Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$769.61 +0.58%
9/3 09:40

Option Volume

Detail
Current (09/03 9:40am) 607,188
Calls: 354,034 (58%)
Puts: 253,154 (42%)
Prior (09/02) 319,108
Calls: 147,016 (46%)
Puts: 172,092 (54%)
Current vs Prior +90.28%
Calls: +140.81% (Calls)
Puts: +47.10% (Puts)
Prior 7-Day Total 67,362,115
Calls: 32,092,991 (48%)
Puts: 35,269,124 (52%)
Prior 7-Day Average 9,623,159
Calls: 4,584,713 (48%)
Puts: 5,038,446 (52%)
Current vs Prior 7-Day Avg -93.69%
Calls: -92.28%
Puts: -94.98%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/03 9:40am) $92.49M
Calls: $65.25M (71%)
Puts: $27.24M (29%)
Prior (09/02) $45.29M
Calls: $24.21M (53%)
Puts: $21.08M (47%)
Current vs Prior +104.21%
Calls: +169.50%
Puts: +29.24%
Prior 7-Day Total $7.50B
Calls: $3.95B (53%)
Puts: $3.55B (47%)
Prior 7-Day Average $1.07B
Calls: $564.64M (53%)
Puts: $507.47M (47%)
Current vs Prior 7-Day Avg -91.37%
Calls: -88.44%
Puts: -94.63%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/03 9:40am) 0.72
Prior (09/02) 1.17
Current vs Prior -38.91%
Prior 7-Day Average 1.10
Current vs Prior 7-Day Avg -35.18%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/03 9:40am) 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 62,576,981
Calls: 17,019,883 (27%)
Puts: 45,557,098 (73%)
Prior 7-Day Average 8,939,568
Calls: 2,431,411 (27%)
Puts: 6,508,156 (73%)
Current vs Prior 7-Day Avg +8.15%
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% | 0.69%0.69% | 1.06%0.69% | 1.39%1.96% | 3.57%
Prior 0.56% | 0.79%0.20% | 0.79%0.79% | 1.39%1.85% | 3.61%
Current vs Prior -29.02% | -13.50%+245.95% | +33.11%-13.49% | +0.36%+5.80% | -1.08%
Prior 7-Day Avg 0.58% | 0.80%0.39% | 0.84%0.81% | 1.49%2.31% | 3.84%
Current vs 7-Day Avg -31.39% | -14.01%+78.50% | +25.84%-15.15% | -6.55%-15.34% | -7.02%
Prior 7-Day Eod 0.56% | 0.79%0.20% | 0.79%0.79% | 1.39%1.85% | 3.61%
Current vs 7-Day Eod -29.02% | -13.50%+245.95% | +33.11%-13.49% | +0.36%+5.80% | -1.08%
Sentiment BULLISHBEARISHBULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 0.97% | 0.55%
Calls: 1.26% | 0.70%
Puts: 0.68% | 0.41%
Prior 1.12% | 0.90%
Calls: 0.87% | 0.90%
Puts: 1.37% | 0.90%
Current vs Prior -13.39% | -38.89%
Prior 7-Day Avg 1.49% | 1.18%
Calls: 1.14% | 1.11%
Puts: 1.84% | 1.25%
Current vs 7-Day Avg -34.90% | -53.39%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($65.25M). Massive premium surge with dollar volume up 104% vs prior. Above-average activity with volume up 90% vs prior. P/C ratio dropping 39% - 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 BULLISH
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
09:40BULLISHBULLISHBULLISH
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 2,166 of results (avg 2.5%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 4144.75144.93$144.840.1%--1.0026
$620.00Sep 4149.74149.93$149.840.1%--1.0023
$630.00Sep 4139.75139.93$139.840.1%--1.0010
$769.00Oct 1614.6914.71$14.700.1%210.501.9K
$635.00Sep 4134.75134.94$134.850.1%--1.0016
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Sep 186.966.97$6.970.1%5040.482.9K
$766.00Sep 186.216.22$6.220.2%1830.442.9K
$763.00Sep 185.245.25$5.250.2%160.383.8K
$771.00Sep 188.258.27$8.260.2%550.542.7K
$775.00Oct 1615.0315.07$15.050.3%60.576.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 726 found (avg $0.34, cheapest $0.10)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Sep 30.090.10$0.1010.0%17.3K0.073.4K
$775.00Sep 30.050.06$0.0616.7%9.9K0.046.8K
$773.00Sep 30.170.18$0.185.6%20.2K0.134.3K
$772.00Sep 30.340.35$0.352.9%21.5K0.216.4K
$771.00Sep 30.610.62$0.621.6%47.6K0.337.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$764.00Sep 30.150.16$0.166.3%13.2K0.086.0K
$763.00Sep 30.110.12$0.128.3%6.0K0.066.4K
$762.00Sep 30.080.09$0.0911.1%15.2K0.047.0K
$765.00Sep 30.220.23$0.234.3%14.1K0.119.6K
$766.00Sep 30.320.33$0.333.0%9.0K0.165.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 989 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 3144.43144.68$144.560.2%--1.0022
$685.00Sep 384.4384.68$84.560.3%--1.0013
$718.00Sep 351.5151.68$51.600.3%11.0032
$719.00Sep 350.5150.68$50.600.3%11.00--
$726.00Sep 343.5143.68$43.600.4%31.003
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Sep 410.3410.53$10.431.8%361.0010
$782.00Sep 412.3312.56$12.451.8%11.00--
$785.00Sep 415.3215.51$15.421.2%51.008
$786.00Sep 416.3216.51$16.421.2%11.00--
$790.00Sep 420.3220.56$20.441.2%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 1,384 active (total vol 606.4K, top 57.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Sep 31.031.04$1.041.0%57.9K0.468.0K
$771.00Sep 30.610.62$0.621.6%47.6K0.337.8K
$769.00Sep 31.581.60$1.591.3%44.4K0.582.9K
$772.00Sep 30.340.35$0.352.9%21.5K0.216.4K
$773.00Sep 30.170.18$0.185.6%20.2K0.134.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Sep 30.710.72$0.721.4%26.6K0.311.2K
$769.00Sep 31.031.04$1.041.0%19.1K0.421.8K
$762.00Sep 30.080.09$0.0911.1%15.2K0.047.0K
$765.00Sep 30.220.23$0.234.3%14.1K0.119.6K
$767.00Sep 30.480.49$0.492.0%13.9K0.231.8K

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 34.8%, max 51.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Sep 3Oct 1617.5%11.6%51.6%3.5K11.7K
$767.00Sep 3Oct 1616.8%11.5%46.5%7.1K11.9K
$768.00Sep 3Oct 1616.1%11.3%41.7%18.0K10.8K
$769.00Sep 3Oct 1615.3%11.2%36.8%44.5K4.8K
$770.00Sep 3Oct 1615.0%11.1%34.6%58.0K17.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Sep 3Oct 1617.5%11.6%51.6%9.1K9.5K
$767.00Sep 3Oct 1616.8%11.5%46.5%13.9K7.5K
$768.00Sep 3Oct 1616.1%11.3%41.7%26.8K4.6K
$769.00Sep 3Oct 1615.3%11.2%36.8%19.2K3.0K
$770.00Sep 3Oct 1615.0%11.1%34.6%9.0K10.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 724 found (best R:R 6.69, avg 4.94)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$742.00$743.00Sep 30$0.13$0.87$0.1383%6.69$742.13
$745.00$746.00Sep 25$0.15$0.85$0.1583%5.67$745.15
$749.00$750.00Sep 18$0.25$0.75$0.2582%3.00$749.25
$754.00$755.00Oct 9$0.13$0.87$0.1369%6.69$754.13
$740.00$741.00Sep 11$0.42$0.58$0.4295%1.38$740.42
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$785.00$784.00Sep 30$0.11$0.89$0.1176%8.09$784.89
$790.00$789.00Oct 2$0.22$0.78$0.2281%3.55$789.78
$784.00$783.00Sep 25$0.18$0.82$0.1877%4.56$783.82
$794.00$793.00Sep 25$0.36$0.64$0.3690%1.78$793.64
$781.00$780.00Sep 18$0.29$0.71$0.2975%2.45$780.71

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 559 found (best R:R 1.06, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Sep 15$2.57$2.57$2.4351%1.06$772.57
$770.00$775.00Sep 17$2.64$2.64$2.3650%1.12$772.64
$770.00$775.00Sep 16$2.60$2.60$2.4050%1.08$772.60
$770.00$775.00Sep 14$2.52$2.52$2.4851%1.02$772.52
$775.00$780.00Sep 17$1.96$1.96$3.0461%0.64$776.96
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$767.00$766.00Sep 3$0.16$0.16$0.8477%0.19$766.84
$768.00$767.00Sep 3$0.23$0.23$0.7769%0.30$767.77
$766.00$765.00Sep 3$0.10$0.10$0.9084%0.11$765.90
$763.00$762.00Sep 4$0.11$0.11$0.8984%0.12$762.89
$765.00$764.00Sep 4$0.17$0.17$0.8377%0.20$764.83

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $1.08, cheapest $0.91)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$768.00Sep 3Sep 4$1.2416.1%13.3%
$769.00Sep 3Sep 4$1.2815.3%13.1%
$770.00Sep 3Sep 4$1.2515.0%13.3%
$771.00Sep 3Sep 4$1.1814.5%13.0%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$768.00Sep 3Sep 4$0.9116.1%13.3%
$769.00Sep 3Sep 4$0.9615.3%13.1%
$770.00Sep 3Sep 4$0.9415.0%13.3%
$771.00Sep 3Sep 4$0.8814.5%13.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 825 found (cheapest 0.33% of stock, avg 3.94%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$770.00Sep 3$1.04$1.48$2.52$767.48$772.520.33%
$769.00Sep 3$1.59$1.04$2.63$766.37$771.630.34%
$771.00Sep 3$0.62$2.06$2.68$768.32$773.680.35%
$768.00Sep 3$2.27$0.72$2.99$765.01$770.990.39%
$772.00Sep 3$0.35$2.79$3.14$768.86$775.140.41%
$767.00Sep 3$3.05$0.49$3.54$763.46$770.540.46%
$773.00Sep 3$0.18$3.62$3.80$769.20$776.800.49%
$766.00Sep 3$3.89$0.33$4.22$761.78$770.220.55%
$774.00Sep 3$0.10$4.50$4.60$769.40$778.600.60%
$770.00Sep 4$2.29$2.42$4.71$765.29$774.710.61%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 395 found (cheapest 0.04% of stock, avg 1.33%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$774.00$765.00Sep 3$0.10$0.23$0.33$764.67$774.33
$773.00$765.00Sep 3$0.18$0.23$0.41$764.59$773.41
$774.00$766.00Sep 3$0.10$0.33$0.43$765.57$774.43
$773.00$766.00Sep 3$0.18$0.33$0.51$765.49$773.51
$772.00$765.00Sep 3$0.35$0.23$0.58$764.42$772.58
$774.00$767.00Sep 3$0.10$0.49$0.59$766.41$774.59
$772.00$766.00Sep 3$0.35$0.33$0.68$765.32$772.68
$773.00$767.00Sep 3$0.18$0.49$0.67$766.33$773.67
$772.00$767.00Sep 3$0.35$0.49$0.84$766.16$772.84
$771.00$765.00Sep 3$0.62$0.23$0.85$764.15$771.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 393 found (best R:R 1.08, avg credit $0.57)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
736/737778/779Sep 30$0.52$0.4849%1.08$736.48$778.52
739/740778/779Sep 25$0.50$0.5050%1.00$739.50$778.50
736/737779/780Sep 30$0.50$0.5050%1.00$736.50$779.50
739/740779/780Sep 25$0.48$0.5252%0.92$739.52$779.48
737/738778/779Sep 30$0.52$0.4848%1.08$737.48$778.52
739/740778/779Sep 30$0.53$0.4747%1.13$739.47$778.53
747/748778/779Sep 18$0.49$0.5151%0.96$747.51$778.49
740/741778/779Sep 25$0.50$0.5050%1.00$740.50$778.50
737/738779/780Sep 30$0.50$0.5050%1.00$737.50$779.50
743/744778/779Sep 25$0.52$0.4848%1.08$743.48$778.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 229 found (best R:R 8.09, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Sep 14$0.55$4.4525%8.09
$760.00$765.00$770.00Sep 15$0.52$4.4824%8.62
$755.00$760.00$765.00Sep 15$0.35$4.6518%13.29
$755.00$760.00$765.00Sep 14$0.37$4.6318%12.51
$750.00$755.00$760.00Sep 15$0.27$4.7313%17.52
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Sep 14$0.38$4.6218%12.16
$760.00$765.00$770.00Sep 14$0.58$4.4225%7.62
$755.00$760.00$765.00Sep 15$0.37$4.6318%12.51
$760.00$765.00$770.00Sep 15$0.56$4.4424%7.93
$760.00$765.00$770.00Sep 16$0.50$4.5022%9.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,046 found (best net $-24.56, 1,025 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 3-$24.56$35.44
$685.00$718.001:2Sep 3-$18.64$14.36
$770.00$775.001:2Sep 14-$0.69$4.31
$775.00$780.001:2Sep 15-$0.08$4.92
$770.00$775.001:2Sep 15-$0.99$4.01
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$800.00$785.001:2Sep 11-$0.75$14.25
$780.00$770.001:2Sep 17-$0.63$9.37
$770.00$765.001:2Sep 14-$1.84$3.16
$720.00$705.001:2Sep 16-$0.11$14.89
$765.00$760.001:2Sep 14-$1.27$3.73

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 304 found (best yield 1.83%, avg 0.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$770.00Oct 16$14.080.480.1%1.83%1.88%709.9K
$771.00Oct 16$13.480.470.2%1.75%1.93%11.7K
$772.00Oct 16$12.900.470.3%1.68%1.99%41.7K
$773.00Oct 16$12.330.460.4%1.60%2.04%21.4K
$774.00Oct 16$11.780.450.6%1.53%2.10%31.2K
$775.00Oct 16$11.240.430.7%1.46%2.16%2515.0K
$776.00Oct 16$10.710.420.8%1.39%2.22%41.4K
$777.00Oct 16$10.200.411.0%1.33%2.29%7908
$778.00Oct 16$9.700.401.1%1.26%2.35%62.9K
$779.00Oct 16$9.220.391.2%1.20%2.42%21.9K

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 354,034
Total Puts 253,154
Put/Call Ratio 0.72
Net Difference 100,880

Prior's Put/Call Breakdown

Total Calls 147,016
Total Puts 172,092
Put/Call Ratio 1.17
Net Difference -25,076

Prior 7-Day Put/Call Summary

Total Calls 32,092,991
Total Puts 35,269,124
Average Put/Call Ratio 1.10
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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