Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$769.07 +0.51%
9/3 10:00

Option Volume

Detail
Current (09/03 10:00am) 1,408,039
Calls: 778,009 (55%)
Puts: 630,030 (45%)
Prior (09/02) 886,548
Calls: 435,896 (49%)
Puts: 450,652 (51%)
Current vs Prior +58.82%
Calls: +78.49% (Calls)
Puts: +39.80% (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 -85.37%
Calls: -83.03%
Puts: -87.50%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/03 10:00am) $233.55M
Calls: $131.61M (56%)
Puts: $101.93M (44%)
Prior (09/02) $136.25M
Calls: $83.81M (62%)
Puts: $52.44M (38%)
Current vs Prior +71.41%
Calls: +57.03%
Puts: +94.40%
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 -78.22%
Calls: -76.69%
Puts: -79.91%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/03 10:00am) 0.81
Prior (09/02) 1.03
Current vs Prior -21.67%
Prior 7-Day Average 1.10
Current vs Prior 7-Day Avg -26.60%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/03 10:00am) 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 0.35% | 0.64%0.64% | 1.02%0.64% | 1.35%1.90% | 3.57%
Prior 0.56% | 0.79%0.20% | 0.79%0.79% | 1.39%1.85% | 3.61%
Current vs Prior -37.30% | -19.33%+222.60% | +27.80%-19.33% | -2.66%+2.79% | -1.26%
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 -39.40% | -19.80%+66.45% | +20.82%-20.87% | -9.36%-17.75% | -7.19%
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 -37.30% | -19.33%+222.60% | +27.80%-19.33% | -2.66%+2.79% | -1.26%
Sentiment BULLISHBEARISHBULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 1.96% | 1.62%
Calls: 2.65% | 1.65%
Puts: 1.27% | 1.60%
Prior 1.12% | 0.90%
Calls: 0.87% | 0.90%
Puts: 1.37% | 0.90%
Current vs Prior +75.00% | +80.00%
Prior 7-Day Avg 1.49% | 1.18%
Calls: 1.14% | 1.11%
Puts: 1.84% | 1.25%
Current vs 7-Day Avg +31.54% | +37.29%
Liquidity Good
+
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🤖 AI Insights

Elevated premium activity with dollar volume up 71% vs prior. Above-average activity with volume up 59% vs prior. P/C ratio dropping 22% - sentiment shifting bullish. Put-heavy open interest (7,141,306 puts vs 2,526,461 calls) suggests hedging or bearish positioning.

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
10:00BULLISHBULLISHBULLISH
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 2,032 of results (avg 2.8%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Sep 4149.21149.50$149.360.2%--1.0023
$625.00Sep 3143.95144.23$144.090.2%--1.0022
$625.00Sep 4144.22144.51$144.370.2%--0.9726
$630.00Sep 4139.22139.51$139.370.2%--0.9910
$635.00Sep 4134.22134.51$134.370.2%--0.9916
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 1614.7714.82$14.800.3%--0.56970
$773.00Oct 1614.3014.35$14.330.3%10.55896
$772.00Sep 3011.1311.17$11.150.4%480.56517
$772.00Oct 1613.8513.90$13.880.4%520.542.0K
$771.00Sep 3010.6710.71$10.690.4%1130.55343

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 727 found (avg $0.34, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$810.00Sep 170.050.06$0.0616.7%10.06--
$773.00Sep 30.090.10$0.1010.0%36.0K0.084.3K
$772.00Sep 30.170.18$0.185.6%57.9K0.156.4K
$774.00Sep 30.050.06$0.0616.7%39.5K0.053.4K
$771.00Sep 30.340.35$0.352.9%100.5K0.257.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$764.00Sep 30.130.14$0.147.1%26.0K0.086.0K
$763.00Sep 30.090.10$0.1010.0%18.1K0.056.4K
$765.00Sep 30.190.20$0.205.0%33.1K0.119.6K
$761.00Sep 30.050.06$0.0616.7%5.1K0.035.0K
$766.00Sep 30.290.30$0.303.3%22.4K0.165.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,038 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Sep 4149.21149.50$149.360.2%--1.0023
$665.00Sep 4104.24104.52$104.380.3%--1.0024
$700.00Sep 1468.4572.10$70.285.2%--1.0010
$616.00Sep 18152.48156.13$154.312.4%--1.0012
$617.00Sep 18151.48155.13$153.312.4%--1.0070
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$776.00Sep 36.807.01$6.903.0%1251.00--
$777.00Sep 37.798.07$7.933.5%531.001
$778.00Sep 38.789.06$8.923.1%271.001
$780.00Sep 310.7811.06$10.922.6%241.0027
$783.00Sep 313.7714.06$13.922.1%151.00--

Most actively traded options today. High liquidity = easy entry/exit. 1,775 active (total vol 1.4M, top 144.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Sep 30.650.66$0.661.5%144.5K0.398.0K
$771.00Sep 30.340.35$0.352.9%100.5K0.257.8K
$769.00Sep 31.111.14$1.132.7%77.2K0.542.9K
$772.00Sep 30.170.18$0.185.6%57.9K0.156.4K
$774.00Sep 30.050.06$0.0616.7%39.5K0.053.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Sep 31.051.06$1.060.9%79.1K0.461.8K
$768.00Sep 30.680.70$0.692.9%61.1K0.331.2K
$770.00Sep 31.571.59$1.581.3%39.2K0.611.5K
$765.00Sep 30.190.20$0.205.0%33.1K0.119.6K
$767.00Sep 30.440.46$0.454.4%30.9K0.231.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 22.7%, max 38.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Sep 3Oct 1616.0%11.6%38.2%4.7K11.7K
$767.00Sep 3Oct 1614.8%11.5%29.0%9.8K11.9K
$768.00Sep 3Oct 1613.9%11.3%23.0%27.7K10.8K
$769.00Sep 3Oct 1613.0%11.2%16.4%77.2K4.8K
$770.00Sep 3Oct 1612.9%11.1%16.3%144.6K17.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Sep 3Oct 1616.0%11.6%38.2%22.4K9.5K
$767.00Sep 3Oct 1614.8%11.5%29.0%30.9K7.5K
$768.00Sep 3Oct 1613.6%11.3%20.0%61.3K4.6K
$769.00Sep 3Oct 1613.0%11.2%16.4%79.3K3.0K
$770.00Sep 3Oct 1612.9%11.1%16.3%40.2K10.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 720 found (best R:R 1.78, avg 5.37)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$720.00$721.00Sep 30$0.23$0.77$0.2394%3.35$720.23
$729.00$730.00Sep 11$0.30$0.70$0.3098%2.33$729.30
$726.00$727.00Oct 16$0.20$0.80$0.2086%4.00$726.20
$756.00$757.00Sep 11$0.17$0.83$0.1783%4.88$756.17
$714.00$715.00Sep 18$0.32$0.68$0.3296%2.12$714.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$775.00$770.00Sep 16$1.80$3.20$1.8063%1.78$773.20
$775.00$770.00Sep 14$1.92$3.08$1.9267%1.60$773.08
$780.00$775.00Sep 15$2.75$2.25$2.7580%0.82$777.25
$795.00$793.00Sep 30$0.86$1.14$0.8688%1.33$794.14
$720.00$700.00Sep 17$0.22$19.78$0.227%89.91$719.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 557 found (best R:R 1.07, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Sep 17$2.58$2.58$2.4252%1.07$772.58
$770.00$775.00Sep 14$2.43$2.43$2.5752%0.95$772.43
$770.00$775.00Sep 16$2.53$2.53$2.4752%1.02$772.53
$775.00$780.00Sep 17$1.88$1.88$3.1264%0.60$776.88
$775.00$780.00Sep 16$1.80$1.80$3.2063%0.56$776.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$769.00$768.00Sep 3$0.37$0.37$0.6354%0.59$768.63
$768.00$767.00Sep 3$0.24$0.24$0.7667%0.32$767.76
$767.00$766.00Sep 3$0.15$0.15$0.8577%0.18$766.85
$763.00$762.00Sep 4$0.11$0.11$0.8984%0.12$762.89
$769.00$768.00Sep 4$0.40$0.40$0.6054%0.67$768.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.11, cheapest $1.28)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$768.00Sep 3Sep 4$1.2813.9%12.4%
$769.00Sep 3Sep 4$1.3013.0%12.1%
$770.00Sep 3Sep 4$1.2312.9%12.8%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$768.00Sep 3Sep 4$0.9513.6%12.4%
$769.00Sep 3Sep 4$0.9813.0%12.1%
$770.00Sep 3Sep 4$0.9212.9%12.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 872 found (cheapest 0.28% of stock, avg 3.89%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$769.00Sep 3$1.13$1.06$2.19$766.81$771.190.28%
$770.00Sep 3$0.66$1.58$2.24$767.76$772.240.29%
$768.00Sep 3$1.76$0.69$2.45$765.55$770.450.32%
$771.00Sep 3$0.35$2.28$2.63$768.37$773.630.34%
$767.00Sep 3$2.51$0.45$2.96$764.04$769.960.38%
$772.00Sep 3$0.18$3.11$3.29$768.71$775.290.43%
$766.00Sep 3$3.37$0.30$3.67$762.33$769.670.48%
$773.00Sep 3$0.10$4.02$4.12$768.88$777.120.54%
$770.00Sep 4$1.89$2.50$4.39$765.61$774.390.57%
$765.00Sep 3$4.28$0.20$4.48$760.52$769.480.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 385 found (cheapest 0.04% of stock, avg 1.33%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$773.00$765.00Sep 3$0.10$0.20$0.30$764.70$773.30
$772.00$765.00Sep 3$0.18$0.20$0.38$764.62$772.38
$773.00$766.00Sep 3$0.10$0.30$0.40$765.60$773.40
$772.00$766.00Sep 3$0.18$0.30$0.48$765.52$772.48
$771.00$765.00Sep 3$0.35$0.20$0.55$764.45$771.55
$773.00$767.00Sep 3$0.10$0.45$0.55$766.45$773.55
$772.00$767.00Sep 3$0.18$0.45$0.63$766.37$772.63
$771.00$766.00Sep 3$0.35$0.30$0.65$765.35$771.65
$771.00$767.00Sep 3$0.35$0.45$0.80$766.20$771.80
$773.00$768.00Sep 3$0.10$0.69$0.79$767.21$773.79

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 425 found (best R:R 1.08, avg credit $0.57)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
738/739777/778Sep 25$0.52$0.4850%1.08$738.48$777.52
741/742777/778Sep 25$0.53$0.4748%1.13$741.47$777.53
735/736778/779Sep 30$0.51$0.4950%1.04$735.49$778.51
737/738778/779Sep 30$0.52$0.4849%1.08$737.48$778.52
740/741777/778Sep 25$0.52$0.4849%1.08$740.48$777.52
744/745777/778Sep 25$0.55$0.4546%1.22$744.45$777.55
735/736779/780Sep 30$0.49$0.5152%0.96$735.51$779.49
736/737779/780Oct 2$0.52$0.4849%1.08$736.48$779.52
743/744777/778Sep 25$0.54$0.4647%1.17$743.46$777.54
737/738779/780Sep 30$0.50$0.5051%1.00$737.50$779.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 208 found (best R:R 37.46, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Sep 14$0.56$4.4426%7.93
$750.00$755.00$760.00Sep 14$0.22$4.7813%21.73
$765.00$770.00$775.00Sep 15$0.75$4.2529%5.67
$755.00$760.00$765.00Sep 14$0.44$4.5619%10.36
$765.00$770.00$775.00Sep 14$0.81$4.1930%5.17
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Sep 14$0.13$4.8730%37.46
$770.00$775.00$780.00Sep 15$0.17$4.8329%28.41
$765.00$770.00$775.00Sep 17$0.48$4.5224%9.42
$755.00$760.00$765.00Sep 17$0.36$4.6419%12.89
$760.00$765.00$770.00Sep 14$0.61$4.3926%7.20

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,047 found (best net $-24.09, 1,027 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 3-$24.09$35.91
$685.00$718.001:2Sep 3-$18.11$14.89
$810.00$905.001:2Sep 10$0.00$95.00
$840.00$875.001:2Sep 8-$0.01$34.99
$806.00$830.001:2Sep 9$0.00$24.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$795.00$785.001:2Sep 11-$5.41$4.59
$798.00$787.001:2Sep 8-$6.93$4.07
$794.00$785.001:2Sep 9-$6.91$2.09
$720.00$700.001:2Sep 17-$0.07$19.93
$720.00$705.001:2Sep 16-$0.10$14.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 308 found (best yield 1.79%, avg 0.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$770.00Oct 16$13.790.480.1%1.79%1.91%1289.9K
$771.00Oct 16$13.200.460.2%1.72%1.97%11.7K
$772.00Oct 16$12.620.460.4%1.64%2.02%131.7K
$773.00Oct 16$12.060.450.5%1.57%2.08%171.4K
$774.00Oct 16$11.510.440.6%1.50%2.14%91.2K
$775.00Oct 16$10.980.430.8%1.43%2.20%4015.0K
$776.00Oct 16$10.460.420.9%1.36%2.26%41.4K
$777.00Oct 16$9.960.411.0%1.30%2.33%14908
$778.00Oct 16$9.470.391.2%1.23%2.39%172.9K
$779.00Oct 16$8.990.381.3%1.17%2.46%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 778,009
Total Puts 630,030
Put/Call Ratio 0.81
Net Difference 147,979

Prior's Put/Call Breakdown

Total Calls 435,896
Total Puts 450,652
Put/Call Ratio 1.03
Net Difference -14,756

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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