Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$773.17 +1.05%
$772.51 (-0.09%)🌙
as of 09/03 04:20 PM
9/3 16:20

Option Volume

Detail
Current (09/03 4:20pm) 11,840,016
Calls: 5,717,990 (48%)
Puts: 6,122,026 (52%)
Prior (09/02) 8,806,980
Calls: 3,975,934 (45%)
Puts: 4,831,046 (55%)
Current vs Prior +34.44%
Calls: +43.82% (Calls)
Puts: +26.72% (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 +23.04%
Calls: +24.72%
Puts: +21.51%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/03 4:20pm) $1.66B
Calls: $1.17B (70%)
Puts: $491.98M (30%)
Prior (09/02) $1.02B
Calls: $622.14M (61%)
Puts: $396.54M (39%)
Current vs Prior +63.09%
Calls: +87.96%
Puts: +24.07%
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 +54.96%
Calls: +107.10%
Puts: -3.05%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/03 4:20pm) 1.07
Prior (09/02) 1.22
Current vs Prior -11.89%
Prior 7-Day Average 1.10
Current vs Prior 7-Day Avg -2.95%
Sentiment BEARISH

Open Interest

Detail
Current (09/03 4:20pm) 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% | 0.92%0.55% | 1.25%1.76% | 3.44%
Prior 0.56% | 0.79%0.20% | 0.79%0.79% | 1.39%1.85% | 3.61%
Current vs Prior -1.73% | -1.69%+177.96% | +15.24%-30.49% | -9.90%-4.88% | -4.90%
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 -5.02% | -2.27%+43.42% | +8.95%-31.82% | -16.11%-23.89% | -10.61%
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 -1.73% | -1.69%+177.96% | +15.24%-30.49% | -9.90%-4.88% | -4.90%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 0.91% | 0.67%
Calls: 0.52% | 0.70%
Puts: 1.29% | 0.63%
Prior 1.12% | 0.90%
Calls: 0.87% | 0.90%
Puts: 1.37% | 0.90%
Current vs Prior -18.75% | -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 -38.93% | -43.22%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($1.17B). Elevated premium activity with dollar volume up 63% vs prior. Dollar volume significantly above 7-day average (55% 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
16:20BULLISHNEUTRALMIXED
16:15BULLISHNEUTRALMIXED
16:10BULLISHNEUTRALMIXED
16:05BULLISHNEUTRALMIXED
16:00BULLISHNEUTRALMIXED
15:55BULLISHNEUTRALMIXED
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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
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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 2,156 of results (avg 3.3%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Oct 1614.4114.45$14.430.3%4330.501.7K
$773.00Oct 1613.8013.84$13.820.3%7600.481.4K
$780.00Oct 169.9810.01$10.000.3%1.3K0.415.7K
$776.00Sep 113.313.32$3.320.3%1.8K0.402.8K
$774.00Oct 1613.2113.25$13.230.3%3050.471.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Oct 1611.1411.16$11.150.2%4.1K0.488.8K
$774.00Oct 210.4810.50$10.490.2%4850.53148
$770.00Oct 28.838.85$8.840.2%7420.47469
$769.00Sep 257.087.10$7.090.3%5670.45693
$775.00Oct 1613.1713.21$13.190.3%1.2K0.536.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 746 found (avg $0.32, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Sep 30.050.06$0.0616.7%706.8K1.004.3K
$772.00Sep 30.810.87$0.847.1%448.4K1.006.4K
$781.00Sep 40.090.10$0.1010.0%18.2K0.052.2K
$780.00Sep 40.130.14$0.147.1%47.2K0.0711.5K
$782.00Sep 40.070.08$0.0812.5%8.8K0.044.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Sep 30.230.25$0.248.3%597.4K1.0015
$763.00Sep 40.140.15$0.156.7%16.3K0.058.8K
$762.00Sep 40.110.12$0.128.3%18.3K0.049.4K
$764.00Sep 40.180.19$0.195.3%21.8K0.076.3K
$765.00Sep 40.230.24$0.244.2%49.0K0.0955.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,197 found (avg delta 0.88, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 3147.41148.19$147.800.5%--1.0022
$635.00Sep 3137.41138.23$137.820.6%11.006
$685.00Sep 387.4188.64$88.031.4%121.0013
$700.00Sep 372.4173.70$73.061.8%41.004
$715.00Sep 357.5558.10$57.831.0%31.005
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Sep 30.230.25$0.248.3%597.4K1.0015
$920.00Sep 3146.52147.58$147.050.7%11.00--
$825.00Sep 451.5552.80$52.182.4%11.001
$925.00Sep 4150.22154.06$152.142.5%41.00--
$840.00Sep 966.4867.87$67.182.1%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,591 active (total vol 11.8M, top 706.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Sep 30.050.06$0.0616.7%706.8K1.004.3K
$774.00Sep 30.000.01$0.01100.0%701.7K0.023.4K
$775.00Sep 30.000.01$0.01100.0%520.9K0.016.8K
$770.00Sep 32.802.86$2.832.1%466.7K1.008.0K
$772.00Sep 30.810.87$0.847.1%448.4K1.006.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Sep 30.010.02$0.0250.0%659.6K0.06913
$773.00Sep 30.230.25$0.248.3%597.4K1.0015
$771.00Sep 30.010.02$0.0250.0%416.6K0.04864
$768.00Sep 30.000.01$0.01100.0%396.2K0.011.2K
$770.00Sep 30.000.01$0.01100.0%382.1K0.011.5K

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. 683 found (best R:R 0.81, avg 4.43)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$735.00$736.00Sep 11$0.26$0.74$0.26100%2.85$735.26
$740.00$741.00Sep 18$0.22$0.78$0.2295%3.55$740.22
$748.00$749.00Sep 11$0.43$0.57$0.4395%1.33$748.43
$744.00$745.00Sep 30$0.37$0.63$0.3787%1.70$744.37
$730.00$731.00Sep 18$0.51$0.49$0.5198%0.96$730.51
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$793.00$790.00Sep 30$1.66$1.34$1.6683%0.81$791.34
$788.00$786.00Sep 25$0.79$1.21$0.7979%1.53$787.21
$790.00$789.00Oct 16$0.30$0.70$0.3071%2.33$789.70
$788.00$787.00Sep 30$0.36$0.64$0.3676%1.78$787.64
$790.00$786.00Oct 9$2.47$1.53$2.4774%0.62$787.53

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 512 found (best R:R 0.71, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$780.00Sep 14$2.08$2.08$2.9256%0.71$777.08
$775.00$780.00Sep 15$2.13$2.13$2.8756%0.74$777.13
$775.00$780.00Sep 16$2.22$2.22$2.7855%0.80$777.22
$775.00$780.00Sep 17$2.27$2.27$2.7355%0.83$777.27
$780.00$785.00Sep 17$1.61$1.61$3.3966%0.47$781.61
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$762.00$761.00Sep 9$0.10$0.10$0.9087%0.11$761.90
$768.00$767.00Sep 4$0.12$0.12$0.8883%0.14$767.88
$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

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. 1,006 found (cheapest 0.04% of stock, avg 4.01%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$773.00Sep 3$0.06$0.24$0.30$772.70$773.300.04%
$772.00Sep 3$0.84$0.02$0.86$771.14$772.860.11%
$774.00Sep 3$0.01$1.18$1.19$772.81$775.190.15%
$771.00Sep 3$1.83$0.02$1.85$769.15$772.850.24%
$775.00Sep 3$0.01$2.18$2.19$772.81$777.190.28%
$770.00Sep 3$2.83$0.01$2.84$767.16$772.840.37%
$776.00Sep 3$0.01$3.18$3.19$772.81$779.190.41%
$773.00Sep 4$1.94$1.84$3.78$769.22$776.780.49%
$774.00Sep 4$1.44$2.33$3.77$770.23$777.770.49%
$769.00Sep 3$3.83$0.01$3.84$765.16$772.840.50%

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$0.38$0.62$1.00$749.00$791.00
$778.00$769.00Sep 4$0.31$0.66$0.97$768.03$778.97
$777.00$769.00Sep 4$0.47$0.66$1.13$767.87$778.13
$790.00$750.00Sep 15$0.50$0.78$1.28$748.72$791.28
$778.00$770.00Sep 4$0.31$0.86$1.17$768.83$779.17
$790.00$755.00Sep 14$0.38$0.93$1.31$753.69$791.31
$777.00$770.00Sep 4$0.47$0.86$1.33$768.67$778.33
$776.00$769.00Sep 4$0.70$0.66$1.36$767.64$777.36
$795.00$750.00Sep 16$0.38$1.09$1.47$748.53$796.47
$776.00$770.00Sep 4$0.70$0.86$1.56$768.44$777.56

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
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
753/754779/780Sep 18$0.54$0.4646%1.17$753.46$779.54
750/751779/780Sep 18$0.51$0.4949%1.04$750.49$779.51
755/756779/780Sep 18$0.56$0.4444%1.27$755.44$779.56
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
739/740782/783Oct 2$0.50$0.5050%1.00$739.50$782.50
740/741783/784Oct 2$0.49$0.5151%0.96$740.51$783.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 277 found (best R:R 3.55, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Sep 14$0.47$4.5323%9.64
$760.00$765.00$770.00Sep 15$0.48$4.5222%9.42
$765.00$770.00$775.00Sep 15$0.66$4.3428%6.58
$772.00$773.00$774.00Sep 3$0.73$0.2798%0.37
$770.00$775.00$780.00Sep 14$0.82$4.1831%5.10
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$771.00$772.00$773.00Sep 3$0.22$0.7896%3.55
$765.00$770.00$775.00Sep 14$0.72$4.2829%5.94
$755.00$760.00$765.00Sep 14$0.31$4.6915%15.13
$760.00$765.00$770.00Sep 14$0.53$4.4722%8.43
$760.00$765.00$770.00Sep 15$0.50$4.5022%9.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,099 found (best net $-8.20, 1,078 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$635.00$700.001:2Sep 8-$8.20$56.80
$665.00$710.001:2Sep 10-$18.36$26.64
$635.00$690.001:2Oct 9-$31.07$23.93
$725.00$750.001:2Sep 17-$1.54$23.46
$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-$2.91$7.09
$790.00$780.001:2Sep 16-$2.80$7.20
$801.00$791.001:2Sep 10-$8.16$1.84
$775.00$774.001:2Sep 3-$0.18$0.82

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 276 found (best yield 1.71%, avg 0.42%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$774.00Oct 16$13.210.470.1%1.71%1.82%3051.2K
$775.00Oct 16$12.630.470.2%1.63%1.87%1.0K15.0K
$776.00Oct 16$12.070.460.4%1.56%1.93%2211.4K
$777.00Oct 16$11.530.450.5%1.49%1.99%93908
$778.00Oct 16$10.990.430.6%1.42%2.05%2492.9K
$779.00Oct 16$10.480.420.8%1.36%2.11%3131.9K
$780.00Oct 16$9.980.410.9%1.29%2.17%1.3K5.7K
$781.00Oct 16$9.490.401.0%1.23%2.24%1102.2K
$782.00Oct 16$9.010.391.1%1.17%2.31%2171.2K
$783.00Oct 16$8.560.371.3%1.11%2.38%240969

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 5,717,990
Total Puts 6,122,026
Put/Call Ratio 1.07
Net Difference -404,036

Prior's Put/Call Breakdown

Total Calls 3,975,934
Total Puts 4,831,046
Put/Call Ratio 1.22
Net Difference -855,112

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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