Tour v528
SPX
S & P 500 INDEX
$7585.73 -0.45%
9/15 19:12

Option Volume

Detail
Current (09/15) 4,027,550
Calls: 1,851,972 (46%)
Puts: 2,175,578 (54%)
Prior (09/14) 3,778,502
Calls: 1,888,567 (50%)
Puts: 1,889,935 (50%)
Current vs Prior +6.59%
Calls: -1.94% (Calls)
Puts: +15.11% (Puts)
Prior 7-Day Total 27,111,855
Calls: 12,881,106 (48%)
Puts: 14,230,749 (52%)
Prior 7-Day Average 3,873,122
Calls: 1,840,158 (48%)
Puts: 2,032,964 (52%)
Current vs Prior 7-Day Avg +3.99%
Calls: +0.64%
Puts: +7.02%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/15) $5.57B
Calls: $3.35B (60%)
Puts: $2.22B (40%)
Prior (09/14) $7.07B
Calls: $4.63B (65%)
Puts: $2.44B (35%)
Current vs Prior -21.17%
Calls: -27.52%
Puts: -9.13%
Prior 7-Day Total $22.93B
Calls: $11.50B (50%)
Puts: $11.43B (50%)
Prior 7-Day Average $3.28B
Calls: $1.64B (50%)
Puts: $1.63B (50%)
Current vs Prior 7-Day Avg +70.06%
Calls: +104.12%
Puts: +35.79%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15) 1.17
Prior (09/14) 1.00
Current vs Prior +17.39%
Prior 7-Day Average 1.10
Current vs Prior 7-Day Avg +6.35%
Sentiment BEARISH

Open Interest

Detail
Current (09/15) 1,527
Calls: -- (0%)
Puts: 1,527 (100%)
Prior (09/14) 7,003,971
Calls: 2,869,296 (41%)
Puts: 4,134,675 (59%)
Current vs Prior -99.98%
Prior 7-Day Total 13,997,087
Calls: 5,729,765 (41%)
Puts: 8,267,322 (59%)
Prior 7-Day Average 1,999,583
Calls: 954,960 (37%)
Puts: 1,653,464 (63%)
Current vs Prior 7-Day Avg -99.92%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/15) | Next (09/16)Expiry (09/16) | Next (09/18)Expiry (09/18) | Next (--)Expiry (09/15) | Next (10/16)
Current 0.07% | 0.82%0.82% | 1.32%1.32% | --0.07% | 3.28%
Prior 0.13% | 0.52%0.13% | 0.92%1.32% | --0.52% | 3.23%
Current vs Prior +535.95% | +109.08%+536.12% | +44.06%+0.13% | ---85.75% | +1.59%
Prior 7-Day Avg 0.52% | 0.78%0.28% | 0.86%0.70% | 1.22%1.00% | 3.41%
Current vs 7-Day Avg +59.14% | +39.93%+194.97% | +53.49%+87.81% | ---92.56% | -3.89%
Prior 7-Day Eod 0.13% | 0.85%0.13% | 0.92%1.32% | --0.52% | 3.23%
Current vs 7-Day Eod +535.05% | +28.10%+536.12% | +44.06%+0.13% | ---85.75% | +1.59%
Sentiment BEARISHBEARISHBEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 2.06% | 0.61%
Calls: 1.53% | 0.59%
Puts: 2.60% | 0.64%
Prior 3.35% | 1.00%
Calls: 1.71% | 0.97%
Puts: 5.00% | 1.04%
Current vs Prior -38.51% | -39.00%
Prior 7-Day Avg 2.22% | 0.94%
Calls: 1.78% | 0.94%
Puts: 2.68% | 1.05%
Current vs 7-Day Avg -7.27% | -34.81%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 60% call dollar volume ($3.35B). Dollar volume significantly above 7-day average (70% higher). Slightly bearish P/C ratio of 1.17. Declining open interest (down 100%) indicates positions being closed.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg BULLISH

📈 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 1,121 of results (avg 3.5%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6930.00Sep 18666.90668.00$667.450.2%20.99--
$7000.00Sep 18597.10598.20$597.650.2%22.9K0.99--
$7025.00Sep 18572.20573.30$572.750.2%30.99--
$7115.00Sep 18482.60483.60$483.100.2%30.98--
$7090.00Sep 18507.40508.50$507.950.2%50.99--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7780.00Sep 18183.30184.20$183.750.5%130.98--
$7800.00Sep 18203.00204.00$203.500.5%460.99--
$7775.00Sep 18178.40179.30$178.850.5%30.98--
$7795.00Sep 18198.00199.00$198.500.5%50.99--
$7790.00Sep 18193.10194.10$193.600.5%20.98--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 72 found (avg $0.82, cheapest $0.68)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7705.00Sep 160.650.70$0.687.4%2.0K0.03--
$7700.00Sep 160.800.85$0.836.0%5.7K0.04--
$7745.00Sep 170.800.95$0.8817.0%1030.03--
$7785.00Sep 180.800.95$0.8817.0%7680.03--
$7790.00Sep 180.700.80$0.7513.3%3970.02--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7380.00Sep 160.650.75$0.7014.3%10.3K0.02--
$7390.00Sep 160.750.90$0.8318.1%8.7K0.02--
$7400.00Sep 160.851.00$0.9316.1%3.6K0.03--
$7405.00Sep 160.901.05$0.9815.3%3.6K0.03--
$7365.00Sep 160.600.70$0.6515.4%4190.02--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 672 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6100.00Sep 161471.101514.70$1492.902.9%11.00--
$6300.00Sep 151275.901293.30$1284.601.4%11.00--
$6800.00Sep 15775.80793.30$784.552.2%11.00--
$6500.00Sep 161071.201114.80$1093.004.0%71.00--
$6100.00Sep 171482.101506.10$1494.101.6%11.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8800.00Sep 161185.001228.70$1206.853.6%11.00--
$8800.00Sep 181190.201214.20$1202.202.0%51.00--
$8850.00Sep 181240.201264.20$1252.201.9%51.00--
$8800.00Sep 151207.501224.20$1215.851.4%11.00--
$7825.00Sep 16210.20253.80$232.0018.8%121.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,275 active (total vol 4.0M, top 224.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7585.00Sep 150.400.70$0.5554.5%168.7K0.54--
$7590.00Sep 150.000.05$0.03166.7%157.0K0.03--
$7600.00Sep 150.000.05$0.03166.7%144.1K0.01--
$7580.00Sep 155.005.70$5.3513.1%121.3K0.97--
$7595.00Sep 150.000.05$0.03166.7%107.7K0.01--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7580.00Sep 150.000.05$0.03166.7%224.9K0.03--
$7575.00Sep 150.000.05$0.03166.7%183.1K0.01--
$7585.00Sep 150.300.55$0.4358.1%152.4K0.46--
$7570.00Sep 150.000.05$0.03166.7%120.5K0.01--
$7560.00Sep 150.000.05$0.03166.7%108.8K0.01--

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 517 found (best R:R 19.00, avg 17.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$7380.00$7385.00Sep 18$3.10$1.90$3.1092%0.61$7383.10
$7830.00$7840.00Sep 22$0.13$9.87$0.132%75.92$7830.13
$7740.00$7745.00Sep 17$0.14$4.86$0.143%34.71$7740.14
$7700.00$7705.00Sep 16$0.15$4.85$0.154%32.33$7700.15
$7710.00$7715.00Sep 16$0.10$4.90$0.102%49.00$7710.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$7660.00$7655.00Sep 18$0.25$4.75$0.2574%19.00$7659.75
$7655.00$7650.00Sep 18$0.20$4.80$0.2072%24.00$7654.80
$7665.00$7660.00Sep 18$0.40$4.60$0.4076%11.50$7664.60
$7670.00$7665.00Sep 18$0.70$4.30$0.7077%6.14$7669.30
$7675.00$7670.00Sep 18$0.85$4.15$0.8579%4.88$7674.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 432 found (best R:R 24.00, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$7650.00$7655.00Sep 18$4.80$4.80$0.2068%24.00$7654.80
$7655.00$7660.00Sep 18$4.65$4.65$0.3570%13.29$7659.65
$7660.00$7665.00Sep 18$4.40$4.40$0.6072%7.33$7664.40
$7665.00$7670.00Sep 18$4.25$4.25$0.7574%5.67$7669.25
$7670.00$7675.00Sep 18$4.05$4.05$0.9575%4.26$7674.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$7585.00$7580.00Sep 15$0.40$0.40$4.6054%0.09$7584.60
$7540.00$7535.00Sep 16$1.20$1.20$3.8075%0.32$7538.80
$7485.00$7480.00Sep 16$0.45$0.45$4.5590%0.10$7484.55
$7455.00$7450.00Sep 16$0.25$0.25$4.7594%0.05$7454.75
$7470.00$7465.00Sep 16$0.32$0.32$4.6892%0.07$7469.68

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $29.61, cheapest $25.57)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7585.00Sep 15Sep 16$33.652.1%19.5%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7585.00Sep 15Sep 16$25.572.1%19.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 544 found (cheapest 0.01% of stock, avg 2.27%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$7585.00Sep 15$0.55$0.43$0.98$7584.02$7585.980.01%
$7580.00Sep 15$5.35$0.03$5.38$7574.62$7585.380.07%
$7590.00Sep 15$0.03$5.10$5.13$7584.87$7595.130.07%
$7575.00Sep 15$10.00$0.03$10.03$7564.97$7585.030.13%
$7595.00Sep 15$0.03$10.15$10.18$7584.82$7605.180.13%
$7570.00Sep 15$15.25$0.03$15.28$7554.72$7585.280.20%
$7600.00Sep 15$0.03$15.05$15.08$7584.92$7615.080.20%
$7605.00Sep 15$0.03$19.75$19.78$7585.22$7624.780.26%
$7565.00Sep 15$20.25$0.03$20.28$7544.72$7585.280.27%
$7560.00Sep 15$25.25$0.03$25.28$7534.72$7585.280.33%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 0.52% of stock, avg 1.07%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$7615.00$7570.00Sep 16$18.70$20.40$39.10$7530.90$7654.10
$7615.00$7575.00Sep 16$18.70$22.15$40.85$7534.15$7655.85
$7610.00$7570.00Sep 16$20.95$20.40$41.35$7528.65$7651.35
$7610.00$7575.00Sep 16$20.95$22.15$43.10$7531.90$7653.10
$7615.00$7580.00Sep 16$18.70$23.90$42.60$7537.40$7657.60
$7610.00$7580.00Sep 16$20.95$23.90$44.85$7535.15$7654.85
$7605.00$7570.00Sep 16$23.30$20.40$43.70$7526.30$7648.70
$7605.00$7575.00Sep 16$23.30$22.15$45.45$7529.55$7650.45
$7605.00$7580.00Sep 16$23.30$23.90$47.20$7532.80$7652.20
$7615.00$7585.00Sep 16$18.70$26.00$44.70$7540.30$7659.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 60 found (best R:R 0.59, avg credit $2.00)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
7450/74557635/7640Sep 16$1.85$3.1567%0.59$7453.15$7636.85
7420/74257635/7640Sep 16$1.72$3.2870%0.52$7423.28$7636.72
7450/74557620/7625Sep 16$2.25$2.7559%0.82$7452.75$7622.25
7430/74357635/7640Sep 16$1.75$3.2569%0.54$7433.25$7636.75
7420/74257620/7625Sep 16$2.12$2.8862%0.74$7422.88$7622.12
7430/74357620/7625Sep 16$2.15$2.8561%0.75$7432.85$7622.15
7465/74707635/7640Sep 16$1.92$3.0866%0.62$7468.08$7636.92
7425/74307635/7640Sep 16$1.71$3.2970%0.52$7428.29$7636.71
7435/74407635/7640Sep 16$1.75$3.2569%0.54$7438.25$7636.75
7450/74557630/7635Sep 16$1.95$3.0565%0.64$7453.05$7631.95

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 361 found (best R:R 12.16, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$7585.00$7590.00$7595.00Sep 15$0.52$4.4852%8.62
$7580.00$7585.00$7590.00Sep 15$4.28$0.7295%0.17
$7610.00$7615.00$7620.00Sep 17$0.05$4.954%99.00
$7610.00$7615.00$7620.00Sep 16$0.10$4.906%49.00
$7595.00$7600.00$7605.00Sep 16$0.10$4.906%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$7585.00$7590.00$7595.00Sep 15$0.38$4.6252%12.16
$7575.00$7580.00$7585.00Sep 15$0.40$4.6045%11.50
$7580.00$7585.00$7590.00Sep 15$4.27$0.7395%0.17
$7545.00$7550.00$7555.00Sep 16$0.05$4.954%99.00
$7615.00$7620.00$7625.00Sep 16$0.10$4.906%49.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,002 found (best net $-34.75, 993 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$6800.00$7175.001:2Sep 15-$34.75$340.25
$6300.00$6800.001:2Sep 15-$284.50$215.50
$6925.00$7210.001:2Sep 16-$99.00$186.00
$7025.00$7270.001:2Sep 21-$90.80$154.20
$6500.00$6875.001:2Sep 16-$343.30$31.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$8025.00$7850.001:2Sep 21-$78.00$97.00
$7595.00$7590.001:2Sep 15-$0.05$4.95
$6400.00$6300.001:2Sep 17-$0.05$99.95
$7580.00$7575.001:2Sep 15-$0.03$4.97
$6200.00$6100.001:2Sep 17-$0.06$99.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 188 found (best yield 0.82%, avg 0.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$7590.00Sep 22$62.500.510.1%0.82%0.88%46--
$7595.00Sep 22$59.500.500.1%0.78%0.91%32--
$7600.00Sep 22$56.600.480.2%0.75%0.93%263--
$7605.00Sep 22$53.700.470.2%0.71%0.96%21--
$7610.00Sep 22$50.900.460.3%0.67%0.99%60--
$7615.00Sep 22$48.200.440.4%0.64%1.02%40--
$7590.00Sep 21$58.000.510.1%0.76%0.82%173--
$7595.00Sep 21$55.000.490.1%0.73%0.85%84--
$7620.00Sep 22$45.500.430.5%0.60%1.05%44--
$7600.00Sep 21$52.100.480.2%0.69%0.87%690--

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 1,851,972
Total Puts 2,175,578
Put/Call Ratio 1.17
Net Difference -323,606

Prior's Put/Call Breakdown

Total Calls 1,888,567
Total Puts 1,889,935
Put/Call Ratio 1.00
Net Difference -1,368

Prior 7-Day Put/Call Summary

Total Calls 12,881,106
Total Puts 14,230,749
Average Put/Call Ratio 1.10
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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