Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$773.15 +1.04%
$772.79 (-0.05%)🌙
as of 09/03 04:05 PM
9/3 16:05

Option Volume

Detail
Current (09/03 4:05pm) 11,749,914
Calls: 5,674,793 (48%)
Puts: 6,075,121 (52%)
Prior (09/02) 8,727,594
Calls: 3,940,328 (45%)
Puts: 4,787,266 (55%)
Current vs Prior +34.63%
Calls: +44.02% (Calls)
Puts: +26.90% (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 +22.10%
Calls: +23.78%
Puts: +20.58%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/03 4:05pm) $1.65B
Calls: $1.16B (70%)
Puts: $491.38M (30%)
Prior (09/02) $1.01B
Calls: $617.77M (61%)
Puts: $392.56M (39%)
Current vs Prior +63.06%
Calls: +87.14%
Puts: +25.17%
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 +53.67%
Calls: +104.75%
Puts: -3.17%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/03 4:05pm) 1.07
Prior (09/02) 1.21
Current vs Prior -11.89%
Prior 7-Day Average 1.10
Current vs Prior 7-Day Avg -2.97%
Sentiment BEARISH

Open Interest

Detail
Current (09/03 4:05pm) 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 0.17% | 0.56%0.56% | 0.91%0.56% | 1.24%1.75% | 3.42%
Prior 0.56% | 0.79%0.20% | 0.79%0.79% | 1.39%1.85% | 3.61%
Current vs Prior -0.11% | -1.52%+182.49% | +14.91%-29.36% | -10.18%-5.43% | -5.26%
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 -3.46% | -2.11%+45.75% | +8.64%-30.71% | -16.36%-24.33% | -10.94%
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 -0.11% | -1.52%+182.49% | +14.91%-29.36% | -10.18%-5.43% | -5.26%
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 70% call dollar volume ($1.16B). Elevated premium activity with dollar volume up 63% vs prior. Dollar volume significantly above 7-day average (54% 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
16:05BULLISHNEUTRALMIXED
16:00BULLISHNEUTRALMIXED
15:55BULLISHNEUTRALMIXED
15:50BULLISHNEUTRALMIXED
15:45BULLISHNEUTRALMIXED
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15:30BULLISHNEUTRALMIXED
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14:55BULLISHNEUTRALMIXED
14:50BULLISHNEUTRALBULLISH
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11:15BULLISHNEUTRALBULLISH
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10:55BULLISHNEUTRALBULLISH
10:50BULLISHNEUTRALBULLISH
10:45BEARISHNEUTRALMIXED
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10:00BULLISHBULLISHBULLISH
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09:50BULLISHBULLISHBULLISH
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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 2,286 of results (avg 3.0%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Oct 1614.3314.36$14.350.2%4240.501.7K
$773.00Oct 1613.7213.75$13.740.2%7600.481.4K
$774.00Oct 1613.1313.16$13.150.2%3050.471.2K
$772.00Oct 912.6312.66$12.650.2%2840.5066
$775.00Oct 1612.5612.59$12.580.2%1.0K0.4715.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Sep 185.975.98$5.980.2%11.0K0.4616.5K
$768.00Sep 185.245.25$5.250.2%2.5K0.412.9K
$774.00Sep 309.9810.00$9.990.2%5250.54229
$775.00Oct 1613.1513.18$13.170.2%1.2K0.536.2K
$775.00Oct 912.0512.08$12.070.2%560.54128

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 746 found (avg $0.32, cheapest $0.10)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Sep 30.090.10$0.1010.0%700.3K1.004.3K
$772.00Sep 30.710.86$0.7819.2%445.5K1.006.4K
$780.00Sep 40.140.15$0.156.7%46.0K0.0711.5K
$783.00Sep 40.050.06$0.0616.7%6.4K0.032.8K
$781.00Sep 40.100.11$0.119.1%17.7K0.052.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Sep 30.290.30$0.303.3%592.4K1.0015
$762.00Sep 40.100.11$0.119.1%18.2K0.049.4K
$763.00Sep 40.130.14$0.147.1%15.8K0.058.8K
$761.00Sep 40.080.09$0.0911.1%12.6K0.036.3K
$764.00Sep 40.170.18$0.185.6%19.7K0.076.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,194 found (avg delta 0.88, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 3147.54148.13$147.830.4%--1.0022
$635.00Sep 3137.48138.16$137.820.5%11.006
$685.00Sep 387.5488.22$87.880.8%121.0013
$700.00Sep 372.5473.17$72.860.9%41.004
$715.00Sep 357.5558.10$57.831.0%31.005
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Sep 30.290.30$0.303.3%592.4K1.0015
$920.00Sep 3146.91147.56$147.240.4%11.00--
$825.00Sep 451.6752.81$52.242.2%11.001
$925.00Sep 4150.29154.14$152.212.5%41.00--
$798.00Sep 324.9025.54$25.222.5%21.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,587 active (total vol 11.7M, top 700.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Sep 30.090.10$0.1010.0%700.3K1.004.3K
$774.00Sep 30.010.02$0.0250.0%699.9K0.053.4K
$775.00Sep 30.000.01$0.01100.0%520.8K0.016.8K
$770.00Sep 32.702.86$2.785.8%466.0K1.008.0K
$772.00Sep 30.710.86$0.7819.2%445.5K1.006.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Sep 30.020.03$0.0333.3%656.3K0.09913
$773.00Sep 30.290.30$0.303.3%592.4K1.0015
$771.00Sep 30.010.02$0.0250.0%415.5K0.04864
$768.00Sep 30.000.01$0.01100.0%396.2K0.011.2K
$770.00Sep 30.000.01$0.01100.0%381.8K0.011.5K

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. 681 found (best R:R 5.67, avg 4.51)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$735.00$736.00Sep 11$0.26$0.74$0.26100%2.85$735.26
$754.00$755.00Sep 18$0.11$0.89$0.1184%8.09$754.11
$750.00$752.00Oct 9$0.82$1.18$0.8277%1.44$750.82
$740.00$741.00Sep 18$0.27$0.73$0.2795%2.70$740.27
$747.00$748.00Oct 16$0.16$0.84$0.1677%5.25$747.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$790.00$789.00Sep 11$0.15$0.85$0.1594%5.67$789.85
$798.00$795.00Sep 30$1.89$1.11$1.8989%0.59$796.11
$798.00$797.00Oct 16$0.11$0.89$0.1180%8.09$797.89
$788.00$786.00Sep 25$0.89$1.11$0.8979%1.25$787.11
$788.00$787.00Sep 30$0.11$0.89$0.1177%8.09$787.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 506 found (best R:R 0.74, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$780.00Sep 15$2.13$2.13$2.8756%0.74$777.13
$775.00$780.00Sep 14$2.07$2.07$2.9356%0.71$777.07
$775.00$780.00Sep 17$2.27$2.27$2.7355%0.83$777.27
$775.00$780.00Sep 16$2.22$2.22$2.7855%0.80$777.22
$780.00$785.00Sep 17$1.59$1.59$3.4167%0.47$781.59
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$768.00$767.00Sep 4$0.12$0.12$0.8882%0.14$767.88
$765.00$764.00Sep 8$0.12$0.12$0.8884%0.14$764.88
$769.00$768.00Sep 4$0.16$0.16$0.8478%0.19$768.84
$770.00$769.00Sep 4$0.21$0.21$0.7972%0.27$769.79
$772.00$771.00Sep 4$0.34$0.34$0.6658%0.52$771.66

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,004 found (cheapest 0.05% of stock, avg 4.01%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$773.00Sep 3$0.10$0.30$0.40$772.60$773.400.05%
$772.00Sep 3$0.78$0.03$0.81$771.19$772.810.10%
$774.00Sep 3$0.02$1.24$1.26$772.74$775.260.16%
$771.00Sep 3$1.79$0.02$1.81$769.19$772.810.23%
$775.00Sep 3$0.01$2.20$2.21$772.79$777.210.29%
$770.00Sep 3$2.78$0.01$2.79$767.21$772.790.36%
$776.00Sep 3$0.01$3.22$3.23$772.77$779.230.42%
$769.00Sep 3$3.80$0.01$3.81$765.19$772.810.49%
$773.00Sep 4$1.96$1.88$3.84$769.16$776.840.50%
$774.00Sep 4$1.46$2.38$3.84$770.16$777.840.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 366 found (cheapest 0.01% of stock, avg 1.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$774.00$772.00Sep 3$0.02$0.03$0.05$771.95$774.05
$778.00$768.00Sep 4$0.33$0.51$0.84$767.16$778.84
$790.00$750.00Sep 14$0.39$0.62$1.01$748.99$791.01
$777.00$768.00Sep 4$0.49$0.51$1.00$767.00$778.00
$778.00$769.00Sep 4$0.33$0.67$1.00$768.00$779.00
$777.00$769.00Sep 4$0.49$0.67$1.16$767.84$778.16
$790.00$750.00Sep 15$0.50$0.78$1.28$748.72$791.28
$776.00$768.00Sep 4$0.73$0.51$1.24$766.76$777.24
$790.00$755.00Sep 14$0.39$0.93$1.32$753.68$791.32
$778.00$770.00Sep 4$0.33$0.88$1.21$768.79$779.21

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 432 found (best R:R 0.96, avg credit $0.59)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
739/740783/784Oct 2$0.49$0.5152%0.96$739.51$783.49
743/744781/782Sep 30$0.52$0.4848%1.08$743.48$781.52
750/751779/780Sep 18$0.51$0.4949%1.04$750.49$779.51
743/744782/783Sep 30$0.50$0.5050%1.00$743.50$782.50
742/743781/782Sep 30$0.51$0.4949%1.04$742.49$781.51
739/740782/783Oct 2$0.50$0.5050%1.00$739.50$782.50
742/743783/784Oct 2$0.50$0.5050%1.00$742.50$783.50
750/751781/782Sep 18$0.46$0.5454%0.85$750.54$781.46
742/743782/783Sep 30$0.49$0.5151%0.96$742.51$782.49
744/745781/782Sep 30$0.52$0.4848%1.08$744.48$781.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 330 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$773.00$774.00$775.00Sep 3$0.07$0.9399%13.29
$760.00$765.00$770.00Sep 15$0.44$4.5622%10.36
$772.00$773.00$774.00Sep 3$0.60$0.4095%0.67
$760.00$765.00$770.00Sep 14$0.50$4.5023%9.00
$755.00$760.00$765.00Sep 17$0.30$4.7015%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$771.00$772.00$773.00Sep 3$0.26$0.7496%2.85
$755.00$760.00$765.00Sep 14$0.31$4.6916%15.13
$755.00$760.00$765.00Sep 15$0.31$4.6915%15.13
$760.00$765.00$770.00Sep 14$0.53$4.4723%8.43
$765.00$770.00$775.00Sep 14$0.73$4.2729%5.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,100 found (best net $-8.44, 1,078 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$635.00$700.001:2Sep 8-$8.44$56.56
$665.00$710.001:2Sep 10-$18.46$26.54
$635.00$690.001:2Oct 9-$30.70$24.30
$725.00$750.001:2Sep 17-$1.46$23.54
$730.00$750.001:2Sep 15-$5.22$14.78
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$825.00$805.001:2Sep 18-$13.41$6.59
$795.00$785.001:2Sep 14-$2.93$7.07
$790.00$780.001:2Sep 16-$3.12$6.88
$801.00$791.001:2Sep 10-$8.19$1.81
$775.00$770.001:2Sep 14-$1.53$3.47

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 277 found (best yield 1.70%, avg 0.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$774.00Oct 16$13.130.470.1%1.70%1.81%3051.2K
$775.00Oct 16$12.560.470.2%1.62%1.86%1.0K15.0K
$776.00Oct 16$11.990.460.4%1.55%1.92%2211.4K
$777.00Oct 16$11.450.450.5%1.48%1.98%93908
$778.00Oct 16$10.910.430.6%1.41%2.04%2492.9K
$779.00Oct 16$10.390.420.8%1.34%2.10%3131.9K
$780.00Oct 16$9.890.410.9%1.28%2.17%1.3K5.7K
$781.00Oct 16$9.400.401.0%1.22%2.23%1102.2K
$782.00Oct 16$8.930.381.1%1.16%2.30%2171.2K
$783.00Oct 16$8.470.371.3%1.10%2.37%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 5,674,793
Total Puts 6,075,121
Put/Call Ratio 1.07
Net Difference -400,328

Prior's Put/Call Breakdown

Total Calls 3,940,328
Total Puts 4,787,266
Put/Call Ratio 1.21
Net Difference -846,938

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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