Tour v494
SPY
State Street SPDR S&P 500 ETF Trust
$773.26 +0.61%
$773.06 (-0.03%)🌙
as of 08/07 06:07 PM
8/7 18:07

Option Volume

Detail
Current (08/07) 12,024,756
Calls: 6,141,701 (51%)
Puts: 5,883,055 (49%)
Prior (08/06) 3,392,281
Calls: 1,523,804 (45%)
Puts: 1,868,477 (55%)
Current vs Prior +254.47%
Calls: +303.05% (Calls)
Puts: +214.86% (Puts)
Prior 7-Day Total 71,816,960
Calls: 36,675,066 (51%)
Puts: 35,141,894 (49%)
Prior 7-Day Average 11,969,493
Calls: 5,239,295 (51%)
Puts: 5,020,270 (49%)
Current vs Prior 7-Day Avg +0.46%
Calls: +17.22%
Puts: +17.19%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/07) $1.20B
Calls: $814.87M (68%)
Puts: $380.44M (32%)
Prior (08/06) $881.60M
Calls: $433.92M (49%)
Puts: $447.68M (51%)
Current vs Prior +35.58%
Calls: +87.79%
Puts: -15.02%
Prior 7-Day Total $12.92B
Calls: $9.11B (71%)
Puts: $3.81B (29%)
Prior 7-Day Average $2.15B
Calls: $1.30B (71%)
Puts: $544.19M (29%)
Current vs Prior 7-Day Avg -44.47%
Calls: -37.36%
Puts: -30.09%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/07) 0.96
Prior (08/06) 1.23
Current vs Prior -21.88%
Prior 7-Day Average 1.02
Current vs Prior 7-Day Avg -5.87%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/07) 11,107,099
Calls: 3,188,484 (29%)
Puts: 7,918,615 (71%)
Prior (08/06) 8,851,729
Calls: 2,486,004 (28%)
Puts: 6,365,725 (72%)
Current vs Prior +25.48%
Prior 7-Day Total 53,784,227
Calls: 15,830,536 (29%)
Puts: 37,953,691 (71%)
Prior 7-Day Average 8,964,037
Calls: 2,638,422 (29%)
Puts: 6,325,615 (71%)
Current vs Prior 7-Day Avg +23.91%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/10)Expiry (08/07) | Next (08/10)Expiry (08/07) | Next (08/14)Expiry (08/17) | Next (09/18)
Current 0.16% | 0.59%0.16% | 0.59%0.16% | 1.25%1.40% | 3.68%
Prior 0.66% | 0.88%0.66% | 0.88%0.66% | 1.44%1.58% | 3.79%
Current vs Prior -10.61% | -12.48%-75.31% | -33.16%-75.31% | -12.86%-11.50% | -2.96%
Prior 7-Day Avg 0.62% | 0.84%0.38% | 0.83%0.77% | 1.59%1.99% | 4.02%
Current vs 7-Day Avg -5.18% | -7.61%-57.67% | -29.23%-78.90% | -21.21%-29.84% | -8.59%
Prior 7-Day Eod 0.21% | 0.62%0.66% | 0.88%0.66% | 1.44%1.58% | 3.79%
Current vs 7-Day Eod +181.38% | +24.07%-75.31% | -33.16%-75.31% | -12.86%-11.50% | -2.96%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 1.20% | 1.52%
Calls: 0.53% | 1.75%
Puts: 1.87% | 1.29%
Prior 1.10% | 2.24%
Calls: 1.76% | 3.49%
Puts: 0.45% | 0.98%
Current vs Prior +9.09% | -32.14%
Prior 7-Day Avg 2.11% | 2.23%
Calls: 2.68% | 3.80%
Puts: 1.45% | 1.23%
Current vs 7-Day Avg -43.13% | -31.79%
Liquidity Good
+
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🤖 AI Insights

Moderately bullish flow with 68% call dollar volume ($814.87M). Unusually high activity with volume up 254% vs prior - elevated interest. P/C ratio dropping 22% - sentiment shifting bullish. Put-heavy open interest (7,918,615 puts vs 3,188,484 calls) suggests hedging or bearish positioning.

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

📈 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 2,670 of results (avg 3.3%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$690.00Aug 2183.7683.92$83.840.2%491.005.8K
$700.00Aug 2173.8173.97$73.890.2%1631.006.2K
$720.00Aug 2153.9754.11$54.040.3%1881.005.3K
$730.00Aug 2144.1344.28$44.210.3%1310.9620.3K
$774.00Sep 411.2211.26$11.240.4%1.3K0.49897
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Aug 143.233.24$3.240.3%14.2K0.405.0K
$720.00Sep 182.862.87$2.870.3%1.8K0.1232.2K
$739.00Sep 184.614.63$4.620.4%990.201.6K
$779.00Sep 1815.6415.71$15.680.4%1160.56179
$752.00Sep 186.676.70$6.690.4%4650.281.8K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 935 found (avg $0.35, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$784.00Aug 100.050.06$0.0616.7%8.8K0.031.6K
$793.00Aug 120.050.06$0.0616.7%2700.0234
$794.00Aug 120.050.06$0.0616.7%2470.0218
$797.00Aug 130.050.06$0.0616.7%6490.0115
$798.00Aug 130.050.06$0.0616.7%8450.014
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$758.00Aug 100.050.06$0.0616.7%15.1K0.027.3K
$748.00Aug 110.050.06$0.0616.7%1970.01327
$749.00Aug 110.050.06$0.0616.7%4620.01468
$736.00Aug 120.050.06$0.0616.7%1090.01212
$737.00Aug 120.050.06$0.0616.7%160.012.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,427 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Aug 7151.33154.57$152.952.1%31.003
$625.00Aug 7146.33149.57$147.952.2%--1.0032
$630.00Aug 7141.33144.57$142.952.3%51.007
$640.00Aug 7131.33134.57$132.952.4%161.0017
$645.00Aug 7126.75129.57$128.162.2%201.0023
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Aug 70.250.27$0.267.7%507.8K1.004.6K
$925.00Aug 10150.43153.67$152.052.1%61.00--
$800.00Aug 725.8427.65$26.746.8%11.001
$801.00Aug 727.2328.63$27.935.0%31.00--
$803.00Aug 729.1930.64$29.924.8%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 3,221 active (total vol 11.9M, top 947.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Aug 70.070.08$0.0812.5%947.9K1.009.7K
$772.00Aug 70.790.97$0.8820.5%703.1K1.0011.3K
$774.00Aug 70.010.02$0.0250.0%691.2K0.069.3K
$775.00Aug 70.000.01$0.01100.0%638.5K0.0129.9K
$771.00Aug 71.761.97$1.8711.2%290.9K1.007.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Aug 70.010.02$0.0250.0%766.0K0.066.2K
$771.00Aug 70.000.01$0.01100.0%660.5K0.027.0K
$770.00Aug 70.000.01$0.01100.0%560.7K0.0112.9K
$773.00Aug 70.250.27$0.267.7%507.8K1.004.6K
$769.00Aug 70.000.01$0.01100.0%347.1K0.018.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 369 strikes (avg 1042.5%, max 3586.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$900.00Aug 7Sep 18612.4%16.6%3586.9%1.8K13.6K
$895.00Aug 7Sep 18591.8%16.1%3583.7%2.0K6.9K
$890.00Aug 7Sep 18570.9%15.8%3503.5%63.5K
$885.00Aug 7Sep 18549.9%15.3%3497.6%--10.1K
$880.00Aug 7Sep 18528.8%15.0%3427.4%--9.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$620.00Aug 7Sep 18873.9%31.3%2687.7%50.5K129.0K
$625.00Aug 7Sep 18844.0%30.7%2650.1%61133.5K
$630.00Aug 7Sep 18814.4%30.0%2613.8%5712.8K
$635.00Aug 7Sep 18784.9%29.3%2575.1%3311.5K
$640.00Aug 7Sep 18755.6%28.6%2537.9%12115.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 895 found (best R:R 49.00, avg 3.08)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$815.00$820.00Aug 31$0.10$4.90$0.1049.00$815.10
$825.00$830.00Sep 11$0.13$4.87$0.1337.46$825.13
$810.00$815.00Aug 28$0.14$4.86$0.1434.71$810.14
$830.00$835.00Sep 18$0.16$4.84$0.1630.25$830.16
$810.00$815.00Aug 31$0.18$4.82$0.1826.78$810.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$757.00$756.00Aug 17$0.10$0.90$0.109.00$756.90
$755.00$754.00Aug 19$0.10$0.90$0.109.00$754.90
$753.00$752.00Aug 20$0.10$0.90$0.109.00$752.90
$745.00$744.00Aug 28$0.10$0.90$0.109.00$744.90
$746.00$745.00Aug 31$0.10$0.90$0.109.00$745.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 1,306 found (best R:R 207.33, avg 3.02)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$640.00$665.00Aug 28$24.88$24.88$0.12207.33$664.88
$635.00$660.00Sep 4$24.79$24.79$0.21118.05$659.79
$724.00$740.00Aug 18$15.80$15.80$0.2079.00$739.80
$670.00$700.00Aug 12$29.61$29.61$0.3975.92$699.61
$710.00$743.00Aug 19$32.55$32.55$0.4572.33$742.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$850.00$803.00Sep 4$46.66$46.66$0.34137.24$803.34
$815.00$800.00Aug 21$14.88$14.88$0.12124.00$800.12
$860.00$811.00Sep 18$48.44$48.44$0.5686.50$811.56
$830.00$807.00Sep 11$22.70$22.70$0.3075.67$807.30
$802.00$796.00Aug 11$5.76$5.76$0.2424.00$796.24

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 206 found (avg debit $0.53, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$758.00Aug 7Aug 10$0.0693.5%10.5%
$783.00Aug 7Aug 10$0.0665.7%8.0%
$782.00Aug 7Aug 10$0.0860.0%7.7%
$759.00Aug 7Aug 10$0.0987.7%10.1%
$750.00Aug 7Aug 10$0.10138.8%13.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$759.00Aug 7Aug 10$0.0687.7%10.1%
$760.00Aug 7Aug 10$0.0881.9%9.9%
$686.00Aug 7Aug 21$0.09493.0%25.3%
$687.00Aug 7Aug 21$0.09487.4%25.0%
$688.00Aug 7Aug 21$0.09481.8%24.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,422 found (cheapest 0.04% of stock, avg 5.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$773.00Aug 7$0.08$0.26$0.34$772.66$773.340.04%
$772.00Aug 7$0.88$0.02$0.90$771.10$772.900.12%
$774.00Aug 7$0.02$1.18$1.20$772.80$775.200.16%
$771.00Aug 7$1.87$0.01$1.88$769.12$772.880.24%
$775.00Aug 7$0.01$2.15$2.16$772.84$777.160.28%
$770.00Aug 7$2.83$0.01$2.84$767.16$772.840.37%
$776.00Aug 7$0.01$3.17$3.18$772.82$779.180.41%
$769.00Aug 7$3.83$0.01$3.84$765.16$772.840.50%
$773.00Aug 10$1.94$2.09$4.03$768.97$777.030.52%
$774.00Aug 10$1.48$2.62$4.10$769.90$778.100.53%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 376 found (cheapest 0.01% of stock, avg 1.47%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$774.00$772.00Aug 7$0.02$0.02$0.04$771.96$774.04
$777.00$768.00Aug 10$0.55$0.62$1.17$766.83$778.17
$777.00$769.00Aug 10$0.55$0.79$1.34$767.66$778.34
$776.00$768.00Aug 10$0.78$0.62$1.40$766.60$777.40
$776.00$769.00Aug 10$0.78$0.79$1.57$767.43$777.57
$777.00$770.00Aug 10$0.55$1.01$1.56$768.44$778.56
$775.00$768.00Aug 10$1.09$0.62$1.71$766.29$776.71
$776.00$770.00Aug 10$0.78$1.01$1.79$768.21$777.79
$775.00$769.00Aug 10$1.09$0.79$1.88$767.12$776.88
$777.00$771.00Aug 10$0.55$1.30$1.85$769.15$778.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 5 found (best R:R 10.76, avg credit $1.45)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
755/756757/759Aug 20$1.83$0.1710.76$754.17$758.83
754/755757/759Aug 20$1.82$0.1810.11$753.18$758.82
752/753757/759Aug 20$1.81$0.199.53$751.19$758.81
754/755762/763Aug 20$0.90$0.109.00$754.10$762.90
752/753762/763Aug 20$0.89$0.118.09$752.11$762.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 346 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$815.00$820.00$825.00Aug 28$0.05$4.9599.00
$825.00$830.00$835.00Sep 18$0.06$4.9482.33
$830.00$835.00$840.00Sep 18$0.06$4.9482.33
$810.00$815.00$820.00Aug 31$0.08$4.9261.50
$670.00$675.00$680.00Aug 7$0.09$4.9154.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$792.00$794.00$796.00Sep 11$0.06$1.9432.33
$773.00$774.00$775.00Aug 7$0.05$0.9519.00
$783.00$784.00$785.00Aug 10$0.05$0.9519.00
$784.00$785.00$786.00Aug 10$0.05$0.9519.00
$770.00$771.00$772.00Aug 12$0.05$0.9519.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,324 found (best net $-0.01, 1,312 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$835.00$880.001:2Aug 18-$0.01$44.99
$890.00$925.001:2Aug 11-$0.01$34.99
$875.00$895.001:2Aug 17$0.00$20.00
$880.00$900.001:2Aug 18$0.00$20.00
$895.00$915.001:2Aug 13-$0.01$19.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$670.00$640.001:2Aug 19-$0.01$29.99
$670.00$650.001:2Aug 18-$0.02$19.98
$830.00$807.001:2Sep 11-$11.65$11.35
$640.00$630.001:2Aug 10-$0.01$9.99
$660.00$650.001:2Aug 13-$0.01$9.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 397 found (best yield 1.86%, avg 0.40%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$774.00Sep 18$14.400.480.1%1.86%1.96%2.1K1.4K
$775.00Sep 18$13.830.470.2%1.79%2.01%2.3K9.4K
$776.00Sep 18$13.260.470.3%1.71%2.07%1.5K1.5K
$774.00Sep 11$12.860.490.1%1.66%1.76%269253
$777.00Sep 18$12.710.460.5%1.64%2.13%2.0K1.9K
$775.00Sep 11$12.280.470.2%1.59%1.81%1.3K823
$778.00Sep 18$12.170.450.6%1.57%2.19%1.9K2.0K
$776.00Sep 11$11.720.470.3%1.52%1.87%230252
$779.00Sep 18$11.650.430.7%1.51%2.25%611.3K
$774.00Sep 4$11.220.490.1%1.45%1.55%1.3K897

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 6,141,701
Total Puts 5,883,055
Put/Call Ratio 0.96
Net Difference 258,646

Prior's Put/Call Breakdown

Total Calls 1,523,804
Total Puts 1,868,477
Put/Call Ratio 1.23
Net Difference -344,673

Prior 7-Day Put/Call Summary

Total Calls 36,675,066
Total Puts 35,141,894
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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