Tour
v527
SPY
State Street SPDR S&P 500 ETF Trust
$757.08
-0.70%
Option Volume
Detail
Current (09/10 10:00am)
1,560,999
Calls:
670,147
(43%)
Puts:
890,852
(57%)
Prior (09/09)
994,212
Calls:
462,743
(47%)
Puts:
531,469
(53%)
Current vs Prior
+57.01%
Calls:
+44.82%
(Calls)
Puts:
+67.62%
(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
-84.60%
Calls:
-85.50%
Puts:
-83.85%
Sentiment
BEARISH
Dollar Volume
Detail
Current (09/10 10:00am)
$335.77M
Calls:
$110.43M
(33%)
Puts:
$225.33M
(67%)
Prior (09/09)
$173.57M
Calls:
$90.48M
(52%)
Puts:
$83.09M
(48%)
Current vs Prior
+93.45%
Calls:
+22.06%
Puts:
+171.19%
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
-72.23%
Calls:
-82.70%
Puts:
-60.52%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (09/10 10:00am)
1.33
Prior (09/09)
1.15
Current vs Prior
+15.74%
Prior 7-Day Average
1.20
Current vs Prior 7-Day Avg
+10.66%
Sentiment
BEARISH
Open Interest
Detail
Current (09/10 10:00am)
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
0.45% | 0.93%0.93% | 1.18%0.93% | 1.97%1.35% | 3.75%
Prior
0.62% | 0.96%0.14% | 0.96%0.96% | 1.82%1.58% | 3.52%
Current vs Prior
-27.34% | -3.41%+576.25% | +22.34%-3.41% | +8.16%-14.47% | +6.32%
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
-19.60% | +17.67%+175.50% | +33.61%+16.07% | +29.88%-26.00% | +5.18%
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
-27.34% | -3.41%+576.25% | +22.34%-3.41% | +8.16%-14.47% | +6.32%
Sentiment
BULLISHBEARISHBULLISHBULLISH
Relative Spread
Detail
Expiry | Next
Current
0.59% | 0.70%
Calls:
0.66% | 0.57%
Puts:
0.53% | 0.84%
Prior
0.84% | 0.55%
Calls:
0.80% | 0.51%
Puts:
0.89% | 0.59%
Current vs Prior
-29.76% | +27.27%
Prior 7-Day Avg
1.07% | 0.98%
Calls:
0.81% | 0.75%
Puts:
1.32% | 1.21%
Current vs 7-Day Avg
-44.71% | -28.26%
Liquidity
Excellent
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AI Insights
Moderately bearish flow with 67% put dollar volume ($225.33M). Elevated premium activity with dollar volume up 93% vs prior. Above-average activity with volume up 57% vs prior. Bearish P/C ratio of 1.33 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
BULLISH
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)
| Time | Smart Money | Retail | Overall |
|---|---|---|---|
| 10:00 | BEARISH | BEARISH | BEARISH |
| 09:55 | BEARISH | BEARISH | BEARISH |
| 09:50 | BEARISH | BEARISH | BEARISH |
| 09:45 | BEARISH | BEARISH | BEARISH |
| 09:40 | BEARISH | BEARISH | BEARISH |
| 09:35 | BEARISH | BEARISH | BEARISH |
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
670,147
Total Puts
890,852
Put/Call Ratio
1.33
Net Difference
-220,705
Prior's Put/Call Breakdown
Total Calls
462,743
Total Puts
531,469
Put/Call Ratio
1.15
Net Difference
-68,726
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 |
|---|---|---|---|---|
| Loading data... | ||||
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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