Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$768.69 +0.46%
9/3 10:55

Option Volume

Detail
Current (09/03 10:55am) 3,391,196
Calls: 1,715,330 (51%)
Puts: 1,675,866 (49%)
Prior (09/02) 3,110,935
Calls: 1,513,835 (49%)
Puts: 1,597,100 (51%)
Current vs Prior +9.01%
Calls: +13.31% (Calls)
Puts: +4.93% (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 -64.76%
Calls: -62.59%
Puts: -66.74%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/03 10:55am) $484.55M
Calls: $261.94M (54%)
Puts: $222.61M (46%)
Prior (09/02) $530.48M
Calls: $353.71M (67%)
Puts: $176.77M (33%)
Current vs Prior -8.66%
Calls: -25.94%
Puts: +25.93%
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 -54.80%
Calls: -53.61%
Puts: -56.13%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/03 10:55am) 0.98
Prior (09/02) 1.05
Current vs Prior -7.39%
Prior 7-Day Average 1.10
Current vs Prior 7-Day Avg -11.44%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/03 10:55am) 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 0.32% | 0.64%0.64% | 1.01%0.64% | 1.34%1.87% | 3.54%
Prior 0.56% | 0.79%0.20% | 0.79%0.79% | 1.39%1.85% | 3.61%
Current vs Prior -42.59% | -18.96%+224.11% | +27.37%-18.95% | -3.18%+1.23% | -1.93%
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 -44.51% | -19.44%+67.23% | +20.42%-20.50% | -9.85%-19.00% | -7.82%
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 -42.59% | -18.96%+224.11% | +27.37%-18.95% | -3.18%+1.23% | -1.93%
Sentiment BULLISHBEARISHBULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 1.27% | 1.00%
Calls: 0.74% | 1.09%
Puts: 1.79% | 0.91%
Prior 1.12% | 0.90%
Calls: 0.87% | 0.90%
Puts: 1.37% | 0.90%
Current vs Prior +13.39% | +11.11%
Prior 7-Day Avg 1.49% | 1.18%
Calls: 1.14% | 1.11%
Puts: 1.84% | 1.25%
Current vs 7-Day Avg -14.77% | -15.25%
Liquidity Excellent
+
Add Card

🤖 AI Insights

Put-heavy open interest (7,141,306 puts vs 2,526,461 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
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
10:55BULLISHNEUTRALBULLISH
10:50BULLISHNEUTRALBULLISH
10:45BEARISHNEUTRALMIXED
10:40BEARISHNEUTRALMIXED
10:35BEARISHNEUTRALMIXED
10:30BULLISHNEUTRALBULLISH
10:25BULLISHNEUTRALBULLISH
10:20BULLISHNEUTRALBULLISH
10:15BEARISHNEUTRALMIXED
10:10BEARISHNEUTRALMIXED
10:05BEARISHNEUTRALMIXED
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 2,236 of results (avg 2.6%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Sep 259.329.33$9.320.1%2060.491.7K
$772.00Oct 1612.2412.26$12.250.2%150.461.7K
$774.00Oct 1611.1511.17$11.160.2%460.431.2K
$768.00Sep 3010.3410.36$10.350.2%1900.49768
$776.00Oct 1610.1110.13$10.120.2%560.411.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$771.00Oct 211.2811.30$11.290.2%820.55267
$758.00Sep 255.425.43$5.430.2%350.34604
$769.00Sep 309.919.93$9.920.2%4640.53723
$767.00Oct 29.609.62$9.610.2%320.49754
$755.00Sep 254.734.74$4.740.2%780.30673

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 728 found (avg $0.34, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Sep 30.080.09$0.0911.1%132.4K0.086.4K
$771.00Sep 30.180.19$0.195.3%186.4K0.157.8K
$770.00Sep 30.400.41$0.412.4%305.4K0.288.0K
$769.00Sep 30.780.79$0.791.3%263.1K0.442.9K
$779.00Sep 40.050.06$0.0616.7%2.0K0.033.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$764.00Sep 30.100.11$0.119.1%59.8K0.086.0K
$766.00Sep 30.250.26$0.263.8%80.7K0.175.1K
$765.00Sep 30.160.17$0.175.9%79.6K0.119.6K
$763.00Sep 30.070.08$0.0812.5%55.0K0.056.4K
$767.00Sep 30.420.43$0.432.3%166.4K0.271.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,086 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 3143.28143.72$143.500.3%--1.0022
$685.00Sep 383.1783.72$83.450.7%11.0013
$718.00Sep 350.4850.72$50.600.5%151.0032
$719.00Sep 349.4849.73$49.610.5%151.00--
$720.00Sep 348.4848.72$48.600.5%91.001
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$778.00Sep 49.239.47$9.352.6%1.7K1.009
$779.00Sep 410.2410.85$10.555.8%1.3K1.0015
$780.00Sep 411.2611.61$11.433.1%1.4K1.0010
$781.00Sep 412.2412.85$12.554.9%1.1K1.00--
$782.00Sep 413.2413.55$13.402.3%3951.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,059 active (total vol 3.4M, top 305.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Sep 30.400.41$0.412.4%305.4K0.288.0K
$769.00Sep 30.780.79$0.791.3%263.1K0.442.9K
$771.00Sep 30.180.19$0.195.3%186.4K0.157.8K
$772.00Sep 30.080.09$0.0911.1%132.4K0.086.4K
$768.00Sep 31.351.36$1.360.7%117.3K0.607.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Sep 30.690.70$0.701.4%249.6K0.401.2K
$769.00Sep 31.111.13$1.121.8%169.3K0.561.8K
$767.00Sep 30.420.43$0.432.3%166.4K0.271.8K
$766.00Sep 30.250.26$0.263.8%80.7K0.175.1K
$765.00Sep 30.160.17$0.175.9%79.6K0.119.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 19.3%, max 31.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Sep 3Oct 1614.9%11.4%31.1%12.4K11.7K
$767.00Sep 3Oct 1613.8%11.2%23.1%32.6K11.9K
$768.00Sep 3Oct 1613.0%11.1%16.5%117.5K10.8K
$769.00Sep 3Oct 1612.5%11.0%14.0%263.2K4.8K
$770.00Sep 3Oct 1612.2%10.9%12.0%305.7K17.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Sep 3Oct 1614.9%11.4%31.1%80.7K9.5K
$767.00Sep 3Oct 1613.8%11.2%23.1%166.5K7.5K
$768.00Sep 3Oct 1613.0%11.1%16.5%250.2K4.6K
$769.00Sep 3Oct 1612.5%11.0%14.0%169.5K3.0K
$770.00Sep 3Oct 1612.2%10.9%12.0%72.1K10.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 726 found (best R:R 1.20, avg 4.98)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$741.00$745.00Oct 9$1.82$2.18$1.8279%1.20$742.82
$730.00$731.00Oct 16$0.10$0.90$0.1084%9.00$730.10
$721.00$722.00Oct 16$0.14$0.86$0.1487%6.14$721.14
$718.00$719.00Oct 16$0.16$0.84$0.1688%5.25$718.16
$724.00$725.00Oct 16$0.16$0.84$0.1686%5.25$724.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$784.00$782.00Sep 30$0.59$1.41$0.5976%2.39$783.41
$780.00$775.00Sep 17$2.63$2.37$2.6375%0.90$777.37
$789.00$787.00Oct 2$0.76$1.24$0.7681%1.63$788.24
$795.00$791.00Oct 16$2.34$1.66$2.3480%0.71$792.66
$793.00$790.00Sep 30$1.82$1.18$1.8288%0.65$791.18

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 547 found (best R:R 1.01, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Sep 17$2.51$2.51$2.4952%1.01$772.51
$770.00$775.00Sep 15$2.39$2.39$2.6153%0.92$772.39
$770.00$775.00Sep 16$2.46$2.46$2.5453%0.97$772.46
$770.00$775.00Sep 14$2.33$2.33$2.6754%0.87$772.33
$775.00$780.00Sep 17$1.81$1.81$3.1964%0.57$776.81
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$767.00$766.00Sep 3$0.17$0.17$0.8373%0.20$766.83
$763.00$762.00Sep 4$0.12$0.12$0.8883%0.14$762.88
$760.00$759.00Sep 8$0.12$0.12$0.8884%0.14$759.88
$759.00$758.00Sep 8$0.10$0.10$0.9086%0.11$758.90
$753.00$752.00Sep 11$0.10$0.10$0.9086%0.11$752.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $1.23, cheapest $1.07)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$768.00Sep 3Sep 4$1.4013.0%12.3%
$769.00Sep 3Sep 4$1.3812.5%12.6%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$768.00Sep 3Sep 4$1.0713.0%12.3%
$769.00Sep 3Sep 4$1.0712.5%12.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 920 found (cheapest 0.25% of stock, avg 3.90%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$769.00Sep 3$0.79$1.12$1.91$767.09$770.910.25%
$768.00Sep 3$1.36$0.70$2.06$765.94$770.060.27%
$770.00Sep 3$0.41$1.73$2.14$767.86$772.140.28%
$767.00Sep 3$2.09$0.43$2.52$764.48$769.520.33%
$771.00Sep 3$0.19$2.51$2.70$768.30$773.700.35%
$766.00Sep 3$2.93$0.26$3.19$762.81$769.190.41%
$772.00Sep 3$0.09$3.42$3.51$768.49$775.510.46%
$765.00Sep 3$3.83$0.17$4.00$761.00$769.000.52%
$769.00Sep 4$2.17$2.19$4.36$764.64$773.360.57%
$770.00Sep 4$1.67$2.68$4.35$765.65$774.350.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 385 found (cheapest 0.03% of stock, avg 1.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$772.00$764.00Sep 3$0.09$0.11$0.20$763.80$772.20
$772.00$765.00Sep 3$0.09$0.17$0.26$764.74$772.26
$771.00$764.00Sep 3$0.19$0.11$0.30$763.70$771.30
$771.00$765.00Sep 3$0.19$0.17$0.36$764.64$771.36
$772.00$766.00Sep 3$0.09$0.26$0.35$765.65$772.35
$771.00$766.00Sep 3$0.19$0.26$0.45$765.55$771.45
$772.00$767.00Sep 3$0.09$0.43$0.52$766.48$772.52
$770.00$764.00Sep 3$0.41$0.11$0.52$763.48$770.52
$771.00$767.00Sep 3$0.19$0.43$0.62$766.38$771.62
$770.00$765.00Sep 3$0.41$0.17$0.58$764.42$770.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 417 found (best R:R 1.00, avg credit $0.62)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
743/744776/777Sep 18$0.50$0.5052%1.00$743.50$776.50
733/734778/779Oct 2$0.52$0.4850%1.08$733.48$778.52
745/746776/777Sep 18$0.51$0.4950%1.04$745.49$776.51
740/741776/777Sep 25$0.53$0.4748%1.13$740.47$776.53
738/739778/779Oct 2$0.54$0.4647%1.17$738.46$778.54
743/744775/776Sep 18$0.51$0.4950%1.04$743.49$775.51
747/748776/777Sep 18$0.52$0.4849%1.08$747.48$776.52
739/740776/777Sep 25$0.52$0.4849%1.08$739.48$776.52
740/741778/779Sep 25$0.49$0.5152%0.96$740.51$778.49
736/737777/778Sep 30$0.52$0.4849%1.08$736.48$777.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 261 found (best R:R 30.25, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Sep 17$0.16$4.8417%30.25
$750.00$755.00$760.00Sep 14$0.10$4.9014%49.00
$755.00$760.00$765.00Sep 15$0.37$4.6319%12.51
$760.00$765.00$770.00Sep 14$0.61$4.3926%7.20
$760.00$765.00$770.00Sep 15$0.57$4.4325%7.77
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Sep 14$0.43$4.5720%10.63
$755.00$760.00$765.00Sep 15$0.41$4.5920%11.20
$760.00$765.00$770.00Sep 14$0.63$4.3726%6.94
$755.00$760.00$765.00Sep 16$0.39$4.6118%11.82
$750.00$755.00$760.00Sep 14$0.28$4.7214%16.86

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,052 found (best net $-23.40, 1,032 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 3-$23.40$36.60
$685.00$718.001:2Sep 3-$17.75$15.25
$770.00$775.001:2Sep 14-$0.35$4.65
$770.00$775.001:2Sep 15-$0.62$4.38
$775.00$780.001:2Sep 16-$0.29$4.71
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$770.00$765.001:2Sep 14-$1.77$3.23
$765.00$760.001:2Sep 14-$1.17$3.83
$775.00$770.001:2Sep 14-$2.78$2.22
$720.00$705.001:2Sep 17-$0.16$14.84
$760.00$755.001:2Sep 14-$0.80$4.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 296 found (best yield 1.82%, avg 0.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$769.00Oct 16$13.990.480.0%1.82%1.86%1081.9K
$770.00Oct 16$13.390.470.2%1.74%1.91%2739.9K
$771.00Oct 16$12.810.470.3%1.67%1.97%81.7K
$772.00Oct 16$12.240.460.4%1.59%2.02%151.7K
$773.00Oct 16$11.680.450.6%1.52%2.08%401.4K
$774.00Oct 16$11.150.430.7%1.45%2.14%461.2K
$775.00Oct 16$10.610.420.8%1.38%2.20%12315.0K
$776.00Oct 16$10.110.410.9%1.32%2.27%561.4K
$777.00Oct 16$9.600.401.1%1.25%2.33%30908
$778.00Oct 16$9.130.391.2%1.19%2.40%892.9K

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 1,715,330
Total Puts 1,675,866
Put/Call Ratio 0.98
Net Difference 39,464

Prior's Put/Call Breakdown

Total Calls 1,513,835
Total Puts 1,597,100
Put/Call Ratio 1.05
Net Difference -83,265

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
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All