Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$773.17 +1.05%
$772.85 (-0.04%)🌙
as of 09/03 04:10 PM
9/3 16:10

Option Volume

Detail
Current (09/03 4:10pm) 11,792,593
Calls: 5,695,741 (48%)
Puts: 6,096,852 (52%)
Prior (09/02) 8,765,383
Calls: 3,958,568 (45%)
Puts: 4,806,815 (55%)
Current vs Prior +34.54%
Calls: +43.88% (Calls)
Puts: +26.84% (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 +22.54%
Calls: +24.23%
Puts: +21.01%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/03 4:10pm) $1.68B
Calls: $1.19B (71%)
Puts: $484.83M (29%)
Prior (09/02) $1.02B
Calls: $632.21M (62%)
Puts: $382.97M (38%)
Current vs Prior +65.31%
Calls: +88.77%
Puts: +26.60%
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 +56.54%
Calls: +111.36%
Puts: -4.46%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/03 4:10pm) 1.07
Prior (09/02) 1.21
Current vs Prior -11.85%
Prior 7-Day Average 1.10
Current vs Prior 7-Day Avg -2.98%
Sentiment BEARISH

Open Interest

Detail
Current (09/03 4:10pm) 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% | 0.56%0.56% | 0.92%0.56% | 1.25%1.76% | 3.43%
Prior 0.56% | 0.79%0.20% | 0.79%0.79% | 1.39%1.85% | 3.61%
Current vs Prior -0.12% | -1.20%+182.49% | +15.57%-29.36% | -9.81%-5.02% | -5.01%
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% | -1.78%+45.75% | +9.26%-30.71% | -16.02%-24.00% | -10.71%
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 -0.12% | -1.20%+182.49% | +15.57%-29.36% | -9.81%-5.02% | -5.01%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 0.93% | 0.66%
Calls: 0.99% | 0.68%
Puts: 0.86% | 0.63%
Prior 1.12% | 0.90%
Calls: 0.87% | 0.90%
Puts: 1.37% | 0.90%
Current vs Prior -16.96% | -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 -37.58% | -44.07%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($1.19B). Elevated premium activity with dollar volume up 65% vs prior. Dollar volume significantly above 7-day average (57% 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
16:10BULLISHNEUTRALMIXED
16:05BULLISHNEUTRALMIXED
16:00BULLISHNEUTRALMIXED
15:55BULLISHNEUTRALMIXED
15:50BULLISHNEUTRALMIXED
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14:55BULLISHNEUTRALMIXED
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11:15BULLISHNEUTRALBULLISH
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10:55BULLISHNEUTRALBULLISH
10:50BULLISHNEUTRALBULLISH
10:45BEARISHNEUTRALMIXED
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10:15BEARISHNEUTRALMIXED
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10:00BULLISHBULLISHBULLISH
09:55BULLISHBULLISHBULLISH
09:50BULLISHBULLISHBULLISH
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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 2,264 of results (avg 3.1%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Oct 1614.4214.45$14.430.2%4330.501.7K
$773.00Oct 1613.8213.85$13.840.2%7600.491.4K
$774.00Oct 1613.2313.26$13.250.2%3050.471.2K
$775.00Oct 1612.6512.68$12.670.2%1.0K0.4715.0K
$771.00Oct 211.5411.57$11.560.3%3710.52378
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Sep 308.298.30$8.300.1%4.4K0.483.4K
$777.00Oct 1614.0414.07$14.060.2%440.551.3K
$775.00Oct 1613.1213.15$13.140.2%1.2K0.536.2K
$765.00Sep 184.294.30$4.300.2%10.1K0.3526.7K
$773.00Oct 1612.2612.29$12.270.2%1.1K0.52896

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 744 found (avg $0.32, cheapest $0.12)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Sep 30.110.12$0.128.3%703.3K1.004.3K
$772.00Sep 30.821.00$0.9119.8%446.2K1.006.4K
$781.00Sep 40.110.12$0.128.3%17.7K0.062.2K
$783.00Sep 40.060.07$0.0714.3%6.5K0.032.8K
$782.00Sep 40.080.09$0.0911.1%8.5K0.044.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Sep 30.220.23$0.234.3%595.1K1.0015
$763.00Sep 40.140.15$0.156.7%16.1K0.058.8K
$762.00Sep 40.110.12$0.128.3%18.3K0.049.4K
$764.00Sep 40.180.19$0.195.3%20.1K0.076.3K
$765.00Sep 40.240.25$0.254.0%48.0K0.0955.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,193 found (avg delta 0.88, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 3147.47148.26$147.870.5%--1.0022
$635.00Sep 3137.48138.27$137.880.6%11.006
$685.00Sep 387.4088.26$87.831.0%121.0013
$700.00Sep 372.5073.27$72.881.1%41.004
$715.00Sep 357.5558.10$57.831.0%31.005
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Sep 30.220.23$0.234.3%595.1K1.0015
$920.00Sep 3146.76147.59$147.180.6%11.00--
$811.00Sep 437.6738.73$38.202.8%21.00--
$825.00Sep 451.6752.73$52.202.0%11.001
$925.00Sep 4150.22154.06$152.142.5%41.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,587 active (total vol 11.8M, top 703.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Sep 30.110.12$0.128.3%703.3K1.004.3K
$774.00Sep 30.000.01$0.01100.0%701.3K0.033.4K
$775.00Sep 30.000.01$0.01100.0%520.9K0.016.8K
$770.00Sep 32.883.02$2.954.7%466.2K1.008.0K
$772.00Sep 30.821.00$0.9119.8%446.2K1.006.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Sep 30.010.02$0.0250.0%658.1K0.06913
$773.00Sep 30.220.23$0.234.3%595.1K1.0015
$771.00Sep 30.010.02$0.0250.0%415.9K0.04864
$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. 673 found (best R:R 1.94, avg 4.44)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$740.00$742.00Oct 2$0.97$1.03$0.9787%1.06$740.97
$740.00$741.00Sep 18$0.22$0.78$0.2295%3.55$740.22
$746.00$747.00Sep 30$0.12$0.88$0.1285%7.33$746.12
$735.00$738.00Oct 9$1.87$1.13$1.8787%0.60$736.87
$735.00$736.00Sep 11$0.29$0.71$0.29100%2.45$735.29
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$788.00$786.00Sep 25$0.68$1.32$0.6879%1.94$787.32
$798.00$795.00Sep 30$1.79$1.21$1.7988%0.68$796.21
$785.00$780.00Sep 17$2.82$2.18$2.8277%0.77$782.18
$788.00$787.00Sep 18$0.14$0.86$0.1483%6.14$787.86
$798.00$797.00Oct 16$0.16$0.84$0.1679%5.25$797.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 505 found (best R:R 0.75, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$780.00Sep 15$2.15$2.15$2.8556%0.75$777.15
$775.00$780.00Sep 14$2.09$2.09$2.9156%0.72$777.09
$775.00$780.00Sep 17$2.29$2.29$2.7154%0.85$777.29
$775.00$780.00Sep 16$2.23$2.23$2.7755%0.81$777.23
$780.00$785.00Sep 17$1.61$1.61$3.3966%0.47$781.61
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$769.00Sep 4$0.20$0.20$0.8073%0.25$769.80
$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
$768.00$767.00Sep 4$0.11$0.11$0.8983%0.12$767.89
$764.00$763.00Sep 9$0.12$0.12$0.8883%0.14$763.88

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$0.12$0.23$0.35$772.65$773.350.05%
$772.00Sep 3$0.91$0.02$0.93$771.07$772.930.12%
$774.00Sep 3$0.01$1.13$1.14$772.86$775.140.15%
$771.00Sep 3$1.94$0.02$1.96$769.04$772.960.25%
$775.00Sep 3$0.01$2.09$2.10$772.90$777.100.27%
$770.00Sep 3$2.95$0.01$2.96$767.04$772.960.38%
$776.00Sep 3$0.01$3.09$3.10$772.90$779.100.40%
$774.00Sep 4$1.50$2.32$3.82$770.18$777.820.49%
$773.00Sep 4$2.02$1.84$3.86$769.14$776.860.50%
$769.00Sep 3$3.91$0.01$3.92$765.08$772.920.51%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 365 found (cheapest 0.13% of stock, avg 1.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$790.00$750.00Sep 14$0.39$0.62$1.01$748.99$791.01
$778.00$769.00Sep 4$0.35$0.67$1.02$767.98$779.02
$777.00$769.00Sep 4$0.51$0.67$1.18$767.82$778.18
$790.00$750.00Sep 15$0.51$0.78$1.29$748.71$791.29
$790.00$755.00Sep 14$0.39$0.94$1.33$753.67$791.33
$778.00$770.00Sep 4$0.35$0.87$1.22$768.78$779.22
$776.00$769.00Sep 4$0.75$0.67$1.42$767.58$777.42
$777.00$770.00Sep 4$0.51$0.87$1.38$768.62$778.38
$795.00$750.00Sep 16$0.38$1.09$1.47$748.53$796.47
$776.00$770.00Sep 4$0.75$0.87$1.62$768.38$777.62

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 419 found (best R:R 1.08, avg credit $0.60)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
750/751779/780Sep 18$0.52$0.4849%1.08$750.48$779.52
743/744782/783Oct 2$0.53$0.4748%1.13$743.47$782.53
751/752779/780Sep 18$0.52$0.4848%1.08$751.48$779.52
752/753779/780Sep 18$0.53$0.4747%1.13$752.47$779.53
746/747780/781Sep 25$0.52$0.4848%1.08$746.48$780.52
755/756779/780Sep 18$0.56$0.4444%1.27$755.44$779.56
746/747782/783Sep 25$0.48$0.5252%0.92$746.52$782.48
742/743781/782Sep 30$0.51$0.4949%1.04$742.49$781.51
745/746781/782Sep 30$0.53$0.4747%1.13$745.47$781.53
741/742782/783Oct 2$0.51$0.4949%1.04$741.49$782.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 311 found (best R:R 8.09, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$773.00$774.00$775.00Sep 3$0.11$0.8998%8.09
$760.00$765.00$770.00Sep 15$0.44$4.5622%10.36
$765.00$770.00$775.00Sep 17$0.48$4.5223%9.42
$765.00$770.00$775.00Sep 14$0.68$4.3229%6.35
$755.00$760.00$765.00Sep 17$0.24$4.7615%19.83
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$771.00$772.00$773.00Sep 3$0.21$0.7996%3.76
$760.00$765.00$770.00Sep 14$0.51$4.4922%8.80
$765.00$770.00$775.00Sep 14$0.72$4.2829%5.94
$755.00$760.00$765.00Sep 15$0.30$4.7015%15.67
$765.00$770.00$775.00Sep 15$0.68$4.3227%6.35

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 $-8.37, 1,076 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$635.00$700.001:2Sep 8-$8.37$56.63
$665.00$710.001:2Sep 10-$18.46$26.54
$635.00$690.001:2Oct 9-$31.07$23.93
$725.00$750.001:2Sep 17-$1.47$23.53
$730.00$750.001:2Sep 15-$5.31$14.69
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$825.00$805.001:2Sep 18-$13.41$6.59
$795.00$785.001:2Sep 14-$2.90$7.10
$790.00$780.001:2Sep 16-$1.70$8.30
$801.00$791.001:2Sep 10-$8.20$1.80
$775.00$774.001:2Sep 3-$0.17$0.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 277 found (best yield 1.71%, avg 0.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$774.00Oct 16$13.230.470.1%1.71%1.82%3051.2K
$775.00Oct 16$12.650.470.2%1.64%1.87%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$11.000.430.6%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%2.17%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$8.550.371.3%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 5,695,741
Total Puts 6,096,852
Put/Call Ratio 1.07
Net Difference -401,111

Prior's Put/Call Breakdown

Total Calls 3,958,568
Total Puts 4,806,815
Put/Call Ratio 1.21
Net Difference -848,247

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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