Tour
v414
SPY
State Street SPDR S&P 500 ETF Trust
$739.75
+0.11%
Option Volume
Detail
Current (07/27 11:05am)
5,022,700
Calls:
2,404,995
(48%)
Puts:
2,617,705
(52%)
Prior (07/24)
3,322,566
Calls:
1,490,935
(45%)
Puts:
1,831,631
(55%)
Current vs Prior
+51.17%
Calls:
+61.31%
(Calls)
Puts:
+42.92%
(Puts)
Prior 7-Day Total
38,454,410
Calls:
17,566,296
(46%)
Puts:
20,888,114
(54%)
Prior 7-Day Average
5,493,487
Calls:
2,509,470
(46%)
Puts:
2,984,016
(54%)
Current vs Prior 7-Day Avg
-8.57%
Calls:
-4.16%
Puts:
-12.28%
Sentiment
BEARISH
Dollar Volume
Detail
Current (07/27 11:05am)
$871.03M
Calls:
$290.94M
(33%)
Puts:
$580.09M
(67%)
Prior (07/24)
$488.42M
Calls:
$209.71M
(43%)
Puts:
$278.72M
(57%)
Current vs Prior
+78.34%
Calls:
+38.74%
Puts:
+108.13%
Prior 7-Day Total
$7.18B
Calls:
$1.59B
(22%)
Puts:
$5.59B
(78%)
Prior 7-Day Average
$1.03B
Calls:
$227.02M
(22%)
Puts:
$799.04M
(78%)
Current vs Prior 7-Day Avg
-15.11%
Calls:
+28.16%
Puts:
-27.40%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (07/27 11:05am)
1.09
Prior (07/24)
1.23
Current vs Prior
-11.40%
Prior 7-Day Average
1.17
Current vs Prior 7-Day Avg
-7.31%
Sentiment
BEARISH
Open Interest
Detail
Current (07/27 11:05am)
7,554,153
Calls:
2,204,257
(29%)
Puts:
5,349,896
(71%)
Prior (07/24)
7,935,049
Calls:
2,382,267
(30%)
Puts:
5,552,782
(70%)
Current vs Prior
-4.80%
Prior 7-Day Total
53,259,967
Calls:
15,607,809
(29%)
Puts:
37,652,158
(71%)
Prior 7-Day Average
7,608,566
Calls:
2,229,687
(29%)
Puts:
5,378,879
(71%)
Current vs Prior 7-Day Avg
-0.72%
Sentiment
BULLISH
Expected Move
Detail
Expiry (07/27) | Next (07/28)Expiry (07/27) | Next (07/29)Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current
0.49% | 0.82%0.49% | 1.19%1.71% | 2.36%3.34% | 4.87%
Prior
0.79% | 1.03%0.16% | 0.79%0.16% | 1.86%3.48% | 5.01%
Current vs Prior
-37.29% | -20.50%+215.16% | +50.43%+991.78% | +26.86%-4.08% | -2.83%
Prior 7-Day Avg
0.79% | 1.03%0.16% | 0.79%0.16% | 1.86%3.48% | 5.01%
Current vs 7-Day Avg
-37.29% | -20.50%+215.16% | +50.43%+991.78% | +26.86%-4.08% | -2.83%
Prior 7-Day Eod
0.79% | 1.03%0.79% | 1.36%1.86% | 2.49%3.48% | 5.01%
Current vs 7-Day Eod
-37.29% | -20.50%-37.29% | -12.56%-7.81% | -5.22%-4.08% | -2.83%
Sentiment
BULLISHBEARISHBEARISHBULLISH
Relative Spread
Detail
Expiry | Next
Current
0.55% | 0.81%
Calls:
0.50% | 0.92%
Puts:
0.60% | 0.71%
Prior
1.02% | 0.66%
Calls:
0.98% | 0.50%
Puts:
1.05% | 0.82%
Current vs Prior
-46.08% | +22.73%
Prior 7-Day Avg
1.02% | 0.66%
Calls:
0.98% | 0.50%
Puts:
1.05% | 0.82%
Current vs 7-Day Avg
-46.08% | +22.73%
Liquidity
Excellent
Add Card
AI Insights
Moderately bearish flow with 67% put dollar volume ($580.09M). Elevated premium activity with dollar volume up 78% vs prior. Above-average activity with volume up 51% vs prior. Slightly bearish P/C ratio of 1.09.
Smart Money
BEARISH
Retail Flow
NEUTRAL
Overall
BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current
BEARISH
Prior
BEARISH
7-Day Avg
BEARISH
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
Sentiment Timeline (Today)
| Time | Smart Money | Retail | Overall |
|---|---|---|---|
| 11:05 | BEARISH | NEUTRAL | BEARISH |
| 11:00 | BEARISH | BEARISH | BEARISH |
| 10:55 | BEARISH | BEARISH | BEARISH |
| 10:50 | BEARISH | BEARISH | BEARISH |
| 10:45 | BEARISH | BEARISH | BEARISH |
| 10:40 | BEARISH | BEARISH | BEARISH |
| 10:35 | BEARISH | BEARISH | BEARISH |
| 10:30 | BEARISH | BEARISH | BEARISH |
| 10:25 | BEARISH | BEARISH | BEARISH |
| 10:20 | BEARISH | BEARISH | BEARISH |
| 10:15 | BEARISH | BEARISH | BEARISH |
| 10:10 | BEARISH | BEARISH | BEARISH |
| 10:05 | BEARISH | BEARISH | BEARISH |
| 10:00 | BEARISH | BEARISH | BEARISH |
| 09:55 | BEARISH | BEARISH | BEARISH |
| 09:50 | BEARISH | BEARISH | BEARISH |
| 09:45 | BEARISH | BEARISH | BEARISH |
| 09:40 | BULLISH | NEUTRAL | MIXED |
| 09:35 | BULLISH | NEUTRAL | MIXED |
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
2,404,995
Total Puts
2,617,705
Put/Call Ratio
1.09
Net Difference
-212,710
Prior's Put/Call Breakdown
Total Calls
1,490,935
Total Puts
1,831,631
Put/Call Ratio
1.23
Net Difference
-340,696
Prior 7-Day Put/Call Summary
Total Calls
17,566,296
Total Puts
20,888,114
Average Put/Call Ratio
1.17
Ratio Trend
Falling
Daily Put/Call History (Last 7 Days)
| Date | Calls | Puts | Ratio | Net Diff |
|---|---|---|---|---|
| Loading data... | ||||
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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