Tour v526
SPY
State Street SPDR S&P 500 ETF Trust
$764.01 -0.25%
9/9 09:35

Option Volume

Detail
Current (09/09 9:35am) 282,230
Calls: 138,108 (49%)
Puts: 144,122 (51%)
Prior (09/08) 225,445
Calls: 101,030 (45%)
Puts: 124,415 (55%)
Current vs Prior +25.19%
Calls: +36.70% (Calls)
Puts: +15.84% (Puts)
Prior 7-Day Total 73,743,393
Calls: 34,844,088 (47%)
Puts: 38,899,305 (53%)
Prior 7-Day Average 10,534,770
Calls: 4,977,726 (47%)
Puts: 5,557,043 (53%)
Current vs Prior 7-Day Avg -97.32%
Calls: -97.23%
Puts: -97.41%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/09 9:35am) $39.74M
Calls: $16.82M (42%)
Puts: $22.92M (58%)
Prior (09/08) $30.57M
Calls: $11.85M (39%)
Puts: $18.72M (61%)
Current vs Prior +29.98%
Calls: +41.86%
Puts: +22.45%
Prior 7-Day Total $8.48B
Calls: $4.44B (52%)
Puts: $4.04B (48%)
Prior 7-Day Average $1.21B
Calls: $634.29M (52%)
Puts: $577.52M (48%)
Current vs Prior 7-Day Avg -96.72%
Calls: -97.35%
Puts: -96.03%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/09 9:35am) 1.04
Prior (09/08) 1.23
Current vs Prior -15.26%
Prior 7-Day Average 1.12
Current vs Prior 7-Day Avg -7.24%
Sentiment BEARISH

Open Interest

Detail
Current (09/09 9:35am) 9,858,710
Calls: 2,457,192 (25%)
Puts: 7,401,518 (75%)
Prior (09/08) 9,674,896
Calls: 2,372,553 (25%)
Puts: 7,302,343 (75%)
Current vs Prior +1.90%
Prior 7-Day Total 64,992,303
Calls: 17,424,984 (27%)
Puts: 47,567,319 (73%)
Prior 7-Day Average 9,284,614
Calls: 2,489,283 (27%)
Puts: 6,795,331 (73%)
Current vs Prior 7-Day Avg +6.18%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/09) | Next (09/10)Expiry (09/09) | Next (09/11)Expiry (09/11) | Next (09/18)Expiry (09/15) | Next (10/16)
Current 0.41% | 0.69%0.41% | 1.00%1.00% | 1.79%1.61% | 3.45%
Prior 0.55% | 0.72%0.17% | 0.72%0.17% | 1.10%1.60% | 3.40%
Current vs Prior -25.22% | -3.39%+143.15% | +39.35%+487.13% | +62.44%+0.56% | +1.35%
Prior 7-Day Avg 0.56% | 0.76%0.35% | 0.79%0.62% | 1.35%2.03% | 3.65%
Current vs 7-Day Avg -25.59% | -8.63%+18.37% | +27.17%+59.82% | +32.25%-20.71% | -5.60%
Prior 7-Day Eod 0.55% | 0.72%0.55% | 1.05%1.05% | 1.80%1.56% | 3.44%
Current vs 7-Day Eod -25.22% | -3.39%-25.10% | -4.62%-4.62% | -0.47%+3.36% | +0.18%
Sentiment BULLISHBEARISHBEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 0.65% | 0.58%
Calls: 0.76% | 0.82%
Puts: 0.54% | 0.35%
Prior 0.48% | 2.48%
Calls: 0.55% | 0.83%
Puts: 0.40% | 4.14%
Current vs Prior +35.42% | -76.61%
Prior 7-Day Avg 1.30% | 1.32%
Calls: 0.84% | 0.96%
Puts: 1.76% | 1.67%
Current vs 7-Day Avg -50.00% | -56.06%
Liquidity Excellent
+
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🤖 AI Insights

Slightly bearish P/C ratio of 1.04. Put-heavy open interest (7,401,518 puts vs 2,457,192 calls) suggests hedging or bearish positioning.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
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
16:20BEARISHBEARISHBEARISH
16:15BEARISHBEARISHBEARISH
16:10BEARISHBEARISHBEARISH
16:05BEARISHBEARISHBEARISH
16:00BEARISHBEARISHBEARISH
15:55BEARISHBEARISHBEARISH
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15:45BULLISHBEARISHBEARISH
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09:35BEARISHNEUTRALBEARISH

📈 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 1,914 of results (avg 2.6%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Oct 1612.9312.95$12.940.2%50.476.1K
$766.00Oct 1612.3412.36$12.350.2%30.475.5K
$768.00Oct 1611.2011.22$11.210.2%40.453.8K
$770.00Oct 1610.1210.14$10.130.2%1370.4210.1K
$763.00Sep 309.639.65$9.640.2%50.49952
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$764.00Sep 186.836.84$6.840.1%1370.524.4K
$763.00Sep 186.406.41$6.410.2%1640.503.8K
$761.00Sep 185.625.63$5.630.2%1050.452.5K
$769.00Oct 1614.5614.59$14.580.2%510.573.2K
$765.00Sep 258.898.91$8.900.2%150.552.9K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 621 found (avg $0.33, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Sep 90.060.07$0.0714.3%14.3K0.0417.2K
$769.00Sep 90.100.11$0.119.1%4.8K0.077.4K
$768.00Sep 90.170.18$0.185.6%6.0K0.119.4K
$767.00Sep 90.290.30$0.303.3%6.9K0.175.9K
$766.00Sep 90.500.51$0.512.0%10.1K0.264.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$759.00Sep 90.190.20$0.205.0%3.9K0.116.7K
$760.00Sep 90.280.29$0.293.4%9.5K0.1513.1K
$757.00Sep 90.100.11$0.119.1%5.4K0.065.3K
$758.00Sep 90.140.15$0.156.7%3.0K0.085.4K
$755.00Sep 90.050.06$0.0616.7%5710.034.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 939 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 10137.32140.84$139.082.5%--1.0022
$615.00Sep 11147.49151.01$149.252.4%--1.0011
$625.00Sep 11137.74141.00$139.372.3%--1.0019
$635.00Sep 11127.50131.02$129.262.7%--1.0014
$640.00Sep 11122.51126.02$124.272.8%--1.0014
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Sep 98.018.05$8.030.5%191.00878
$773.00Sep 99.019.05$9.030.4%131.00112
$774.00Sep 99.9610.06$10.011.0%81.00390
$775.00Sep 910.9511.06$11.011.0%41.0011
$776.00Sep 911.9512.06$12.010.9%--1.00106

Most actively traded options today. High liquidity = easy entry/exit. 1,108 active (total vol 281.5K, top 18.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Sep 90.060.07$0.0714.3%14.3K0.0417.2K
$765.00Sep 90.840.85$0.851.2%14.2K0.385.6K
$764.00Sep 91.301.31$1.310.8%12.1K0.502.0K
$766.00Sep 90.500.51$0.512.0%10.1K0.264.1K
$767.00Sep 90.290.30$0.303.3%6.9K0.175.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$763.00Sep 90.910.92$0.921.1%18.9K0.395.0K
$762.00Sep 90.620.63$0.631.6%10.0K0.296.3K
$764.00Sep 91.311.32$1.320.8%10.0K0.507.0K
$760.00Sep 90.280.29$0.293.4%9.5K0.1513.1K
$761.00Sep 90.420.43$0.432.3%6.3K0.214.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 29.8%, max 48.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$760.00Sep 9Oct 2318.4%12.4%48.5%372964
$761.00Sep 9Oct 1617.6%12.2%44.2%4131.0K
$762.00Sep 9Oct 2317.0%12.1%40.6%934860
$763.00Sep 9Oct 1616.4%11.9%37.6%4.4K3.2K
$764.00Sep 9Oct 1615.6%11.8%32.3%12.2K3.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$760.00Sep 9Oct 2318.4%12.4%48.5%9.5K13.3K
$761.00Sep 9Oct 2317.5%12.2%42.6%6.3K4.0K
$762.00Sep 9Oct 2316.9%12.1%39.1%10.1K6.4K
$763.00Sep 9Oct 1616.2%11.9%35.8%18.9K7.3K
$764.00Sep 9Oct 2315.9%11.9%34.1%10.0K7.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 754 found (best R:R 1.44, avg 5.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$699.00$700.00Sep 18$0.29$0.71$0.29100%2.45$699.29
$737.00$738.00Oct 2$0.14$0.86$0.1482%6.14$737.14
$738.00$740.00Sep 25$1.04$0.96$1.0486%0.92$739.04
$740.00$741.00Oct 2$0.13$0.87$0.1380%6.69$740.13
$734.00$735.00Oct 2$0.20$0.80$0.2084%4.00$734.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$770.00$765.00Sep 23$2.05$2.95$2.0566%1.44$767.95
$773.00$772.00Sep 18$0.13$0.87$0.1375%6.69$772.87
$760.00$750.00Sep 23$2.63$7.37$2.6345%2.80$757.37
$780.00$779.00Sep 18$0.31$0.69$0.3189%2.23$779.69
$782.00$781.00Sep 18$0.34$0.66$0.3492%1.94$781.66

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 584 found (best R:R 0.99, avg 0.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$770.00Sep 21$2.49$2.49$2.5155%0.99$767.49
$765.00$770.00Sep 22$2.49$2.49$2.5155%0.99$767.49
$770.00$775.00Sep 23$1.81$1.81$3.1966%0.57$771.81
$770.00$775.00Sep 21$1.72$1.72$3.2867%0.52$771.72
$770.00$775.00Sep 22$1.76$1.76$3.2466%0.54$771.76
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$740.00$700.00Sep 23$1.74$1.74$38.2683%0.05$738.26
$761.00$760.00Sep 9$0.14$0.14$0.8679%0.16$760.86
$758.00$757.00Sep 10$0.14$0.14$0.8681%0.16$757.86
$762.00$761.00Sep 9$0.20$0.20$0.8071%0.25$761.80
$759.00$758.00Sep 10$0.17$0.17$0.8377%0.20$758.83

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.07, cheapest $1.13)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$763.00Sep 9Sep 10$1.1316.4%13.6%
$764.00Sep 9Sep 10$1.1415.6%13.2%
$765.00Sep 9Sep 10$1.0715.3%13.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Sep 9Sep 10$1.0415.9%13.2%
$763.00Sep 9Sep 10$1.0416.2%13.6%
$765.00Sep 9Sep 10$0.9915.5%13.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 777 found (cheapest 0.34% of stock, avg 3.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$764.00Sep 9$1.31$1.32$2.63$761.37$766.630.34%
$765.00Sep 9$0.85$1.85$2.70$762.30$767.700.35%
$763.00Sep 9$1.91$0.92$2.83$760.17$765.830.37%
$766.00Sep 9$0.51$2.51$3.02$762.98$769.020.40%
$762.00Sep 9$2.62$0.63$3.25$758.75$765.250.43%
$767.00Sep 9$0.30$3.31$3.61$763.39$770.610.47%
$761.00Sep 9$3.42$0.43$3.85$757.15$764.850.50%
$768.00Sep 9$0.18$4.18$4.36$763.64$772.360.57%
$760.00Sep 9$4.29$0.29$4.58$755.42$764.580.60%
$765.00Sep 10$1.92$2.84$4.76$760.24$769.760.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 396 found (cheapest 0.04% of stock, avg 1.37%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$769.00$759.00Sep 9$0.11$0.20$0.31$758.69$769.31
$768.00$759.00Sep 9$0.18$0.20$0.38$758.62$768.38
$769.00$760.00Sep 9$0.11$0.29$0.40$759.60$769.40
$768.00$760.00Sep 9$0.18$0.29$0.47$759.53$768.47
$767.00$759.00Sep 9$0.30$0.20$0.50$758.50$767.50
$769.00$761.00Sep 9$0.11$0.43$0.54$760.46$769.54
$767.00$760.00Sep 9$0.30$0.29$0.59$759.41$767.59
$768.00$761.00Sep 9$0.18$0.43$0.61$760.39$768.61
$780.00$740.00Sep 15$0.23$0.55$0.78$739.22$780.78
$767.00$761.00Sep 9$0.30$0.43$0.73$760.27$767.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 369 found (best R:R 1.00, avg credit $0.80)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
740/741770/771Sep 18$0.50$0.5052%1.00$740.50$770.50
725/726774/775Oct 9$0.53$0.4750%1.13$725.47$774.53
742/743770/771Sep 18$0.51$0.4951%1.04$742.49$770.51
744/745770/771Sep 18$0.53$0.4749%1.13$744.47$770.53
734/735773/774Sep 25$0.46$0.5456%0.85$734.54$773.46
734/735771/772Sep 25$0.50$0.5052%1.00$734.50$771.50
734/735772/773Sep 25$0.48$0.5254%0.92$734.52$772.48
727/728774/775Oct 9$0.53$0.4748%1.13$727.47$774.53
732/733772/773Sep 30$0.51$0.4950%1.04$732.49$772.51
740/741771/772Sep 18$0.46$0.5455%0.85$740.54$771.46

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 289 found (best R:R 57.82, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$740.00$750.00$760.00Oct 23$0.17$9.8319%57.82
$755.00$760.00$765.00Sep 15$0.64$4.3629%6.81
$755.00$760.00$765.00Sep 14$0.75$4.2531%5.67
$750.00$755.00$760.00Sep 14$0.44$4.5621%10.36
$750.00$755.00$760.00Sep 17$0.37$4.6318%12.51
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Sep 23$0.06$4.9421%82.33
$755.00$760.00$765.00Sep 14$0.75$4.2531%5.67
$750.00$755.00$760.00Sep 15$0.42$4.5821%10.90
$750.00$755.00$760.00Sep 14$0.45$4.5521%10.11
$755.00$760.00$765.00Sep 15$0.69$4.3129%6.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 939 found (best net $-0.66, 911 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$695.00$735.001:2Oct 23-$0.66$39.34
$740.00$755.001:2Sep 21-$1.15$13.85
$760.00$765.001:2Sep 14-$0.64$4.36
$760.00$765.001:2Sep 15-$1.05$3.95
$765.00$770.001:2Sep 16-$0.37$4.63
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$750.001:2Sep 23-$1.06$8.94
$770.00$765.001:2Sep 14-$1.61$3.39
$765.00$760.001:2Sep 14-$0.81$4.19
$770.00$765.001:2Sep 15-$2.06$2.94
$775.00$770.001:2Sep 14-$3.30$1.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 288 found (best yield 1.91%, avg 0.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$765.00Oct 23$14.570.480.1%1.91%2.04%4578
$767.00Oct 23$13.390.460.4%1.75%2.14%--32
$768.00Oct 23$12.820.450.5%1.68%2.20%121.6K
$769.00Oct 23$12.260.440.7%1.60%2.26%--19
$770.00Oct 23$11.710.430.8%1.53%2.32%21.5K
$771.00Oct 23$11.180.420.9%1.46%2.38%--64
$772.00Oct 23$10.660.411.1%1.40%2.44%--28
$773.00Oct 23$10.160.401.2%1.33%2.51%--21
$774.00Oct 23$9.670.391.3%1.27%2.57%--74
$765.00Oct 16$12.930.470.1%1.69%1.82%56.1K

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 138,108
Total Puts 144,122
Put/Call Ratio 1.04
Net Difference -6,014

Prior's Put/Call Breakdown

Total Calls 101,030
Total Puts 124,415
Put/Call Ratio 1.23
Net Difference -23,385

Prior 7-Day Put/Call Summary

Total Calls 34,844,088
Total Puts 38,899,305
Average Put/Call Ratio 1.12
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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