Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$772.45 +0.95%
9/3 12:35

Option Volume

Detail
Current (09/03 12:35pm) 7,260,163
Calls: 3,716,672 (51%)
Puts: 3,543,491 (49%)
Prior (09/02) 5,269,478
Calls: 2,373,458 (45%)
Puts: 2,896,020 (55%)
Current vs Prior +37.78%
Calls: +56.59% (Calls)
Puts: +22.36% (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 -24.56%
Calls: -18.93%
Puts: -29.67%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/03 12:35pm) $1.26B
Calls: $953.43M (76%)
Puts: $304.85M (24%)
Prior (09/02) $726.31M
Calls: $414.91M (57%)
Puts: $311.40M (43%)
Current vs Prior +73.24%
Calls: +129.79%
Puts: -2.10%
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 +17.36%
Calls: +68.86%
Puts: -39.93%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/03 12:35pm) 0.95
Prior (09/02) 1.22
Current vs Prior -21.86%
Prior 7-Day Average 1.10
Current vs Prior 7-Day Avg -13.58%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/03 12:35pm) 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 0.28% | 0.62%0.62% | 0.98%0.62% | 1.31%1.81% | 3.50%
Prior 0.56% | 0.79%0.20% | 0.79%0.79% | 1.39%1.85% | 3.61%
Current vs Prior -50.70% | -22.29%+210.77% | +22.84%-22.29% | -5.62%-2.41% | -3.13%
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 -52.35% | -22.75%+60.35% | +16.13%-23.77% | -12.11%-21.91% | -8.94%
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 -50.70% | -22.29%+210.77% | +22.84%-22.29% | -5.62%-2.41% | -3.13%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 0.94% | 0.81%
Calls: 0.94% | 1.18%
Puts: 0.93% | 0.45%
Prior 1.12% | 0.90%
Calls: 0.87% | 0.90%
Puts: 1.37% | 0.90%
Current vs Prior -16.07% | -10.00%
Prior 7-Day Avg 1.49% | 1.18%
Calls: 1.14% | 1.11%
Puts: 1.84% | 1.25%
Current vs 7-Day Avg -36.91% | -31.36%
Liquidity Excellent
+
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🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($953.43M) vs puts ($304.85M). Elevated premium activity with dollar volume up 73% 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 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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
12:35BULLISHNEUTRALBULLISH
12:30BULLISHNEUTRALBULLISH
12:25BULLISHNEUTRALBULLISH
12:20BULLISHNEUTRALBULLISH
12:15BULLISHNEUTRALBULLISH
12:10BULLISHNEUTRALBULLISH
12:05BULLISHNEUTRALBULLISH
12:00BULLISHNEUTRALBULLISH
11:55BULLISHBULLISHBULLISH
11:50BULLISHBULLISHBULLISH
11:45BULLISHBULLISHBULLISH
11:40BULLISHBULLISHBULLISH
11:35BULLISHBULLISHBULLISH
11:30BULLISHBULLISHBULLISH
11:25BULLISHBULLISHBULLISH
11:20BULLISHBULLISHBULLISH
11:15BULLISHNEUTRALBULLISH
11:10BULLISHNEUTRALBULLISH
11:05BULLISHNEUTRALBULLISH
11:00BULLISHNEUTRALBULLISH
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 2,337 of results (avg 2.6%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Oct 210.3610.37$10.360.1%3240.481.1K
$625.00Sep 3147.37147.56$147.470.1%--1.0022
$635.00Sep 3137.37137.56$137.470.1%11.006
$772.00Oct 1614.4014.42$14.410.1%3010.491.7K
$773.00Oct 1613.8013.82$13.810.1%3880.481.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Sep 187.147.15$7.150.1%1.4K0.513.2K
$920.00Sep 3147.39147.63$147.510.2%11.00--
$774.00Oct 210.8210.84$10.830.2%160.54148
$767.00Sep 185.245.25$5.250.2%1.4K0.402.7K
$773.00Oct 210.3810.40$10.390.2%3060.52395

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 764 found (avg $0.32, cheapest $0.11)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Sep 30.100.11$0.119.1%199.7K0.116.8K
$776.00Sep 30.050.06$0.0616.7%106.0K0.063.7K
$774.00Sep 30.220.23$0.234.3%257.5K0.213.4K
$773.00Sep 30.520.53$0.531.9%380.2K0.394.3K
$782.00Sep 40.070.08$0.0812.5%5.0K0.044.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Sep 30.120.13$0.137.7%292.1K0.101.8K
$770.00Sep 30.200.21$0.214.8%261.3K0.161.5K
$771.00Sep 30.330.34$0.342.9%219.7K0.26864
$768.00Sep 30.090.10$0.1010.0%366.0K0.071.2K
$772.00Sep 30.600.61$0.611.6%233.4K0.41913

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,141 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 3147.37147.56$147.470.1%--1.0022
$635.00Sep 3137.37137.56$137.470.1%11.006
$685.00Sep 387.3787.56$87.470.2%121.0013
$700.00Sep 372.3772.57$72.470.3%21.004
$718.00Sep 354.3754.56$54.470.3%171.0032
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$782.00Sep 49.359.71$9.533.8%8121.00--
$783.00Sep 410.3610.69$10.523.1%2501.00--
$784.00Sep 411.3511.73$11.543.3%3101.00--
$785.00Sep 412.3512.73$12.543.0%1.3K1.008
$786.00Sep 413.3513.73$13.542.8%291.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,379 active (total vol 7.2M, top 451.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Sep 32.642.66$2.650.8%451.5K0.848.0K
$773.00Sep 30.520.53$0.531.9%380.2K0.394.3K
$771.00Sep 31.781.79$1.790.6%347.7K0.757.8K
$772.00Sep 31.051.06$1.060.9%342.8K0.596.4K
$769.00Sep 33.553.60$3.581.4%341.4K0.902.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Sep 30.090.10$0.1010.0%366.0K0.071.2K
$769.00Sep 30.120.13$0.137.7%292.1K0.101.8K
$770.00Sep 30.200.21$0.214.8%261.3K0.161.5K
$767.00Sep 30.070.08$0.0812.5%237.3K0.051.8K
$772.00Sep 30.600.61$0.611.6%233.4K0.41913

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 21.2%, max 38.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$770.00Sep 3Oct 1615.5%11.2%38.4%452.3K17.9K
$771.00Sep 3Oct 1613.8%11.1%24.6%347.7K9.5K
$772.00Sep 3Oct 1612.7%11.0%16.0%343.1K8.2K
$773.00Sep 3Oct 1612.4%10.9%13.7%380.6K5.7K
$774.00Sep 3Oct 1612.2%10.8%13.4%257.6K4.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$770.00Sep 3Oct 1615.5%11.2%38.4%264.2K10.4K
$771.00Sep 3Oct 1613.8%11.1%24.6%219.8K2.3K
$772.00Sep 3Oct 1612.7%11.0%16.0%233.8K3.0K
$773.00Sep 3Oct 1612.4%10.9%13.7%122.7K911
$774.00Sep 3Oct 1612.2%10.8%13.4%33.6K971

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 706 found (best R:R 0.79, avg 4.82)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$750.00$752.00Oct 9$0.82$1.18$0.8276%1.44$750.82
$735.00$736.00Oct 16$0.27$0.73$0.2784%2.70$735.27
$742.00$743.00Oct 16$0.25$0.75$0.2580%3.00$742.25
$727.00$728.00Oct 16$0.33$0.67$0.3387%2.03$727.33
$747.00$748.00Oct 16$0.22$0.78$0.2276%3.55$747.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$785.00$780.00Sep 17$2.80$2.20$2.8078%0.79$782.20
$790.00$789.00Sep 18$0.24$0.76$0.2486%3.17$789.76
$792.00$791.00Sep 18$0.33$0.67$0.3389%2.03$791.67
$787.00$786.00Sep 18$0.27$0.73$0.2781%2.70$786.73
$789.00$788.00Sep 18$0.32$0.68$0.3284%2.12$788.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 528 found (best R:R 0.71, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$780.00Sep 14$2.07$2.07$2.9357%0.71$777.07
$775.00$780.00Sep 15$2.13$2.13$2.8756%0.74$777.13
$775.00$780.00Sep 17$2.26$2.26$2.7455%0.82$777.26
$775.00$780.00Sep 16$2.21$2.21$2.7956%0.79$777.21
$780.00$785.00Sep 17$1.60$1.60$3.4067%0.47$781.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$768.00$767.00Sep 4$0.16$0.16$0.8479%0.19$767.84
$772.00$771.00Sep 3$0.27$0.27$0.7358%0.37$771.73
$769.00$768.00Sep 4$0.19$0.19$0.8174%0.23$768.81
$763.00$762.00Sep 9$0.12$0.12$0.8883%0.14$762.88
$758.00$757.00Sep 11$0.10$0.10$0.9085%0.11$757.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $1.32, cheapest $1.18)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$772.00Sep 3Sep 4$1.4912.7%12.2%
$773.00Sep 3Sep 4$1.4612.4%12.4%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$772.00Sep 3Sep 4$1.1812.7%12.2%
$773.00Sep 3Sep 4$1.1412.4%12.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 961 found (cheapest 0.21% of stock, avg 3.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$773.00Sep 3$0.53$1.08$1.61$771.39$774.610.21%
$772.00Sep 3$1.06$0.61$1.67$770.33$773.670.22%
$774.00Sep 3$0.23$1.78$2.01$771.99$776.010.26%
$771.00Sep 3$1.79$0.34$2.13$768.87$773.130.28%
$775.00Sep 3$0.11$2.65$2.76$772.24$777.760.36%
$770.00Sep 3$2.65$0.21$2.86$767.14$772.860.37%
$776.00Sep 3$0.06$3.58$3.64$772.36$779.640.47%
$769.00Sep 3$3.58$0.13$3.71$765.29$772.710.48%
$773.00Sep 4$1.99$2.22$4.21$768.79$777.210.55%
$774.00Sep 4$1.50$2.73$4.23$769.77$778.230.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 385 found (cheapest 0.02% of stock, avg 1.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$776.00$768.00Sep 3$0.06$0.10$0.16$767.84$776.16
$776.00$769.00Sep 3$0.06$0.13$0.19$768.81$776.19
$775.00$769.00Sep 3$0.11$0.13$0.24$768.76$775.24
$775.00$768.00Sep 3$0.11$0.10$0.21$767.79$775.21
$776.00$770.00Sep 3$0.06$0.21$0.27$769.73$776.27
$775.00$770.00Sep 3$0.11$0.21$0.32$769.68$775.32
$774.00$768.00Sep 3$0.23$0.10$0.33$767.67$774.33
$774.00$769.00Sep 3$0.23$0.13$0.36$768.64$774.36
$776.00$771.00Sep 3$0.06$0.34$0.40$770.60$776.40
$774.00$770.00Sep 3$0.23$0.21$0.44$769.56$774.44

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 404 found (best R:R 1.08, avg credit $0.64)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
744/745780/781Sep 25$0.52$0.4849%1.08$744.48$780.52
740/741781/782Sep 30$0.51$0.4950%1.04$740.49$781.51
742/743781/782Sep 30$0.52$0.4848%1.08$742.48$781.52
748/749779/780Sep 18$0.50$0.5050%1.00$748.50$779.50
749/750780/781Sep 25$0.55$0.4545%1.22$749.45$780.55
743/744781/782Sep 30$0.52$0.4848%1.08$743.48$781.52
744/745781/782Sep 25$0.49$0.5151%0.96$744.51$781.49
747/748780/781Sep 25$0.53$0.4747%1.13$747.47$780.53
742/743782/783Oct 2$0.52$0.4848%1.08$742.48$782.52
744/745782/783Sep 25$0.47$0.5353%0.89$744.53$782.47

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 250 found (best R:R 15.13, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Sep 17$0.31$4.6919%15.13
$760.00$765.00$770.00Sep 14$0.50$4.5022%9.00
$765.00$770.00$775.00Sep 14$0.69$4.3128%6.25
$750.00$755.00$760.00Sep 14$0.16$4.8410%30.25
$755.00$760.00$765.00Sep 15$0.30$4.7015%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Sep 15$0.48$4.5221%9.42
$760.00$765.00$770.00Sep 14$0.51$4.4922%8.80
$755.00$760.00$765.00Sep 14$0.32$4.6816%14.63
$765.00$770.00$775.00Sep 14$0.72$4.2828%5.94
$760.00$765.00$770.00Sep 16$0.46$4.5420%9.87

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,093 found (best net $-7.96, 1,072 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$635.00$700.001:2Sep 8-$7.96$57.04
$635.00$690.001:2Oct 9-$30.63$24.37
$725.00$750.001:2Sep 17-$1.14$23.86
$635.00$685.001:2Sep 3-$37.47$12.53
$775.00$780.001:2Sep 14-$0.17$4.83
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$790.00$780.001:2Sep 16-$1.93$8.07
$801.00$791.001:2Sep 10-$8.44$1.56
$775.00$770.001:2Sep 14-$1.79$3.21
$770.00$765.001:2Sep 14-$1.13$3.87
$773.00$772.001:2Sep 3-$0.14$0.86

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 295 found (best yield 1.79%, avg 0.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$773.00Oct 16$13.800.480.1%1.79%1.86%3881.4K
$774.00Oct 16$13.210.470.2%1.71%1.91%1551.2K
$775.00Oct 16$12.640.470.3%1.64%1.97%60315.0K
$776.00Oct 16$12.080.450.5%1.56%2.02%1531.4K
$777.00Oct 16$11.530.440.6%1.49%2.08%76908
$778.00Oct 16$11.000.430.7%1.42%2.14%2192.9K
$779.00Oct 16$10.490.420.8%1.36%2.21%1201.9K
$780.00Oct 16$9.990.411.0%1.29%2.27%9935.7K
$781.00Oct 16$9.500.401.1%1.23%2.34%672.2K
$782.00Oct 16$9.030.381.2%1.17%2.41%1921.2K

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 3,716,672
Total Puts 3,543,491
Put/Call Ratio 0.95
Net Difference 173,181

Prior's Put/Call Breakdown

Total Calls 2,373,458
Total Puts 2,896,020
Put/Call Ratio 1.22
Net Difference -522,562

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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