Tour v528
SPY
State Street SPDR S&P 500 ETF Trust
$773.50 +1.55%
$773.29 (-0.03%)🌙
as of 09/21 04:15 PM
9/21 16:15

Option Volume

Detail
Current (09/21 4:15pm) 13,437,065
Calls: 7,351,247 (55%)
Puts: 6,085,818 (45%)
Prior (09/18) 10,010,718
Calls: 4,752,623 (47%)
Puts: 5,258,095 (53%)
Current vs Prior +34.23%
Calls: +54.68% (Calls)
Puts: +15.74% (Puts)
Prior 7-Day Total 84,846,455
Calls: 44,355,759 (52%)
Puts: 40,490,696 (48%)
Prior 7-Day Average 12,120,922
Calls: 6,336,537 (52%)
Puts: 5,784,385 (48%)
Current vs Prior 7-Day Avg +10.86%
Calls: +16.01%
Puts: +5.21%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/21 4:15pm) $2.55B
Calls: $2.10B (82%)
Puts: $447.45M (18%)
Prior (09/18) $1.73B
Calls: $1.38B (80%)
Puts: $350.14M (20%)
Current vs Prior +47.12%
Calls: +52.03%
Puts: +27.79%
Prior 7-Day Total $18.93B
Calls: $14.74B (78%)
Puts: $4.18B (22%)
Prior 7-Day Average $2.70B
Calls: $2.11B (78%)
Puts: $597.80M (22%)
Current vs Prior 7-Day Avg -5.80%
Calls: -0.31%
Puts: -25.15%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21 4:15pm) 0.83
Prior (09/18) 1.11
Current vs Prior -25.17%
Prior 7-Day Average 0.94
Current vs Prior 7-Day Avg -11.85%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/21 4:15pm) 7,298,695
Calls: 2,033,489 (28%)
Puts: 5,265,206 (72%)
Prior (09/18) 11,785,360
Calls: 2,910,748 (25%)
Puts: 8,874,612 (75%)
Current vs Prior -38.07%
Prior 7-Day Total 64,606,313
Calls: 17,229,592 (27%)
Puts: 47,376,721 (73%)
Prior 7-Day Average 9,229,473
Calls: 2,461,370 (27%)
Puts: 6,768,103 (73%)
Current vs Prior 7-Day Avg -20.92%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/21) | Next (09/22)Expiry (09/21) | Next (09/23)Expiry (09/25) | Next (10/02)Expiry (09/21) | Next (10/16)
Current 0.14% | 0.49%0.14% | 0.68%0.99% | 1.62%0.14% | 2.60%
Prior 0.59% | 0.79%0.25% | 0.59%0.25% | 1.22%0.25% | 2.79%
Current vs Prior -17.21% | -13.51%-42.68% | +14.81%+299.15% | +31.93%-42.68% | -6.76%
Prior 7-Day Avg 0.69% | 0.93%0.36% | 0.87%0.68% | 1.51%0.19% | 3.00%
Current vs 7-Day Avg -29.12% | -26.94%-60.75% | -21.49%+44.84% | +7.21%-25.86% | -13.16%
Prior 7-Day Eod 0.59% | 0.79%0.25% | 0.59%0.25% | 1.22%0.25% | 2.79%
Current vs 7-Day Eod -17.21% | -13.51%-42.68% | +14.81%+299.15% | +31.93%-42.68% | -6.76%
Sentiment BULLISHBULLISHBEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 0.52% | 0.95%
Calls: 0.52% | 1.12%
Puts: 0.52% | 0.77%
Prior 0.67% | 0.72%
Calls: 0.66% | 0.52%
Puts: 0.68% | 0.92%
Current vs Prior -22.39% | +31.94%
Prior 7-Day Avg 0.72% | 1.46%
Calls: 0.66% | 0.97%
Puts: 0.78% | 1.96%
Current vs 7-Day Avg -27.78% | -35.08%
Liquidity Excellent
+
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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($2.10B) vs puts ($447.45M). P/C ratio dropping 25% - sentiment shifting bullish. Put-heavy open interest (5,265,206 puts vs 2,033,489 calls) suggests hedging or bearish positioning. Declining open interest (down 38%) indicates positions being closed.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
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
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
16:15BULLISHBULLISHBULLISH
16:10BULLISHBULLISHBULLISH
16:00BULLISHBULLISHBULLISH
15:55BULLISHBULLISHBULLISH
15:50BULLISHBULLISHBULLISH
15:45BULLISHBULLISHBULLISH
15:40BULLISHBULLISHBULLISH
15:35BULLISHBULLISHBULLISH

📈 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 2,285 of results (avg 3.2%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$710.00Sep 2463.4963.61$63.550.2%271.0012
$738.00Sep 2135.3435.41$35.380.2%8441.0022
$719.00Sep 2454.5154.62$54.570.2%21.0011
$715.00Sep 2358.4258.54$58.480.2%161.001
$740.00Sep 2133.3433.41$33.380.2%2.8K1.0042
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$755.00Oct 306.266.27$6.270.2%2.7K0.282.0K
$767.00Oct 237.737.75$7.740.3%3530.40782
$800.00Sep 2426.5926.67$26.630.3%50.99--
$799.00Sep 2425.5925.67$25.630.3%2540.99--
$798.00Sep 2424.5924.67$24.630.3%570.99--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 838 found (avg $0.34, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Sep 210.420.43$0.432.3%718.3K1.003.9K
$782.00Sep 220.080.09$0.0911.1%15.8K0.04486
$781.00Sep 220.120.13$0.137.7%21.5K0.06785
$780.00Sep 220.160.17$0.175.9%54.9K0.081.4K
$783.00Sep 220.060.07$0.0714.3%6.2K0.03425
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Sep 210.060.07$0.0714.3%324.8K0.23--
$774.00Sep 210.660.67$0.671.5%240.4K0.9010
$767.00Sep 220.230.24$0.244.2%41.1K0.10124
$768.00Sep 220.300.31$0.313.2%37.8K0.13148
$765.00Sep 220.140.15$0.156.7%27.9K0.061.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,290 found (avg delta 0.88, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Sep 21151.88155.36$153.622.3%181.00--
$625.00Sep 21146.88149.80$148.342.0%91.00--
$630.00Sep 21141.88144.78$143.332.0%171.00--
$635.00Sep 21136.88139.64$138.262.0%1031.00--
$640.00Sep 21132.02134.93$133.482.2%301.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$825.00Oct 1649.5353.53$51.537.8%11.00--
$830.00Oct 1654.5358.54$56.547.1%11.0021
$850.00Oct 1674.5378.57$76.555.3%21.008
$880.00Oct 16104.53108.63$106.583.8%51.0091
$840.00Oct 3065.0068.55$66.785.3%31.003

Most actively traded options today. High liquidity = easy entry/exit. 2,927 active (total vol 13.4M, top 737.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Sep 210.000.01$0.01100.0%737.5K0.022.2K
$773.00Sep 210.420.43$0.432.3%718.3K1.003.9K
$774.00Sep 210.020.03$0.0333.3%685.9K0.113.0K
$772.00Sep 211.361.42$1.394.3%594.0K1.003.6K
$770.00Sep 213.353.42$3.392.1%559.2K1.0029.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Sep 210.000.01$0.01100.0%450.2K0.01828
$768.00Sep 210.000.01$0.01100.0%424.3K0.01334
$772.00Sep 210.010.02$0.0250.0%395.7K0.05119
$769.00Sep 210.000.01$0.01100.0%391.4K0.01318
$767.00Sep 210.000.01$0.01100.0%368.1K0.01636

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 685 found (best R:R 0.53, avg 3.51)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$755.00$756.00Oct 1$0.11$0.89$0.1187%8.09$755.11
$756.00$757.00Sep 30$0.12$0.88$0.1287%7.33$756.12
$737.00$740.00Oct 23$1.88$1.12$1.8886%0.60$738.88
$762.00$763.00Sep 30$0.13$0.87$0.1379%6.69$762.13
$757.00$758.00Oct 2$0.18$0.82$0.1883%4.56$757.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$790.00$785.00Oct 5$3.26$1.74$3.2685%0.53$786.74
$800.00$799.00Oct 16$0.15$0.85$0.1586%5.67$799.85
$795.00$794.00Oct 30$0.15$0.85$0.1574%5.67$794.85
$793.00$792.00Oct 16$0.22$0.78$0.2279%3.55$792.78
$782.00$781.00Sep 30$0.23$0.77$0.2375%3.35$781.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 475 found (best R:R 0.83, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$780.00Oct 5$2.27$2.27$2.7353%0.83$777.27
$780.00$785.00Oct 5$1.59$1.59$3.4165%0.47$781.59
$785.00$790.00Oct 5$0.99$0.99$4.0176%0.25$785.99
$775.00$776.00Oct 30$0.59$0.59$0.4151%1.44$775.59
$775.00$776.00Oct 23$0.58$0.58$0.4252%1.38$775.58
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$773.00$772.00Sep 22$0.40$0.40$0.6054%0.67$772.60
$770.00$769.00Sep 22$0.15$0.15$0.8578%0.18$769.85
$771.00$770.00Sep 23$0.28$0.28$0.7265%0.39$770.72
$773.00$772.00Sep 23$0.41$0.41$0.5952%0.69$772.59
$772.00$771.00Sep 23$0.34$0.34$0.6659%0.52$771.66

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,140 found (cheapest 0.06% of stock, avg 3.81%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$773.00Sep 21$0.43$0.07$0.50$772.50$773.500.06%
$774.00Sep 21$0.03$0.67$0.70$773.30$774.700.09%
$772.00Sep 21$1.39$0.02$1.41$770.59$773.410.18%
$775.00Sep 21$0.01$1.63$1.64$773.36$776.640.21%
$771.00Sep 21$2.38$0.02$2.40$768.60$773.400.31%
$776.00Sep 21$0.01$2.63$2.64$773.36$778.640.34%
$773.00Sep 22$1.86$1.44$3.30$769.70$776.300.43%
$774.00Sep 22$1.36$1.94$3.30$770.70$777.300.43%
$770.00Sep 21$3.39$0.01$3.40$766.60$773.400.44%
$772.00Sep 22$2.47$1.04$3.51$768.49$775.510.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 351 found (cheapest 0.01% of stock, avg 1.22%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$774.00$773.00Sep 21$0.03$0.07$0.10$772.90$774.10
$778.00$769.00Sep 22$0.34$0.41$0.75$768.25$778.75
$777.00$769.00Sep 22$0.48$0.41$0.89$768.11$777.89
$778.00$770.00Sep 22$0.34$0.56$0.90$769.10$778.90
$777.00$770.00Sep 22$0.48$0.56$1.04$768.96$778.04
$776.00$769.00Sep 22$0.69$0.41$1.10$767.90$777.10
$778.00$771.00Sep 22$0.34$0.76$1.10$769.90$779.10
$776.00$770.00Sep 22$0.69$0.56$1.25$768.75$777.25
$777.00$771.00Sep 22$0.48$0.76$1.24$769.76$778.24
$776.00$771.00Sep 22$0.69$0.76$1.45$769.55$777.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 392 found (best R:R 0.92, avg credit $0.49)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
750/751782/783Oct 9$0.48$0.5250%0.92$750.52$782.48
750/751783/784Oct 9$0.46$0.5452%0.85$750.54$783.46
753/754782/783Oct 9$0.49$0.5147%0.96$753.51$782.49
755/756782/783Oct 9$0.51$0.4945%1.04$755.49$782.51
756/757781/782Oct 2$0.44$0.5652%0.79$756.56$781.44
752/753782/783Oct 9$0.48$0.5248%0.92$752.52$782.48
753/754783/784Oct 9$0.47$0.5349%0.89$753.53$783.47
755/756783/784Oct 9$0.49$0.5147%0.96$755.51$783.49
751/752782/783Oct 9$0.47$0.5349%0.89$751.53$782.47
752/753783/784Oct 9$0.46$0.5450%0.85$752.54$783.46

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 328 found (best R:R 1.63, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$773.00$774.00$775.00Sep 21$0.38$0.6298%1.63
$760.00$765.00$770.00Oct 5$0.36$4.6419%12.89
$772.00$773.00$774.00Sep 21$0.56$0.4489%0.79
$765.00$770.00$775.00Oct 5$0.51$4.4923%8.80
$772.00$773.00$774.00Sep 23$0.06$0.9414%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$773.00$774.00$775.00Sep 21$0.36$0.6475%1.78
$772.00$773.00$774.00Sep 21$0.55$0.4585%0.82
$750.00$755.00$760.00Oct 5$0.20$4.8010%24.00
$771.00$772.00$773.00Sep 21$0.05$0.9520%19.00
$745.00$750.00$755.00Oct 5$0.13$4.877%37.46

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,156 found (best net $-16.53, 1,150 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$710.00$734.001:2Sep 29-$16.51$7.49
$780.00$785.001:2Oct 5-$0.67$4.33
$771.00$772.001:2Sep 21-$0.40$0.60
$785.00$790.001:2Oct 5-$0.28$4.72
$750.00$760.001:2Oct 5-$8.11$1.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$900.00$845.001:2Sep 21-$16.53$38.47
$865.00$830.001:2Sep 24-$21.39$13.61
$835.00$810.001:2Oct 2-$11.50$13.50
$840.00$817.001:2Oct 30-$20.48$2.52
$776.00$775.001:2Sep 21-$0.63$0.37

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 338 found (best yield 1.88%, avg 0.38%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$774.00Oct 30$14.520.500.1%1.88%1.94%636575
$775.00Oct 30$13.930.490.2%1.80%1.99%1.1K5.4K
$776.00Oct 30$13.330.470.3%1.72%2.05%7321.3K
$777.00Oct 30$12.760.470.5%1.65%2.10%1.4K789
$778.00Oct 30$12.200.460.6%1.58%2.16%649883
$779.00Oct 30$11.660.450.7%1.51%2.22%633417
$780.00Oct 30$11.140.440.8%1.44%2.28%1.0K7.4K
$781.00Oct 30$10.620.431.0%1.37%2.34%246759
$782.00Oct 30$10.120.411.1%1.31%2.41%733766
$783.00Oct 30$9.640.401.2%1.25%2.47%32421.3K

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 7,351,247
Total Puts 6,085,818
Put/Call Ratio 0.83
Net Difference 1,265,429

Prior's Put/Call Breakdown

Total Calls 4,752,623
Total Puts 5,258,095
Put/Call Ratio 1.11
Net Difference -505,472

Prior 7-Day Put/Call Summary

Total Calls 44,355,759
Total Puts 40,490,696
Average Put/Call Ratio 0.94
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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