Tour v528
SPY
State Street SPDR S&P 500 ETF Trust
$774.49 +0.13%
9/22 09:45

Option Volume

Detail
Current (09/22 9:45am) 830,047
Calls: 453,777 (55%)
Puts: 376,270 (45%)
Prior (09/18) 609,308
Calls: 273,656 (45%)
Puts: 335,652 (55%)
Current vs Prior +36.23%
Calls: +65.82% (Calls)
Puts: +12.10% (Puts)
Prior 7-Day Total 46,812,298
Calls: 23,370,664 (50%)
Puts: 23,441,634 (50%)
Prior 7-Day Average 7,802,049
Calls: 3,338,666 (50%)
Puts: 3,348,804 (50%)
Current vs Prior 7-Day Avg -89.36%
Calls: -86.41%
Puts: -88.76%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/22 9:45am) $107.65M
Calls: $64.83M (60%)
Puts: $42.82M (40%)
Prior (09/18) $69.71M
Calls: $29.03M (42%)
Puts: $40.68M (58%)
Current vs Prior +54.42%
Calls: +123.32%
Puts: +5.25%
Prior 7-Day Total $11.08B
Calls: $8.06B (73%)
Puts: $3.02B (27%)
Prior 7-Day Average $1.85B
Calls: $1.15B (73%)
Puts: $431.22M (27%)
Current vs Prior 7-Day Avg -94.17%
Calls: -94.37%
Puts: -90.07%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/22 9:45am) 0.83
Prior (09/18) 1.23
Current vs Prior -32.40%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg -11.22%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/22 9:45am) 7,894,591
Calls: 2,254,221 (29%)
Puts: 5,640,370 (71%)
Prior (09/18) 11,785,360
Calls: 2,910,748 (25%)
Puts: 8,874,612 (75%)
Current vs Prior -33.01%
Prior 7-Day Total 58,499,410
Calls: 15,637,567 (27%)
Puts: 42,861,843 (73%)
Prior 7-Day Average 9,749,901
Calls: 2,606,261 (27%)
Puts: 7,143,640 (73%)
Current vs Prior 7-Day Avg -19.03%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/22) | Next (09/23)Expiry (09/23) | Next (09/25)Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 0.36% | 0.58%0.58% | 0.90%0.90% | 1.54%2.51% | 4.84%
Prior 0.49% | 0.68%0.14% | 0.68%0.99% | 1.62%0.14% | 2.60%
Current vs Prior -26.41% | -14.91%+307.74% | +32.66%-8.73% | -4.68%+1667.93% | +86.15%
Prior 7-Day Avg 0.64% | 0.87%0.31% | 0.82%0.76% | 1.53%0.18% | 2.90%
Current vs 7-Day Avg -43.74% | -33.34%+88.68% | +10.06%+18.87% | +0.38%+1301.34% | +67.16%
Prior 7-Day Eod 0.49% | 0.68%0.14% | 0.68%0.99% | 1.62%0.14% | 2.60%
Current vs 7-Day Eod -26.41% | -14.91%+307.74% | +32.66%-8.73% | -4.68%+1667.93% | +86.15%
Sentiment BULLISHBEARISHBULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 0.71% | 0.45%
Calls: 0.71% | 0.44%
Puts: 0.71% | 0.45%
Prior 0.52% | 0.95%
Calls: 0.52% | 1.12%
Puts: 0.52% | 0.77%
Current vs Prior +36.54% | -52.63%
Prior 7-Day Avg 0.65% | 1.33%
Calls: 0.61% | 1.01%
Puts: 0.69% | 1.66%
Current vs 7-Day Avg +8.67% | -66.29%
Liquidity Excellent
+
Add Card

🤖 AI Insights

Moderately bullish flow with 60% call dollar volume ($64.83M). Elevated premium activity with dollar volume up 54% vs prior. P/C ratio dropping 32% - sentiment shifting bullish. Put-heavy open interest (5,640,370 puts vs 2,254,221 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow BULLISH
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
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
09:45BULLISHBULLISHBULLISH
09:40BULLISHBULLISHBULLISH
09:35BULLISHBULLISHBULLISH

📈 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 2,229 of results (avg 2.4%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$752.00Sep 2422.6922.72$22.710.1%601.00318
$620.00Sep 22154.45154.66$154.560.1%11.00--
$793.00Oct 305.825.83$5.830.2%--0.29669
$723.00Sep 2551.8251.91$51.860.2%--0.9970
$724.00Sep 2550.8250.91$50.860.2%--0.9935
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$920.00Sep 22145.35145.55$145.450.1%31.00--
$780.00Sep 225.595.60$5.600.2%9850.93581
$775.00Sep 304.744.75$4.750.2%4830.5212.3K
$779.00Sep 224.634.64$4.640.2%1.1K0.91374
$870.00Sep 2295.3595.56$95.460.2%11.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 841 found (avg $0.34, cheapest $0.14)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Sep 220.130.14$0.147.1%15.3K0.096.5K
$778.00Sep 220.200.21$0.214.8%20.8K0.138.0K
$780.00Sep 220.090.10$0.1010.0%37.0K0.0614.0K
$777.00Sep 220.320.33$0.333.0%36.8K0.208.5K
$781.00Sep 220.070.08$0.0812.5%15.5K0.055.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$771.00Sep 220.200.21$0.214.8%25.7K0.136.8K
$768.00Sep 220.060.07$0.0714.3%9.4K0.049.0K
$770.00Sep 220.130.14$0.147.1%23.2K0.0813.8K
$769.00Sep 220.090.10$0.1010.0%22.9K0.068.5K
$767.00Sep 220.050.06$0.0616.7%2.9K0.039.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,002 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Sep 22154.45154.66$154.560.1%11.00--
$625.00Sep 22149.45149.78$149.620.2%11.00--
$695.00Sep 2378.3280.91$79.613.3%--1.0012
$700.00Sep 2373.2175.97$74.593.7%101.0094
$705.00Sep 2368.2470.97$69.603.9%--1.0095
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$784.00Sep 229.539.59$9.560.6%261.0045
$785.00Sep 2210.5010.59$10.550.9%191.0040
$786.00Sep 2211.5211.58$11.550.5%531.00--
$787.00Sep 2212.5112.58$12.550.6%31.00--
$788.00Sep 2213.5113.57$13.540.4%521.00--

Most actively traded options today. High liquidity = easy entry/exit. 1,731 active (total vol 829.1K, top 63.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Sep 220.890.90$0.901.1%63.2K0.4327.1K
$776.00Sep 220.540.55$0.551.8%46.2K0.3011.4K
$780.00Sep 220.090.10$0.1010.0%37.0K0.0614.0K
$777.00Sep 220.320.33$0.333.0%36.8K0.208.5K
$774.00Sep 221.391.40$1.400.7%36.5K0.5711.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Sep 220.910.92$0.921.1%33.5K0.436.5K
$771.00Sep 220.200.21$0.214.8%25.7K0.136.8K
$770.00Sep 220.130.14$0.147.1%23.2K0.0813.8K
$769.00Sep 220.090.10$0.1010.0%22.9K0.068.5K
$773.00Sep 220.560.57$0.561.8%20.2K0.309.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 20.3%, max 26.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$777.00Sep 22Oct 3014.0%11.1%26.2%36.9K9.2K
$776.00Sep 22Oct 3013.6%11.2%21.5%46.2K12.8K
$772.00Sep 22Oct 3014.0%11.7%19.9%4.0K9.8K
$775.00Sep 22Oct 3013.5%11.3%19.1%63.2K32.5K
$773.00Sep 22Oct 3013.7%11.5%18.6%9.1K9.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$777.00Sep 22Oct 3014.0%11.1%26.2%1.7K2.0K
$776.00Sep 22Oct 3013.6%11.2%21.5%8.0K1.5K
$772.00Sep 22Oct 3014.0%11.7%19.9%16.2K11.9K
$775.00Sep 22Oct 3013.5%11.3%19.1%17.7K4.9K
$773.00Sep 22Oct 3013.7%11.5%18.6%20.2K9.7K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 644 found (best R:R 3.55, avg 3.81)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$743.00$744.00Oct 30$0.22$0.78$0.2281%3.55$743.22
$746.00$747.00Oct 16$0.28$0.72$0.2885%2.57$746.28
$749.00$750.00Oct 30$0.21$0.79$0.2177%3.76$749.21
$746.00$747.00Oct 23$0.26$0.74$0.2682%2.85$746.26
$740.00$741.00Oct 2$0.47$0.53$0.4795%1.13$740.47
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$775.00$770.00Oct 6$1.88$3.12$1.8851%1.66$773.12
$770.00$765.00Oct 6$1.29$3.71$1.2938%2.88$768.71
$765.00$760.00Oct 6$0.85$4.15$0.8528%4.88$764.15
$760.00$755.00Oct 6$0.57$4.43$0.5721%7.77$759.43
$774.00$770.00Oct 5$1.45$2.55$1.4548%1.76$772.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 479 found (best R:R 0.96, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$780.00Oct 6$2.45$2.45$2.5551%0.96$777.45
$780.00$785.00Oct 6$1.72$1.72$3.2862%0.52$781.72
$785.00$790.00Oct 6$1.11$1.11$3.8974%0.29$786.11
$776.00$777.00Oct 30$0.59$0.59$0.4151%1.44$776.59
$776.00$777.00Oct 23$0.58$0.58$0.4252%1.38$776.58
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$774.00$773.00Sep 22$0.36$0.36$0.6457%0.56$773.64
$772.00$771.00Sep 22$0.14$0.14$0.8680%0.16$771.86
$773.00$772.00Sep 22$0.21$0.21$0.7970%0.27$772.79
$773.00$772.00Sep 23$0.32$0.32$0.6862%0.47$772.68
$774.00$773.00Sep 23$0.40$0.40$0.6054%0.67$773.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.81, cheapest $0.78)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$773.00Sep 22Sep 23$0.8113.7%10.8%
$774.00Sep 22Sep 23$0.8613.4%10.6%
$776.00Sep 22Sep 23$0.7813.6%11.0%
$775.00Sep 22Sep 23$0.8513.5%11.1%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$773.00Sep 22Sep 23$0.7813.7%10.8%
$774.00Sep 22Sep 23$0.8213.4%10.6%
$776.00Sep 22Sep 23$0.7513.6%11.1%
$775.00Sep 22Sep 23$0.8313.5%11.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 918 found (cheapest 0.30% of stock, avg 3.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$774.00Sep 22$1.40$0.92$2.32$771.68$776.320.30%
$775.00Sep 22$0.90$1.40$2.30$772.70$777.300.30%
$773.00Sep 22$2.05$0.56$2.61$770.39$775.610.34%
$776.00Sep 22$0.55$2.05$2.60$773.40$778.600.34%
$772.00Sep 22$2.83$0.35$3.18$768.82$775.180.41%
$777.00Sep 22$0.33$2.84$3.17$773.83$780.170.41%
$771.00Sep 22$3.70$0.21$3.91$767.09$774.910.50%
$778.00Sep 22$0.21$3.72$3.93$774.07$781.930.51%
$775.00Sep 23$1.75$2.23$3.98$771.02$778.980.51%
$774.00Sep 23$2.26$1.74$4.00$770.00$778.000.52%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 375 found (cheapest 0.04% of stock, avg 1.16%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$779.00$770.00Sep 22$0.14$0.14$0.28$769.72$779.28
$778.00$771.00Sep 22$0.21$0.21$0.42$770.58$778.42
$779.00$771.00Sep 22$0.14$0.21$0.35$770.65$779.35
$778.00$770.00Sep 22$0.21$0.14$0.35$769.65$778.35
$779.00$772.00Sep 22$0.14$0.35$0.49$771.51$779.49
$777.00$770.00Sep 22$0.33$0.14$0.47$769.53$777.47
$777.00$771.00Sep 22$0.33$0.21$0.54$770.46$777.54
$778.00$772.00Sep 22$0.21$0.35$0.56$771.44$778.56
$777.00$772.00Sep 22$0.33$0.35$0.68$771.32$777.68
$779.00$773.00Sep 22$0.14$0.56$0.70$772.30$779.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 377 found (best R:R 0.82, avg credit $0.47)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
756/757781/782Oct 2$0.45$0.5552%0.82$756.55$781.45
753/754783/784Oct 9$0.48$0.5249%0.92$753.52$783.48
754/755783/784Oct 9$0.48$0.5248%0.92$754.52$783.48
755/756783/784Oct 9$0.49$0.5147%0.96$755.51$783.49
757/758783/784Oct 9$0.51$0.4945%1.04$757.49$783.51
759/760781/782Oct 2$0.47$0.5349%0.89$759.53$781.47
760/761783/784Oct 9$0.54$0.4642%1.17$760.46$783.54
756/757781/782Oct 5$0.46$0.5449%0.85$756.54$781.46
756/757784/785Oct 2$0.36$0.6459%0.56$756.64$784.36
756/757783/784Oct 9$0.49$0.5146%0.96$756.51$783.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 254 found (best R:R 28.41, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Oct 5$0.44$4.5618%10.36
$770.00$772.00$774.00Oct 5$0.10$1.9010%19.00
$800.00$805.00$810.00Oct 6$0.09$4.914%54.56
$777.00$778.00$779.00Sep 22$0.05$0.9511%19.00
$773.00$774.00$775.00Sep 22$0.15$0.8527%5.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Oct 6$0.17$4.839%28.41
$755.00$760.00$765.00Oct 6$0.28$4.7213%16.86
$740.00$745.00$750.00Oct 6$0.07$4.935%70.43
$765.00$770.00$775.00Oct 6$0.59$4.4123%7.47
$760.00$765.00$770.00Oct 6$0.44$4.5618%10.36

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,134 found (best net $-9.48, 1,130 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$695.001:2Sep 22-$9.48$60.52
$650.00$695.001:2Oct 2-$35.89$9.11
$710.00$734.001:2Sep 29-$16.49$7.51
$760.00$770.001:2Oct 6-$1.50$8.50
$780.00$785.001:2Oct 6-$0.89$4.11
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$880.00$830.001:2Oct 16-$5.17$44.83
$840.00$810.001:2Oct 30-$5.32$24.68
$800.00$788.001:2Sep 30-$2.47$9.53
$790.00$780.001:2Oct 5-$0.96$9.04
$796.00$786.001:2Oct 2-$3.24$6.76

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 345 found (best yield 1.84%, avg 0.37%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$775.00Oct 30$14.250.500.1%1.84%1.91%215.4K
$776.00Oct 30$13.690.490.2%1.77%1.96%521.3K
$777.00Oct 30$13.100.470.3%1.69%2.02%132734
$778.00Oct 30$12.530.470.5%1.62%2.07%181.1K
$779.00Oct 30$11.970.460.6%1.55%2.13%26673
$780.00Oct 30$11.430.450.7%1.48%2.19%2027.5K
$781.00Oct 30$10.910.440.8%1.41%2.25%17882
$782.00Oct 30$10.400.421.0%1.34%2.31%22914
$783.00Oct 30$9.900.411.1%1.28%2.38%3021.4K
$784.00Oct 30$9.430.401.2%1.22%2.45%25360

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 453,777
Total Puts 376,270
Put/Call Ratio 0.83
Net Difference 77,507

Prior's Put/Call Breakdown

Total Calls 273,656
Total Puts 335,652
Put/Call Ratio 1.23
Net Difference -61,996

Prior 7-Day Put/Call Summary

Total Calls 23,370,664
Total Puts 23,441,634
Average Put/Call Ratio 0.93
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All