Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$769.66 +0.59%
9/3 09:50

Option Volume

Detail
Current (09/03 9:50am) 1,047,919
Calls: 600,578 (57%)
Puts: 447,341 (43%)
Prior (09/02) 636,186
Calls: 308,889 (49%)
Puts: 327,297 (51%)
Current vs Prior +64.72%
Calls: +94.43% (Calls)
Puts: +36.68% (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 -89.11%
Calls: -86.90%
Puts: -91.12%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/03 9:50am) $178.98M
Calls: $115.39M (64%)
Puts: $63.58M (36%)
Prior (09/02) $95.57M
Calls: $51.03M (53%)
Puts: $44.54M (47%)
Current vs Prior +87.28%
Calls: +126.13%
Puts: +42.76%
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 -83.31%
Calls: -79.56%
Puts: -87.47%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/03 9:50am) 0.74
Prior (09/02) 1.06
Current vs Prior -29.70%
Prior 7-Day Average 1.10
Current vs Prior 7-Day Avg -32.48%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/03 9:50am) 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 0.38% | 0.67%0.67% | 1.04%0.67% | 1.37%1.94% | 3.58%
Prior 0.56% | 0.79%0.20% | 0.79%0.79% | 1.39%1.85% | 3.61%
Current vs Prior -33.18% | -15.30%+238.70% | +31.30%-15.30% | -1.05%+4.68% | -0.94%
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 -35.42% | -15.80%+74.76% | +24.13%-16.92% | -7.86%-16.24% | -6.89%
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 -33.18% | -15.30%+238.70% | +31.30%-15.30% | -1.05%+4.68% | -0.94%
Sentiment BULLISHBEARISHBULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 0.70% | 0.56%
Calls: 0.64% | 0.69%
Puts: 0.76% | 0.43%
Prior 1.12% | 0.90%
Calls: 0.87% | 0.90%
Puts: 1.37% | 0.90%
Current vs Prior -37.50% | -37.78%
Prior 7-Day Avg 1.49% | 1.18%
Calls: 1.14% | 1.11%
Puts: 1.84% | 1.25%
Current vs 7-Day Avg -53.02% | -52.54%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($115.39M). Elevated premium activity with dollar volume up 87% vs prior. Above-average activity with volume up 65% vs prior. P/C ratio dropping 30% - 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
09:50BULLISHBULLISHBULLISH
09:45BULLISHBULLISHBULLISH
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 2,211 of results (avg 2.4%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Oct 1614.7814.79$14.790.1%440.501.9K
$770.00Oct 1614.1714.18$14.180.1%1170.489.9K
$772.00Oct 1612.9913.00$13.000.1%40.471.7K
$773.00Oct 1612.4212.43$12.430.1%50.461.4K
$779.00Oct 169.309.31$9.310.1%70.391.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$767.00Sep 308.838.84$8.840.1%470.481.0K
$768.00Sep 258.348.35$8.340.1%460.492.4K
$771.00Sep 188.148.15$8.150.1%720.542.7K
$770.00Sep 187.687.69$7.690.1%2950.5216.5K
$763.00Sep 307.487.49$7.490.1%830.421.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 731 found (avg $0.34, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Sep 30.070.08$0.0812.5%30.2K0.063.4K
$773.00Sep 30.150.16$0.166.3%27.5K0.114.3K
$772.00Sep 30.300.31$0.313.2%42.9K0.206.4K
$771.00Sep 30.570.58$0.571.8%72.4K0.317.8K
$770.00Sep 30.980.99$0.991.0%104.3K0.458.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 30.180.19$0.195.3%23.0K0.119.6K
$766.00Sep 30.260.27$0.273.7%16.7K0.155.1K
$764.00Sep 30.130.14$0.147.1%19.7K0.086.0K
$763.00Sep 30.090.10$0.1010.0%12.1K0.056.4K
$767.00Sep 30.390.40$0.402.5%22.0K0.211.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,014 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 3144.59144.76$144.680.1%--1.0022
$685.00Sep 384.5984.76$84.680.2%11.0013
$718.00Sep 351.5951.76$51.680.3%21.0032
$719.00Sep 350.5950.76$50.680.3%21.00--
$720.00Sep 349.5949.76$49.680.3%21.001
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Sep 410.2410.43$10.341.8%2461.0010
$782.00Sep 412.2312.42$12.331.5%111.00--
$783.00Sep 413.2213.41$13.321.4%601.00--
$785.00Sep 415.2215.41$15.321.2%51.008
$786.00Sep 416.2216.41$16.311.2%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 1,624 active (total vol 1.0M, top 104.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Sep 30.980.99$0.991.0%104.3K0.458.0K
$771.00Sep 30.570.58$0.571.8%72.4K0.317.8K
$769.00Sep 31.561.57$1.570.6%61.4K0.592.9K
$772.00Sep 30.300.31$0.313.2%42.9K0.206.4K
$779.00Sep 183.213.24$3.230.9%37.6K0.293.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Sep 30.880.89$0.891.1%44.4K0.421.8K
$768.00Sep 30.590.60$0.601.7%40.2K0.301.2K
$765.00Sep 30.180.19$0.195.3%23.0K0.119.6K
$770.00Sep 31.311.32$1.320.8%22.0K0.551.5K
$767.00Sep 30.390.40$0.402.5%22.0K0.211.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 30.8%, max 45.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$767.00Sep 3Oct 1615.9%11.5%38.5%8.4K11.9K
$768.00Sep 3Oct 1615.1%11.4%32.7%23.3K10.8K
$769.00Sep 3Oct 1614.2%11.3%26.6%61.4K4.8K
$770.00Sep 3Oct 1614.0%11.1%25.6%104.4K17.9K
$771.00Sep 3Oct 1613.5%11.0%22.2%72.4K9.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Sep 3Oct 1616.9%11.6%45.8%16.7K9.5K
$767.00Sep 3Oct 1616.0%11.5%39.1%22.0K7.5K
$768.00Sep 3Oct 1615.1%11.4%33.0%40.4K4.6K
$769.00Sep 3Oct 1614.4%11.3%27.7%44.5K3.0K
$770.00Sep 3Oct 1614.0%11.1%25.6%22.5K10.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 727 found (best R:R 5.25, avg 5.19)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$736.00$737.00Sep 30$0.14$0.86$0.1487%6.14$736.14
$743.00$744.00Sep 30$0.14$0.86$0.1482%6.14$743.14
$738.00$740.00Sep 25$1.08$0.92$1.0888%0.85$739.08
$748.00$749.00Sep 25$0.13$0.87$0.1380%6.69$748.13
$750.00$752.00Sep 25$0.90$1.10$0.9078%1.22$750.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$795.00$793.00Sep 30$0.32$1.68$0.3288%5.25$794.68
$795.00$791.00Oct 16$2.27$1.73$2.2779%0.76$792.73
$797.00$795.00Oct 16$0.86$1.14$0.8681%1.33$796.14
$775.00$770.00Sep 17$2.35$2.65$2.3561%1.13$772.65
$770.00$765.00Sep 17$1.75$3.25$1.7550%1.86$768.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 562 found (best R:R 1.14, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Sep 17$2.66$2.66$2.3450%1.14$772.66
$770.00$775.00Sep 15$2.58$2.58$2.4251%1.07$772.58
$770.00$775.00Sep 14$2.54$2.54$2.4651%1.03$772.54
$770.00$775.00Sep 16$2.62$2.62$2.3850%1.10$772.62
$775.00$780.00Sep 14$1.67$1.67$3.3365%0.50$776.67
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$767.00$766.00Sep 3$0.13$0.13$0.8779%0.15$766.87
$768.00$767.00Sep 3$0.20$0.20$0.8070%0.25$767.80
$763.00$762.00Sep 4$0.10$0.10$0.9084%0.11$762.90
$765.00$764.00Sep 4$0.16$0.16$0.8478%0.19$764.84
$768.00$767.00Sep 4$0.30$0.30$0.7062%0.43$767.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $1.10, cheapest $0.95)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$769.00Sep 3Sep 4$1.3114.2%12.8%
$770.00Sep 3Sep 4$1.3114.0%13.0%
$771.00Sep 3Sep 4$1.2213.5%12.7%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$768.00Sep 3Sep 4$0.9515.1%13.1%
$769.00Sep 3Sep 4$1.0114.4%12.8%
$770.00Sep 3Sep 4$0.9814.0%13.0%
$771.00Sep 3Sep 4$0.9013.5%12.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 850 found (cheapest 0.30% of stock, avg 3.94%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$770.00Sep 3$0.99$1.32$2.31$767.69$772.310.30%
$769.00Sep 3$1.57$0.89$2.46$766.54$771.460.32%
$771.00Sep 3$0.57$1.90$2.47$768.53$773.470.32%
$768.00Sep 3$2.26$0.60$2.86$765.14$770.860.37%
$772.00Sep 3$0.31$2.63$2.94$769.06$774.940.38%
$767.00Sep 3$3.07$0.40$3.47$763.53$770.470.45%
$773.00Sep 3$0.16$3.48$3.64$769.36$776.640.47%
$766.00Sep 3$3.95$0.27$4.22$761.78$770.220.55%
$774.00Sep 3$0.08$4.40$4.48$769.52$778.480.58%
$770.00Sep 4$2.30$2.30$4.60$765.40$774.600.60%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 395 found (cheapest 0.04% of stock, avg 1.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$774.00$765.00Sep 3$0.08$0.19$0.27$764.73$774.27
$773.00$765.00Sep 3$0.16$0.19$0.35$764.65$773.35
$774.00$766.00Sep 3$0.08$0.27$0.35$765.65$774.35
$773.00$766.00Sep 3$0.16$0.27$0.43$765.57$773.43
$772.00$765.00Sep 3$0.31$0.19$0.50$764.50$772.50
$774.00$767.00Sep 3$0.08$0.40$0.48$766.52$774.48
$773.00$767.00Sep 3$0.16$0.40$0.56$766.44$773.56
$772.00$766.00Sep 3$0.31$0.27$0.58$765.42$772.58
$772.00$767.00Sep 3$0.31$0.40$0.71$766.29$772.71
$774.00$768.00Sep 3$0.08$0.60$0.68$767.32$774.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 408 found (best R:R 1.04, avg credit $0.59)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
737/738779/780Sep 30$0.51$0.4950%1.04$737.49$779.51
739/740779/780Sep 30$0.52$0.4849%1.08$739.48$779.52
745/746778/779Sep 18$0.48$0.5253%0.92$745.52$778.48
739/740778/779Sep 25$0.50$0.5051%1.00$739.50$778.50
745/746777/778Sep 18$0.50$0.5051%1.00$745.50$777.50
739/740779/780Sep 25$0.48$0.5253%0.92$739.52$779.48
741/742779/780Sep 30$0.53$0.4748%1.13$741.47$779.53
737/738778/779Sep 30$0.52$0.4848%1.08$737.48$778.52
738/739779/780Sep 30$0.51$0.4950%1.04$738.49$779.51
739/740778/779Sep 30$0.53$0.4747%1.13$739.47$778.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 219 found (best R:R 33.48, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Sep 14$0.14$4.8613%34.71
$760.00$765.00$770.00Sep 14$0.56$4.4425%7.93
$760.00$765.00$770.00Sep 15$0.53$4.4724%8.43
$755.00$760.00$765.00Sep 15$0.36$4.6418%12.89
$755.00$760.00$765.00Sep 16$0.34$4.6617%13.71
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$775.00$785.00$795.00Oct 9$0.29$9.7125%33.48
$760.00$765.00$770.00Sep 14$0.59$4.4125%7.47
$755.00$760.00$765.00Sep 15$0.37$4.6318%12.51
$760.00$765.00$770.00Sep 15$0.55$4.4524%8.09
$755.00$760.00$765.00Sep 14$0.39$4.6119%11.82

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,051 found (best net $-24.68, 1,032 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 3-$24.68$35.32
$685.00$718.001:2Sep 3-$18.68$14.32
$755.00$765.001:2Sep 17-$2.90$7.10
$770.00$775.001:2Sep 14-$0.64$4.36
$775.00$780.001:2Sep 15-$0.04$4.96
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$800.00$785.001:2Sep 11-$1.07$13.93
$794.00$782.001:2Sep 9-$0.39$11.61
$798.00$786.001:2Sep 8-$4.35$7.65
$720.00$700.001:2Sep 17-$0.06$19.94
$770.00$765.001:2Sep 14-$1.73$3.27

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 303 found (best yield 1.84%, avg 0.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$770.00Oct 16$14.170.480.0%1.84%1.89%1179.9K
$771.00Oct 16$13.570.470.2%1.76%1.94%11.7K
$772.00Oct 16$12.990.470.3%1.69%1.99%41.7K
$773.00Oct 16$12.420.460.4%1.61%2.05%51.4K
$774.00Oct 16$11.860.450.6%1.54%2.10%51.2K
$775.00Oct 16$11.320.430.7%1.47%2.16%3615.0K
$776.00Oct 16$10.790.420.8%1.40%2.23%41.4K
$777.00Oct 16$10.280.410.9%1.34%2.29%11908
$778.00Oct 16$9.780.401.1%1.27%2.35%122.9K
$779.00Oct 16$9.300.391.2%1.21%2.42%71.9K

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 600,578
Total Puts 447,341
Put/Call Ratio 0.74
Net Difference 153,237

Prior's Put/Call Breakdown

Total Calls 308,889
Total Puts 327,297
Put/Call Ratio 1.06
Net Difference -18,408

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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