Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$773.10 +1.04%
9/3 12:50

Option Volume

Detail
Current (09/03 12:50pm) 7,609,552
Calls: 3,891,492 (51%)
Puts: 3,718,060 (49%)
Prior (09/02) 5,466,675
Calls: 2,454,869 (45%)
Puts: 3,011,806 (55%)
Current vs Prior +39.20%
Calls: +58.52% (Calls)
Puts: +23.45% (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 -20.92%
Calls: -15.12%
Puts: -26.21%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/03 12:50pm) $1.41B
Calls: $1.12B (79%)
Puts: $289.64M (21%)
Prior (09/02) $738.37M
Calls: $394.66M (53%)
Puts: $343.71M (47%)
Current vs Prior +90.74%
Calls: +183.46%
Puts: -15.73%
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 +31.36%
Calls: +98.13%
Puts: -42.93%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/03 12:50pm) 0.96
Prior (09/02) 1.23
Current vs Prior -22.12%
Prior 7-Day Average 1.10
Current vs Prior 7-Day Avg -13.40%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/03 12:50pm) 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% | 0.97%0.61% | 1.30%1.82% | 3.50%
Prior 0.56% | 0.79%0.20% | 0.79%0.79% | 1.39%1.85% | 3.61%
Current vs Prior -50.51% | -23.17%+207.25% | +21.60%-23.17% | -5.88%-1.73% | -3.21%
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 -52.17% | -23.62%+58.53% | +14.96%-24.64% | -12.36%-21.37% | -9.02%
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 -50.51% | -23.17%+207.25% | +21.60%-23.17% | -5.88%-1.73% | -3.21%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 0.97% | 0.42%
Calls: 1.19% | 0.43%
Puts: 0.76% | 0.42%
Prior 1.12% | 0.90%
Calls: 0.87% | 0.90%
Puts: 1.37% | 0.90%
Current vs Prior -13.39% | -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 -34.90% | -64.41%
Liquidity Excellent
+
Add Card

🤖 AI Insights

Strong bullish conviction with 79% of dollar volume in calls ($1.12B) vs puts ($289.64M). Elevated premium activity with dollar volume up 91% 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 BEARISH
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
12:50BULLISHNEUTRALBULLISH
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 2,342 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%3890.491.4K
$635.00Sep 3137.99138.20$138.100.2%11.006
$777.00Oct 1611.9311.95$11.940.2%830.45908
$625.00Sep 3147.93148.18$148.060.2%--1.0022
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$920.00Sep 3146.83147.01$146.920.1%11.00--
$773.00Sep 187.317.32$7.320.1%1.1K0.524.3K
$771.00Sep 186.466.47$6.470.2%1.1K0.472.7K
$770.00Sep 186.076.08$6.080.2%5.7K0.4516.5K
$775.00Sep 3010.5010.52$10.510.2%1970.5511.5K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 759 found (avg $0.32, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$776.00Sep 30.080.09$0.0911.1%123.0K0.093.7K
$775.00Sep 30.170.18$0.185.6%230.9K0.176.8K
$774.00Sep 30.390.40$0.402.5%286.3K0.323.4K
$773.00Sep 30.830.84$0.841.2%419.0K0.524.3K
$783.00Sep 40.060.07$0.0714.3%2.6K0.032.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Sep 30.130.14$0.147.1%275.2K0.111.5K
$771.00Sep 30.220.23$0.234.3%244.1K0.18864
$769.00Sep 30.080.09$0.0911.1%304.3K0.071.8K
$772.00Sep 30.400.41$0.412.4%267.8K0.30913
$768.00Sep 30.060.07$0.0714.3%369.8K0.051.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,142 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 3147.93148.18$148.060.2%--1.0022
$635.00Sep 3137.99138.20$138.100.2%11.006
$685.00Sep 387.9988.21$88.100.2%121.0013
$700.00Sep 372.9973.21$73.100.3%41.004
$718.00Sep 355.0055.19$55.100.3%171.0032
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$783.00Sep 49.7610.04$9.902.8%3901.00--
$784.00Sep 410.7511.12$10.933.4%3301.00--
$785.00Sep 411.7512.13$11.943.2%1.3K1.008
$786.00Sep 412.6713.13$12.903.6%291.00--
$787.00Sep 413.7414.14$13.942.9%2621.001

Most actively traded options today. High liquidity = easy entry/exit. 2,394 active (total vol 7.6M, top 452.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Sep 33.223.25$3.240.9%452.9K0.898.0K
$773.00Sep 30.830.84$0.841.2%419.0K0.524.3K
$772.00Sep 31.491.51$1.501.3%356.4K0.706.4K
$771.00Sep 32.312.34$2.331.3%349.7K0.827.8K
$769.00Sep 34.124.21$4.172.2%341.9K0.932.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Sep 30.060.07$0.0714.3%369.8K0.051.2K
$769.00Sep 30.080.09$0.0911.1%304.3K0.071.8K
$770.00Sep 30.130.14$0.147.1%275.2K0.111.5K
$772.00Sep 30.400.41$0.412.4%267.8K0.30913
$771.00Sep 30.220.23$0.234.3%244.1K0.18864

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 23.0%, max 33.9%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$771.00Sep 3Oct 1615.0%11.2%33.9%349.8K9.5K
$772.00Sep 3Oct 1613.7%11.1%23.9%356.8K8.2K
$774.00Sep 3Oct 1612.7%10.8%17.2%286.4K4.5K
$773.00Sep 3Oct 1612.8%11.0%17.0%419.4K5.7K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$771.00Sep 3Oct 1615.0%11.2%33.9%244.3K2.3K
$772.00Sep 3Oct 1613.7%11.1%23.9%268.2K3.0K
$774.00Sep 3Oct 1612.7%10.8%17.2%39.6K971
$773.00Sep 3Oct 1612.8%11.0%17.0%146.3K911

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 724 found (best R:R 0.65, avg 4.96)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$735.00$736.00Oct 16$0.20$0.80$0.2084%4.00$735.20
$752.00$753.00Sep 30$0.19$0.81$0.1978%4.26$752.19
$715.00$716.00Sep 30$0.38$0.62$0.3897%1.63$715.38
$755.00$756.00Oct 2$0.20$0.80$0.2074%4.00$755.20
$746.00$747.00Oct 16$0.24$0.76$0.2477%3.17$746.24
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$800.00$797.00Oct 2$1.82$1.18$1.8288%0.65$798.18
$801.00$800.00Sep 11$0.24$0.76$0.24100%3.17$800.76
$793.00$792.00Sep 18$0.14$0.86$0.1489%6.14$792.86
$789.00$787.00Oct 16$0.69$1.31$0.6969%1.90$788.31
$790.00$788.00Sep 25$0.96$1.04$0.9681%1.08$789.04

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 535 found (best R:R 0.77, avg 0.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$780.00Sep 14$2.17$2.17$2.8355%0.77$777.17
$775.00$780.00Sep 15$2.22$2.22$2.7855%0.80$777.22
$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
$770.00$769.00Sep 4$0.21$0.21$0.7972%0.27$769.79
$759.00$758.00Sep 11$0.11$0.11$0.8985%0.12$758.89
$769.00$768.00Sep 4$0.16$0.16$0.8477%0.19$768.84

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.29, cheapest $1.13)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$772.00Sep 3Sep 4$1.4613.7%12.3%
$773.00Sep 3Sep 4$1.5012.8%12.0%
$774.00Sep 3Sep 4$1.4012.7%12.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$772.00Sep 3Sep 4$1.1313.7%12.3%
$773.00Sep 3Sep 4$1.1712.8%12.0%
$774.00Sep 3Sep 4$1.0712.7%12.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 965 found (cheapest 0.21% of stock, avg 4.02%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$773.00Sep 3$0.84$0.75$1.59$771.41$774.590.21%
$774.00Sep 3$0.40$1.31$1.71$772.29$775.710.22%
$772.00Sep 3$1.50$0.41$1.91$770.09$773.910.25%
$775.00Sep 3$0.18$2.08$2.26$772.74$777.260.29%
$771.00Sep 3$2.33$0.23$2.56$768.44$773.560.33%
$776.00Sep 3$0.09$2.98$3.07$772.93$779.070.40%
$770.00Sep 3$3.24$0.14$3.38$766.62$773.380.44%
$777.00Sep 3$0.05$3.95$4.00$773.00$781.000.52%
$774.00Sep 4$1.80$2.38$4.18$769.82$778.180.54%
$769.00Sep 3$4.17$0.09$4.26$764.74$773.260.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 380 found (cheapest 0.02% of stock, avg 1.29%)

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$769.00Sep 3$0.18$0.09$0.27$768.73$775.27
$775.00$770.00Sep 3$0.18$0.14$0.32$769.68$775.32
$776.00$771.00Sep 3$0.09$0.23$0.32$770.68$776.32
$775.00$771.00Sep 3$0.18$0.23$0.41$770.59$775.41
$776.00$772.00Sep 3$0.09$0.41$0.50$771.50$776.50
$774.00$769.00Sep 3$0.40$0.09$0.49$768.51$774.49
$774.00$770.00Sep 3$0.40$0.14$0.54$769.46$774.54
$774.00$771.00Sep 3$0.40$0.23$0.63$770.37$774.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 422 found (best R:R 1.00, avg credit $0.63)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
739/740782/783Sep 30$0.50$0.5051%1.00$739.50$782.50
739/740783/784Sep 30$0.48$0.5253%0.92$739.52$783.48
748/749780/781Sep 18$0.49$0.5151%0.96$748.51$780.49
758/759778/779Sep 11$0.50$0.5050%1.00$758.50$778.50
751/752780/781Sep 18$0.51$0.4949%1.04$751.49$780.51
744/745782/783Sep 25$0.48$0.5252%0.92$744.52$782.48
747/748782/783Sep 25$0.50$0.5050%1.00$747.50$782.50
743/744782/783Sep 30$0.51$0.4949%1.04$743.49$782.51
748/749782/783Sep 18$0.44$0.5656%0.79$748.56$782.44
749/750780/781Sep 18$0.49$0.5151%0.96$749.51$780.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 317 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Sep 17$0.10$4.9010%49.00
$760.00$765.00$770.00Sep 17$0.33$4.6718%14.15
$755.00$760.00$765.00Sep 15$0.25$4.7515%19.00
$760.00$765.00$770.00Sep 15$0.46$4.5420%9.87
$765.00$770.00$775.00Sep 14$0.69$4.3128%6.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Sep 14$0.49$4.5121%9.20
$760.00$765.00$770.00Sep 15$0.47$4.5321%9.64
$765.00$770.00$775.00Sep 14$0.69$4.3128%6.25
$755.00$760.00$765.00Sep 15$0.30$4.7015%15.67
$755.00$760.00$765.00Sep 14$0.31$4.6915%15.13

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 $-8.13, 1,071 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$635.00$700.001:2Sep 8-$8.13$56.87
$635.00$690.001:2Oct 9-$31.11$23.89
$725.00$750.001:2Sep 17-$1.39$23.61
$635.00$685.001:2Sep 3-$38.10$11.90
$775.00$780.001:2Sep 14-$0.32$4.68
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$825.00$803.001:2Sep 4-$8.10$13.90
$790.00$780.001:2Sep 16-$1.51$8.49
$801.00$791.001:2Sep 10-$7.94$2.06
$830.00$810.001:2Oct 16-$18.06$1.94
$775.00$770.001:2Sep 14-$1.68$3.32

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 292 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%60715.0K
$776.00Oct 16$12.480.460.4%1.61%1.99%1531.4K
$777.00Oct 16$11.930.450.5%1.54%2.05%83908
$778.00Oct 16$11.390.440.6%1.47%2.11%2202.9K
$779.00Oct 16$10.860.430.8%1.40%2.17%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%2.30%712.2K
$782.00Oct 16$9.380.391.1%1.21%2.36%1941.2K
$783.00Oct 16$8.910.381.3%1.15%2.43%223969

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 3,891,492
Total Puts 3,718,060
Put/Call Ratio 0.96
Net Difference 173,432

Prior's Put/Call Breakdown

Total Calls 2,454,869
Total Puts 3,011,806
Put/Call Ratio 1.23
Net Difference -556,937

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