Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$773.58 +1.10%
9/3 14:55

Option Volume

Detail
Current (09/03 2:55pm) 10,219,261
Calls: 5,104,499 (50%)
Puts: 5,114,762 (50%)
Prior (09/02) 7,619,848
Calls: 3,455,489 (45%)
Puts: 4,164,359 (55%)
Current vs Prior +34.11%
Calls: +47.72% (Calls)
Puts: +22.82% (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 +6.19%
Calls: +11.34%
Puts: +1.51%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/03 2:55pm) $1.68B
Calls: $1.35B (80%)
Puts: $333.91M (20%)
Prior (09/02) $903.29M
Calls: $483.57M (54%)
Puts: $419.73M (46%)
Current vs Prior +86.31%
Calls: +178.96%
Puts: -20.44%
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 +56.97%
Calls: +138.91%
Puts: -34.20%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/03 2:55pm) 1.00
Prior (09/02) 1.21
Current vs Prior -16.86%
Prior 7-Day Average 1.10
Current vs Prior 7-Day Avg -9.18%
Sentiment BEARISH

Open Interest

Detail
Current (09/03 2:55pm) 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 0.19% | 0.57%0.57% | 0.94%0.57% | 1.27%1.80% | 3.47%
Prior 0.56% | 0.79%0.20% | 0.79%0.79% | 1.39%1.85% | 3.61%
Current vs Prior -65.73% | -27.93%+188.22% | +18.11%-27.93% | -8.18%-3.05% | -3.91%
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 -66.87% | -28.36%+48.71% | +11.66%-29.31% | -14.50%-22.42% | -9.68%
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 -65.73% | -27.93%+188.22% | +18.11%-27.93% | -8.18%-3.05% | -3.91%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 1.98% | 0.66%
Calls: 2.53% | 0.82%
Puts: 1.43% | 0.50%
Prior 1.12% | 0.90%
Calls: 0.87% | 0.90%
Puts: 1.37% | 0.90%
Current vs Prior +76.79% | -26.67%
Prior 7-Day Avg 1.49% | 1.18%
Calls: 1.14% | 1.11%
Puts: 1.84% | 1.25%
Current vs 7-Day Avg +32.89% | -44.07%
Liquidity Excellent
+
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🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($1.35B) vs puts ($333.91M). Elevated premium activity with dollar volume up 86% vs prior. Dollar volume significantly above 7-day average (57% higher). Slightly bearish P/C ratio of 1.00.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
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
14:55BULLISHNEUTRALMIXED
14:50BULLISHNEUTRALBULLISH
14:45BULLISHNEUTRALBULLISH
14:40BULLISHNEUTRALBULLISH
14:35BULLISHNEUTRALBULLISH
14:30BULLISHNEUTRALBULLISH
14:25BULLISHNEUTRALBULLISH
14:20BULLISHNEUTRALBULLISH
14:15BULLISHNEUTRALBULLISH
14:10BULLISHNEUTRALBULLISH
14:00BULLISHNEUTRALBULLISH
13:55BULLISHNEUTRALBULLISH
13:50BULLISHNEUTRALBULLISH
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13:35BULLISHNEUTRALBULLISH
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12:55BULLISHNEUTRALBULLISH
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12:05BULLISHNEUTRALBULLISH
12:00BULLISHNEUTRALBULLISH
11:55BULLISHBULLISHBULLISH
11:50BULLISHBULLISHBULLISH
11:45BULLISHBULLISHBULLISH
11:40BULLISHBULLISHBULLISH
11:35BULLISHBULLISHBULLISH
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11:25BULLISHBULLISHBULLISH
11:20BULLISHBULLISHBULLISH
11:15BULLISHNEUTRALBULLISH
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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 2.5%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 3148.50148.71$148.610.1%--1.0022
$774.00Oct 1613.7713.79$13.780.1%2440.481.2K
$775.00Oct 1613.1813.20$13.190.2%8970.4715.0K
$776.00Oct 1612.6112.63$12.620.2%2130.471.4K
$778.00Oct 1611.5011.52$11.510.2%2410.442.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Sep 187.877.88$7.880.1%7100.557.8K
$920.00Sep 3146.32146.52$146.420.1%11.00--
$773.00Sep 186.946.95$6.950.1%1.6K0.514.3K
$769.00Sep 185.385.39$5.390.2%2.4K0.413.4K
$776.00Sep 3010.6010.62$10.610.2%1810.56422

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 759 found (avg $0.32, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Sep 30.070.08$0.0812.5%432.2K0.126.8K
$774.00Sep 30.250.26$0.263.8%569.9K0.363.4K
$773.00Sep 30.780.80$0.792.5%629.9K0.704.3K
$781.00Sep 40.100.11$0.119.1%15.7K0.062.2K
$782.00Sep 40.070.08$0.0812.5%7.2K0.044.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Sep 30.080.09$0.0911.1%521.6K0.12913
$773.00Sep 30.220.23$0.234.3%408.8K0.3115
$774.00Sep 30.690.70$0.701.4%144.1K0.641
$763.00Sep 40.130.14$0.147.1%13.0K0.058.8K
$765.00Sep 40.210.22$0.224.5%37.6K0.0855.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,173 found (avg delta 0.88, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 3148.50148.71$148.610.1%--1.0022
$635.00Sep 3137.55138.71$138.130.8%11.006
$685.00Sep 388.5088.71$88.600.2%121.0013
$700.00Sep 373.5073.71$73.600.3%41.004
$718.00Sep 355.5055.69$55.600.3%171.0032
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$920.00Sep 3146.32146.52$146.420.1%11.00--
$782.00Sep 48.168.51$8.344.2%1.6K1.00--
$783.00Sep 49.239.48$9.362.7%1.5K1.00--
$784.00Sep 410.1510.52$10.343.6%3391.00--
$785.00Sep 411.1411.52$11.333.4%1.3K1.008

Most actively traded options today. High liquidity = easy entry/exit. 2,526 active (total vol 10.2M, top 629.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Sep 30.780.80$0.792.5%629.9K0.704.3K
$774.00Sep 30.250.26$0.263.8%569.9K0.363.4K
$770.00Sep 33.563.61$3.591.4%462.4K0.958.0K
$775.00Sep 30.070.08$0.0812.5%432.2K0.126.8K
$772.00Sep 31.631.66$1.651.8%430.2K0.886.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Sep 30.080.09$0.0911.1%521.6K0.12913
$773.00Sep 30.220.23$0.234.3%408.8K0.3115
$768.00Sep 30.020.03$0.0333.3%385.8K0.021.2K
$771.00Sep 30.040.05$0.0520.0%361.5K0.06864
$770.00Sep 30.030.04$0.0425.0%356.5K0.041.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 8.4%, max 12.5%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$773.00Sep 3Oct 1612.3%10.9%12.5%630.6K5.7K
$774.00Sep 3Oct 1611.4%10.8%5.6%570.1K4.5K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$773.00Sep 3Oct 1612.0%10.9%10.0%409.3K911
$774.00Sep 3Oct 1611.4%10.8%5.6%144.5K971

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 687 found (best R:R 6.14, avg 4.57)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$729.00$730.00Oct 16$0.14$0.86$0.1487%6.14$729.14
$734.00$735.00Oct 16$0.12$0.88$0.1285%7.33$734.12
$749.00$750.00Sep 25$0.12$0.88$0.1284%7.33$749.12
$740.00$741.00Oct 9$0.13$0.87$0.1384%6.69$740.13
$744.00$745.00Sep 30$0.18$0.82$0.1886%4.56$744.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$780.00$775.00Sep 17$2.58$2.42$2.5864%0.94$777.42
$780.00$775.00Sep 14$2.78$2.22$2.7869%0.80$777.22
$775.00$770.00Sep 17$1.94$3.06$1.9453%1.58$773.06
$780.00$775.00Sep 16$2.66$2.34$2.6665%0.88$777.34
$775.00$770.00Sep 15$1.92$3.08$1.9254%1.60$773.08

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 516 found (best R:R 0.81, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$780.00Sep 14$2.24$2.24$2.7654%0.81$777.24
$775.00$780.00Sep 15$2.29$2.29$2.7154%0.85$777.29
$775.00$780.00Sep 17$2.40$2.40$2.6053%0.92$777.40
$775.00$780.00Sep 16$2.35$2.35$2.6553%0.89$777.35
$780.00$785.00Sep 14$1.38$1.38$3.6269%0.38$781.38
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$773.00$772.00Sep 3$0.14$0.14$0.8669%0.16$772.86
$770.00$769.00Sep 4$0.18$0.18$0.8276%0.22$769.82
$768.00$767.00Sep 4$0.10$0.10$0.9085%0.11$767.90
$762.00$761.00Sep 11$0.14$0.14$0.8682%0.16$761.86
$764.00$763.00Sep 9$0.11$0.11$0.8984%0.12$763.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $1.47, cheapest $1.65)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$773.00Sep 3Sep 4$1.6512.3%11.7%
$774.00Sep 3Sep 4$1.6011.4%11.8%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$773.00Sep 3Sep 4$1.3412.0%11.7%
$774.00Sep 3Sep 4$1.2911.4%11.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 984 found (cheapest 0.12% of stock, avg 4.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$774.00Sep 3$0.26$0.70$0.96$773.04$774.960.12%
$773.00Sep 3$0.79$0.23$1.02$771.98$774.020.13%
$775.00Sep 3$0.08$1.51$1.59$773.41$776.590.21%
$772.00Sep 3$1.65$0.09$1.74$770.26$773.740.22%
$776.00Sep 3$0.04$2.45$2.49$773.51$778.490.32%
$771.00Sep 3$2.61$0.05$2.66$768.34$773.660.34%
$777.00Sep 3$0.02$3.44$3.46$773.54$780.460.45%
$770.00Sep 3$3.59$0.04$3.63$766.37$773.630.47%
$774.00Sep 4$1.86$1.99$3.85$770.15$777.850.50%
$775.00Sep 4$1.36$2.48$3.84$771.16$778.840.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 374 found (cheapest 0.01% of stock, avg 1.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$776.00$771.00Sep 3$0.04$0.05$0.09$770.91$776.09
$775.00$772.00Sep 3$0.08$0.09$0.17$771.83$775.17
$775.00$771.00Sep 3$0.08$0.05$0.13$770.87$775.13
$776.00$772.00Sep 3$0.04$0.09$0.13$771.87$776.13
$776.00$773.00Sep 3$0.04$0.23$0.27$772.73$776.27
$775.00$773.00Sep 3$0.08$0.23$0.31$772.69$775.31
$774.00$771.00Sep 3$0.26$0.05$0.31$770.69$774.31
$774.00$773.00Sep 3$0.26$0.23$0.49$772.51$774.49
$774.00$772.00Sep 3$0.26$0.09$0.35$771.65$774.35
$778.00$769.00Sep 4$0.42$0.57$0.99$768.01$778.99

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 375 found (best R:R 1.00, avg credit $0.60)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
738/739783/784Oct 2$0.50$0.5051%1.00$738.50$783.50
745/746781/782Sep 25$0.51$0.4949%1.04$745.49$781.51
750/751782/783Sep 18$0.46$0.5454%0.85$750.54$782.46
748/749781/782Sep 25$0.53$0.4747%1.13$748.47$781.53
750/751781/782Sep 18$0.48$0.5252%0.92$750.52$781.48
761/762779/780Sep 11$0.51$0.4949%1.04$761.49$779.51
747/748781/782Sep 25$0.52$0.4848%1.08$747.48$781.52
750/751780/781Sep 18$0.50$0.5050%1.00$750.50$780.50
746/747781/782Sep 25$0.51$0.4949%1.04$746.49$781.51
751/752781/782Sep 25$0.55$0.4545%1.22$751.45$781.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 331 found (best R:R 15.13, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Sep 17$0.31$4.6918%15.13
$765.00$770.00$775.00Sep 14$0.65$4.3528%6.69
$765.00$770.00$775.00Sep 15$0.62$4.3826%7.06
$760.00$765.00$770.00Sep 15$0.44$4.5620%10.36
$760.00$765.00$770.00Sep 14$0.47$4.5321%9.64
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Sep 14$0.68$4.3228%6.35
$760.00$765.00$770.00Sep 15$0.44$4.5620%10.36
$760.00$765.00$770.00Sep 14$0.47$4.5321%9.64
$765.00$770.00$775.00Sep 15$0.66$4.3426%6.58
$755.00$760.00$765.00Sep 14$0.30$4.7014%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. 1,098 found (best net $-9.08, 1,075 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$635.00$700.001:2Sep 8-$9.08$55.92
$665.00$710.001:2Sep 10-$19.21$25.79
$635.00$690.001:2Oct 9-$31.66$23.34
$725.00$750.001:2Sep 17-$1.22$23.78
$635.00$685.001:2Sep 3-$39.07$10.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$825.00$805.001:2Sep 18-$13.09$6.91
$795.00$785.001:2Sep 14-$2.07$7.93
$790.00$780.001:2Sep 16-$1.13$8.87
$801.00$791.001:2Sep 10-$7.35$2.65
$830.00$810.001:2Oct 16-$18.22$1.78

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 290 found (best yield 1.78%, avg 0.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$774.00Oct 16$13.770.480.1%1.78%1.83%2441.2K
$775.00Oct 16$13.180.470.2%1.70%1.89%89715.0K
$776.00Oct 16$12.610.470.3%1.63%1.94%2131.4K
$777.00Oct 16$12.040.460.4%1.56%2.00%90908
$778.00Oct 16$11.500.440.6%1.49%2.06%2412.9K
$779.00Oct 16$10.970.430.7%1.42%2.12%2921.9K
$780.00Oct 16$10.450.420.8%1.35%2.18%1.2K5.7K
$781.00Oct 16$9.950.411.0%1.29%2.25%862.2K
$782.00Oct 16$9.460.401.1%1.22%2.31%2161.2K
$783.00Oct 16$8.990.391.2%1.16%2.38%230969

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 5,104,499
Total Puts 5,114,762
Put/Call Ratio 1.00
Net Difference -10,263

Prior's Put/Call Breakdown

Total Calls 3,455,489
Total Puts 4,164,359
Put/Call Ratio 1.21
Net Difference -708,870

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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