Tour
v527
SPY
State Street SPDR S&P 500 ETF Trust
$756.84
-0.73%
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)
| Time | Smart Money | Retail | Overall |
|---|---|---|---|
| 10:10 | BEARISH | BEARISH | BEARISH |
| 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
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 |
|---|---|---|---|---|
| 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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