Tour v527
SPY
State Street SPDR S&P 500 ETF Trust
$758.21 -0.55%
9/10 09:45

Option Volume

Detail
Current (09/10 9:45am) 807,966
Calls: 369,623 (46%)
Puts: 438,343 (54%)
Prior (09/09) 559,742
Calls: 268,061 (48%)
Puts: 291,681 (52%)
Current vs Prior +44.35%
Calls: +37.89% (Calls)
Puts: +50.28% (Puts)
Prior 7-Day Total 70,958,638
Calls: 32,351,277 (46%)
Puts: 38,607,361 (54%)
Prior 7-Day Average 10,136,948
Calls: 4,621,611 (46%)
Puts: 5,515,337 (54%)
Current vs Prior 7-Day Avg -92.03%
Calls: -92.00%
Puts: -92.05%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/10 9:45am) $171.68M
Calls: $59.86M (35%)
Puts: $111.82M (65%)
Prior (09/09) $93.12M
Calls: $43.54M (47%)
Puts: $49.58M (53%)
Current vs Prior +84.37%
Calls: +37.49%
Puts: +125.54%
Prior 7-Day Total $8.46B
Calls: $4.47B (53%)
Puts: $4.00B (47%)
Prior 7-Day Average $1.21B
Calls: $638.27M (53%)
Puts: $570.76M (47%)
Current vs Prior 7-Day Avg -85.80%
Calls: -90.62%
Puts: -80.41%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/10 9:45am) 1.19
Prior (09/09) 1.09
Current vs Prior +8.99%
Prior 7-Day Average 1.20
Current vs Prior 7-Day Avg -1.28%
Sentiment BEARISH

Open Interest

Detail
Current (09/10 9:45am) 9,970,770
Calls: 2,541,397 (25%)
Puts: 7,429,373 (75%)
Prior (09/09) 9,858,710
Calls: 2,457,192 (25%)
Puts: 7,401,518 (75%)
Current vs Prior +1.14%
Prior 7-Day Total 67,022,975
Calls: 17,401,327 (26%)
Puts: 49,621,648 (74%)
Prior 7-Day Average 9,574,710
Calls: 2,485,903 (26%)
Puts: 7,088,806 (74%)
Current vs Prior 7-Day Avg +4.14%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/10) | Next (09/11)Expiry (09/11) | Next (09/14)Expiry (09/11) | Next (09/18)Expiry (09/15) | Next (10/16)
Current 0.46% | 0.92%0.92% | 1.16%0.92% | 1.93%1.32% | 3.69%
Prior 0.62% | 0.96%0.14% | 0.96%0.96% | 1.82%1.58% | 3.52%
Current vs Prior -26.18% | -4.78%+566.67% | +20.38%-4.78% | +5.76%-16.28% | +4.56%
Prior 7-Day Avg 0.56% | 0.79%0.34% | 0.88%0.80% | 1.52%1.82% | 3.56%
Current vs 7-Day Avg -18.31% | +15.99%+171.60% | +31.47%+14.42% | +26.99%-27.56% | +3.43%
Prior 7-Day Eod 0.62% | 0.96%0.14% | 0.96%0.96% | 1.82%1.58% | 3.52%
Current vs 7-Day Eod -26.18% | -4.78%+566.67% | +20.38%-4.78% | +5.76%-16.28% | +4.56%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 0.58% | 0.43%
Calls: 0.63% | 0.29%
Puts: 0.53% | 0.58%
Prior 0.84% | 0.55%
Calls: 0.80% | 0.51%
Puts: 0.89% | 0.59%
Current vs Prior -30.95% | -21.82%
Prior 7-Day Avg 1.07% | 0.98%
Calls: 0.81% | 0.75%
Puts: 1.32% | 1.21%
Current vs 7-Day Avg -45.65% | -55.93%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 65% put dollar volume ($111.82M). Elevated premium activity with dollar volume up 84% vs prior. Slightly bearish P/C ratio of 1.19. Put-heavy open interest (7,429,373 puts vs 2,541,397 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 BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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
09:45BEARISHBEARISHBEARISH
09:40BEARISHBEARISHBEARISH
09:35BEARISHBEARISHBEARISH

📈 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 2,339 of results (avg 2.6%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$756.00Sep 114.724.73$4.720.2%1.2K0.62531
$758.00Sep 144.454.46$4.460.2%8120.51--
$758.00Sep 113.493.50$3.500.3%4.0K0.521.9K
$724.00Sep 1134.4734.57$34.520.3%20.99118
$725.00Sep 1133.4733.57$33.520.3%--0.9946
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$730.00Oct 165.945.96$5.950.3%1500.2435.9K
$725.00Oct 165.215.23$5.220.4%3910.2125.5K
$784.00Sep 1125.7525.85$25.800.4%21.00--
$723.00Oct 164.954.97$4.960.4%5970.205.2K
$783.00Sep 1124.7524.85$24.800.4%41.001

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 647 found (avg $0.37, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 100.050.06$0.0616.7%19.4K0.046.2K
$764.00Sep 100.090.10$0.1010.0%10.9K0.067.0K
$763.00Sep 100.150.16$0.166.3%9.9K0.095.4K
$762.00Sep 100.260.27$0.273.7%17.7K0.154.6K
$761.00Sep 100.440.45$0.452.2%20.2K0.224.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$752.00Sep 100.200.21$0.214.8%5.6K0.094.4K
$753.00Sep 100.270.28$0.283.6%7.1K0.127.3K
$751.00Sep 100.150.16$0.166.3%5.9K0.072.0K
$750.00Sep 100.120.13$0.137.7%9.6K0.064.4K
$754.00Sep 100.370.38$0.382.6%13.0K0.164.0K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,082 found (avg delta 0.83, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$685.00Sep 1073.0373.35$73.190.4%101.0014
$690.00Sep 1068.0968.35$68.220.4%--1.0010
$700.00Sep 1058.0658.35$58.210.5%--1.0044
$710.00Sep 1048.0748.35$48.210.6%--1.0015
$715.00Sep 1043.0643.35$43.210.7%--1.0040
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Sep 1113.7613.87$13.820.8%1331.003.3K
$773.00Sep 1114.7614.86$14.810.7%1371.002.0K
$774.00Sep 1115.7615.86$15.810.6%2001.001.4K
$775.00Sep 1116.7516.86$16.810.7%3161.001.1K
$776.00Sep 1117.7117.86$17.790.8%141.0032

Most actively traded options today. High liquidity = easy entry/exit. 1,885 active (total vol 806.8K, top 43.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$759.00Sep 101.081.09$1.090.9%43.0K0.42536
$760.00Sep 100.710.72$0.721.4%34.3K0.311.6K
$758.00Sep 101.591.60$1.600.6%33.7K0.53434
$761.00Sep 100.440.45$0.452.2%20.2K0.224.3K
$765.00Sep 100.050.06$0.0616.7%19.4K0.046.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$750.00Sep 184.514.54$4.530.7%34.5K0.3564.9K
$757.00Sep 101.001.01$1.001.0%34.2K0.375.3K
$730.00Sep 181.481.49$1.490.7%33.7K0.1250.9K
$758.00Sep 101.381.39$1.380.7%31.5K0.474.1K
$755.00Sep 100.510.52$0.521.9%17.5K0.217.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 36.2%, max 55.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$754.00Sep 10Oct 1620.9%13.5%54.3%587741
$755.00Sep 10Oct 2320.0%13.3%50.3%1.3K552
$756.00Sep 10Oct 2319.1%13.2%44.9%3.6K554
$757.00Sep 10Oct 2318.4%13.0%41.4%11.6K732
$759.00Sep 10Oct 2317.8%12.8%39.3%43.0K545
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$754.00Sep 10Oct 2320.9%13.4%55.3%13.0K4.1K
$755.00Sep 10Oct 2320.0%13.3%50.3%17.5K7.5K
$756.00Sep 10Oct 2319.1%13.2%44.9%16.8K2.9K
$757.00Sep 10Oct 2318.4%13.0%41.4%34.2K5.4K
$759.00Sep 10Oct 2317.8%12.8%39.3%9.5K5.7K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,004 found (best R:R 4.26, avg 5.15)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$703.00$705.00Sep 18$1.27$0.73$1.27100%0.57$704.27
$727.00$728.00Oct 2$0.12$0.88$0.1283%7.33$727.12
$718.00$719.00Sep 30$0.19$0.81$0.1990%4.26$718.19
$732.00$733.00Sep 30$0.10$0.90$0.1081%9.00$732.10
$720.00$721.00Sep 30$0.19$0.81$0.1989%4.26$720.19
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$780.00$779.00Sep 18$0.19$0.81$0.1995%4.26$779.81
$781.00$780.00Oct 2$0.11$0.89$0.1185%8.09$780.89
$786.00$785.00Oct 16$0.11$0.89$0.1182%8.09$785.89
$781.00$780.00Sep 30$0.21$0.79$0.2187%3.76$780.79
$788.00$787.00Oct 16$0.23$0.77$0.2384%3.35$787.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 785 found (best R:R 1.00, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$760.00$765.00Sep 24$2.50$2.50$2.5056%1.00$762.50
$765.00$770.00Sep 24$1.86$1.86$3.1466%0.59$766.86
$770.00$775.00Sep 24$1.26$1.26$3.7476%0.34$771.26
$762.00$765.00Sep 22$1.39$1.39$1.6160%0.86$763.39
$770.00$774.00Sep 23$0.98$0.98$3.0277%0.32$770.98
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$750.00$749.00Sep 11$0.14$0.14$0.8683%0.16$749.86
$752.00$751.00Sep 11$0.19$0.19$0.8177%0.23$751.81
$756.00$755.00Sep 10$0.21$0.21$0.7972%0.27$755.79
$749.00$748.00Sep 11$0.11$0.11$0.8985%0.12$748.89
$753.00$752.00Sep 11$0.21$0.21$0.7974%0.27$752.79

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $1.71, cheapest $1.60)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$757.00Sep 10Sep 11$1.8818.4%18.2%
$758.00Sep 10Sep 11$1.9017.9%17.9%
$759.00Sep 10Sep 11$1.8617.8%18.2%
$760.00Sep 10Sep 11$1.7417.4%17.9%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$757.00Sep 10Sep 11$1.6018.4%18.2%
$758.00Sep 10Sep 11$1.6317.9%17.9%
$759.00Sep 10Sep 11$1.5817.8%18.2%
$760.00Sep 10Sep 11$1.4617.4%17.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 905 found (cheapest 0.39% of stock, avg 3.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$758.00Sep 10$1.60$1.38$2.98$755.02$760.980.39%
$759.00Sep 10$1.09$1.88$2.97$756.03$761.970.39%
$757.00Sep 10$2.21$1.00$3.21$753.79$760.210.42%
$760.00Sep 10$0.72$2.51$3.23$756.77$763.230.43%
$756.00Sep 10$2.92$0.73$3.65$752.35$759.650.48%
$761.00Sep 10$0.45$3.24$3.69$757.31$764.690.49%
$755.00Sep 10$3.72$0.52$4.24$750.76$759.240.56%
$762.00Sep 10$0.27$4.06$4.33$757.67$766.330.57%
$754.00Sep 10$4.58$0.38$4.96$749.04$758.960.65%
$763.00Sep 10$0.16$4.95$5.11$757.89$768.110.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.07% of stock, avg 1.73%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$763.00$754.00Sep 10$0.16$0.38$0.54$753.46$763.54
$762.00$754.00Sep 10$0.27$0.38$0.65$753.35$762.65
$763.00$755.00Sep 10$0.16$0.52$0.68$754.32$763.68
$762.00$755.00Sep 10$0.27$0.52$0.79$754.21$762.79
$761.00$754.00Sep 10$0.45$0.38$0.83$753.17$761.83
$761.00$755.00Sep 10$0.45$0.52$0.97$754.03$761.97
$763.00$756.00Sep 10$0.16$0.73$0.89$755.11$763.89
$762.00$756.00Sep 10$0.27$0.73$1.00$755.00$763.00
$761.00$756.00Sep 10$0.45$0.73$1.18$754.82$762.18
$760.00$754.00Sep 10$0.72$0.38$1.10$752.90$761.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 594 found (best R:R 1.08, avg credit $0.59)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
733/734765/766Sep 21$0.52$0.4851%1.08$733.48$765.52
721/722768/769Oct 2$0.52$0.4851%1.08$721.48$768.52
723/724768/769Oct 2$0.53$0.4750%1.13$723.47$768.53
726/727766/767Sep 25$0.51$0.4952%1.04$726.49$766.51
726/727767/768Sep 25$0.49$0.5154%0.96$726.51$767.49
734/735764/765Sep 18$0.53$0.4750%1.13$734.47$764.53
732/733765/766Sep 21$0.51$0.4952%1.04$732.49$765.51
733/734764/765Sep 21$0.54$0.4649%1.17$733.46$764.54
720/722765/767Sep 23$0.92$1.0855%0.85$721.08$765.92
732/733764/765Sep 21$0.53$0.4749%1.13$732.47$764.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 239 found (best R:R 30.25, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Sep 24$0.16$4.8419%30.25
$745.00$750.00$755.00Sep 17$0.40$4.6018%11.50
$735.00$740.00$745.00Sep 22$0.23$4.7712%20.74
$720.00$725.00$730.00Sep 23$0.07$4.936%70.43
$740.00$745.00$750.00Sep 17$0.29$4.7114%16.24
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$745.00$750.00$755.00Sep 24$0.34$4.6616%13.71
$695.00$705.00$715.00Sep 23$0.13$9.874%75.92
$740.00$745.00$750.00Sep 24$0.27$4.7313%17.52
$735.00$740.00$745.00Sep 24$0.21$4.7911%22.81
$730.00$735.00$740.00Sep 24$0.16$4.849%30.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 976 found (best net $-1.85, 963 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$725.00$740.001:2Sep 21-$7.22$7.78
$745.00$755.001:2Sep 22-$1.94$8.06
$770.00$775.001:2Sep 24-$0.18$4.82
$700.00$720.001:2Sep 16-$19.41$0.59
$765.00$770.001:2Sep 24-$0.84$4.16
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$800.00$780.001:2Sep 16-$1.85$18.15
$800.00$783.001:2Sep 10-$7.78$9.22
$795.00$782.001:2Sep 15-$10.87$2.13
$800.00$785.001:2Sep 11-$13.25$1.75
$710.00$690.001:2Sep 24-$0.10$19.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 385 found (best yield 2.04%, avg 0.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$759.00Oct 23$15.430.480.1%2.04%2.14%369
$760.00Oct 23$14.820.480.2%1.95%2.19%985
$761.00Oct 23$14.220.470.4%1.88%2.24%46
$762.00Oct 23$13.640.460.5%1.80%2.30%817
$763.00Oct 23$13.060.450.6%1.72%2.35%--10
$764.00Oct 23$12.500.440.8%1.65%2.41%35119
$765.00Oct 23$11.950.430.9%1.58%2.47%2886
$766.00Oct 23$11.420.421.0%1.51%2.53%628
$767.00Oct 23$10.900.411.2%1.44%2.60%--39
$759.00Oct 16$13.790.480.1%1.82%1.92%104619

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 369,623
Total Puts 438,343
Put/Call Ratio 1.19
Net Difference -68,720

Prior's Put/Call Breakdown

Total Calls 268,061
Total Puts 291,681
Put/Call Ratio 1.09
Net Difference -23,620

Prior 7-Day Put/Call Summary

Total Calls 32,351,277
Total Puts 38,607,361
Average Put/Call Ratio 1.20
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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