Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$773.13 +1.04%
9/3 12:45

Option Volume

Detail
Current (09/03 12:45pm) 7,530,539
Calls: 3,854,139 (51%)
Puts: 3,676,400 (49%)
Prior (09/02) 5,404,668
Calls: 2,432,554 (45%)
Puts: 2,972,114 (55%)
Current vs Prior +39.33%
Calls: +58.44% (Calls)
Puts: +23.70% (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 -21.75%
Calls: -15.93%
Puts: -27.03%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/03 12:45pm) $1.41B
Calls: $1.12B (80%)
Puts: $284.60M (20%)
Prior (09/02) $733.37M
Calls: $385.49M (53%)
Puts: $347.88M (47%)
Current vs Prior +91.82%
Calls: +191.10%
Puts: -18.19%
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 +31.21%
Calls: +98.74%
Puts: -43.92%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/03 12:45pm) 0.95
Prior (09/02) 1.22
Current vs Prior -21.93%
Prior 7-Day Average 1.10
Current vs Prior 7-Day Avg -13.54%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/03 12:45pm) 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% | 0.61%0.61% | 0.96%0.61% | 1.30%1.82% | 3.49%
Prior 0.56% | 0.79%0.20% | 0.79%0.79% | 1.39%1.85% | 3.61%
Current vs Prior -49.82% | -23.01%+207.90% | +21.43%-23.01% | -6.16%-1.73% | -3.32%
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 -51.50% | -23.46%+58.87% | +14.80%-24.48% | -12.62%-21.37% | -9.12%
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 -49.82% | -23.01%+207.90% | +21.43%-23.01% | -6.16%-1.73% | -3.32%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 0.95% | 0.42%
Calls: 1.14% | 0.42%
Puts: 0.77% | 0.42%
Prior 1.12% | 0.90%
Calls: 0.87% | 0.90%
Puts: 1.37% | 0.90%
Current vs Prior -15.18% | -53.33%
Prior 7-Day Avg 1.49% | 1.18%
Calls: 1.14% | 1.11%
Puts: 1.84% | 1.25%
Current vs 7-Day Avg -36.24% | -64.41%
Liquidity Excellent
+
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🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($1.12B) vs puts ($284.60M). Elevated premium activity with dollar volume up 92% 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
12:45BULLISHNEUTRALBULLISH
12:40BULLISHNEUTRALBULLISH
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 2,334 of results (avg 2.6%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Oct 1614.8414.86$14.850.1%3670.501.7K
$773.00Oct 1614.2314.25$14.240.1%3880.491.4K
$774.00Oct 1613.6313.65$13.640.1%1550.471.2K
$775.00Oct 1613.0513.07$13.060.2%6050.4715.0K
$776.00Oct 1612.4812.50$12.490.2%1530.461.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$920.00Sep 3146.77146.99$146.880.1%11.00--
$776.00Oct 211.4311.45$11.440.2%130.56173
$776.00Sep 3010.9410.96$10.950.2%1640.56422
$775.00Sep 115.255.26$5.260.2%1.0K0.552.3K
$775.00Sep 3010.4710.49$10.480.2%1970.5511.5K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 761 found (avg $0.32, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$776.00Sep 30.080.09$0.0911.1%121.6K0.093.7K
$775.00Sep 30.180.19$0.195.3%224.6K0.176.8K
$774.00Sep 30.420.43$0.432.3%276.7K0.323.4K
$773.00Sep 30.870.88$0.881.1%410.7K0.524.3K
$783.00Sep 40.060.07$0.0714.3%2.6K0.032.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$771.00Sep 30.220.23$0.234.3%240.2K0.18864
$770.00Sep 30.130.14$0.147.1%271.7K0.111.5K
$769.00Sep 30.080.09$0.0911.1%302.2K0.071.8K
$772.00Sep 30.400.41$0.412.4%261.1K0.30913
$768.00Sep 30.060.07$0.0714.3%368.6K0.051.2K

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 3148.00148.24$148.120.2%--1.0022
$635.00Sep 3138.06138.56$138.310.4%11.006
$685.00Sep 388.0488.27$88.160.3%121.0013
$700.00Sep 373.0073.24$73.120.3%41.004
$718.00Sep 355.0555.21$55.130.3%171.0032
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$783.00Sep 49.7910.10$9.953.1%3401.00--
$784.00Sep 410.7511.14$10.953.6%3101.00--
$785.00Sep 411.7512.14$11.953.3%1.3K1.008
$786.00Sep 412.7513.15$12.953.1%291.00--
$787.00Sep 413.7414.15$13.952.9%2621.001

Most actively traded options today. High liquidity = easy entry/exit. 2,390 active (total vol 7.5M, top 452.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Sep 33.243.29$3.271.5%452.7K0.898.0K
$773.00Sep 30.870.88$0.881.1%410.7K0.524.3K
$772.00Sep 31.521.54$1.531.3%354.0K0.706.4K
$771.00Sep 32.352.38$2.371.3%349.3K0.827.8K
$769.00Sep 34.164.24$4.201.9%341.8K0.932.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Sep 30.060.07$0.0714.3%368.6K0.051.2K
$769.00Sep 30.080.09$0.0911.1%302.2K0.071.8K
$770.00Sep 30.130.14$0.147.1%271.7K0.111.5K
$772.00Sep 30.400.41$0.412.4%261.1K0.30913
$771.00Sep 30.220.23$0.234.3%240.2K0.18864

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 23.9%, max 33.4%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$771.00Sep 3Oct 1614.9%11.2%33.4%349.4K9.5K
$772.00Sep 3Oct 1613.8%11.0%25.4%354.4K8.2K
$773.00Sep 3Oct 1613.0%10.9%18.7%411.1K5.7K
$774.00Sep 3Oct 1612.8%10.8%18.3%276.8K4.5K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$771.00Sep 3Oct 1614.9%11.2%33.4%240.4K2.3K
$772.00Sep 3Oct 1613.8%11.1%25.3%261.5K3.0K
$773.00Sep 3Oct 1613.0%10.9%18.7%139.3K911
$774.00Sep 3Oct 1612.8%10.8%18.3%37.8K971

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 704 found (best R:R 1.47, avg 4.71)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$752.00$753.00Sep 25$0.11$0.89$0.1181%8.09$752.11
$748.00$749.00Sep 25$0.15$0.85$0.1584%5.67$748.15
$740.00$741.00Oct 16$0.13$0.87$0.1381%6.69$740.13
$736.00$737.00Oct 16$0.24$0.76$0.2483%3.17$736.24
$738.00$739.00Oct 16$0.29$0.71$0.2982%2.45$738.29
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$790.00$788.00Sep 25$0.81$1.19$0.8181%1.47$789.19
$800.00$797.00Oct 2$1.83$1.17$1.8388%0.64$798.17
$789.00$787.00Oct 16$0.77$1.23$0.7769%1.60$788.23
$787.00$786.00Sep 11$0.44$0.56$0.4489%1.27$786.56
$775.00$770.00Sep 17$2.00$3.00$2.0054%1.50$773.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 530 found (best R:R 0.81, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$780.00Sep 15$2.23$2.23$2.7755%0.81$777.23
$775.00$780.00Sep 14$2.17$2.17$2.8355%0.77$777.17
$775.00$780.00Sep 17$2.35$2.35$2.6554%0.89$777.35
$775.00$780.00Sep 16$2.30$2.30$2.7054%0.85$777.30
$780.00$785.00Sep 14$1.34$1.34$3.6670%0.37$781.34
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$772.00$771.00Sep 3$0.18$0.18$0.8270%0.22$771.82
$773.00$772.00Sep 3$0.34$0.34$0.6652%0.52$772.66
$768.00$767.00Sep 4$0.13$0.13$0.8782%0.15$767.87
$769.00$768.00Sep 4$0.16$0.16$0.8477%0.19$768.84
$772.00$771.00Sep 4$0.32$0.32$0.6860%0.47$771.68

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.28, cheapest $1.12)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$772.00Sep 3Sep 4$1.4513.8%12.4%
$773.00Sep 3Sep 4$1.4813.0%12.0%
$774.00Sep 3Sep 4$1.3912.8%12.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$772.00Sep 3Sep 4$1.1213.8%12.4%
$773.00Sep 3Sep 4$1.1513.0%12.0%
$774.00Sep 3Sep 4$1.0712.8%12.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 964 found (cheapest 0.21% of stock, avg 4.01%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$773.00Sep 3$0.88$0.75$1.63$771.37$774.630.21%
$774.00Sep 3$0.43$1.30$1.73$772.27$775.730.22%
$772.00Sep 3$1.53$0.41$1.94$770.06$773.940.25%
$775.00Sep 3$0.19$2.05$2.24$772.76$777.240.29%
$771.00Sep 3$2.37$0.23$2.60$768.40$773.600.34%
$776.00Sep 3$0.09$2.96$3.05$772.95$779.050.39%
$770.00Sep 3$3.27$0.14$3.41$766.59$773.410.44%
$777.00Sep 3$0.05$3.92$3.97$773.03$780.970.51%
$774.00Sep 4$1.82$2.37$4.19$769.81$778.190.54%
$769.00Sep 3$4.20$0.09$4.29$764.71$773.290.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 380 found (cheapest 0.02% of stock, avg 1.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$776.00$769.00Sep 3$0.09$0.09$0.18$768.82$776.18
$776.00$770.00Sep 3$0.09$0.14$0.23$769.77$776.23
$775.00$770.00Sep 3$0.19$0.14$0.33$769.67$775.33
$776.00$771.00Sep 3$0.09$0.23$0.32$770.68$776.32
$775.00$769.00Sep 3$0.19$0.09$0.28$768.72$775.28
$775.00$771.00Sep 3$0.19$0.23$0.42$770.58$775.42
$776.00$772.00Sep 3$0.09$0.41$0.50$771.50$776.50
$774.00$770.00Sep 3$0.43$0.14$0.57$769.43$774.57
$775.00$772.00Sep 3$0.19$0.41$0.60$771.40$775.60
$774.00$769.00Sep 3$0.43$0.09$0.52$768.48$774.52

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 420 found (best R:R 0.85, avg credit $0.62)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
743/744783/784Sep 25$0.46$0.5454%0.85$743.54$783.46
745/746783/784Sep 25$0.47$0.5353%0.89$745.53$783.47
750/751780/781Sep 18$0.50$0.5050%1.00$750.50$780.50
743/744781/782Sep 25$0.49$0.5151%0.96$743.51$781.49
743/744782/783Sep 30$0.51$0.4949%1.04$743.49$782.51
755/756780/781Sep 18$0.55$0.4545%1.22$755.45$780.55
740/741783/784Oct 2$0.50$0.5050%1.00$740.50$783.50
743/744782/783Sep 25$0.47$0.5353%0.89$743.53$782.47
747/748783/784Sep 25$0.48$0.5252%0.92$747.52$783.48
742/743783/784Oct 2$0.51$0.4948%1.04$742.49$783.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 301 found (best R:R 14.15, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Sep 17$0.33$4.6718%14.15
$755.00$760.00$765.00Sep 15$0.23$4.7714%20.74
$760.00$765.00$770.00Sep 16$0.41$4.5919%11.20
$765.00$770.00$775.00Sep 15$0.63$4.3726%6.94
$760.00$765.00$770.00Sep 14$0.48$4.5221%9.42
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Sep 14$0.48$4.5221%9.42
$760.00$765.00$770.00Sep 15$0.46$4.5421%9.87
$755.00$760.00$765.00Sep 15$0.29$4.7115%16.24
$755.00$760.00$765.00Sep 16$0.28$4.7214%16.86
$755.00$760.00$765.00Sep 14$0.30$4.7015%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,088 found (best net $-8.17, 1,070 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$635.00$700.001:2Sep 8-$8.17$56.83
$635.00$690.001:2Oct 9-$31.11$23.89
$725.00$750.001:2Sep 17-$0.79$24.21
$635.00$685.001:2Sep 3-$38.01$11.99
$775.00$780.001:2Sep 14-$0.32$4.68
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$825.00$803.001:2Sep 4-$8.12$13.88
$790.00$780.001:2Sep 16-$1.53$8.47
$801.00$791.001:2Sep 10-$7.95$2.05
$775.00$770.001:2Sep 14-$1.66$3.34
$770.00$765.001:2Sep 14-$1.06$3.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 291 found (best yield 1.76%, avg 0.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$774.00Oct 16$13.630.470.1%1.76%1.88%1551.2K
$775.00Oct 16$13.050.470.2%1.69%1.93%60515.0K
$776.00Oct 16$12.480.460.4%1.61%1.99%1531.4K
$777.00Oct 16$11.930.450.5%1.54%2.04%83908
$778.00Oct 16$11.390.440.6%1.47%2.10%2202.9K
$779.00Oct 16$10.860.430.8%1.40%2.16%1201.9K
$780.00Oct 16$10.350.410.9%1.34%2.23%1.0K5.7K
$781.00Oct 16$9.860.401.0%1.28%2.29%672.2K
$782.00Oct 16$9.380.391.1%1.21%2.36%1941.2K
$783.00Oct 16$8.910.381.3%1.15%2.43%221969

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 3,854,139
Total Puts 3,676,400
Put/Call Ratio 0.95
Net Difference 177,739

Prior's Put/Call Breakdown

Total Calls 2,432,554
Total Puts 2,972,114
Put/Call Ratio 1.22
Net Difference -539,560

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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