Tour v528
SPX
S & P 500 INDEX
$7640.55 +1.18%
9/17 15:07

Option Volume

Detail
Current (09/17 3:05pm) 3,174,535
Calls: 1,544,554 (49%)
Puts: 1,629,981 (51%)
Prior (09/15) 3,200,063
Calls: 1,509,111 (47%)
Puts: 1,690,952 (53%)
Current vs Prior -0.80%
Calls: +2.35% (Calls)
Puts: -3.61% (Puts)
Prior 7-Day Total 22,503,948
Calls: 11,156,884 (50%)
Puts: 11,347,064 (50%)
Prior 7-Day Average 3,214,849
Calls: 1,593,840 (50%)
Puts: 1,621,009 (50%)
Current vs Prior 7-Day Avg -1.25%
Calls: -3.09%
Puts: +0.55%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/17 3:05pm) $3.10B
Calls: $2.07B (67%)
Puts: $1.03B (33%)
Prior (09/15) $5.40B
Calls: $3.23B (60%)
Puts: $2.17B (40%)
Current vs Prior -42.65%
Calls: -35.96%
Puts: -52.61%
Prior 7-Day Total $17.32B
Calls: $10.44B (60%)
Puts: $6.87B (40%)
Prior 7-Day Average $2.47B
Calls: $1.49B (60%)
Puts: $982.10M (40%)
Current vs Prior 7-Day Avg +25.12%
Calls: +38.55%
Puts: +4.71%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/17 3:05pm) 1.06
Prior (09/15) 1.12
Current vs Prior -5.82%
Prior 7-Day Average 1.02
Current vs Prior 7-Day Avg +3.01%
Sentiment BEARISH

Open Interest

Detail
Current (09/17 3:05pm) 6,983,734
Calls: 2,890,302 (41%)
Puts: 4,093,432 (59%)
Prior (09/15) 6,978,370
Calls: 2,855,548 (41%)
Puts: 4,122,822 (59%)
Current vs Prior +0.08%
Prior 7-Day Total 15,907,666
Calls: 5,837,439 (37%)
Puts: 10,070,227 (63%)
Prior 7-Day Average 2,272,523
Calls: 833,919 (37%)
Puts: 1,438,603 (63%)
Current vs Prior 7-Day Avg +207.31%
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% | 2.85%
Prior 0.13% | 0.53%0.13% | 0.92%1.32% | --0.53% | 3.23%
Current vs Prior +4.50% | +17.33%+382.69% | -8.14%-53.35% | ---74.59% | -11.84%
Prior 7-Day Avg 0.14% | 0.57%0.30% | 0.84%0.78% | 1.04%0.79% | 3.43%
Current vs 7-Day Avg -4.65% | +7.22%+106.98% | +0.57%-21.40% | ---83.16% | -17.06%
Prior 7-Day Eod 0.13% | 0.53%0.37% | 1.22%1.22% | --0.37% | 3.45%
Current vs 7-Day Eod +4.50% | +17.33%+66.50% | -30.63%-49.43% | ---63.94% | -17.41%
Sentiment BEARISHBEARISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 2.16% | 0.85%
Calls: 2.82% | 0.84%
Puts: 1.50% | 0.86%
Prior 3.03% | 1.49%
Calls: 3.85% | 1.97%
Puts: 2.20% | 1.01%
Current vs Prior -28.71% | -42.95%
Prior 7-Day Avg 2.48% | 0.97%
Calls: 2.20% | 0.98%
Puts: 2.74% | 0.95%
Current vs 7-Day Avg -12.75% | -11.98%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($2.07B). 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 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 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 1,527 of results (avg 3.5%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7200.00Sep 17439.70440.40$440.050.2%71.0014
$7210.00Sep 17429.70430.40$430.050.2%11.001
$7250.00Sep 17389.70390.40$390.050.2%71.0012
$7260.00Sep 17379.70380.40$380.050.2%11.001
$7275.00Sep 17364.70365.40$365.050.2%11.007
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7690.00Sep 2469.5069.70$69.600.3%160.6792
$8050.00Sep 17409.30410.60$409.950.3%11.00--
$7685.00Sep 2258.5058.70$58.600.3%90.6983
$7670.00Sep 2458.4058.60$58.500.3%220.6061
$7680.00Sep 2255.4055.60$55.500.4%230.67160

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 209 found (avg $0.63, cheapest $0.32)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7655.00Sep 170.300.35$0.3215.6%93.8K0.081.6K
$7650.00Sep 170.650.75$0.7014.3%163.4K0.162.6K
$7725.00Sep 180.550.65$0.6016.7%1.4K0.0310.4K
$7715.00Sep 180.800.95$0.8817.0%6190.054.6K
$7730.00Sep 180.750.85$0.8012.5%2.8K0.04776
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7625.00Sep 170.350.40$0.3813.2%92.7K0.08684
$7630.00Sep 170.750.80$0.786.4%128.6K0.15398
$7485.00Sep 180.901.00$0.9510.5%1800.034.4K
$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. 908 found (avg delta 0.91, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6500.00Sep 171130.301149.90$1140.101.7%71.007
$6600.00Sep 171030.301049.80$1040.051.9%--1.0053
$6125.00Sep 181507.401524.70$1516.051.1%--1.0054
$6125.00Sep 181506.801526.90$1516.851.3%--1.0024
$6150.00Sep 181482.401502.90$1492.651.4%--1.00412
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8800.00Sep 171150.101169.70$1159.901.7%11.001
$8100.00Sep 18449.90467.10$458.503.8%11.005.3K
$8110.00Sep 18456.60477.10$466.854.4%--1.0011
$8110.00Sep 18457.70478.00$467.854.3%11.001
$8120.00Sep 18467.70487.80$477.754.2%41.004

Most actively traded options today. High liquidity = easy entry/exit. 2,154 active (total vol 3.2M, top 163.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7650.00Sep 170.650.75$0.7014.3%163.4K0.162.6K
$7640.00Sep 173.503.60$3.552.8%157.9K0.521.2K
$7635.00Sep 176.606.70$6.651.5%117.8K0.721.0K
$7645.00Sep 171.601.65$1.633.1%115.9K0.311.3K
$7655.00Sep 170.300.35$0.3215.6%93.8K0.081.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7630.00Sep 170.750.80$0.786.4%128.6K0.15398
$7635.00Sep 171.651.70$1.673.0%106.2K0.28196
$7625.00Sep 170.350.40$0.3813.2%92.7K0.08684
$7620.00Sep 170.200.25$0.2321.7%92.7K0.04332
$7600.00Sep 170.100.15$0.1338.5%70.7K0.02984

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 2.3%, max 2.4%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7635.00Sep 17Sep 2410.9%10.6%2.4%117.9K1.1K
$7645.00Sep 17Sep 2410.6%10.4%2.4%115.9K1.4K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7645.00Sep 17Sep 2410.6%10.4%2.4%15.9K253
$7635.00Sep 17Sep 2410.9%10.6%2.1%106.3K241

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 471 found (best R:R 15.67, avg 13.03)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$7165.00$7170.00Sep 18$3.00$2.00$3.00100%0.67$7168.00
$7025.00$7030.00Sep 18$3.05$1.95$3.05100%0.64$7028.05
$7210.00$7215.00Sep 18$3.05$1.95$3.0599%0.64$7213.05
$6475.00$6480.00Sep 18$3.10$1.90$3.10100%0.61$6478.10
$7230.00$7235.00Sep 18$3.10$1.90$3.1099%0.61$7233.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$7680.00$7675.00Sep 18$0.30$4.70$0.3082%15.67$7679.70
$7685.00$7680.00Sep 18$0.90$4.10$0.9085%4.56$7684.10
$7690.00$7685.00Sep 18$1.50$3.50$1.5088%2.33$7688.50
$7955.00$7950.00Sep 18$2.70$2.30$2.70100%0.85$7952.30
$7980.00$7975.00Sep 18$2.85$2.15$2.85100%0.75$7977.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 384 found (best R:R 15.67, avg 0.29)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$7675.00$7680.00Sep 18$4.70$4.70$0.3073%15.67$7679.70
$7680.00$7685.00Sep 18$4.02$4.02$0.9876%4.10$7684.02
$7685.00$7690.00Sep 18$3.37$3.37$1.6380%2.07$7688.37
$7690.00$7695.00Sep 18$2.77$2.77$2.2382%1.24$7692.77
$7695.00$7700.00Sep 18$2.25$2.25$2.7585%0.82$7697.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$7640.00$7635.00Sep 17$1.88$1.88$3.1252%0.60$7638.12
$7635.00$7630.00Sep 17$0.89$0.89$4.1172%0.22$7634.11
$7630.00$7625.00Sep 17$0.40$0.40$4.6085%0.09$7629.60
$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

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $12.90, cheapest $11.00)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7645.00Sep 17Sep 18$13.8710.6%12.1%
$7640.00Sep 17Sep 18$14.8510.4%12.0%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7645.00Sep 17Sep 18$11.0010.6%12.1%
$7640.00Sep 17Sep 18$11.9010.4%12.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 643 found (cheapest 0.09% of stock, avg 2.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$7640.00Sep 17$3.55$3.55$7.10$7632.90$7647.100.09%
$7635.00Sep 17$6.65$1.67$8.32$7626.68$7643.320.11%
$7645.00Sep 17$1.63$6.65$8.28$7636.72$7653.280.11%
$7630.00Sep 17$10.70$0.78$11.48$7618.52$7641.480.15%
$7650.00Sep 17$0.70$10.75$11.45$7638.55$7661.450.15%
$7625.00Sep 17$15.35$0.38$15.73$7609.27$7640.730.21%
$7655.00Sep 17$0.32$15.35$15.67$7639.33$7670.670.21%
$7620.00Sep 17$20.20$0.23$20.43$7599.57$7640.430.27%
$7660.00Sep 17$0.18$20.25$20.43$7639.57$7680.430.27%
$7615.00Sep 17$25.15$0.18$25.33$7589.67$7640.330.33%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 137 found (cheapest 0.01% of stock, avg 0.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$7655.00$7625.00Sep 17$0.32$0.38$0.70$7624.30$7655.70
$7655.00$7630.00Sep 17$0.32$0.78$1.10$7628.90$7656.10
$7650.00$7625.00Sep 17$0.70$0.38$1.08$7623.92$7651.08
$7650.00$7630.00Sep 17$0.70$0.78$1.48$7628.52$7651.48
$7650.00$7635.00Sep 17$0.70$1.67$2.37$7632.63$7652.37
$7645.00$7630.00Sep 17$1.63$0.78$2.41$7627.59$7647.41
$7655.00$7635.00Sep 17$0.32$1.67$1.99$7633.01$7656.99
$7645.00$7625.00Sep 17$1.63$0.38$2.01$7622.99$7647.01
$7645.00$7635.00Sep 17$1.63$1.67$3.30$7631.70$7648.30
$7655.00$7640.00Sep 17$0.32$3.55$3.87$7636.13$7658.87

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 139 found (best R:R 0.72, avg credit $1.87)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
7290/72957685/7690Sep 23$2.10$2.9064%0.72$7292.90$7687.10
7305/73107685/7690Sep 23$2.10$2.9063%0.72$7307.90$7687.10
7275/72807685/7690Sep 24$2.20$2.8061%0.79$7277.80$7687.20
7315/73207685/7690Sep 23$2.10$2.9063%0.72$7317.90$7687.10
7290/72957685/7690Sep 24$2.20$2.8061%0.79$7292.80$7687.20
7295/73007685/7690Sep 24$2.20$2.8061%0.79$7297.80$7687.20
7365/73707685/7690Sep 23$2.15$2.8562%0.75$7367.85$7687.15
7300/73057685/7690Sep 24$2.20$2.8061%0.79$7302.80$7687.20
7335/73407685/7690Sep 23$2.10$2.9063%0.72$7337.90$7687.10
7305/73107685/7690Sep 24$2.20$2.8060%0.79$7307.80$7687.20

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 386 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$7645.00$7650.00$7655.00Sep 17$0.55$4.4523%8.09
$7635.00$7640.00$7645.00Sep 17$1.18$3.8241%3.24
$7640.00$7645.00$7650.00Sep 17$0.99$4.0136%4.05
$7620.00$7625.00$7630.00Sep 21$0.05$4.955%99.00
$7620.00$7625.00$7630.00Sep 17$0.20$4.8010%24.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$7645.00$7650.00$7655.00Sep 17$0.50$4.5023%9.00
$7640.00$7645.00$7650.00Sep 17$1.00$4.0036%4.00
$7625.00$7630.00$7635.00Sep 17$0.49$4.5120%9.20
$7685.00$7690.00$7695.00Sep 22$0.05$4.954%99.00
$7635.00$7640.00$7645.00Sep 17$1.22$3.7841%3.10

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,185 found (best net $-237.35, 1,163 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$6600.00$7000.001:2Sep 17-$237.35$162.65
$7635.00$7640.001:2Sep 17-$0.45$4.55
$7630.00$7635.001:2Sep 17-$2.60$2.40
$7660.00$7665.001:2Sep 18-$0.50$4.50
$8200.00$8600.001:2Sep 24$0.00$400.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$8025.00$7850.001:2Sep 23-$29.40$145.60
$7645.00$7640.001:2Sep 17-$0.45$4.55
$7650.00$7645.001:2Sep 17-$2.55$2.45
$7625.00$7620.001:2Sep 17-$0.08$4.92
$6500.00$6400.001:2Sep 21-$0.03$99.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 139 found (best yield 0.61%, avg 0.17%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$7645.00Sep 24$46.800.480.1%0.61%0.67%3185
$7650.00Sep 24$43.900.470.1%0.57%0.70%283229
$7655.00Sep 24$41.100.450.2%0.54%0.73%25278
$7660.00Sep 24$38.400.440.2%0.50%0.76%62131
$7665.00Sep 24$35.900.420.3%0.47%0.79%7056
$7670.00Sep 24$33.400.400.4%0.44%0.82%92105
$7675.00Sep 24$31.000.390.5%0.41%0.86%34147
$7645.00Sep 23$41.400.480.1%0.54%0.60%718744
$7680.00Sep 24$28.700.370.5%0.38%0.89%2594
$7650.00Sep 23$38.500.470.1%0.50%0.63%128195

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 1,544,554
Total Puts 1,629,981
Put/Call Ratio 1.06
Net Difference -85,427

Prior's Put/Call Breakdown

Total Calls 1,509,111
Total Puts 1,690,952
Put/Call Ratio 1.12
Net Difference -181,841

Prior 7-Day Put/Call Summary

Total Calls 11,156,884
Total Puts 11,347,064
Average Put/Call Ratio 1.02
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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