Tour
v527
SPY
State Street SPDR S&P 500 ETF Trust
$757.32
-0.67%
Option Volume
Detail
Current (09/10 10:15am)
2,180,452
Calls:
923,088
(42%)
Puts:
1,257,364
(58%)
Prior (09/09)
1,397,209
Calls:
636,229
(46%)
Puts:
760,980
(54%)
Current vs Prior
+56.06%
Calls:
+45.09%
(Calls)
Puts:
+65.23%
(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
-78.49%
Calls:
-80.03%
Puts:
-77.20%
Sentiment
BEARISH
Dollar Volume
Detail
Current (09/10 10:15am)
$452.87M
Calls:
$162.50M
(36%)
Puts:
$290.37M
(64%)
Prior (09/09)
$272.28M
Calls:
$154.69M
(57%)
Puts:
$117.59M
(43%)
Current vs Prior
+66.32%
Calls:
+5.04%
Puts:
+146.94%
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
-62.54%
Calls:
-74.54%
Puts:
-49.13%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (09/10 10:15am)
1.36
Prior (09/09)
1.20
Current vs Prior
+13.88%
Prior 7-Day Average
1.20
Current vs Prior 7-Day Avg
+13.39%
Sentiment
BEARISH
Open Interest
Detail
Current (09/10 10:15am)
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
0.43% | 0.93%0.93% | 1.17%0.93% | 1.95%1.34% | 3.74%
Prior
0.62% | 0.96%0.14% | 0.96%0.96% | 1.82%1.58% | 3.52%
Current vs Prior
-30.13% | -3.03%+578.94% | +21.63%-3.03% | +6.90%-15.17% | +6.14%
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
-22.68% | +18.13%+176.60% | +32.83%+16.53% | +28.36%-26.60% | +4.99%
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
-30.13% | -3.03%+578.94% | +21.63%-3.03% | +6.90%-15.17% | +6.14%
Sentiment
BULLISHBEARISHBULLISHBULLISH
Relative Spread
Detail
Expiry | Next
Current
0.61% | 0.29%
Calls:
0.65% | 0.28%
Puts:
0.57% | 0.29%
Prior
0.84% | 0.55%
Calls:
0.80% | 0.51%
Puts:
0.89% | 0.59%
Current vs Prior
-27.38% | -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
-42.84% | -70.28%
Liquidity
Excellent
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AI Insights
Moderately bearish flow with 64% put dollar volume ($290.37M). Elevated premium activity with dollar volume up 66% vs prior. Above-average activity with volume up 56% 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 |
|---|---|---|---|
| 10:15 | BEARISH | BEARISH | BEARISH |
| 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
923,088
Total Puts
1,257,364
Put/Call Ratio
1.36
Net Difference
-334,276
Prior's Put/Call Breakdown
Total Calls
636,229
Total Puts
760,980
Put/Call Ratio
1.20
Net Difference
-124,751
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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