Tour v527
SPY
State Street SPDR S&P 500 ETF Trust
$756.84 -0.73%
9/10 10:10

Option Volume

Detail
Current (09/10 10:10am) 1,979,919
Calls: 838,892 (42%)
Puts: 1,141,027 (58%)
Prior (09/09) 1,295,771
Calls: 590,205 (46%)
Puts: 705,566 (54%)
Current vs Prior +52.80%
Calls: +42.14% (Calls)
Puts: +61.72% (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 -80.47%
Calls: -81.85%
Puts: -79.31%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/10 10:10am) $420.04M
Calls: $133.36M (32%)
Puts: $286.68M (68%)
Prior (09/09) $233.16M
Calls: $127.91M (55%)
Puts: $105.25M (45%)
Current vs Prior +80.15%
Calls: +4.26%
Puts: +172.37%
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 -65.26%
Calls: -79.11%
Puts: -49.77%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/10 10:10am) 1.36
Prior (09/09) 1.20
Current vs Prior +13.78%
Prior 7-Day Average 1.20
Current vs Prior 7-Day Avg +13.23%
Sentiment BEARISH

Open Interest

Detail
Current (09/10 10:10am) 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% | 0.95%0.95% | 1.20%0.95% | 1.99%1.37% | 3.78%
Prior 0.62% | 0.96%0.14% | 0.96%0.96% | 1.82%1.58% | 3.52%
Current vs Prior -27.74% | -1.18%+591.79% | +24.57%-1.19% | +9.07%-13.11% | +7.22%
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 -20.04% | +20.38%+181.83% | +36.04%+18.73% | +30.97%-24.82% | +6.06%
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 -27.74% | -1.18%+591.79% | +24.57%-1.19% | +9.07%-13.11% | +7.22%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 0.60% | 0.41%
Calls: 0.52% | 0.50%
Puts: 0.68% | 0.31%
Prior 0.84% | 0.55%
Calls: 0.80% | 0.51%
Puts: 0.89% | 0.59%
Current vs Prior -28.57% | -25.45%
Prior 7-Day Avg 1.07% | 0.98%
Calls: 0.81% | 0.75%
Puts: 1.32% | 1.21%
Current vs 7-Day Avg -43.78% | -57.98%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 68% put dollar volume ($286.68M). Elevated premium activity with dollar volume up 80% vs prior. Above-average activity with volume up 53% vs prior. Bearish P/C ratio of 1.36 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)
TimeSmart MoneyRetailOverall
10:10BEARISHBEARISHBEARISH
10:00BEARISHBEARISHBEARISH
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 2,527 of results (avg 2.4%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Sep 10136.73137.00$136.870.2%31.00--
$722.00Sep 1135.1435.24$35.190.3%60.9958
$754.00Sep 103.383.39$3.390.3%3.1K0.77139
$727.00Sep 1130.1630.25$30.210.3%20.9968
$724.00Sep 1133.1533.25$33.200.3%70.99118
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$757.00Sep 144.134.14$4.140.2%3.2K0.50--
$765.00Sep 108.158.17$8.160.2%1.2K0.983.6K
$751.00Sep 163.733.74$3.740.3%130.35--
$758.00Sep 113.703.71$3.710.3%12.6K0.557.2K
$750.00Sep 163.473.48$3.480.3%5350.331.7K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 658 found (avg $0.37, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$763.00Sep 100.070.08$0.0812.5%33.0K0.055.4K
$762.00Sep 100.120.13$0.137.7%44.2K0.084.6K
$764.00Sep 100.050.06$0.0616.7%19.8K0.047.0K
$761.00Sep 100.190.20$0.205.0%44.1K0.124.3K
$760.00Sep 100.330.34$0.342.9%89.8K0.181.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$750.00Sep 100.130.14$0.147.1%34.2K0.074.4K
$751.00Sep 100.180.19$0.195.3%22.9K0.092.0K
$749.00Sep 100.100.11$0.119.1%13.4K0.054.2K
$752.00Sep 100.250.26$0.263.8%19.4K0.124.4K
$753.00Sep 100.350.36$0.362.8%36.7K0.177.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,177 found (avg delta 0.84, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Sep 10136.73137.00$136.870.2%31.00--
$685.00Sep 1071.7572.02$71.880.4%101.0014
$690.00Sep 1066.7567.01$66.880.4%--1.0010
$700.00Sep 1056.7957.01$56.900.4%--1.0044
$710.00Sep 1046.7647.01$46.890.5%--1.0015
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$771.00Sep 1114.0914.20$14.150.8%2361.002.0K
$772.00Sep 1115.0515.20$15.131.0%1721.003.3K
$773.00Sep 1116.0816.19$16.130.7%1391.002.0K
$774.00Sep 1117.0817.20$17.140.7%2261.001.4K
$775.00Sep 1118.0418.19$18.120.8%3281.001.1K

Most actively traded options today. High liquidity = easy entry/exit. 2,329 active (total vol 2.0M, top 130.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$759.00Sep 100.550.56$0.561.8%98.4K0.27536
$760.00Sep 100.330.34$0.342.9%89.8K0.181.6K
$758.00Sep 100.890.90$0.901.1%88.9K0.37434
$762.00Sep 100.120.13$0.137.7%44.2K0.084.6K
$761.00Sep 100.190.20$0.205.0%44.1K0.124.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$757.00Sep 101.471.48$1.480.7%130.1K0.525.3K
$756.00Sep 101.051.06$1.060.9%100.2K0.412.9K
$758.00Sep 102.012.02$2.010.5%86.0K0.634.1K
$755.00Sep 100.730.74$0.741.4%74.0K0.317.4K
$754.00Sep 100.510.52$0.521.9%44.5K0.234.0K

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 31.7%, max 47.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$753.00Sep 10Oct 1620.2%13.8%46.7%1.7K462
$754.00Sep 10Oct 2319.3%13.5%42.6%3.1K146
$755.00Sep 10Oct 2318.7%13.4%39.3%4.5K552
$756.00Sep 10Oct 2318.1%13.3%36.6%13.3K554
$757.00Sep 10Oct 2317.9%13.1%36.4%40.3K732
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$753.00Sep 10Oct 2320.2%13.7%47.9%36.7K7.3K
$754.00Sep 10Oct 2319.3%13.5%42.6%44.5K4.1K
$755.00Sep 10Oct 2318.7%13.4%39.3%74.0K7.5K
$756.00Sep 10Oct 2318.1%13.3%36.6%100.2K2.9K
$757.00Sep 10Oct 2317.9%13.1%36.4%130.1K5.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,091 found (best R:R 0.71, avg 4.89)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$713.00$715.00Sep 30$1.00$1.00$1.0091%1.00$714.00
$702.00$703.00Sep 11$0.19$0.81$0.19100%4.26$702.19
$729.00$730.00Sep 18$0.15$0.85$0.1589%5.67$729.15
$675.00$677.00Sep 18$1.30$0.70$1.30100%0.54$676.30
$670.00$671.00Sep 30$0.36$0.64$0.36100%1.78$670.36
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$770.00$765.00Sep 22$2.92$2.08$2.9280%0.71$767.08
$780.00$779.00Sep 18$0.21$0.79$0.2196%3.76$779.79
$760.00$755.00Sep 24$1.94$3.06$1.9458%1.58$758.06
$785.00$784.00Sep 18$0.33$0.67$0.3398%2.03$784.67
$779.00$778.00Oct 2$0.22$0.78$0.2284%3.55$778.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 832 found (best R:R 0.89, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$760.00$765.00Sep 24$2.36$2.36$2.6458%0.89$762.36
$765.00$770.00Sep 24$1.74$1.74$3.2668%0.53$766.74
$770.00$775.00Sep 24$1.15$1.15$3.8578%0.30$771.15
$775.00$780.00Sep 24$0.66$0.66$4.3486%0.15$775.66
$762.00$764.00Sep 22$0.90$0.90$1.1063%0.82$762.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$747.00$746.00Sep 11$0.11$0.11$0.8986%0.12$746.89
$754.00$753.00Sep 10$0.16$0.16$0.8477%0.19$753.84
$749.00$748.00Sep 11$0.15$0.15$0.8581%0.18$748.85
$756.00$755.00Sep 10$0.32$0.32$0.6859%0.47$755.68
$750.00$749.00Sep 11$0.17$0.17$0.8378%0.20$749.83

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $1.87, cheapest $1.71)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$755.00Sep 10Sep 11$1.9818.7%19.1%
$757.00Sep 10Sep 11$2.0417.9%18.4%
$756.00Sep 10Sep 11$2.0518.1%18.7%
$758.00Sep 10Sep 11$1.9617.6%18.7%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$755.00Sep 10Sep 11$1.7118.7%19.1%
$757.00Sep 10Sep 11$1.7617.9%18.4%
$756.00Sep 10Sep 11$1.7618.1%18.8%
$758.00Sep 10Sep 11$1.7017.6%18.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 992 found (cheapest 0.37% of stock, avg 3.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$757.00Sep 10$1.35$1.48$2.83$754.17$759.830.37%
$758.00Sep 10$0.90$2.01$2.91$755.09$760.910.38%
$756.00Sep 10$1.92$1.06$2.98$753.02$758.980.39%
$759.00Sep 10$0.56$2.69$3.25$755.75$762.250.43%
$755.00Sep 10$2.62$0.74$3.36$751.64$758.360.44%
$760.00Sep 10$0.34$3.47$3.81$756.19$763.810.50%
$754.00Sep 10$3.39$0.52$3.91$750.09$757.910.52%
$761.00Sep 10$0.20$4.32$4.52$756.48$765.520.60%
$753.00Sep 10$4.23$0.36$4.59$748.41$757.590.61%
$752.00Sep 10$5.13$0.26$5.39$746.61$757.390.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.06% of stock, avg 1.81%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$761.00$752.00Sep 10$0.20$0.26$0.46$751.54$761.46
$761.00$753.00Sep 10$0.20$0.36$0.56$752.44$761.56
$760.00$752.00Sep 10$0.34$0.26$0.60$751.40$760.60
$760.00$753.00Sep 10$0.34$0.36$0.70$752.30$760.70
$761.00$754.00Sep 10$0.20$0.52$0.72$753.28$761.72
$760.00$754.00Sep 10$0.34$0.52$0.86$753.14$760.86
$759.00$752.00Sep 10$0.56$0.26$0.82$751.18$759.82
$759.00$753.00Sep 10$0.56$0.36$0.92$752.08$759.92
$759.00$754.00Sep 10$0.56$0.52$1.08$752.92$760.08
$761.00$755.00Sep 10$0.20$0.74$0.94$754.06$761.94

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 480 found (best R:R 1.22, avg credit $0.58)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
722/723765/766Sep 30$0.55$0.4549%1.22$722.45$765.55
722/723766/767Sep 30$0.53$0.4751%1.13$722.47$766.53
721/722765/766Sep 30$0.54$0.4649%1.17$721.46$765.54
731/732763/764Sep 21$0.54$0.4649%1.17$731.46$763.54
721/722766/767Sep 30$0.52$0.4851%1.08$721.48$766.52
720/721766/767Oct 2$0.54$0.4649%1.17$720.46$766.54
720/722765/767Sep 23$0.89$1.1157%0.80$721.11$765.89
724/725765/766Sep 30$0.55$0.4548%1.22$724.45$765.55
728/729764/765Sep 25$0.55$0.4548%1.22$728.45$764.55
731/732764/765Sep 21$0.51$0.4952%1.04$731.49$764.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 257 found (best R:R 19.83, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$746.00$750.00$754.00Oct 23$0.10$3.908%39.00
$690.00$695.00$700.00Sep 17$0.07$4.935%70.43
$730.00$735.00$740.00Oct 23$0.13$4.878%37.46
$726.00$730.00$734.00Oct 9$0.06$3.946%65.67
$735.00$740.00$745.00Oct 23$0.18$4.828%26.78
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Sep 24$0.24$4.7618%19.83
$745.00$750.00$755.00Sep 24$0.36$4.6416%12.89
$735.00$740.00$745.00Sep 24$0.22$4.7811%21.73
$740.00$745.00$750.00Sep 24$0.29$4.7114%16.24
$730.00$735.00$740.00Sep 24$0.17$4.839%28.41

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 985 found (best net $-6.89, 976 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$620.00$685.001:2Sep 10-$6.89$58.11
$695.00$720.001:2Sep 24-$14.85$10.15
$690.00$715.001:2Sep 23-$18.65$6.35
$725.00$740.001:2Sep 21-$7.22$7.78
$705.00$725.001:2Sep 17-$14.58$5.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$840.00$810.001:2Sep 10-$23.17$6.83
$799.00$784.001:2Sep 10-$12.12$2.88
$795.00$782.001:2Sep 15-$12.09$0.91
$710.00$690.001:2Sep 24-$0.09$19.91
$695.00$670.001:2Sep 23-$0.06$24.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 421 found (best yield 2.12%, avg 0.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$757.00Oct 23$16.070.490.0%2.12%2.14%35
$758.00Oct 23$15.460.480.1%2.04%2.20%743
$759.00Oct 23$14.860.470.3%1.96%2.25%409
$760.00Oct 23$14.260.470.4%1.88%2.30%1285
$761.00Oct 23$13.680.460.6%1.81%2.36%56
$762.00Oct 23$13.110.450.7%1.73%2.41%817
$763.00Oct 23$12.550.430.8%1.66%2.47%710
$764.00Oct 23$12.010.420.9%1.59%2.53%52119
$765.00Oct 23$11.480.411.1%1.52%2.60%22886
$766.00Oct 23$10.960.401.2%1.45%2.66%1628

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 838,892
Total Puts 1,141,027
Put/Call Ratio 1.36
Net Difference -302,135

Prior's Put/Call Breakdown

Total Calls 590,205
Total Puts 705,566
Put/Call Ratio 1.20
Net Difference -115,361

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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