Tour v527
SPY
State Street SPDR S&P 500 ETF Trust
$761.63 -0.57%
9/9 11:15

Option Volume

Detail
Current (09/09 11:15am) 3,386,716
Calls: 1,454,279 (43%)
Puts: 1,932,437 (57%)
Prior (09/08) 3,585,032
Calls: 1,594,530 (44%)
Puts: 1,990,502 (56%)
Current vs Prior -5.53%
Calls: -8.80% (Calls)
Puts: -2.92% (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 -67.75%
Calls: -70.21%
Puts: -65.62%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/09 11:15am) $639.80M
Calls: $247.44M (39%)
Puts: $392.36M (61%)
Prior (09/08) $498.90M
Calls: $281.71M (56%)
Puts: $217.19M (44%)
Current vs Prior +28.24%
Calls: -12.16%
Puts: +80.65%
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 -48.91%
Calls: -60.12%
Puts: -37.90%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/09 11:15am) 1.33
Prior (09/08) 1.25
Current vs Prior +6.45%
Prior 7-Day Average 1.16
Current vs Prior 7-Day Avg +14.43%
Sentiment BEARISH

Open Interest

Detail
Current (09/09 11:15am) 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 0.37% | 0.73%0.37% | 1.05%1.05% | 1.87%1.62% | 3.56%
Prior 0.55% | 0.77%0.55% | 1.05%1.05% | 1.80%1.56% | 3.44%
Current vs Prior -32.95% | -5.90%-32.94% | +0.07%+0.07% | +4.22%+3.85% | +3.35%
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 -32.28% | -3.43%+8.82% | +27.97%+52.63% | +32.00%-15.54% | -1.11%
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 -32.95% | -5.90%-32.94% | +0.07%+0.07% | +4.22%+3.85% | +3.35%
Sentiment BULLISHBULLISHBEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 0.72% | 0.73%
Calls: 0.66% | 0.68%
Puts: 0.77% | 0.77%
Prior 1.20% | 0.85%
Calls: 1.19% | 0.64%
Puts: 1.21% | 1.06%
Current vs Prior -40.00% | -14.12%
Prior 7-Day Avg 1.23% | 1.24%
Calls: 0.93% | 0.90%
Puts: 1.53% | 1.58%
Current vs 7-Day Avg -41.53% | -41.20%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 61% put dollar volume ($392.36M). Bearish P/C ratio of 1.33 indicates protective positioning. Put-heavy open interest (7,401,518 puts vs 2,457,192 calls) suggests hedging or bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
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
11:15BEARISHBEARISHBEARISH
11:10BEARISHBEARISHBEARISH
11:05BULLISHBEARISHBEARISH
11:00BULLISHBEARISHBEARISH
10:55BULLISHBEARISHBEARISH
10:50BULLISHBEARISHBEARISH
10:45BULLISHBEARISHBEARISH
10:40BULLISHBEARISHBEARISH
10:35BULLISHBEARISHBEARISH
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 2,157 of results (avg 2.9%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Sep 114.864.87$4.870.2%7770.58906
$761.00Sep 114.254.26$4.260.2%4080.54911
$635.00Sep 9126.53126.85$126.690.3%11.006
$625.00Sep 9136.50136.85$136.680.3%1221.00--
$645.00Sep 9116.53116.84$116.690.3%41.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$790.00Sep 928.3328.36$28.350.1%791.00--
$762.00Sep 113.713.72$3.720.3%4.5K0.512.2K
$855.00Sep 993.2093.49$93.350.3%11.00--
$770.00Sep 98.358.38$8.370.4%1.7K1.003.1K
$734.00Oct 165.555.57$5.560.4%580.242.5K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 613 found (avg $0.34, cheapest $0.13)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 90.120.13$0.137.7%184.3K0.105.6K
$766.00Sep 90.070.08$0.0812.5%109.4K0.064.1K
$764.00Sep 90.260.27$0.273.7%257.0K0.192.0K
$763.00Sep 90.520.53$0.531.9%138.6K0.312.1K
$762.00Sep 90.940.95$0.951.1%44.1K0.46856
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$756.00Sep 90.100.11$0.119.1%56.1K0.064.4K
$757.00Sep 90.150.16$0.166.3%87.3K0.095.3K
$755.00Sep 90.070.08$0.0812.5%23.3K0.054.8K
$758.00Sep 90.230.24$0.244.2%90.8K0.145.4K
$754.00Sep 90.050.06$0.0616.7%5.3K0.033.7K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,122 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Sep 9136.50136.85$136.680.3%1221.00--
$635.00Sep 9126.53126.85$126.690.3%11.006
$645.00Sep 9116.53116.84$116.690.3%41.00--
$625.00Sep 10135.06138.46$136.762.5%221.0022
$635.00Sep 10125.06128.46$126.762.7%51.005
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Sep 97.357.38$7.370.4%2.0K1.003.7K
$770.00Sep 98.358.38$8.370.4%1.7K1.003.1K
$771.00Sep 99.319.43$9.371.3%4151.001.7K
$772.00Sep 910.3110.42$10.371.1%2041.00878
$773.00Sep 911.3111.43$11.371.1%1031.00112

Most actively traded options today. High liquidity = easy entry/exit. 2,065 active (total vol 3.4M, top 288.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$764.00Sep 90.260.27$0.273.7%257.0K0.192.0K
$765.00Sep 90.120.13$0.137.7%184.3K0.105.6K
$763.00Sep 90.520.53$0.531.9%138.6K0.312.1K
$766.00Sep 90.070.08$0.0812.5%109.4K0.064.1K
$768.00Sep 90.030.04$0.0425.0%86.4K0.039.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$763.00Sep 91.861.88$1.871.1%288.1K0.695.0K
$762.00Sep 91.291.30$1.300.8%246.4K0.546.3K
$764.00Sep 92.602.62$2.610.8%159.1K0.817.0K
$761.00Sep 90.860.87$0.871.1%139.2K0.414.0K
$760.00Sep 90.560.57$0.561.8%120.0K0.2913.1K

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 31.1%, max 40.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$759.00Sep 9Oct 1617.6%12.5%40.4%2.0K999
$760.00Sep 9Oct 2316.8%12.4%35.7%7.7K964
$761.00Sep 9Oct 2315.9%12.3%30.2%16.0K497
$762.00Sep 9Oct 2315.4%12.1%27.0%44.1K860
$763.00Sep 9Oct 2314.7%12.0%22.5%138.7K2.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$759.00Sep 9Oct 2317.5%12.5%39.7%84.7K6.8K
$760.00Sep 9Oct 2316.8%12.4%35.7%120.2K13.3K
$761.00Sep 9Oct 2315.9%12.3%30.2%139.2K4.0K
$762.00Sep 9Oct 2315.4%12.1%27.0%246.5K6.4K
$763.00Sep 9Oct 2314.7%12.0%22.5%288.1K5.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 820 found (best R:R 6.41, avg 5.31)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$728.00$729.00Sep 18$0.12$0.88$0.1294%7.33$728.12
$733.00$734.00Oct 2$0.15$0.85$0.1583%5.67$733.15
$737.00$738.00Oct 2$0.13$0.87$0.1380%6.69$737.13
$669.00$670.00Sep 18$0.34$0.66$0.34100%1.94$669.34
$740.00$741.00Oct 2$0.11$0.89$0.1177%8.09$740.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$780.00$778.00Oct 9$0.27$1.73$0.2776%6.41$779.73
$784.00$783.00Sep 18$0.29$0.71$0.2995%2.45$783.71
$785.00$784.00Oct 16$0.14$0.86$0.1478%6.14$784.86
$790.00$789.00Oct 16$0.20$0.80$0.2083%4.00$789.80
$775.00$774.00Sep 25$0.17$0.83$0.1778%4.88$774.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 613 found (best R:R 0.80, avg 0.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$770.00Sep 23$2.22$2.22$2.7859%0.80$767.22
$765.00$770.00Sep 22$2.19$2.19$2.8160%0.78$767.19
$765.00$770.00Sep 21$2.15$2.15$2.8560%0.75$767.15
$765.00$770.00Sep 17$2.13$2.13$2.8758%0.74$767.13
$765.00$770.00Sep 15$1.85$1.85$3.1561%0.59$766.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$759.00$758.00Sep 9$0.13$0.13$0.8780%0.15$758.87
$761.00$760.00Sep 9$0.31$0.31$0.6959%0.45$760.69
$755.00$754.00Sep 10$0.13$0.13$0.8783%0.15$754.87
$754.00$753.00Sep 10$0.10$0.10$0.9086%0.11$753.90
$757.00$756.00Sep 10$0.19$0.19$0.8176%0.23$756.81

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.33, cheapest $1.31)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$761.00Sep 9Sep 10$1.4015.9%14.2%
$762.00Sep 9Sep 10$1.4015.4%14.4%
$763.00Sep 9Sep 10$1.3214.7%14.1%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$761.00Sep 9Sep 10$1.3115.9%14.2%
$762.00Sep 9Sep 10$1.3115.4%14.4%
$763.00Sep 9Sep 10$1.2314.7%14.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 935 found (cheapest 0.30% of stock, avg 4.15%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$762.00Sep 9$0.95$1.30$2.25$759.75$764.250.30%
$761.00Sep 9$1.52$0.87$2.39$758.61$763.390.31%
$763.00Sep 9$0.53$1.87$2.40$760.60$765.400.32%
$760.00Sep 9$2.22$0.56$2.78$757.22$762.780.37%
$764.00Sep 9$0.27$2.61$2.88$761.12$766.880.38%
$759.00Sep 9$3.02$0.37$3.39$755.61$762.390.45%
$765.00Sep 9$0.13$3.48$3.61$761.39$768.610.47%
$758.00Sep 9$3.89$0.24$4.13$753.87$762.130.54%
$766.00Sep 9$0.08$4.41$4.49$761.51$770.490.59%
$757.00Sep 9$4.81$0.16$4.97$752.03$761.970.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 390 found (cheapest 0.03% of stock, avg 1.47%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$766.00$757.00Sep 9$0.08$0.16$0.24$756.76$766.24
$765.00$757.00Sep 9$0.13$0.16$0.29$756.71$765.29
$766.00$758.00Sep 9$0.08$0.24$0.32$757.68$766.32
$765.00$758.00Sep 9$0.13$0.24$0.37$757.63$765.37
$764.00$757.00Sep 9$0.27$0.16$0.43$756.57$764.43
$766.00$759.00Sep 9$0.08$0.37$0.45$758.55$766.45
$764.00$758.00Sep 9$0.27$0.24$0.51$757.49$764.51
$765.00$759.00Sep 9$0.13$0.37$0.50$758.50$765.50
$764.00$759.00Sep 9$0.27$0.37$0.64$758.36$764.64
$766.00$760.00Sep 9$0.08$0.56$0.64$759.36$766.64

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 348 found (best R:R 1.13, avg credit $0.78)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
734/735769/770Sep 25$0.53$0.4750%1.13$734.47$769.53
733/734769/770Sep 25$0.52$0.4850%1.08$733.48$769.52
737/738769/770Sep 25$0.55$0.4547%1.22$737.45$769.55
736/737769/770Sep 25$0.54$0.4648%1.17$736.46$769.54
726/727771/772Oct 2$0.51$0.4951%1.04$726.49$771.51
735/736769/770Sep 25$0.53$0.4749%1.13$735.47$769.53
740/741769/770Sep 18$0.49$0.5152%0.96$740.51$769.49
738/739769/770Sep 25$0.55$0.4546%1.22$738.45$769.55
729/730770/771Sep 30$0.51$0.4950%1.04$729.49$770.51
729/730771/772Oct 2$0.52$0.4849%1.08$729.48$771.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 357 found (best R:R 21.73, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$745.00$750.00$755.00Sep 21$0.22$4.7816%21.73
$755.00$760.00$765.00Sep 14$0.83$4.1733%5.02
$750.00$755.00$760.00Sep 14$0.58$4.4226%7.62
$755.00$760.00$765.00Sep 15$0.75$4.2530%5.67
$745.00$750.00$755.00Sep 14$0.34$4.6617%13.71
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Sep 23$0.35$4.6521%13.29
$750.00$755.00$760.00Sep 14$0.56$4.4426%7.93
$750.00$755.00$760.00Sep 15$0.52$4.4824%8.62
$750.00$755.00$760.00Sep 16$0.47$4.5322%9.64
$755.00$760.00$765.00Sep 14$0.86$4.1433%4.81

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 $-26.78, 930 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$635.00$685.001:2Sep 10-$26.78$23.22
$745.00$755.001:2Sep 22-$3.60$6.40
$740.00$750.001:2Sep 17-$6.25$3.75
$760.00$765.001:2Sep 14-$0.12$4.88
$760.00$765.001:2Sep 15-$0.50$4.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$790.00$775.001:2Sep 22-$2.76$12.24
$765.00$760.001:2Sep 14-$1.30$3.70
$770.00$765.001:2Sep 14-$2.56$2.44
$760.00$755.001:2Sep 14-$0.74$4.26
$765.00$760.001:2Sep 15-$1.78$3.22

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 303 found (best yield 2.00%, avg 0.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$762.00Oct 23$15.200.480.1%2.00%2.04%54
$763.00Oct 23$14.600.470.2%1.92%2.10%81
$764.00Oct 23$14.020.470.3%1.84%2.15%1252
$765.00Oct 23$13.430.460.4%1.76%2.21%228578
$766.00Oct 23$12.870.450.6%1.69%2.26%689
$767.00Oct 23$12.300.440.7%1.61%2.32%132
$768.00Oct 23$11.750.430.8%1.54%2.38%221.6K
$769.00Oct 23$11.230.421.0%1.47%2.44%1619
$770.00Oct 23$10.730.411.1%1.41%2.51%141.5K
$771.00Oct 23$10.210.401.2%1.34%2.57%1164

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 1,454,279
Total Puts 1,932,437
Put/Call Ratio 1.33
Net Difference -478,158

Prior's Put/Call Breakdown

Total Calls 1,594,530
Total Puts 1,990,502
Put/Call Ratio 1.25
Net Difference -395,972

Prior 7-Day Put/Call Summary

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

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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