Tour v527
SPY
State Street SPDR S&P 500 ETF Trust
$765.82 +1.05%
9/11 09:35

Option Volume

Detail
Current (09/11 9:35am) 364,924
Calls: 201,696 (55%)
Puts: 163,228 (45%)
Prior (09/10) 328,322
Calls: 146,217 (45%)
Puts: 182,105 (55%)
Current vs Prior +11.15%
Calls: +37.94% (Calls)
Puts: -10.37% (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 -96.40%
Calls: -95.64%
Puts: -97.04%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/11 9:35am) $69.17M
Calls: $47.59M (69%)
Puts: $21.58M (31%)
Prior (09/10) $65.68M
Calls: $23.27M (35%)
Puts: $42.41M (65%)
Current vs Prior +5.32%
Calls: +104.51%
Puts: -49.11%
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 -94.28%
Calls: -92.54%
Puts: -96.22%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/11 9:35am) 0.81
Prior (09/10) 1.25
Current vs Prior -35.02%
Prior 7-Day Average 1.20
Current vs Prior 7-Day Avg -32.63%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/11 9:35am) 10,530,279
Calls: 2,688,058 (26%)
Puts: 7,842,221 (74%)
Prior (09/10) 9,970,770
Calls: 2,541,397 (25%)
Puts: 7,429,373 (75%)
Current vs Prior +5.61%
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 +9.98%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/11) | Next (09/14)Expiry (09/11) | Next (09/14)Expiry (09/11) | Next (09/18)Expiry (09/15) | Next (10/16)
Current 0.47% | 0.76%0.47% | 0.76%0.47% | 1.53%0.93% | 3.30%
Prior 0.62% | 0.96%0.14% | 0.96%0.96% | 1.82%1.58% | 3.52%
Current vs Prior -23.76% | -21.03%+244.23% | -21.04%-50.83% | -16.40%-41.15% | -6.49%
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 -15.63% | -3.80%+40.24% | -13.76%-40.92% | +0.38%-49.08% | -7.50%
Prior 7-Day Eod 0.62% | 0.96%0.91% | 1.17%0.91% | 1.96%1.34% | 3.75%
Current vs 7-Day Eod -23.76% | -21.03%-47.94% | -34.88%-47.94% | -22.32%-31.05% | -12.02%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 0.55% | 0.50%
Calls: 0.50% | 0.63%
Puts: 0.61% | 0.37%
Prior 0.84% | 0.55%
Calls: 0.80% | 0.51%
Puts: 0.89% | 0.59%
Current vs Prior -34.52% | -9.09%
Prior 7-Day Avg 1.07% | 0.98%
Calls: 0.81% | 0.75%
Puts: 1.32% | 1.21%
Current vs 7-Day Avg -48.46% | -48.76%
Liquidity Excellent
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🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($47.59M). P/C ratio dropping 35% - sentiment shifting bullish. Put-heavy open interest (7,842,221 puts vs 2,688,058 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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
16:20BEARISHBEARISHBEARISH
16:15BEARISHBEARISHBEARISH
16:10BEARISHBEARISHBEARISH
16:05BEARISHBEARISHBEARISH
16:00BEARISHBEARISHBEARISH
15:55BEARISHBEARISHBEARISH
15:50BEARISHBEARISHBEARISH
15:45BEARISHBEARISHBEARISH
15:40BEARISHBEARISHBEARISH
15:35BEARISHBEARISHBEARISH
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
09:35BULLISHBULLISHBULLISH

📈 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 2,336 of results (avg 2.6%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Sep 116.056.06$6.060.2%4.9K0.8911.8K
$761.00Sep 115.145.15$5.150.2%1.5K0.856.4K
$765.00Sep 153.833.84$3.840.3%8700.542.5K
$721.00Sep 1444.8444.97$44.910.3%51.0013
$710.00Sep 1455.8255.99$55.910.3%--1.0013
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Sep 112.802.81$2.810.4%5460.731.2K
$774.00Sep 118.248.27$8.250.4%100.98111
$766.00Sep 142.672.68$2.680.4%3700.52119
$758.00Oct 97.817.84$7.820.4%70.40163
$740.00Oct 165.195.21$5.200.4%1520.2425.4K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 761 found (avg $0.35, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Sep 110.060.07$0.0714.3%3.6K0.048.3K
$771.00Sep 110.110.12$0.128.3%4.6K0.076.2K
$770.00Sep 110.200.21$0.214.8%10.0K0.1231.6K
$769.00Sep 110.340.35$0.352.9%6.4K0.185.8K
$768.00Sep 110.580.59$0.591.7%8.8K0.278.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$757.00Sep 110.120.13$0.137.7%5.1K0.059.2K
$759.00Sep 110.210.22$0.224.5%1.8K0.096.6K
$760.00Sep 110.270.28$0.283.6%8.7K0.1249.2K
$758.00Sep 110.160.17$0.175.9%3.0K0.0711.4K
$761.00Sep 110.360.37$0.372.7%3.5K0.155.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,053 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$615.00Sep 11150.45151.06$150.760.4%--1.0011
$625.00Sep 11140.44141.06$140.750.4%61.0017
$635.00Sep 11130.44131.06$130.750.5%--1.0021
$640.00Sep 11125.41126.06$125.740.5%--1.0095
$645.00Sep 11120.44121.06$120.750.5%--1.0015
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$800.00Sep 1433.0036.29$34.649.5%--1.0052
$779.00Sep 1113.1613.28$13.220.9%61.00--
$780.00Sep 1114.1314.32$14.231.3%31.004
$782.00Sep 1116.1216.32$16.221.2%11.001
$805.00Sep 1839.5042.37$40.947.0%--0.9911

Most actively traded options today. High liquidity = easy entry/exit. 1,473 active (total vol 363.9K, top 17.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Sep 111.992.00$2.000.5%17.4K0.5814.5K
$766.00Sep 111.401.41$1.400.7%11.9K0.486.3K
$770.00Sep 110.200.21$0.214.8%10.0K0.1231.6K
$768.00Sep 110.580.59$0.591.7%8.8K0.278.4K
$767.00Sep 110.930.94$0.941.1%8.8K0.376.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$764.00Sep 110.890.90$0.901.1%14.0K0.333.1K
$765.00Sep 111.211.22$1.210.8%10.7K0.426.0K
$760.00Sep 110.270.28$0.283.6%8.7K0.1249.2K
$762.00Sep 110.490.50$0.502.0%7.9K0.203.1K
$763.00Sep 110.660.67$0.671.5%7.6K0.2619.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 53.2%, max 80.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$762.00Sep 11Oct 2321.2%12.1%75.2%2.4K7.5K
$763.00Sep 11Oct 2320.2%12.0%69.3%3.2K8.9K
$764.00Sep 11Oct 2319.3%11.8%63.5%5.2K9.6K
$765.00Sep 11Oct 2318.6%11.7%59.1%17.9K15.4K
$766.00Sep 11Oct 2318.2%11.6%57.4%11.9K6.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Sep 11Oct 2322.0%12.2%80.2%3.5K5.2K
$762.00Sep 11Oct 2321.2%12.1%75.1%7.9K3.1K
$763.00Sep 11Oct 2320.2%12.0%69.3%7.6K19.3K
$764.00Sep 11Oct 2319.3%11.8%63.5%14.0K3.1K
$765.00Sep 11Oct 2318.5%11.7%58.6%10.7K6.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 835 found (best R:R 1.67, avg 4.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$699.00$700.00Sep 18$0.19$0.81$0.19100%4.26$699.19
$734.00$735.00Sep 30$0.10$0.90$0.1090%9.00$734.10
$747.00$748.00Sep 18$0.14$0.86$0.1488%6.14$747.14
$736.00$738.00Oct 9$0.92$1.08$0.9283%1.17$736.92
$742.00$745.00Oct 23$1.59$1.41$1.5974%0.89$743.59
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$789.00$787.00Oct 16$0.75$1.25$0.7580%1.67$788.25
$770.00$765.00Sep 24$2.38$2.62$2.3863%1.10$767.62
$785.00$784.00Sep 30$0.39$0.61$0.3987%1.56$784.61
$783.00$782.00Sep 25$0.45$0.55$0.4588%1.22$782.55
$787.00$785.00Oct 2$1.30$0.70$1.3087%0.54$785.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 653 found (best R:R 0.94, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$768.00$770.00Sep 23$0.97$0.97$1.0358%0.94$768.97
$768.00$770.00Sep 24$0.98$0.98$1.0258%0.96$768.98
$777.00$780.00Sep 24$0.63$0.63$2.3779%0.27$777.63
$766.00$767.00Oct 16$0.61$0.61$0.3952%1.56$766.61
$766.00$767.00Oct 23$0.61$0.61$0.3952%1.56$766.61
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$762.00$761.00Sep 11$0.13$0.13$0.8780%0.15$761.87
$758.00$757.00Sep 14$0.11$0.11$0.8983%0.12$757.89
$763.00$762.00Sep 11$0.17$0.17$0.8374%0.20$762.83
$754.00$753.00Sep 16$0.13$0.13$0.8782%0.15$753.87
$756.00$755.00Sep 15$0.11$0.11$0.8983%0.12$755.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $1.08, cheapest $1.02)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Sep 11Sep 14$1.1319.3%9.2%
$765.00Sep 11Sep 14$1.1518.6%8.9%
$766.00Sep 11Sep 14$1.1518.2%9.5%
$767.00Sep 11Sep 14$1.0917.6%9.2%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Sep 11Sep 14$1.0219.3%9.2%
$765.00Sep 11Sep 14$1.0618.5%8.9%
$766.00Sep 11Sep 14$1.0518.2%9.5%
$767.00Sep 11Sep 14$0.9917.6%9.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 885 found (cheapest 0.40% of stock, avg 3.87%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$766.00Sep 11$1.40$1.63$3.03$762.97$769.030.40%
$767.00Sep 11$0.94$2.16$3.10$763.90$770.100.40%
$765.00Sep 11$2.00$1.21$3.21$761.79$768.210.42%
$768.00Sep 11$0.59$2.81$3.40$764.60$771.400.44%
$764.00Sep 11$2.68$0.90$3.58$760.42$767.580.47%
$769.00Sep 11$0.35$3.57$3.92$765.08$772.920.51%
$763.00Sep 11$3.44$0.67$4.11$758.89$767.110.54%
$770.00Sep 11$0.21$4.43$4.64$765.36$774.640.61%
$762.00Sep 11$4.27$0.50$4.77$757.23$766.770.62%
$766.00Sep 14$2.55$2.68$5.23$760.77$771.230.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.08% of stock, avg 1.48%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$770.00$761.00Sep 11$0.21$0.37$0.58$760.42$770.58
$769.00$761.00Sep 11$0.35$0.37$0.72$760.28$769.72
$770.00$762.00Sep 11$0.21$0.50$0.71$761.29$770.71
$769.00$762.00Sep 11$0.35$0.50$0.85$761.15$769.85
$770.00$763.00Sep 11$0.21$0.67$0.88$762.12$770.88
$769.00$763.00Sep 11$0.35$0.67$1.02$761.98$770.02
$768.00$761.00Sep 11$0.59$0.37$0.96$760.04$768.96
$768.00$762.00Sep 11$0.59$0.50$1.09$760.91$769.09
$768.00$763.00Sep 11$0.59$0.67$1.26$761.74$769.26
$770.00$764.00Sep 11$0.21$0.90$1.11$762.89$771.11

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 556 found (best R:R 1.13, avg credit $0.49)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
747/748770/771Sep 18$0.53$0.4749%1.13$747.47$770.53
744/745771/772Sep 21$0.49$0.5152%0.96$744.51$771.49
749/750770/771Sep 18$0.55$0.4546%1.22$749.45$770.55
744/745772/773Sep 21$0.46$0.5455%0.85$744.54$772.46
744/745772/773Sep 22$0.48$0.5253%0.92$744.52$772.48
743/744772/773Sep 23$0.49$0.5152%0.96$743.51$772.49
743/744771/772Sep 23$0.51$0.4950%1.04$743.49$771.51
735/736775/776Oct 2$0.49$0.5152%0.96$735.51$775.49
748/749770/771Sep 18$0.53$0.4748%1.13$748.47$770.53
751/752770/771Sep 18$0.57$0.4344%1.33$751.43$770.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 186 found (best R:R 11.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Sep 24$0.40$4.6018%11.50
$720.00$725.00$730.00Oct 23$0.07$4.935%70.43
$764.00$765.00$766.00Sep 11$0.08$0.9219%11.50
$763.00$764.00$765.00Sep 11$0.08$0.9217%11.50
$761.00$762.00$763.00Sep 11$0.05$0.9511%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$745.00$750.00$755.00Sep 24$0.25$4.7513%19.00
$750.00$755.00$760.00Sep 24$0.37$4.6317%12.51
$800.00$805.00$810.00Oct 16$0.06$4.945%82.33
$710.00$715.00$720.00Oct 23$0.05$4.953%99.00
$705.00$710.00$715.00Oct 9$0.05$4.952%99.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,070 found (best net $-9.99, 1,066 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$690.001:2Sep 14-$9.99$55.01
$725.00$740.001:2Sep 21-$12.03$2.97
$745.00$755.001:2Sep 22-$5.49$4.51
$768.00$769.001:2Sep 11-$0.11$0.89
$767.00$768.001:2Sep 11-$0.24$0.76
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$800.00$785.001:2Sep 14-$4.72$10.28
$670.00$630.001:2Sep 21-$0.01$39.99
$695.00$675.001:2Sep 21-$0.06$19.94
$695.00$680.001:2Sep 23-$0.11$14.89
$660.00$640.001:2Sep 23-$0.05$19.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 355 found (best yield 1.88%, avg 0.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$766.00Oct 23$14.420.480.0%1.88%1.91%--35
$767.00Oct 23$13.810.470.1%1.80%1.96%137
$768.00Oct 23$13.200.470.3%1.72%2.01%11.6K
$769.00Oct 23$12.620.460.4%1.65%2.06%144
$770.00Oct 23$12.050.450.6%1.57%2.12%41.6K
$771.00Oct 23$11.510.440.7%1.50%2.18%274
$772.00Oct 23$10.970.420.8%1.43%2.24%--43
$773.00Oct 23$10.430.410.9%1.36%2.30%--25
$774.00Oct 23$9.920.401.1%1.30%2.36%--147
$775.00Oct 23$9.440.391.2%1.23%2.43%--328

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 201,696
Total Puts 163,228
Put/Call Ratio 0.81
Net Difference 38,468

Prior's Put/Call Breakdown

Total Calls 146,217
Total Puts 182,105
Put/Call Ratio 1.25
Net Difference -35,888

Prior 7-Day Put/Call Summary

Total Calls 32,351,277
Total Puts 38,607,361
Average Put/Call Ratio 1.20
Ratio Trend Falling

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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