Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$773.15 +1.04%
$772.98 (-0.02%)🌙
as of 09/03 04:00 PM
9/3 16:00

Option Volume

Detail
Current (09/03 4:00pm) 11,653,163
Calls: 5,632,797 (48%)
Puts: 6,020,366 (52%)
Prior (09/02) 8,670,225
Calls: 3,908,997 (45%)
Puts: 4,761,228 (55%)
Current vs Prior +34.40%
Calls: +44.10% (Calls)
Puts: +26.45% (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 +21.09%
Calls: +22.86%
Puts: +19.49%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/03 4:00pm) $1.67B
Calls: $1.21B (73%)
Puts: $459.86M (27%)
Prior (09/02) $1.00B
Calls: $597.40M (59%)
Puts: $407.08M (41%)
Current vs Prior +66.52%
Calls: +103.01%
Puts: +12.97%
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 +56.01%
Calls: +114.78%
Puts: -9.38%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/03 4:00pm) 1.07
Prior (09/02) 1.22
Current vs Prior -12.25%
Prior 7-Day Average 1.10
Current vs Prior 7-Day Avg -3.12%
Sentiment BEARISH

Open Interest

Detail
Current (09/03 4:00pm) 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 0.16% | 0.55%0.55% | 0.91%0.55% | 1.25%1.76% | 3.42%
Prior 0.56% | 0.79%0.20% | 0.79%0.79% | 1.39%1.85% | 3.61%
Current vs Prior -1.26% | -1.85%+179.27% | +14.91%-30.17% | -10.08%-5.15% | -5.33%
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 -4.57% | -2.43%+44.09% | +8.64%-31.50% | -16.27%-24.11% | -11.01%
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 -1.26% | -1.85%+179.27% | +14.91%-30.17% | -10.08%-5.15% | -5.33%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 4.60% | 0.67%
Calls: 4.26% | 0.68%
Puts: 4.94% | 0.65%
Prior 1.12% | 0.90%
Calls: 0.87% | 0.90%
Puts: 1.37% | 0.90%
Current vs Prior +310.71% | -25.56%
Prior 7-Day Avg 1.49% | 1.18%
Calls: 1.14% | 1.11%
Puts: 1.84% | 1.25%
Current vs 7-Day Avg +208.72% | -43.22%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($1.21B). Elevated premium activity with dollar volume up 67% vs prior. Dollar volume significantly above 7-day average (56% higher). Slightly bearish P/C ratio of 1.07.

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 NEUTRAL
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
16:00BULLISHNEUTRALMIXED
15:55BULLISHNEUTRALMIXED
15:50BULLISHNEUTRALMIXED
15:45BULLISHNEUTRALMIXED
15:40BULLISHNEUTRALMIXED
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11:15BULLISHNEUTRALBULLISH
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10:55BULLISHNEUTRALBULLISH
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10:45BEARISHNEUTRALMIXED
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📈 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 2,186 of results (avg 3.0%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Oct 1612.6512.68$12.670.2%1.0K0.4715.0K
$778.00Oct 1611.0011.03$11.020.3%2490.442.9K
$772.00Oct 1614.4214.46$14.440.3%4230.501.7K
$779.00Oct 1610.4810.51$10.500.3%3130.421.9K
$773.00Oct 1613.8213.86$13.840.3%7580.491.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Sep 187.617.63$7.620.3%1.9K0.534.5K
$776.00Sep 3010.8110.84$10.830.3%1880.57422
$775.00Sep 3010.3310.36$10.350.3%5580.5511.5K
$776.00Oct 1613.4813.52$13.500.3%1960.54773
$774.00Sep 309.879.90$9.890.3%5230.54229

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 748 found (avg $0.32, cheapest $0.21)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Sep 30.200.22$0.219.5%696.9K0.674.3K
$783.00Sep 40.050.06$0.0616.7%6.3K0.032.8K
$782.00Sep 40.080.09$0.0911.1%8.3K0.044.0K
$781.00Sep 40.110.12$0.128.3%17.6K0.062.2K
$779.00Sep 40.230.24$0.244.2%21.3K0.113.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Sep 30.180.20$0.1910.5%581.7K0.3415
$762.00Sep 40.090.10$0.1010.0%18.1K0.049.4K
$761.00Sep 40.070.08$0.0812.5%12.6K0.036.3K
$760.00Sep 40.060.07$0.0714.3%26.7K0.0325.1K
$765.00Sep 40.200.21$0.214.8%45.3K0.0755.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,190 found (avg delta 0.88, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 3147.69148.32$148.010.4%--1.0022
$635.00Sep 3137.26138.89$138.071.2%11.006
$620.00Sep 4151.48154.97$153.232.3%--1.0023
$625.00Sep 4146.48149.97$148.232.4%221.0026
$630.00Sep 4141.48144.97$143.232.4%11.0010
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Sep 31.872.10$1.9911.6%59.0K1.008
$776.00Sep 32.873.10$2.997.7%8.6K1.00--
$777.00Sep 33.864.13$4.006.8%3.7K1.001
$778.00Sep 34.905.10$5.004.0%1.2K1.001
$779.00Sep 35.866.14$6.004.7%7141.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,581 active (total vol 11.6M, top 696.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Sep 30.200.22$0.219.5%696.9K0.674.3K
$774.00Sep 30.010.02$0.0250.0%694.7K0.093.4K
$775.00Sep 30.010.02$0.0250.0%516.4K0.046.8K
$770.00Sep 32.923.07$3.005.0%465.9K0.988.0K
$772.00Sep 30.951.07$1.0111.9%444.3K0.956.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Sep 30.010.02$0.0250.0%651.7K0.05913
$773.00Sep 30.180.20$0.1910.5%581.7K0.3415
$771.00Sep 30.010.02$0.0250.0%414.5K0.03864
$768.00Sep 30.000.01$0.01100.0%396.2K0.011.2K
$770.00Sep 30.000.01$0.01100.0%381.7K0.021.5K

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 678 found (best R:R 5.67, avg 4.39)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$762.00$763.00Sep 11$0.15$0.85$0.1581%5.67$762.15
$750.00$752.00Oct 9$0.88$1.12$0.8877%1.27$750.88
$761.00$762.00Sep 25$0.12$0.88$0.1270%7.33$761.12
$760.00$765.00Sep 16$3.24$1.76$3.2478%0.54$763.24
$740.00$741.00Sep 18$0.40$0.60$0.4094%1.50$740.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$799.00$798.00Oct 16$0.18$0.82$0.1880%4.56$798.82
$788.00$786.00Sep 25$0.95$1.05$0.9579%1.11$787.05
$795.00$793.00Oct 16$0.94$1.06$0.9476%1.13$794.06
$790.00$789.00Sep 11$0.38$0.62$0.3894%1.63$789.62
$800.00$799.00Sep 11$0.54$0.46$0.54100%0.85$799.46

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 502 found (best R:R 0.72, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$780.00Sep 14$2.10$2.10$2.9055%0.72$777.10
$775.00$780.00Sep 15$2.15$2.15$2.8555%0.75$777.15
$775.00$780.00Sep 17$2.29$2.29$2.7154%0.85$777.29
$775.00$780.00Sep 16$2.24$2.24$2.7654%0.81$777.24
$780.00$785.00Sep 15$1.35$1.35$3.6569%0.37$781.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$773.00$772.00Sep 3$0.17$0.17$0.8366%0.20$772.83
$770.00$769.00Sep 4$0.20$0.20$0.8075%0.25$769.80
$769.00$768.00Sep 4$0.15$0.15$0.8580%0.18$768.85
$768.00$767.00Sep 4$0.11$0.11$0.8984%0.12$767.89
$771.00$770.00Sep 4$0.25$0.25$0.7569%0.33$770.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $1.71, cheapest $1.57)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$773.00Sep 3Sep 4$1.849.8%11.7%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$773.00Sep 3Sep 4$1.5710.0%11.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,001 found (cheapest 0.05% of stock, avg 4.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$773.00Sep 3$0.21$0.19$0.40$772.60$773.400.05%
$772.00Sep 3$1.01$0.02$1.03$770.97$773.030.13%
$774.00Sep 3$0.02$1.00$1.02$772.98$775.020.13%
$771.00Sep 3$2.02$0.02$2.04$768.96$773.040.26%
$775.00Sep 3$0.02$1.99$2.01$772.99$777.010.26%
$770.00Sep 3$3.00$0.01$3.01$766.99$773.010.39%
$776.00Sep 3$0.01$2.99$3.00$773.00$779.000.39%
$773.00Sep 4$2.05$1.76$3.81$769.19$776.810.49%
$774.00Sep 4$1.54$2.24$3.78$770.22$777.780.49%
$775.00Sep 4$1.11$2.81$3.92$771.08$778.920.51%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 366 found (cheapest 0.03% of stock, avg 1.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$774.00$773.00Sep 3$0.02$0.19$0.21$772.79$774.21
$790.00$750.00Sep 14$0.40$0.61$1.01$748.99$791.01
$778.00$769.00Sep 4$0.36$0.61$0.97$768.03$778.97
$777.00$769.00Sep 4$0.53$0.61$1.14$767.86$778.14
$778.00$770.00Sep 4$0.36$0.81$1.17$768.83$779.17
$790.00$750.00Sep 15$0.52$0.76$1.28$748.72$791.28
$777.00$770.00Sep 4$0.53$0.81$1.34$768.66$778.34
$790.00$755.00Sep 14$0.40$0.90$1.30$753.70$791.30
$776.00$769.00Sep 4$0.78$0.61$1.39$767.61$777.39
$795.00$750.00Sep 16$0.39$1.06$1.45$748.55$796.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 398 found (best R:R 1.00, avg credit $0.60)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
742/743782/783Sep 30$0.50$0.5050%1.00$742.50$782.50
739/740783/784Oct 2$0.49$0.5151%0.96$739.51$783.49
744/745782/783Sep 30$0.51$0.4949%1.04$744.49$782.51
748/749782/783Sep 30$0.54$0.4646%1.17$748.46$782.54
742/743781/782Sep 30$0.51$0.4949%1.04$742.49$781.51
743/744782/783Sep 30$0.50$0.5050%1.00$743.50$782.50
746/747782/783Sep 30$0.52$0.4848%1.08$746.48$782.52
739/740782/783Oct 2$0.50$0.5050%1.00$739.50$782.50
744/745781/782Sep 30$0.52$0.4848%1.08$744.48$781.52
748/749781/782Sep 30$0.55$0.4545%1.22$748.45$781.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 255 found (best R:R 4.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$773.00$774.00$775.00Sep 3$0.19$0.8163%4.26
$755.00$760.00$765.00Sep 14$0.23$4.7715%20.74
$760.00$765.00$770.00Sep 14$0.48$4.5222%9.42
$765.00$770.00$775.00Sep 17$0.53$4.4723%8.43
$772.00$773.00$774.00Sep 3$0.61$0.3986%0.64
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$773.00$774.00$775.00Sep 3$0.18$0.8266%4.56
$772.00$773.00$774.00Sep 3$0.64$0.3692%0.56
$760.00$765.00$770.00Sep 14$0.50$4.5022%9.00
$760.00$765.00$770.00Sep 15$0.48$4.5221%9.42
$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. 1,092 found (best net $-8.20, 1,071 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$635.00$700.001:2Sep 8-$8.20$56.80
$665.00$710.001:2Sep 10-$18.49$26.51
$635.00$690.001:2Oct 9-$30.82$24.18
$725.00$750.001:2Sep 17-$1.49$23.51
$730.00$750.001:2Sep 15-$5.21$14.79
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$825.00$805.001:2Sep 18-$13.24$6.76
$795.00$785.001:2Sep 14-$2.39$7.61
$790.00$780.001:2Sep 16-$2.51$7.49
$801.00$791.001:2Sep 10-$8.21$1.79
$775.00$770.001:2Sep 14-$1.47$3.53

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 282 found (best yield 1.71%, avg 0.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$774.00Oct 16$13.220.470.1%1.71%1.82%3051.2K
$775.00Oct 16$12.650.470.2%1.64%1.88%1.0K15.0K
$776.00Oct 16$12.080.460.4%1.56%1.93%2211.4K
$777.00Oct 16$11.530.450.5%1.49%1.99%93908
$778.00Oct 16$11.000.440.6%1.42%2.05%2492.9K
$779.00Oct 16$10.480.420.8%1.36%2.11%3131.9K
$780.00Oct 16$9.970.410.9%1.29%2.18%1.3K5.7K
$781.00Oct 16$9.480.401.0%1.23%2.24%1102.2K
$782.00Oct 16$9.010.391.1%1.17%2.31%2171.2K
$783.00Oct 16$8.550.381.3%1.11%2.38%236969

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 5,632,797
Total Puts 6,020,366
Put/Call Ratio 1.07
Net Difference -387,569

Prior's Put/Call Breakdown

Total Calls 3,908,997
Total Puts 4,761,228
Put/Call Ratio 1.22
Net Difference -852,231

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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