Tour v527
SPY
State Street SPDR S&P 500 ETF Trust
$764.09 -0.24%
9/9 10:10

Option Volume

Detail
Current (09/09 10:10am) 1,295,771
Calls: 590,205 (46%)
Puts: 705,566 (54%)
Prior (09/08) 1,773,940
Calls: 687,212 (39%)
Puts: 1,086,728 (61%)
Current vs Prior -26.96%
Calls: -14.12% (Calls)
Puts: -35.07% (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 -87.66%
Calls: -87.91%
Puts: -87.45%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/09 10:10am) $233.16M
Calls: $127.91M (55%)
Puts: $105.25M (45%)
Prior (09/08) $289.37M
Calls: $88.97M (31%)
Puts: $200.40M (69%)
Current vs Prior -19.42%
Calls: +43.76%
Puts: -47.48%
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 -81.38%
Calls: -79.38%
Puts: -83.34%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/09 10:10am) 1.20
Prior (09/08) 1.58
Current vs Prior -24.40%
Prior 7-Day Average 1.16
Current vs Prior 7-Day Avg +2.95%
Sentiment BEARISH

Open Interest

Detail
Current (09/09 10:10am) 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 0.35% | 0.65%0.35% | 0.97%0.97% | 1.76%1.58% | 3.43%
Prior 0.55% | 0.77%0.55% | 1.05%1.05% | 1.80%1.56% | 3.44%
Current vs Prior -36.01% | -15.36%-36.00% | -7.75%-7.75% | -2.30%+1.51% | -0.40%
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 -35.37% | -13.14%+3.85% | +17.97%+40.70% | +23.74%-17.44% | -4.71%
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 -36.01% | -15.36%-36.00% | -7.75%-7.75% | -2.30%+1.51% | -0.40%
Sentiment BULLISHBULLISHBULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 0.76% | 0.41%
Calls: 0.89% | 0.43%
Puts: 0.63% | 0.38%
Prior 1.20% | 0.85%
Calls: 1.19% | 0.64%
Puts: 1.21% | 1.06%
Current vs Prior -36.67% | -51.76%
Prior 7-Day Avg 1.23% | 1.24%
Calls: 0.93% | 0.90%
Puts: 1.53% | 1.58%
Current vs 7-Day Avg -38.28% | -66.97%
Liquidity Excellent
+
Add Card

🤖 AI Insights

Slightly bearish P/C ratio of 1.20. P/C ratio dropping 24% - 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
10:10BULLISHBEARISHBEARISH
10:05BULLISHBEARISHBEARISH
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 2,094 of results (avg 2.5%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 9138.96139.18$139.070.2%11.00--
$675.00Sep 988.9589.17$89.060.2%61.003
$665.00Sep 998.9299.17$99.050.3%31.001
$670.00Sep 993.9394.17$94.050.3%851.001
$685.00Sep 978.9679.17$79.070.3%121.0011
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$860.00Sep 995.8596.07$95.960.2%1151.00--
$745.00Sep 253.183.19$3.190.3%990.232.5K
$736.00Oct 236.086.10$6.090.3%--0.24117
$744.00Sep 253.033.04$3.040.3%640.22506
$725.00Oct 92.982.99$2.990.3%70.15925

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 617 found (avg $0.33, cheapest $0.11)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Sep 90.100.11$0.119.1%34.3K0.089.4K
$769.00Sep 90.060.07$0.0714.3%13.8K0.057.4K
$767.00Sep 90.190.20$0.205.0%32.1K0.145.9K
$766.00Sep 90.360.37$0.372.7%48.0K0.244.1K
$765.00Sep 90.650.66$0.661.5%70.2K0.375.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Sep 90.160.17$0.175.9%36.2K0.1013.1K
$759.00Sep 90.110.12$0.128.3%24.9K0.076.7K
$761.00Sep 90.250.26$0.263.8%33.9K0.164.0K
$758.00Sep 90.080.09$0.0911.1%26.7K0.055.4K
$757.00Sep 90.050.06$0.0616.7%34.1K0.045.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,045 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 9138.96139.18$139.070.2%11.00--
$645.00Sep 9118.84119.17$119.010.3%21.00--
$665.00Sep 998.9299.17$99.050.3%31.001
$670.00Sep 993.9394.17$94.050.3%851.001
$675.00Sep 988.9589.17$89.060.2%61.003
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Sep 1115.8016.11$15.961.9%1341.00888
$781.00Sep 1116.7717.13$16.952.1%441.0013
$782.00Sep 1117.7818.13$17.951.9%61.005
$784.00Sep 1119.7820.13$19.951.8%301.002
$785.00Sep 1120.7821.13$20.961.7%--1.0016

Most actively traded options today. High liquidity = easy entry/exit. 1,732 active (total vol 1.3M, top 92.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$764.00Sep 91.111.12$1.120.9%92.3K0.522.0K
$765.00Sep 90.650.66$0.661.5%70.2K0.375.6K
$766.00Sep 90.360.37$0.372.7%48.0K0.244.1K
$763.00Sep 91.731.74$1.740.6%35.2K0.662.1K
$768.00Sep 90.100.11$0.119.1%34.3K0.089.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$763.00Sep 90.650.66$0.661.5%92.1K0.355.0K
$764.00Sep 91.031.04$1.041.0%65.5K0.497.0K
$762.00Sep 90.400.41$0.412.4%54.5K0.246.3K
$760.00Sep 90.160.17$0.175.9%36.2K0.1013.1K
$757.00Sep 90.050.06$0.0616.7%34.1K0.045.3K

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 17.8%, max 26.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Sep 9Oct 2315.4%12.2%26.2%4.2K497
$762.00Sep 9Oct 2314.5%12.0%20.7%8.4K860
$763.00Sep 9Oct 2313.8%11.9%15.8%35.2K2.1K
$764.00Sep 9Oct 2313.3%11.8%13.2%92.4K2.0K
$765.00Sep 9Oct 2313.2%11.7%13.1%70.2K6.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Sep 9Oct 2315.4%12.2%26.2%33.9K4.0K
$762.00Sep 9Oct 2314.5%12.0%20.7%54.5K6.4K
$763.00Sep 9Oct 2313.8%11.9%15.8%92.1K5.0K
$764.00Sep 9Oct 2313.3%11.8%13.2%65.5K7.1K
$765.00Sep 9Oct 2313.2%11.7%13.1%28.0K9.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 769 found (best R:R 7.00, avg 5.53)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$705.00$706.00Sep 18$0.20$0.80$0.20100%4.00$705.20
$721.00$722.00Oct 16$0.10$0.90$0.1086%9.00$721.10
$728.00$729.00Sep 30$0.15$0.85$0.1590%5.67$728.15
$736.00$737.00Sep 30$0.11$0.89$0.1185%8.09$736.11
$699.00$700.00Sep 18$0.28$0.72$0.28100%2.57$699.28
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$789.00$787.00Oct 16$0.25$1.75$0.2581%7.00$788.75
$784.00$779.00Oct 23$2.71$2.29$2.7172%0.85$781.29
$780.00$778.00Oct 9$0.66$1.34$0.6673%2.03$779.34
$786.00$785.00Sep 30$0.20$0.80$0.2088%4.00$785.80
$777.00$776.00Oct 2$0.10$0.90$0.1073%9.00$776.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 583 found (best R:R 0.98, avg 0.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$770.00Sep 21$2.47$2.47$2.5354%0.98$767.47
$765.00$770.00Sep 23$2.50$2.50$2.5054%1.00$767.50
$765.00$770.00Sep 22$2.48$2.48$2.5254%0.98$767.48
$770.00$775.00Sep 22$1.74$1.74$3.2666%0.53$771.74
$770.00$775.00Sep 23$1.78$1.78$3.2266%0.55$771.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$763.00$762.00Sep 9$0.25$0.25$0.7565%0.33$762.75
$762.00$761.00Sep 9$0.15$0.15$0.8576%0.18$761.85
$764.00$763.00Sep 9$0.38$0.38$0.6251%0.61$763.62
$758.00$757.00Sep 10$0.12$0.12$0.8883%0.14$757.88
$759.00$758.00Sep 10$0.15$0.15$0.8580%0.18$758.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.15, cheapest $1.11)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$763.00Sep 9Sep 10$1.2113.8%12.7%
$764.00Sep 9Sep 10$1.2213.3%12.4%
$765.00Sep 9Sep 10$1.1613.2%12.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$763.00Sep 9Sep 10$1.1113.8%12.7%
$764.00Sep 9Sep 10$1.1313.3%12.4%
$765.00Sep 9Sep 10$1.0713.2%12.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 869 found (cheapest 0.28% of stock, avg 4.09%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$764.00Sep 9$1.12$1.04$2.16$761.84$766.160.28%
$765.00Sep 9$0.66$1.58$2.24$762.76$767.240.29%
$763.00Sep 9$1.74$0.66$2.40$760.60$765.400.31%
$766.00Sep 9$0.37$2.27$2.64$763.36$768.640.35%
$762.00Sep 9$2.49$0.41$2.90$759.10$764.900.38%
$767.00Sep 9$0.20$3.11$3.31$763.69$770.310.43%
$761.00Sep 9$3.34$0.26$3.60$757.40$764.600.47%
$768.00Sep 9$0.11$4.03$4.14$763.86$772.140.54%
$760.00Sep 9$4.25$0.17$4.42$755.58$764.420.58%
$764.00Sep 10$2.34$2.17$4.51$759.49$768.510.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 402 found (cheapest 0.03% of stock, avg 1.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$769.00$760.00Sep 9$0.07$0.17$0.24$759.76$769.24
$768.00$760.00Sep 9$0.11$0.17$0.28$759.72$768.28
$769.00$761.00Sep 9$0.07$0.26$0.33$760.67$769.33
$767.00$760.00Sep 9$0.20$0.17$0.37$759.63$767.37
$768.00$761.00Sep 9$0.11$0.26$0.37$760.63$768.37
$767.00$761.00Sep 9$0.20$0.26$0.46$760.54$767.46
$769.00$762.00Sep 9$0.07$0.41$0.48$761.52$769.48
$766.00$760.00Sep 9$0.37$0.17$0.54$759.46$766.54
$768.00$762.00Sep 9$0.11$0.41$0.52$761.48$768.52
$766.00$761.00Sep 9$0.37$0.26$0.63$760.37$766.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 363 found (best R:R 1.04, avg credit $0.82)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
731/732772/773Sep 30$0.51$0.4951%1.04$731.49$772.51
731/732773/774Sep 30$0.49$0.5153%0.96$731.51$773.49
728/729774/775Oct 9$0.54$0.4648%1.17$728.46$774.54
741/742770/771Sep 18$0.49$0.5152%0.96$741.51$770.49
741/742771/772Sep 18$0.46$0.5455%0.85$741.54$771.46
731/732774/775Sep 30$0.46$0.5455%0.85$731.54$774.46
736/737772/773Sep 25$0.48$0.5253%0.92$736.52$772.48
735/736772/773Sep 30$0.52$0.4849%1.08$735.48$772.52
735/736773/774Oct 2$0.53$0.4748%1.13$735.47$773.53
736/737771/772Sep 25$0.50$0.5051%1.00$736.50$771.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 288 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$745.00$750.00$755.00Sep 15$0.10$4.9014%49.00
$755.00$760.00$765.00Sep 14$0.74$4.2632%5.76
$755.00$760.00$765.00Sep 15$0.67$4.3329%6.46
$745.00$750.00$755.00Sep 14$0.20$4.8013%24.00
$750.00$755.00$760.00Sep 16$0.40$4.6020%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Sep 14$0.74$4.2632%5.76
$755.00$760.00$765.00Sep 15$0.70$4.3029%6.14
$750.00$755.00$760.00Sep 15$0.43$4.5721%10.63
$750.00$755.00$760.00Sep 17$0.37$4.6319%12.51
$750.00$755.00$760.00Sep 16$0.40$4.6020%11.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 957 found (best net $-29.13, 930 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$635.00$685.001:2Sep 10-$29.13$20.87
$725.00$745.001:2Sep 22-$1.52$18.48
$735.00$750.001:2Sep 17-$2.99$12.01
$700.00$725.001:2Sep 17-$15.36$9.64
$725.00$740.001:2Sep 21-$9.94$5.06
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$810.00$790.001:2Sep 9-$5.88$14.12
$790.00$775.001:2Sep 22-$1.67$13.33
$770.00$765.001:2Sep 14-$1.39$3.61
$765.00$760.001:2Sep 14-$0.68$4.32
$770.00$765.001:2Sep 15-$1.92$3.08

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 293 found (best yield 1.90%, avg 0.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$765.00Oct 23$14.530.480.1%1.90%2.02%36578
$766.00Oct 23$13.930.470.2%1.82%2.07%329
$767.00Oct 23$13.340.460.4%1.75%2.13%--32
$768.00Oct 23$12.770.450.5%1.67%2.18%121.6K
$769.00Oct 23$12.210.440.6%1.60%2.24%119
$770.00Oct 23$11.660.430.8%1.53%2.30%81.5K
$771.00Oct 23$11.130.420.9%1.46%2.36%864
$772.00Oct 23$10.610.411.0%1.39%2.42%428
$773.00Oct 23$10.110.401.2%1.32%2.49%--21
$774.00Oct 23$9.620.391.3%1.26%2.56%174

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 590,205
Total Puts 705,566
Put/Call Ratio 1.20
Net Difference -115,361

Prior's Put/Call Breakdown

Total Calls 687,212
Total Puts 1,086,728
Put/Call Ratio 1.58
Net Difference -399,516

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
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All