Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$772.51 +0.96%
9/3 13:15

Option Volume

Detail
Current (09/03 1:15pm) 8,003,035
Calls: 4,046,730 (51%)
Puts: 3,956,305 (49%)
Prior (09/02) 5,961,007
Calls: 2,679,847 (45%)
Puts: 3,281,160 (55%)
Current vs Prior +34.26%
Calls: +51.01% (Calls)
Puts: +20.58% (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 -16.84%
Calls: -11.73%
Puts: -21.48%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/03 1:15pm) $1.31B
Calls: $980.15M (75%)
Puts: $330.51M (25%)
Prior (09/02) $775.75M
Calls: $415.28M (54%)
Puts: $360.47M (46%)
Current vs Prior +68.96%
Calls: +136.02%
Puts: -8.31%
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 +22.25%
Calls: +73.59%
Puts: -34.87%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/03 1:15pm) 0.98
Prior (09/02) 1.22
Current vs Prior -20.15%
Prior 7-Day Average 1.10
Current vs Prior 7-Day Avg -11.38%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/03 1:15pm) 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 0.24% | 0.59%0.59% | 0.96%0.59% | 1.29%1.79% | 3.50%
Prior 0.56% | 0.79%0.20% | 0.79%0.79% | 1.39%1.85% | 3.61%
Current vs Prior -56.46% | -25.55%+197.74% | +20.22%-25.55% | -6.65%-3.54% | -3.14%
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 -57.92% | -25.99%+53.62% | +13.66%-26.97% | -13.07%-22.81% | -8.95%
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 -56.46% | -25.55%+197.74% | +20.22%-25.55% | -6.65%-3.54% | -3.14%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 1.06% | 0.65%
Calls: 1.04% | 0.81%
Puts: 1.08% | 0.48%
Prior 1.12% | 0.90%
Calls: 0.87% | 0.90%
Puts: 1.37% | 0.90%
Current vs Prior -5.36% | -27.78%
Prior 7-Day Avg 1.49% | 1.18%
Calls: 1.14% | 1.11%
Puts: 1.84% | 1.25%
Current vs 7-Day Avg -28.86% | -44.92%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 75% call dollar volume ($980.15M). Elevated premium activity with dollar volume up 69% vs prior. P/C ratio dropping 20% - 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
13:15BULLISHNEUTRALBULLISH
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 2,288 of results (avg 2.7%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 3147.37147.55$147.460.1%--1.0022
$777.00Sep 307.367.37$7.370.1%1.2K0.41771
$772.00Oct 1614.4314.45$14.440.1%3680.491.7K
$776.00Oct 1612.1012.12$12.110.2%2040.451.4K
$771.00Oct 211.5411.56$11.550.2%2940.51378
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$920.00Sep 3147.47147.63$147.550.1%11.00--
$760.00Oct 168.268.27$8.270.1%11.1K0.366.3K
$774.00Sep 187.998.00$8.000.1%1.6K0.554.5K
$772.00Sep 187.067.07$7.070.1%1.8K0.513.2K
$768.00Sep 185.505.51$5.510.2%2.1K0.422.9K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 746 found (avg $0.32, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Sep 30.050.06$0.0616.7%249.2K0.076.8K
$774.00Sep 30.140.15$0.156.7%312.8K0.163.4K
$773.00Sep 30.410.42$0.422.4%454.3K0.364.3K
$772.00Sep 30.950.96$0.961.0%370.4K0.606.4K
$782.00Sep 40.050.06$0.0616.7%5.5K0.034.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$771.00Sep 30.230.24$0.244.2%264.6K0.23864
$770.00Sep 30.130.14$0.147.1%290.9K0.131.5K
$772.00Sep 30.460.47$0.472.1%326.1K0.41913
$769.00Sep 30.090.10$0.1010.0%311.4K0.081.8K
$768.00Sep 30.060.07$0.0714.3%373.5K0.061.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,147 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 3147.37147.55$147.460.1%--1.0022
$635.00Sep 3137.37137.63$137.500.2%11.006
$620.00Sep 4151.00154.42$152.712.2%--1.0023
$625.00Sep 4146.00149.42$147.712.3%221.0026
$630.00Sep 4142.10143.26$142.680.8%11.0010
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$777.00Sep 34.484.56$4.521.8%2.2K1.001
$778.00Sep 35.485.66$5.573.2%4831.001
$779.00Sep 36.486.66$6.572.7%2471.00--
$780.00Sep 37.477.65$7.562.4%3571.0027
$781.00Sep 38.478.65$8.562.1%511.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,423 active (total vol 8.0M, top 454.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Sep 30.410.42$0.422.4%454.3K0.364.3K
$770.00Sep 32.612.64$2.631.1%453.9K0.878.0K
$772.00Sep 30.950.96$0.961.0%370.4K0.606.4K
$771.00Sep 31.721.73$1.730.6%351.9K0.777.8K
$769.00Sep 33.543.61$3.582.0%342.3K0.922.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Sep 30.060.07$0.0714.3%373.5K0.061.2K
$772.00Sep 30.460.47$0.472.1%326.1K0.41913
$769.00Sep 30.090.10$0.1010.0%311.4K0.081.8K
$770.00Sep 30.130.14$0.147.1%290.9K0.131.5K
$771.00Sep 30.230.24$0.244.2%264.6K0.23864

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 10.2%, max 23.3%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$771.00Sep 3Oct 1613.7%11.1%23.3%352.0K9.5K
$772.00Sep 3Oct 1612.3%11.0%11.6%370.8K8.2K
$773.00Sep 3Oct 1611.2%10.9%3.1%454.7K5.7K
$774.00Sep 3Oct 1611.1%10.8%3.0%312.9K4.5K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$771.00Sep 3Oct 1613.5%11.1%21.9%264.8K2.3K
$772.00Sep 3Oct 1612.1%11.0%9.6%326.5K3.0K
$773.00Sep 3Oct 1611.4%10.9%4.9%187.4K911
$774.00Sep 3Oct 1611.2%10.8%4.3%47.8K971

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 725 found (best R:R 8.09, avg 4.80)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$729.00$730.00Oct 16$0.11$0.89$0.1186%8.09$729.11
$731.00$732.00Oct 16$0.13$0.87$0.1385%6.69$731.13
$740.00$741.00Oct 9$0.15$0.85$0.1583%5.67$740.15
$727.00$728.00Oct 16$0.22$0.78$0.2287%3.55$727.22
$741.00$742.00Sep 30$0.24$0.76$0.2487%3.17$741.24
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$795.00$793.00Sep 30$1.05$0.95$1.0586%0.90$793.95
$789.00$787.00Oct 16$0.74$1.26$0.7470%1.70$788.26
$787.00$785.00Oct 2$0.82$1.18$0.8273%1.44$786.18
$785.00$784.00Sep 30$0.12$0.88$0.1272%7.33$784.88
$793.00$791.00Sep 25$1.12$0.88$1.1286%0.79$791.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 527 found (best R:R 0.70, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$780.00Sep 14$2.06$2.06$2.9457%0.70$777.06
$775.00$780.00Sep 15$2.12$2.12$2.8857%0.74$777.12
$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 14$1.23$1.23$3.7772%0.33$781.23
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$767.00$766.00Sep 4$0.11$0.11$0.8983%0.12$766.89
$768.00$767.00Sep 4$0.14$0.14$0.8680%0.16$767.86
$758.00$757.00Sep 11$0.10$0.10$0.9086%0.11$757.90
$769.00$768.00Sep 4$0.18$0.18$0.8275%0.22$768.82
$761.00$760.00Sep 10$0.11$0.11$0.8984%0.12$760.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $1.34, cheapest $1.52)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$772.00Sep 3Sep 4$1.5212.3%11.8%
$773.00Sep 3Sep 4$1.4811.2%11.9%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$772.00Sep 3Sep 4$1.2012.1%11.8%
$773.00Sep 3Sep 4$1.1611.4%11.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 967 found (cheapest 0.17% of stock, avg 3.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$773.00Sep 3$0.42$0.93$1.35$771.65$774.350.17%
$772.00Sep 3$0.96$0.47$1.43$770.57$773.430.19%
$774.00Sep 3$0.15$1.66$1.81$772.19$775.810.23%
$771.00Sep 3$1.73$0.24$1.97$769.03$772.970.26%
$775.00Sep 3$0.06$2.56$2.62$772.38$777.620.34%
$770.00Sep 3$2.63$0.14$2.77$767.23$772.770.36%
$776.00Sep 3$0.03$3.53$3.56$772.44$779.560.46%
$769.00Sep 3$3.58$0.10$3.68$765.32$772.680.48%
$773.00Sep 4$1.90$2.09$3.99$769.01$776.990.52%
$774.00Sep 4$1.42$2.60$4.02$769.98$778.020.52%

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$0.14$0.20$769.80$775.20
$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$0.14$0.29$769.71$774.29
$775.00$771.00Sep 3$0.06$0.24$0.30$770.70$775.30
$774.00$771.00Sep 3$0.15$0.24$0.39$770.61$774.39
$773.00$768.00Sep 3$0.42$0.07$0.49$767.51$773.49
$773.00$770.00Sep 3$0.42$0.14$0.56$769.44$773.56

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 403 found (best R:R 0.96, avg credit $0.63)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
743/744781/782Sep 25$0.49$0.5152%0.96$743.51$781.49
748/749779/780Sep 18$0.50$0.5050%1.00$748.50$779.50
745/746781/782Sep 25$0.50$0.5050%1.00$745.50$781.50
743/744780/781Sep 25$0.50$0.5050%1.00$743.50$780.50
747/748781/782Sep 25$0.51$0.4949%1.04$747.49$781.51
741/742782/783Sep 30$0.49$0.5151%0.96$741.51$782.49
750/751779/780Sep 18$0.51$0.4949%1.04$750.49$779.51
752/753779/780Sep 18$0.53$0.4747%1.13$752.47$779.53
748/749780/781Sep 18$0.47$0.5353%0.89$748.53$780.47
746/747781/782Sep 25$0.50$0.5050%1.00$746.50$781.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 317 found (best R:R 9.20, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Sep 14$0.49$4.5122%9.20
$760.00$765.00$770.00Sep 15$0.46$4.5422%9.87
$765.00$770.00$775.00Sep 14$0.75$4.2528%5.67
$770.00$775.00$780.00Sep 14$0.83$4.1730%5.02
$765.00$770.00$775.00Sep 16$0.63$4.3724%6.94
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Sep 15$0.47$4.5322%9.64
$760.00$765.00$770.00Sep 14$0.51$4.4923%8.80
$755.00$760.00$765.00Sep 14$0.32$4.6816%14.63
$755.00$760.00$765.00Sep 15$0.32$4.6816%14.63
$755.00$760.00$765.00Sep 16$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. 1,080 found (best net $-8.07, 1,058 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$635.00$700.001:2Sep 8-$8.07$56.93
$665.00$710.001:2Sep 10-$18.28$26.72
$635.00$690.001:2Oct 9-$30.70$24.30
$725.00$750.001:2Sep 17-$1.54$23.46
$635.00$685.001:2Sep 3-$37.50$12.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$825.00$803.001:2Sep 4-$8.77$13.23
$790.00$780.001:2Sep 16-$1.71$8.29
$801.00$791.001:2Sep 10-$8.17$1.83
$775.00$770.001:2Sep 14-$1.71$3.29
$770.00$765.001:2Sep 14-$1.08$3.92

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$13.820.480.1%1.79%1.85%3991.4K
$774.00Oct 16$13.230.470.2%1.71%1.91%1641.2K
$775.00Oct 16$12.660.470.3%1.64%1.96%68415.0K
$776.00Oct 16$12.100.450.5%1.57%2.02%2041.4K
$777.00Oct 16$11.550.440.6%1.50%2.08%83908
$778.00Oct 16$11.020.430.7%1.43%2.14%2212.9K
$779.00Oct 16$10.500.420.8%1.36%2.20%2421.9K
$780.00Oct 16$10.000.411.0%1.29%2.26%1.0K5.7K
$781.00Oct 16$9.520.401.1%1.23%2.33%712.2K
$782.00Oct 16$9.040.381.2%1.17%2.40%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 4,046,730
Total Puts 3,956,305
Put/Call Ratio 0.98
Net Difference 90,425

Prior's Put/Call Breakdown

Total Calls 2,679,847
Total Puts 3,281,160
Put/Call Ratio 1.22
Net Difference -601,313

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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