Tour v528
SPX
S & P 500 INDEX
$7639.03 +1.15%
9/17 15:11

Option Volume

Detail
Current (09/17) 3,213,945
Calls: 1,561,148 (49%)
Puts: 1,652,797 (51%)
Prior (09/16) 2,860,258
Calls: 1,359,413 (48%)
Puts: 1,500,845 (52%)
Current vs Prior +12.37%
Calls: +14.84% (Calls)
Puts: +10.12% (Puts)
Prior 7-Day Total 26,809,482
Calls: 12,679,338 (47%)
Puts: 14,130,144 (53%)
Prior 7-Day Average 3,829,926
Calls: 1,811,334 (47%)
Puts: 2,018,592 (53%)
Current vs Prior 7-Day Avg -16.08%
Calls: -13.81%
Puts: -18.12%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/17) $3.06B
Calls: $2.01B (66%)
Puts: $1.06B (34%)
Prior (09/16) $9.99B
Calls: $3.32B (33%)
Puts: $6.68B (67%)
Current vs Prior -69.34%
Calls: -39.49%
Puts: -84.18%
Prior 7-Day Total $31.66B
Calls: $14.31B (45%)
Puts: $17.35B (55%)
Prior 7-Day Average $4.52B
Calls: $2.04B (45%)
Puts: $2.48B (55%)
Current vs Prior 7-Day Avg -32.27%
Calls: -1.84%
Puts: -57.38%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/17) 1.06
Prior (09/16) 1.10
Current vs Prior -4.11%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg -4.92%
Sentiment BEARISH

Open Interest

Detail
Current (09/17) 6,983,734
Calls: 2,890,302 (41%)
Puts: 4,093,432 (59%)
Prior (09/16) 6,931,348
Calls: 2,837,971 (41%)
Puts: 4,093,377 (59%)
Current vs Prior +0.76%
Prior 7-Day Total 13,946,247
Calls: 5,707,376 (41%)
Puts: 8,238,871 (59%)
Prior 7-Day Average 1,992,321
Calls: 1,141,475 (41%)
Puts: 1,647,774 (59%)
Current vs Prior 7-Day Avg +250.53%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/17) | Next (09/18)Expiry (09/18) | Next (09/21)Expiry (09/18) | Next (--)Expiry (09/17) | Next (10/16)
Current 0.13% | 0.62%0.62% | 0.85%0.62% | --0.13% | 2.86%
Prior 0.37% | 0.95%0.37% | 1.22%1.22% | --0.37% | 3.45%
Current vs Prior -65.70% | -33.98%+68.67% | -30.25%-48.77% | ---65.69% | -17.01%
Prior 7-Day Avg 0.54% | 0.86%0.40% | 1.00%0.96% | 1.37%0.78% | 3.40%
Current vs 7-Day Avg -76.42% | -27.69%+56.30% | -15.39%-34.81% | ---83.70% | -15.80%
Prior 7-Day Eod 0.37% | 0.95%0.37% | 1.22%1.22% | --0.37% | 3.45%
Current vs 7-Day Eod -65.70% | -33.98%+68.67% | -30.25%-48.77% | ---65.69% | -17.01%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 2.13% | 0.84%
Calls: 1.74% | 0.76%
Puts: 2.53% | 0.93%
Prior 1.78% | 0.99%
Calls: 2.02% | 0.82%
Puts: 1.54% | 1.16%
Current vs Prior +19.66% | -15.15%
Prior 7-Day Avg 2.17% | 0.89%
Calls: 1.73% | 0.86%
Puts: 2.62% | 0.94%
Current vs 7-Day Avg -1.97% | -6.07%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($2.01B). Light premium activity with dollar volume down 69% vs prior. Slightly bearish P/C ratio of 1.06.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
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 BULLISH
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 1,529 of results (avg 3.6%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7200.00Sep 17438.50439.30$438.900.2%71.0014
$7210.00Sep 17428.50429.30$428.900.2%11.001
$7250.00Sep 17388.50389.30$388.900.2%71.0012
$7260.00Sep 17378.50379.30$378.900.2%11.001
$7275.00Sep 17363.50364.30$363.900.2%11.007
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7690.00Sep 2470.0070.20$70.100.3%160.6792
$7690.00Sep 2366.1066.30$66.200.3%400.6983
$7680.00Sep 2464.2064.40$64.300.3%240.6468
$7685.00Sep 2363.0063.20$63.100.3%210.6858
$7675.00Sep 2461.5061.70$61.600.3%290.62217

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 211 found (avg $0.64, cheapest $0.53)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7650.00Sep 170.500.55$0.539.4%165.0K0.122.6K
$7725.00Sep 180.500.60$0.5518.2%1.4K0.0310.4K
$7715.00Sep 180.700.85$0.7719.5%6270.044.6K
$7720.00Sep 180.600.70$0.6515.4%6270.0412.6K
$7710.00Sep 180.901.00$0.9510.5%1.9K0.055.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7625.00Sep 170.400.45$0.4311.6%93.3K0.09684
$7630.00Sep 170.800.85$0.836.0%130.9K0.17398
$7620.00Sep 170.250.30$0.2817.9%93.1K0.05332
$7490.00Sep 180.901.05$0.9815.3%3580.036.0K
$7480.00Sep 180.850.95$0.9011.1%1.9K0.034.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 909 found (avg delta 0.91, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6500.00Sep 171128.301149.00$1138.651.8%71.007
$6600.00Sep 171028.301049.00$1038.652.0%--1.0053
$6125.00Sep 181505.401524.70$1515.051.3%--1.0054
$6125.00Sep 181505.601526.90$1516.251.4%--1.0024
$6150.00Sep 181480.501501.00$1490.751.4%--1.00412
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8800.00Sep 171151.001171.70$1161.351.8%11.001
$8100.00Sep 18449.90469.10$459.504.2%11.005.3K
$8110.00Sep 18458.50479.00$468.754.4%--1.0011
$8120.00Sep 18467.70489.30$478.504.5%41.004
$8125.00Sep 18472.70494.30$483.504.5%71.001

Most actively traded options today. High liquidity = easy entry/exit. 2,158 active (total vol 3.2M, top 165.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7650.00Sep 170.500.55$0.539.4%165.0K0.122.6K
$7640.00Sep 172.802.90$2.853.5%160.4K0.461.2K
$7635.00Sep 175.705.80$5.751.7%118.5K0.681.0K
$7645.00Sep 171.201.25$1.234.1%118.4K0.251.3K
$7655.00Sep 170.200.25$0.2321.7%94.4K0.051.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7630.00Sep 170.800.85$0.836.0%130.9K0.17398
$7635.00Sep 171.801.85$1.832.7%109.8K0.32196
$7625.00Sep 170.400.45$0.4311.6%93.3K0.09684
$7620.00Sep 170.250.30$0.2817.9%93.1K0.05332
$7600.00Sep 170.100.15$0.1338.5%70.8K0.02984

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 4.6%, max 4.6%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7630.00Sep 17Sep 2411.2%10.7%4.6%89.6K1.1K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7630.00Sep 17Sep 2411.2%10.7%4.6%131.2K537

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 454 found (best R:R 7.33, avg 14.49)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$7655.00$7660.00Sep 17$0.10$4.90$0.105%49.00$7655.10
$7635.00$7640.00Sep 17$2.90$2.10$2.9068%0.72$7637.90
$7760.00$7765.00Sep 21$0.12$4.88$0.123%40.67$7760.12
$7765.00$7770.00Sep 21$0.11$4.89$0.113%44.45$7765.11
$7815.00$7820.00Sep 24$0.15$4.85$0.154%32.33$7815.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$7680.00$7675.00Sep 18$0.60$4.40$0.6083%7.33$7679.40
$7685.00$7680.00Sep 18$1.30$3.70$1.3086%2.85$7683.70
$7690.00$7685.00Sep 18$1.95$3.05$1.9589%1.56$7688.05
$7695.00$7690.00Sep 18$2.40$2.60$2.4091%1.08$7692.60
$7700.00$7695.00Sep 18$3.00$2.00$3.0092%0.67$7697.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 386 found (best R:R 9.00, avg 0.28)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$7675.00$7680.00Sep 18$4.50$4.50$0.5074%9.00$7679.50
$7680.00$7685.00Sep 18$3.85$3.85$1.1578%3.35$7683.85
$7685.00$7690.00Sep 18$3.20$3.20$1.8080%1.78$7688.20
$7690.00$7695.00Sep 18$2.62$2.62$2.3883%1.10$7692.62
$7695.00$7700.00Sep 18$2.12$2.12$2.8886%0.74$7697.12
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$7635.00$7630.00Sep 17$1.00$1.00$4.0068%0.25$7634.00
$7295.00$7290.00Sep 23$0.10$0.10$4.9097%0.02$7294.90
$7310.00$7305.00Sep 23$0.10$0.10$4.9096%0.02$7309.90
$7380.00$7375.00Sep 23$0.20$0.20$4.8094%0.04$7379.80
$7630.00$7625.00Sep 17$0.40$0.40$4.6083%0.09$7629.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $13.41, cheapest $11.90)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7640.00Sep 17Sep 18$14.7510.1%11.8%
$7635.00Sep 17Sep 18$14.9010.3%12.0%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7640.00Sep 17Sep 18$11.9010.1%11.8%
$7635.00Sep 17Sep 18$12.0710.3%12.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 644 found (cheapest 0.09% of stock, avg 2.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$7640.00Sep 17$2.85$3.95$6.80$7633.20$7646.800.09%
$7635.00Sep 17$5.75$1.83$7.58$7627.42$7642.580.10%
$7645.00Sep 17$1.23$7.30$8.53$7636.47$7653.530.11%
$7630.00Sep 17$9.80$0.83$10.63$7619.37$7640.630.14%
$7650.00Sep 17$0.53$11.60$12.13$7637.87$7662.130.16%
$7625.00Sep 17$14.40$0.43$14.83$7610.17$7639.830.19%
$7655.00Sep 17$0.23$16.30$16.53$7638.47$7671.530.22%
$7620.00Sep 17$19.20$0.28$19.48$7600.52$7639.480.26%
$7660.00Sep 17$0.13$21.20$21.33$7638.67$7681.330.28%
$7615.00Sep 17$24.10$0.18$24.28$7590.72$7639.280.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 141 found (cheapest 0.01% of stock, avg 0.71%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$7655.00$7620.00Sep 17$0.23$0.28$0.51$7619.49$7655.51
$7650.00$7625.00Sep 17$0.53$0.43$0.96$7624.04$7650.96
$7655.00$7625.00Sep 17$0.23$0.43$0.66$7624.34$7655.66
$7650.00$7620.00Sep 17$0.53$0.28$0.81$7619.19$7650.81
$7655.00$7630.00Sep 17$0.23$0.83$1.06$7628.94$7656.06
$7650.00$7630.00Sep 17$0.53$0.83$1.36$7628.64$7651.36
$7645.00$7625.00Sep 17$1.23$0.43$1.66$7623.34$7646.66
$7645.00$7620.00Sep 17$1.23$0.28$1.51$7618.49$7646.51
$7645.00$7630.00Sep 17$1.23$0.83$2.06$7627.94$7647.06
$7650.00$7635.00Sep 17$0.53$1.83$2.36$7632.64$7652.36

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 112 found (best R:R 0.72, avg credit $1.84)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
7290/72957680/7685Sep 23$2.10$2.9062%0.72$7292.90$7682.10
7290/72957685/7690Sep 23$2.00$3.0064%0.67$7293.00$7687.00
7350/73557680/7685Sep 22$2.00$3.0064%0.67$7353.00$7682.00
7385/73907680/7685Sep 22$2.05$2.9563%0.69$7387.95$7682.05
7305/73107680/7685Sep 23$2.10$2.9062%0.72$7307.90$7682.10
7305/73107685/7690Sep 23$2.00$3.0064%0.67$7308.00$7687.00
7350/73557675/7680Sep 22$2.10$2.9062%0.72$7352.90$7677.10
7375/73807680/7685Sep 23$2.20$2.8060%0.79$7377.80$7682.20
7375/73807685/7690Sep 23$2.10$2.9062%0.72$7377.90$7687.10
7385/73907675/7680Sep 22$2.15$2.8561%0.75$7387.85$7677.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 382 found (best R:R 3.07, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$7645.00$7650.00$7655.00Sep 17$0.40$4.6019%11.50
$7620.00$7625.00$7630.00Sep 17$0.20$4.8012%24.00
$7625.00$7630.00$7635.00Sep 17$0.55$4.4523%8.09
$7635.00$7640.00$7645.00Sep 17$1.28$3.7244%2.91
$7640.00$7645.00$7650.00Sep 17$0.92$4.0834%4.43
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$7635.00$7640.00$7645.00Sep 17$1.23$3.7744%3.07
$7645.00$7650.00$7655.00Sep 17$0.40$4.6019%11.50
$7640.00$7645.00$7650.00Sep 17$0.95$4.0534%4.26
$7615.00$7620.00$7625.00Sep 22$0.05$4.954%99.00
$7620.00$7625.00$7630.00Sep 17$0.25$4.7512%19.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,187 found (best net $-236.95, 1,164 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$6600.00$7000.001:2Sep 17-$236.95$163.05
$7630.00$7635.001:2Sep 17-$1.70$3.30
$7660.00$7665.001:2Sep 18-$0.25$4.75
$7655.00$7660.001:2Sep 18-$1.25$3.75
$8200.00$8600.001:2Sep 24$0.00$400.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$8025.00$7850.001:2Sep 23-$31.45$143.55
$7645.00$7640.001:2Sep 17-$0.60$4.40
$7650.00$7645.001:2Sep 17-$3.00$2.00
$7630.00$7625.001:2Sep 17-$0.03$4.97
$7625.00$7620.001:2Sep 17-$0.13$4.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 144 found (best yield 0.64%, avg 0.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$7640.00Sep 24$48.900.500.0%0.64%0.65%6153
$7645.00Sep 24$46.000.480.1%0.60%0.68%3185
$7650.00Sep 24$43.200.470.1%0.57%0.71%283229
$7655.00Sep 24$40.400.450.2%0.53%0.74%25278
$7660.00Sep 24$37.800.430.3%0.49%0.77%62131
$7665.00Sep 24$35.200.410.3%0.46%0.80%7056
$7670.00Sep 24$32.800.400.4%0.43%0.83%92105
$7675.00Sep 24$30.400.380.5%0.40%0.87%35147
$7640.00Sep 23$43.500.500.0%0.57%0.58%9893
$7645.00Sep 23$40.600.480.1%0.53%0.61%718744

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 1,561,148
Total Puts 1,652,797
Put/Call Ratio 1.06
Net Difference -91,649

Prior's Put/Call Breakdown

Total Calls 1,359,413
Total Puts 1,500,845
Put/Call Ratio 1.10
Net Difference -141,432

Prior 7-Day Put/Call Summary

Total Calls 12,679,338
Total Puts 14,130,144
Average Put/Call Ratio 1.11
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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