Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$769.55 +0.57%
9/3 09:55

Option Volume

Detail
Current (09/03 9:55am) 1,238,757
Calls: 693,684 (56%)
Puts: 545,073 (44%)
Prior (09/02) 752,270
Calls: 366,527 (49%)
Puts: 385,743 (51%)
Current vs Prior +64.67%
Calls: +89.26% (Calls)
Puts: +41.30% (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 -87.13%
Calls: -84.87%
Puts: -89.18%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/03 9:55am) $213.96M
Calls: $128.60M (60%)
Puts: $85.36M (40%)
Prior (09/02) $112.64M
Calls: $63.11M (56%)
Puts: $49.53M (44%)
Current vs Prior +89.94%
Calls: +103.77%
Puts: +72.32%
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 -80.04%
Calls: -77.22%
Puts: -83.18%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/03 9:55am) 0.79
Prior (09/02) 1.05
Current vs Prior -25.34%
Prior 7-Day Average 1.10
Current vs Prior 7-Day Avg -28.77%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/03 9:55am) 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 0.37% | 0.66%0.66% | 1.04%0.66% | 1.37%1.93% | 3.58%
Prior 0.56% | 0.79%0.20% | 0.79%0.79% | 1.39%1.85% | 3.61%
Current vs Prior -34.33% | -16.60%+233.52% | +30.34%-16.60% | -1.32%+4.20% | -0.82%
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 -36.53% | -17.09%+72.09% | +23.22%-18.20% | -8.11%-16.62% | -6.77%
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 -34.33% | -16.60%+233.52% | +30.34%-16.60% | -1.32%+4.20% | -0.82%
Sentiment BULLISHBEARISHBULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 0.70% | 0.40%
Calls: 0.68% | 0.36%
Puts: 0.72% | 0.43%
Prior 1.12% | 0.90%
Calls: 0.87% | 0.90%
Puts: 1.37% | 0.90%
Current vs Prior -37.50% | -55.56%
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% | -66.10%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 60% call dollar volume ($128.60M). Elevated premium activity with dollar volume up 90% vs prior. Above-average activity with volume up 65% vs prior. P/C ratio dropping 25% - 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
09:55BULLISHBULLISHBULLISH
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 2,222 of results (avg 2.4%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 3144.46144.62$144.540.1%--1.0022
$625.00Sep 4144.72144.90$144.810.1%--1.0026
$769.00Oct 1614.7314.75$14.740.1%460.501.9K
$620.00Sep 4149.69149.90$149.800.1%--1.0023
$635.00Sep 4134.72134.91$134.820.1%--1.0016
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$771.00Sep 188.198.20$8.200.1%1220.542.7K
$769.00Sep 187.307.31$7.310.1%4770.513.4K
$767.00Sep 186.516.52$6.520.2%4140.462.7K
$766.00Sep 186.156.16$6.160.2%2650.442.9K
$773.00Sep 3011.4311.45$11.440.2%920.57255

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 725 found (avg $0.34, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Sep 30.070.08$0.0812.5%37.0K0.063.4K
$773.00Sep 30.130.14$0.147.1%30.6K0.104.3K
$772.00Sep 30.260.27$0.273.7%51.6K0.196.4K
$771.00Sep 30.510.52$0.521.9%87.3K0.307.8K
$770.00Sep 30.900.91$0.911.1%124.9K0.448.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 30.180.19$0.195.3%26.1K0.109.6K
$764.00Sep 30.130.14$0.147.1%24.1K0.086.0K
$766.00Sep 30.270.28$0.283.6%19.9K0.155.1K
$763.00Sep 30.090.10$0.1010.0%15.4K0.056.4K
$762.00Sep 30.070.08$0.0812.5%19.4K0.047.0K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,028 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 3144.46144.62$144.540.1%--1.0022
$685.00Sep 384.4684.62$84.540.2%11.0013
$718.00Sep 351.4851.63$51.560.3%21.0032
$719.00Sep 350.4850.63$50.560.3%21.00--
$720.00Sep 349.4849.63$49.560.3%21.001
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Sep 410.3810.55$10.471.6%6091.0010
$781.00Sep 411.3711.57$11.471.7%301.00--
$782.00Sep 412.3712.56$12.471.5%111.00--
$783.00Sep 413.3613.56$13.461.5%701.00--
$784.00Sep 414.3614.56$14.461.4%1401.00--

Most actively traded options today. High liquidity = easy entry/exit. 1,706 active (total vol 1.2M, top 124.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Sep 30.900.91$0.911.1%124.9K0.448.0K
$771.00Sep 30.510.52$0.521.9%87.3K0.307.8K
$769.00Sep 31.451.46$1.460.7%69.9K0.582.9K
$772.00Sep 30.260.27$0.273.7%51.6K0.196.4K
$779.00Sep 183.163.18$3.170.6%37.7K0.293.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Sep 30.920.93$0.931.1%61.5K0.421.8K
$768.00Sep 30.610.62$0.621.6%49.6K0.301.2K
$770.00Sep 31.371.38$1.380.7%31.2K0.561.5K
$767.00Sep 30.400.41$0.412.4%26.9K0.211.8K
$765.00Sep 30.180.19$0.195.3%26.1K0.109.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 30.6%, max 44.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Sep 3Oct 1616.8%11.6%44.9%4.5K11.7K
$767.00Sep 3Oct 1615.7%11.5%36.4%9.3K11.9K
$768.00Sep 3Oct 1615.0%11.4%31.5%24.9K10.8K
$769.00Sep 3Oct 1614.2%11.3%25.6%70.0K4.8K
$770.00Sep 3Oct 1613.8%11.1%23.6%125.0K17.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Sep 3Oct 1616.8%11.6%44.9%19.9K9.5K
$767.00Sep 3Oct 1615.7%11.5%36.4%26.9K7.5K
$768.00Sep 3Oct 1615.0%11.4%31.5%49.8K4.6K
$769.00Sep 3Oct 1614.2%11.3%25.6%61.6K3.0K
$770.00Sep 3Oct 1613.8%11.1%23.6%32.0K10.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 752 found (best R:R 4.88, avg 5.03)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$724.00$725.00Oct 16$0.17$0.83$0.1786%4.88$724.17
$746.00$747.00Oct 16$0.15$0.85$0.1574%5.67$746.15
$728.00$729.00Oct 16$0.26$0.74$0.2685%2.85$728.26
$751.00$752.00Sep 18$0.26$0.74$0.2680%2.85$751.26
$757.00$758.00Sep 18$0.19$0.81$0.1973%4.26$757.19
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$788.00$786.00Sep 25$0.95$1.05$0.9583%1.11$787.05
$794.00$793.00Sep 25$0.30$0.70$0.3090%2.33$793.70
$787.00$785.00Oct 2$1.01$0.99$1.0177%0.98$785.99
$795.00$793.00Sep 30$1.25$0.75$1.2588%0.60$793.75
$786.00$785.00Sep 30$0.28$0.72$0.2877%2.57$785.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 559 found (best R:R 1.13, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Sep 17$2.65$2.65$2.3551%1.13$772.65
$770.00$775.00Sep 15$2.56$2.56$2.4451%1.05$772.56
$770.00$775.00Sep 14$2.52$2.52$2.4851%1.02$772.52
$770.00$775.00Sep 16$2.60$2.60$2.4051%1.08$772.60
$775.00$780.00Sep 15$1.73$1.73$3.2764%0.53$776.73
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$768.00$767.00Sep 3$0.21$0.21$0.7970%0.27$767.79
$755.00$754.00Sep 11$0.12$0.12$0.8884%0.14$754.88
$764.00$763.00Sep 4$0.13$0.13$0.8782%0.15$763.87
$767.00$766.00Sep 3$0.13$0.13$0.8779%0.15$766.87
$767.00$766.00Sep 4$0.25$0.25$0.7568%0.33$766.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $1.09, cheapest $0.94)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$768.00Sep 3Sep 4$1.2615.0%12.9%
$769.00Sep 3Sep 4$1.3014.2%12.6%
$770.00Sep 3Sep 4$1.2913.8%12.8%
$771.00Sep 3Sep 4$1.1713.4%12.5%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$768.00Sep 3Sep 4$0.9415.0%12.9%
$769.00Sep 3Sep 4$0.9714.2%12.6%
$770.00Sep 3Sep 4$0.9613.8%12.8%
$771.00Sep 3Sep 4$0.8613.4%12.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 863 found (cheapest 0.30% of stock, avg 3.91%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$770.00Sep 3$0.91$1.38$2.29$767.71$772.290.30%
$769.00Sep 3$1.46$0.93$2.39$766.61$771.390.31%
$771.00Sep 3$0.52$1.98$2.50$768.50$773.500.32%
$768.00Sep 3$2.15$0.62$2.77$765.23$770.770.36%
$772.00Sep 3$0.27$2.74$3.01$768.99$775.010.39%
$767.00Sep 3$2.94$0.41$3.35$763.65$770.350.44%
$773.00Sep 3$0.14$3.60$3.74$769.26$776.740.49%
$766.00Sep 3$3.81$0.28$4.09$761.91$770.090.53%
$770.00Sep 4$2.20$2.34$4.54$765.46$774.540.59%
$771.00Sep 4$1.69$2.84$4.53$766.47$775.530.59%

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
$773.00$765.00Sep 3$0.14$0.19$0.33$764.67$773.33
$774.00$765.00Sep 3$0.08$0.19$0.27$764.73$774.27
$773.00$766.00Sep 3$0.14$0.28$0.42$765.58$773.42
$774.00$766.00Sep 3$0.08$0.28$0.36$765.64$774.36
$772.00$765.00Sep 3$0.27$0.19$0.46$764.54$772.46
$774.00$767.00Sep 3$0.08$0.41$0.49$766.51$774.49
$772.00$766.00Sep 3$0.27$0.28$0.55$765.45$772.55
$773.00$767.00Sep 3$0.14$0.41$0.55$766.45$773.55
$772.00$767.00Sep 3$0.27$0.41$0.68$766.32$772.68
$771.00$765.00Sep 3$0.52$0.19$0.71$764.29$771.71

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 407 found (best R:R 0.96, avg credit $0.59)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
746/747778/779Sep 18$0.49$0.5152%0.96$746.51$778.49
746/747777/778Sep 18$0.51$0.4950%1.04$746.49$777.51
739/740778/779Sep 25$0.50$0.5051%1.00$739.50$778.50
738/739778/779Sep 30$0.53$0.4748%1.13$738.47$778.53
754/755775/776Sep 11$0.50$0.5050%1.00$754.50$775.50
741/742778/779Sep 25$0.51$0.4950%1.04$741.49$778.51
737/738778/779Sep 30$0.52$0.4848%1.08$737.48$778.52
738/739779/780Sep 30$0.51$0.4949%1.04$738.49$779.51
747/748778/779Sep 18$0.49$0.5151%0.96$747.51$778.49
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. 238 found (best R:R 7.93, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Sep 14$0.56$4.4425%7.93
$760.00$765.00$770.00Sep 15$0.54$4.4624%8.26
$755.00$760.00$765.00Sep 14$0.39$4.6119%11.82
$755.00$760.00$765.00Sep 15$0.37$4.6318%12.51
$750.00$755.00$760.00Sep 15$0.25$4.7513%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Sep 14$0.58$4.4225%7.62
$755.00$760.00$765.00Sep 14$0.38$4.6219%12.16
$760.00$765.00$770.00Sep 15$0.55$4.4524%8.09
$755.00$760.00$765.00Sep 15$0.37$4.6318%12.51
$755.00$760.00$765.00Sep 16$0.35$4.6517%13.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,043 found (best net $-24.54, 1,025 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 3-$24.54$35.46
$685.00$718.001:2Sep 3-$18.58$14.42
$755.00$765.001:2Sep 17-$2.69$7.31
$770.00$775.001:2Sep 14-$0.59$4.41
$775.00$780.001:2Sep 15-$0.01$4.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$798.00$787.001:2Sep 8-$6.47$4.53
$795.00$785.001:2Sep 11-$6.31$3.69
$794.00$785.001:2Sep 9-$6.47$2.53
$720.00$700.001:2Sep 17-$0.06$19.94
$770.00$765.001:2Sep 14-$1.76$3.24

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 302 found (best yield 1.83%, avg 0.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$770.00Oct 16$14.120.480.1%1.83%1.89%1249.9K
$771.00Oct 16$13.520.470.2%1.76%1.95%11.7K
$772.00Oct 16$12.940.470.3%1.68%2.00%91.7K
$773.00Oct 16$12.370.460.5%1.61%2.06%51.4K
$774.00Oct 16$11.810.450.6%1.53%2.11%51.2K
$775.00Oct 16$11.270.430.7%1.46%2.17%3815.0K
$776.00Oct 16$10.750.420.8%1.40%2.24%41.4K
$777.00Oct 16$10.240.411.0%1.33%2.30%11908
$778.00Oct 16$9.740.401.1%1.27%2.36%142.9K
$779.00Oct 16$9.260.391.2%1.20%2.43%81.9K

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 693,684
Total Puts 545,073
Put/Call Ratio 0.79
Net Difference 148,611

Prior's Put/Call Breakdown

Total Calls 366,527
Total Puts 385,743
Put/Call Ratio 1.05
Net Difference -19,216

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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