Tour v527
SPY
State Street SPDR S&P 500 ETF Trust
$757.28 -0.67%
9/10 09:55

Option Volume

Detail
Current (09/10 9:55am) 1,320,370
Calls: 585,424 (44%)
Puts: 734,946 (56%)
Prior (09/09) 879,219
Calls: 399,757 (45%)
Puts: 479,462 (55%)
Current vs Prior +50.18%
Calls: +46.44% (Calls)
Puts: +53.29% (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 -86.97%
Calls: -87.33%
Puts: -86.67%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/10 9:55am) $284.64M
Calls: $96.98M (34%)
Puts: $187.65M (66%)
Prior (09/09) $150.29M
Calls: $69.19M (46%)
Puts: $81.10M (54%)
Current vs Prior +89.40%
Calls: +40.17%
Puts: +131.40%
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 -76.46%
Calls: -84.80%
Puts: -67.12%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/10 9:55am) 1.26
Prior (09/09) 1.20
Current vs Prior +4.67%
Prior 7-Day Average 1.20
Current vs Prior 7-Day Avg +4.50%
Sentiment BEARISH

Open Interest

Detail
Current (09/10 9:55am) 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% | 0.93%0.93% | 1.18%0.93% | 1.97%1.35% | 3.74%
Prior 0.62% | 0.96%0.14% | 0.96%0.96% | 1.82%1.58% | 3.52%
Current vs Prior -25.45% | -3.16%+578.00% | +22.73%-3.16% | +8.20%-14.33% | +6.22%
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 -17.50% | +17.97%+176.21% | +34.03%+16.37% | +29.93%-25.87% | +5.07%
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 -25.45% | -3.16%+578.00% | +22.73%-3.16% | +8.20%-14.33% | +6.22%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 0.57% | 0.29%
Calls: 0.60% | 0.28%
Puts: 0.54% | 0.29%
Prior 0.84% | 0.55%
Calls: 0.80% | 0.51%
Puts: 0.89% | 0.59%
Current vs Prior -32.14% | -47.27%
Prior 7-Day Avg 1.07% | 0.98%
Calls: 0.81% | 0.75%
Puts: 1.32% | 1.21%
Current vs 7-Day Avg -46.59% | -70.28%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 66% put dollar volume ($187.65M). Elevated premium activity with dollar volume up 89% vs prior. Above-average activity with volume up 50% vs prior. Bearish P/C ratio of 1.26 indicates protective 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 BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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
09:55BEARISHBEARISHBEARISH
09:50BEARISHBEARISHBEARISH
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 2,464 of results (avg 2.4%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$758.00Sep 165.765.77$5.770.2%2260.49--
$755.00Sep 114.854.86$4.860.2%9700.621.1K
$753.00Sep 104.674.68$4.680.2%1.0K0.84158
$723.00Sep 1134.6134.70$34.660.3%30.9917
$754.00Sep 103.813.82$3.820.3%1.5K0.79139
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$759.00Sep 113.953.96$3.960.3%3.8K0.573.8K
$765.00Sep 107.717.73$7.720.3%9370.973.6K
$758.00Sep 113.453.46$3.460.3%9.5K0.527.2K
$755.00Sep 186.546.56$6.550.3%2.7K0.4741.9K
$740.00Sep 213.183.19$3.190.3%140.23360

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 661 found (avg $0.37, cheapest $0.11)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$763.00Sep 100.100.11$0.119.1%22.1K0.075.4K
$762.00Sep 100.160.17$0.175.9%33.3K0.104.6K
$764.00Sep 100.070.08$0.0812.5%15.6K0.057.0K
$765.00Sep 100.050.06$0.0616.7%29.9K0.036.2K
$761.00Sep 100.280.29$0.293.4%34.5K0.154.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$750.00Sep 100.130.14$0.147.1%22.7K0.064.4K
$749.00Sep 100.100.11$0.119.1%7.1K0.054.2K
$751.00Sep 100.180.19$0.195.3%15.8K0.092.0K
$752.00Sep 100.250.26$0.263.8%11.9K0.124.4K
$753.00Sep 100.350.36$0.362.8%19.1K0.167.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,122 found (avg delta 0.83, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$685.00Sep 1072.2272.55$72.380.5%101.0014
$690.00Sep 1067.2467.55$67.400.5%--1.0010
$700.00Sep 1057.2457.55$57.400.5%--1.0044
$710.00Sep 1047.2447.55$47.400.7%--1.0015
$715.00Sep 1042.2442.54$42.390.7%--1.0040
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Sep 1114.6314.72$14.680.6%1501.003.3K
$773.00Sep 1115.6215.72$15.670.6%1381.002.0K
$774.00Sep 1116.6216.71$16.670.5%2051.001.4K
$775.00Sep 1117.6217.71$17.670.5%3211.001.1K
$776.00Sep 1118.6218.71$18.670.5%191.0032

Most actively traded options today. High liquidity = easy entry/exit. 2,119 active (total vol 1.3M, top 69.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$759.00Sep 100.750.76$0.761.3%69.9K0.32536
$760.00Sep 100.470.48$0.482.1%64.1K0.231.6K
$758.00Sep 101.151.16$1.150.9%51.9K0.43434
$761.00Sep 100.280.29$0.293.4%34.5K0.154.3K
$762.00Sep 100.160.17$0.175.9%33.3K0.104.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$757.00Sep 101.341.35$1.350.7%67.6K0.475.3K
$758.00Sep 101.831.84$1.840.5%62.7K0.574.1K
$756.00Sep 100.970.98$0.981.0%40.5K0.362.9K
$755.00Sep 100.690.70$0.701.4%38.0K0.287.4K
$750.00Sep 184.904.93$4.920.6%35.5K0.3764.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 37.5%, max 55.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$753.00Sep 10Oct 1621.2%13.8%54.2%1.0K462
$754.00Sep 10Oct 2320.4%13.5%50.9%1.5K146
$755.00Sep 10Oct 2319.7%13.4%47.0%2.1K552
$756.00Sep 10Oct 2318.9%13.2%43.0%6.5K554
$758.00Sep 10Oct 2318.2%13.0%40.5%52.0K437
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$753.00Sep 10Oct 2321.2%13.6%55.4%19.1K7.3K
$754.00Sep 10Oct 2320.4%13.5%50.9%22.2K4.1K
$755.00Sep 10Oct 2319.7%13.4%47.0%38.0K7.5K
$756.00Sep 10Oct 2318.9%13.2%43.0%40.5K2.9K
$758.00Sep 10Oct 2318.2%13.0%40.5%62.7K4.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,064 found (best R:R 1.99, avg 4.90)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$731.00$732.00Sep 18$0.15$0.85$0.1588%5.67$731.15
$726.00$727.00Oct 2$0.13$0.87$0.1383%6.69$726.13
$713.00$714.00Oct 16$0.18$0.82$0.1885%4.56$713.18
$723.00$724.00Sep 25$0.28$0.72$0.2889%2.57$723.28
$722.00$723.00Oct 2$0.26$0.74$0.2686%2.85$722.26
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$760.00$755.00Sep 24$1.67$3.33$1.6757%1.99$758.33
$770.00$765.00Sep 22$2.84$2.16$2.8479%0.76$767.16
$779.00$778.00Sep 18$0.18$0.82$0.1894%4.56$778.82
$800.00$799.00Sep 18$0.25$0.75$0.2599%3.00$799.75
$784.00$783.00Oct 16$0.11$0.89$0.1181%8.09$783.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 815 found (best R:R 0.92, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$760.00$765.00Sep 24$2.40$2.40$2.6057%0.92$762.40
$765.00$770.00Sep 24$1.80$1.80$3.2067%0.56$766.80
$770.00$775.00Sep 24$1.19$1.19$3.8177%0.31$771.19
$775.00$780.00Sep 24$0.69$0.69$4.3185%0.16$775.69
$762.00$764.00Sep 22$0.92$0.92$1.0862%0.85$762.92
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$700.00$630.00Sep 22$0.50$0.50$69.5096%0.01$699.50
$749.00$748.00Sep 11$0.14$0.14$0.8683%0.16$748.86
$750.00$749.00Sep 11$0.16$0.16$0.8480%0.19$749.84
$753.00$752.00Sep 11$0.25$0.25$0.7570%0.33$752.75
$748.00$747.00Sep 11$0.11$0.11$0.8985%0.12$747.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $1.75, cheapest $1.63)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$756.00Sep 10Sep 11$1.9118.9%18.6%
$757.00Sep 10Sep 11$1.9418.4%18.3%
$758.00Sep 10Sep 11$1.9118.2%18.6%
$759.00Sep 10Sep 11$1.7917.9%18.3%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$756.00Sep 10Sep 11$1.6318.9%18.6%
$757.00Sep 10Sep 11$1.6618.4%18.3%
$758.00Sep 10Sep 11$1.6218.2%18.6%
$759.00Sep 10Sep 11$1.5217.9%18.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 940 found (cheapest 0.39% of stock, avg 3.95%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$758.00Sep 10$1.15$1.84$2.99$755.01$760.990.39%
$757.00Sep 10$1.67$1.35$3.02$753.98$760.020.40%
$759.00Sep 10$0.76$2.44$3.20$755.80$762.200.42%
$756.00Sep 10$2.30$0.98$3.28$752.72$759.280.43%
$760.00Sep 10$0.48$3.15$3.63$756.37$763.630.48%
$755.00Sep 10$3.01$0.70$3.71$751.29$758.710.49%
$761.00Sep 10$0.29$3.96$4.25$756.75$765.250.56%
$754.00Sep 10$3.82$0.50$4.32$749.68$758.320.57%
$762.00Sep 10$0.17$4.84$5.01$756.99$767.010.66%
$753.00Sep 10$4.68$0.36$5.04$747.96$758.040.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.07% of stock, avg 1.78%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$762.00$753.00Sep 10$0.17$0.36$0.53$752.47$762.53
$761.00$753.00Sep 10$0.29$0.36$0.65$752.35$761.65
$762.00$754.00Sep 10$0.17$0.50$0.67$753.33$762.67
$761.00$754.00Sep 10$0.29$0.50$0.79$753.21$761.79
$760.00$753.00Sep 10$0.48$0.36$0.84$752.16$760.84
$760.00$754.00Sep 10$0.48$0.50$0.98$753.02$760.98
$762.00$755.00Sep 10$0.17$0.70$0.87$754.13$762.87
$761.00$755.00Sep 10$0.29$0.70$0.99$754.01$761.99
$760.00$755.00Sep 10$0.48$0.70$1.18$753.82$761.18
$759.00$753.00Sep 10$0.76$0.36$1.12$751.88$760.12

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 532 found (best R:R 0.85, avg credit $0.59)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
720/722765/767Sep 23$0.92$1.0856%0.85$721.08$765.92
725/726765/766Sep 25$0.52$0.4851%1.08$725.48$765.52
727/728765/766Sep 25$0.53$0.4750%1.13$727.47$765.53
721/722767/768Oct 2$0.53$0.4750%1.13$721.47$767.53
730/731765/766Sep 25$0.55$0.4548%1.22$730.45$765.55
721/722766/767Sep 30$0.52$0.4851%1.08$721.48$766.52
733/734765/766Sep 21$0.51$0.4952%1.04$733.49$765.51
732/733765/766Sep 21$0.50$0.5052%1.00$732.50$765.50
721/722767/768Sep 30$0.50$0.5052%1.00$721.50$767.50
731/732765/766Sep 21$0.49$0.5153%0.96$731.51$765.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 253 found (best R:R 12.51, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$740.00$745.00$750.00Sep 17$0.29$4.7114%16.24
$730.00$735.00$740.00Oct 23$0.13$4.878%37.46
$730.00$735.00$740.00Sep 16$0.15$4.858%32.33
$730.00$735.00$740.00Sep 14$0.10$4.906%49.00
$735.00$740.00$745.00Oct 23$0.17$4.838%28.41
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Sep 24$0.37$4.6319%12.51
$735.00$740.00$745.00Sep 24$0.20$4.8011%24.00
$745.00$750.00$755.00Sep 24$0.36$4.6416%12.89
$740.00$745.00$750.00Sep 24$0.29$4.7114%16.24
$725.00$730.00$735.00Sep 24$0.12$4.887%40.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 982 found (best net $-1.16, 972 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$705.00$732.001:2Sep 17-$1.16$25.84
$695.00$720.001:2Sep 24-$14.78$10.22
$725.00$740.001:2Sep 21-$4.59$10.41
$690.00$715.001:2Sep 23-$19.42$5.58
$745.00$755.001:2Sep 22-$1.73$8.27
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$800.00$780.001:2Sep 16-$3.01$16.99
$799.00$784.001:2Sep 10-$11.65$3.35
$795.00$782.001:2Sep 15-$12.10$0.90
$710.00$690.001:2Sep 24-$0.10$19.90
$695.00$670.001:2Sep 23-$0.05$24.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 405 found (best yield 2.07%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$758.00Oct 23$15.670.480.1%2.07%2.16%713
$759.00Oct 23$15.070.470.2%1.99%2.22%369
$760.00Oct 23$14.470.470.4%1.91%2.27%1285
$761.00Oct 23$13.880.460.5%1.83%2.32%46
$762.00Oct 23$13.310.450.6%1.76%2.38%817
$763.00Oct 23$12.740.440.8%1.68%2.44%--10
$764.00Oct 23$12.190.430.9%1.61%2.50%41119
$765.00Oct 23$11.660.421.0%1.54%2.56%3886
$766.00Oct 23$11.130.411.1%1.47%2.62%1428
$767.00Oct 23$10.630.401.3%1.40%2.69%--39

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 585,424
Total Puts 734,946
Put/Call Ratio 1.26
Net Difference -149,522

Prior's Put/Call Breakdown

Total Calls 399,757
Total Puts 479,462
Put/Call Ratio 1.20
Net Difference -79,705

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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