Tour v527
SPY
State Street SPDR S&P 500 ETF Trust
$764.14 -0.24%
9/9 10:00

Option Volume

Detail
Current (09/09 10:00am) 994,212
Calls: 462,743 (47%)
Puts: 531,469 (53%)
Prior (09/08) 1,360,321
Calls: 544,177 (40%)
Puts: 816,144 (60%)
Current vs Prior -26.91%
Calls: -14.96% (Calls)
Puts: -34.88% (Puts)
Prior 7-Day Total 73,521,004
Calls: 34,177,667 (46%)
Puts: 39,343,337 (54%)
Prior 7-Day Average 10,503,000
Calls: 4,882,523 (46%)
Puts: 5,620,476 (54%)
Current vs Prior 7-Day Avg -90.53%
Calls: -90.52%
Puts: -90.54%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/09 10:00am) $173.57M
Calls: $90.48M (52%)
Puts: $83.09M (48%)
Prior (09/08) $202.17M
Calls: $81.23M (40%)
Puts: $120.95M (60%)
Current vs Prior -14.15%
Calls: +11.39%
Puts: -31.30%
Prior 7-Day Total $8.77B
Calls: $4.34B (50%)
Puts: $4.42B (50%)
Prior 7-Day Average $1.25B
Calls: $620.43M (50%)
Puts: $631.81M (50%)
Current vs Prior 7-Day Avg -86.14%
Calls: -85.42%
Puts: -86.85%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/09 10:00am) 1.15
Prior (09/08) 1.50
Current vs Prior -23.42%
Prior 7-Day Average 1.16
Current vs Prior 7-Day Avg -1.10%
Sentiment BEARISH

Open Interest

Detail
Current (09/09 10:00am) 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 65,990,490
Calls: 17,377,425 (26%)
Puts: 48,613,065 (74%)
Prior 7-Day Average 9,427,212
Calls: 2,482,489 (26%)
Puts: 6,944,723 (74%)
Current vs Prior 7-Day Avg +4.58%
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 0.36% | 0.66%0.36% | 0.98%0.98% | 1.77%1.59% | 3.44%
Prior 0.55% | 0.77%0.55% | 1.05%1.05% | 1.80%1.56% | 3.44%
Current vs Prior -34.36% | -14.35%-34.35% | -6.76%-6.76% | -1.43%+2.00% | +0.12%
Prior 7-Day Avg 0.55% | 0.75%0.34% | 0.82%0.69% | 1.42%1.92% | 3.60%
Current vs 7-Day Avg -33.70% | -12.11%+6.52% | +19.24%+42.21% | +24.84%-17.04% | -4.20%
Prior 7-Day Eod 0.55% | 0.77%0.55% | 1.05%1.05% | 1.80%1.56% | 3.44%
Current vs 7-Day Eod -34.36% | -14.35%-34.35% | -6.76%-6.76% | -1.43%+2.00% | +0.12%
Sentiment BULLISHBULLISHBULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 0.73% | 0.40%
Calls: 0.84% | 0.42%
Puts: 0.63% | 0.38%
Prior 1.20% | 0.85%
Calls: 1.19% | 0.64%
Puts: 1.21% | 1.06%
Current vs Prior -39.17% | -52.94%
Prior 7-Day Avg 1.23% | 1.24%
Calls: 0.93% | 0.90%
Puts: 1.53% | 1.58%
Current vs 7-Day Avg -40.72% | -67.78%
Liquidity Excellent
+
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🤖 AI Insights

Slightly bearish P/C ratio of 1.15. P/C ratio dropping 23% - sentiment shifting bullish. Put-heavy open interest (7,401,518 puts vs 2,457,192 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
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
10:00BULLISHBEARISHBEARISH
09:55BEARISHBEARISHBEARISH
09:50BEARISHBEARISHBEARISH
09:45BEARISHNEUTRALBEARISH
09:40BEARISHNEUTRALBEARISH
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 2,021 of results (avg 2.5%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$670.00Sep 994.0494.23$94.140.2%831.001
$735.00Oct 2336.9537.03$36.990.2%--0.7710
$737.00Oct 1633.7733.85$33.810.2%--0.77174
$766.00Oct 1612.4012.43$12.420.2%650.475.5K
$739.00Oct 1632.0932.17$32.130.2%--0.76642
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$743.00Sep 303.773.78$3.780.3%260.231.6K
$765.00Sep 113.733.74$3.740.3%2.4K0.537.1K
$747.00Sep 253.563.57$3.570.3%80.25442
$746.00Sep 253.393.40$3.400.3%440.241.9K
$763.00Sep 186.266.28$6.270.3%8390.493.8K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 617 found (avg $0.33, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Sep 90.060.07$0.0714.3%10.5K0.057.4K
$768.00Sep 90.110.12$0.128.3%25.5K0.099.4K
$767.00Sep 90.200.21$0.214.8%25.0K0.155.9K
$766.00Sep 90.390.40$0.402.5%38.0K0.254.1K
$765.00Sep 90.710.72$0.721.4%53.4K0.385.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$759.00Sep 90.110.12$0.128.3%18.5K0.076.7K
$758.00Sep 90.080.09$0.0911.1%15.2K0.055.4K
$760.00Sep 90.170.18$0.185.6%28.8K0.1013.1K
$761.00Sep 90.260.27$0.273.7%21.1K0.154.0K
$757.00Sep 90.060.07$0.0714.3%28.6K0.045.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,009 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$665.00Sep 998.9299.23$99.080.3%21.001
$670.00Sep 994.0494.23$94.140.2%831.001
$675.00Sep 988.8889.24$89.060.4%41.003
$685.00Sep 979.0379.23$79.130.3%121.0011
$690.00Sep 974.0474.25$74.150.3%21.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Sep 1115.7416.02$15.881.8%1321.00888
$781.00Sep 1116.7217.06$16.892.0%51.0013
$782.00Sep 1117.7218.06$17.891.9%61.005
$784.00Sep 1119.7220.06$19.891.7%201.002
$785.00Sep 1120.7221.06$20.891.6%--1.0016

Most actively traded options today. High liquidity = easy entry/exit. 1,615 active (total vol 991.8K, top 69.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$764.00Sep 91.181.19$1.190.8%67.0K0.532.0K
$765.00Sep 90.710.72$0.721.4%53.4K0.385.6K
$766.00Sep 90.390.40$0.402.5%38.0K0.254.1K
$768.00Sep 90.110.12$0.128.3%25.5K0.099.4K
$767.00Sep 90.200.21$0.214.8%25.0K0.155.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$763.00Sep 90.660.67$0.671.5%69.4K0.345.0K
$764.00Sep 91.041.05$1.051.0%43.3K0.477.0K
$762.00Sep 90.420.43$0.432.3%39.5K0.236.3K
$760.00Sep 90.170.18$0.185.6%28.8K0.1013.1K
$757.00Sep 90.060.07$0.0714.3%28.6K0.045.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 18.4%, max 26.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Sep 9Oct 2315.4%12.2%26.0%2.9K497
$762.00Sep 9Oct 2314.6%12.1%20.9%6.4K860
$763.00Sep 9Oct 2314.0%12.0%16.7%24.1K2.1K
$765.00Sep 9Oct 2313.4%11.7%14.3%53.4K6.2K
$764.00Sep 9Oct 2313.5%11.9%14.0%67.1K2.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Sep 9Oct 2315.4%12.2%26.0%21.1K4.0K
$762.00Sep 9Oct 2314.6%12.1%20.9%39.5K6.4K
$763.00Sep 9Oct 1614.0%11.9%17.1%69.5K7.3K
$765.00Sep 9Oct 2313.4%11.7%14.3%21.5K9.0K
$764.00Sep 9Oct 2313.5%11.9%14.0%43.3K7.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 757 found (best R:R 1.22, avg 5.52)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$738.00$740.00Sep 25$0.90$1.10$0.9087%1.22$738.90
$699.00$700.00Sep 18$0.28$0.72$0.28100%2.57$699.28
$703.00$705.00Sep 18$1.30$0.70$1.30100%0.54$704.30
$739.00$740.00Sep 30$0.22$0.78$0.2283%3.55$739.22
$748.00$749.00Sep 30$0.19$0.81$0.1974%4.26$748.19
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$811.00$810.00Sep 11$0.30$0.70$0.30100%2.33$810.70
$774.00$773.00Sep 18$0.11$0.89$0.1177%8.09$773.89
$775.00$774.00Sep 18$0.18$0.82$0.1879%4.56$774.82
$785.00$784.00Oct 23$0.14$0.86$0.1473%6.14$784.86
$777.00$776.00Oct 2$0.13$0.87$0.1373%6.69$776.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 588 found (best R:R 1.00, avg 0.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$770.00Sep 22$2.50$2.50$2.5054%1.00$767.50
$765.00$770.00Sep 21$2.48$2.48$2.5254%0.98$767.48
$765.00$770.00Sep 23$2.51$2.51$2.4954%1.01$767.51
$770.00$775.00Sep 23$1.81$1.81$3.1965%0.57$771.81
$770.00$775.00Sep 21$1.72$1.72$3.2866%0.52$771.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$762.00$761.00Sep 9$0.16$0.16$0.8477%0.19$761.84
$764.00$763.00Sep 9$0.38$0.38$0.6252%0.61$763.62
$763.00$762.00Sep 9$0.24$0.24$0.7666%0.32$762.76
$758.00$757.00Sep 10$0.12$0.12$0.8883%0.14$757.88
$760.00$759.00Sep 10$0.19$0.19$0.8175%0.23$759.81

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.14, cheapest $1.11)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$763.00Sep 9Sep 10$1.1814.0%12.8%
$764.00Sep 9Sep 10$1.2113.5%12.4%
$765.00Sep 9Sep 10$1.1413.4%12.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$763.00Sep 9Sep 10$1.1114.0%12.8%
$764.00Sep 9Sep 10$1.1213.5%12.4%
$765.00Sep 9Sep 10$1.0713.4%12.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 839 found (cheapest 0.29% of stock, avg 4.06%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$764.00Sep 9$1.19$1.05$2.24$761.76$766.240.29%
$765.00Sep 9$0.72$1.58$2.30$762.70$767.300.30%
$763.00Sep 9$1.81$0.67$2.48$760.52$765.480.32%
$766.00Sep 9$0.40$2.26$2.66$763.34$768.660.35%
$762.00Sep 9$2.55$0.43$2.98$759.02$764.980.39%
$767.00Sep 9$0.21$3.08$3.29$763.71$770.290.43%
$761.00Sep 9$3.41$0.27$3.68$757.32$764.680.48%
$768.00Sep 9$0.12$3.99$4.11$763.89$772.110.54%
$760.00Sep 9$4.31$0.18$4.49$755.51$764.490.59%
$765.00Sep 10$1.86$2.65$4.51$760.49$769.510.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 405 found (cheapest 0.03% of stock, avg 1.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$769.00$760.00Sep 9$0.07$0.18$0.25$759.75$769.25
$768.00$760.00Sep 9$0.12$0.18$0.30$759.70$768.30
$769.00$761.00Sep 9$0.07$0.27$0.34$760.66$769.34
$767.00$760.00Sep 9$0.21$0.18$0.39$759.61$767.39
$768.00$761.00Sep 9$0.12$0.27$0.39$760.61$768.39
$767.00$761.00Sep 9$0.21$0.27$0.48$760.52$767.48
$768.00$762.00Sep 9$0.12$0.43$0.55$761.45$768.55
$769.00$762.00Sep 9$0.07$0.43$0.50$761.50$769.50
$767.00$762.00Sep 9$0.21$0.43$0.64$761.36$767.64
$766.00$760.00Sep 9$0.40$0.18$0.58$759.42$766.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 340 found (best R:R 0.89, avg credit $0.84)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
740/741771/772Sep 18$0.47$0.5355%0.89$740.53$771.47
740/741770/771Sep 18$0.49$0.5153%0.96$740.51$770.49
730/731773/774Oct 2$0.51$0.4950%1.04$730.49$773.51
740/741773/774Sep 18$0.41$0.5960%0.69$740.59$773.41
734/735772/773Sep 30$0.52$0.4849%1.08$734.48$772.52
731/732773/774Oct 2$0.51$0.4950%1.04$731.49$773.51
734/735774/775Sep 30$0.48$0.5253%0.92$734.52$774.48
733/734773/774Oct 2$0.52$0.4849%1.08$733.48$773.52
743/744771/772Sep 18$0.48$0.5253%0.92$743.52$771.48
744/745771/772Sep 18$0.49$0.5152%0.96$744.51$771.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 310 found (best R:R 5.85, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Sep 14$0.73$4.2732%5.85
$745.00$750.00$755.00Sep 14$0.17$4.8313%28.41
$755.00$760.00$765.00Sep 15$0.67$4.3329%6.46
$750.00$755.00$760.00Sep 14$0.46$4.5421%9.87
$750.00$755.00$760.00Sep 16$0.41$4.5919%11.20
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$775.00$780.00$785.00Sep 15$0.16$4.8412%30.25
$755.00$760.00$765.00Sep 14$0.76$4.2432%5.58
$755.00$760.00$765.00Sep 15$0.68$4.3229%6.35
$775.00$780.00$785.00Sep 16$0.26$4.7415%18.23
$750.00$755.00$760.00Sep 15$0.43$4.5721%10.63

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 955 found (best net $-19.05, 926 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Sep 10-$19.05$40.95
$695.00$735.001:2Oct 23-$0.69$39.31
$745.00$755.001:2Sep 22-$4.98$5.02
$760.00$765.001:2Sep 14-$0.59$4.41
$760.00$765.001:2Sep 15-$1.04$3.96
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$810.00$790.001:2Sep 9-$5.83$14.17
$770.00$765.001:2Sep 14-$1.44$3.56
$765.00$760.001:2Sep 14-$0.68$4.32
$770.00$765.001:2Sep 15-$1.93$3.07
$775.00$770.001:2Sep 14-$3.18$1.82

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 293 found (best yield 1.92%, avg 0.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$765.00Oct 23$14.640.480.1%1.92%2.03%36578
$766.00Oct 23$14.030.480.2%1.84%2.08%329
$767.00Oct 23$13.440.470.4%1.76%2.13%--32
$768.00Oct 23$12.870.460.5%1.68%2.19%121.6K
$769.00Oct 23$12.310.440.6%1.61%2.25%119
$770.00Oct 23$11.760.430.8%1.54%2.31%51.5K
$771.00Oct 23$11.220.420.9%1.47%2.37%864
$772.00Oct 23$10.700.411.0%1.40%2.43%428
$773.00Oct 23$10.200.401.2%1.33%2.49%--21
$774.00Oct 23$9.700.391.3%1.27%2.56%174

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 462,743
Total Puts 531,469
Put/Call Ratio 1.15
Net Difference -68,726

Prior's Put/Call Breakdown

Total Calls 544,177
Total Puts 816,144
Put/Call Ratio 1.50
Net Difference -271,967

Prior 7-Day Put/Call Summary

Total Calls 34,177,667
Total Puts 39,343,337
Average Put/Call Ratio 1.16
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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