Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$773.13 +1.04%
9/3 13:45

Option Volume

Detail
Current (09/03 1:45pm) 8,650,403
Calls: 4,338,771 (50%)
Puts: 4,311,632 (50%)
Prior (09/02) 6,453,779
Calls: 2,893,172 (45%)
Puts: 3,560,607 (55%)
Current vs Prior +34.04%
Calls: +49.97% (Calls)
Puts: +21.09% (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 -10.11%
Calls: -5.36%
Puts: -14.43%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/03 1:45pm) $1.46B
Calls: $1.15B (79%)
Puts: $311.42M (21%)
Prior (09/02) $816.16M
Calls: $458.60M (56%)
Puts: $357.56M (44%)
Current vs Prior +79.27%
Calls: +151.14%
Puts: -12.90%
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 +36.47%
Calls: +103.97%
Puts: -38.63%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/03 1:45pm) 0.99
Prior (09/02) 1.23
Current vs Prior -19.25%
Prior 7-Day Average 1.10
Current vs Prior 7-Day Avg -9.93%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/03 1:45pm) 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 0.23% | 0.58%0.58% | 0.94%0.58% | 1.28%1.79% | 3.48%
Prior 0.56% | 0.79%0.20% | 0.79%0.79% | 1.39%1.85% | 3.61%
Current vs Prior -59.03% | -27.24%+190.99% | +18.01%-27.23% | -7.85%-3.20% | -3.64%
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 -60.40% | -27.67%+50.14% | +11.56%-28.63% | -14.19%-22.54% | -9.42%
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 -59.03% | -27.24%+190.99% | +18.01%-27.23% | -7.85%-3.20% | -3.64%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 1.66% | 0.45%
Calls: 1.56% | 0.45%
Puts: 1.75% | 0.44%
Prior 1.12% | 0.90%
Calls: 0.87% | 0.90%
Puts: 1.37% | 0.90%
Current vs Prior +48.21% | -50.00%
Prior 7-Day Avg 1.49% | 1.18%
Calls: 1.14% | 1.11%
Puts: 1.84% | 1.25%
Current vs 7-Day Avg +11.41% | -61.86%
Liquidity Excellent
+
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🤖 AI Insights

Strong bullish conviction with 79% of dollar volume in calls ($1.15B) vs puts ($311.42M). Elevated premium activity with dollar volume up 79% vs prior. 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
13:45BULLISHNEUTRALBULLISH
13:40BULLISHNEUTRALBULLISH
13:35BULLISHNEUTRALBULLISH
13:30BULLISHNEUTRALBULLISH
13:25BULLISHNEUTRALBULLISH
13:20BULLISHNEUTRALBULLISH
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 2,317 of results (avg 2.6%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Oct 1612.9913.01$13.000.2%8230.4715.0K
$773.00Oct 912.4812.50$12.490.2%3170.4982
$776.00Oct 1612.4212.44$12.430.2%2050.461.4K
$777.00Oct 1611.8711.89$11.880.2%840.45908
$635.00Sep 3137.94138.18$138.060.2%11.006
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Sep 185.975.98$5.980.2%7.4K0.4516.5K
$920.00Sep 3146.88147.13$147.010.2%11.00--
$768.00Sep 185.265.27$5.270.2%2.1K0.412.9K
$774.00Sep 309.979.99$9.980.2%3300.54229
$767.00Sep 184.944.95$4.950.2%1.6K0.392.7K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 741 found (avg $0.33, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Sep 30.080.09$0.0911.1%295.0K0.116.8K
$774.00Sep 30.230.24$0.244.2%357.5K0.263.4K
$773.00Sep 30.630.64$0.641.6%528.9K0.524.3K
$781.00Sep 40.090.10$0.1010.0%6.7K0.052.2K
$782.00Sep 40.060.07$0.0714.3%6.0K0.044.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Sep 30.240.25$0.254.0%416.9K0.26913
$771.00Sep 30.120.13$0.137.7%304.7K0.13864
$770.00Sep 30.060.07$0.0714.3%329.5K0.071.5K
$773.00Sep 30.540.55$0.551.8%231.5K0.4815
$765.00Sep 40.240.25$0.254.0%34.8K0.0955.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,153 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 3147.87148.18$148.030.2%--1.0022
$635.00Sep 3137.94138.18$138.060.2%11.006
$685.00Sep 387.9188.16$88.040.3%121.0013
$700.00Sep 372.9573.16$73.060.3%41.004
$718.00Sep 354.9855.15$55.070.3%171.0032
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$782.00Sep 48.819.07$8.942.9%1.1K1.00--
$783.00Sep 49.8210.16$9.993.4%9871.00--
$784.00Sep 410.8211.18$11.003.3%3321.00--
$785.00Sep 411.8112.19$12.003.2%1.3K1.008
$786.00Sep 412.8013.19$13.003.0%291.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,457 active (total vol 8.6M, top 528.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Sep 30.630.64$0.641.6%528.9K0.524.3K
$770.00Sep 33.083.19$3.143.5%458.0K0.948.0K
$772.00Sep 31.331.34$1.340.7%406.0K0.756.4K
$771.00Sep 32.202.22$2.210.9%358.8K0.887.8K
$774.00Sep 30.230.24$0.244.2%357.5K0.263.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Sep 30.240.25$0.254.0%416.9K0.26913
$768.00Sep 30.030.04$0.0425.0%379.6K0.031.2K
$769.00Sep 30.040.05$0.0520.0%332.4K0.051.8K
$770.00Sep 30.060.07$0.0714.3%329.5K0.071.5K
$771.00Sep 30.120.13$0.137.7%304.7K0.13864

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 6.6%, max 13.7%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$772.00Sep 3Oct 1612.5%11.0%13.7%406.3K8.2K
$774.00Sep 3Oct 1611.2%10.8%3.4%357.7K4.5K
$773.00Sep 3Oct 1611.2%10.9%2.6%529.3K5.7K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$772.00Sep 3Oct 1612.5%11.0%13.7%417.3K3.0K
$774.00Sep 3Oct 1611.2%10.8%3.4%56.5K971
$773.00Sep 3Oct 1611.2%10.9%2.6%231.8K911

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 689 found (best R:R 1.50, avg 4.61)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$754.00$755.00Sep 18$0.22$0.78$0.2283%3.55$754.22
$732.00$733.00Sep 11$0.39$0.61$0.3998%1.56$732.39
$729.00$730.00Oct 16$0.28$0.72$0.2886%2.57$729.28
$744.00$745.00Sep 30$0.30$0.70$0.3085%2.33$744.30
$739.00$740.00Oct 16$0.27$0.73$0.2782%2.70$739.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$801.00$800.00Sep 11$0.40$0.60$0.40100%1.50$800.60
$793.00$792.00Sep 18$0.38$0.62$0.3889%1.63$792.62
$801.00$800.00Oct 2$0.39$0.61$0.3989%1.56$800.61
$787.00$786.00Sep 11$0.43$0.57$0.4390%1.33$786.57
$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. 523 found (best R:R 0.77, avg 0.38)

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 15$1.41$1.41$3.5969%0.39$781.41
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$768.00$767.00Sep 4$0.12$0.12$0.8883%0.14$767.88
$773.00$772.00Sep 3$0.30$0.30$0.7052%0.43$772.70
$772.00$771.00Sep 3$0.12$0.12$0.8874%0.14$771.88
$769.00$768.00Sep 4$0.15$0.15$0.8578%0.18$768.85
$765.00$764.00Sep 8$0.11$0.11$0.8984%0.12$764.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $1.41, cheapest $1.24)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$773.00Sep 3Sep 4$1.5811.2%11.5%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$773.00Sep 3Sep 4$1.2411.2%11.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 973 found (cheapest 0.15% of stock, avg 4.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$773.00Sep 3$0.64$0.55$1.19$771.81$774.190.15%
$774.00Sep 3$0.24$1.14$1.38$772.62$775.380.18%
$772.00Sep 3$1.34$0.25$1.59$770.41$773.590.21%
$775.00Sep 3$0.09$2.00$2.09$772.91$777.090.27%
$771.00Sep 3$2.21$0.13$2.34$768.66$773.340.30%
$776.00Sep 3$0.04$2.96$3.00$773.00$779.000.39%
$770.00Sep 3$3.14$0.07$3.21$766.79$773.210.42%
$777.00Sep 3$0.02$3.95$3.97$773.03$780.970.51%
$774.00Sep 4$1.67$2.25$3.92$770.08$777.920.51%
$773.00Sep 4$2.22$1.79$4.01$768.99$777.010.52%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 373 found (cheapest 0.02% of stock, avg 1.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$775.00$770.00Sep 3$0.09$0.07$0.16$769.84$775.16
$775.00$771.00Sep 3$0.09$0.13$0.22$770.78$775.22
$775.00$772.00Sep 3$0.09$0.25$0.34$771.66$775.34
$774.00$770.00Sep 3$0.24$0.07$0.31$769.69$774.31
$774.00$771.00Sep 3$0.24$0.13$0.37$770.63$774.37
$774.00$772.00Sep 3$0.24$0.25$0.49$771.51$774.49
$775.00$773.00Sep 3$0.09$0.55$0.64$772.36$775.64
$774.00$773.00Sep 3$0.24$0.55$0.79$772.21$774.79
$790.00$750.00Sep 14$0.42$0.66$1.08$748.92$791.08
$778.00$769.00Sep 4$0.37$0.68$1.05$767.95$779.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 399 found (best R:R 1.00, avg credit $0.62)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
739/740783/784Oct 2$0.50$0.5050%1.00$739.50$783.50
744/745781/782Sep 25$0.50$0.5050%1.00$744.50$781.50
747/748781/782Sep 25$0.52$0.4848%1.08$747.48$781.52
743/744782/783Sep 30$0.51$0.4949%1.04$743.49$782.51
749/750780/781Sep 18$0.49$0.5151%0.96$749.51$780.49
742/743783/784Oct 2$0.51$0.4949%1.04$742.49$783.51
745/746781/782Sep 25$0.50$0.5050%1.00$745.50$781.50
742/743782/783Sep 30$0.50$0.5050%1.00$742.50$782.50
743/744783/784Sep 30$0.49$0.5151%0.96$743.51$783.49
749/750781/782Sep 25$0.53$0.4747%1.13$749.47$781.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 302 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Sep 15$0.05$4.9515%99.00
$765.00$770.00$775.00Sep 17$0.46$4.5422%9.87
$760.00$765.00$770.00Sep 14$0.46$4.5422%9.87
$750.00$755.00$760.00Sep 17$0.14$4.8610%34.71
$755.00$760.00$765.00Sep 17$0.25$4.7514%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$775.00$780.00$785.00Sep 17$0.37$4.6323%12.51
$760.00$765.00$770.00Sep 14$0.48$4.5222%9.42
$765.00$770.00$775.00Sep 14$0.70$4.3028%6.14
$760.00$765.00$770.00Sep 15$0.47$4.5321%9.64
$755.00$760.00$765.00Sep 15$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. 1,074 found (best net $-8.24, 1,052 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$635.00$700.001:2Sep 8-$8.24$56.76
$665.00$710.001:2Sep 10-$18.49$26.51
$635.00$690.001:2Oct 9-$31.04$23.96
$725.00$750.001:2Sep 17-$1.44$23.56
$635.00$685.001:2Sep 3-$38.02$11.98
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$795.00$785.001:2Sep 14-$2.63$7.37
$790.00$780.001:2Sep 16-$1.26$8.74
$801.00$791.001:2Sep 10-$7.89$2.11
$775.00$770.001:2Sep 14-$1.59$3.41
$775.00$774.001:2Sep 3-$0.28$0.72

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 282 found (best yield 1.76%, avg 0.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$774.00Oct 16$13.570.470.1%1.76%1.87%1811.2K
$775.00Oct 16$12.990.470.2%1.68%1.92%82315.0K
$776.00Oct 16$12.420.460.4%1.61%1.98%2051.4K
$777.00Oct 16$11.870.450.5%1.54%2.04%84908
$778.00Oct 16$11.330.440.6%1.47%2.10%2382.9K
$779.00Oct 16$10.800.430.8%1.40%2.16%2621.9K
$780.00Oct 16$10.290.410.9%1.33%2.22%1.0K5.7K
$781.00Oct 16$9.790.401.0%1.27%2.28%752.2K
$782.00Oct 16$9.310.391.1%1.20%2.35%2021.2K
$783.00Oct 16$8.840.381.3%1.14%2.42%223969

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 4,338,771
Total Puts 4,311,632
Put/Call Ratio 0.99
Net Difference 27,139

Prior's Put/Call Breakdown

Total Calls 2,893,172
Total Puts 3,560,607
Put/Call Ratio 1.23
Net Difference -667,435

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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