Tour v527
SPY
State Street SPDR S&P 500 ETF Trust
$757.32 -0.67%
9/10 10:15

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)
TimeSmart MoneyRetailOverall
10:15BEARISHBEARISHBEARISH
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 2,571 of results (avg 2.4%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Sep 10137.27137.49$137.380.2%31.00--
$745.00Sep 1113.0513.08$13.070.2%3250.90609
$746.00Sep 1112.1312.16$12.150.2%500.89376
$680.00Sep 1077.2677.46$77.360.3%11.003
$747.00Sep 1111.2311.26$11.250.3%440.87329
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$840.00Sep 1082.5482.75$82.650.3%21.00--
$752.00Sep 163.813.82$3.820.3%1020.36--
$751.00Sep 163.543.55$3.550.3%220.34--
$758.00Sep 113.453.46$3.460.3%12.9K0.527.2K
$755.00Sep 186.456.47$6.460.3%4.2K0.4741.9K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 667 found (avg $0.37, cheapest $0.14)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$762.00Sep 100.130.14$0.147.1%47.5K0.094.6K
$763.00Sep 100.080.09$0.0911.1%37.2K0.065.4K
$761.00Sep 100.220.23$0.234.3%47.3K0.144.3K
$764.00Sep 100.050.06$0.0616.7%22.7K0.047.0K
$760.00Sep 100.390.40$0.402.5%101.0K0.221.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$750.00Sep 100.100.11$0.119.1%35.4K0.054.4K
$752.00Sep 100.190.20$0.205.0%20.5K0.104.4K
$749.00Sep 100.070.08$0.0812.5%13.9K0.044.2K
$751.00Sep 100.140.15$0.156.7%24.1K0.072.0K
$753.00Sep 100.280.29$0.293.4%40.0K0.147.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,194 found (avg delta 0.84, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Sep 10137.27137.49$137.380.2%31.00--
$680.00Sep 1077.2677.46$77.360.3%11.003
$685.00Sep 1072.2672.47$72.370.3%101.0014
$690.00Sep 1067.2667.53$67.400.4%--1.0010
$695.00Sep 1062.2662.46$62.360.3%41.008
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$771.00Sep 1113.6513.75$13.700.7%2461.002.0K
$772.00Sep 1114.6314.75$14.690.8%1741.003.3K
$773.00Sep 1115.6415.75$15.700.7%1391.002.0K
$774.00Sep 1116.6216.75$16.690.8%2421.001.4K
$775.00Sep 1117.6317.75$17.690.7%3281.001.1K

Most actively traded options today. High liquidity = easy entry/exit. 2,375 active (total vol 2.2M, top 142.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$759.00Sep 100.650.66$0.661.5%109.5K0.32536
$760.00Sep 100.390.40$0.402.5%101.0K0.221.6K
$758.00Sep 101.031.04$1.041.0%100.4K0.43434
$757.00Sep 101.541.55$1.550.6%49.4K0.55727
$762.00Sep 100.130.14$0.147.1%47.5K0.094.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$757.00Sep 101.241.25$1.250.8%142.5K0.455.3K
$756.00Sep 100.870.88$0.881.1%114.2K0.342.9K
$758.00Sep 101.731.74$1.740.6%90.2K0.574.1K
$755.00Sep 100.600.61$0.611.6%84.5K0.267.4K
$754.00Sep 100.410.42$0.422.4%49.1K0.194.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 31.7%, max 44.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$754.00Sep 10Oct 2319.5%13.5%44.0%3.6K146
$755.00Sep 10Oct 2318.8%13.4%40.1%5.3K552
$756.00Sep 10Oct 2318.0%13.3%35.8%15.8K554
$757.00Sep 10Oct 2317.5%13.1%33.3%49.4K732
$758.00Sep 10Oct 2317.2%13.0%32.6%100.5K437
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$754.00Sep 10Oct 2319.5%13.5%44.0%49.1K4.1K
$755.00Sep 10Oct 2318.8%13.4%40.1%84.5K7.5K
$756.00Sep 10Oct 2318.0%13.3%35.8%114.2K2.9K
$757.00Sep 10Oct 2317.5%13.1%33.3%142.5K5.4K
$758.00Sep 10Oct 2317.2%13.0%32.5%90.2K4.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,088 found (best R:R 4.26, avg 4.96)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$702.00$703.00Sep 11$0.19$0.81$0.19100%4.26$702.19
$701.00$702.00Oct 16$0.15$0.85$0.1589%5.67$701.15
$708.00$710.00Oct 16$1.01$0.99$1.0187%0.98$709.01
$711.00$712.00Sep 11$0.29$0.71$0.29100%2.45$711.29
$730.00$731.00Oct 2$0.14$0.86$0.1480%6.14$730.14
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$775.00$774.00Sep 18$0.14$0.86$0.1490%6.14$774.86
$780.00$779.00Sep 30$0.17$0.83$0.1787%4.88$779.83
$790.00$789.00Sep 18$0.32$0.68$0.3299%2.12$789.68
$778.00$777.00Oct 9$0.11$0.89$0.1178%8.09$777.89
$760.00$755.00Sep 24$1.93$3.07$1.9357%1.59$758.07

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 829 found (best R:R 0.92, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$760.00$765.00Sep 24$2.39$2.39$2.6157%0.92$762.39
$765.00$770.00Sep 24$1.78$1.78$3.2267%0.55$766.78
$770.00$775.00Sep 24$1.17$1.17$3.8377%0.31$771.17
$775.00$780.00Sep 24$0.68$0.68$4.3286%0.16$775.68
$762.00$764.00Sep 22$0.92$0.92$1.0862%0.85$762.92
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$755.00$754.00Sep 10$0.19$0.19$0.8174%0.23$754.81
$756.00$755.00Sep 10$0.27$0.27$0.7366%0.37$755.73
$754.00$753.00Sep 10$0.13$0.13$0.8781%0.15$753.87
$749.00$748.00Sep 11$0.14$0.14$0.8683%0.16$748.86
$757.00$756.00Sep 10$0.37$0.37$0.6355%0.59$756.63

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $1.85, cheapest $1.74)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$756.00Sep 10Sep 11$2.0518.0%18.7%
$757.00Sep 10Sep 11$2.0717.5%18.4%
$758.00Sep 10Sep 11$2.0217.2%18.7%
$759.00Sep 10Sep 11$1.8916.8%18.4%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$756.00Sep 10Sep 11$1.7418.0%18.7%
$757.00Sep 10Sep 11$1.7617.5%18.4%
$758.00Sep 10Sep 11$1.7217.2%18.7%
$759.00Sep 10Sep 11$1.5916.8%18.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,008 found (cheapest 0.37% of stock, avg 3.94%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$757.00Sep 10$1.55$1.25$2.80$754.20$759.800.37%
$758.00Sep 10$1.04$1.74$2.78$755.22$760.780.37%
$756.00Sep 10$2.17$0.88$3.05$752.95$759.050.40%
$759.00Sep 10$0.66$2.36$3.02$755.98$762.020.40%
$755.00Sep 10$2.91$0.61$3.52$751.48$758.520.46%
$760.00Sep 10$0.40$3.09$3.49$756.51$763.490.46%
$754.00Sep 10$3.72$0.42$4.14$749.86$758.140.55%
$761.00Sep 10$0.23$3.93$4.16$756.84$765.160.55%
$753.00Sep 10$4.59$0.29$4.88$748.12$757.880.64%
$762.00Sep 10$0.14$4.83$4.97$757.03$766.970.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.06% of stock, avg 1.78%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$762.00$753.00Sep 10$0.14$0.29$0.43$752.57$762.43
$761.00$753.00Sep 10$0.23$0.29$0.52$752.48$761.52
$762.00$754.00Sep 10$0.14$0.42$0.56$753.44$762.56
$761.00$754.00Sep 10$0.23$0.42$0.65$753.35$761.65
$760.00$753.00Sep 10$0.40$0.29$0.69$752.31$760.69
$760.00$754.00Sep 10$0.40$0.42$0.82$753.18$760.82
$762.00$755.00Sep 10$0.14$0.61$0.75$754.25$762.75
$761.00$755.00Sep 10$0.23$0.61$0.84$754.16$761.84
$760.00$755.00Sep 10$0.40$0.61$1.01$753.99$761.01
$759.00$753.00Sep 10$0.66$0.29$0.95$752.05$759.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 522 found (best R:R 1.08, avg credit $0.57)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
731/732764/765Sep 21$0.52$0.4851%1.08$731.48$764.52
720/722765/767Sep 23$0.90$1.1056%0.82$721.10$765.90
727/728765/766Sep 25$0.53$0.4750%1.13$727.47$765.53
722/724765/767Sep 23$0.92$1.0855%0.85$723.08$765.92
721/722767/768Oct 2$0.53$0.4750%1.13$721.47$767.53
736/737763/764Sep 16$0.51$0.4952%1.04$736.49$763.51
723/724767/768Oct 2$0.54$0.4649%1.17$723.46$767.54
731/732765/766Sep 18$0.47$0.5356%0.89$731.53$765.47
731/732765/766Sep 21$0.49$0.5154%0.96$731.51$765.49
733/734764/765Sep 21$0.53$0.4750%1.13$733.47$764.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 267 found (best R:R 19.83, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Sep 24$0.24$4.7619%19.83
$710.00$720.00$730.00Sep 16$0.18$9.826%54.56
$700.00$710.00$720.00Sep 16$0.06$9.943%165.67
$735.00$740.00$745.00Sep 22$0.25$4.7512%19.00
$720.00$725.00$730.00Sep 23$0.10$4.906%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Sep 24$0.28$4.7218%16.86
$760.00$765.00$770.00Sep 24$0.35$4.6520%13.29
$745.00$750.00$755.00Sep 24$0.35$4.6516%13.29
$740.00$745.00$750.00Sep 24$0.28$4.7213%16.86
$730.00$735.00$740.00Sep 24$0.16$4.849%30.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 990 found (best net $-17.34, 980 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$620.00$680.001:2Sep 10-$17.34$42.66
$695.00$720.001:2Sep 24-$14.71$10.29
$725.00$740.001:2Sep 21-$6.78$8.22
$690.00$715.001:2Sep 23-$19.34$5.66
$705.00$725.001:2Sep 17-$13.48$6.52
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$780.00$770.001:2Sep 23-$7.37$2.63
$795.00$782.001:2Sep 15-$11.72$1.28
$710.00$690.001:2Sep 24-$0.09$19.91
$695.00$670.001:2Sep 23-$0.05$24.95
$700.00$680.001:2Sep 22-$0.11$19.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 410 found (best yield 2.07%, avg 0.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$758.00Oct 23$15.670.480.1%2.07%2.16%763
$759.00Oct 23$15.050.470.2%1.99%2.21%429
$760.00Oct 23$14.470.470.3%1.91%2.26%1285
$761.00Oct 23$13.880.460.5%1.83%2.32%56
$762.00Oct 23$13.300.450.6%1.76%2.37%817
$763.00Oct 23$12.730.440.8%1.68%2.43%710
$764.00Oct 23$12.180.430.9%1.61%2.49%52119
$765.00Oct 23$11.650.421.0%1.54%2.55%22886
$766.00Oct 23$11.130.411.1%1.47%2.62%1628
$767.00Oct 23$10.610.401.3%1.40%2.68%139

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
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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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