Tour v527
SPY
State Street SPDR S&P 500 ETF Trust
$757.61 -0.63%
9/10 15:30

Option Volume

Detail
Current (09/10 3:30pm) 9,562,483
Calls: 4,136,081 (43%)
Puts: 5,426,402 (57%)
Prior (09/09) 8,530,218
Calls: 3,721,872 (44%)
Puts: 4,808,346 (56%)
Current vs Prior +12.10%
Calls: +11.13% (Calls)
Puts: +12.85% (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 -5.67%
Calls: -10.51%
Puts: -1.61%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/10 3:30pm) $1.56B
Calls: $599.20M (39%)
Puts: $956.66M (61%)
Prior (09/09) $1.03B
Calls: $555.64M (54%)
Puts: $477.11M (46%)
Current vs Prior +50.65%
Calls: +7.84%
Puts: +100.51%
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 +28.69%
Calls: -6.12%
Puts: +67.61%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/10 3:30pm) 1.31
Prior (09/09) 1.29
Current vs Prior +1.55%
Prior 7-Day Average 1.20
Current vs Prior 7-Day Avg +9.22%
Sentiment BEARISH

Open Interest

Detail
Current (09/10 3:30pm) 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% | 0.91%0.91% | 1.17%0.91% | 1.95%1.34% | 3.75%
Prior 0.62% | 0.96%0.14% | 0.96%0.96% | 1.82%1.58% | 3.52%
Current vs Prior -61.79% | -5.26%+563.33% | +20.89%-5.26% | +7.07%-15.04% | +6.32%
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 -57.71% | +15.42%+170.24% | +32.02%+13.85% | +28.57%-26.49% | +5.18%
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 -61.79% | -5.26%+563.33% | +20.89%-5.26% | +7.07%-15.04% | +6.32%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 1.63% | 0.29%
Calls: 2.04% | 0.27%
Puts: 1.22% | 0.31%
Prior 0.84% | 0.55%
Calls: 0.80% | 0.51%
Puts: 0.89% | 0.59%
Current vs Prior +94.05% | -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 +52.74% | -70.28%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 61% put dollar volume ($956.66M). 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
15:30BEARISHBEARISHBEARISH
15:25BEARISHBEARISHBEARISH
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 2,871 of results (avg 2.3%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$727.00Sep 1130.9430.96$30.950.1%1650.9868
$722.00Sep 1135.9335.96$35.950.1%1400.9958
$735.00Sep 1122.9923.01$23.000.1%2060.97198
$723.00Sep 1134.9334.97$34.950.1%1350.9917
$730.00Sep 1127.9527.99$27.970.1%6570.98115
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$721.00Oct 164.944.95$4.950.2%4610.201.2K
$761.00Sep 114.824.83$4.830.2%8.2K0.673.5K
$720.00Oct 164.824.83$4.830.2%13.0K0.1915.6K
$718.00Oct 164.594.60$4.600.2%2700.181.7K
$715.00Oct 164.274.28$4.280.2%6650.177.9K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 720 found (avg $0.37, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Sep 100.060.07$0.0714.3%614.2K0.081.6K
$759.00Sep 100.150.16$0.166.3%610.5K0.18536
$758.00Sep 100.420.43$0.432.3%494.2K0.40434
$757.00Sep 100.970.99$0.982.0%174.4K0.65727
$772.00Sep 110.060.07$0.0714.3%6.6K0.027.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$755.00Sep 100.060.07$0.0714.3%380.8K0.087.4K
$756.00Sep 100.150.16$0.166.3%384.5K0.172.9K
$757.00Sep 100.360.37$0.372.7%664.6K0.355.3K
$758.00Sep 100.810.82$0.821.2%674.1K0.604.1K
$741.00Sep 110.220.23$0.234.3%3.0K0.053.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,418 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Sep 10137.51137.74$137.630.2%51.00--
$635.00Sep 10122.51123.11$122.810.5%41.005
$640.00Sep 10117.45117.73$117.590.2%51.00--
$645.00Sep 10112.43112.74$112.590.3%61.00--
$610.00Sep 11147.62149.78$148.701.5%81.0011
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$762.00Sep 104.374.41$4.390.9%24.3K1.006.2K
$763.00Sep 105.375.40$5.390.6%9.1K1.008.3K
$764.00Sep 106.366.43$6.401.1%4.8K1.005.7K
$765.00Sep 107.367.40$7.380.5%2.9K1.003.6K
$766.00Sep 108.378.46$8.411.1%1.6K1.002.8K

Most actively traded options today. High liquidity = easy entry/exit. 3,031 active (total vol 9.5M, top 674.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Sep 100.060.07$0.0714.3%614.2K0.081.6K
$759.00Sep 100.150.16$0.166.3%610.5K0.18536
$758.00Sep 100.420.43$0.432.3%494.2K0.40434
$761.00Sep 100.030.04$0.0425.0%318.9K0.044.3K
$762.00Sep 100.010.02$0.0250.0%246.8K0.024.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$758.00Sep 100.810.82$0.821.2%674.1K0.604.1K
$757.00Sep 100.360.37$0.372.7%664.6K0.355.3K
$759.00Sep 101.521.54$1.531.3%400.5K0.825.7K
$756.00Sep 100.150.16$0.166.3%384.5K0.172.9K
$755.00Sep 100.060.07$0.0714.3%380.8K0.087.4K

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 73.2%, max 79.6%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$756.00Sep 10Oct 2323.9%13.3%79.6%56.2K554
$759.00Sep 10Oct 2322.3%12.9%72.9%610.6K545
$757.00Sep 10Oct 2322.5%13.2%70.9%174.4K732
$758.00Sep 10Oct 2322.1%13.0%69.6%494.3K437
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$756.00Sep 10Oct 2323.9%13.3%79.5%384.6K2.9K
$759.00Sep 10Oct 2322.3%12.9%72.8%400.5K5.7K
$757.00Sep 10Oct 2322.5%13.2%70.9%664.6K5.4K
$758.00Sep 10Oct 2322.1%13.0%69.5%674.1K4.1K

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 9.00, avg 5.04)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$718.00$719.00Sep 30$0.10$0.90$0.1089%9.00$718.10
$691.00$692.00Sep 11$0.22$0.78$0.22100%3.55$691.22
$727.00$728.00Sep 25$0.18$0.82$0.1887%4.56$727.18
$724.00$725.00Sep 30$0.23$0.77$0.2386%3.35$724.23
$717.00$718.00Sep 11$0.38$0.62$0.3899%1.63$717.38
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$777.00$776.00Sep 18$0.15$0.85$0.1593%5.67$776.85
$817.00$816.00Sep 11$0.24$0.76$0.24100%3.17$816.76
$803.00$802.00Sep 11$0.28$0.72$0.28100%2.57$802.72
$777.00$776.00Oct 2$0.12$0.88$0.1281%7.33$776.88
$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. 824 found (best R:R 0.96, avg 0.40)

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$1.82$1.82$3.1867%0.57$766.82
$770.00$775.00Sep 24$1.22$1.22$3.7877%0.32$771.22
$775.00$780.00Sep 24$0.70$0.70$4.3085%0.16$775.70
$758.00$759.00Oct 23$0.63$0.63$0.3751%1.70$758.63
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$757.00$756.00Sep 10$0.21$0.21$0.7965%0.27$756.79
$748.00$747.00Sep 11$0.12$0.12$0.8886%0.14$747.88
$751.00$750.00Sep 11$0.17$0.17$0.8378%0.20$750.83
$749.00$748.00Sep 11$0.12$0.12$0.8884%0.14$748.88
$753.00$752.00Sep 11$0.23$0.23$0.7771%0.30$752.77

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $2.56, cheapest $2.71)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$757.00Sep 10Sep 11$2.7122.5%19.7%
$758.00Sep 10Sep 11$2.6822.1%20.0%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$757.00Sep 10Sep 11$2.4322.5%19.8%
$758.00Sep 10Sep 11$2.4122.1%20.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,199 found (cheapest 0.16% of stock, avg 4.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$758.00Sep 10$0.43$0.82$1.25$756.75$759.250.16%
$757.00Sep 10$0.98$0.37$1.35$755.65$758.350.18%
$759.00Sep 10$0.16$1.53$1.69$757.31$760.690.22%
$756.00Sep 10$1.76$0.16$1.92$754.08$757.920.25%
$760.00Sep 10$0.07$2.44$2.51$757.49$762.510.33%
$755.00Sep 10$2.67$0.07$2.74$752.26$757.740.36%
$761.00Sep 10$0.04$3.41$3.45$757.55$764.450.46%
$754.00Sep 10$3.64$0.04$3.68$750.32$757.680.49%
$762.00Sep 10$0.02$4.39$4.41$757.59$766.410.58%
$753.00Sep 10$4.63$0.03$4.66$748.34$757.660.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 409 found (cheapest 0.02% of stock, avg 1.85%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$760.00$755.00Sep 10$0.07$0.07$0.14$754.86$760.14
$760.00$756.00Sep 10$0.07$0.16$0.23$755.77$760.23
$759.00$755.00Sep 10$0.16$0.07$0.23$754.77$759.23
$759.00$756.00Sep 10$0.16$0.16$0.32$755.68$759.32
$760.00$757.00Sep 10$0.07$0.37$0.44$756.56$760.44
$759.00$757.00Sep 10$0.16$0.37$0.53$756.47$759.53
$758.00$755.00Sep 10$0.43$0.07$0.50$754.50$758.50
$758.00$756.00Sep 10$0.43$0.16$0.59$755.41$758.59
$758.00$757.00Sep 10$0.43$0.37$0.80$756.20$758.80
$762.00$753.00Sep 11$1.36$1.54$2.90$750.10$764.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 496 found (best R:R 1.17, avg credit $0.57)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
728/729764/765Sep 23$0.54$0.4650%1.17$728.46$764.54
730/731764/765Sep 23$0.55$0.4549%1.22$730.45$764.55
722/723767/768Sep 30$0.52$0.4852%1.08$722.48$767.52
732/733765/766Sep 21$0.51$0.4952%1.04$732.49$765.51
731/732764/765Sep 22$0.54$0.4649%1.17$731.46$764.54
729/730764/765Sep 23$0.54$0.4649%1.17$729.46$764.54
726/727767/768Sep 30$0.54$0.4649%1.17$726.46$767.54
728/729766/767Sep 23$0.49$0.5154%0.96$728.51$766.49
726/727766/767Sep 25$0.51$0.4952%1.04$726.49$766.51
730/731764/765Sep 22$0.53$0.4750%1.13$730.47$764.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 270 found (best R:R 17.52, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$700.00$710.00$720.00Sep 16$0.09$9.913%110.11
$725.00$730.00$735.00Oct 23$0.12$4.886%40.67
$756.00$757.00$758.00Sep 10$0.23$0.7744%3.35
$705.00$710.00$715.00Sep 25$0.05$4.953%99.00
$726.00$730.00$734.00Oct 9$0.09$3.916%43.44
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Sep 24$0.27$4.7318%17.52
$750.00$755.00$760.00Sep 24$0.30$4.7018%15.67
$740.00$745.00$750.00Sep 24$0.27$4.7313%17.52
$745.00$750.00$755.00Sep 24$0.36$4.6416%12.89
$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. 1,054 found (best net $-2.80, 1,042 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$695.00$720.001:2Sep 24-$15.01$9.99
$725.00$740.001:2Sep 21-$6.64$8.36
$690.00$715.001:2Sep 23-$19.53$5.47
$705.00$725.001:2Sep 17-$15.13$4.87
$730.00$742.001:2Sep 23-$8.63$3.37
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$900.00$830.001:2Sep 11-$2.80$67.20
$895.00$828.001:2Sep 30-$4.28$62.72
$821.00$795.001:2Oct 23-$12.29$13.71
$759.00$758.001:2Sep 10-$0.11$0.89
$760.00$759.001:2Sep 10-$0.62$0.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 412 found (best yield 2.09%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$758.00Oct 23$15.870.490.1%2.09%2.15%1103
$759.00Oct 23$15.250.470.2%2.01%2.20%989
$760.00Oct 23$14.650.470.3%1.93%2.25%4885
$761.00Oct 23$14.060.460.5%1.86%2.30%76
$762.00Oct 23$13.480.450.6%1.78%2.36%1617
$763.00Oct 23$12.910.440.7%1.70%2.42%1410
$764.00Oct 23$12.350.430.8%1.63%2.47%56119
$765.00Oct 23$11.810.421.0%1.56%2.53%81886
$766.00Oct 23$11.280.411.1%1.49%2.60%3028
$767.00Oct 23$10.760.401.2%1.42%2.66%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 4,136,081
Total Puts 5,426,402
Put/Call Ratio 1.31
Net Difference -1,290,321

Prior's Put/Call Breakdown

Total Calls 3,721,872
Total Puts 4,808,346
Put/Call Ratio 1.29
Net Difference -1,086,474

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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