Tour v487
SPY
State Street SPDR S&P 500 ETF Trust
$757.67 +1.42%
$758.27 (+0.08%)🌙
as of 08/03 06:08 PM
8/3 18:08

Option Volume

Detail
Current (08/03) 13,445,089
Calls: 6,554,810 (49%)
Puts: 6,890,279 (51%)
Prior (07/31) 14,055,676
Calls: 6,729,568 (48%)
Puts: 7,326,108 (52%)
Current vs Prior -4.34%
Calls: -2.60% (Calls)
Puts: -5.95% (Puts)
Prior 7-Day Total 75,445,390
Calls: 35,203,448 (47%)
Puts: 40,241,942 (53%)
Prior 7-Day Average 12,574,231
Calls: 5,029,064 (47%)
Puts: 5,748,848 (53%)
Current vs Prior 7-Day Avg +6.93%
Calls: +30.34%
Puts: +19.85%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/03) $2.24B
Calls: $1.65B (74%)
Puts: $582.66M (26%)
Prior (07/31) $2.21B
Calls: $1.79B (81%)
Puts: $421.37M (19%)
Current vs Prior +1.10%
Calls: -7.66%
Puts: +38.28%
Prior 7-Day Total $14.28B
Calls: $7.40B (52%)
Puts: $6.88B (48%)
Prior 7-Day Average $2.38B
Calls: $1.06B (52%)
Puts: $982.89M (48%)
Current vs Prior 7-Day Avg -6.10%
Calls: +56.27%
Puts: -40.72%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03) 1.05
Prior (07/31) 1.09
Current vs Prior -3.44%
Prior 7-Day Average 1.15
Current vs Prior 7-Day Avg -8.75%
Sentiment BEARISH

Open Interest

Detail
Current (08/03) 6,350,825
Calls: 2,073,933 (33%)
Puts: 4,276,892 (67%)
Prior (07/31) 8,018,860
Calls: 2,427,346 (30%)
Puts: 5,591,514 (70%)
Current vs Prior -20.80%
Prior 7-Day Total 41,616,628
Calls: 12,021,535 (29%)
Puts: 29,595,093 (71%)
Prior 7-Day Average 6,936,104
Calls: 2,003,589 (29%)
Puts: 4,932,515 (71%)
Current vs Prior 7-Day Avg -8.44%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/03) | Next (08/04)Expiry (08/03) | Next (08/05)Expiry (08/07) | Next (08/14)Expiry (08/17) | Next (09/18)
Current 0.16% | 0.50%0.16% | 0.66%1.01% | 1.69%2.17% | 4.02%
Prior 0.61% | 0.82%0.18% | 0.61%0.18% | 1.31%2.45% | 4.17%
Current vs Prior -18.59% | -20.00%-11.59% | +7.19%+452.99% | +28.68%-11.52% | -3.74%
Prior 7-Day Avg 0.82% | 1.14%0.47% | 1.14%1.11% | 1.99%3.06% | 4.68%
Current vs 7-Day Avg -38.66% | -42.07%-65.54% | -42.35%-9.10% | -15.19%-29.15% | -14.16%
Prior 7-Day Eod 0.23% | 0.52%0.18% | 0.61%0.18% | 1.31%2.45% | 4.17%
Current vs 7-Day Eod +119.26% | +26.43%-11.59% | +7.19%+452.99% | +28.68%-11.52% | -3.74%
Sentiment BULLISHBULLISHBEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 1.76% | 2.05%
Calls: 2.25% | 3.17%
Puts: 1.27% | 0.93%
Prior 3.44% | 1.29%
Calls: 4.50% | 1.02%
Puts: 2.38% | 1.55%
Current vs Prior -48.84% | +58.91%
Prior 7-Day Avg 1.97% | 1.33%
Calls: 2.06% | 1.52%
Puts: 1.99% | 1.38%
Current vs 7-Day Avg -10.74% | +53.56%
Liquidity Good
+
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($1.65B). Slightly bearish P/C ratio of 1.05. Put-heavy open interest (4,276,892 puts vs 2,073,933 calls) suggests hedging or bearish positioning. Declining open interest (down 21%) indicates positions being closed.

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 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 2,181 of results (avg 3.5%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$690.00Aug 2169.7569.91$69.830.2%170.975.6K
$700.00Aug 2159.9260.08$60.000.3%160.967.1K
$720.00Aug 2140.5640.71$40.640.4%1350.925.0K
$730.00Aug 2131.2031.36$31.280.5%1260.8720.4K
$740.00Aug 718.7418.85$18.800.6%1.0K0.928.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$757.00Aug 103.543.55$3.550.3%2.3K0.4619
$744.00Sep 46.406.44$6.420.6%1510.31149
$740.00Aug 314.694.72$4.710.6%4.7K0.266.2K
$743.00Sep 46.196.23$6.210.6%300.30640
$757.00Aug 72.932.95$2.940.7%12.2K0.4527

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 841 found (avg $0.35, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Aug 60.050.06$0.0616.7%2030.024
$780.00Aug 70.050.06$0.0616.7%5630.022.0K
$781.00Aug 70.050.06$0.0616.7%4340.011.2K
$783.00Aug 100.050.06$0.0616.7%760.011
$784.00Aug 100.050.06$0.0616.7%1200.01120
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$741.00Aug 40.050.06$0.0616.7%3.3K0.022.1K
$742.00Aug 40.050.06$0.0616.7%7.3K0.021.5K
$730.00Aug 50.050.06$0.0616.7%3.8K0.013.9K
$731.00Aug 50.050.06$0.0616.7%1710.01619
$716.00Aug 60.050.06$0.0616.7%5830.011.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,247 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Aug 3131.22134.73$132.982.6%--1.0022
$680.00Aug 376.3479.66$78.004.3%131.0013
$690.00Aug 366.3469.66$68.004.9%151.0015
$695.00Aug 361.3464.66$63.005.3%11.002
$700.00Aug 357.4658.55$58.011.9%51.0018
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$758.00Aug 30.190.21$0.2010.0%293.1K1.00--
$759.00Aug 30.941.04$0.9910.1%87.4K1.002
$760.00Aug 31.832.16$2.0016.5%22.7K1.0020
$761.00Aug 32.843.24$3.0413.2%2.8K1.00--
$762.00Aug 33.834.14$3.997.8%1.8K1.001

Most actively traded options today. High liquidity = easy entry/exit. 2,963 active (total vol 13.4M, top 758.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$758.00Aug 30.220.23$0.234.3%758.5K1.003.3K
$757.00Aug 30.941.09$1.0214.7%666.0K0.953.9K
$756.00Aug 31.902.07$1.998.5%628.5K0.997.3K
$759.00Aug 30.010.02$0.0250.0%548.8K0.061.5K
$755.00Aug 32.893.08$2.996.4%508.1K0.9910.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$755.00Aug 30.000.01$0.01100.0%526.4K0.0127
$757.00Aug 30.010.02$0.0250.0%468.2K0.0621
$756.00Aug 30.000.01$0.01100.0%457.8K0.01--
$754.00Aug 30.000.01$0.01100.0%428.4K0.0145
$753.00Aug 30.000.01$0.01100.0%318.3K0.01208

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 313 strikes (avg 739.5%, max 3239.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$860.00Aug 3Sep 11515.8%15.4%3239.0%3425
$850.00Aug 3Sep 11471.7%14.7%3107.3%--433
$865.00Aug 3Sep 4537.5%17.0%3065.4%501.1K
$840.00Aug 3Sep 11426.7%13.9%2971.6%7--
$855.00Aug 3Sep 4493.8%16.2%2952.8%9802.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$610.00Aug 3Sep 11863.7%32.3%2570.3%10168
$615.00Aug 3Sep 11833.3%31.6%2536.2%6109
$620.00Aug 3Sep 11803.1%30.9%2499.1%1478
$625.00Aug 3Sep 11773.1%30.2%2463.7%7371
$630.00Aug 3Sep 11743.3%29.4%2429.2%28133

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 756 found (best R:R 44.45, avg 3.85)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$785.00$790.00Aug 17$0.11$4.89$0.1144.45$785.11
$800.00$805.00Aug 28$0.13$4.87$0.1337.46$800.13
$800.00$805.00Aug 31$0.16$4.84$0.1630.25$800.16
$795.00$800.00Aug 28$0.22$4.78$0.2221.73$795.22
$807.00$810.00Sep 11$0.14$2.86$0.1420.43$807.14
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$680.00$675.00Sep 4$0.11$4.89$0.1144.45$679.89
$670.00$665.00Sep 11$0.11$4.89$0.1144.45$669.89
$685.00$680.00Sep 4$0.12$4.88$0.1240.67$684.88
$675.00$670.00Sep 11$0.12$4.88$0.1240.67$674.88
$720.00$715.00Aug 17$0.13$4.87$0.1337.46$719.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 1,114 found (best R:R 249.00, avg 2.93)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$680.00$710.00Aug 11$29.88$29.88$0.12249.00$709.88
$665.00$720.00Aug 12$54.66$54.66$0.34160.76$719.66
$680.00$715.00Aug 17$34.59$34.59$0.4184.37$714.59
$712.00$725.00Aug 11$12.83$12.83$0.1775.47$724.83
$685.00$690.00Aug 28$4.88$4.88$0.1240.67$689.88
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$800.00$780.00Aug 14$19.72$19.72$0.2870.43$780.28
$795.00$790.00Aug 28$4.90$4.90$0.1049.00$790.10
$782.00$772.00Aug 5$9.76$9.76$0.2440.67$772.24
$790.00$781.00Aug 10$8.76$8.76$0.2436.50$781.24
$780.00$777.00Aug 14$2.89$2.89$0.1126.27$777.11

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 164 found (avg debit $0.51, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$732.00Aug 3Aug 4$0.05159.9%28.4%
$726.00Aug 3Aug 4$0.06193.9%34.2%
$735.00Aug 3Aug 4$0.06142.8%26.4%
$766.00Aug 3Aug 4$0.0653.9%11.7%
$708.00Aug 4Aug 5$0.0649.0%33.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$743.00Aug 3Aug 4$0.0696.5%19.9%
$744.00Aug 3Aug 4$0.0790.7%19.2%
$765.00Aug 3Aug 4$0.0747.9%11.1%
$770.00Aug 3Aug 4$0.0777.4%14.1%
$794.00Aug 31Sep 4$0.0711.7%12.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,243 found (cheapest 0.06% of stock, avg 4.83%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$758.00Aug 3$0.23$0.20$0.43$757.57$758.430.06%
$759.00Aug 3$0.02$0.99$1.01$757.99$760.010.13%
$757.00Aug 3$1.02$0.02$1.04$755.96$758.040.14%
$756.00Aug 3$1.99$0.01$2.00$754.00$758.000.26%
$760.00Aug 3$0.01$2.00$2.01$757.99$762.010.27%
$755.00Aug 3$2.99$0.01$3.00$752.00$758.000.40%
$761.00Aug 3$0.01$3.04$3.05$757.95$764.050.40%
$758.00Aug 4$1.60$1.57$3.17$754.83$761.170.42%
$759.00Aug 4$1.11$2.08$3.19$755.81$762.190.42%
$757.00Aug 4$2.22$1.17$3.39$753.61$760.390.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 376 found (cheapest 0.01% of stock, avg 1.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$759.00$757.00Aug 3$0.02$0.02$0.04$756.96$759.04
$762.00$753.00Aug 4$0.31$0.44$0.75$752.25$762.75
$762.00$754.00Aug 4$0.31$0.55$0.86$753.14$762.86
$761.00$753.00Aug 4$0.48$0.44$0.92$752.08$761.92
$762.00$755.00Aug 4$0.31$0.69$1.00$754.00$763.00
$761.00$754.00Aug 4$0.48$0.55$1.03$752.97$762.03
$761.00$755.00Aug 4$0.48$0.69$1.17$753.83$762.17
$760.00$753.00Aug 4$0.74$0.44$1.18$751.82$761.18
$762.00$756.00Aug 4$0.31$0.89$1.20$754.80$763.20
$760.00$754.00Aug 4$0.74$0.55$1.29$752.71$761.29

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 123 found (best R:R 40.67, avg credit $3.59)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
730/735745/750Aug 17$4.88$0.1240.67$730.12$749.88
680/685690/699Sep 4$8.76$0.2436.50$676.24$698.76
675/680690/699Sep 4$8.75$0.2535.00$671.25$698.75
715/720725/730Aug 17$4.86$0.1434.71$715.14$729.86
725/730735/740Aug 17$4.85$0.1532.33$725.15$739.85
720/725730/735Aug 17$4.84$0.1630.25$720.16$734.84
675/680685/696Sep 11$10.64$0.3629.56$669.36$695.64
670/675685/696Sep 11$10.63$0.3728.73$664.37$695.63
665/670685/696Sep 11$10.62$0.3827.95$659.38$695.62
715/720730/735Aug 17$4.79$0.2122.81$715.21$734.79

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 312 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$785.00$790.00$795.00Aug 14$0.05$4.9599.00
$800.00$805.00$810.00Aug 28$0.05$4.9599.00
$730.00$735.00$740.00Aug 17$0.06$4.9482.33
$785.00$790.00$795.00Aug 17$0.06$4.9482.33
$630.00$635.00$640.00Aug 21$0.06$4.9482.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$715.00$720.00$725.00Aug 17$0.05$4.9599.00
$720.00$725.00$730.00Aug 17$0.07$4.9370.43
$780.00$785.00$790.00Aug 17$0.07$4.9370.43
$790.00$795.00$800.00Aug 28$0.08$4.9261.50
$725.00$730.00$735.00Aug 17$0.11$4.8944.45

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,211 found (best net $-23.02, 1,204 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$680.001:2Aug 3-$23.02$31.98
$680.00$715.001:2Aug 17-$9.92$25.08
$800.00$820.001:2Aug 12$0.00$20.00
$840.00$860.001:2Aug 12$0.00$20.00
$810.00$830.001:2Aug 13-$0.01$19.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$660.00$640.001:2Aug 13-$0.04$19.96
$800.00$780.001:2Aug 14-$2.59$17.41
$630.00$615.001:2Aug 12-$0.03$14.97
$680.00$665.001:2Aug 17-$0.06$14.94
$645.00$635.001:2Aug 5-$0.01$9.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 352 found (best yield 1.95%, avg 0.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$758.00Sep 11$14.780.520.0%1.95%1.99%6314
$759.00Sep 11$14.190.500.2%1.87%2.05%8325
$760.00Sep 11$13.590.490.3%1.79%2.10%12849
$758.00Sep 4$13.200.510.0%1.74%1.79%229566
$761.00Sep 11$13.000.480.4%1.72%2.16%222
$759.00Sep 4$12.590.500.2%1.66%1.84%410268
$762.00Sep 11$12.430.470.6%1.64%2.21%257
$760.00Sep 4$11.990.480.3%1.58%1.89%604492
$763.00Sep 11$11.870.460.7%1.57%2.27%244
$758.00Aug 31$11.640.510.0%1.54%1.58%1.1K1.3K

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 6,554,810
Total Puts 6,890,279
Put/Call Ratio 1.05
Net Difference -335,469

Prior's Put/Call Breakdown

Total Calls 6,729,568
Total Puts 7,326,108
Put/Call Ratio 1.09
Net Difference -596,540

Prior 7-Day Put/Call Summary

Total Calls 35,203,448
Total Puts 40,241,942
Average Put/Call Ratio 1.15
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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