Tour v527
SPY
State Street SPDR S&P 500 ETF Trust
$757.53 -0.64%
9/10 15:20

Option Volume

Detail
Current (09/10 3:20pm) 9,382,083
Calls: 4,068,041 (43%)
Puts: 5,314,042 (57%)
Prior (09/09) 8,391,479
Calls: 3,656,778 (44%)
Puts: 4,734,701 (56%)
Current vs Prior +11.80%
Calls: +11.25% (Calls)
Puts: +12.24% (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 -7.45%
Calls: -11.98%
Puts: -3.65%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/10 3:20pm) $1.54B
Calls: $580.22M (38%)
Puts: $962.36M (62%)
Prior (09/09) $1.02B
Calls: $574.09M (56%)
Puts: $449.91M (44%)
Current vs Prior +50.64%
Calls: +1.07%
Puts: +113.90%
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 +27.59%
Calls: -9.09%
Puts: +68.61%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/10 3:20pm) 1.31
Prior (09/09) 1.29
Current vs Prior +0.89%
Prior 7-Day Average 1.20
Current vs Prior 7-Day Avg +8.74%
Sentiment BEARISH

Open Interest

Detail
Current (09/10 3:20pm) 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 0.24% | 0.92%0.92% | 1.17%0.92% | 1.97%1.35% | 3.76%
Prior 0.62% | 0.96%0.14% | 0.96%0.96% | 1.82%1.58% | 3.52%
Current vs Prior -60.72% | -4.56%+568.19% | +21.86%-4.56% | +8.17%-14.61% | +6.82%
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 -56.53% | +16.26%+172.22% | +33.09%+14.68% | +29.89%-26.11% | +5.67%
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 -60.72% | -4.56%+568.19% | +21.86%-4.56% | +8.17%-14.61% | +6.82%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 1.08% | 0.29%
Calls: 1.04% | 0.27%
Puts: 1.12% | 0.30%
Prior 0.84% | 0.55%
Calls: 0.80% | 0.51%
Puts: 0.89% | 0.59%
Current vs Prior +28.57% | -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 +1.20% | -70.28%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 62% put dollar volume ($962.36M). Elevated premium activity with dollar volume up 51% vs prior. Bearish P/C ratio of 1.31 indicates protective positioning. Put-heavy open interest (7,429,373 puts vs 2,541,397 calls) suggests hedging or bearish 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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
15:20BEARISHBEARISHBEARISH
15:15BEARISHBEARISHBEARISH
15:05BEARISHBEARISHBEARISH
15:00BEARISHBEARISHBEARISH
14:55BEARISHBEARISHBEARISH
14:50BEARISHBEARISHBEARISH
14:45BEARISHBEARISHBEARISH
14:40BEARISHBEARISHBEARISH
14:35BEARISHBEARISHBEARISH
14:30BEARISHBEARISHBEARISH
14:25BEARISHBEARISHBEARISH
14:20BEARISHBEARISHBEARISH
14:15BEARISHBEARISHBEARISH
14:10BEARISHBEARISHBEARISH
14:05BEARISHBEARISHBEARISH
14:00BEARISHBEARISHBEARISH
13:55BEARISHBEARISHBEARISH
13:50BEARISHBEARISHBEARISH
13:45BEARISHBEARISHBEARISH
13:40BEARISHBEARISHBEARISH
13:35BEARISHBEARISHBEARISH
13:30BEARISHBEARISHBEARISH
13:25BEARISHBEARISHBEARISH
13:20BEARISHBEARISHBEARISH
13:15BEARISHBEARISHBEARISH
13:10BULLISHBEARISHBEARISH
10:40BULLISHBEARISHBEARISH
10:35BULLISHBEARISHBEARISH
10:30BEARISHBEARISHBEARISH
10:25BULLISHBEARISHBEARISH
10:20BEARISHBEARISHBEARISH
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 2,855 of results (avg 2.2%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$710.00Sep 1147.8247.86$47.840.1%7330.9984
$722.00Sep 1135.8435.87$35.860.1%1250.9958
$723.00Sep 1134.8534.88$34.870.1%1290.9917
$713.00Sep 1144.8244.86$44.840.1%3280.9928
$715.00Sep 1142.8342.87$42.850.1%3470.9929
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Oct 1614.3914.43$14.410.3%3.6K0.5314.5K
$753.00Oct 910.5410.57$10.560.3%5620.45144
$740.00Sep 223.473.48$3.480.3%2540.24540
$815.00Sep 1057.3957.56$57.480.3%31.00--
$758.00Sep 113.293.30$3.300.3%67.1K0.527.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 712 found (avg $0.37, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Sep 100.060.07$0.0714.3%605.8K0.081.6K
$759.00Sep 100.160.17$0.175.9%600.8K0.18536
$758.00Sep 100.430.44$0.442.3%479.8K0.37434
$757.00Sep 100.950.96$0.961.0%168.3K0.62727
$772.00Sep 110.060.07$0.0714.3%6.6K0.027.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$756.00Sep 100.160.17$0.175.9%378.5K0.192.9K
$755.00Sep 100.070.08$0.0812.5%370.9K0.097.4K
$757.00Sep 100.410.42$0.422.4%648.6K0.385.3K
$758.00Sep 100.880.89$0.891.1%665.6K0.634.1K
$744.00Sep 110.360.37$0.372.7%5.4K0.083.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,413 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Sep 10137.43137.63$137.530.1%51.00--
$635.00Sep 10122.42122.86$122.640.4%41.005
$640.00Sep 10117.45117.61$117.530.1%51.00--
$645.00Sep 10112.43112.63$112.530.2%61.00--
$610.00Sep 11147.62149.73$148.681.4%81.0011
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$763.00Sep 105.455.48$5.470.5%9.0K1.008.3K
$764.00Sep 106.436.48$6.460.8%4.7K1.005.7K
$765.00Sep 107.447.47$7.460.4%2.8K1.003.6K
$766.00Sep 108.418.49$8.450.9%1.6K1.002.8K
$767.00Sep 109.419.52$9.471.2%1.6K1.002.7K

Most actively traded options today. High liquidity = easy entry/exit. 3,012 active (total vol 9.4M, top 665.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Sep 100.060.07$0.0714.3%605.8K0.081.6K
$759.00Sep 100.160.17$0.175.9%600.8K0.18536
$758.00Sep 100.430.44$0.442.3%479.8K0.37434
$761.00Sep 100.030.04$0.0425.0%315.3K0.044.3K
$762.00Sep 100.020.03$0.0333.3%246.1K0.034.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$758.00Sep 100.880.89$0.891.1%665.6K0.634.1K
$757.00Sep 100.410.42$0.422.4%648.6K0.385.3K
$759.00Sep 101.601.62$1.611.2%398.0K0.835.7K
$756.00Sep 100.160.17$0.175.9%378.5K0.192.9K
$755.00Sep 100.070.08$0.0812.5%370.9K0.097.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 61.2%, max 64.2%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$759.00Sep 10Oct 2321.3%13.0%64.2%600.9K545
$756.00Sep 10Oct 2321.9%13.4%63.8%55.0K554
$757.00Sep 10Oct 2321.1%13.2%59.3%168.3K732
$758.00Sep 10Oct 2320.6%13.1%57.6%479.9K437
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$759.00Sep 10Oct 2321.3%13.0%64.2%398.0K5.7K
$756.00Sep 10Oct 2321.9%13.4%63.8%378.5K2.9K
$757.00Sep 10Oct 2321.1%13.2%59.3%648.6K5.4K
$758.00Sep 10Oct 2320.6%13.1%57.6%665.6K4.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,099 found (best R:R 8.09, avg 5.23)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$713.00$714.00Sep 11$0.11$0.89$0.1199%8.09$713.11
$710.00$711.00Sep 11$0.12$0.88$0.1299%7.33$710.12
$715.00$716.00Sep 11$0.12$0.88$0.1299%7.33$715.12
$708.00$710.00Oct 16$0.95$1.05$0.9587%1.11$708.95
$718.00$719.00Sep 11$0.26$0.74$0.2699%2.85$718.26
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$817.00$816.00Sep 11$0.28$0.72$0.28100%2.57$816.72
$777.00$776.00Oct 2$0.14$0.86$0.1481%6.14$776.86
$765.00$760.00Sep 24$2.44$2.56$2.4467%1.05$762.56
$777.00$776.00Oct 16$0.13$0.87$0.1373%6.69$776.87
$760.00$755.00Sep 24$1.99$3.01$1.9957%1.51$758.01

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 838 found (best R:R 0.96, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$760.00$765.00Sep 24$2.45$2.45$2.5557%0.96$762.45
$765.00$770.00Sep 24$1.84$1.84$3.1667%0.58$766.84
$770.00$775.00Sep 24$1.23$1.23$3.7777%0.33$771.23
$775.00$780.00Sep 24$0.71$0.71$4.2985%0.17$775.71
$759.00$760.00Oct 23$0.61$0.61$0.3953%1.56$759.61
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$757.00$756.00Sep 10$0.25$0.25$0.7562%0.33$756.75
$748.00$747.00Sep 11$0.11$0.11$0.8985%0.12$747.89
$749.00$748.00Sep 11$0.13$0.13$0.8783%0.15$748.87
$752.00$751.00Sep 11$0.20$0.20$0.8074%0.25$751.80
$741.00$740.00Sep 15$0.10$0.10$0.9086%0.11$740.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $2.56, cheapest $2.45)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$757.00Sep 10Sep 11$2.7121.1%19.9%
$758.00Sep 10Sep 11$2.6620.6%20.1%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$757.00Sep 10Sep 11$2.4521.1%19.9%
$758.00Sep 10Sep 11$2.4120.6%20.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,196 found (cheapest 0.18% of stock, avg 4.09%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$757.00Sep 10$0.96$0.42$1.38$755.62$758.380.18%
$758.00Sep 10$0.44$0.89$1.33$756.67$759.330.18%
$759.00Sep 10$0.17$1.61$1.78$757.22$760.780.23%
$756.00Sep 10$1.72$0.17$1.89$754.11$757.890.25%
$760.00Sep 10$0.07$2.51$2.58$757.42$762.580.34%
$755.00Sep 10$2.62$0.08$2.70$752.30$757.700.36%
$761.00Sep 10$0.04$3.48$3.52$757.48$764.520.46%
$754.00Sep 10$3.59$0.04$3.63$750.37$757.630.48%
$762.00Sep 10$0.03$4.47$4.50$757.50$766.500.59%
$753.00Sep 10$4.57$0.03$4.60$748.40$757.600.61%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 409 found (cheapest 0.02% of stock, avg 1.86%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$760.00$755.00Sep 10$0.07$0.08$0.15$754.85$760.15
$759.00$755.00Sep 10$0.17$0.08$0.25$754.75$759.25
$760.00$756.00Sep 10$0.07$0.17$0.24$755.76$760.24
$759.00$756.00Sep 10$0.17$0.17$0.34$755.66$759.34
$760.00$757.00Sep 10$0.07$0.42$0.49$756.51$760.49
$758.00$755.00Sep 10$0.44$0.08$0.52$754.48$758.52
$758.00$756.00Sep 10$0.44$0.17$0.61$755.39$758.61
$759.00$757.00Sep 10$0.17$0.42$0.59$756.41$759.59
$758.00$757.00Sep 10$0.44$0.42$0.86$756.14$758.86
$762.00$753.00Sep 11$1.36$1.58$2.94$750.06$764.94

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 496 found (best R:R 1.13, avg credit $0.58)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
730/731764/765Sep 21$0.53$0.4751%1.13$730.47$764.53
721/722766/767Sep 30$0.54$0.4650%1.17$721.46$766.54
733/734764/765Sep 21$0.55$0.4549%1.22$733.45$764.55
730/731764/765Sep 22$0.54$0.4650%1.17$730.46$764.54
722/723766/767Sep 30$0.54$0.4650%1.17$722.46$766.54
725/726765/766Sep 25$0.53$0.4750%1.13$725.47$765.53
733/734765/766Sep 18$0.50$0.5053%1.00$733.50$765.50
731/732764/765Sep 21$0.53$0.4750%1.13$731.47$764.53
730/731765/766Sep 23$0.53$0.4750%1.13$730.47$765.53
725/726766/767Sep 25$0.51$0.4952%1.04$725.49$766.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 261 found (best R:R 12.89, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$725.00$730.00$735.00Oct 23$0.10$4.906%49.00
$726.00$730.00$734.00Oct 9$0.07$3.936%56.14
$756.00$757.00$758.00Sep 10$0.24$0.7644%3.17
$755.00$756.00$757.00Sep 10$0.14$0.8630%6.14
$757.00$758.00$759.00Sep 10$0.25$0.7544%3.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Sep 24$0.36$4.6418%12.89
$765.00$770.00$775.00Sep 24$0.38$4.6218%12.16
$740.00$745.00$750.00Sep 24$0.27$4.7313%17.52
$745.00$750.00$755.00Sep 24$0.35$4.6516%13.29
$725.00$730.00$735.00Sep 24$0.12$4.887%40.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,043 found (best net $-2.96, 1,030 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$695.00$720.001:2Sep 24-$15.20$9.80
$725.00$740.001:2Sep 21-$6.72$8.28
$690.00$715.001:2Sep 23-$19.37$5.63
$705.00$725.001:2Sep 17-$15.24$4.76
$730.00$742.001:2Sep 23-$8.76$3.24
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$900.00$830.001:2Sep 11-$2.96$67.04
$821.00$795.001:2Oct 23-$12.32$13.68
$759.00$758.001:2Sep 10-$0.17$0.83
$760.00$759.001:2Sep 10-$0.71$0.29
$690.00$675.001:2Sep 23-$0.25$14.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 412 found (best yield 2.10%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$758.00Oct 23$15.890.480.1%2.10%2.16%1093
$759.00Oct 23$15.270.470.2%2.02%2.21%989
$760.00Oct 23$14.670.470.3%1.94%2.26%4885
$761.00Oct 23$14.070.460.5%1.86%2.32%76
$762.00Oct 23$13.500.450.6%1.78%2.37%1617
$763.00Oct 23$12.930.440.7%1.71%2.43%1410
$764.00Oct 23$12.370.430.8%1.63%2.49%56119
$765.00Oct 23$11.830.421.0%1.56%2.55%81886
$766.00Oct 23$11.300.411.1%1.49%2.61%3028
$767.00Oct 23$10.780.401.2%1.42%2.67%739

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 4,068,041
Total Puts 5,314,042
Put/Call Ratio 1.31
Net Difference -1,246,001

Prior's Put/Call Breakdown

Total Calls 3,656,778
Total Puts 4,734,701
Put/Call Ratio 1.29
Net Difference -1,077,923

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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