 found (best R:R 3.76, avg 0.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$780.00Sep 14$1.48$1.48$3.5275%0.42$776.48
$785.00$790.00Sep 16$1.00$1.00$4.0086%0.25$786.00
$794.00$795.00Sep 8$0.74$0.74$0.2687%2.85$794.74
$795.00$796.00Sep 8$0.67$0.67$0.3392%2.03$795.67
$775.00$780.00Sep 15$1.35$1.35$3.6574%0.37$776.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$667.00$666.00Sep 30$0.79$0.79$0.2196%3.76$666.21
$678.00$677.00Sep 30$0.62$0.62$0.3895%1.63$677.38
$701.00$700.00Sep 30$0.64$0.64$0.3692%1.78$700.36
$741.00$740.00Sep 10$0.61$0.61$0.3989%1.56$740.39
$686.00$685.00Sep 30$0.57$0.57$0.4394%1.33$685.43

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $1.38, cheapest $1.37)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$766.00Sep 2Sep 3$1.3723.5%12.1%
$765.00Sep 2Sep 3$1.4522.9%11.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Sep 2Sep 3$1.3322.9%11.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,071 found (cheapest 0.14% of stock, avg 3.96%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$766.00Sep 2$0.29$0.76$1.05$764.95$767.050.14%
$765.00Sep 2$0.76$0.37$1.13$763.87$766.130.15%
$764.00Sep 2$1.33$0.08$1.41$762.59$765.410.18%
$767.00Sep 2$0.08$2.41$2.49$764.51$769.490.33%
$763.00Sep 2$2.67$0.03$2.70$760.30$765.700.35%
$768.00Sep 2$0.02$2.98$3.00$765.00$771.000.39%
$769.00Sep 2$0.01$3.76$3.77$765.23$772.770.49%
$766.00Sep 3$1.66$2.09$3.75$762.25$769.750.49%
$762.00Sep 2$3.78$0.02$3.80$758.20$765.800.50%
$765.00Sep 3$2.21$1.70$3.91$761.09$768.910.51%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 375 found (cheapest 0.02% of stock, avg 1.39%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$767.00$764.00Sep 2$0.08$0.08$0.16$763.84$767.16
$766.00$764.00Sep 2$0.29$0.08$0.37$763.63$766.37
$767.00$765.00Sep 2$0.08$0.37$0.45$764.55$767.45
$789.00$764.00Sep 2$0.51$0.08$0.59$763.41$789.59
$792.00$764.00Sep 2$0.52$0.08$0.60$763.40$792.60
$794.00$764.00Sep 2$0.52$0.08$0.60$763.40$794.60
$766.00$765.00Sep 2$0.29$0.37$0.66$764.34$766.66
$770.00$761.00Sep 3$0.35$0.57$0.92$760.08$770.92
$769.00$761.00Sep 3$0.55$0.57$1.12$759.88$770.12
$770.00$762.00Sep 3$0.35$0.77$1.12$760.88$771.12

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 506 found (best R:R 9.00, avg credit $0.59)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
650/651780/781Sep 18$0.90$0.1078%9.00$650.10$780.90
725/726799/800Sep 2$0.78$0.2289%3.55$725.22$799.78
725/726794/795Sep 2$0.78$0.2289%3.55$725.22$794.78
724/725799/800Sep 2$0.75$0.2591%3.00$724.25$799.75
725/726792/793Sep 2$0.78$0.2288%3.55$725.22$792.78
724/725794/795Sep 2$0.75$0.2591%3.00$724.25$794.75
724/725792/793Sep 2$0.75$0.2590%3.00$724.25$792.75
725/726789/790Sep 2$0.77$0.2388%3.35$725.23$789.77
613/614780/781Sep 18$0.85$0.1579%5.67$613.15$780.85
724/725789/790Sep 2$0.74$0.2690%2.85$724.26$789.74

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 974 found (best R:R 26.78, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$770.00$775.00$780.00Sep 15$0.26$4.7425%18.23
$770.00$775.00$780.00Sep 14$0.33$4.6727%14.15
$765.00$770.00$775.00Sep 14$0.43$4.5726%10.63
$764.00$765.00$766.00Sep 2$0.10$0.9054%9.00
$750.00$755.00$760.00Sep 16$0.28$4.7216%16.86
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Sep 15$0.18$4.8226%26.78
$760.00$765.00$770.00Sep 16$0.29$4.7124%16.24
$764.00$765.00$766.00Sep 2$0.10$0.9060%9.00
$760.00$765.00$770.00Sep 14$0.54$4.4627%8.26
$755.00$760.00$765.00Sep 15$0.36$4.6420%12.89

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,325 found (best net $-20.19, 1,194 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 2-$20.19$39.81
$725.00$745.001:2Sep 15-$2.38$17.62
$615.00$670.001:2Sep 8-$40.72$14.28
$765.00$770.001:2Sep 16-$0.45$4.55
$770.00$775.001:2Sep 16-$0.14$4.86
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$895.00$845.001:2Sep 2-$29.66$20.34
$800.00$785.001:2Sep 8-$5.14$9.86
$880.00$841.001:2Sep 4-$36.68$2.32
$770.00$765.001:2Sep 15-$1.99$3.01
$765.00$760.001:2Sep 14-$1.59$3.41

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 322 found (best yield 1.74%, avg 0.37%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$767.00Oct 16$13.340.470.2%1.74%1.98%6035.5K
$766.00Oct 16$13.700.470.1%1.79%1.90%6665.1K
$768.00Oct 16$12.530.460.4%1.64%2.01%6023.2K
$770.00Oct 16$11.500.440.6%1.50%2.14%5179.8K
$771.00Oct 16$10.840.430.8%1.42%2.18%501.8K
$772.00Oct 16$10.310.420.9%1.35%2.24%1261.7K
$773.00Oct 16$9.790.411.0%1.28%2.30%5761.4K
$769.00Oct 16$11.180.450.5%1.46%1.96%2811.9K
$774.00Oct 16$9.080.391.2%1.19%2.34%771.2K
$775.00Oct 16$8.810.381.3%1.15%2.44%71614.8K

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 3,975,934
Total Puts 4,831,046
Put/Call Ratio 1.22
Net Difference -855,112

Prior's Put/Call Breakdown

Total Calls 5,514,262
Total Puts 6,412,314
Put/Call Ratio 1.16
Net Difference -898,052

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

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