Tour v527
SPY
State Street SPDR S&P 500 ETF Trust
$763.88 -0.27%
9/9 10:30

Option Volume

Detail
Current (09/09 10:30am) 2,067,563
Calls: 896,306 (43%)
Puts: 1,171,257 (57%)
Prior (09/08) 2,432,913
Calls: 961,996 (40%)
Puts: 1,470,917 (60%)
Current vs Prior -15.02%
Calls: -6.83% (Calls)
Puts: -20.37% (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 -80.31%
Calls: -81.64%
Puts: -79.16%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/09 10:30am) $379.56M
Calls: $220.21M (58%)
Puts: $159.35M (42%)
Prior (09/08) $359.30M
Calls: $140.66M (39%)
Puts: $218.64M (61%)
Current vs Prior +5.64%
Calls: +56.55%
Puts: -27.12%
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 -69.69%
Calls: -64.51%
Puts: -74.78%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/09 10:30am) 1.31
Prior (09/08) 1.53
Current vs Prior -14.54%
Prior 7-Day Average 1.16
Current vs Prior 7-Day Avg +12.53%
Sentiment BEARISH

Open Interest

Detail
Current (09/09 10:30am) 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% | 0.67%0.36% | 0.99%0.99% | 1.79%1.59% | 3.46%
Prior 0.55% | 0.77%0.55% | 1.05%1.05% | 1.80%1.56% | 3.44%
Current vs Prior -35.05% | -12.62%-35.04% | -5.73%-5.73% | -0.74%+1.70% | +0.62%
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 -34.39% | -10.33%+5.41% | +20.55%+43.79% | +25.71%-17.29% | -3.73%
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 -35.05% | -12.62%-35.04% | -5.73%-5.73% | -0.74%+1.70% | +0.62%
Sentiment BULLISHBULLISHBULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 0.75% | 0.39%
Calls: 0.62% | 0.35%
Puts: 0.88% | 0.43%
Prior 1.20% | 0.85%
Calls: 1.19% | 0.64%
Puts: 1.21% | 1.06%
Current vs Prior -37.50% | -54.12%
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% | -68.58%
Liquidity Excellent
+
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🤖 AI Insights

Bearish P/C ratio of 1.31 indicates protective positioning. 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 BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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
10:30BULLISHBEARISHBEARISH
10:25BEARISHBEARISHBEARISH
10:20BULLISHBEARISHBEARISH
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 2,148 of results (avg 2.7%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$660.00Sep 9103.82104.07$103.950.2%21.001
$670.00Sep 993.8294.09$93.960.3%2021.001
$625.00Sep 9138.65139.07$138.860.3%1211.00--
$765.00Sep 113.033.04$3.040.3%4.1K0.465.5K
$690.00Sep 973.8274.07$73.940.3%51.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$764.00Sep 113.383.39$3.390.3%3.0K0.502.5K
$855.00Sep 990.9291.22$91.070.3%11.00--
$739.00Oct 165.705.72$5.710.4%2540.251.9K
$737.00Oct 165.385.40$5.390.4%1820.241.7K
$860.00Sep 995.9396.29$96.110.4%1151.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 629 found (avg $0.33, cheapest $0.10)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Sep 90.090.10$0.1010.0%46.5K0.079.4K
$769.00Sep 90.060.07$0.0714.3%18.7K0.057.4K
$767.00Sep 90.170.18$0.185.6%48.3K0.135.9K
$766.00Sep 90.310.32$0.323.1%72.0K0.214.1K
$765.00Sep 90.580.59$0.591.7%109.4K0.345.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$758.00Sep 90.080.09$0.0911.1%43.5K0.065.4K
$760.00Sep 90.180.19$0.195.3%67.8K0.1213.1K
$759.00Sep 90.120.13$0.137.7%44.4K0.086.7K
$761.00Sep 90.280.29$0.293.4%70.4K0.174.0K
$757.00Sep 90.060.07$0.0714.3%57.4K0.045.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,090 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 9138.65139.07$138.860.3%1211.00--
$645.00Sep 9118.60119.07$118.840.4%41.00--
$650.00Sep 9113.83114.24$114.040.4%21.001
$655.00Sep 9108.60109.10$108.850.5%181.001
$660.00Sep 9103.82104.07$103.950.2%21.001
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Sep 1115.8816.22$16.052.1%2091.00888
$781.00Sep 1116.8817.22$17.052.0%1801.0013
$782.00Sep 1117.8818.22$18.051.9%71.005
$784.00Sep 1119.8820.22$20.051.7%321.002
$785.00Sep 1120.8821.22$21.051.6%--1.0016

Most actively traded options today. High liquidity = easy entry/exit. 1,898 active (total vol 2.1M, top 172.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$764.00Sep 91.011.02$1.021.0%150.8K0.482.0K
$765.00Sep 90.580.59$0.591.7%109.4K0.345.6K
$763.00Sep 91.601.61$1.610.6%73.8K0.622.1K
$766.00Sep 90.310.32$0.323.1%72.0K0.214.1K
$767.00Sep 90.170.18$0.185.6%48.3K0.135.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$763.00Sep 90.730.74$0.741.4%172.5K0.385.0K
$762.00Sep 90.450.46$0.462.2%121.8K0.266.3K
$764.00Sep 91.131.14$1.130.9%103.5K0.527.0K
$761.00Sep 90.280.29$0.293.4%70.4K0.174.0K
$760.00Sep 90.180.19$0.195.3%67.8K0.1213.1K

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 21.2%, max 28.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Sep 9Oct 2315.7%12.2%28.7%7.9K497
$762.00Sep 9Oct 2314.9%12.1%23.5%17.7K860
$763.00Sep 9Oct 2314.2%11.9%19.1%73.8K2.1K
$764.00Sep 9Oct 2314.0%11.8%18.2%150.9K2.0K
$765.00Sep 9Oct 2313.7%11.7%16.7%109.4K6.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Sep 9Oct 2315.7%12.2%28.7%70.4K4.0K
$762.00Sep 9Oct 2314.9%12.1%23.4%121.8K6.4K
$763.00Sep 9Oct 2314.2%11.9%19.0%172.5K5.0K
$764.00Sep 9Oct 2314.0%11.8%18.2%103.5K7.1K
$765.00Sep 9Oct 2313.7%11.7%16.7%41.0K9.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 786 found (best R:R 0.60, avg 5.48)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$707.00$710.00Oct 16$1.88$1.12$1.8891%0.60$708.88
$712.00$713.00Oct 16$0.12$0.88$0.1289%7.33$712.12
$730.00$733.00Oct 9$1.75$1.25$1.7584%0.71$731.75
$718.00$719.00Oct 16$0.15$0.85$0.1587%5.67$718.15
$728.00$729.00Sep 30$0.23$0.77$0.2390%3.35$728.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$780.00$779.00Sep 25$0.19$0.81$0.1983%4.26$779.81
$782.00$781.00Sep 25$0.28$0.72$0.2886%2.57$781.72
$789.00$787.00Oct 16$1.02$0.98$1.0281%0.96$787.98
$784.00$783.00Sep 30$0.29$0.71$0.2986%2.45$783.71
$786.00$785.00Sep 30$0.32$0.68$0.3288%2.12$785.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 591 found (best R:R 0.98, avg 0.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$770.00Sep 23$2.47$2.47$2.5355%0.98$767.47
$765.00$770.00Sep 22$2.45$2.45$2.5555%0.96$767.45
$765.00$770.00Sep 21$2.43$2.43$2.5755%0.95$767.43
$770.00$775.00Sep 22$1.73$1.73$3.2767%0.53$771.73
$770.00$775.00Sep 21$1.68$1.68$3.3267%0.51$771.68
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$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
$762.00$761.00Sep 9$0.17$0.17$0.8374%0.20$761.83
$758.00$757.00Sep 10$0.13$0.13$0.8782%0.15$757.87
$761.00$760.00Sep 10$0.25$0.25$0.7568%0.33$760.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.17, cheapest $1.14)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$763.00Sep 9Sep 10$1.2414.2%12.9%
$765.00Sep 9Sep 10$1.1613.7%12.8%
$764.00Sep 9Sep 10$1.2414.0%13.1%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$763.00Sep 9Sep 10$1.1414.2%12.9%
$765.00Sep 9Sep 10$1.0713.7%12.8%
$764.00Sep 9Sep 10$1.1714.0%13.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 904 found (cheapest 0.28% of stock, avg 4.11%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$764.00Sep 9$1.02$1.13$2.15$761.85$766.150.28%
$765.00Sep 9$0.59$1.71$2.30$762.70$767.300.30%
$763.00Sep 9$1.61$0.74$2.35$760.65$765.350.31%
$766.00Sep 9$0.32$2.44$2.76$763.24$768.760.36%
$762.00Sep 9$2.33$0.46$2.79$759.21$764.790.37%
$761.00Sep 9$3.16$0.29$3.45$757.55$764.450.45%
$767.00Sep 9$0.18$3.29$3.47$763.53$770.470.45%
$760.00Sep 9$4.06$0.19$4.25$755.75$764.250.56%
$768.00Sep 9$0.10$4.22$4.32$763.68$772.320.57%
$765.00Sep 10$1.75$2.78$4.53$760.47$769.530.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.03% of stock, avg 1.37%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$768.00$759.00Sep 9$0.10$0.13$0.23$758.77$768.23
$768.00$760.00Sep 9$0.10$0.19$0.29$759.71$768.29
$767.00$759.00Sep 9$0.18$0.13$0.31$758.69$767.31
$767.00$760.00Sep 9$0.18$0.19$0.37$759.63$767.37
$768.00$761.00Sep 9$0.10$0.29$0.39$760.61$768.39
$767.00$761.00Sep 9$0.18$0.29$0.47$760.53$767.47
$766.00$759.00Sep 9$0.32$0.13$0.45$758.55$766.45
$766.00$760.00Sep 9$0.32$0.19$0.51$759.49$766.51
$766.00$761.00Sep 9$0.32$0.29$0.61$760.39$766.61
$768.00$762.00Sep 9$0.10$0.46$0.56$761.44$768.56

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 325 found (best R:R 0.96, avg credit $0.83)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
740/741770/771Sep 18$0.49$0.5153%0.96$740.51$770.49
740/741769/770Sep 18$0.51$0.4951%1.04$740.49$769.51
735/736772/773Sep 25$0.48$0.5254%0.92$735.52$772.48
733/734772/773Sep 30$0.51$0.4950%1.04$733.49$772.51
736/737772/773Sep 30$0.53$0.4748%1.13$736.47$772.53
740/741771/772Sep 18$0.45$0.5556%0.82$740.55$771.45
736/737772/773Sep 25$0.48$0.5253%0.92$736.52$772.48
741/742772/773Sep 25$0.52$0.4849%1.08$741.48$772.52
735/736772/773Sep 30$0.52$0.4849%1.08$735.48$772.52
738/739772/773Sep 30$0.54$0.4647%1.17$738.46$772.54

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 349 found (best R:R 54.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$745.00$750.00$755.00Sep 15$0.09$4.9114%54.56
$750.00$755.00$760.00Sep 15$0.40$4.6021%11.50
$755.00$760.00$765.00Sep 14$0.78$4.2232%5.41
$750.00$755.00$760.00Sep 21$0.39$4.6120%11.82
$745.00$750.00$755.00Sep 21$0.28$4.7216%16.86
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$0.43$4.5721%10.63
$750.00$755.00$760.00Sep 14$0.48$4.5222%9.42
$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. 961 found (best net $-28.64, 935 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$635.00$685.001:2Sep 10-$28.64$21.36
$745.00$755.001:2Sep 22-$4.58$5.42
$760.00$765.001:2Sep 14-$0.54$4.46
$760.00$765.001:2Sep 15-$0.95$4.05
$765.00$770.001:2Sep 16-$0.33$4.67
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$790.00$775.001:2Sep 22-$0.58$14.42
$770.00$765.001:2Sep 14-$1.50$3.50
$765.00$760.001:2Sep 14-$0.73$4.27
$770.00$765.001:2Sep 15-$2.01$2.99
$775.00$770.001:2Sep 14-$3.19$1.81

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 301 found (best yield 1.97%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$764.00Oct 23$15.030.490.0%1.97%1.98%822
$765.00Oct 23$14.420.470.1%1.89%2.03%38578
$766.00Oct 23$13.830.470.3%1.81%2.09%329
$767.00Oct 23$13.250.460.4%1.73%2.14%132
$768.00Oct 23$12.690.450.5%1.66%2.20%201.6K
$769.00Oct 23$12.130.440.7%1.59%2.26%519
$770.00Oct 23$11.590.430.8%1.52%2.32%111.5K
$771.00Oct 23$11.060.420.9%1.45%2.38%964
$772.00Oct 23$10.540.411.1%1.38%2.44%628
$773.00Oct 23$10.040.401.2%1.31%2.51%--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 896,306
Total Puts 1,171,257
Put/Call Ratio 1.31
Net Difference -274,951

Prior's Put/Call Breakdown

Total Calls 961,996
Total Puts 1,470,917
Put/Call Ratio 1.53
Net Difference -508,921

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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