Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$769.05 +0.51%
9/3 09:35

Option Volume

Detail
Current (09/03 9:35am) 359,708
Calls: 195,173 (54%)
Puts: 164,535 (46%)
Prior (09/02) 177,271
Calls: 84,334 (48%)
Puts: 92,937 (52%)
Current vs Prior +102.91%
Calls: +131.43% (Calls)
Puts: +77.04% (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 -96.25%
Calls: -95.72%
Puts: -96.73%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/03 9:35am) $51.41M
Calls: $32.17M (63%)
Puts: $19.24M (37%)
Prior (09/02) $25.67M
Calls: $13.92M (54%)
Puts: $11.75M (46%)
Current vs Prior +100.27%
Calls: +131.05%
Puts: +63.79%
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 -95.10%
Calls: -94.13%
Puts: -96.16%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/03 9:35am) 0.84
Prior (09/02) 1.10
Current vs Prior -23.50%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg -23.92%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/03 9:35am) 9,667,767
Calls: 2,526,461 (26%)
Puts: 7,141,306 (74%)
Prior (09/02) 9,677,902
Calls: 2,556,486 (26%)
Puts: 7,121,416 (74%)
Current vs Prior -0.10%
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 +10.25%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/03) | Next (09/04)Expiry (09/04) | Next (09/09)Expiry (09/04) | Next (09/11)Expiry (09/15) | Next (10/16)
Current 0.40% | 0.67%0.67% | 1.03%0.67% | 1.36%1.92% | 3.54%
Prior 0.61% | 0.84%0.61% | 1.07%1.07% | 1.72%2.20% | 3.87%
Current vs Prior -33.68% | -20.69%+9.97% | -3.61%-37.68% | -20.74%-12.72% | -8.60%
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 -23.56% | -11.63%+74.56% | +23.75%-22.71% | -11.71%-21.60% | -9.88%
Prior 7-Day Eod 0.61% | 0.84%0.20% | 0.79%0.79% | 1.39%1.85% | 3.61%
Current vs 7-Day Eod -33.68% | -20.69%+236.39% | +30.10%-15.88% | -1.54%+3.57% | -2.05%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 0.67% | 0.78%
Calls: 0.77% | 0.80%
Puts: 0.56% | 0.76%
Prior 1.07% | 0.60%
Calls: 1.20% | 0.87%
Puts: 0.94% | 0.34%
Current vs Prior -37.38% | +30.00%
Prior 7-Day Avg 1.59% | 1.27%
Calls: 1.39% | 1.15%
Puts: 1.79% | 1.39%
Current vs 7-Day Avg -57.79% | -38.72%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($32.17M). Massive premium surge with dollar volume up 100% vs prior. Unusually high activity with volume up 103% vs prior - elevated interest. P/C ratio dropping 24% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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
16:00BULLISHBEARISHBEARISH
15:55BULLISHBEARISHBEARISH
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11:40BULLISHNEUTRALMIXED
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10:00BULLISHNEUTRALMIXED
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09:40BULLISHBEARISHBEARISH
09:35BULLISHBULLISHBULLISH

📈 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 2,171 of results (avg 2.5%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 4144.17144.37$144.270.1%--1.0026
$620.00Sep 4149.17149.38$149.270.1%--1.0023
$625.00Sep 3143.91144.12$144.010.1%--1.0022
$635.00Sep 4134.18134.38$134.280.1%--1.0016
$630.00Sep 4139.17139.38$139.270.2%--1.0010
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Oct 212.0912.12$12.110.2%--0.57395
$772.00Oct 211.6211.65$11.640.3%50.5671
$775.00Oct 1615.2015.24$15.220.3%50.576.2K
$769.00Sep 187.527.54$7.530.3%1850.523.4K
$771.00Oct 211.1611.19$11.180.3%50.54267

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 721 found (avg $0.34, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Sep 30.060.07$0.0714.3%7.6K0.053.4K
$773.00Sep 30.120.13$0.137.7%14.8K0.094.3K
$772.00Sep 30.250.26$0.263.8%12.2K0.156.4K
$771.00Sep 30.460.47$0.472.1%22.9K0.257.8K
$770.00Sep 30.810.82$0.821.2%26.6K0.378.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$763.00Sep 30.130.14$0.147.1%3.8K0.086.4K
$764.00Sep 30.190.20$0.205.0%6.5K0.116.0K
$762.00Sep 30.090.10$0.1010.0%8.6K0.057.0K
$765.00Sep 30.280.29$0.293.4%8.4K0.159.6K
$760.00Sep 30.050.06$0.0616.7%5.6K0.037.7K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 973 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 3143.91144.12$144.010.1%--1.0022
$685.00Sep 383.9184.12$84.020.2%--1.0013
$718.00Sep 350.9151.10$51.010.4%--1.0032
$728.00Sep 340.9141.10$41.010.5%11.002
$729.00Sep 339.9140.11$40.010.5%11.003
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Sep 49.8910.10$10.002.1%191.0015
$780.00Sep 410.8911.10$11.001.9%21.0010
$782.00Sep 412.8913.10$13.001.6%11.00--
$785.00Sep 415.8916.10$16.001.3%51.008
$786.00Sep 416.8917.10$17.001.2%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 1,222 active (total vol 359.1K, top 26.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Sep 30.810.82$0.821.2%26.6K0.378.0K
$769.00Sep 31.291.30$1.300.8%26.2K0.492.9K
$771.00Sep 30.460.47$0.472.1%22.9K0.257.8K
$773.00Sep 30.120.13$0.137.7%14.8K0.094.3K
$772.00Sep 30.250.26$0.263.8%12.2K0.156.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Sep 30.880.89$0.891.1%16.1K0.391.2K
$769.00Sep 31.271.28$1.270.8%9.4K0.511.8K
$767.00Sep 30.610.62$0.621.6%8.8K0.291.8K
$762.00Sep 30.090.10$0.1010.0%8.6K0.057.0K
$765.00Sep 30.280.29$0.293.4%8.4K0.159.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 30.0%, max 49.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Sep 3Oct 1617.1%11.4%49.5%2.8K11.7K
$767.00Sep 3Oct 1616.4%11.3%44.8%4.5K11.9K
$768.00Sep 3Oct 1615.8%11.2%40.8%11.8K10.8K
$769.00Sep 3Oct 1615.2%11.1%37.2%26.2K4.8K
$770.00Sep 3Oct 1614.8%11.0%35.1%26.7K17.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Sep 3Oct 1617.1%11.4%49.5%6.0K9.5K
$767.00Sep 3Oct 1616.4%11.3%44.8%8.8K7.5K
$768.00Sep 3Oct 1615.7%11.2%40.3%16.3K4.6K
$769.00Sep 3Oct 1615.2%11.1%37.2%9.4K3.0K
$770.00Sep 3Oct 1614.7%11.0%34.3%3.8K10.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 727 found (best R:R 1.02, avg 4.74)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$738.00$739.00Oct 16$0.12$0.88$0.1279%7.33$738.12
$734.00$735.00Sep 18$0.29$0.71$0.2992%2.45$734.29
$720.00$721.00Sep 30$0.33$0.67$0.3394%2.03$720.33
$742.00$743.00Oct 16$0.18$0.82$0.1877%4.56$742.18
$740.00$741.00Sep 30$0.26$0.74$0.2684%2.85$740.26
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$780.00$770.00Sep 17$4.95$5.05$4.9574%1.02$775.05
$793.00$791.00Sep 25$0.96$1.04$0.9690%1.08$792.04
$795.00$791.00Oct 16$2.52$1.48$2.5280%0.59$792.48
$787.00$785.00Oct 2$0.91$1.09$0.9178%1.20$786.09
$783.00$781.00Sep 25$0.89$1.11$0.8976%1.25$782.11

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 554 found (best R:R 0.24, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$780.00$790.00Sep 17$1.91$1.91$8.0974%0.24$781.91
$770.00$775.00Sep 17$2.58$2.58$2.4252%1.07$772.58
$770.00$775.00Sep 15$2.49$2.49$2.5152%0.99$772.49
$770.00$775.00Sep 14$2.44$2.44$2.5652%0.95$772.44
$770.00$775.00Sep 16$2.54$2.54$2.4652%1.03$772.54
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$767.00$766.00Sep 3$0.20$0.20$0.8071%0.25$766.80
$766.00$765.00Sep 3$0.13$0.13$0.8779%0.15$765.87
$763.00$762.00Sep 4$0.12$0.12$0.8883%0.14$762.88
$764.00$763.00Sep 4$0.15$0.15$0.8579%0.18$763.85
$765.00$764.00Sep 4$0.18$0.18$0.8275%0.22$764.82

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.03, cheapest $1.21)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$768.00Sep 3Sep 4$1.2115.8%12.8%
$769.00Sep 3Sep 4$1.2015.2%12.5%
$770.00Sep 3Sep 4$1.1514.8%12.9%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$768.00Sep 3Sep 4$0.8915.7%12.9%
$769.00Sep 3Sep 4$0.9015.2%12.5%
$770.00Sep 3Sep 4$0.8414.7%12.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 810 found (cheapest 0.33% of stock, avg 3.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$769.00Sep 3$1.30$1.27$2.57$766.43$771.570.33%
$770.00Sep 3$0.82$1.80$2.62$767.38$772.620.34%
$768.00Sep 3$1.90$0.89$2.79$765.21$770.790.36%
$771.00Sep 3$0.47$2.45$2.92$768.08$773.920.38%
$767.00Sep 3$2.63$0.62$3.25$763.75$770.250.42%
$772.00Sep 3$0.26$3.24$3.50$768.50$775.500.46%
$766.00Sep 3$3.43$0.42$3.85$762.15$769.850.50%
$773.00Sep 3$0.13$4.14$4.27$768.73$777.270.56%
$765.00Sep 3$4.30$0.29$4.59$760.41$769.590.60%
$770.00Sep 4$1.97$2.64$4.61$765.39$774.610.60%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 390 found (cheapest 0.04% of stock, avg 1.31%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$773.00$764.00Sep 3$0.13$0.20$0.33$763.67$773.33
$773.00$765.00Sep 3$0.13$0.29$0.42$764.58$773.42
$772.00$764.00Sep 3$0.26$0.20$0.46$763.54$772.46
$772.00$765.00Sep 3$0.26$0.29$0.55$764.45$772.55
$773.00$766.00Sep 3$0.13$0.42$0.55$765.45$773.55
$772.00$766.00Sep 3$0.26$0.42$0.68$765.32$772.68
$771.00$764.00Sep 3$0.47$0.20$0.67$763.33$771.67
$771.00$765.00Sep 3$0.47$0.29$0.76$764.24$771.76
$773.00$767.00Sep 3$0.13$0.62$0.75$766.25$773.75
$771.00$766.00Sep 3$0.47$0.42$0.89$765.11$771.89

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 411 found (best R:R 1.08, avg credit $0.59)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
744/745776/777Sep 18$0.52$0.4850%1.08$744.48$776.52
734/735779/780Oct 2$0.51$0.4950%1.04$734.49$779.51
739/740777/778Sep 25$0.51$0.4950%1.04$739.49$777.51
742/743777/778Sep 25$0.53$0.4748%1.13$742.47$777.53
736/737778/779Sep 30$0.51$0.4950%1.04$736.49$778.51
748/749776/777Sep 18$0.54$0.4647%1.17$748.46$776.54
746/747776/777Sep 18$0.52$0.4849%1.08$746.48$776.52
747/748776/777Sep 18$0.53$0.4748%1.13$747.47$776.53
744/745778/779Sep 18$0.46$0.5455%0.85$744.54$778.46
741/742777/778Sep 25$0.52$0.4849%1.08$741.48$777.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 245 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Sep 14$0.06$4.9414%82.33
$755.00$760.00$765.00Sep 15$0.36$4.6419%12.89
$740.00$745.00$750.00Oct 9$0.07$4.938%70.43
$755.00$760.00$765.00Sep 14$0.41$4.5919%11.20
$765.00$770.00$775.00Sep 14$0.73$4.2729%5.85
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Sep 14$0.59$4.4126%7.47
$755.00$760.00$765.00Sep 15$0.38$4.6219%12.16
$755.00$760.00$765.00Sep 14$0.41$4.5919%11.20
$755.00$760.00$765.00Sep 16$0.37$4.6318%12.51
$760.00$765.00$770.00Sep 17$0.48$4.5221%9.42

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,036 found (best net $-24.03, 1,016 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 3-$24.03$35.97
$685.00$718.001:2Sep 3-$18.00$15.00
$755.00$765.001:2Sep 16-$1.88$8.12
$770.00$775.001:2Sep 14-$0.48$4.52
$770.00$775.001:2Sep 15-$0.77$4.23
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$800.00$785.001:2Sep 11-$1.30$13.70
$780.00$770.001:2Sep 17-$1.95$8.05
$770.00$765.001:2Sep 14-$1.88$3.12
$765.00$760.001:2Sep 14-$1.27$3.73
$720.00$705.001:2Sep 16-$0.11$14.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 294 found (best yield 1.78%, avg 0.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$770.00Oct 16$13.660.470.1%1.78%1.90%649.9K
$771.00Oct 16$13.070.470.2%1.70%1.95%11.7K
$772.00Oct 16$12.490.460.4%1.62%2.01%41.7K
$773.00Oct 16$11.930.450.5%1.55%2.06%11.4K
$774.00Oct 16$11.380.440.6%1.48%2.12%21.2K
$775.00Oct 16$10.850.420.8%1.41%2.18%1115.0K
$776.00Oct 16$10.330.410.9%1.34%2.25%41.4K
$777.00Oct 16$9.830.401.0%1.28%2.31%1908
$778.00Oct 16$9.340.391.2%1.21%2.38%42.9K
$779.00Oct 16$8.870.381.3%1.15%2.45%--1.9K

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 195,173
Total Puts 164,535
Put/Call Ratio 0.84
Net Difference 30,638

Prior's Put/Call Breakdown

Total Calls 84,334
Total Puts 92,937
Put/Call Ratio 1.10
Net Difference -8,603

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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