Tour v527
SPY
State Street SPDR S&P 500 ETF Trust
$763.77 -0.29%
9/9 10:15

Option Volume

Detail
Current (09/09 10:15am) 1,397,209
Calls: 636,229 (46%)
Puts: 760,980 (54%)
Prior (09/08) 1,977,730
Calls: 766,392 (39%)
Puts: 1,211,338 (61%)
Current vs Prior -29.35%
Calls: -16.98% (Calls)
Puts: -37.18% (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 -86.70%
Calls: -86.97%
Puts: -86.46%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/09 10:15am) $272.28M
Calls: $154.69M (57%)
Puts: $117.59M (43%)
Prior (09/08) $303.66M
Calls: $103.22M (34%)
Puts: $200.44M (66%)
Current vs Prior -10.33%
Calls: +49.86%
Puts: -41.33%
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 -78.26%
Calls: -75.07%
Puts: -81.39%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/09 10:15am) 1.20
Prior (09/08) 1.58
Current vs Prior -24.33%
Prior 7-Day Average 1.16
Current vs Prior 7-Day Avg +3.00%
Sentiment BEARISH

Open Interest

Detail
Current (09/09 10:15am) 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% | 0.67%0.35% | 0.98%0.98% | 1.78%1.58% | 3.45%
Prior 0.55% | 0.77%0.55% | 1.05%1.05% | 1.80%1.56% | 3.44%
Current vs Prior -35.99% | -13.63%-35.98% | -6.09%-6.09% | -1.17%+1.13% | +0.36%
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 -35.34% | -11.37%+3.88% | +20.09%+43.23% | +25.18%-17.75% | -3.97%
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 -35.99% | -13.63%-35.98% | -6.09%-6.09% | -1.17%+1.13% | +0.36%
Sentiment BULLISHBULLISHBULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 0.75% | 0.40%
Calls: 0.65% | 0.36%
Puts: 0.85% | 0.43%
Prior 1.20% | 0.85%
Calls: 1.19% | 0.64%
Puts: 1.21% | 1.06%
Current vs Prior -37.50% | -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 -39.10% | -67.78%
Liquidity Excellent
+
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🤖 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
10:15BULLISHBEARISHBEARISH
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 2,079 of results (avg 2.6%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$645.00Sep 9118.76118.96$118.860.2%21.00--
$625.00Sep 9138.75139.02$138.890.2%11.00--
$670.00Sep 993.7593.95$93.850.2%851.001
$763.00Sep 114.084.09$4.090.2%2.5K0.551.7K
$665.00Sep 998.7599.02$98.890.3%31.001
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 113.883.89$3.890.3%3.0K0.547.1K
$742.00Sep 303.613.62$3.620.3%990.22461
$860.00Sep 995.9896.25$96.120.3%1151.00--
$764.00Sep 113.413.42$3.420.3%1.9K0.502.5K
$738.00Sep 303.073.08$3.080.3%50.19728

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 622 found (avg $0.33, cheapest $0.16)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$767.00Sep 90.150.16$0.166.3%35.1K0.125.9K
$768.00Sep 90.090.10$0.1010.0%37.1K0.079.4K
$769.00Sep 90.060.07$0.0714.3%14.9K0.057.4K
$766.00Sep 90.290.30$0.303.3%51.5K0.214.1K
$765.00Sep 90.540.55$0.551.8%76.1K0.335.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Sep 90.170.18$0.185.6%39.0K0.1113.1K
$759.00Sep 90.110.12$0.128.3%29.0K0.076.7K
$758.00Sep 90.080.09$0.0911.1%29.5K0.065.4K
$757.00Sep 90.060.07$0.0714.3%41.5K0.045.3K
$761.00Sep 90.280.29$0.293.4%36.8K0.174.0K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,062 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 9138.75139.02$138.890.2%11.00--
$645.00Sep 9118.76118.96$118.860.2%21.00--
$665.00Sep 998.7599.02$98.890.3%31.001
$670.00Sep 993.7593.95$93.850.2%851.001
$675.00Sep 988.7589.02$88.890.3%61.003
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Sep 1115.9616.32$16.142.2%1941.00888
$781.00Sep 1116.9617.29$17.131.9%1241.0013
$782.00Sep 1117.9518.28$18.121.8%61.005
$784.00Sep 1119.9520.29$20.121.7%321.002
$785.00Sep 1120.9521.28$21.121.6%--1.0016

Most actively traded options today. High liquidity = easy entry/exit. 1,771 active (total vol 1.4M, top 101.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$764.00Sep 90.950.96$0.961.0%100.8K0.482.0K
$765.00Sep 90.540.55$0.551.8%76.1K0.335.6K
$766.00Sep 90.290.30$0.303.3%51.5K0.214.1K
$763.00Sep 91.521.53$1.530.7%38.6K0.622.1K
$768.00Sep 90.090.10$0.1010.0%37.1K0.079.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$763.00Sep 90.740.75$0.751.3%101.2K0.385.0K
$764.00Sep 91.171.18$1.170.9%72.2K0.527.0K
$762.00Sep 90.460.47$0.472.1%58.9K0.266.3K
$757.00Sep 90.060.07$0.0714.3%41.5K0.045.3K
$760.00Sep 90.170.18$0.185.6%39.0K0.1113.1K

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 17.1%, max 24.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Sep 9Oct 2315.1%12.1%24.2%4.9K497
$762.00Sep 9Oct 2314.3%12.0%19.3%9.5K860
$763.00Sep 9Oct 2313.7%11.9%15.2%38.6K2.1K
$764.00Sep 9Oct 2313.5%11.8%14.3%100.9K2.0K
$765.00Sep 9Oct 2313.1%11.7%12.7%76.2K6.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Sep 9Oct 2315.1%12.1%24.2%36.8K4.0K
$762.00Sep 9Oct 2314.3%12.0%19.3%58.9K6.4K
$763.00Sep 9Oct 2313.7%11.9%15.2%101.2K5.0K
$764.00Sep 9Oct 2313.5%11.8%14.3%72.2K7.1K
$765.00Sep 9Oct 2313.1%11.7%12.7%30.9K9.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 763 found (best R:R 1.19, avg 5.58)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$705.00$706.00Sep 18$0.29$0.71$0.29100%2.45$705.29
$699.00$700.00Sep 18$0.32$0.68$0.32100%2.13$699.32
$710.00$711.00Sep 11$0.33$0.67$0.33100%2.03$710.33
$701.00$702.00Sep 11$0.37$0.63$0.37100%1.70$701.37
$735.00$738.00Oct 9$1.78$1.22$1.7881%0.69$736.78
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$784.00$779.00Oct 23$2.28$2.72$2.2873%1.19$781.72
$789.00$787.00Oct 2$1.03$0.97$1.0389%0.94$787.97
$790.00$789.00Oct 16$0.17$0.83$0.1782%4.88$789.83
$784.00$782.00Oct 2$1.03$0.97$1.0383%0.94$782.97
$784.00$783.00Sep 30$0.27$0.73$0.2786%2.70$783.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 589 found (best R:R 0.94, avg 0.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$770.00Sep 21$2.42$2.42$2.5855%0.94$767.42
$765.00$770.00Sep 23$2.45$2.45$2.5555%0.96$767.45
$765.00$770.00Sep 22$2.43$2.43$2.5755%0.95$767.43
$770.00$775.00Sep 22$1.72$1.72$3.2867%0.52$771.72
$770.00$775.00Sep 23$1.76$1.76$3.2466%0.54$771.76
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$762.00$761.00Sep 9$0.18$0.18$0.8274%0.22$761.82
$761.00$760.00Sep 9$0.11$0.11$0.8983%0.12$760.89
$763.00$762.00Sep 9$0.28$0.28$0.7262%0.39$762.72
$757.00$756.00Sep 10$0.11$0.11$0.8985%0.12$756.89
$758.00$757.00Sep 10$0.13$0.13$0.8782%0.15$757.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.16, cheapest $1.15)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$763.00Sep 9Sep 10$1.2313.7%12.7%
$764.00Sep 9Sep 10$1.2313.5%12.9%
$765.00Sep 9Sep 10$1.1413.1%12.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$763.00Sep 9Sep 10$1.1513.7%12.7%
$764.00Sep 9Sep 10$1.1613.5%12.9%
$765.00Sep 9Sep 10$1.0613.1%12.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 884 found (cheapest 0.28% of stock, avg 4.10%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$764.00Sep 9$0.96$1.17$2.13$761.87$766.130.28%
$763.00Sep 9$1.53$0.75$2.28$760.72$765.280.30%
$765.00Sep 9$0.55$1.77$2.32$762.68$767.320.30%
$762.00Sep 9$2.25$0.47$2.72$759.28$764.720.36%
$766.00Sep 9$0.30$2.51$2.81$763.19$768.810.37%
$761.00Sep 9$3.07$0.29$3.36$757.64$764.360.44%
$767.00Sep 9$0.16$3.38$3.54$763.46$770.540.46%
$760.00Sep 9$3.96$0.18$4.14$755.86$764.140.54%
$768.00Sep 9$0.10$4.31$4.41$763.59$772.410.58%
$764.00Sep 10$2.19$2.33$4.52$759.48$768.520.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 397 found (cheapest 0.03% of stock, avg 1.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$768.00$759.00Sep 9$0.10$0.12$0.22$758.78$768.22
$767.00$760.00Sep 9$0.16$0.18$0.34$759.66$767.34
$768.00$760.00Sep 9$0.10$0.18$0.28$759.72$768.28
$767.00$759.00Sep 9$0.16$0.12$0.28$758.72$767.28
$768.00$761.00Sep 9$0.10$0.29$0.39$760.61$768.39
$766.00$759.00Sep 9$0.30$0.12$0.42$758.58$766.42
$767.00$761.00Sep 9$0.16$0.29$0.45$760.55$767.45
$766.00$760.00Sep 9$0.30$0.18$0.48$759.52$766.48
$766.00$761.00Sep 9$0.30$0.29$0.59$760.41$766.59
$768.00$762.00Sep 9$0.10$0.47$0.57$761.43$768.57

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 333 found (best R:R 0.96, avg credit $0.81)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
740/741770/771Sep 18$0.49$0.5154%0.96$740.51$770.49
732/733772/773Oct 2$0.54$0.4648%1.17$732.46$772.54
740/741769/770Sep 18$0.51$0.4951%1.04$740.49$769.51
734/735772/773Oct 2$0.55$0.4547%1.22$734.45$772.55
742/743770/771Sep 18$0.50$0.5052%1.00$742.50$770.50
731/732772/773Oct 2$0.53$0.4749%1.13$731.47$772.53
733/734772/773Sep 30$0.51$0.4950%1.04$733.49$772.51
742/743769/770Sep 18$0.52$0.4849%1.08$742.48$769.52
736/737772/773Sep 30$0.53$0.4748%1.13$736.47$772.53
735/736772/773Sep 30$0.52$0.4849%1.08$735.48$772.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 327 found (best R:R 5.58, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$740.00$745.00$750.00Sep 15$0.05$4.958%99.00
$750.00$755.00$760.00Sep 14$0.44$4.5622%10.36
$755.00$760.00$765.00Sep 15$0.69$4.3130%6.25
$755.00$760.00$765.00Sep 14$0.80$4.2032%5.25
$750.00$755.00$760.00Sep 15$0.45$4.5521%10.11
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Sep 14$0.76$4.2432%5.58
$755.00$760.00$765.00Sep 15$0.70$4.3030%6.14
$750.00$755.00$760.00Sep 15$0.45$4.5521%10.11
$750.00$755.00$760.00Sep 14$0.49$4.5122%9.20
$750.00$755.00$760.00Sep 16$0.42$4.5820%10.90

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 958 found (best net $-28.82, 932 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$635.00$685.001:2Sep 10-$28.82$21.18
$725.00$745.001:2Sep 22-$2.26$17.74
$725.00$740.001:2Sep 21-$10.87$4.13
$745.00$755.001:2Sep 22-$4.51$5.49
$760.00$765.001:2Sep 14-$0.49$4.51
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$810.00$790.001:2Sep 9-$6.16$13.84
$790.00$775.001:2Sep 22-$1.94$13.06
$770.00$765.001:2Sep 14-$1.53$3.47
$765.00$760.001:2Sep 14-$0.72$4.28
$770.00$765.001:2Sep 15-$2.00$3.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 298 found (best yield 1.96%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$764.00Oct 23$14.970.490.0%1.96%1.99%802
$765.00Oct 23$14.360.470.2%1.88%2.04%36578
$766.00Oct 23$13.770.470.3%1.80%2.09%329
$767.00Oct 23$13.190.460.4%1.73%2.15%--32
$768.00Oct 23$12.620.450.6%1.65%2.21%131.6K
$769.00Oct 23$12.060.440.7%1.58%2.26%219
$770.00Oct 23$11.520.430.8%1.51%2.32%81.5K
$771.00Oct 23$10.990.420.9%1.44%2.39%964
$772.00Oct 23$10.470.411.1%1.37%2.45%428
$773.00Oct 23$9.980.401.2%1.31%2.52%--21

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 636,229
Total Puts 760,980
Put/Call Ratio 1.20
Net Difference -124,751

Prior's Put/Call Breakdown

Total Calls 766,392
Total Puts 1,211,338
Put/Call Ratio 1.58
Net Difference -444,946

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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