Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$772.41 +0.95%
9/3 13:10

Option Volume

Detail
Current (09/03 1:10pm) 7,923,493
Calls: 4,020,279 (51%)
Puts: 3,903,214 (49%)
Prior (09/02) 5,874,563
Calls: 2,641,931 (45%)
Puts: 3,232,632 (55%)
Current vs Prior +34.88%
Calls: +52.17% (Calls)
Puts: +20.74% (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 -17.66%
Calls: -12.31%
Puts: -22.53%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/03 1:10pm) $1.29B
Calls: $961.08M (74%)
Puts: $331.84M (26%)
Prior (09/02) $769.62M
Calls: $399.31M (52%)
Puts: $370.31M (48%)
Current vs Prior +67.99%
Calls: +140.69%
Puts: -10.39%
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 +20.60%
Calls: +70.21%
Puts: -34.61%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/03 1:10pm) 0.97
Prior (09/02) 1.22
Current vs Prior -20.65%
Prior 7-Day Average 1.10
Current vs Prior 7-Day Avg -11.99%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/03 1:10pm) 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 0.25% | 0.60%0.60% | 0.96%0.60% | 1.30%1.80% | 3.50%
Prior 0.56% | 0.79%0.20% | 0.79%0.79% | 1.39%1.85% | 3.61%
Current vs Prior -56.00% | -24.89%+200.35% | +21.05%-24.89% | -6.08%-2.75% | -3.02%
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 -57.47% | -25.33%+54.97% | +14.44%-26.33% | -12.54%-22.19% | -8.83%
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 -56.00% | -24.89%+200.35% | +21.05%-24.89% | -6.08%-2.75% | -3.02%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 1.05% | 0.64%
Calls: 1.10% | 0.82%
Puts: 1.00% | 0.46%
Prior 1.12% | 0.90%
Calls: 0.87% | 0.90%
Puts: 1.37% | 0.90%
Current vs Prior -6.25% | -28.89%
Prior 7-Day Avg 1.49% | 1.18%
Calls: 1.14% | 1.11%
Puts: 1.84% | 1.25%
Current vs 7-Day Avg -29.53% | -45.76%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($961.08M). Elevated premium activity with dollar volume up 68% vs prior. P/C ratio dropping 21% - 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
13:10BULLISHNEUTRALBULLISH
13:05BULLISHNEUTRALBULLISH
13:00BULLISHNEUTRALBULLISH
12:55BULLISHNEUTRALBULLISH
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 2,316 of results (avg 2.6%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$781.00Oct 169.499.50$9.500.1%710.402.2K
$772.00Oct 1614.3914.41$14.400.1%3670.491.7K
$773.00Oct 1613.7913.81$13.800.1%3990.481.4K
$787.00Oct 166.896.90$6.900.1%1000.32750
$774.00Oct 1613.2013.22$13.210.2%1640.471.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Sep 309.469.47$9.470.1%5760.52517
$771.00Sep 309.059.06$9.060.1%6410.50343
$920.00Sep 3147.48147.65$147.570.1%11.00--
$776.00Sep 3011.2811.30$11.290.2%1640.58422
$775.00Sep 3010.8010.82$10.810.2%2000.5611.5K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 750 found (avg $0.32, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Sep 30.050.06$0.0616.7%247.1K0.076.8K
$774.00Sep 30.140.15$0.156.7%309.7K0.173.4K
$773.00Sep 30.390.40$0.402.5%448.0K0.354.3K
$772.00Sep 30.900.91$0.911.1%367.4K0.596.4K
$781.00Sep 40.080.09$0.0911.1%5.5K0.042.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Sep 30.140.15$0.156.7%287.6K0.131.5K
$771.00Sep 30.260.27$0.273.7%260.9K0.23864
$769.00Sep 30.090.10$0.1010.0%309.1K0.081.8K
$768.00Sep 30.060.07$0.0714.3%373.2K0.061.2K
$772.00Sep 30.510.52$0.521.9%312.1K0.41913

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,149 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 3147.35147.65$147.500.2%--1.0022
$635.00Sep 3137.35137.66$137.510.2%11.006
$685.00Sep 387.3587.67$87.510.4%121.0013
$700.00Sep 372.3572.57$72.460.3%41.004
$718.00Sep 354.3654.54$54.450.3%171.0032
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$782.00Sep 49.309.66$9.483.8%1.0K1.00--
$783.00Sep 410.3410.67$10.513.1%5891.00--
$784.00Sep 411.2911.66$11.483.2%3301.00--
$785.00Sep 412.2912.66$12.483.0%1.3K1.008
$786.00Sep 413.2813.66$13.472.8%291.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,416 active (total vol 7.9M, top 453.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Sep 32.532.56$2.551.2%453.8K0.878.0K
$773.00Sep 30.390.40$0.402.5%448.0K0.354.3K
$772.00Sep 30.900.91$0.911.1%367.4K0.596.4K
$771.00Sep 31.641.67$1.651.8%351.1K0.777.8K
$769.00Sep 33.453.52$3.492.0%342.2K0.922.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Sep 30.060.07$0.0714.3%373.2K0.061.2K
$772.00Sep 30.510.52$0.521.9%312.1K0.41913
$769.00Sep 30.090.10$0.1010.0%309.1K0.081.8K
$770.00Sep 30.140.15$0.156.7%287.6K0.131.5K
$771.00Sep 30.260.27$0.273.7%260.9K0.23864

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 9.9%, max 19.6%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$771.00Sep 3Oct 1613.3%11.1%19.6%351.2K9.5K
$772.00Sep 3Oct 1611.9%11.0%8.6%367.7K8.2K
$774.00Sep 3Oct 1611.5%10.8%6.6%309.8K4.5K
$773.00Sep 3Oct 1611.4%10.9%5.0%448.4K5.7K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$771.00Sep 3Oct 1613.3%11.1%19.6%261.1K2.3K
$772.00Sep 3Oct 1611.9%11.0%8.6%312.5K3.0K
$774.00Sep 3Oct 1611.5%10.8%6.6%46.5K971
$773.00Sep 3Oct 1611.4%10.9%5.0%180.4K911

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 720 found (best R:R 0.62, avg 4.88)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$726.00$727.00Oct 16$0.12$0.88$0.1287%7.33$726.12
$729.00$730.00Oct 16$0.14$0.86$0.1486%6.14$729.14
$743.00$744.00Oct 16$0.11$0.89$0.1179%8.09$743.11
$749.00$750.00Sep 18$0.23$0.77$0.2387%3.35$749.23
$731.00$732.00Oct 16$0.25$0.75$0.2585%3.00$731.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$798.00$795.00Sep 30$1.85$1.15$1.8588%0.62$796.15
$801.00$800.00Oct 2$0.17$0.83$0.1789%4.88$800.83
$791.00$790.00Sep 25$0.15$0.85$0.1583%5.67$790.85
$789.00$787.00Oct 16$0.70$1.30$0.7070%1.86$788.30
$787.00$785.00Oct 2$0.78$1.22$0.7873%1.56$786.22

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 527 found (best R:R 0.69, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$780.00Sep 14$2.05$2.05$2.9557%0.69$777.05
$775.00$780.00Sep 15$2.10$2.10$2.9057%0.72$777.10
$775.00$780.00Sep 17$2.25$2.25$2.7555%0.82$777.25
$775.00$780.00Sep 16$2.19$2.19$2.8156%0.78$777.19
$780.00$785.00Sep 15$1.32$1.32$3.6870%0.36$781.32
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$771.00$770.00Sep 3$0.12$0.12$0.8876%0.14$770.88
$769.00$768.00Sep 4$0.19$0.19$0.8174%0.23$768.81
$772.00$771.00Sep 3$0.25$0.25$0.7559%0.33$771.75
$767.00$766.00Sep 4$0.11$0.11$0.8983%0.12$766.89
$768.00$767.00Sep 4$0.14$0.14$0.8679%0.16$767.86

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $1.35, cheapest $1.21)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$772.00Sep 3Sep 4$1.5311.9%11.8%
$773.00Sep 3Sep 4$1.4811.4%12.0%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$772.00Sep 3Sep 4$1.2111.9%11.8%
$773.00Sep 3Sep 4$1.1711.4%12.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 967 found (cheapest 0.18% of stock, avg 3.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$773.00Sep 3$0.40$1.00$1.40$771.60$774.400.18%
$772.00Sep 3$0.91$0.52$1.43$770.57$773.430.19%
$771.00Sep 3$1.65$0.27$1.92$769.08$772.920.25%
$774.00Sep 3$0.15$1.75$1.90$772.10$775.900.25%
$770.00Sep 3$2.55$0.15$2.70$767.30$772.700.35%
$775.00Sep 3$0.06$2.66$2.72$772.28$777.720.35%
$769.00Sep 3$3.49$0.10$3.59$765.41$772.590.46%
$776.00Sep 3$0.04$3.59$3.63$772.37$779.630.47%
$773.00Sep 4$1.88$2.17$4.05$768.95$777.050.52%
$774.00Sep 4$1.40$2.68$4.08$769.92$778.080.53%

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
$775.00$769.00Sep 3$0.06$0.10$0.16$768.84$775.16
$775.00$768.00Sep 3$0.06$0.07$0.13$767.87$775.13
$775.00$770.00Sep 3$0.06$0.15$0.21$769.79$775.21
$774.00$769.00Sep 3$0.15$0.10$0.25$768.75$774.25
$774.00$768.00Sep 3$0.15$0.07$0.22$767.78$774.22
$774.00$770.00Sep 3$0.15$0.15$0.30$769.70$774.30
$775.00$771.00Sep 3$0.06$0.27$0.33$770.67$775.33
$774.00$771.00Sep 3$0.15$0.27$0.42$770.58$774.42
$773.00$769.00Sep 3$0.40$0.10$0.50$768.50$773.50
$773.00$768.00Sep 3$0.40$0.07$0.47$767.53$773.47

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 408 found (best R:R 1.04, avg credit $0.63)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
739/740782/783Oct 2$0.51$0.4950%1.04$739.49$782.51
748/749779/780Sep 18$0.50$0.5050%1.00$748.50$779.50
743/744782/783Oct 2$0.53$0.4747%1.13$743.47$782.53
740/741782/783Oct 2$0.51$0.4949%1.04$740.49$782.51
741/742782/783Sep 30$0.49$0.5151%0.96$741.51$782.49
744/745782/783Sep 30$0.51$0.4949%1.04$744.49$782.51
742/743782/783Oct 2$0.52$0.4848%1.08$742.48$782.52
745/746782/783Oct 2$0.54$0.4646%1.17$745.46$782.54
748/749781/782Sep 18$0.45$0.5555%0.82$748.55$781.45
750/751779/780Sep 18$0.51$0.4949%1.04$750.49$779.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 300 found (best R:R 14.62, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Sep 17$0.32$4.6819%14.62
$765.00$770.00$775.00Sep 14$0.66$4.3428%6.58
$765.00$770.00$775.00Sep 15$0.61$4.3927%7.20
$765.00$770.00$775.00Sep 16$0.57$4.4324%7.77
$760.00$765.00$770.00Sep 14$0.54$4.4622%8.26
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Sep 14$0.51$4.4922%8.80
$760.00$765.00$770.00Sep 15$0.48$4.5221%9.42
$755.00$760.00$765.00Sep 14$0.32$4.6816%14.62
$760.00$765.00$770.00Sep 16$0.46$4.5420%9.87
$755.00$760.00$765.00Sep 16$0.32$4.6815%14.62

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,082 found (best net $-8.11, 1,060 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$635.00$700.001:2Sep 8-$8.11$56.89
$665.00$710.001:2Sep 10-$18.32$26.68
$635.00$690.001:2Oct 9-$30.69$24.31
$725.00$750.001:2Sep 17-$1.53$23.47
$635.00$685.001:2Sep 3-$37.51$12.49
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$825.00$803.001:2Sep 4-$8.26$13.74
$790.00$780.001:2Sep 16-$1.88$8.12
$801.00$791.001:2Sep 10-$8.08$1.92
$775.00$770.001:2Sep 14-$1.77$3.23
$770.00$765.001:2Sep 14-$1.12$3.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 291 found (best yield 1.79%, avg 0.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$773.00Oct 16$13.790.480.1%1.79%1.86%3991.4K
$774.00Oct 16$13.200.470.2%1.71%1.91%1641.2K
$775.00Oct 16$12.620.470.3%1.63%1.97%68415.0K
$776.00Oct 16$12.070.450.5%1.56%2.03%2041.4K
$777.00Oct 16$11.520.440.6%1.49%2.09%83908
$778.00Oct 16$10.990.430.7%1.42%2.15%2212.9K
$779.00Oct 16$10.470.420.8%1.36%2.21%2421.9K
$780.00Oct 16$9.970.411.0%1.29%2.27%1.0K5.7K
$781.00Oct 16$9.490.401.1%1.23%2.34%712.2K
$782.00Oct 16$9.010.381.2%1.17%2.41%1951.2K

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 4,020,279
Total Puts 3,903,214
Put/Call Ratio 0.97
Net Difference 117,065

Prior's Put/Call Breakdown

Total Calls 2,641,931
Total Puts 3,232,632
Put/Call Ratio 1.22
Net Difference -590,701

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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