Options Analytics

Unusual Options Activity

Rank delayed options flow by conviction and confidence. Best used as a watchlist generator, not a tape-reading substitute.

Grid List

Term Structure Sentiment (Weighted)

0-3 Days (Micro)
BULLISH
$80,459,890 Total Flow
75.2% Bull 24.8% Bear
4-14 Days (Swing)
BULLISH
$140,346,585 Total Flow
88.7% Bull 11.3% Bear
15+ Days (Macro)
BULLISH
$210,295,381 Total Flow
77.0% Bull 23.0% Bear
SPY 770.0 PUT Put Hedge Candidate
2026-09-01 · 1 DTE
S 96 C 92 HIGH
Premium
$2,769,384
Delta Notional
$427,437,458
Volume / OI
10,034 / 1,082
V/OI Ratio
9.27x
Exec Price / IV
$2.76 / 7.28%
Spread
2.2%
ASK BEARISH
SPY 775.0 CALL Directional Flow
2026-09-04 · 4 DTE
S 94 C 95 HIGH
Premium
$2,990,886
Delta Notional
$388,928,344
Volume / OI
17,189 / 3,690
V/OI Ratio
4.66x
Exec Price / IV
$1.74 / 8.80%
Spread
1.2%
ASK BULLISH
SPY 778.0 CALL Directional Flow
2026-09-04 · 4 DTE
S 94 C 94 HIGH
Premium
$2,821,128
Delta Notional
$433,856,068
Volume / OI
30,012 / 5,762
V/OI Ratio
5.21x
Exec Price / IV
$0.94 / 8.50%
Spread
2.2%
ASK BULLISH
SPY 769.0 PUT Premium Sale
2026-09-01 · 1 DTE
S 96 C 91 HIGH
Premium
$1,552,275
Delta Notional
$257,478,741
Volume / OI
6,899 / 738
V/OI Ratio
9.35x
Exec Price / IV
$2.25 / 7.52%
Spread
2.2%
BID BULLISH
SPY 770.0 CALL Directional Flow
2026-09-01 · 1 DTE
S 94 C 93 HIGH
Premium
$2,111,294
Delta Notional
$358,218,646
Volume / OI
10,249 / 2,549
V/OI Ratio
4.02x
Exec Price / IV
$2.06 / 7.30%
Spread
2.5%
ASK BULLISH
SPY 770.0 PUT Premium Sale
2026-09-04 · 4 DTE
S 93 C 96 HIGH
Premium
$12,080,040
Delta Notional
$1,158,403,140
Volume / OI
28,762 / 8,242
V/OI Ratio
3.49x
Exec Price / IV
$4.20 / 9.40%
Spread
0.9%
BID BULLISH
SPY 750.0 PUT Premium Sale
2026-09-25 · 25 DTE
S 94 C 94 HIGH
Premium
$3,519,546
Delta Notional
$155,869,125
Volume / OI
8,166 / 1,282
V/OI Ratio
6.37x
Exec Price / IV
$4.31 / 13.66%
Spread
0.9%
BID BULLISH
SPY 770.0 CALL Directional Flow
2026-09-02 · 2 DTE
S 94 C 93 HIGH
Premium
$1,915,056
Delta Notional
$261,184,477
Volume / OI
7,254 / 1,858
V/OI Ratio
3.90x
Exec Price / IV
$2.64 / 8.14%
Spread
2.3%
ASK BULLISH
SPY 768.0 PUT Premium Sale
2026-09-01 · 1 DTE
S 95 C 91 HIGH
Premium
$1,036,578
Delta Notional
$180,207,305
Volume / OI
5,573 / 884
V/OI Ratio
6.30x
Exec Price / IV
$1.86 / 7.70%
Spread
2.6%
BID BULLISH
SPY 771.0 CALL Directional Flow
2026-09-01 · 1 DTE
S 95 C 91 HIGH
Premium
$805,567
Delta Notional
$152,295,895
Volume / OI
5,131 / 1,005
V/OI Ratio
5.11x
Exec Price / IV
$1.57 / 7.14%
Spread
2.6%
ASK BULLISH
SPY 765.0 PUT Premium Sale
2026-09-01 · 1 DTE
S 95 C 90 HIGH
Premium
$1,096,023
Delta Notional
$212,852,987
Volume / OI
10,641 / 1,526
V/OI Ratio
6.97x
Exec Price / IV
$1.03 / 8.29%
Spread
3.8%
BID BULLISH
SPY 753.0 PUT Premium Sale
2026-09-04 · 4 DTE
S 95 C 90 HIGH
Premium
$298,245
Delta Notional
$38,735,080
Volume / OI
5,055 / 1,214
V/OI Ratio
4.16x
Exec Price / IV
$0.59 / 12.32%
Spread
3.3%
BID BULLISH
SPY 775.0 CALL Premium Sale
2026-09-01 · 1 DTE
S 95 C 88 HIGH
Premium
$889,720
Delta Notional
$249,844,720
Volume / OI
22,243 / 2,050
V/OI Ratio
10.85x
Exec Price / IV
$0.40 / 6.60%
Spread
5.1%
BID BEARISH
SPY 771.0 PUT Premium Sale
2026-09-01 · 1 DTE
S 96 C 88 HIGH
Premium
$1,814,475
Delta Notional
$268,025,538
Volume / OI
5,583 / 441
V/OI Ratio
12.66x
Exec Price / IV
$3.25 / 7.16%
Spread
3.3%
BID BULLISH
SPY 773.0 CALL Directional Flow
2026-09-04 · 4 DTE
S 92 C 94 HIGH
Premium
$1,249,482
Delta Notional
$144,309,164
Volume / OI
5,018 / 1,356
V/OI Ratio
3.70x
Exec Price / IV
$2.49 / 9.02%
Spread
0.8%
ASK BULLISH
SPY 769.0 CALL Directional Flow
2026-09-04 · 4 DTE
S 92 C 95 HIGH
Premium
$2,331,450
Delta Notional
$213,091,686
Volume / OI
5,181 / 1,638
V/OI Ratio
3.16x
Exec Price / IV
$4.50 / 9.56%
Spread
0.7%
ASK BULLISH
SPY 769.0 PUT Premium Sale
2026-09-04 · 4 DTE
S 92 C 93 HIGH
Premium
$1,365,117
Delta Notional
$134,415,639
Volume / OI
3,621 / 953
V/OI Ratio
3.80x
Exec Price / IV
$3.77 / 9.54%
Spread
0.8%
BID BULLISH
SPY 770.0 PUT Put Hedge Candidate
2026-09-03 · 3 DTE
S 93 C 91 HIGH
Premium
$1,219,806
Delta Notional
$131,830,969
Volume / OI
3,227 / 918
V/OI Ratio
3.52x
Exec Price / IV
$3.78 / 8.67%
Spread
2.1%
ASK BEARISH
SPY 773.0 CALL Directional Flow
2026-09-01 · 1 DTE
S 95 C 88 HIGH
Premium
$714,058
Delta Notional
$162,252,991
Volume / OI
8,303 / 1,391
V/OI Ratio
5.97x
Exec Price / IV
$0.86 / 6.83%
Spread
4.8%
ASK BULLISH
SPY 769.0 PUT Premium Sale
2026-09-02 · 2 DTE
S 95 C 88 HIGH
Premium
$894,423
Delta Notional
$118,670,837
Volume / OI
3,183 / 231
V/OI Ratio
13.78x
Exec Price / IV
$2.81 / 8.32%
Spread
2.5%
BID BULLISH
SPY 767.0 PUT Premium Sale
2026-09-01 · 1 DTE
S 93 C 91 HIGH
Premium
$664,020
Delta Notional
$118,915,906
Volume / OI
4,284 / 1,163
V/OI Ratio
3.68x
Exec Price / IV
$1.55 / 7.89%
Spread
2.6%
BID BULLISH
SPY 773.0 CALL Directional Flow
2026-09-02 · 2 DTE
S 95 C 88 HIGH
Premium
$591,342
Delta Notional
$102,838,838
Volume / OI
4,413 / 822
V/OI Ratio
5.37x
Exec Price / IV
$1.34 / 7.70%
Spread
4.5%
ASK BULLISH
SPY 772.0 CALL Directional Flow
2026-09-03 · 3 DTE
S 94 C 88 HIGH
Premium
$542,346
Delta Notional
$71,797,742
Volume / OI
2,443 / 486
V/OI Ratio
5.03x
Exec Price / IV
$2.22 / 8.42%
Spread
3.6%
ASK BULLISH
SPY 767.0 CALL Directional Flow
2026-09-01 · 1 DTE
S 93 C 90 HIGH
Premium
$1,499,550
Delta Notional
$190,209,093
Volume / OI
3,845 / 1,312
V/OI Ratio
2.93x
Exec Price / IV
$3.90 / 7.82%
Spread
3.4%
ASK BULLISH
SPY 771.0 PUT Premium Sale
2026-09-02 · 2 DTE
S 93 C 89 HIGH
Premium
$893,486
Delta Notional
$109,653,717
Volume / OI
2,389 / 657
V/OI Ratio
3.64x
Exec Price / IV
$3.74 / 7.93%
Spread
3.4%
BID BULLISH
SPY 772.0 CALL Directional Flow
2026-09-02 · 2 DTE
S 92 C 90 HIGH
Premium
$704,975
Delta Notional
$111,985,817
Volume / OI
4,075 / 1,334
V/OI Ratio
3.05x
Exec Price / IV
$1.73 / 7.83%
Spread
3.5%
ASK BULLISH
SPY 768.0 PUT Premium Sale
2026-09-04 · 4 DTE
S 89 C 96 HIGH
Premium
$2,163,168
Delta Notional
$219,520,297
Volume / OI
6,438 / 3,670
V/OI Ratio
1.75x
Exec Price / IV
$3.36 / 9.69%
Spread
0.9%
BID BULLISH
SPY 768.0 PUT Premium Sale
2026-09-02 · 2 DTE
S 92 C 90 HIGH
Premium
$514,328
Delta Notional
$71,523,700
Volume / OI
2,152 / 690
V/OI Ratio
3.12x
Exec Price / IV
$2.39 / 8.47%
Spread
2.9%
BID BULLISH
SPY 756.0 PUT Premium Sale
2026-09-04 · 4 DTE
S 90 C 92 HIGH
Premium
$228,001
Delta Notional
$28,573,228
Volume / OI
2,747 / 1,438
V/OI Ratio
1.91x
Exec Price / IV
$0.83 / 11.71%
Spread
2.4%
BID BULLISH
SPY 772.0 CALL Directional Flow
2026-09-04 · 4 DTE
S 88 C 96 HIGH
Premium
$3,893,442
Delta Notional
$422,415,295
Volume / OI
13,243 / 9,783
V/OI Ratio
1.35x
Exec Price / IV
$2.94 / 9.15%
Spread
1.0%
ASK BULLISH
SPY 781.0 CALL Premium Sale
2026-09-04 · 4 DTE
S 90 C 92 HIGH
Premium
$141,726
Delta Notional
$25,457,745
Volume / OI
3,081 / 1,490
V/OI Ratio
2.07x
Exec Price / IV
$0.46 / 8.29%
Spread
2.2%
BID BEARISH
SPY 766.0 CALL Premium Sale
2026-09-01 · 1 DTE
S 90 C 93 HIGH
Premium
$1,248,975
Delta Notional
$146,901,382
Volume / OI
2,745 / 1,714
V/OI Ratio
1.60x
Exec Price / IV
$4.55 / 8.06%
Spread
1.8%
BID BEARISH
SPY 770.0 CALL Directional Flow
2026-09-03 · 3 DTE
S 91 C 91 HIGH
Premium
$707,520
Delta Notional
$81,088,236
Volume / OI
2,211 / 929
V/OI Ratio
2.38x
Exec Price / IV
$3.20 / 8.69%
Spread
2.5%
ASK BULLISH
SPY 762.0 PUT Premium Sale
2026-09-01 · 1 DTE
S 94 C 86 HIGH
Premium
$228,690
Delta Notional
$49,231,953
Volume / OI
4,158 / 615
V/OI Ratio
6.76x
Exec Price / IV
$0.55 / 8.91%
Spread
5.2%
BID BULLISH
SPY 769.0 CALL Directional Flow
2026-09-01 · 1 DTE
S 96 C 82 HIGH
Premium
$1,356,230
Delta Notional
$213,726,022
Volume / OI
5,329 / 483
V/OI Ratio
11.03x
Exec Price / IV
$2.54 / 7.44%
Spread
2.0%
ASK BULLISH
SPY 755.0 PUT Premium Sale
2026-09-11 · 11 DTE
S 89 C 93 HIGH
Premium
$564,330
Delta Notional
$44,040,148
Volume / OI
2,894 / 1,606
V/OI Ratio
1.80x
Exec Price / IV
$1.95 / 11.98%
Spread
1.5%
BID BULLISH
SPY 758.0 PUT Premium Sale
2026-09-04 · 4 DTE
S 89 C 93 HIGH
Premium
$460,224
Delta Notional
$57,727,839
Volume / OI
4,512 / 1,742
V/OI Ratio
2.59x
Exec Price / IV
$1.02 / 11.32%
Spread
1.9%
BID BULLISH
SPY 770.0 PUT Premium Sale
2026-09-11 · 11 DTE
S 89 C 95 HIGH
Premium
$2,373,828
Delta Notional
$156,340,383
Volume / OI
4,044 / 1,587
V/OI Ratio
2.55x
Exec Price / IV
$5.87 / 9.83%
Spread
0.7%
BID BULLISH
SPY 761.0 PUT Premium Sale
2026-09-04 · 4 DTE
S 89 C 94 HIGH
Premium
$601,028
Delta Notional
$70,797,326
Volume / OI
4,061 / 1,897
V/OI Ratio
2.14x
Exec Price / IV
$1.48 / 10.80%
Spread
1.3%
BID BULLISH
SPY 754.0 PUT Speculative Long
2026-09-30 · 30 DTE
S 87 C 97 HIGH
Premium
$14,227,494
Delta Notional
$560,745,040
Volume / OI
24,279 / 20,281
V/OI Ratio
1.20x
Exec Price / IV
$5.86 / 13.22%
Spread
0.7%
ASK BEARISH
SPY 766.0 PUT Premium Sale
2026-09-01 · 1 DTE
S 91 C 90 HIGH
Premium
$332,125
Delta Notional
$62,796,686
Volume / OI
2,657 / 978
V/OI Ratio
2.72x
Exec Price / IV
$1.25 / 8.08%
Spread
3.1%
BID BULLISH
SPY 732.0 PUT Speculative Long
2026-09-11 · 11 DTE
S 94 C 83 HIGH
Premium
$390,753
Delta Notional
$30,609,174
Volume / OI
7,894 / 878
V/OI Ratio
8.99x
Exec Price / IV
$0.49 / 15.91%
Spread
2.0%
ASK BEARISH
SPY 772.0 PUT Put Hedge Candidate
2026-09-01 · 1 DTE
S 95 C 81 HIGH
Premium
$1,546,034
Delta Notional
$210,666,233
Volume / OI
3,949 / 583
V/OI Ratio
6.77x
Exec Price / IV
$3.92 / 7.02%
Spread
2.8%
ASK BEARISH
SPY 748.0 PUT Premium Sale
2026-09-04 · 4 DTE
S 90 C 91 HIGH
Premium
$89,424
Delta Notional
$11,733,942
Volume / OI
2,484 / 948
V/OI Ratio
2.62x
Exec Price / IV
$0.36 / 13.41%
Spread
2.7%
BID BULLISH
SPY 771.0 CALL Directional Flow
2026-09-02 · 2 DTE
S 95 C 81 HIGH
Premium
$1,000,035
Delta Notional
$149,107,416
Volume / OI
4,695 / 621
V/OI Ratio
7.56x
Exec Price / IV
$2.13 / 7.97%
Spread
2.8%
ASK BULLISH
SPY 774.0 CALL Directional Flow
2026-09-02 · 2 DTE
S 92 C 87 HIGH
Premium
$279,195
Delta Notional
$51,367,568
Volume / OI
2,659 / 704
V/OI Ratio
3.78x
Exec Price / IV
$1.05 / 7.56%
Spread
4.9%
ASK BULLISH
SPY 774.0 CALL Directional Flow
2026-09-01 · 1 DTE
S 93 C 85 HIGH
Premium
$338,400
Delta Notional
$85,090,418
Volume / OI
5,640 / 1,418
V/OI Ratio
3.98x
Exec Price / IV
$0.60 / 6.71%
Spread
6.9%
ASK BULLISH
SPY 775.0 CALL Directional Flow
2026-09-02 · 2 DTE
S 91 C 88 HIGH
Premium
$391,545
Delta Notional
$79,533,903
Volume / OI
5,085 / 1,970
V/OI Ratio
2.58x
Exec Price / IV
$0.77 / 7.44%
Spread
5.3%
ASK BULLISH
SPY 734.0 PUT Premium Sale
2026-09-18 · 18 DTE
S 87 C 96 HIGH
Premium
$2,681,328
Delta Notional
$146,914,060
Volume / OI
17,188 / 26,271
V/OI Ratio
0.65x
Exec Price / IV
$1.56 / 16.00%
Spread
1.3%
BID BULLISH
SPY 755.0 PUT Premium Sale
2026-09-04 · 4 DTE
S 88 C 94 HIGH
Premium
$422,889
Delta Notional
$54,373,504
Volume / OI
5,793 / 7,228
V/OI Ratio
0.80x
Exec Price / IV
$0.73 / 11.89%
Spread
2.7%
BID BULLISH
SPY 764.0 PUT Premium Sale
2026-09-01 · 1 DTE
S 90 C 89 HIGH
Premium
$187,320
Delta Notional
$37,572,746
Volume / OI
2,230 / 725
V/OI Ratio
3.08x
Exec Price / IV
$0.84 / 8.48%
Spread
3.5%
BID BULLISH
SPY 760.0 PUT Premium Sale
2026-09-04 · 4 DTE
S 87 C 96 HIGH
Premium
$3,607,478
Delta Notional
$433,261,068
Volume / OI
27,538 / 30,152
V/OI Ratio
0.91x
Exec Price / IV
$1.31 / 10.97%
Spread
1.5%
BID BULLISH
SPY 765.0 PUT Premium Sale
2026-09-03 · 3 DTE
S 90 C 88 HIGH
Premium
$386,316
Delta Notional
$50,101,488
Volume / OI
2,044 / 820
V/OI Ratio
2.49x
Exec Price / IV
$1.89 / 9.49%
Spread
4.1%
BID BULLISH
SPY 771.0 CALL Premium Sale
2026-09-18 · 18 DTE
S 87 C 95 HIGH
Premium
$2,558,796
Delta Notional
$128,863,848
Volume / OI
3,358 / 1,909
V/OI Ratio
1.76x
Exec Price / IV
$7.62 / 10.73%
Spread
0.7%
BID BEARISH
SPY 765.0 PUT Premium Sale
2026-09-11 · 11 DTE
S 87 C 95 HIGH
Premium
$1,494,800
Delta Notional
$106,548,051
Volume / OI
3,700 / 1,906
V/OI Ratio
1.94x
Exec Price / IV
$4.04 / 10.49%
Spread
1.0%
BID BULLISH
SPY 777.0 CALL Premium Sale
2026-09-04 · 4 DTE
S 87 C 93 HIGH
Premium
$383,838
Delta Notional
$57,221,968
Volume / OI
3,367 / 1,883
V/OI Ratio
1.79x
Exec Price / IV
$1.14 / 8.60%
Spread
1.7%
BID BEARISH
SPY 766.0 PUT Premium Sale
2026-09-02 · 2 DTE
S 87 C 95 HIGH
Premium
$1,478,856
Delta Notional
$223,318,055
Volume / OI
8,598 / 11,823
V/OI Ratio
0.73x
Exec Price / IV
$1.72 / 8.78%
Spread
2.3%
BID BULLISH
SPY 770.0 PUT Premium Sale
2026-09-02 · 2 DTE
S 94 C 81 HIGH
Premium
$1,561,425
Delta Notional
$198,266,688
Volume / OI
4,775 / 1,223
V/OI Ratio
3.90x
Exec Price / IV
$3.27 / 8.12%
Spread
2.4%
SELL_LEAN BULLISH
SPY 771.0 PUT Premium Sale
2026-09-04 · 4 DTE
S 90 C 87 HIGH
Premium
$2,234,910
Delta Notional
$206,185,492
Volume / OI
4,740 / 1,964
V/OI Ratio
2.41x
Exec Price / IV
$4.71 / 9.24%
Spread
0.6%
BID BULLISH
SPY 770.0 PUT Premium Sale
2026-09-30 · 30 DTE
S 86 C 95 HIGH
Premium
$3,566,219
Delta Notional
$128,934,751
Volume / OI
3,299 / 1,347
V/OI Ratio
2.45x
Exec Price / IV
$10.81 / 11.44%
Spread
0.5%
BID BULLISH
SPY 757.0 PUT Premium Sale
2026-09-03 · 3 DTE
S 93 C 82 HIGH
Premium
$63,252
Delta Notional
$9,462,236
Volume / OI
1,004 / 231
V/OI Ratio
4.35x
Exec Price / IV
$0.63 / 10.89%
Spread
6.3%
BID BULLISH
SPY 750.0 PUT Premium Sale
2026-09-11 · 11 DTE
S 86 C 94 HIGH
Premium
$798,416
Delta Notional
$63,326,368
Volume / OI
5,744 / 7,300
V/OI Ratio
0.79x
Exec Price / IV
$1.39 / 12.77%
Spread
2.1%
BID BULLISH
SPY 767.0 PUT Premium Sale
2026-09-04 · 4 DTE
S 87 C 94 HIGH
Premium
$597,600
Delta Notional
$62,175,359
Volume / OI
1,992 / 1,451
V/OI Ratio
1.37x
Exec Price / IV
$3.00 / 9.84%
Spread
1.0%
BID BULLISH
SPY 760.0 CALL Directional Flow
2026-09-04 · 4 DTE
S 88 C 91 HIGH
Premium
$2,769,039
Delta Notional
$151,469,174
Volume / OI
2,457 / 1,692
V/OI Ratio
1.45x
Exec Price / IV
$11.27 / 11.00%
Spread
3.1%
ASK BULLISH
SPY 765.0 PUT Premium Sale
2026-09-04 · 4 DTE
S 85 C 96 HIGH
Premium
$7,623,105
Delta Notional
$833,945,011
Volume / OI
32,165 / 52,483
V/OI Ratio
0.61x
Exec Price / IV
$2.37 / 10.14%
Spread
1.3%
BID BULLISH
SPY 768.0 PUT Premium Sale
2026-09-03 · 3 DTE
S 89 C 88 HIGH
Premium
$296,115
Delta Notional
$35,067,688
Volume / OI
1,039 / 463
V/OI Ratio
2.24x
Exec Price / IV
$2.85 / 9.01%
Spread
3.1%
BID BULLISH
SPY 773.0 CALL Directional Flow
2026-09-03 · 3 DTE
S 90 C 86 HIGH
Premium
$254,618
Delta Notional
$36,045,979
Volume / OI
1,399 / 509
V/OI Ratio
2.75x
Exec Price / IV
$1.82 / 8.29%
Spread
4.4%
ASK BULLISH
SPY 774.0 CALL Premium Sale
2026-10-02 · 32 DTE
S 88 C 90 HIGH
Premium
$814,464
Delta Notional
$31,357,967
Volume / OI
896 / 189
V/OI Ratio
4.74x
Exec Price / IV
$9.09 / 11.42%
Spread
0.5%
BID BEARISH
SPY 763.0 PUT Premium Sale
2026-09-01 · 1 DTE
S 91 C 85 HIGH
Premium
$138,176
Delta Notional
$28,733,807
Volume / OI
2,032 / 518
V/OI Ratio
3.92x
Exec Price / IV
$0.68 / 8.69%
Spread
5.7%
BID BULLISH
SPY 776.0 CALL Directional Flow
2026-09-04 · 4 DTE
S 86 C 93 HIGH
Premium
$503,074
Delta Notional
$69,396,539
Volume / OI
3,518 / 2,685
V/OI Ratio
1.31x
Exec Price / IV
$1.43 / 8.70%
Spread
2.1%
ASK BULLISH
SPY 750.0 PUT Premium Sale
2026-09-18 · 18 DTE
S 85 C 97 HIGH
Premium
$4,793,530
Delta Notional
$259,937,630
Volume / OI
15,463 / 53,259
V/OI Ratio
0.29x
Exec Price / IV
$3.10 / 13.51%
Spread
0.6%
BID BULLISH
SPY 803.0 CALL Call Overwrite/Sale
2026-09-18 · 18 DTE
S 88 C 90 HIGH
Premium
$160,250
Delta Notional
$17,556,259
Volume / OI
6,410 / 3,375
V/OI Ratio
1.90x
Exec Price / IV
$0.25 / 9.53%
Spread
4.3%
BID BEARISH
SPY 771.0 PUT Premium Sale
2026-09-18 · 18 DTE
S 85 C 96 HIGH
Premium
$2,660,141
Delta Notional
$122,772,004
Volume / OI
2,959 / 2,536
V/OI Ratio
1.17x
Exec Price / IV
$8.99 / 10.75%
Spread
0.4%
BID BULLISH
SPY 776.0 PUT Premium Sale
2026-09-02 · 2 DTE
S 95 C 78 HIGH
Premium
$1,327,758
Delta Notional
$121,208,884
Volume / OI
1,839 / 390
V/OI Ratio
4.72x
Exec Price / IV
$7.22 / 6.94%
Spread
4.4%
BID BULLISH
SPY 775.0 PUT Put Hedge Candidate
2026-09-02 · 2 DTE
S 95 C 77 HIGH
Premium
$1,498,335
Delta Notional
$145,299,364
Volume / OI
2,323 / 431
V/OI Ratio
5.39x
Exec Price / IV
$6.45 / 7.02%
Spread
3.4%
BUY_LEAN BEARISH
SPY 762.0 CALL Directional Flow
2026-09-02 · 2 DTE
S 94 C 79 HIGH
Premium
$1,032,311
Delta Notional
$77,168,113
Volume / OI
1,246 / 282
V/OI Ratio
4.42x
Exec Price / IV
$8.29 / 9.51%
Spread
3.3%
ASK BULLISH
SPY 759.0 PUT Premium Sale
2026-09-04 · 4 DTE
S 87 C 92 HIGH
Premium
$213,785
Delta Notional
$26,373,287
Volume / OI
1,859 / 975
V/OI Ratio
1.91x
Exec Price / IV
$1.15 / 11.15%
Spread
1.7%
BID BULLISH
SPY 763.0 CALL Directional Flow
2026-09-01 · 1 DTE
S 95 C 78 HIGH
Premium
$877,100
Delta Notional
$78,796,996
Volume / OI
1,253 / 242
V/OI Ratio
5.18x
Exec Price / IV
$7.00 / 8.72%
Spread
3.7%
ASK BULLISH
SPY 768.0 CALL Directional Flow
2026-09-01 · 1 DTE
S 95 C 76 HIGH
Premium
$1,213,476
Delta Notional
$171,089,469
Volume / OI
3,804 / 393
V/OI Ratio
9.68x
Exec Price / IV
$3.19 / 7.66%
Spread
4.1%
BUY_LEAN BULLISH
SPY 759.0 CALL Directional Flow
2026-09-03 · 3 DTE
S 92 C 82 HIGH
Premium
$208,512
Delta Notional
$11,759,861
Volume / OI
181 / 19
V/OI Ratio
9.53x
Exec Price / IV
$11.52 / 10.63%
Spread
3.3%
ASK BULLISH
SPY 763.0 CALL Premium Sale
2026-09-02 · 2 DTE
S 95 C 76 HIGH
Premium
$1,040,067
Delta Notional
$83,392,332
Volume / OI
1,397 / 120
V/OI Ratio
11.64x
Exec Price / IV
$7.45 / 9.32%
Spread
3.6%
BID BEARISH
SPY 770.0 CALL Premium Sale
2026-09-10 · 10 DTE
S 89 C 87 HIGH
Premium
$305,520
Delta Notional
$22,158,896
Volume / OI
570 / 122
V/OI Ratio
4.67x
Exec Price / IV
$5.36 / 9.31%
Spread
2.0%
BID BEARISH
SPY 772.0 PUT Put Hedge Candidate
2026-09-02 · 2 DTE
S 95 C 76 HIGH
Premium
$950,475
Delta Notional
$109,436,191
Volume / OI
2,175 / 200
V/OI Ratio
10.88x
Exec Price / IV
$4.37 / 7.76%
Spread
3.0%
BUY_LEAN BEARISH
SPY 730.0 PUT Premium Sale
2026-09-18 · 18 DTE
S 84 C 96 HIGH
Premium
$1,863,810
Delta Notional
$100,905,638
Volume / OI
13,806 / 45,270
V/OI Ratio
0.30x
Exec Price / IV
$1.35 / 16.66%
Spread
1.5%
BID BULLISH
SPY 767.0 PUT Premium Sale
2026-09-18 · 18 DTE
S 85 C 95 HIGH
Premium
$1,689,341
Delta Notional
$81,857,640
Volume / OI
2,311 / 2,104
V/OI Ratio
1.10x
Exec Price / IV
$7.31 / 11.19%
Spread
0.5%
BID BULLISH
SPY 736.0 PUT Speculative Long
2026-09-18 · 18 DTE
S 88 C 88 HIGH
Premium
$2,759,085
Delta Notional
$149,458,085
Volume / OI
16,135 / 16,829
V/OI Ratio
0.96x
Exec Price / IV
$1.71 / 15.68%
Spread
1.2%
ASK BEARISH
SPY 774.0 PUT Premium Sale
2026-09-08 · 8 DTE
S 90 C 84 HIGH
Premium
$479,176
Delta Notional
$36,295,717
Volume / OI
712 / 89
V/OI Ratio
8.00x
Exec Price / IV
$6.73 / 8.17%
Spread
3.6%
BID BULLISH
SPY 767.0 PUT Premium Sale
2026-09-25 · 25 DTE
S 90 C 84 HIGH
Premium
$2,816,471
Delta Notional
$113,855,306
Volume / OI
3,206 / 536
V/OI Ratio
5.98x
Exec Price / IV
$8.79 / 11.58%
Spread
0.6%
BID BULLISH
SPY 757.0 PUT Premium Sale
2026-09-04 · 4 DTE
S 86 C 93 HIGH
Premium
$122,304
Delta Notional
$15,489,416
Volume / OI
1,344 / 1,656
V/OI Ratio
0.81x
Exec Price / IV
$0.91 / 11.53%
Spread
2.1%
BID BULLISH
SPY 772.0 PUT Premium Sale
2026-09-18 · 18 DTE
S 86 C 92 HIGH
Premium
$3,556,020
Delta Notional
$162,956,154
Volume / OI
3,783 / 2,797
V/OI Ratio
1.35x
Exec Price / IV
$9.40 / 10.64%
Spread
3.0%
BID BULLISH
SPY 769.0 CALL Directional Flow
2026-09-18 · 18 DTE
S 84 C 96 HIGH
Premium
$3,316,320
Delta Notional
$155,832,766
Volume / OI
3,760 / 4,860
V/OI Ratio
0.77x
Exec Price / IV
$8.82 / 10.96%
Spread
0.6%
ASK BULLISH
SPY 761.0 PUT Premium Sale
2026-09-30 · 30 DTE
S 91 C 82 HIGH
Premium
$16,811,244
Delta Notional
$644,989,189
Volume / OI
22,062 / 208
V/OI Ratio
106.07x
Exec Price / IV
$7.62 / 12.40%
Spread
0.5%
BID BULLISH
SPY 770.0 PUT Premium Sale
2026-09-18 · 18 DTE
S 83 C 97 HIGH
Premium
$8,709,885
Delta Notional
$406,837,796
Volume / OI
10,187 / 16,770
V/OI Ratio
0.61x
Exec Price / IV
$8.55 / 10.85%
Spread
0.5%
BID BULLISH
SPY 775.0 PUT Premium Sale
2026-09-03 · 3 DTE
S 95 C 75 HIGH
Premium
$1,161,598
Delta Notional
$102,327,828
Volume / OI
1,726 / 169
V/OI Ratio
10.21x
Exec Price / IV
$6.73 / 7.81%
Spread
5.1%
BID BULLISH
SPY 764.0 CALL Directional Flow
2026-09-03 · 3 DTE
S 94 C 77 HIGH
Premium
$517,548
Delta Notional
$40,385,574
Volume / OI
731 / 110
V/OI Ratio
6.65x
Exec Price / IV
$7.08 / 9.54%
Spread
3.1%
ASK BULLISH
SPY 760.0 CALL Directional Flow
2026-09-08 · 8 DTE
S 88 C 87 HIGH
Premium
$1,110,096
Delta Notional
$55,455,794
Volume / OI
936 / 339
V/OI Ratio
2.76x
Exec Price / IV
$11.86 / 10.14%
Spread
3.2%
ASK BULLISH
SPY 777.0 PUT Premium Sale
2026-09-03 · 3 DTE
S 95 C 74 HIGH
Premium
$1,379,458
Delta Notional
$108,828,235
Volume / OI
1,663 / 65
V/OI Ratio
25.58x
Exec Price / IV
$8.29 / 7.46%
Spread
4.2%
BID BULLISH
SPY 775.0 CALL Directional Flow
2026-09-08 · 8 DTE
S 88 C 88 HIGH
Premium
$280,668
Delta Notional
$30,467,237
Volume / OI
1,231 / 356
V/OI Ratio
3.46x
Exec Price / IV
$2.28 / 8.14%
Spread
3.1%
ASK BULLISH
SPY 755.0 PUT Premium Sale
2026-09-18 · 18 DTE
S 83 C 97 HIGH
Premium
$2,583,852
Delta Notional
$137,789,800
Volume / OI
6,558 / 38,240
V/OI Ratio
0.17x
Exec Price / IV
$3.94 / 12.78%
Spread
0.8%
BID BULLISH
SPY 775.0 PUT Put Hedge Candidate
2026-09-01 · 1 DTE
S 96 C 74 HIGH
Premium
$2,005,950
Delta Notional
$215,438,580
Volume / OI
3,225 / 330
V/OI Ratio
9.77x
Exec Price / IV
$6.22 / 6.20%
Spread
5.2%
BUY_LEAN BEARISH
SPY 760.0 CALL Directional Flow
2026-09-02 · 2 DTE
S 95 C 74 HIGH
Premium
$1,363,472
Delta Notional
$88,069,495
Volume / OI
1,342 / 107
V/OI Ratio
12.54x
Exec Price / IV
$10.16 / 10.06%
Spread
3.1%
BUY_LEAN BULLISH
SPY 745.0 PUT Premium Sale
2026-09-18 · 18 DTE
S 83 C 96 HIGH
Premium
$1,215,696
Delta Notional
$66,187,257
Volume / OI
4,902 / 19,629
V/OI Ratio
0.25x
Exec Price / IV
$2.48 / 14.27%
Spread
1.2%
BID BULLISH
SPY 775.0 CALL Directional Flow
2026-09-11 · 11 DTE
S 84 C 95 HIGH
Premium
$1,014,840
Delta Notional
$81,178,096
Volume / OI
2,819 / 2,974
V/OI Ratio
0.95x
Exec Price / IV
$3.60 / 9.26%
Spread
0.8%
ASK BULLISH
SPY 765.0 CALL Premium Sale
2026-09-01 · 1 DTE
S 93 C 77 HIGH
Premium
$2,050,348
Delta Notional
$222,550,321
Volume / OI
3,898 / 1,191
V/OI Ratio
3.27x
Exec Price / IV
$5.26 / 8.24%
Spread
4.9%
SELL_LEAN BEARISH
SPY 772.0 PUT Premium Sale
2026-09-03 · 3 DTE
S 95 C 74 HIGH
Premium
$1,113,442
Delta Notional
$113,896,928
Volume / OI
2,354 / 165
V/OI Ratio
14.27x
Exec Price / IV
$4.73 / 8.38%
Spread
4.0%
SELL_LEAN BULLISH
SPY 783.0 CALL Speculative Long
2026-10-02 · 32 DTE
S 92 C 80 HIGH
Premium
$428,796
Delta Notional
$20,401,016
Volume / OI
831 / 86
V/OI Ratio
9.66x
Exec Price / IV
$5.16 / 10.74%
Spread
0.8%
ASK BULLISH
SPY 771.0 PUT Premium Sale
2026-09-03 · 3 DTE
S 93 C 77 HIGH
Premium
$599,675
Delta Notional
$62,929,499
Volume / OI
1,411 / 338
V/OI Ratio
4.17x
Exec Price / IV
$4.25 / 8.54%
Spread
4.7%
BID BULLISH
SPY 770.0 PUT Premium Sale
2026-09-25 · 25 DTE
S 85 C 94 HIGH
Premium
$1,539,816
Delta Notional
$60,767,217
Volume / OI
1,546 / 824
V/OI Ratio
1.88x
Exec Price / IV
$9.96 / 11.26%
Spread
0.5%
BID BULLISH
SPY 790.0 CALL Call Overwrite/Sale
2026-09-30 · 30 DTE
S 83 C 96 HIGH
Premium
$996,912
Delta Notional
$61,631,859
Volume / OI
3,956 / 7,258
V/OI Ratio
0.55x
Exec Price / IV
$2.52 / 10.03%
Spread
1.2%
BID BEARISH
SPY 749.0 PUT Premium Sale
2026-09-04 · 4 DTE
S 88 C 87 HIGH
Premium
$63,360
Delta Notional
$8,225,890
Volume / OI
1,584 / 823
V/OI Ratio
1.92x
Exec Price / IV
$0.40 / 13.18%
Spread
4.9%
BID BULLISH
SPY 752.0 PUT Premium Sale
2026-09-04 · 4 DTE
S 86 C 91 HIGH
Premium
$109,869
Delta Notional
$14,369,712
Volume / OI
2,073 / 2,509
V/OI Ratio
0.83x
Exec Price / IV
$0.53 / 12.53%
Spread
3.6%
BID BULLISH
SPY 771.0 CALL Directional Flow
2026-09-30 · 30 DTE
S 86 C 91 HIGH
Premium
$707,000
Delta Notional
$26,946,314
Volume / OI
707 / 235
V/OI Ratio
3.01x
Exec Price / IV
$10.00 / 11.34%
Spread
0.5%
ASK BULLISH
SPY 762.0 CALL Directional Flow
2026-09-03 · 3 DTE
S 94 C 76 HIGH
Premium
$548,872
Delta Notional
$37,531,232
Volume / OI
628 / 123
V/OI Ratio
5.11x
Exec Price / IV
$8.74 / 10.09%
Spread
3.9%
ASK BULLISH
SPY 761.0 CALL Directional Flow
2026-09-02 · 2 DTE
S 92 C 79 HIGH
Premium
$983,247
Delta Notional
$68,630,975
Volume / OI
1,074 / 370
V/OI Ratio
2.90x
Exec Price / IV
$9.16 / 9.74%
Spread
3.4%
ASK BULLISH
SPY 800.0 CALL Speculative Long
2026-09-25 · 25 DTE
S 87 C 88 HIGH
Premium
$189,612
Delta Notional
$16,152,288
Volume / OI
2,748 / 1,184
V/OI Ratio
2.32x
Exec Price / IV
$0.69 / 9.63%
Spread
4.4%
ASK BULLISH
SPY 771.0 CALL Directional Flow
2026-09-11 · 11 DTE
S 84 C 95 HIGH
Premium
$974,668
Delta Notional
$65,599,336
Volume / OI
1,753 / 1,780
V/OI Ratio
0.98x
Exec Price / IV
$5.56 / 9.70%
Spread
0.7%
ASK BULLISH
SPY 785.0 CALL Call Overwrite/Sale
2026-09-11 · 11 DTE
S 85 C 93 HIGH
Premium
$159,348
Delta Notional
$19,308,615
Volume / OI
1,897 / 2,051
V/OI Ratio
0.92x
Exec Price / IV
$0.84 / 8.49%
Spread
2.4%
BID BEARISH
SPY 762.0 PUT Premium Sale
2026-09-04 · 4 DTE
S 83 C 95 HIGH
Premium
$413,008
Delta Notional
$48,006,701
Volume / OI
2,488 / 4,065
V/OI Ratio
0.61x
Exec Price / IV
$1.66 / 10.63%
Spread
1.2%
BID BULLISH
SPY 760.0 CALL Directional Flow
2026-09-01 · 1 DTE
S 95 C 73 HIGH
Premium
$1,979,600
Delta Notional
$138,733,346
Volume / OI
2,020 / 287
V/OI Ratio
7.04x
Exec Price / IV
$9.80 / 9.50%
Spread
5.5%
BUY_LEAN BULLISH
SPY 770.0 PUT Put Hedge Candidate
2026-09-08 · 8 DTE
S 90 C 82 HIGH
Premium
$820,238
Delta Notional
$67,935,721
Volume / OI
1,725 / 398
V/OI Ratio
4.33x
Exec Price / IV
$4.75 / 8.68%
Spread
1.9%
ASK BEARISH
SPY 695.0 PUT Speculative Long
2026-09-25 · 25 DTE
S 85 C 92 HIGH
Premium
$190,146
Delta Notional
$7,535,576
Volume / OI
2,211 / 1,299
V/OI Ratio
1.70x
Exec Price / IV
$0.86 / 21.84%
Spread
2.4%
ASK BEARISH
SPY 771.0 CALL Directional Flow
2026-09-03 · 3 DTE
S 86 C 89 HIGH
Premium
$210,380
Delta Notional
$25,945,252
Volume / OI
785 / 609
V/OI Ratio
1.29x
Exec Price / IV
$2.68 / 8.55%
Spread
3.0%
ASK BULLISH
SPY 770.0 CALL Directional Flow
2026-09-11 · 11 DTE
S 87 C 87 HIGH
Premium
$2,248,384
Delta Notional
$146,065,190
Volume / OI
3,698 / 1,916
V/OI Ratio
1.93x
Exec Price / IV
$6.08 / 9.82%
Spread
0.7%
ASK BULLISH
SPY 777.0 CALL Premium Sale
2026-09-01 · 1 DTE
S 92 C 79 HIGH
Premium
$155,052
Delta Notional
$48,444,692
Volume / OI
8,614 / 2,145
V/OI Ratio
4.02x
Exec Price / IV
$0.18 / 6.52%
Spread
11.8%
BID BEARISH
SPY 773.0 CALL Directional Flow
2026-09-11 · 11 DTE
S 84 C 94 HIGH
Premium
$592,614
Delta Notional
$43,550,688
Volume / OI
1,314 / 1,160
V/OI Ratio
1.13x
Exec Price / IV
$4.51 / 9.47%
Spread
0.7%
ASK BULLISH
SPY 785.0 CALL Speculative Long
2026-09-18 · 18 DTE
S 83 C 96 HIGH
Premium
$893,796
Delta Notional
$69,872,244
Volume / OI
4,236 / 22,143
V/OI Ratio
0.19x
Exec Price / IV
$2.11 / 9.65%
Spread
1.4%
ASK BULLISH
SPY 768.0 PUT Put Hedge Candidate
2026-09-18 · 18 DTE
S 83 C 96 HIGH
Premium
$1,395,000
Delta Notional
$66,402,598
Volume / OI
1,800 / 2,539
V/OI Ratio
0.71x
Exec Price / IV
$7.75 / 11.08%
Spread
0.5%
ASK BEARISH
SPY 799.0 CALL Speculative Long
2026-10-02 · 32 DTE
S 91 C 79 HIGH
Premium
$262,770
Delta Notional
$17,648,397
Volume / OI
1,844 / 129
V/OI Ratio
14.29x
Exec Price / IV
$1.42 / 10.04%
Spread
2.1%
ASK BULLISH
SPY 777.0 CALL Directional Flow
2026-09-02 · 2 DTE
S 89 C 83 HIGH
Premium
$110,249
Delta Notional
$25,549,460
Volume / OI
2,689 / 1,010
V/OI Ratio
2.66x
Exec Price / IV
$0.41 / 7.23%
Spread
7.6%
ASK BULLISH
SPY 764.0 PUT Premium Sale
2026-09-11 · 11 DTE
S 84 C 92 HIGH
Premium
$360,584
Delta Notional
$25,956,038
Volume / OI
959 / 588
V/OI Ratio
1.63x
Exec Price / IV
$3.76 / 10.63%
Spread
1.1%
BID BULLISH
SPY 769.0 CALL Directional Flow
2026-09-25 · 25 DTE
S 89 C 83 HIGH
Premium
$1,396,830
Delta Notional
$56,254,264
Volume / OI
1,383 / 242
V/OI Ratio
5.71x
Exec Price / IV
$10.10 / 11.38%
Spread
0.6%
ASK BULLISH
SPY 760.0 PUT Premium Sale
2026-09-03 · 3 DTE
S 87 C 88 HIGH
Premium
$172,425
Delta Notional
$24,659,899
Volume / OI
1,815 / 1,307
V/OI Ratio
1.39x
Exec Price / IV
$0.95 / 10.34%
Spread
5.2%
BID BULLISH
SPY 767.0 PUT Premium Sale
2026-09-03 · 3 DTE
S 87 C 87 HIGH
Premium
$143,250
Delta Notional
$17,448,350
Volume / OI
573 / 316
V/OI Ratio
1.81x
Exec Price / IV
$2.50 / 9.17%
Spread
3.6%
BID BULLISH
SPY 770.0 CALL Premium Sale
2026-09-25 · 25 DTE
S 83 C 95 HIGH
Premium
$2,014,000
Delta Notional
$83,443,086
Volume / OI
2,120 / 1,884
V/OI Ratio
1.13x
Exec Price / IV
$9.50 / 11.29%
Spread
0.5%
BID BEARISH
SPY 768.0 PUT Put Hedge Candidate
2026-09-08 · 8 DTE
S 88 C 85 HIGH
Premium
$136,800
Delta Notional
$11,650,852
Volume / OI
342 / 57
V/OI Ratio
6.00x
Exec Price / IV
$4.00 / 8.96%
Spread
2.5%
ASK BEARISH
SPY 770.0 CALL Unclear Flow
2026-09-04 · 4 DTE
S 93 C 75 HIGH
Premium
$7,096,768
Delta Notional
$690,147,879
Volume / OI
18,104 / 4,486
V/OI Ratio
4.04x
Exec Price / IV
$3.92 / 9.41%
Spread
0.8%
MID NEUTRAL
SPY 760.0 PUT Premium Sale
2026-09-02 · 2 DTE
S 87 C 86 HIGH
Premium
$122,265
Delta Notional
$21,374,366
Volume / OI
1,881 / 1,002
V/OI Ratio
1.88x
Exec Price / IV
$0.65 / 9.93%
Spread
6.0%
BID BULLISH
SPY 765.0 PUT Put Hedge Candidate
2026-09-18 · 18 DTE
S 81 C 98 HIGH
Premium
$5,493,571
Delta Notional
$270,852,714
Volume / OI
8,311 / 26,048
V/OI Ratio
0.32x
Exec Price / IV
$6.61 / 11.42%
Spread
0.2%
ASK BEARISH
SPY 767.0 CALL Directional Flow
2026-09-03 · 3 DTE
S 90 C 80 HIGH
Premium
$651,913
Delta Notional
$61,852,709
Volume / OI
1,321 / 630
V/OI Ratio
2.10x
Exec Price / IV
$4.93 / 9.11%
Spread
3.4%
ASK BULLISH
SPY 746.0 PUT Premium Sale
2026-09-04 · 4 DTE
S 84 C 91 HIGH
Premium
$49,560
Delta Notional
$6,532,766
Volume / OI
1,652 / 1,652
V/OI Ratio
1.00x
Exec Price / IV
$0.30 / 13.88%
Spread
3.2%
BID BULLISH
SPY 766.0 CALL Directional Flow
2026-09-02 · 2 DTE
S 88 C 83 HIGH
Premium
$873,630
Delta Notional
$87,732,373
Volume / OI
1,713 / 1,258
V/OI Ratio
1.36x
Exec Price / IV
$5.10 / 8.72%
Spread
2.7%
ASK BULLISH
SPY 763.0 PUT Premium Sale
2026-09-02 · 2 DTE
S 86 C 88 HIGH
Premium
$108,177
Delta Notional
$17,555,236
Volume / OI
1,011 / 683
V/OI Ratio
1.48x
Exec Price / IV
$1.07 / 9.35%
Spread
3.7%
BID BULLISH
SPY 772.0 PUT Premium Sale
2026-09-08 · 8 DTE
S 90 C 80 HIGH
Premium
$365,680
Delta Notional
$29,439,793
Volume / OI
653 / 22
V/OI Ratio
29.68x
Exec Price / IV
$5.60 / 8.46%
Spread
4.9%
BID BULLISH
SPY 766.0 PUT Put Hedge Candidate
2026-09-03 · 3 DTE
S 86 C 87 HIGH
Premium
$163,125
Delta Notional
$19,845,768
Volume / OI
725 / 486
V/OI Ratio
1.49x
Exec Price / IV
$2.25 / 9.33%
Spread
4.1%
ASK BEARISH
SPY 771.0 CALL Unclear Flow
2026-09-04 · 4 DTE
S 94 C 73 HIGH
Premium
$2,538,780
Delta Notional
$261,615,298
Volume / OI
7,467 / 1,375
V/OI Ratio
5.43x
Exec Price / IV
$3.40 / 9.29%
Spread
0.9%
MID NEUTRAL
SPY 735.0 PUT Premium Sale
2026-09-11 · 11 DTE
S 83 C 94 HIGH
Premium
$113,288
Delta Notional
$9,198,295
Volume / OI
2,023 / 2,880
V/OI Ratio
0.70x
Exec Price / IV
$0.56 / 15.33%
Spread
1.7%
BID BULLISH
SPY 764.0 PUT Premium Sale
2026-09-02 · 2 DTE
S 86 C 87 HIGH
Premium
$137,250
Delta Notional
$21,878,929
Volume / OI
1,098 / 746
V/OI Ratio
1.47x
Exec Price / IV
$1.25 / 9.13%
Spread
4.7%
BID BULLISH
SPY 771.0 CALL Directional Flow
2026-09-08 · 8 DTE
S 91 C 78 HIGH
Premium
$606,057
Delta Notional
$53,583,489
Volume / OI
1,502 / 164
V/OI Ratio
9.16x
Exec Price / IV
$4.04 / 8.58%
Spread
2.7%
ASK BULLISH
SPY 785.0 CALL Call Overwrite/Sale
2026-09-30 · 30 DTE
S 83 C 94 HIGH
Premium
$373,042
Delta Notional
$20,412,210
Volume / OI
974 / 1,424
V/OI Ratio
0.68x
Exec Price / IV
$3.83 / 10.28%
Spread
0.8%
BID BEARISH
SPY 735.0 PUT Premium Sale
2026-09-18 · 18 DTE
S 82 C 95 HIGH
Premium
$808,154
Delta Notional
$44,094,895
Volume / OI
4,958 / 32,024
V/OI Ratio
0.15x
Exec Price / IV
$1.63 / 15.84%
Spread
1.8%
BID BULLISH
SPY 761.0 CALL Directional Flow
2026-09-01 · 1 DTE
S 91 C 78 HIGH
Premium
$686,987
Delta Notional
$52,450,252
Volume / OI
782 / 295
V/OI Ratio
2.65x
Exec Price / IV
$8.79 / 9.24%
Spread
3.8%
ASK BULLISH
SPY 769.0 PUT Premium Sale
2026-09-03 · 3 DTE
S 84 C 91 HIGH
Premium
$262,756
Delta Notional
$30,006,450
Volume / OI
806 / 1,284
V/OI Ratio
0.63x
Exec Price / IV
$3.26 / 8.84%
Spread
2.7%
BID BULLISH
SPY 771.0 PUT Put Hedge Candidate
2026-09-09 · 9 DTE
S 88 C 83 HIGH
Premium
$170,800
Delta Notional
$12,727,511
Volume / OI
305 / 28
V/OI Ratio
10.89x
Exec Price / IV
$5.60 / 8.81%
Spread
3.3%
ASK BEARISH
SPY 763.0 PUT Premium Sale
2026-09-04 · 4 DTE
S 82 C 96 HIGH
Premium
$337,404
Delta Notional
$38,700,013
Volume / OI
1,814 / 4,358
V/OI Ratio
0.42x
Exec Price / IV
$1.86 / 10.46%
Spread
1.1%
BID BULLISH
SPY 720.0 PUT Premium Sale
2026-09-18 · 18 DTE
S 82 C 95 HIGH
Premium
$657,812
Delta Notional
$35,641,493
Volume / OI
6,998 / 40,163
V/OI Ratio
0.17x
Exec Price / IV
$0.94 / 18.35%
Spread
2.1%
BID BULLISH
SPY 771.0 PUT Premium Sale
2026-09-11 · 11 DTE
S 82 C 95 HIGH
Premium
$726,800
Delta Notional
$46,980,358
Volume / OI
1,150 / 1,542
V/OI Ratio
0.75x
Exec Price / IV
$6.32 / 9.70%
Spread
0.6%
BID BULLISH
SPY 780.0 PUT Premium Sale
2026-09-08 · 8 DTE
S 87 C 84 HIGH
Premium
$472,008
Delta Notional
$28,559,534
Volume / OI
426 / 139
V/OI Ratio
3.06x
Exec Price / IV
$11.08 / 7.38%
Spread
3.8%
BID BULLISH
SPY 760.0 PUT Premium Sale
2026-10-02 · 32 DTE
S 84 C 91 HIGH
Premium
$506,478
Delta Notional
$18,531,333
Volume / OI
651 / 287
V/OI Ratio
2.27x
Exec Price / IV
$7.78 / 12.80%
Spread
0.6%
BID BULLISH
SPY 768.0 PUT Premium Sale
2026-09-11 · 11 DTE
S 83 C 94 HIGH
Premium
$484,242
Delta Notional
$32,992,167
Volume / OI
957 / 996
V/OI Ratio
0.96x
Exec Price / IV
$5.06 / 10.09%
Spread
0.8%
BID BULLISH
SPY 765.0 CALL Directional Flow
2026-09-04 · 4 DTE
S 89 C 81 HIGH
Premium
$2,551,824
Delta Notional
$184,780,914
Volume / OI
3,564 / 1,909
V/OI Ratio
1.87x
Exec Price / IV
$7.16 / 10.14%
Spread
3.1%
BUY_LEAN BULLISH
SPY 759.0 PUT Premium Sale
2026-09-11 · 11 DTE
S 83 C 93 HIGH
Premium
$282,051
Delta Notional
$21,473,382
Volume / OI
1,089 / 893
V/OI Ratio
1.22x
Exec Price / IV
$2.59 / 11.37%
Spread
1.1%
BID BULLISH
SPY 768.0 CALL Directional Flow
2026-09-03 · 3 DTE
S 91 C 77 HIGH
Premium
$262,730
Delta Notional
$26,639,028
Volume / OI
611 / 169
V/OI Ratio
3.62x
Exec Price / IV
$4.30 / 8.97%
Spread
3.7%
ASK BULLISH
SPY 771.0 CALL Directional Flow
2026-09-25 · 25 DTE
S 88 C 83 HIGH
Premium
$1,003,068
Delta Notional
$42,694,401
Volume / OI
1,122 / 268
V/OI Ratio
4.19x
Exec Price / IV
$8.94 / 11.18%
Spread
0.7%
ASK BULLISH
SPY 757.0 PUT Premium Sale
2026-09-18 · 18 DTE
S 85 C 89 HIGH
Premium
$1,484,322
Delta Notional
$77,788,940
Volume / OI
3,385 / 8,107
V/OI Ratio
0.42x
Exec Price / IV
$4.38 / 12.49%
Spread
0.7%
BID BULLISH
SPY 780.0 CALL Directional Flow
2026-09-08 · 8 DTE
S 86 C 87 HIGH
Premium
$151,470
Delta Notional
$21,532,791
Volume / OI
1,683 / 621
V/OI Ratio
2.71x
Exec Price / IV
$0.90 / 7.67%
Spread
4.5%
ASK BULLISH
SPY 730.0 PUT Premium Sale
2026-09-30 · 30 DTE
S 81 C 96 HIGH
Premium
$1,251,234
Delta Notional
$50,455,450
Volume / OI
4,794 / 21,542
V/OI Ratio
0.22x
Exec Price / IV
$2.61 / 16.32%
Spread
1.1%
BID BULLISH
SPY 773.0 PUT Premium Sale
2026-09-25 · 25 DTE
S 86 C 86 HIGH
Premium
$732,550
Delta Notional
$28,129,359
Volume / OI
650 / 215
V/OI Ratio
3.02x
Exec Price / IV
$11.27 / 11.00%
Spread
3.1%
BID BULLISH
SPY 770.0 CALL Directional Flow
2026-09-18 · 18 DTE
S 81 C 97 HIGH
Premium
$3,923,241
Delta Notional
$190,342,806
Volume / OI
4,767 / 17,358
V/OI Ratio
0.27x
Exec Price / IV
$8.23 / 10.85%
Spread
0.7%
ASK BULLISH
SPY 760.0 PUT Premium Sale
2026-09-11 · 11 DTE
S 81 C 97 HIGH
Premium
$2,670,920
Delta Notional
$200,496,826
Volume / OI
9,539 / 36,442
V/OI Ratio
0.26x
Exec Price / IV
$2.80 / 11.22%
Spread
0.7%
BID BULLISH
SPY 759.0 CALL Directional Flow
2026-09-08 · 8 DTE
S 91 C 77 HIGH
Premium
$858,186
Delta Notional
$41,636,099
Volume / OI
686 / 131
V/OI Ratio
5.24x
Exec Price / IV
$12.51 / 10.30%
Spread
3.0%
ASK BULLISH
SPY 762.0 CALL Directional Flow
2026-09-04 · 4 DTE
S 89 C 81 HIGH
Premium
$1,266,970
Delta Notional
$78,000,088
Volume / OI
1,340 / 705
V/OI Ratio
1.90x
Exec Price / IV
$9.46 / 10.67%
Spread
3.3%
ASK BULLISH
SPY 748.0 PUT Speculative Long
2026-09-18 · 18 DTE
S 82 C 95 HIGH
Premium
$226,944
Delta Notional
$12,137,081
Volume / OI
788 / 2,444
V/OI Ratio
0.32x
Exec Price / IV
$2.88 / 13.81%
Spread
1.1%
ASK BEARISH
SPY 768.0 PUT Premium Sale
2026-09-25 · 25 DTE
S 81 C 95 HIGH
Premium
$1,596,675
Delta Notional
$64,131,977
Volume / OI
1,745 / 2,143
V/OI Ratio
0.81x
Exec Price / IV
$9.15 / 11.48%
Spread
0.5%
BID BULLISH
SPY 773.0 CALL Directional Flow
2026-09-18 · 18 DTE
S 85 C 87 HIGH
Premium
$2,006,264
Delta Notional
$107,517,340
Volume / OI
3,056 / 2,482
V/OI Ratio
1.23x
Exec Price / IV
$6.56 / 10.56%
Spread
0.8%
ASK BULLISH
SPY 772.0 CALL Premium Sale
2026-09-09 · 9 DTE
S 89 C 80 HIGH
Premium
$433,944
Delta Notional
$37,217,999
Volume / OI
1,107 / 283
V/OI Ratio
3.91x
Exec Price / IV
$3.92 / 8.74%
Spread
2.6%
BID BEARISH
SPY 769.0 CALL Unclear Flow
2026-09-02 · 2 DTE
S 95 C 70 HIGH
Premium
$1,051,016
Delta Notional
$133,521,216
Volume / OI
3,326 / 575
V/OI Ratio
5.78x
Exec Price / IV
$3.16 / 8.27%
Spread
1.9%
MID NEUTRAL
SPY 772.0 CALL Premium Sale
2026-09-18 · 18 DTE
S 81 C 96 HIGH
Premium
$902,528
Delta Notional
$47,165,186
Volume / OI
1,282 / 2,703
V/OI Ratio
0.47x
Exec Price / IV
$7.04 / 10.64%
Spread
0.7%
BID BEARISH
SPY 773.0 PUT Premium Sale
2026-09-11 · 11 DTE
S 92 C 75 HIGH
Premium
$1,653,616
Delta Notional
$103,762,388
Volume / OI
2,284 / 372
V/OI Ratio
6.14x
Exec Price / IV
$7.24 / 9.48%
Spread
4.6%
SELL_LEAN BULLISH
SPY 762.0 CALL Directional Flow
2026-09-09 · 9 DTE
S 89 C 80 HIGH
Premium
$243,885
Delta Notional
$12,616,332
Volume / OI
229 / 3
V/OI Ratio
76.33x
Exec Price / IV
$10.65 / 10.14%
Spread
3.5%
ASK BULLISH
SPY 768.0 PUT Premium Sale
2026-09-30 · 30 DTE
S 83 C 91 HIGH
Premium
$469,530
Delta Notional
$17,258,905
Volume / OI
470 / 231
V/OI Ratio
2.03x
Exec Price / IV
$9.99 / 11.65%
Spread
0.4%
BID BULLISH
SPY 760.0 PUT Premium Sale
2026-09-18 · 18 DTE
S 80 C 97 HIGH
Premium
$4,777,474
Delta Notional
$246,384,584
Volume / OI
9,386 / 46,494
V/OI Ratio
0.20x
Exec Price / IV
$5.09 / 12.08%
Spread
0.6%
BID BULLISH
SPY 762.0 PUT Put Hedge Candidate
2026-09-11 · 11 DTE
S 83 C 92 HIGH
Premium
$237,729
Delta Notional
$17,361,214
Volume / OI
727 / 563
V/OI Ratio
1.29x
Exec Price / IV
$3.27 / 10.92%
Spread
1.2%
ASK BEARISH
SPY 759.0 CALL Directional Flow
2026-09-02 · 2 DTE
S 91 C 76 HIGH
Premium
$670,624
Delta Notional
$40,817,156
Volume / OI
608 / 215
V/OI Ratio
2.83x
Exec Price / IV
$11.03 / 10.24%
Spread
3.1%
BUY_LEAN BULLISH
SPY 774.0 PUT Premium Sale
2026-09-11 · 11 DTE
S 90 C 77 HIGH
Premium
$1,527,610
Delta Notional
$92,928,417
Volume / OI
1,946 / 480
V/OI Ratio
4.05x
Exec Price / IV
$7.85 / 9.37%
Spread
3.7%
SELL_LEAN BULLISH
SPY 764.0 CALL Premium Sale
2026-09-04 · 4 DTE
S 89 C 80 HIGH
Premium
$1,432,624
Delta Notional
$99,168,846
Volume / OI
1,832 / 963
V/OI Ratio
1.90x
Exec Price / IV
$7.82 / 10.29%
Spread
2.8%
SELL_LEAN BEARISH
SPY 773.0 CALL Premium Sale
2026-10-02 · 32 DTE
S 88 C 80 HIGH
Premium
$633,676
Delta Notional
$23,746,649
Volume / OI
657 / 90
V/OI Ratio
7.30x
Exec Price / IV
$9.64 / 11.50%
Spread
0.5%
BID BEARISH
SPY 731.0 PUT Premium Sale
2026-09-18 · 18 DTE
S 81 C 95 HIGH
Premium
$158,060
Delta Notional
$8,581,730
Volume / OI
1,129 / 3,131
V/OI Ratio
0.36x
Exec Price / IV
$1.40 / 16.49%
Spread
1.4%
BID BULLISH
SPY 770.0 CALL Directional Flow
2026-10-02 · 32 DTE
S 86 C 84 HIGH
Premium
$1,568,764
Delta Notional
$54,676,474
Volume / OI
1,384 / 505
V/OI Ratio
2.74x
Exec Price / IV
$11.34 / 11.77%
Spread
0.4%
ASK BULLISH
SPY 790.0 CALL Call Overwrite/Sale
2026-09-11 · 11 DTE
S 85 C 87 HIGH
Premium
$80,745
Delta Notional
$11,341,550
Volume / OI
2,307 / 1,709
V/OI Ratio
1.35x
Exec Price / IV
$0.35 / 8.35%
Spread
5.9%
BID BEARISH
SPY 777.0 CALL Premium Sale
2026-09-11 · 11 DTE
S 82 C 93 HIGH
Premium
$277,000
Delta Notional
$24,496,104
Volume / OI
1,000 / 1,122
V/OI Ratio
0.89x
Exec Price / IV
$2.77 / 9.06%
Spread
1.1%
BID BEARISH
SPY 749.0 PUT Premium Sale
2026-09-25 · 25 DTE
S 84 C 88 HIGH
Premium
$109,032
Delta Notional
$4,854,291
Volume / OI
264 / 119
V/OI Ratio
2.22x
Exec Price / IV
$4.13 / 13.79%
Spread
1.0%
BID BULLISH
SPY 781.0 CALL Speculative Long
2026-09-25 · 25 DTE
S 82 C 92 HIGH
Premium
$239,148
Delta Notional
$13,290,860
Volume / OI
546 / 661
V/OI Ratio
0.83x
Exec Price / IV
$4.38 / 10.36%
Spread
1.2%
ASK BULLISH
SPY 753.0 PUT Premium Sale
2026-09-18 · 18 DTE
S 81 C 95 HIGH
Premium
$229,908
Delta Notional
$12,381,580
Volume / OI
644 / 2,676
V/OI Ratio
0.24x
Exec Price / IV
$3.57 / 13.06%
Spread
0.8%
BID BULLISH
SPY 775.0 PUT Premium Sale
2026-09-08 · 8 DTE
S 87 C 83 HIGH
Premium
$232,155
Delta Notional
$16,983,555
Volume / OI
315 / 90
V/OI Ratio
3.50x
Exec Price / IV
$7.37 / 8.12%
Spread
4.4%
BID BULLISH
SPY 766.0 CALL Directional Flow
2026-09-04 · 4 DTE
S 83 C 91 HIGH
Premium
$773,388
Delta Notional
$58,678,017
Volume / OI
1,188 / 2,926
V/OI Ratio
0.41x
Exec Price / IV
$6.51 / 9.98%
Spread
3.6%
ASK BULLISH
SPY 770.0 CALL Directional Flow
2026-09-08 · 8 DTE
S 82 C 93 HIGH
Premium
$917,532
Delta Notional
$76,151,986
Volume / OI
1,986 / 3,968
V/OI Ratio
0.50x
Exec Price / IV
$4.62 / 8.72%
Spread
2.4%
ASK BULLISH
SPY 768.0 CALL Directional Flow
2026-09-08 · 8 DTE
S 91 C 76 HIGH
Premium
$699,985
Delta Notional
$52,550,067
Volume / OI
1,210 / 211
V/OI Ratio
5.73x
Exec Price / IV
$5.79 / 9.01%
Spread
5.0%
ASK BULLISH
SPY 776.0 CALL Directional Flow
2026-09-18 · 18 DTE
S 85 C 86 HIGH
Premium
$1,153,125
Delta Notional
$68,133,636
Volume / OI
2,250 / 1,808
V/OI Ratio
1.24x
Exec Price / IV
$5.12 / 10.30%
Spread
1.0%
ASK BULLISH
SPY 769.0 PUT Premium Sale
2026-09-25 · 25 DTE
S 85 C 85 HIGH
Premium
$1,580,832
Delta Notional
$62,760,426
Volume / OI
1,651 / 724
V/OI Ratio
2.28x
Exec Price / IV
$9.57 / 11.37%
Spread
0.5%
BID BULLISH
SPY 767.0 CALL Directional Flow
2026-09-02 · 2 DTE
S 87 C 81 HIGH
Premium
$526,680
Delta Notional
$57,207,050
Volume / OI
1,197 / 971
V/OI Ratio
1.23x
Exec Price / IV
$4.40 / 8.55%
Spread
3.6%
ASK BULLISH
SPY 730.0 PUT Premium Sale
2026-10-02 · 32 DTE
S 86 C 84 HIGH
Premium
$397,996
Delta Notional
$15,152,618
Volume / OI
1,363 / 871
V/OI Ratio
1.56x
Exec Price / IV
$2.92 / 16.50%
Spread
1.4%
BID BULLISH
SPY 772.0 CALL Premium Sale
2026-09-08 · 8 DTE
S 91 C 74 HIGH
Premium
$759,915
Delta Notional
$71,356,135
Volume / OI
2,165 / 92
V/OI Ratio
23.53x
Exec Price / IV
$3.51 / 8.48%
Spread
3.1%
SELL_LEAN BEARISH
SPY 795.0 CALL Speculative Long
2026-09-18 · 18 DTE
S 81 C 93 HIGH
Premium
$236,187
Delta Notional
$23,708,890
Volume / OI
3,749 / 16,536
V/OI Ratio
0.23x
Exec Price / IV
$0.63 / 9.32%
Spread
3.3%
ASK BULLISH
SPY 770.0 PUT Premium Sale
2026-10-09 · 39 DTE
S 85 C 86 HIGH
Premium
$153,512
Delta Notional
$4,738,488
Volume / OI
124 / 15
V/OI Ratio
8.27x
Exec Price / IV
$12.38 / 12.09%
Spread
0.5%
BID BULLISH
SPY 774.0 CALL Directional Flow
2026-09-18 · 18 DTE
S 84 C 87 HIGH
Premium
$1,469,550
Delta Notional
$81,418,002
Volume / OI
2,425 / 2,253
V/OI Ratio
1.08x
Exec Price / IV
$6.06 / 10.45%
Spread
1.0%
ASK BULLISH
SPY 777.0 PUT Premium Sale
2026-09-01 · 1 DTE
S 95 C 67 HIGH
Premium
$1,323,392
Delta Notional
$122,009,370
Volume / OI
1,688 / 43
V/OI Ratio
39.26x
Exec Price / IV
$7.84 / 1.00%
Spread
8.4%
BID BULLISH
SPY 772.0 PUT Premium Sale
2026-09-30 · 30 DTE
S 82 C 92 HIGH
Premium
$689,130
Delta Notional
$24,456,352
Volume / OI
589 / 460
V/OI Ratio
1.28x
Exec Price / IV
$11.70 / 11.24%
Spread
0.5%
BID BULLISH
SPY 760.0 CALL Directional Flow
2026-09-10 · 10 DTE
S 91 C 75 HIGH
Premium
$705,064
Delta Notional
$32,437,427
Volume / OI
567 / 30
V/OI Ratio
18.90x
Exec Price / IV
$12.43 / 10.69%
Spread
3.0%
ASK BULLISH
SPY 772.0 PUT Unclear Flow
2026-09-04 · 4 DTE
S 94 C 69 HIGH
Premium
$4,762,461
Delta Notional
$427,724,456
Volume / OI
9,141 / 1,162
V/OI Ratio
7.87x
Exec Price / IV
$5.21 / 9.02%
Spread
3.4%
MID NEUTRAL
SPY 774.0 PUT Premium Sale
2026-09-03 · 3 DTE
S 94 C 69 HIGH
Premium
$485,789
Delta Notional
$45,254,575
Volume / OI
811 / 52
V/OI Ratio
15.60x
Exec Price / IV
$5.99 / 8.00%
Spread
5.6%
SELL_LEAN BULLISH
SPY 779.0 PUT Premium Sale
2026-09-04 · 4 DTE
S 88 C 80 HIGH
Premium
$1,337,652
Delta Notional
$88,435,798
Volume / OI
1,314 / 777
V/OI Ratio
1.69x
Exec Price / IV
$10.18 / 7.74%
Spread
4.3%
BID BULLISH
SPY 770.0 CALL Directional Flow
2026-09-09 · 9 DTE
S 88 C 81 HIGH
Premium
$449,242
Delta Notional
$34,861,203
Volume / OI
903 / 307
V/OI Ratio
2.94x
Exec Price / IV
$4.97 / 8.99%
Spread
2.2%
ASK BULLISH
SPY 771.0 PUT Premium Sale
2026-10-02 · 32 DTE
S 88 C 80 HIGH
Premium
$491,150
Delta Notional
$16,642,195
Volume / OI
418 / 77
V/OI Ratio
5.43x
Exec Price / IV
$11.75 / 11.68%
Spread
0.5%
BID BULLISH
SPY 776.0 PUT Put Hedge Candidate
2026-09-04 · 4 DTE
S 91 C 75 HIGH
Premium
$1,030,160
Delta Notional
$77,640,155
Volume / OI
1,304 / 435
V/OI Ratio
3.00x
Exec Price / IV
$7.90 / 8.41%
Spread
5.0%
BUY_LEAN BEARISH
SPY 780.0 CALL Unclear Flow
2026-09-04 · 4 DTE
S 91 C 74 HIGH
Premium
$887,516
Delta Notional
$154,220,977
Volume / OI
15,302 / 4,927
V/OI Ratio
3.11x
Exec Price / IV
$0.58 / 8.36%
Spread
1.7%
MID NEUTRAL
SPY 775.0 CALL Directional Flow
2026-09-18 · 18 DTE
S 83 C 89 HIGH
Premium
$5,077,710
Delta Notional
$290,870,524
Volume / OI
9,108 / 15,328
V/OI Ratio
0.59x
Exec Price / IV
$5.57 / 10.36%
Spread
0.9%
ASK BULLISH
SPY 762.0 CALL Directional Flow
2026-09-01 · 1 DTE
S 89 C 77 HIGH
Premium
$388,730
Delta Notional
$32,122,032
Volume / OI
493 / 222
V/OI Ratio
2.22x
Exec Price / IV
$7.88 / 8.99%
Spread
4.2%
ASK BULLISH
SPY 772.0 CALL Directional Flow
2026-09-25 · 25 DTE
S 85 C 84 HIGH
Premium
$1,130,972
Delta Notional
$49,479,268
Volume / OI
1,348 / 600
V/OI Ratio
2.25x
Exec Price / IV
$8.39 / 11.09%
Spread
0.7%
ASK BULLISH
SPY 769.0 CALL Directional Flow
2026-09-09 · 9 DTE
S 91 C 74 HIGH
Premium
$706,676
Delta Notional
$52,109,299
Volume / OI
1,271 / 172
V/OI Ratio
7.39x
Exec Price / IV
$5.56 / 9.11%
Spread
5.8%
ASK BULLISH
SPY 758.0 CALL Premium Sale
2026-09-03 · 3 DTE
S 90 C 75 HIGH
Premium
$156,096
Delta Notional
$8,491,654
Volume / OI
128 / 28
V/OI Ratio
4.57x
Exec Price / IV
$12.20 / 10.81%
Spread
3.0%
BID BEARISH
SPY 754.0 PUT Premium Sale
2026-09-03 · 3 DTE
S 87 C 81 HIGH
Premium
$49,056
Delta Notional
$7,683,037
Volume / OI
1,168 / 916
V/OI Ratio
1.28x
Exec Price / IV
$0.42 / 11.53%
Spread
9.1%
BID BULLISH
SPY 782.0 CALL Speculative Long
2026-09-11 · 11 DTE
S 85 C 84 HIGH
Premium
$138,584
Delta Notional
$15,075,698
Volume / OI
1,019 / 909
V/OI Ratio
1.12x
Exec Price / IV
$1.36 / 8.65%
Spread
1.5%
ASK BULLISH
SPY 805.0 CALL Call Overwrite/Sale
2026-09-18 · 18 DTE
S 82 C 90 HIGH
Premium
$99,378
Delta Notional
$12,487,889
Volume / OI
5,521 / 10,926
V/OI Ratio
0.51x
Exec Price / IV
$0.18 / 9.68%
Spread
5.1%
BID BEARISH
SPY 764.0 CALL Unclear Flow
2026-09-01 · 1 DTE
S 95 C 66 HIGH
Premium
$2,405,480
Delta Notional
$235,117,438
Volume / OI
3,905 / 803
V/OI Ratio
4.86x
Exec Price / IV
$6.16 / 8.50%
Spread
4.7%
MID NEUTRAL
SPY 768.0 CALL Premium Sale
2026-09-04 · 4 DTE
S 88 C 78 HIGH
Premium
$1,241,552
Delta Notional
$107,590,274
Volume / OI
2,444 / 1,368
V/OI Ratio
1.79x
Exec Price / IV
$5.08 / 9.73%
Spread
4.9%
SELL_LEAN BEARISH
SPY 773.0 PUT Premium Sale
2026-09-30 · 30 DTE
S 82 C 90 HIGH
Premium
$330,752
Delta Notional
$11,632,941
Volume / OI
272 / 140
V/OI Ratio
1.94x
Exec Price / IV
$12.16 / 11.15%
Spread
0.4%
BID BULLISH
SPY 746.0 PUT Premium Sale
2026-09-11 · 11 DTE
S 82 C 89 HIGH
Premium
$60,585
Delta Notional
$4,949,652
Volume / OI
577 / 581
V/OI Ratio
0.99x
Exec Price / IV
$1.05 / 13.43%
Spread
2.8%
BID BULLISH
SPY 769.0 CALL Directional Flow
2026-09-08 · 8 DTE
S 91 C 73 HIGH
Premium
$571,212
Delta Notional
$45,308,868
Volume / OI
1,107 / 83
V/OI Ratio
13.34x
Exec Price / IV
$5.16 / 8.85%
Spread
5.4%
ASK BULLISH
SPY 757.0 CALL Directional Flow
2026-09-08 · 8 DTE
S 89 C 77 HIGH
Premium
$1,634,178
Delta Notional
$72,617,839
Volume / OI
1,148 / 69
V/OI Ratio
16.64x
Exec Price / IV
$14.23 / 10.64%
Spread
2.7%
ASK BULLISH
SPY 764.0 CALL Premium Sale
2026-09-08 · 8 DTE
S 91 C 73 HIGH
Premium
$793,639
Delta Notional
$49,005,487
Volume / OI
937 / 83
V/OI Ratio
11.29x
Exec Price / IV
$8.47 / 9.52%
Spread
4.0%
SELL_LEAN BEARISH
SPY 777.0 CALL Directional Flow
2026-09-18 · 18 DTE
S 83 C 87 HIGH
Premium
$1,154,970
Delta Notional
$70,518,313
Volume / OI
2,460 / 3,212
V/OI Ratio
0.77x
Exec Price / IV
$4.70 / 10.20%
Spread
1.1%
ASK BULLISH
SPY 774.0 PUT Unclear Flow
2026-09-04 · 4 DTE
S 94 C 68 HIGH
Premium
$3,865,608
Delta Notional
$324,194,658
Volume / OI
6,078 / 1,314
V/OI Ratio
4.63x
Exec Price / IV
$6.36 / 8.55%
Spread
4.4%
MID NEUTRAL
SPY 774.0 CALL Premium Sale
2026-09-11 · 11 DTE
S 84 C 86 HIGH
Premium
$526,367
Delta Notional
$40,606,955
Volume / OI
1,311 / 1,183
V/OI Ratio
1.11x
Exec Price / IV
$4.02 / 9.36%
Spread
0.7%
BID BEARISH
SPY 779.0 PUT Put Hedge Candidate
2026-09-03 · 3 DTE
S 91 C 72 HIGH
Premium
$145,230
Delta Notional
$9,897,565
Volume / OI
141 / 12
V/OI Ratio
11.75x
Exec Price / IV
$10.30 / 1.00%
Spread
9.6%
ASK BEARISH
SPY 774.0 CALL Premium Sale
2026-09-03 · 3 DTE
S 83 C 86 HIGH
Premium
$84,240
Delta Notional
$13,011,516
Volume / OI
585 / 603
V/OI Ratio
0.97x
Exec Price / IV
$1.44 / 8.19%
Spread
4.8%
BID BEARISH
SPY 745.0 PUT Premium Sale
2026-09-25 · 25 DTE
S 80 C 93 HIGH
Premium
$173,323
Delta Notional
$7,793,000
Volume / OI
491 / 901
V/OI Ratio
0.54x
Exec Price / IV
$3.53 / 14.32%
Spread
1.1%
BID BULLISH
SPY 769.0 CALL Directional Flow
2026-09-03 · 3 DTE
S 86 C 81 HIGH
Premium
$208,310
Delta Notional
$22,636,108
Volume / OI
563 / 432
V/OI Ratio
1.30x
Exec Price / IV
$3.70 / 8.82%
Spread
2.7%
ASK BULLISH
SPY 758.0 PUT Directional Flow
2026-09-08 · 8 DTE
S 85 C 83 HIGH
Premium
$63,384
Delta Notional
$6,259,178
Volume / OI
417 / 103
V/OI Ratio
4.05x
Exec Price / IV
$1.52 / 10.42%
Spread
4.7%
ASK BEARISH
SPY 780.0 CALL Premium Sale
2026-10-02 · 32 DTE
S 80 C 93 HIGH
Premium
$407,610
Delta Notional
$18,118,808
Volume / OI
647 / 684
V/OI Ratio
0.95x
Exec Price / IV
$6.30 / 10.94%
Spread
0.8%
BID BEARISH
SPY 760.0 PUT Premium Sale
2026-09-30 · 30 DTE
S 79 C 96 MED
Premium
$900,820
Delta Notional
$34,889,638
Volume / OI
1,234 / 2,891
V/OI Ratio
0.43x
Exec Price / IV
$7.30 / 12.52%
Spread
0.5%
BID BULLISH
SPY 801.0 CALL Call Overwrite/Sale
2026-09-18 · 18 DTE
S 80 C 92 HIGH
Premium
$65,503
Delta Notional
$7,087,775
Volume / OI
2,113 / 4,927
V/OI Ratio
0.43x
Exec Price / IV
$0.31 / 9.43%
Spread
3.4%
BID BEARISH
SPY 773.0 PUT Unclear Flow
2026-09-04 · 4 DTE
S 94 C 66 HIGH
Premium
$4,195,401
Delta Notional
$361,772,620
Volume / OI
7,221 / 694
V/OI Ratio
10.40x
Exec Price / IV
$5.81 / 8.96%
Spread
4.5%
MID NEUTRAL
SPY 777.0 CALL Directional Flow
2026-09-03 · 3 DTE
S 85 C 83 HIGH
Premium
$68,444
Delta Notional
$12,496,860
Volume / OI
964 / 651
V/OI Ratio
1.48x
Exec Price / IV
$0.71 / 7.88%
Spread
7.2%
ASK BULLISH
SPY 779.0 CALL Directional Flow
2026-09-09 · 9 DTE
S 90 C 74 HIGH
Premium
$233,648
Delta Notional
$28,404,264
Volume / OI
1,718 / 173
V/OI Ratio
9.93x
Exec Price / IV
$1.36 / 8.06%
Spread
5.9%
ASK BULLISH
SPY 755.0 PUT Premium Sale
2026-09-30 · 30 DTE
S 79 C 96 MED
Premium
$365,418
Delta Notional
$14,404,655
Volume / OI
603 / 3,643
V/OI Ratio
0.17x
Exec Price / IV
$6.06 / 13.10%
Spread
0.7%
BID BULLISH
SPY 769.0 CALL Directional Flow
2026-10-02 · 32 DTE
S 86 C 81 HIGH
Premium
$399,488
Delta Notional
$13,600,531
Volume / OI
335 / 85
V/OI Ratio
3.94x
Exec Price / IV
$11.93 / 11.87%
Spread
0.4%
ASK BULLISH
SPY 779.0 CALL Unclear Flow
2026-09-04 · 4 DTE
S 92 C 70 HIGH
Premium
$431,430
Delta Notional
$71,794,896
Volume / OI
5,910 / 1,436
V/OI Ratio
4.12x
Exec Price / IV
$0.73 / 8.42%
Spread
2.7%
MID NEUTRAL
SPY 772.0 CALL Unclear Flow
2026-09-01 · 1 DTE
S 92 C 69 HIGH
Premium
$1,100,028
Delta Notional
$232,077,682
Volume / OI
9,483 / 3,359
V/OI Ratio
2.82x
Exec Price / IV
$1.16 / 6.99%
Spread
4.3%
MID NEUTRAL
SPY 783.0 CALL Call Overwrite/Sale
2026-09-11 · 11 DTE
S 80 C 93 MED
Premium
$65,090
Delta Notional
$7,437,522
Volume / OI
566 / 1,326
V/OI Ratio
0.43x
Exec Price / IV
$1.15 / 8.59%
Spread
1.7%
BID BEARISH
SPY 766.0 PUT Premium Sale
2026-09-25 · 25 DTE
S 83 C 87 HIGH
Premium
$1,625,527
Delta Notional
$66,331,603
Volume / OI
1,934 / 1,676
V/OI Ratio
1.15x
Exec Price / IV
$8.41 / 11.70%
Spread
0.6%
BID BULLISH
SPY 776.0 PUT Premium Sale
2026-09-01 · 1 DTE
S 95 C 64 HIGH
Premium
$1,257,590
Delta Notional
$131,251,518
Volume / OI
1,877 / 87
V/OI Ratio
21.57x
Exec Price / IV
$6.70 / 5.00%
Spread
9.5%
SELL_LEAN BULLISH
SPY 774.0 PUT Premium Sale
2026-09-09 · 9 DTE
S 86 C 80 HIGH
Premium
$88,704
Delta Notional
$6,282,558
Volume / OI
126 / 16
V/OI Ratio
7.88x
Exec Price / IV
$7.04 / 8.51%
Spread
4.6%
BID BULLISH
SPY 775.0 CALL Directional Flow
2026-09-25 · 25 DTE
S 84 C 84 HIGH
Premium
$638,886
Delta Notional
$30,366,398
Volume / OI
932 / 457
V/OI Ratio
2.04x
Exec Price / IV
$6.86 / 10.82%
Spread
0.7%
ASK BULLISH
SPY 775.0 PUT Premium Sale
2026-09-18 · 18 DTE
S 84 C 83 HIGH
Premium
$6,593,292
Delta Notional
$285,107,508
Volume / OI
5,956 / 7,308
V/OI Ratio
0.81x
Exec Price / IV
$11.07 / 10.36%
Spread
2.4%
SELL_LEAN BULLISH
SPY 767.0 CALL Premium Sale
2026-09-08 · 8 DTE
S 91 C 71 HIGH
Premium
$803,912
Delta Notional
$58,102,912
Volume / OI
1,268 / 64
V/OI Ratio
19.81x
Exec Price / IV
$6.34 / 9.07%
Spread
5.0%
SELL_LEAN BEARISH
SPY 766.0 PUT Put Hedge Candidate
2026-09-09 · 9 DTE
S 84 C 84 HIGH
Premium
$73,689
Delta Notional
$6,034,720
Volume / OI
203 / 63
V/OI Ratio
3.22x
Exec Price / IV
$3.63 / 9.52%
Spread
3.1%
ASK BEARISH
SPY 774.0 CALL Unclear Flow
2026-09-04 · 4 DTE
S 90 C 73 HIGH
Premium
$888,576
Delta Notional
$109,577,351
Volume / OI
4,272 / 1,687
V/OI Ratio
2.53x
Exec Price / IV
$2.08 / 8.91%
Spread
1.4%
MID NEUTRAL
SPY 776.0 CALL Unclear Flow
2026-09-01 · 1 DTE
S 93 C 67 HIGH
Premium
$185,484
Delta Notional
$57,574,815
Volume / OI
7,134 / 666
V/OI Ratio
10.71x
Exec Price / IV
$0.26 / 6.51%
Spread
3.9%
MID NEUTRAL
SPY 773.0 PUT Premium Sale
2026-09-18 · 18 DTE
S 85 C 82 HIGH
Premium
$3,473,548
Delta Notional
$155,624,918
Volume / OI
3,484 / 3,326
V/OI Ratio
1.05x
Exec Price / IV
$9.97 / 10.54%
Spread
3.0%
SELL_LEAN BULLISH
SPY 754.0 PUT Premium Sale
2026-09-11 · 11 DTE
S 79 C 93 MED
Premium
$83,265
Delta Notional
$6,486,505
Volume / OI
455 / 1,430
V/OI Ratio
0.32x
Exec Price / IV
$1.83 / 12.14%
Spread
1.6%
BID BULLISH
SPY 783.0 CALL Unclear Flow
2026-09-04 · 4 DTE
S 93 C 68 HIGH
Premium
$102,006
Delta Notional
$20,346,230
Volume / OI
3,778 / 974
V/OI Ratio
3.88x
Exec Price / IV
$0.27 / 8.23%
Spread
3.8%
MID NEUTRAL
SPY 756.0 CALL Directional Flow
2026-09-08 · 8 DTE
S 87 C 77 HIGH
Premium
$708,659
Delta Notional
$30,197,457
Volume / OI
469 / 79
V/OI Ratio
5.94x
Exec Price / IV
$15.11 / 10.79%
Spread
2.6%
ASK BULLISH
SPY 776.0 CALL Directional Flow
2026-09-03 · 3 DTE
S 83 C 84 HIGH
Premium
$71,071
Delta Notional
$12,329,695
Volume / OI
781 / 752
V/OI Ratio
1.04x
Exec Price / IV
$0.91 / 7.96%
Spread
6.7%
ASK BULLISH
SPY 767.0 CALL Directional Flow
2026-09-09 · 9 DTE
S 90 C 71 HIGH
Premium
$419,362
Delta Notional
$27,950,778
Volume / OI
614 / 7
V/OI Ratio
87.71x
Exec Price / IV
$6.83 / 9.40%
Spread
4.4%
ASK BULLISH
SPY 769.0 CALL Directional Flow
2026-09-11 · 11 DTE
S 79 C 93 MED
Premium
$250,580
Delta Notional
$15,526,283
Volume / OI
374 / 817
V/OI Ratio
0.46x
Exec Price / IV
$6.70 / 9.93%
Spread
0.6%
ASK BULLISH
SPY 756.0 PUT Premium Sale
2026-09-11 · 11 DTE
S 79 C 93 MED
Premium
$67,098
Delta Notional
$5,164,631
Volume / OI
318 / 802
V/OI Ratio
0.40x
Exec Price / IV
$2.11 / 11.83%
Spread
0.9%
BID BULLISH
SPY 758.0 CALL Directional Flow
2026-09-08 · 8 DTE
S 87 C 77 HIGH
Premium
$321,856
Delta Notional
$14,949,878
Volume / OI
241 / 65
V/OI Ratio
3.71x
Exec Price / IV
$13.36 / 10.44%
Spread
2.8%
ASK BULLISH
SPY 775.0 PUT Put Hedge Candidate
2026-09-09 · 9 DTE
S 90 C 72 HIGH
Premium
$339,208
Delta Notional
$22,943,863
Volume / OI
436 / 34
V/OI Ratio
12.82x
Exec Price / IV
$7.78 / 8.37%
Spread
5.1%
ASK BEARISH
SPY 776.0 PUT Put Hedge Candidate
2026-09-18 · 18 DTE
S 85 C 80 HIGH
Premium
$2,738,474
Delta Notional
$117,322,705
Volume / OI
2,372 / 2,029
V/OI Ratio
1.17x
Exec Price / IV
$11.54 / 10.02%
Spread
5.1%
ASK BEARISH
SPY 769.0 PUT Premium Sale
2026-09-11 · 11 DTE
S 82 C 86 HIGH
Premium
$505,975
Delta Notional
$33,781,966
Volume / OI
925 / 1,062
V/OI Ratio
0.87x
Exec Price / IV
$5.47 / 9.96%
Spread
0.7%
BID BULLISH
SPY 767.0 PUT Put Hedge Candidate
2026-09-08 · 8 DTE
S 89 C 74 HIGH
Premium
$182,160
Delta Notional
$15,980,400
Volume / OI
506 / 78
V/OI Ratio
6.49x
Exec Price / IV
$3.60 / 9.11%
Spread
3.1%
BUY_LEAN BEARISH
SPY 769.0 PUT Premium Sale
2026-09-30 · 30 DTE
S 84 C 83 HIGH
Premium
$659,902
Delta Notional
$23,984,679
Volume / OI
633 / 329
V/OI Ratio
1.92x
Exec Price / IV
$10.43 / 11.54%
Spread
0.5%
BID BULLISH
SPY 769.0 PUT Premium Sale
2026-09-18 · 18 DTE
S 81 C 88 HIGH
Premium
$1,276,352
Delta Notional
$60,208,469
Volume / OI
1,568 / 3,620
V/OI Ratio
0.43x
Exec Price / IV
$8.14 / 10.96%
Spread
0.5%
BID BULLISH
SPY 757.0 CALL Directional Flow
2026-09-03 · 3 DTE
S 83 C 84 HIGH
Premium
$152,375
Delta Notional
$7,769,012
Volume / OI
115 / 55
V/OI Ratio
2.09x
Exec Price / IV
$13.25 / 10.99%
Spread
3.1%
ASK BULLISH
SPY 761.0 CALL Directional Flow
2026-09-09 · 9 DTE
S 90 C 71 HIGH
Premium
$419,252
Delta Notional
$21,143,769
Volume / OI
373 / 1
V/OI Ratio
373.00x
Exec Price / IV
$11.24 / 10.28%
Spread
3.4%
ASK BULLISH
SPY 763.0 PUT Premium Sale
2026-09-18 · 18 DTE
S 78 C 96 MED
Premium
$385,332
Delta Notional
$19,507,854
Volume / OI
652 / 3,504
V/OI Ratio
0.19x
Exec Price / IV
$5.91 / 11.69%
Spread
0.7%
BID BULLISH
SPY 745.0 PUT Premium Sale
2026-09-30 · 30 DTE
S 78 C 95 MED
Premium
$221,550
Delta Notional
$8,950,618
Volume / OI
525 / 2,975
V/OI Ratio
0.18x
Exec Price / IV
$4.22 / 14.33%
Spread
0.9%
BID BULLISH
SPY 764.0 PUT Premium Sale
2026-09-08 · 8 DTE
S 83 C 84 HIGH
Premium
$66,780
Delta Notional
$6,279,650
Volume / OI
252 / 93
V/OI Ratio
2.71x
Exec Price / IV
$2.65 / 9.51%
Spread
3.4%
BID BULLISH
SPY 754.0 PUT Unclear Flow
2026-09-04 · 4 DTE
S 89 C 73 HIGH
Premium
$224,718
Delta Notional
$28,410,203
Volume / OI
3,354 / 2,607
V/OI Ratio
1.29x
Exec Price / IV
$0.67 / 12.10%
Spread
1.5%
MID NEUTRAL
SPY 782.0 CALL Speculative Long
2026-09-25 · 25 DTE
S 83 C 83 HIGH
Premium
$211,200
Delta Notional
$12,145,882
Volume / OI
528 / 457
V/OI Ratio
1.16x
Exec Price / IV
$4.00 / 10.30%
Spread
1.0%
ASK BULLISH
SPY 772.0 PUT Unclear Flow
2026-09-11 · 11 DTE
S 89 C 73 HIGH
Premium
$2,026,461
Delta Notional
$127,920,348
Volume / OI
2,967 / 1,042
V/OI Ratio
2.85x
Exec Price / IV
$6.83 / 9.58%
Spread
0.6%
MID NEUTRAL
SPY 780.0 CALL Unclear Flow
2026-09-11 · 11 DTE
S 89 C 73 HIGH
Premium
$1,692,248
Delta Notional
$169,463,301
Volume / OI
9,197 / 3,515
V/OI Ratio
2.62x
Exec Price / IV
$1.84 / 8.82%
Spread
1.6%
MID NEUTRAL
SPY 754.0 CALL Directional Flow
2026-09-08 · 8 DTE
S 88 C 74 HIGH
Premium
$1,009,228
Delta Notional
$39,628,572
Volume / OI
597 / 7
V/OI Ratio
85.29x
Exec Price / IV
$16.91 / 11.14%
Spread
2.4%
ASK BULLISH
SPY 774.0 CALL Directional Flow
2026-09-08 · 8 DTE
S 86 C 77 HIGH
Premium
$171,190
Delta Notional
$17,737,934
Volume / OI
646 / 199
V/OI Ratio
3.25x
Exec Price / IV
$2.65 / 8.25%
Spread
3.8%
ASK BULLISH
SPY 753.0 CALL Directional Flow
2026-09-08 · 8 DTE
S 88 C 74 HIGH
Premium
$1,171,569
Delta Notional
$44,244,703
Volume / OI
658 / 3
V/OI Ratio
219.33x
Exec Price / IV
$17.80 / 11.27%
Spread
2.2%
ASK BULLISH
SPY 765.0 CALL Unclear Flow
2026-09-02 · 2 DTE
S 93 C 66 HIGH
Premium
$1,031,940
Delta Notional
$95,378,781
Volume / OI
1,755 / 480
V/OI Ratio
3.66x
Exec Price / IV
$5.88 / 8.99%
Spread
4.1%
MID NEUTRAL
SPY 779.0 CALL Directional Flow
2026-09-11 · 11 DTE
S 78 C 94 MED
Premium
$155,150
Delta Notional
$14,775,559
Volume / OI
725 / 1,704
V/OI Ratio
0.43x
Exec Price / IV
$2.14 / 8.89%
Spread
1.4%
ASK BULLISH
SPY 763.0 CALL Directional Flow
2026-09-03 · 3 DTE
S 83 C 84 HIGH
Premium
$135,270
Delta Notional
$9,620,691
Volume / OI
167 / 198
V/OI Ratio
0.84x
Exec Price / IV
$8.10 / 9.87%
Spread
4.4%
ASK BULLISH
SPY 720.0 PUT Premium Sale
2026-10-02 · 32 DTE
S 79 C 92 MED
Premium
$98,566
Delta Notional
$3,726,393
Volume / OI
446 / 700
V/OI Ratio
0.64x
Exec Price / IV
$2.21 / 17.85%
Spread
1.3%
BID BULLISH
SPY 759.0 CALL Directional Flow
2026-09-04 · 4 DTE
S 80 C 90 HIGH
Premium
$287,718
Delta Notional
$14,962,488
Volume / OI
237 / 669
V/OI Ratio
0.35x
Exec Price / IV
$12.14 / 11.19%
Spread
2.7%
ASK BULLISH
SPY 791.0 CALL Call Overwrite/Sale
2026-09-25 · 25 DTE
S 79 C 91 MED
Premium
$77,056
Delta Notional
$5,638,782
Volume / OI
448 / 642
V/OI Ratio
0.70x
Exec Price / IV
$1.72 / 9.82%
Spread
1.7%
BID BEARISH
SPY 782.0 CALL Unclear Flow
2026-09-04 · 4 DTE
S 90 C 70 HIGH
Premium
$117,110
Delta Notional
$22,421,675
Volume / OI
3,346 / 1,402
V/OI Ratio
2.39x
Exec Price / IV
$0.35 / 8.26%
Spread
2.9%
MID NEUTRAL
SPY 775.0 CALL Directional Flow
2026-10-09 · 39 DTE
S 86 C 78 HIGH
Premium
$191,673
Delta Notional
$6,541,060
Volume / OI
186 / 20
V/OI Ratio
9.30x
Exec Price / IV
$10.30 / 11.68%
Spread
0.5%
ASK BULLISH
SPY 759.0 PUT Directional Flow
2026-09-03 · 3 DTE
S 82 C 85 HIGH
Premium
$59,330
Delta Notional
$8,398,779
Volume / OI
698 / 804
V/OI Ratio
0.87x
Exec Price / IV
$0.85 / 10.49%
Spread
6.0%
ASK BEARISH
SPY 764.0 CALL Directional Flow
2026-09-09 · 9 DTE
S 90 C 71 HIGH
Premium
$325,763
Delta Notional
$18,825,687
Volume / OI
365 / 4
V/OI Ratio
91.25x
Exec Price / IV
$8.93 / 9.86%
Spread
4.1%
ASK BULLISH
SPY 762.0 PUT Premium Sale
2026-09-03 · 3 DTE
S 83 C 83 HIGH
Premium
$42,284
Delta Notional
$5,900,214
Volume / OI
341 / 216
V/OI Ratio
1.58x
Exec Price / IV
$1.24 / 9.99%
Spread
5.5%
BID BULLISH
SPY 772.0 PUT Premium Sale
2026-09-25 · 25 DTE
S 80 C 90 MED
Premium
$253,271
Delta Notional
$9,769,591
Volume / OI
233 / 191
V/OI Ratio
1.22x
Exec Price / IV
$10.87 / 11.06%
Spread
0.5%
BID BULLISH
SPY 784.0 CALL Speculative Long
2026-09-09 · 9 DTE
S 91 C 68 HIGH
Premium
$85,092
Delta Notional
$13,145,037
Volume / OI
1,685 / 214
V/OI Ratio
7.87x
Exec Price / IV
$0.51 / 7.73%
Spread
9.9%
ASK BULLISH
SPY 774.0 PUT Unclear Flow
2026-09-01 · 1 DTE
S 96 C 61 HIGH
Premium
$2,467,150
Delta Notional
$292,916,510
Volume / OI
4,655 / 176
V/OI Ratio
26.45x
Exec Price / IV
$5.30 / 6.35%
Spread
5.9%
MID NEUTRAL
SPY 792.0 CALL Unclear Flow
2026-09-11 · 11 DTE
S 92 C 67 HIGH
Premium
$111,312
Delta Notional
$16,735,070
Volume / OI
4,638 / 839
V/OI Ratio
5.53x
Exec Price / IV
$0.24 / 8.35%
Spread
4.3%
MID NEUTRAL
SPY 750.0 PUT Unclear Flow
2026-09-04 · 4 DTE
S 90 C 70 HIGH
Premium
$515,835
Delta Notional
$65,437,418
Volume / OI
11,463 / 8,915
V/OI Ratio
1.29x
Exec Price / IV
$0.45 / 12.95%
Spread
4.4%
MID NEUTRAL
SPY 768.0 CALL Directional Flow
2026-09-18 · 18 DTE
S 77 C 96 MED
Premium
$415,360
Delta Notional
$18,889,081
Volume / OI
440 / 2,889
V/OI Ratio
0.15x
Exec Price / IV
$9.44 / 11.05%
Spread
0.6%
ASK BULLISH
SPY 773.0 PUT Unclear Flow
2026-09-01 · 1 DTE
S 96 C 61 HIGH
Premium
$2,244,060
Delta Notional
$287,997,556
Volume / OI
4,932 / 123
V/OI Ratio
40.10x
Exec Price / IV
$4.55 / 6.72%
Spread
5.5%
MID NEUTRAL
SPY 775.0 PUT Put Hedge Candidate
2026-09-10 · 10 DTE
S 89 C 72 HIGH
Premium
$244,016
Delta Notional
$15,529,853
Volume / OI
302 / 21
V/OI Ratio
14.38x
Exec Price / IV
$8.08 / 8.72%
Spread
5.0%
ASK BEARISH
SPY 785.0 CALL Speculative Long
2026-10-02 · 32 DTE
S 84 C 81 HIGH
Premium
$139,328
Delta Notional
$6,938,768
Volume / OI
311 / 184
V/OI Ratio
1.69x
Exec Price / IV
$4.48 / 10.62%
Spread
0.9%
ASK BULLISH
SPY 776.0 CALL Directional Flow
2026-09-11 · 11 DTE
S 77 C 95 MED
Premium
$187,253
Delta Notional
$15,630,168
Volume / OI
587 / 2,104
V/OI Ratio
0.28x
Exec Price / IV
$3.19 / 9.17%
Spread
0.9%
ASK BULLISH
SPY 780.0 CALL Directional Flow
2026-09-18 · 18 DTE
S 80 C 88 HIGH
Premium
$2,124,354
Delta Notional
$143,122,950
Volume / OI
6,001 / 25,798
V/OI Ratio
0.23x
Exec Price / IV
$3.54 / 9.96%
Spread
1.1%
ASK BULLISH
SPY 749.0 PUT Premium Sale
2026-09-30 · 30 DTE
S 78 C 93 MED
Premium
$134,830
Delta Notional
$5,419,701
Volume / OI
278 / 791
V/OI Ratio
0.35x
Exec Price / IV
$4.85 / 13.84%
Spread
0.8%
BID BULLISH
SPY 764.0 CALL Directional Flow
2026-09-11 · 11 DTE
S 80 C 88 HIGH
Premium
$323,785
Delta Notional
$16,129,177
Volume / OI
319 / 465
V/OI Ratio
0.69x
Exec Price / IV
$10.15 / 10.54%
Spread
3.5%
ASK BULLISH
SPY 781.0 CALL Speculative Long
2026-09-08 · 8 DTE
S 86 C 77 HIGH
Premium
$43,168
Delta Notional
$6,183,420
Volume / OI
568 / 213
V/OI Ratio
2.67x
Exec Price / IV
$0.76 / 7.62%
Spread
9.7%
ASK BULLISH
SPY 756.0 PUT Premium Sale
2026-09-18 · 18 DTE
S 80 C 88 HIGH
Premium
$241,733
Delta Notional
$12,722,156
Volume / OI
579 / 2,954
V/OI Ratio
0.20x
Exec Price / IV
$4.18 / 12.63%
Spread
0.7%
BID BULLISH
SPY 777.0 PUT Unclear Flow
2026-09-02 · 2 DTE
S 95 C 61 HIGH
Premium
$1,166,445
Delta Notional
$99,662,061
Volume / OI
1,449 / 53
V/OI Ratio
27.34x
Exec Price / IV
$8.05 / 6.54%
Spread
4.1%
MID NEUTRAL
SPY 768.0 CALL Unclear Flow
2026-09-02 · 2 DTE
S 92 C 67 HIGH
Premium
$625,443
Delta Notional
$73,147,713
Volume / OI
1,659 / 573
V/OI Ratio
2.90x
Exec Price / IV
$3.77 / 8.42%
Spread
3.7%
MID NEUTRAL
SPY 755.0 CALL Directional Flow
2026-09-08 · 8 DTE
S 87 C 74 HIGH
Premium
$543,490
Delta Notional
$22,244,678
Volume / OI
340 / 7
V/OI Ratio
48.57x
Exec Price / IV
$15.98 / 10.91%
Spread
2.4%
ASK BULLISH
SPY 775.0 PUT Unclear Flow
2026-09-04 · 4 DTE
S 92 C 66 HIGH
Premium
$4,088,250
Delta Notional
$324,969,593
Volume / OI
5,750 / 1,846
V/OI Ratio
3.11x
Exec Price / IV
$7.11 / 8.67%
Spread
5.8%
MID NEUTRAL
SPY 758.0 PUT Premium Sale
2026-09-09 · 9 DTE
S 88 C 73 HIGH
Premium
$166,496
Delta Notional
$15,320,297
Volume / OI
946 / 226
V/OI Ratio
4.19x
Exec Price / IV
$1.76 / 10.70%
Spread
5.1%
SELL_LEAN BULLISH
SPY 733.0 PUT Premium Sale
2026-09-30 · 30 DTE
S 83 C 83 HIGH
Premium
$133,688
Delta Notional
$5,369,794
Volume / OI
465 / 359
V/OI Ratio
1.30x
Exec Price / IV
$2.88 / 15.92%
Spread
1.0%
BID BULLISH
SPY 773.0 PUT Unclear Flow
2026-09-02 · 2 DTE
S 94 C 63 HIGH
Premium
$808,830
Delta Notional
$89,280,513
Volume / OI
1,634 / 372
V/OI Ratio
4.39x
Exec Price / IV
$4.95 / 7.53%
Spread
5.6%
MID NEUTRAL
SPY 778.0 CALL Directional Flow
2026-10-09 · 39 DTE
S 85 C 79 HIGH
Premium
$131,344
Delta Notional
$4,781,349
Volume / OI
149 / 28
V/OI Ratio
5.32x
Exec Price / IV
$8.81 / 11.45%
Spread
0.6%
ASK BULLISH
SPY 762.0 PUT Premium Sale
2026-09-30 · 30 DTE
S 79 C 91 MED
Premium
$217,764
Delta Notional
$8,340,739
Volume / OI
276 / 292
V/OI Ratio
0.95x
Exec Price / IV
$7.89 / 12.30%
Spread
0.5%
BID BULLISH
SPY 773.0 PUT Unclear Flow
2026-09-03 · 3 DTE
S 93 C 64 HIGH
Premium
$430,661
Delta Notional
$41,658,941
Volume / OI
799 / 178
V/OI Ratio
4.49x
Exec Price / IV
$5.39 / 8.23%
Spread
3.7%
MID NEUTRAL
SPY 761.0 PUT Premium Sale
2026-09-09 · 9 DTE
S 82 C 84 HIGH
Premium
$79,450
Delta Notional
$7,162,649
Volume / OI
350 / 193
V/OI Ratio
1.81x
Exec Price / IV
$2.27 / 10.26%
Spread
4.3%
BID BULLISH
SPY 774.0 PUT Unclear Flow
2026-09-02 · 2 DTE
S 95 C 61 HIGH
Premium
$1,042,280
Delta Notional
$107,815,901
Volume / OI
1,835 / 158
V/OI Ratio
11.61x
Exec Price / IV
$5.68 / 7.41%
Spread
5.6%
MID NEUTRAL
SPY 766.0 PUT Unclear Flow
2026-09-04 · 4 DTE
S 87 C 74 HIGH
Premium
$834,909
Delta Notional
$89,061,141
Volume / OI
3,127 / 2,395
V/OI Ratio
1.31x
Exec Price / IV
$2.67 / 9.99%
Spread
0.7%
MID NEUTRAL
SPY 745.0 PUT Speculative Long
2026-09-08 · 8 DTE
S 84 C 80 HIGH
Premium
$43,248
Delta Notional
$4,286,326
Volume / OI
848 / 527
V/OI Ratio
1.61x
Exec Price / IV
$0.51 / 12.52%
Spread
8.5%
ASK BEARISH
SPY 773.0 CALL Directional Flow
2026-09-09 · 9 DTE
S 81 C 86 HIGH
Premium
$62,650
Delta Notional
$5,562,254
Volume / OI
179 / 95
V/OI Ratio
1.88x
Exec Price / IV
$3.50 / 8.64%
Spread
2.3%
ASK BULLISH
SPY 756.0 CALL Premium Sale
2026-09-03 · 3 DTE
S 88 C 72 HIGH
Premium
$183,216
Delta Notional
$9,057,619
Volume / OI
132 / 10
V/OI Ratio
13.20x
Exec Price / IV
$13.88 / 13.18%
Spread
9.7%
BID BEARISH
SPY 768.0 CALL Directional Flow
2026-09-09 · 9 DTE
S 89 C 70 HIGH
Premium
$224,770
Delta Notional
$15,763,643
Volume / OI
364 / 5
V/OI Ratio
72.80x
Exec Price / IV
$6.17 / 9.25%
Spread
5.0%
ASK BULLISH
SPY 784.0 CALL Speculative Long
2026-10-02 · 32 DTE
S 84 C 79 HIGH
Premium
$64,454
Delta Notional
$3,139,179
Volume / OI
134 / 42
V/OI Ratio
3.19x
Exec Price / IV
$4.81 / 10.68%
Spread
0.8%
ASK BULLISH
SPY 766.0 CALL Directional Flow
2026-09-09 · 9 DTE
S 89 C 70 HIGH
Premium
$228,445
Delta Notional
$14,531,983
Volume / OI
305 / 2
V/OI Ratio
152.50x
Exec Price / IV
$7.49 / 9.52%
Spread
4.5%
ASK BULLISH
SPY 772.0 PUT Put Hedge Candidate
2026-09-09 · 9 DTE
S 88 C 72 HIGH
Premium
$145,073
Delta Notional
$10,609,567
Volume / OI
239 / 30
V/OI Ratio
7.97x
Exec Price / IV
$6.07 / 8.76%
Spread
4.9%
ASK BEARISH
SPY 760.0 PUT Premium Sale
2026-09-25 · 25 DTE
S 80 C 86 HIGH
Premium
$654,550
Delta Notional
$27,836,245
Volume / OI
1,007 / 1,193
V/OI Ratio
0.84x
Exec Price / IV
$6.50 / 12.39%
Spread
0.6%
BID BULLISH
SPY 770.0 CALL Premium Sale
2026-09-30 · 30 DTE
S 80 C 88 MED
Premium
$1,264,052
Delta Notional
$47,206,616
Volume / OI
1,201 / 2,137
V/OI Ratio
0.56x
Exec Price / IV
$10.53 / 11.44%
Spread
0.5%
BID BEARISH
SPY 750.0 PUT Unclear Flow
2026-09-30 · 30 DTE
S 86 C 76 HIGH
Premium
$2,913,548
Delta Notional
$116,108,132
Volume / OI
5,758 / 6,221
V/OI Ratio
0.93x
Exec Price / IV
$5.06 / 13.71%
Spread
0.6%
MID NEUTRAL
SPY 775.0 PUT Premium Sale
2026-09-11 · 11 DTE
S 82 C 83 HIGH
Premium
$879,376
Delta Notional
$51,985,687
Volume / OI
1,037 / 1,522
V/OI Ratio
0.68x
Exec Price / IV
$8.48 / 9.26%
Spread
3.3%
BID BULLISH
SPY 778.0 CALL Premium Sale
2026-09-11 · 11 DTE
S 81 C 85 HIGH
Premium
$220,050
Delta Notional
$20,163,125
Volume / OI
900 / 1,186
V/OI Ratio
0.76x
Exec Price / IV
$2.45 / 8.98%
Spread
1.2%
BID BEARISH
SPY 778.0 CALL Directional Flow
2026-09-08 · 8 DTE
S 83 C 81 HIGH
Premium
$51,816
Delta Notional
$6,533,697
Volume / OI
381 / 138
V/OI Ratio
2.76x
Exec Price / IV
$1.36 / 7.87%
Spread
6.0%
ASK BULLISH
SPY 763.0 CALL Premium Sale
2026-09-08 · 8 DTE
S 86 C 75 HIGH
Premium
$436,050
Delta Notional
$25,752,645
Volume / OI
475 / 191
V/OI Ratio
2.49x
Exec Price / IV
$9.18 / 9.66%
Spread
3.8%
SELL_LEAN BEARISH
SPY 786.0 CALL Speculative Long
2026-09-18 · 18 DTE
S 81 C 85 HIGH
Premium
$126,786
Delta Notional
$10,286,333
Volume / OI
678 / 1,715
V/OI Ratio
0.40x
Exec Price / IV
$1.87 / 9.60%
Spread
2.1%
ASK BULLISH
SPY 792.0 CALL Speculative Long
2026-09-30 · 30 DTE
S 81 C 84 HIGH
Premium
$136,422
Delta Notional
$8,694,978
Volume / OI
636 / 767
V/OI Ratio
0.83x
Exec Price / IV
$2.15 / 9.96%
Spread
1.4%
ASK BULLISH
SPY 795.0 CALL Speculative Long
2026-09-30 · 30 DTE
S 77 C 94 MED
Premium
$92,070
Delta Notional
$6,190,467
Volume / OI
558 / 2,218
V/OI Ratio
0.25x
Exec Price / IV
$1.65 / 9.86%
Spread
1.8%
ASK BULLISH
SPY 752.0 PUT Premium Sale
2026-09-11 · 11 DTE
S 77 C 94 MED
Premium
$50,876
Delta Notional
$4,038,010
Volume / OI
322 / 1,627
V/OI Ratio
0.20x
Exec Price / IV
$1.58 / 12.46%
Spread
1.2%
BID BULLISH
SPY 767.0 PUT Unclear Flow
2026-09-02 · 2 DTE
S 90 C 67 HIGH
Premium
$314,019
Delta Notional
$44,688,410
Volume / OI
1,517 / 558
V/OI Ratio
2.72x
Exec Price / IV
$2.07 / 8.64%
Spread
3.4%
MID NEUTRAL
SPY 790.0 CALL Speculative Long
2026-09-25 · 25 DTE
S 81 C 84 HIGH
Premium
$133,210
Delta Notional
$9,391,363
Volume / OI
692 / 897
V/OI Ratio
0.77x
Exec Price / IV
$1.92 / 9.87%
Spread
1.6%
ASK BULLISH
SPY 760.0 PUT Unclear Flow
2026-09-01 · 1 DTE
S 93 C 63 HIGH
Premium
$260,364
Delta Notional
$55,368,027
Volume / OI
6,676 / 1,455
V/OI Ratio
4.59x
Exec Price / IV
$0.39 / 9.34%
Spread
7.8%
MID NEUTRAL
SPY 766.0 PUT Premium Sale
2026-09-11 · 11 DTE
S 80 C 86 HIGH
Premium
$327,560
Delta Notional
$22,855,996
Volume / OI
747 / 1,460
V/OI Ratio
0.51x
Exec Price / IV
$4.38 / 10.36%
Spread
0.7%
BID BULLISH
SPY 710.0 PUT Premium Sale
2026-09-30 · 30 DTE
S 76 C 95 MED
Premium
$100,415
Delta Notional
$3,944,573
Volume / OI
665 / 3,597
V/OI Ratio
0.18x
Exec Price / IV
$1.51 / 19.11%
Spread
1.3%
BID BULLISH
SPY 766.0 PUT Premium Sale
2026-09-18 · 18 DTE
S 79 C 88 MED
Premium
$583,944
Delta Notional
$28,517,512
Volume / OI
839 / 2,548
V/OI Ratio
0.33x
Exec Price / IV
$6.96 / 11.31%
Spread
0.6%
BID BULLISH
SPY 764.0 CALL Directional Flow
2026-09-02 · 2 DTE
S 79 C 88 MED
Premium
$138,990
Delta Notional
$11,719,932
Volume / OI
205 / 985
V/OI Ratio
0.21x
Exec Price / IV
$6.78 / 9.23%
Spread
4.4%
ASK BULLISH
SPY 747.0 PUT Speculative Long
2026-09-18 · 18 DTE
S 80 C 87 MED
Premium
$165,952
Delta Notional
$8,977,114
Volume / OI
609 / 3,177
V/OI Ratio
0.19x
Exec Price / IV
$2.73 / 13.95%
Spread
1.1%
ASK BEARISH
SPY 757.0 PUT Premium Sale
2026-09-11 · 11 DTE
S 81 C 84 HIGH
Premium
$98,508
Delta Notional
$7,498,724
Volume / OI
433 / 876
V/OI Ratio
0.49x
Exec Price / IV
$2.27 / 11.67%
Spread
1.3%
BID BULLISH
SPY 753.0 PUT Premium Sale
2026-09-11 · 11 DTE
S 77 C 93 MED
Premium
$45,657
Delta Notional
$3,568,084
Volume / OI
267 / 1,153
V/OI Ratio
0.23x
Exec Price / IV
$1.71 / 12.31%
Spread
1.2%
BID BULLISH
SPY 781.0 CALL Speculative Long
2026-09-11 · 11 DTE
S 81 C 84 HIGH
Premium
$89,870
Delta Notional
$9,391,848
Volume / OI
567 / 1,228
V/OI Ratio
0.46x
Exec Price / IV
$1.58 / 8.73%
Spread
1.9%
ASK BULLISH
SPY 765.0 CALL Directional Flow
2026-09-09 · 9 DTE
S 84 C 78 HIGH
Premium
$347,283
Delta Notional
$21,010,087
Volume / OI
423 / 266
V/OI Ratio
1.59x
Exec Price / IV
$8.21 / 9.69%
Spread
3.7%
ASK BULLISH
SPY 765.0 PUT Premium Sale
2026-09-09 · 9 DTE
S 80 C 86 HIGH
Premium
$72,576
Delta Notional
$6,191,975
Volume / OI
224 / 160
V/OI Ratio
1.40x
Exec Price / IV
$3.24 / 9.66%
Spread
3.0%
BID BULLISH
SPY 761.0 CALL Directional Flow
2026-09-04 · 4 DTE
S 82 C 81 HIGH
Premium
$441,441
Delta Notional
$25,743,990
Volume / OI
429 / 826
V/OI Ratio
0.52x
Exec Price / IV
$10.29 / 10.89%
Spread
3.3%
ASK BULLISH
SPY 769.0 CALL Premium Sale
2026-09-30 · 30 DTE
S 77 C 93 MED
Premium
$302,211
Delta Notional
$11,049,812
Volume / OI
273 / 581
V/OI Ratio
0.47x
Exec Price / IV
$11.07 / 11.53%
Spread
0.4%
BID BEARISH
SPY 800.0 CALL Speculative Long
2026-10-02 · 32 DTE
S 81 C 84 HIGH
Premium
$127,760
Delta Notional
$8,721,982
Volume / OI
979 / 1,397
V/OI Ratio
0.70x
Exec Price / IV
$1.31 / 10.02%
Spread
2.3%
ASK BULLISH
SPY 764.0 PUT Premium Sale
2026-10-09 · 39 DTE
S 85 C 76 HIGH
Premium
$129,984
Delta Notional
$4,150,797
Volume / OI
128 / 3
V/OI Ratio
42.67x
Exec Price / IV
$10.15 / 12.63%
Spread
0.7%
BID BULLISH
SPY 774.0 PUT Premium Sale
2026-09-18 · 18 DTE
S 82 C 82 HIGH
Premium
$2,124,150
Delta Notional
$93,601,598
Volume / OI
2,023 / 4,297
V/OI Ratio
0.47x
Exec Price / IV
$10.50 / 10.42%
Spread
3.2%
SELL_LEAN BULLISH
SPY 762.0 PUT Premium Sale
2026-09-08 · 8 DTE
S 81 C 84 HIGH
Premium
$56,854
Delta Notional
$5,533,088
Volume / OI
262 / 147
V/OI Ratio
1.78x
Exec Price / IV
$2.17 / 9.81%
Spread
4.1%
BID BULLISH
SPY 764.0 PUT Premium Sale
2026-09-18 · 18 DTE
S 79 C 88 MED
Premium
$603,174
Delta Notional
$30,041,256
Volume / OI
962 / 4,189
V/OI Ratio
0.23x
Exec Price / IV
$6.27 / 11.56%
Spread
0.6%
BID BULLISH
SPY 758.0 PUT Premium Sale
2026-09-30 · 30 DTE
S 78 C 90 MED
Premium
$137,025
Delta Notional
$5,367,840
Volume / OI
203 / 195
V/OI Ratio
1.04x
Exec Price / IV
$6.75 / 12.75%
Spread
0.6%
BID BULLISH
SPY 758.0 CALL Directional Flow
2026-09-09 · 9 DTE
S 85 C 76 HIGH
Premium
$194,824
Delta Notional
$8,644,771
Volume / OI
142 / 50
V/OI Ratio
2.84x
Exec Price / IV
$13.72 / 10.75%
Spread
2.9%
ASK BULLISH
SPY 778.0 PUT Premium Sale
2026-09-04 · 4 DTE
S 85 C 75 HIGH
Premium
$625,472
Delta Notional
$43,790,863
Volume / OI
674 / 661
V/OI Ratio
1.02x
Exec Price / IV
$9.28 / 8.16%
Spread
5.4%
SELL_LEAN BULLISH
SPY 765.0 PUT Premium Sale
2026-09-25 · 25 DTE
S 75 C 95 MED
Premium
$366,057
Delta Notional
$15,132,561
Volume / OI
457 / 2,229
V/OI Ratio
0.21x
Exec Price / IV
$8.01 / 11.80%
Spread
0.6%
BID BULLISH
SPY 784.0 CALL Unclear Flow
2026-09-04 · 4 DTE
S 90 C 66 HIGH
Premium
$61,824
Delta Notional
$12,638,513
Volume / OI
2,944 / 999
V/OI Ratio
2.95x
Exec Price / IV
$0.21 / 8.24%
Spread
4.9%
MID NEUTRAL
SPY 771.0 CALL Unclear Flow
2026-09-09 · 9 DTE
S 90 C 66 HIGH
Premium
$479,326
Delta Notional
$39,099,552
Volume / OI
1,082 / 184
V/OI Ratio
5.88x
Exec Price / IV
$4.43 / 8.85%
Spread
2.5%
MID NEUTRAL
SPY 767.0 PUT Premium Sale
2026-09-11 · 11 DTE
S 79 C 87 MED
Premium
$404,032
Delta Notional
$27,817,726
Volume / OI
856 / 2,905
V/OI Ratio
0.29x
Exec Price / IV
$4.72 / 10.22%
Spread
0.8%
BID BULLISH
SPY 755.0 PUT Premium Sale
2026-09-25 · 25 DTE
S 80 C 85 MED
Premium
$203,280
Delta Notional
$8,847,487
Volume / OI
385 / 847
V/OI Ratio
0.45x
Exec Price / IV
$5.28 / 13.01%
Spread
0.8%
BID BULLISH
SPY 777.0 PUT Put Hedge Candidate
2026-09-08 · 8 DTE
S 86 C 74 HIGH
Premium
$159,310
Delta Notional
$10,667,299
Volume / OI
179 / 51
V/OI Ratio
3.51x
Exec Price / IV
$8.90 / 7.85%
Spread
4.5%
ASK BEARISH
SPY 777.0 PUT Premium Sale
2026-09-04 · 4 DTE
S 85 C 75 HIGH
Premium
$509,150
Delta Notional
$37,355,743
Volume / OI
599 / 565
V/OI Ratio
1.06x
Exec Price / IV
$8.50 / 8.32%
Spread
5.2%
SELL_LEAN BULLISH
SPY 761.0 CALL Directional Flow
2026-09-08 · 8 DTE
S 84 C 76 HIGH
Premium
$220,255
Delta Notional
$11,711,792
Volume / OI
203 / 89
V/OI Ratio
2.28x
Exec Price / IV
$10.85 / 9.97%
Spread
3.3%
ASK BULLISH
SPY 765.0 PUT Unclear Flow
2026-09-02 · 2 DTE
S 89 C 68 HIGH
Premium
$255,750
Delta Notional
$38,853,791
Volume / OI
1,705 / 877
V/OI Ratio
1.94x
Exec Price / IV
$1.50 / 8.98%
Spread
3.3%
MID NEUTRAL
SPY 771.0 CALL Directional Flow
2026-10-02 · 32 DTE
S 82 C 81 HIGH
Premium
$252,742
Delta Notional
$9,023,591
Volume / OI
235 / 119
V/OI Ratio
1.97x
Exec Price / IV
$10.75 / 11.68%
Spread
0.5%
ASK BULLISH
SPY 721.0 PUT Premium Sale
2026-09-30 · 30 DTE
S 78 C 90 MED
Premium
$46,168
Delta Notional
$1,863,427
Volume / OI
232 / 296
V/OI Ratio
0.78x
Exec Price / IV
$1.99 / 17.56%
Spread
1.5%
BID BULLISH
SPY 763.0 CALL Premium Sale
2026-09-11 · 11 DTE
S 78 C 89 MED
Premium
$243,427
Delta Notional
$11,939,797
Volume / OI
229 / 579
V/OI Ratio
0.40x
Exec Price / IV
$10.63 / 10.73%
Spread
3.2%
BID BEARISH
SPY 760.0 PUT Unclear Flow
2026-09-09 · 9 DTE
S 91 C 64 HIGH
Premium
$545,646
Delta Notional
$48,962,557
Volume / OI
2,586 / 295
V/OI Ratio
8.77x
Exec Price / IV
$2.11 / 10.40%
Spread
4.3%
MID NEUTRAL
SPY 795.0 CALL Speculative Long
2026-10-02 · 32 DTE
S 78 C 87 MED
Premium
$251,910
Delta Notional
$15,628,976
Volume / OI
1,244 / 7,731
V/OI Ratio
0.16x
Exec Price / IV
$2.02 / 10.16%
Spread
1.5%
ASK BULLISH
SPY 770.0 PUT Put Hedge Candidate
2026-09-09 · 9 DTE
S 86 C 73 HIGH
Premium
$214,240
Delta Notional
$16,277,723
Volume / OI
416 / 149
V/OI Ratio
2.79x
Exec Price / IV
$5.15 / 8.99%
Spread
4.7%
BUY_LEAN BEARISH
SPY 748.0 PUT Premium Sale
2026-09-25 · 25 DTE
S 77 C 91 MED
Premium
$71,063
Delta Notional
$3,171,545
Volume / OI
179 / 455
V/OI Ratio
0.39x
Exec Price / IV
$3.97 / 13.92%
Spread
1.0%
BID BULLISH
SPY 772.0 CALL Directional Flow
2026-09-30 · 30 DTE
S 79 C 86 MED
Premium
$543,970
Delta Notional
$21,368,412
Volume / OI
579 / 895
V/OI Ratio
0.65x
Exec Price / IV
$9.39 / 11.26%
Spread
0.5%
ASK BULLISH
SPY 780.0 CALL Directional Flow
2026-09-25 · 25 DTE
S 79 C 86 MED
Premium
$423,900
Delta Notional
$23,126,661
Volume / OI
900 / 1,544
V/OI Ratio
0.58x
Exec Price / IV
$4.71 / 10.43%
Spread
0.8%
ASK BULLISH
SPY 758.0 PUT Put Hedge Candidate
2026-09-11 · 11 DTE
S 79 C 85 MED
Premium
$140,788
Delta Notional
$10,662,837
Volume / OI
577 / 883
V/OI Ratio
0.65x
Exec Price / IV
$2.44 / 11.52%
Spread
0.8%
ASK BEARISH
SPY 765.0 CALL Directional Flow
2026-09-08 · 8 DTE
S 83 C 78 HIGH
Premium
$339,082
Delta Notional
$21,863,811
Volume / OI
435 / 368
V/OI Ratio
1.18x
Exec Price / IV
$7.79 / 9.40%
Spread
4.2%
ASK BULLISH
SPY 761.0 PUT Unclear Flow
2026-09-01 · 1 DTE
S 87 C 69 HIGH
Premium
$220,947
Delta Notional
$46,583,281
Volume / OI
4,701 / 3,227
V/OI Ratio
1.46x
Exec Price / IV
$0.47 / 9.12%
Spread
4.3%
MID NEUTRAL
SPY 760.0 CALL Directional Flow
2026-09-03 · 3 DTE
S 82 C 79 HIGH
Premium
$175,392
Delta Notional
$10,655,436
Volume / OI
168 / 255
V/OI Ratio
0.66x
Exec Price / IV
$10.44 / 10.48%
Spread
3.3%
ASK BULLISH
SPY 766.0 CALL Directional Flow
2026-09-08 · 8 DTE
S 83 C 77 HIGH
Premium
$233,852
Delta Notional
$15,921,021
Volume / OI
331 / 206
V/OI Ratio
1.61x
Exec Price / IV
$7.06 / 9.21%
Spread
4.1%
ASK BULLISH
SPY 793.0 CALL Speculative Long
2026-10-02 · 32 DTE
S 82 C 79 HIGH
Premium
$52,080
Delta Notional
$3,096,903
Volume / OI
217 / 104
V/OI Ratio
2.09x
Exec Price / IV
$2.40 / 10.23%
Spread
1.7%
ASK BULLISH
SPY 775.0 CALL Directional Flow
2026-09-09 · 9 DTE
S 83 C 77 HIGH
Premium
$83,100
Delta Notional
$8,285,469
Volume / OI
319 / 128
V/OI Ratio
2.49x
Exec Price / IV
$2.60 / 8.42%
Spread
3.5%
ASK BULLISH
SPY 761.0 PUT Put Hedge Candidate
2026-09-18 · 18 DTE
S 75 C 94 MED
Premium
$133,424
Delta Notional
$6,801,977
Volume / OI
248 / 1,522
V/OI Ratio
0.16x
Exec Price / IV
$5.38 / 11.95%
Spread
0.7%
ASK BEARISH
SPY 767.0 CALL Premium Sale
2026-09-04 · 4 DTE
S 82 C 79 HIGH
Premium
$407,540
Delta Notional
$33,211,301
Volume / OI
710 / 1,666
V/OI Ratio
0.43x
Exec Price / IV
$5.74 / 9.91%
Spread
4.0%
SELL_LEAN BEARISH
SPY 762.0 PUT Premium Sale
2026-09-09 · 9 DTE
S 85 C 73 HIGH
Premium
$80,250
Delta Notional
$7,090,260
Volume / OI
321 / 81
V/OI Ratio
3.96x
Exec Price / IV
$2.50 / 10.10%
Spread
4.0%
SELL_LEAN BULLISH
SPY 759.0 PUT Premium Sale
2026-09-18 · 18 DTE
S 78 C 88 MED
Premium
$307,322
Delta Notional
$15,895,633
Volume / OI
633 / 2,590
V/OI Ratio
0.24x
Exec Price / IV
$4.86 / 12.22%
Spread
0.6%
BID BULLISH
SPY 751.0 PUT Premium Sale
2026-09-18 · 18 DTE
S 78 C 87 MED
Premium
$116,918
Delta Notional
$6,275,934
Volume / OI
357 / 2,518
V/OI Ratio
0.14x
Exec Price / IV
$3.27 / 13.36%
Spread
0.9%
BID BULLISH
SPY 773.0 CALL Unclear Flow
2026-09-08 · 8 DTE
S 90 C 64 HIGH
Premium
$315,392
Delta Notional
$30,929,593
Volume / OI
1,024 / 158
V/OI Ratio
6.48x
Exec Price / IV
$3.08 / 8.36%
Spread
3.3%
MID NEUTRAL
SPY 756.0 PUT Premium Sale
2026-09-25 · 25 DTE
S 80 C 82 HIGH
Premium
$102,850
Delta Notional
$4,459,922
Volume / OI
187 / 187
V/OI Ratio
1.00x
Exec Price / IV
$5.50 / 12.88%
Spread
0.7%
BID BULLISH
SPY 784.0 CALL Speculative Long
2026-09-18 · 18 DTE
S 78 C 86 MED
Premium
$111,618
Delta Notional
$8,532,284
Volume / OI
477 / 3,322
V/OI Ratio
0.14x
Exec Price / IV
$2.34 / 9.70%
Spread
1.7%
ASK BULLISH
SPY 776.0 PUT Premium Sale
2026-09-03 · 3 DTE
S 86 C 71 HIGH
Premium
$115,866
Delta Notional
$9,815,229
Volume / OI
157 / 72
V/OI Ratio
2.18x
Exec Price / IV
$7.38 / 7.59%
Spread
5.2%
SELL_LEAN BULLISH
SPY 783.0 CALL Call Overwrite/Sale
2026-09-30 · 30 DTE
S 79 C 84 MED
Premium
$131,850
Delta Notional
$6,827,958
Volume / OI
293 / 575
V/OI Ratio
0.51x
Exec Price / IV
$4.50 / 10.40%
Spread
0.9%
BID BEARISH
SPY 765.0 CALL Directional Flow
2026-09-03 · 3 DTE
S 81 C 80 HIGH
Premium
$121,094
Delta Notional
$10,056,974
Volume / OI
191 / 362
V/OI Ratio
0.53x
Exec Price / IV
$6.34 / 9.42%
Spread
2.8%
ASK BULLISH
SPY 744.0 PUT Premium Sale
2026-09-25 · 25 DTE
S 81 C 81 HIGH
Premium
$78,547
Delta Notional
$3,504,243
Volume / OI
229 / 189
V/OI Ratio
1.21x
Exec Price / IV
$3.43 / 14.46%
Spread
1.2%
BID BULLISH
SPY 789.0 CALL Call Overwrite/Sale
2026-09-25 · 25 DTE
S 79 C 84 MED
Premium
$96,475
Delta Notional
$6,632,920
Volume / OI
454 / 832
V/OI Ratio
0.55x
Exec Price / IV
$2.12 / 9.91%
Spread
1.4%
BID BEARISH
SPY 785.0 CALL Unclear Flow
2026-09-04 · 4 DTE
S 88 C 67 HIGH
Premium
$115,860
Delta Notional
$26,325,095
Volume / OI
7,724 / 5,152
V/OI Ratio
1.50x
Exec Price / IV
$0.15 / 8.22%
Spread
6.5%
MID NEUTRAL
SPY 766.0 PUT Premium Sale
2026-09-08 · 8 DTE
S 83 C 76 HIGH
Premium
$82,026
Delta Notional
$7,367,296
Volume / OI
252 / 102
V/OI Ratio
2.47x
Exec Price / IV
$3.25 / 9.24%
Spread
3.4%
BID BULLISH
SPY 710.0 CALL Directional Flow
2026-09-09 · 9 DTE
S 87 C 69 HIGH
Premium
$914,052
Delta Notional
$11,529,233
Volume / OI
152 / 4
V/OI Ratio
38.00x
Exec Price / IV
$60.14 / 22.40%
Spread
5.4%
ASK BULLISH
SPY 769.0 PUT Premium Sale
2026-09-09 · 9 DTE
S 82 C 79 HIGH
Premium
$127,491
Delta Notional
$10,001,750
Volume / OI
273 / 189
V/OI Ratio
1.44x
Exec Price / IV
$4.67 / 9.11%
Spread
2.6%
BID BULLISH
SPY 742.0 PUT Premium Sale
2026-09-25 · 25 DTE
S 80 C 83 MED
Premium
$91,410
Delta Notional
$4,082,656
Volume / OI
287 / 370
V/OI Ratio
0.78x
Exec Price / IV
$3.19 / 14.74%
Spread
0.9%
BID BULLISH
SPY 755.0 PUT Premium Sale
2026-09-09 · 9 DTE
S 79 C 85 MED
Premium
$39,072
Delta Notional
$3,784,833
Volume / OI
296 / 570
V/OI Ratio
0.52x
Exec Price / IV
$1.32 / 11.19%
Spread
5.8%
BID BULLISH
SPY 710.0 PUT Premium Sale
2026-10-02 · 32 DTE
S 75 C 93 MED
Premium
$60,180
Delta Notional
$2,265,951
Volume / OI
354 / 1,703
V/OI Ratio
0.21x
Exec Price / IV
$1.70 / 19.22%
Spread
1.7%
BID BULLISH
SPY 695.0 PUT Premium Sale
2026-09-30 · 30 DTE
S 74 C 94 MED
Premium
$61,204
Delta Notional
$2,327,961
Volume / OI
572 / 3,932
V/OI Ratio
0.15x
Exec Price / IV
$1.07 / 21.30%
Spread
1.8%
BID BULLISH
SPY 763.0 PUT Premium Sale
2026-09-08 · 8 DTE
S 79 C 84 MED
Premium
$45,840
Delta Notional
$4,383,395
Volume / OI
191 / 131
V/OI Ratio
1.46x
Exec Price / IV
$2.40 / 9.66%
Spread
4.1%
BID BULLISH
SPY 777.0 PUT Premium Sale
2026-09-18 · 18 DTE
S 79 C 84 MED
Premium
$555,505
Delta Notional
$23,532,378
Volume / OI
461 / 1,602
V/OI Ratio
0.29x
Exec Price / IV
$12.05 / 10.12%
Spread
7.6%
BID BULLISH
SPY 773.0 PUT Premium Sale
2026-10-02 · 32 DTE
S 80 C 82 MED
Premium
$288,876
Delta Notional
$9,607,304
Volume / OI
228 / 189
V/OI Ratio
1.21x
Exec Price / IV
$12.67 / 11.49%
Spread
0.5%
BID BULLISH
SPY 776.0 CALL Directional Flow
2026-09-08 · 8 DTE
S 84 C 73 HIGH
Premium
$60,864
Delta Notional
$7,006,786
Volume / OI
317 / 91
V/OI Ratio
3.48x
Exec Price / IV
$1.92 / 8.05%
Spread
5.2%
ASK BULLISH
SPY 771.0 PUT Put Hedge Candidate
2026-09-30 · 30 DTE
S 79 C 83 MED
Premium
$317,955
Delta Notional
$11,362,022
Volume / OI
282 / 302
V/OI Ratio
0.93x
Exec Price / IV
$11.28 / 11.34%
Spread
0.4%
ASK BEARISH
SPY 765.0 CALL Directional Flow
2026-09-11 · 11 DTE
S 80 C 82 MED
Premium
$458,185
Delta Notional
$24,160,344
Volume / OI
494 / 1,157
V/OI Ratio
0.43x
Exec Price / IV
$9.27 / 10.41%
Spread
3.3%
ASK BULLISH
SPY 774.0 CALL Directional Flow
2026-09-25 · 25 DTE
S 79 C 83 MED
Premium
$245,323
Delta Notional
$11,342,342
Volume / OI
334 / 345
V/OI Ratio
0.97x
Exec Price / IV
$7.35 / 10.91%
Spread
0.7%
ASK BULLISH
SPY 761.0 PUT Premium Sale
2026-10-02 · 32 DTE
S 79 C 83 MED
Premium
$258,720
Delta Notional
$9,402,072
Volume / OI
320 / 330
V/OI Ratio
0.97x
Exec Price / IV
$8.09 / 12.69%
Spread
0.6%
BID BULLISH
SPY 751.0 PUT Unclear Flow
2026-09-04 · 4 DTE
S 85 C 72 HIGH
Premium
$71,750
Delta Notional
$9,019,821
Volume / OI
1,435 / 1,512
V/OI Ratio
0.95x
Exec Price / IV
$0.50 / 12.73%
Spread
2.0%
MID NEUTRAL
SPY 772.0 CALL Unclear Flow
2026-09-11 · 11 DTE
S 84 C 73 HIGH
Premium
$719,558
Delta Notional
$50,899,396
Volume / OI
1,442 / 1,174
V/OI Ratio
1.23x
Exec Price / IV
$4.99 / 9.58%
Spread
0.8%
MID NEUTRAL
SPY 725.0 PUT Premium Sale
2026-09-25 · 25 DTE
S 74 C 94 MED
Premium
$53,214
Delta Notional
$2,336,531
Volume / OI
294 / 1,922
V/OI Ratio
0.15x
Exec Price / IV
$1.81 / 17.17%
Spread
1.1%
BID BULLISH
SPY 771.0 PUT Premium Sale
2026-09-08 · 8 DTE
S 84 C 74 HIGH
Premium
$201,492
Delta Notional
$16,282,816
Volume / OI
386 / 215
V/OI Ratio
1.80x
Exec Price / IV
$5.22 / 8.55%
Spread
6.1%
BID BULLISH
SPY 722.0 PUT Premium Sale
2026-10-02 · 32 DTE
S 79 C 82 MED
Premium
$71,992
Delta Notional
$2,711,466
Volume / OI
307 / 355
V/OI Ratio
0.86x
Exec Price / IV
$2.34 / 17.57%
Spread
1.3%
BID BULLISH
SPY 710.0 PUT Speculative Long
2026-09-25 · 25 DTE
S 78 C 85 MED
Premium
$79,178
Delta Notional
$3,386,494
Volume / OI
671 / 1,401
V/OI Ratio
0.48x
Exec Price / IV
$1.18 / 19.44%
Spread
1.7%
ASK BEARISH
SPY 750.0 PUT Premium Sale
2026-10-02 · 32 DTE
S 78 C 85 MED
Premium
$138,391
Delta Notional
$5,228,179
Volume / OI
253 / 677
V/OI Ratio
0.37x
Exec Price / IV
$5.47 / 13.95%
Spread
0.7%
BID BULLISH
SPY 783.0 CALL Speculative Long
2026-09-25 · 25 DTE
S 79 C 82 MED
Premium
$85,628
Delta Notional
$5,058,676
Volume / OI
233 / 307
V/OI Ratio
0.76x
Exec Price / IV
$3.67 / 10.23%
Spread
1.4%
ASK BULLISH
SPY 759.0 PUT Premium Sale
2026-10-02 · 32 DTE
S 80 C 80 HIGH
Premium
$129,258
Delta Notional
$4,743,966
Volume / OI
172 / 87
V/OI Ratio
1.98x
Exec Price / IV
$7.52 / 12.91%
Spread
0.7%
BID BULLISH
SPY 778.0 PUT Put Hedge Candidate
2026-09-08 · 8 DTE
S 83 C 74 HIGH
Premium
$143,785
Delta Notional
$9,277,261
Volume / OI
149 / 68
V/OI Ratio
2.19x
Exec Price / IV
$9.65 / 7.72%
Spread
4.4%
ASK BEARISH
SPY 715.0 PUT Premium Sale
2026-10-02 · 32 DTE
S 78 C 84 MED
Premium
$88,952
Delta Notional
$3,318,514
Volume / OI
455 / 962
V/OI Ratio
0.47x
Exec Price / IV
$1.96 / 18.52%
Spread
1.5%
BID BULLISH
SPY 744.0 PUT Premium Sale
2026-09-30 · 30 DTE
S 75 C 91 MED
Premium
$49,654
Delta Notional
$2,011,435
Volume / OI
122 / 330
V/OI Ratio
0.37x
Exec Price / IV
$4.07 / 14.46%
Spread
1.0%
BID BULLISH
SPY 765.0 PUT Premium Sale
2026-10-02 · 32 DTE
S 78 C 85 MED
Premium
$364,882
Delta Notional
$12,949,722
Volume / OI
389 / 770
V/OI Ratio
0.51x
Exec Price / IV
$9.38 / 12.26%
Spread
0.6%
BID BULLISH
SPY 776.0 CALL Directional Flow
2026-09-09 · 9 DTE
S 83 C 75 HIGH
Premium
$57,792
Delta Notional
$6,057,985
Volume / OI
258 / 93
V/OI Ratio
2.77x
Exec Price / IV
$2.24 / 8.33%
Spread
4.5%
ASK BULLISH
SPY 730.0 PUT Premium Sale
2026-09-25 · 25 DTE
S 74 C 93 MED
Premium
$49,296
Delta Notional
$2,220,852
Volume / OI
237 / 1,267
V/OI Ratio
0.19x
Exec Price / IV
$2.08 / 16.43%
Spread
1.4%
BID BULLISH
SPY 705.0 PUT Premium Sale
2026-10-02 · 32 DTE
S 74 C 93 MED
Premium
$39,824
Delta Notional
$1,475,490
Volume / OI
262 / 1,048
V/OI Ratio
0.25x
Exec Price / IV
$1.52 / 19.90%
Spread
1.3%
BID BULLISH
SPY 754.0 CALL Premium Sale
2026-09-02 · 2 DTE
S 86 C 69 HIGH
Premium
$461,066
Delta Notional
$20,684,867
Volume / OI
287 / 144
V/OI Ratio
1.99x
Exec Price / IV
$16.07 / 14.24%
Spread
8.7%
BID BEARISH
SPY 736.0 PUT Unclear Flow
2026-09-11 · 11 DTE
S 84 C 72 HIGH
Premium
$101,520
Delta Notional
$8,122,859
Volume / OI
1,692 / 1,793
V/OI Ratio
0.94x
Exec Price / IV
$0.60 / 15.15%
Spread
1.7%
MID NEUTRAL
SPY 742.0 PUT Premium Sale
2026-09-30 · 30 DTE
S 74 C 91 MED
Premium
$45,720
Delta Notional
$1,851,979
Volume / OI
120 / 382
V/OI Ratio
0.31x
Exec Price / IV
$3.81 / 14.73%
Spread
0.8%
BID BULLISH
SPY 745.0 PUT Unclear Flow
2026-09-04 · 4 DTE
S 84 C 71 HIGH
Premium
$95,032
Delta Notional
$12,246,406
Volume / OI
3,394 / 6,027
V/OI Ratio
0.56x
Exec Price / IV
$0.28 / 14.10%
Spread
3.5%
MID NEUTRAL
SPY 753.0 PUT Premium Sale
2026-09-25 · 25 DTE
S 79 C 81 MED
Premium
$69,641
Delta Notional
$3,050,773
Volume / OI
143 / 159
V/OI Ratio
0.90x
Exec Price / IV
$4.87 / 13.27%
Spread
0.8%
BID BULLISH
SPY 776.0 CALL Unclear Flow
2026-09-02 · 2 DTE
S 87 C 66 HIGH
Premium
$123,640
Delta Notional
$27,758,456
Volume / OI
2,248 / 1,318
V/OI Ratio
1.71x
Exec Price / IV
$0.55 / 7.31%
Spread
5.5%
MID NEUTRAL
SPY 778.0 CALL Unclear Flow
2026-09-18 · 18 DTE
S 83 C 74 HIGH
Premium
$945,945
Delta Notional
$59,646,013
Volume / OI
2,205 / 3,184
V/OI Ratio
0.69x
Exec Price / IV
$4.29 / 10.11%
Spread
1.2%
MID NEUTRAL
SPY 765.0 PUT Unclear Flow
2026-09-08 · 8 DTE
S 86 C 68 HIGH
Premium
$378,084
Delta Notional
$34,727,382
Volume / OI
1,286 / 642
V/OI Ratio
2.00x
Exec Price / IV
$2.94 / 9.37%
Spread
3.1%
MID NEUTRAL
SPY 772.0 CALL Premium Sale
2026-10-02 · 32 DTE
S 79 C 81 MED
Premium
$171,276
Delta Notional
$6,262,201
Volume / OI
168 / 145
V/OI Ratio
1.16x
Exec Price / IV
$10.20 / 11.59%
Spread
0.5%
BID BEARISH
SPY 772.0 PUT Premium Sale
2026-10-02 · 32 DTE
S 79 C 80 MED
Premium
$153,720
Delta Notional
$5,161,954
Volume / OI
126 / 85
V/OI Ratio
1.48x
Exec Price / IV
$12.20 / 11.58%
Spread
0.5%
BID BULLISH
SPY 779.0 PUT Premium Sale
2026-09-11 · 11 DTE
S 76 C 86 MED
Premium
$173,469
Delta Notional
$9,443,617
Volume / OI
159 / 547
V/OI Ratio
0.29x
Exec Price / IV
$10.91 / 8.96%
Spread
4.9%
BID BULLISH
SPY 762.0 PUT Unclear Flow
2026-09-02 · 2 DTE
S 87 C 65 HIGH
Premium
$87,584
Delta Notional
$14,370,104
Volume / OI
952 / 426
V/OI Ratio
2.23x
Exec Price / IV
$0.92 / 9.56%
Spread
4.3%
MID NEUTRAL
SPY 761.0 PUT Premium Sale
2026-09-25 · 25 DTE
S 74 C 91 MED
Premium
$98,842
Delta Notional
$4,187,480
Volume / OI
146 / 322
V/OI Ratio
0.45x
Exec Price / IV
$6.77 / 12.27%
Spread
0.7%
BID BULLISH
SPY 777.0 CALL Directional Flow
2026-09-09 · 9 DTE
S 83 C 73 HIGH
Premium
$42,975
Delta Notional
$4,737,850
Volume / OI
225 / 71
V/OI Ratio
3.17x
Exec Price / IV
$1.91 / 8.22%
Spread
5.2%
ASK BULLISH
SPY 768.0 CALL Directional Flow
2026-09-25 · 25 DTE
S 76 C 87 MED
Premium
$404,144
Delta Notional
$15,819,052
Volume / OI
377 / 1,667
V/OI Ratio
0.23x
Exec Price / IV
$10.72 / 11.48%
Spread
0.4%
ASK BULLISH
SPY 775.0 CALL Unclear Flow
2026-09-03 · 3 DTE
S 85 C 70 HIGH
Premium
$279,908
Delta Notional
$45,594,204
Volume / OI
2,413 / 3,845
V/OI Ratio
0.63x
Exec Price / IV
$1.16 / 8.08%
Spread
4.3%
MID NEUTRAL
SPY 764.0 PUT Unclear Flow
2026-09-04 · 4 DTE
S 82 C 74 HIGH
Premium
$308,693
Delta Notional
$34,430,851
Volume / OI
1,463 / 2,918
V/OI Ratio
0.50x
Exec Price / IV
$2.11 / 10.30%
Spread
1.4%
MID NEUTRAL
SPY 792.0 CALL Speculative Long
2026-09-18 · 18 DTE
S 77 C 85 MED
Premium
$39,510
Delta Notional
$3,796,250
Volume / OI
439 / 1,954
V/OI Ratio
0.22x
Exec Price / IV
$0.90 / 9.37%
Spread
2.2%
ASK BULLISH
SPY 780.0 PUT Unclear Flow
2026-09-04 · 4 DTE
S 86 C 67 HIGH
Premium
$2,003,760
Delta Notional
$125,868,814
Volume / OI
1,815 / 1,979
V/OI Ratio
0.92x
Exec Price / IV
$11.04 / 7.72%
Spread
5.6%
MID NEUTRAL
SPY 774.0 CALL Premium Sale
2026-09-30 · 30 DTE
S 77 C 84 MED
Premium
$223,512
Delta Notional
$9,233,000
Volume / OI
268 / 492
V/OI Ratio
0.54x
Exec Price / IV
$8.34 / 11.08%
Spread
0.5%
BID BEARISH
SPY 755.0 PUT Unclear Flow
2026-09-02 · 2 DTE
S 88 C 64 HIGH
Premium
$40,736
Delta Notional
$7,120,111
Volume / OI
1,273 / 790
V/OI Ratio
1.61x
Exec Price / IV
$0.32 / 11.06%
Spread
6.3%
MID NEUTRAL
SPY 762.0 PUT Premium Sale
2026-09-25 · 25 DTE
S 73 C 92 MED
Premium
$98,560
Delta Notional
$4,162,953
Volume / OI
140 / 386
V/OI Ratio
0.36x
Exec Price / IV
$7.04 / 12.15%
Spread
0.6%
BID BULLISH
SPY 774.0 CALL Unclear Flow
2026-09-09 · 9 DTE
S 87 C 64 HIGH
Premium
$132,276
Delta Notional
$12,488,305
Volume / OI
438 / 100
V/OI Ratio
4.38x
Exec Price / IV
$3.02 / 8.54%
Spread
3.0%
MID NEUTRAL
SPY 782.0 CALL Speculative Long
2026-09-30 · 30 DTE
S 76 C 85 MED
Premium
$91,665
Delta Notional
$4,629,764
Volume / OI
189 / 669
V/OI Ratio
0.28x
Exec Price / IV
$4.85 / 10.47%
Spread
0.8%
ASK BULLISH
SPY 761.0 PUT Premium Sale
2026-09-11 · 11 DTE
S 76 C 86 MED
Premium
$109,564
Delta Notional
$8,090,431
Volume / OI
361 / 1,438
V/OI Ratio
0.25x
Exec Price / IV
$3.04 / 11.07%
Spread
1.0%
BID BULLISH
SPY 779.0 PUT Premium Sale
2026-09-09 · 9 DTE
S 82 C 73 HIGH
Premium
$108,018
Delta Notional
$6,428,566
Volume / OI
102 / 50
V/OI Ratio
2.04x
Exec Price / IV
$10.59 / 7.81%
Spread
4.7%
BID BULLISH
SPY 781.0 PUT Premium Sale
2026-09-08 · 8 DTE
S 80 C 77 MED
Premium
$303,836
Delta Notional
$17,333,271
Volume / OI
251 / 181
V/OI Ratio
1.39x
Exec Price / IV
$12.11 / 7.13%
Spread
3.7%
BID BULLISH
SPY 775.0 CALL Unclear Flow
2026-09-30 · 30 DTE
S 81 C 75 HIGH
Premium
$2,197,552
Delta Notional
$93,074,024
Volume / OI
2,803 / 4,446
V/OI Ratio
0.63x
Exec Price / IV
$7.84 / 11.00%
Spread
0.6%
MID NEUTRAL
SPY 768.0 PUT Put Hedge Candidate
2026-09-09 · 9 DTE
S 80 C 77 MED
Premium
$58,208
Delta Notional
$4,654,014
Volume / OI
136 / 81
V/OI Ratio
1.68x
Exec Price / IV
$4.28 / 9.25%
Spread
2.8%
ASK BEARISH
SPY 774.0 PUT Put Hedge Candidate
2026-09-25 · 25 DTE
S 78 C 80 MED
Premium
$165,780
Delta Notional
$6,024,010
Volume / OI
135 / 123
V/OI Ratio
1.10x
Exec Price / IV
$12.28 / 10.86%
Spread
6.6%
ASK BEARISH
SPY 775.0 CALL Directional Flow
2026-09-10 · 10 DTE
S 76 C 85 MED
Premium
$39,780
Delta Notional
$3,529,547
Volume / OI
130 / 179
V/OI Ratio
0.73x
Exec Price / IV
$3.06 / 8.75%
Spread
3.7%
ASK BULLISH
SPY 787.0 CALL Speculative Long
2026-09-30 · 30 DTE
S 76 C 84 MED
Premium
$62,744
Delta Notional
$3,575,193
Volume / OI
191 / 521
V/OI Ratio
0.37x
Exec Price / IV
$3.29 / 10.17%
Spread
0.9%
ASK BULLISH
SPY 720.0 PUT Unclear Flow
2026-09-25 · 25 DTE
S 81 C 73 HIGH
Premium
$190,960
Delta Notional
$8,350,463
Volume / OI
1,232 / 1,814
V/OI Ratio
0.68x
Exec Price / IV
$1.55 / 17.92%
Spread
1.3%
MID NEUTRAL
SPY 745.0 PUT Premium Sale
2026-10-02 · 32 DTE
S 76 C 83 MED
Premium
$70,839
Delta Notional
$2,695,572
Volume / OI
153 / 390
V/OI Ratio
0.39x
Exec Price / IV
$4.63 / 14.56%
Spread
0.9%
BID BULLISH
SPY 779.0 CALL Premium Sale
2026-09-18 · 18 DTE
S 75 C 86 MED
Premium
$124,960
Delta Notional
$8,134,184
Volume / OI
320 / 2,047
V/OI Ratio
0.16x
Exec Price / IV
$3.91 / 10.05%
Spread
1.3%
BID BEARISH
SPY 787.0 CALL Speculative Long
2026-09-25 · 25 DTE
S 76 C 85 MED
Premium
$67,591
Delta Notional
$4,425,155
Volume / OI
263 / 1,192
V/OI Ratio
0.22x
Exec Price / IV
$2.57 / 10.01%
Spread
1.6%
ASK BULLISH
SPY 761.0 CALL Directional Flow
2026-09-03 · 3 DTE
S 81 C 74 HIGH
Premium
$83,248
Delta Notional
$5,305,699
Volume / OI
86 / 117
V/OI Ratio
0.74x
Exec Price / IV
$9.68 / 10.30%
Spread
3.4%
BUY_LEAN BULLISH
SPY 750.0 CALL Directional Flow
2026-09-11 · 11 DTE
S 77 C 81 MED
Premium
$474,026
Delta Notional
$14,478,144
Volume / OI
219 / 381
V/OI Ratio
0.57x
Exec Price / IV
$21.65 / 12.60%
Spread
2.1%
ASK BULLISH
SPY 769.0 PUT Unclear Flow
2026-09-08 · 8 DTE
S 85 C 66 HIGH
Premium
$200,074
Delta Notional
$16,903,589
Volume / OI
461 / 187
V/OI Ratio
2.47x
Exec Price / IV
$4.34 / 8.84%
Spread
2.8%
MID NEUTRAL
SPY 778.0 CALL Unclear Flow
2026-09-02 · 2 DTE
S 87 C 62 HIGH
Premium
$52,556
Delta Notional
$13,386,528
Volume / OI
1,877 / 724
V/OI Ratio
2.59x
Exec Price / IV
$0.28 / 7.18%
Spread
7.1%
MID NEUTRAL
SPY 765.0 PUT Unclear Flow
2026-09-30 · 30 DTE
S 81 C 74 HIGH
Premium
$988,790
Delta Notional
$37,061,867
Volume / OI
1,111 / 1,371
V/OI Ratio
0.81x
Exec Price / IV
$8.90 / 11.96%
Spread
0.6%
MID NEUTRAL
SPY 738.0 PUT Speculative Long
2026-09-25 · 25 DTE
S 76 C 83 MED
Premium
$53,268
Delta Notional
$2,381,692
Volume / OI
193 / 427
V/OI Ratio
0.45x
Exec Price / IV
$2.76 / 15.29%
Spread
1.4%
ASK BEARISH
SPY 780.0 PUT Put Hedge Candidate
2026-09-11 · 11 DTE
S 78 C 79 MED
Premium
$409,374
Delta Notional
$21,054,678
Volume / OI
342 / 1,531
V/OI Ratio
0.22x
Exec Price / IV
$11.97 / 8.58%
Spread
3.9%
BUY_LEAN BEARISH
SPY 650.0 PUT Unclear Flow
2026-09-18 · 18 DTE
S 82 C 71 HIGH
Premium
$429,650
Delta Notional
$16,395,341
Volume / OI
17,186 / 84,771
V/OI Ratio
0.20x
Exec Price / IV
$0.25 / 31.64%
Spread
4.1%
MID NEUTRAL
SPY 752.0 PUT Premium Sale
2026-10-02 · 32 DTE
S 77 C 81 MED
Premium
$54,498
Delta Notional
$2,049,895
Volume / OI
93 / 145
V/OI Ratio
0.64x
Exec Price / IV
$5.86 / 13.71%
Spread
0.7%
BID BULLISH
SPY 725.0 PUT Premium Sale
2026-10-02 · 32 DTE
S 76 C 83 MED
Premium
$53,848
Delta Notional
$2,038,778
Volume / OI
212 / 515
V/OI Ratio
0.41x
Exec Price / IV
$2.54 / 17.16%
Spread
1.6%
BID BULLISH
SPY 747.0 PUT Premium Sale
2026-09-25 · 25 DTE
S 76 C 82 MED
Premium
$51,072
Delta Notional
$2,271,583
Volume / OI
133 / 256
V/OI Ratio
0.52x
Exec Price / IV
$3.84 / 14.05%
Spread
1.0%
BID BULLISH
SPY 763.0 PUT Unclear Flow
2026-09-11 · 11 DTE
S 81 C 72 HIGH
Premium
$283,850
Delta Notional
$20,627,551
Volume / OI
811 / 1,084
V/OI Ratio
0.75x
Exec Price / IV
$3.50 / 10.78%
Spread
1.1%
MID NEUTRAL
SPY 590.0 PUT Unclear Flow
2026-09-30 · 30 DTE
S 83 C 68 HIGH
Premium
$69,000
Delta Notional
$1,915,682
Volume / OI
3,000 / 1,445
V/OI Ratio
2.08x
Exec Price / IV
$0.23 / 37.68%
Spread
4.3%
MID NEUTRAL
SPY 787.0 CALL Unclear Flow
2026-09-18 · 18 DTE
S 81 C 73 HIGH
Premium
$126,160
Delta Notional
$10,594,873
Volume / OI
760 / 2,177
V/OI Ratio
0.35x
Exec Price / IV
$1.66 / 9.54%
Spread
1.8%
MID NEUTRAL
SPY 763.0 PUT Premium Sale
2026-09-30 · 30 DTE
S 75 C 84 MED
Premium
$163,053
Delta Notional
$6,186,174
Volume / OI
198 / 464
V/OI Ratio
0.43x
Exec Price / IV
$8.23 / 12.18%
Spread
0.6%
BID BULLISH
SPY 748.0 PUT Speculative Long
2026-09-30 · 30 DTE
S 75 C 85 MED
Premium
$74,889
Delta Notional
$2,997,003
Volume / OI
159 / 922
V/OI Ratio
0.17x
Exec Price / IV
$4.71 / 13.96%
Spread
0.8%
ASK BEARISH
SPY 777.0 CALL Directional Flow
2026-09-25 · 25 DTE
S 76 C 82 MED
Premium
$106,830
Delta Notional
$5,366,216
Volume / OI
180 / 255
V/OI Ratio
0.71x
Exec Price / IV
$5.94 / 10.65%
Spread
0.8%
ASK BULLISH
SPY 766.0 CALL Directional Flow
2026-09-11 · 11 DTE
S 78 C 78 MED
Premium
$249,120
Delta Notional
$13,584,628
Volume / OI
288 / 940
V/OI Ratio
0.31x
Exec Price / IV
$8.65 / 10.32%
Spread
3.8%
BUY_LEAN BULLISH
SPY 778.0 CALL Directional Flow
2026-09-09 · 9 DTE
S 79 C 75 MED
Premium
$39,446
Delta Notional
$4,533,549
Volume / OI
242 / 149
V/OI Ratio
1.62x
Exec Price / IV
$1.63 / 8.16%
Spread
4.9%
ASK BULLISH
SPY 755.0 PUT Premium Sale
2026-10-02 · 32 DTE
S 75 C 83 MED
Premium
$71,014
Delta Notional
$2,644,918
Volume / OI
109 / 375
V/OI Ratio
0.29x
Exec Price / IV
$6.52 / 13.36%
Spread
0.8%
BID BULLISH
SPY 709.0 PUT Premium Sale
2026-09-30 · 30 DTE
S 75 C 84 MED
Premium
$39,783
Delta Notional
$1,540,623
Volume / OI
267 / 746
V/OI Ratio
0.36x
Exec Price / IV
$1.49 / 19.26%
Spread
1.3%
BID BULLISH
SPY 759.0 PUT Premium Sale
2026-09-30 · 30 DTE
S 72 C 91 MED
Premium
$73,008
Delta Notional
$2,843,641
Volume / OI
104 / 391
V/OI Ratio
0.27x
Exec Price / IV
$7.02 / 12.63%
Spread
0.7%
BID BULLISH
SPY 754.0 PUT Unclear Flow
2026-09-18 · 18 DTE
S 79 C 74 MED
Premium
$182,196
Delta Notional
$9,685,993
Volume / OI
482 / 2,821
V/OI Ratio
0.17x
Exec Price / IV
$3.78 / 12.92%
Spread
0.8%
MID NEUTRAL
SPY 767.0 PUT Premium Sale
2026-09-30 · 30 DTE
S 71 C 93 MED
Premium
$93,217
Delta Notional
$3,450,750
Volume / OI
97 / 587
V/OI Ratio
0.17x
Exec Price / IV
$9.61 / 11.75%
Spread
0.5%
BID BULLISH
SPY 747.0 PUT Unclear Flow
2026-09-04 · 4 DTE
S 83 C 68 HIGH
Premium
$130,548
Delta Notional
$17,074,308
Volume / OI
3,956 / 16,566
V/OI Ratio
0.24x
Exec Price / IV
$0.33 / 13.62%
Spread
5.9%
MID NEUTRAL
SPY 752.0 CALL Directional Flow
2026-09-04 · 4 DTE
S 78 C 77 MED
Premium
$357,348
Delta Notional
$13,608,971
Volume / OI
194 / 409
V/OI Ratio
0.47x
Exec Price / IV
$18.42 / 1.00%
Spread
10.4%
ASK BULLISH
SPY 762.0 CALL Directional Flow
2026-09-11 · 11 DTE
S 77 C 79 MED
Premium
$152,551
Delta Notional
$7,133,998
Volume / OI
133 / 336
V/OI Ratio
0.40x
Exec Price / IV
$11.47 / 10.80%
Spread
3.1%
ASK BULLISH
SPY 773.0 PUT Premium Sale
2026-09-09 · 9 DTE
S 80 C 73 MED
Premium
$94,896
Delta Notional
$6,785,667
Volume / OI
144 / 114
V/OI Ratio
1.26x
Exec Price / IV
$6.59 / 8.60%
Spread
5.8%
BID BULLISH
SPY 740.0 PUT Unclear Flow
2026-09-25 · 25 DTE
S 80 C 73 MED
Premium
$202,257
Delta Notional
$9,022,029
Volume / OI
681 / 1,711
V/OI Ratio
0.40x
Exec Price / IV
$2.97 / 15.02%
Spread
1.0%
MID NEUTRAL
SPY 753.0 PUT Premium Sale
2026-09-30 · 30 DTE
S 74 C 85 MED
Premium
$65,366
Delta Notional
$2,589,878
Volume / OI
116 / 603
V/OI Ratio
0.19x
Exec Price / IV
$5.63 / 13.34%
Spread
0.5%
BID BULLISH
SPY 743.0 PUT Speculative Long
2026-09-25 · 25 DTE
S 75 C 82 MED
Premium
$40,652
Delta Notional
$1,815,004
Volume / OI
123 / 276
V/OI Ratio
0.45x
Exec Price / IV
$3.30 / 14.60%
Spread
0.9%
ASK BEARISH
SPY 773.0 CALL Directional Flow
2026-09-30 · 30 DTE
S 74 C 85 MED
Premium
$164,796
Delta Notional
$6,635,505
Volume / OI
186 / 783
V/OI Ratio
0.24x
Exec Price / IV
$8.86 / 11.17%
Spread
0.5%
ASK BULLISH
SPY 779.0 CALL Unclear Flow
2026-09-08 · 8 DTE
S 86 C 61 HIGH
Premium
$110,667
Delta Notional
$14,842,262
Volume / OI
997 / 282
V/OI Ratio
3.54x
Exec Price / IV
$1.11 / 7.79%
Spread
6.3%
MID NEUTRAL
SPY 774.0 PUT Premium Sale
2026-09-30 · 30 DTE
S 80 C 71 HIGH
Premium
$269,236
Delta Notional
$9,288,686
Volume / OI
211 / 145
V/OI Ratio
1.46x
Exec Price / IV
$12.76 / 11.23%
Spread
5.5%
SELL_LEAN BULLISH
SPY 680.0 PUT Unclear Flow
2026-09-18 · 18 DTE
S 79 C 73 MED
Premium
$161,889
Delta Notional
$7,121,665
Volume / OI
4,151 / 28,363
V/OI Ratio
0.15x
Exec Price / IV
$0.39 / 25.88%
Spread
2.5%
MID NEUTRAL
SPY 760.0 CALL Directional Flow
2026-09-11 · 11 DTE
S 77 C 78 MED
Premium
$210,880
Delta Notional
$9,024,168
Volume / OI
160 / 487
V/OI Ratio
0.33x
Exec Price / IV
$13.18 / 11.16%
Spread
2.9%
BUY_LEAN BULLISH
SPY 779.0 CALL Directional Flow
2026-09-25 · 25 DTE
S 74 C 85 MED
Premium
$119,340
Delta Notional
$6,329,781
Volume / OI
234 / 801
V/OI Ratio
0.29x
Exec Price / IV
$5.10 / 10.50%
Spread
0.8%
ASK BULLISH
SPY 766.0 CALL Directional Flow
2026-09-03 · 3 DTE
S 76 C 80 MED
Premium
$48,894
Delta Notional
$4,336,618
Volume / OI
87 / 395
V/OI Ratio
0.22x
Exec Price / IV
$5.62 / 9.27%
Spread
3.2%
ASK BULLISH
SPY 778.0 PUT Premium Sale
2026-09-25 · 25 DTE
S 81 C 70 HIGH
Premium
$238,000
Delta Notional
$8,505,241
Volume / OI
170 / 91
V/OI Ratio
1.87x
Exec Price / IV
$14.00 / 10.50%
Spread
6.0%
SELL_LEAN BULLISH
SPY 757.0 PUT Unclear Flow
2026-09-09 · 9 DTE
S 86 C 61 HIGH
Premium
$44,988
Delta Notional
$4,132,148
Volume / OI
276 / 87
V/OI Ratio
3.17x
Exec Price / IV
$1.63 / 10.86%
Spread
4.9%
MID NEUTRAL
SPY 764.0 PUT Premium Sale
2026-09-30 · 30 DTE
S 74 C 84 MED
Premium
$132,680
Delta Notional
$5,004,891
Volume / OI
155 / 437
V/OI Ratio
0.35x
Exec Price / IV
$8.56 / 12.07%
Spread
0.5%
BID BULLISH
SPY 747.0 PUT Speculative Long
2026-09-30 · 30 DTE
S 74 C 85 MED
Premium
$54,994
Delta Notional
$2,205,334
Volume / OI
121 / 628
V/OI Ratio
0.19x
Exec Price / IV
$4.54 / 14.09%
Spread
0.7%
ASK BEARISH
SPY 760.0 CALL Directional Flow
2026-09-09 · 9 DTE
S 76 C 81 MED
Premium
$166,359
Delta Notional
$8,029,660
Volume / OI
138 / 620
V/OI Ratio
0.22x
Exec Price / IV
$12.05 / 10.44%
Spread
3.2%
ASK BULLISH
SPY 779.0 PUT Premium Sale
2026-09-08 · 8 DTE
S 79 C 73 MED
Premium
$112,597
Delta Notional
$7,055,909
Volume / OI
109 / 101
V/OI Ratio
1.08x
Exec Price / IV
$10.33 / 7.56%
Spread
4.1%
SELL_LEAN BULLISH
SPY 751.0 PUT Unclear Flow
2026-09-11 · 11 DTE
S 81 C 69 HIGH
Premium
$62,967
Delta Notional
$4,902,114
Volume / OI
417 / 562
V/OI Ratio
0.74x
Exec Price / IV
$1.51 / 12.62%
Spread
2.0%
MID NEUTRAL
SPY 771.0 PUT Premium Sale
2026-09-25 · 25 DTE
S 73 C 85 MED
Premium
$165,110
Delta Notional
$6,415,794
Volume / OI
158 / 735
V/OI Ratio
0.21x
Exec Price / IV
$10.45 / 11.16%
Spread
0.6%
BID BULLISH
SPY 736.0 PUT Premium Sale
2026-09-30 · 30 DTE
S 74 C 83 MED
Premium
$40,384
Delta Notional
$1,625,852
Volume / OI
128 / 383
V/OI Ratio
0.33x
Exec Price / IV
$3.16 / 15.51%
Spread
1.0%
BID BULLISH
SPY 776.0 PUT Premium Sale
2026-09-25 · 25 DTE
S 77 C 77 MED
Premium
$235,887
Delta Notional
$8,661,465
Volume / OI
183 / 293
V/OI Ratio
0.62x
Exec Price / IV
$12.89 / 10.70%
Spread
2.8%
SELL_LEAN BULLISH
SPY 750.0 PUT Unclear Flow
2026-09-08 · 8 DTE
S 85 C 62 HIGH
Premium
$44,091
Delta Notional
$4,691,666
Volume / OI
621 / 282
V/OI Ratio
2.20x
Exec Price / IV
$0.71 / 11.64%
Spread
5.6%
MID NEUTRAL
SPY 779.0 CALL Directional Flow
2026-09-30 · 30 DTE
S 73 C 86 MED
Premium
$126,210
Delta Notional
$5,921,302
Volume / OI
210 / 985
V/OI Ratio
0.21x
Exec Price / IV
$6.01 / 10.67%
Spread
0.7%
ASK BULLISH
SPY 775.0 CALL Unclear Flow
2026-10-02 · 32 DTE
S 81 C 69 HIGH
Premium
$265,740
Delta Notional
$10,455,328
Volume / OI
309 / 198
V/OI Ratio
1.56x
Exec Price / IV
$8.60 / 11.33%
Spread
0.5%
MID NEUTRAL
SPY 752.0 PUT Speculative Long
2026-09-25 · 25 DTE
S 74 C 84 MED
Premium
$49,555
Delta Notional
$2,179,045
Volume / OI
106 / 539
V/OI Ratio
0.20x
Exec Price / IV
$4.68 / 13.40%
Spread
0.6%
ASK BEARISH
SPY 759.0 PUT Premium Sale
2026-09-25 · 25 DTE
S 74 C 83 MED
Premium
$87,220
Delta Notional
$3,731,040
Volume / OI
140 / 293
V/OI Ratio
0.48x
Exec Price / IV
$6.23 / 12.51%
Spread
0.6%
BID BULLISH
SPY 773.0 PUT Unclear Flow
2026-09-08 · 8 DTE
S 85 C 61 HIGH
Premium
$149,464
Delta Notional
$11,425,771
Volume / OI
238 / 84
V/OI Ratio
2.83x
Exec Price / IV
$6.28 / 8.31%
Spread
4.5%
MID NEUTRAL
SPY 759.0 PUT Unclear Flow
2026-09-02 · 2 DTE
S 83 C 64 HIGH
Premium
$38,628
Delta Notional
$6,563,679
Volume / OI
666 / 446
V/OI Ratio
1.49x
Exec Price / IV
$0.58 / 10.15%
Spread
5.2%
MID NEUTRAL
SPY 780.0 CALL Unclear Flow
2026-09-02 · 2 DTE
S 83 C 64 HIGH
Premium
$40,008
Delta Notional
$12,645,514
Volume / OI
3,334 / 2,661
V/OI Ratio
1.25x
Exec Price / IV
$0.12 / 7.02%
Spread
8.0%
MID NEUTRAL
SPY 757.0 PUT Premium Sale
2026-10-02 · 32 DTE
S 74 C 82 MED
Premium
$46,167
Delta Notional
$1,707,634
Volume / OI
66 / 205
V/OI Ratio
0.32x
Exec Price / IV
$6.99 / 13.13%
Spread
0.7%
BID BULLISH
SPY 730.0 PUT Unclear Flow
2026-09-11 · 11 DTE
S 78 C 73 MED
Premium
$57,500
Delta Notional
$4,404,529
Volume / OI
1,250 / 4,786
V/OI Ratio
0.26x
Exec Price / IV
$0.46 / 16.32%
Spread
2.2%
MID NEUTRAL
SPY 778.0 CALL Directional Flow
2026-09-30 · 30 DTE
S 72 C 86 MED
Premium
$116,564
Delta Notional
$5,329,187
Volume / OI
181 / 1,250
V/OI Ratio
0.14x
Exec Price / IV
$6.44 / 10.76%
Spread
0.6%
ASK BULLISH
SPY 773.0 CALL Directional Flow
2026-09-25 · 25 DTE
S 72 C 85 MED
Premium
$116,328
Delta Notional
$5,230,903
Volume / OI
148 / 740
V/OI Ratio
0.20x
Exec Price / IV
$7.86 / 10.99%
Spread
0.8%
ASK BULLISH
SPY 745.0 PUT Unclear Flow
2026-09-11 · 11 DTE
S 78 C 73 MED
Premium
$68,034
Delta Notional
$5,377,880
Volume / OI
667 / 3,156
V/OI Ratio
0.21x
Exec Price / IV
$1.02 / 13.60%
Spread
2.0%
MID NEUTRAL
SPY 762.0 CALL Directional Flow
2026-09-08 · 8 DTE
S 75 C 79 MED
Premium
$105,577
Delta Notional
$5,881,719
Volume / OI
105 / 338
V/OI Ratio
0.31x
Exec Price / IV
$10.05 / 9.83%
Spread
3.7%
ASK BULLISH
SPY 761.0 PUT Unclear Flow
2026-09-02 · 2 DTE
S 84 C 62 HIGH
Premium
$49,530
Delta Notional
$8,324,675
Volume / OI
635 / 424
V/OI Ratio
1.50x
Exec Price / IV
$0.78 / 9.68%
Spread
6.5%
MID NEUTRAL
SPY 765.0 PUT Unclear Flow
2026-09-10 · 10 DTE
S 82 C 65 HIGH
Premium
$133,590
Delta Notional
$10,322,800
Volume / OI
366 / 247
V/OI Ratio
1.48x
Exec Price / IV
$3.65 / 10.01%
Spread
3.6%
MID NEUTRAL
SPY 788.0 CALL Unclear Flow
2026-10-02 · 32 DTE
S 81 C 67 HIGH
Premium
$60,144
Delta Notional
$3,209,297
Volume / OI
168 / 119
V/OI Ratio
1.41x
Exec Price / IV
$3.58 / 10.46%
Spread
1.1%
MID NEUTRAL
SPY 760.0 PUT Unclear Flow
2026-09-10 · 10 DTE
S 84 C 61 HIGH
Premium
$62,952
Delta Notional
$5,148,890
Volume / OI
258 / 74
V/OI Ratio
3.49x
Exec Price / IV
$2.44 / 10.74%
Spread
4.5%
MID NEUTRAL
SPY 746.0 PUT Premium Sale
2026-09-30 · 30 DTE
S 72 C 84 MED
Premium
$39,071
Delta Notional
$1,568,697
Volume / OI
89 / 512
V/OI Ratio
0.17x
Exec Price / IV
$4.39 / 14.21%
Spread
0.9%
BID BULLISH
SPY 729.0 CALL Directional Flow
2026-09-04 · 4 DTE
S 79 C 70 MED
Premium
$388,972
Delta Notional
$7,117,626
Volume / OI
94 / 125
V/OI Ratio
0.75x
Exec Price / IV
$41.38 / 19.54%
Spread
6.0%
BUY_LEAN BULLISH
SPY 767.0 PUT Premium Sale
2026-10-02 · 32 DTE
S 73 C 83 MED
Premium
$94,023
Delta Notional
$3,290,564
Volume / OI
93 / 276
V/OI Ratio
0.34x
Exec Price / IV
$10.11 / 12.06%
Spread
0.6%
BID BULLISH
SPY 758.0 PUT Unclear Flow
2026-09-01 · 1 DTE
S 88 C 55 HIGH
Premium
$41,013
Delta Notional
$8,858,311
Volume / OI
1,519 / 462
V/OI Ratio
3.29x
Exec Price / IV
$0.27 / 9.82%
Spread
11.3%
MID NEUTRAL
SPY 760.0 PUT Unclear Flow
2026-09-08 · 8 DTE
S 81 C 66 HIGH
Premium
$116,383
Delta Notional
$11,462,015
Volume / OI
643 / 528
V/OI Ratio
1.22x
Exec Price / IV
$1.81 / 10.09%
Spread
4.4%
MID NEUTRAL
SPY 778.0 CALL Directional Flow
2026-09-25 · 25 DTE
S 72 C 85 MED
Premium
$84,227
Delta Notional
$4,348,228
Volume / OI
153 / 804
V/OI Ratio
0.19x
Exec Price / IV
$5.51 / 10.58%
Spread
0.9%
ASK BULLISH
SPY 764.0 CALL Directional Flow
2026-09-30 · 30 DTE
S 77 C 74 MED
Premium
$276,376
Delta Notional
$8,879,376
Volume / OI
193 / 374
V/OI Ratio
0.52x
Exec Price / IV
$14.32 / 11.84%
Spread
5.3%
BUY_LEAN BULLISH
SPY 777.0 CALL Premium Sale
2026-09-30 · 30 DTE
S 71 C 86 MED
Premium
$93,015
Delta Notional
$4,144,104
Volume / OI
135 / 851
V/OI Ratio
0.16x
Exec Price / IV
$6.89 / 10.83%
Spread
0.6%
BID BEARISH
SPY 762.0 PUT Unclear Flow
2026-09-18 · 18 DTE
S 76 C 74 MED
Premium
$225,268
Delta Notional
$11,402,936
Volume / OI
398 / 2,172
V/OI Ratio
0.18x
Exec Price / IV
$5.66 / 11.82%
Spread
0.5%
MID NEUTRAL
SPY 783.0 PUT Put Hedge Candidate
2026-09-04 · 4 DTE
S 80 C 67 HIGH
Premium
$196,102
Delta Notional
$10,463,745
Volume / OI
142 / 120
V/OI Ratio
1.18x
Exec Price / IV
$13.81 / 1.00%
Spread
8.0%
BUY_LEAN BEARISH
SPY 780.0 CALL Unclear Flow
2026-09-03 · 3 DTE
S 85 C 59 HIGH
Premium
$62,495
Delta Notional
$13,860,456
Volume / OI
2,155 / 1,592
V/OI Ratio
1.35x
Exec Price / IV
$0.29 / 7.65%
Spread
10.5%
MID NEUTRAL
SPY 778.0 CALL Unclear Flow
2026-09-03 · 3 DTE
S 82 C 62 HIGH
Premium
$46,176
Delta Notional
$9,284,454
Volume / OI
888 / 883
V/OI Ratio
1.01x
Exec Price / IV
$0.52 / 7.75%
Spread
7.7%
MID NEUTRAL
SPY 758.0 PUT Premium Sale
2026-09-25 · 25 DTE
S 71 C 84 MED
Premium
$69,966
Delta Notional
$3,005,566
Volume / OI
117 / 547
V/OI Ratio
0.21x
Exec Price / IV
$5.98 / 12.63%
Spread
0.7%
BID BULLISH
SPY 778.0 PUT Unclear Flow
2026-09-02 · 2 DTE
S 95 C 42 HIGH
Premium
$1,092,132
Delta Notional
$93,805,584
Volume / OI
1,319 / 68
V/OI Ratio
19.40x
Exec Price / IV
$8.28 / 1.00%
Spread
13.5%
WIDE NEUTRAL
SPY 755.0 PUT Unclear Flow
2026-09-08 · 8 DTE
S 80 C 66 MED
Premium
$54,579
Delta Notional
$5,588,805
Volume / OI
483 / 916
V/OI Ratio
0.53x
Exec Price / IV
$1.13 / 10.84%
Spread
5.4%
MID NEUTRAL
SPY 777.0 PUT Premium Sale
2026-09-25 · 25 DTE
S 74 C 77 MED
Premium
$139,077
Delta Notional
$4,965,816
Volume / OI
102 / 294
V/OI Ratio
0.35x
Exec Price / IV
$13.63 / 10.62%
Spread
4.3%
BID BULLISH
SPY 750.0 CALL Unclear Flow
2026-09-04 · 4 DTE
S 82 C 61 HIGH
Premium
$3,309,712
Delta Notional
$115,859,125
Volume / OI
1,624 / 2,617
V/OI Ratio
0.62x
Exec Price / IV
$20.38 / 14.46%
Spread
9.4%
MID NEUTRAL
SPY 766.0 PUT Unclear Flow
2026-09-30 · 30 DTE
S 77 C 71 MED
Premium
$210,900
Delta Notional
$7,854,940
Volume / OI
228 / 394
V/OI Ratio
0.58x
Exec Price / IV
$9.25 / 11.86%
Spread
0.5%
MID NEUTRAL
SPY 765.0 CALL Directional Flow
2026-09-25 · 25 DTE
S 75 C 73 MED
Premium
$379,665
Delta Notional
$13,454,085
Volume / OI
295 / 1,373
V/OI Ratio
0.21x
Exec Price / IV
$12.87 / 11.78%
Spread
7.6%
BUY_LEAN BULLISH
SPY 750.0 CALL Directional Flow
2026-09-09 · 9 DTE
S 79 C 65 MED
Premium
$383,548
Delta Notional
$12,570,564
Volume / OI
184 / 148
V/OI Ratio
1.24x
Exec Price / IV
$20.84 / 12.01%
Spread
11.2%
ASK BULLISH
SPY 777.0 CALL Unclear Flow
2026-10-02 · 32 DTE
S 78 C 68 MED
Premium
$117,045
Delta Notional
$4,820,247
Volume / OI
153 / 119
V/OI Ratio
1.29x
Exec Price / IV
$7.65 / 11.18%
Spread
0.7%
MID NEUTRAL
SPY 766.0 PUT Unclear Flow
2026-10-02 · 32 DTE
S 78 C 67 MED
Premium
$118,828
Delta Notional
$4,187,126
Volume / OI
122 / 84
V/OI Ratio
1.45x
Exec Price / IV
$9.74 / 12.16%
Spread
0.6%
MID NEUTRAL
SPY 770.0 PUT Unclear Flow
2026-10-02 · 32 DTE
S 76 C 71 MED
Premium
$225,069
Delta Notional
$7,697,901
Volume / OI
199 / 386
V/OI Ratio
0.52x
Exec Price / IV
$11.31 / 11.77%
Spread
0.5%
MID NEUTRAL
SPY 775.0 PUT Unclear Flow
2026-09-25 · 25 DTE
S 81 C 62 HIGH
Premium
$399,280
Delta Notional
$14,804,387
Volume / OI
322 / 267
V/OI Ratio
1.21x
Exec Price / IV
$12.40 / 10.78%
Spread
6.0%
MID NEUTRAL
SPY 774.0 PUT Put Hedge Candidate
2026-10-02 · 32 DTE
S 71 C 82 MED
Premium
$59,220
Delta Notional
$1,949,148
Volume / OI
45 / 146
V/OI Ratio
0.31x
Exec Price / IV
$13.16 / 11.41%
Spread
0.5%
ASK BEARISH
SPY 735.0 PUT Unclear Flow
2026-09-25 · 25 DTE
S 75 C 73 MED
Premium
$67,952
Delta Notional
$3,035,547
Volume / OI
274 / 1,685
V/OI Ratio
0.16x
Exec Price / IV
$2.48 / 15.73%
Spread
1.2%
MID NEUTRAL
SPY 770.0 PUT Unclear Flow
2026-09-10 · 10 DTE
S 79 C 65 MED
Premium
$277,288
Delta Notional
$19,682,558
Volume / OI
506 / 1,463
V/OI Ratio
0.35x
Exec Price / IV
$5.48 / 9.35%
Spread
6.2%
MID NEUTRAL
SPY 768.0 PUT Put Hedge Candidate
2026-10-02 · 32 DTE
S 71 C 81 MED
Premium
$49,350
Delta Notional
$1,713,958
Volume / OI
47 / 136
V/OI Ratio
0.35x
Exec Price / IV
$10.50 / 11.96%
Spread
0.6%
ASK BEARISH
SPY 751.0 CALL Unclear Flow
2026-09-03 · 3 DTE
S 86 C 51 HIGH
Premium
$516,490
Delta Notional
$19,806,947
Volume / OI
274 / 118
V/OI Ratio
2.32x
Exec Price / IV
$18.85 / 12.35%
Spread
11.8%
MID NEUTRAL
SPY 777.0 PUT Unclear Flow
2026-09-11 · 11 DTE
S 76 C 68 MED
Premium
$226,010
Delta Notional
$12,777,549
Volume / OI
233 / 1,174
V/OI Ratio
0.20x
Exec Price / IV
$9.70 / 8.98%
Spread
3.9%
MID NEUTRAL
SPY 779.0 CALL Unclear Flow
2026-09-03 · 3 DTE
S 88 C 48 HIGH
Premium
$69,531
Delta Notional
$13,373,419
Volume / OI
1,617 / 577
V/OI Ratio
2.80x
Exec Price / IV
$0.43 / 7.69%
Spread
13.0%
WIDE NEUTRAL
SPY 750.0 CALL Unclear Flow
2026-09-30 · 30 DTE
S 73 C 74 MED
Premium
$1,409,340
Delta Notional
$32,802,607
Volume / OI
566 / 3,782
V/OI Ratio
0.15x
Exec Price / IV
$24.90 / 13.63%
Spread
1.5%
MID NEUTRAL
SPY 732.0 CALL Directional Flow
2026-09-04 · 4 DTE
S 75 C 70 MED
Premium
$183,696
Delta Notional
$3,624,192
Volume / OI
48 / 119
V/OI Ratio
0.40x
Exec Price / IV
$38.27 / 18.89%
Spread
6.3%
BUY_LEAN BULLISH
SPY 767.0 CALL Premium Sale
2026-09-30 · 30 DTE
S 75 C 69 MED
Premium
$180,412
Delta Notional
$6,328,550
Volume / OI
148 / 336
V/OI Ratio
0.44x
Exec Price / IV
$12.19 / 11.72%
Spread
8.5%
SELL_LEAN BEARISH
SPY 775.0 PUT Unclear Flow
2026-09-30 · 30 DTE
S 78 C 64 MED
Premium
$363,050
Delta Notional
$12,407,800
Volume / OI
274 / 497
V/OI Ratio
0.55x
Exec Price / IV
$13.25 / 10.95%
Spread
5.5%
MID NEUTRAL
SPY 780.0 PUT Unclear Flow
2026-09-01 · 1 DTE
S 92 C 40 HIGH
Premium
$845,900
Delta Notional
$58,204,574
Volume / OI
769 / 236
V/OI Ratio
3.26x
Exec Price / IV
$11.00 / 1.00%
Spread
16.4%
WIDE NEUTRAL
SPY 768.0 CALL Unclear Flow
2026-09-11 · 11 DTE
S 75 C 68 MED
Premium
$139,239
Delta Notional
$8,303,910
Volume / OI
191 / 976
V/OI Ratio
0.20x
Exec Price / IV
$7.29 / 10.05%
Spread
4.0%
MID NEUTRAL
SPY 747.0 CALL Directional Flow
2026-09-04 · 4 DTE
S 74 C 70 MED
Premium
$221,558
Delta Notional
$6,833,413
Volume / OI
94 / 623
V/OI Ratio
0.15x
Exec Price / IV
$23.57 / 14.12%
Spread
8.8%
BUY_LEAN BULLISH
SPY 720.0 CALL Directional Flow
2026-09-04 · 4 DTE
S 72 C 73 MED
Premium
$165,924
Delta Notional
$2,511,689
Volume / OI
33 / 205
V/OI Ratio
0.16x
Exec Price / IV
$50.28 / 22.57%
Spread
4.9%
BUY_LEAN BULLISH
SPY 790.0 CALL Unclear Flow
2026-09-04 · 4 DTE
S 90 C 41 HIGH
Premium
$57,328
Delta Notional
$17,090,803
Volume / OI
14,332 / 4,956
V/OI Ratio
2.89x
Exec Price / IV
$0.04 / 8.52%
Spread
22.2%
WIDE NEUTRAL
SPY 720.0 PUT Unclear Flow
2026-09-03 · 3 DTE
S 94 C 36 HIGH
Premium
$46,086
Delta Notional
$4,491,127
Volume / OI
7,681 / 105
V/OI Ratio
73.15x
Exec Price / IV
$0.06 / 21.63%
Spread
18.2%
WIDE NEUTRAL
SPY 781.0 PUT Unclear Flow
2026-09-01 · 1 DTE
S 91 C 39 HIGH
Premium
$546,940
Delta Notional
$35,004,348
Volume / OI
460 / 12
V/OI Ratio
38.33x
Exec Price / IV
$11.89 / 1.00%
Spread
14.3%
WIDE NEUTRAL
SPY 747.0 CALL Unclear Flow
2026-09-02 · 2 DTE
S 88 C 43 HIGH
Premium
$292,039
Delta Notional
$10,409,506
Volume / OI
139 / 35
V/OI Ratio
3.97x
Exec Price / IV
$21.01 / 1.00%
Spread
12.2%
WIDE NEUTRAL
SPY 775.0 PUT Unclear Flow
2026-10-02 · 32 DTE
S 78 C 59 MED
Premium
$188,232
Delta Notional
$6,140,890
Volume / OI
138 / 154
V/OI Ratio
0.90x
Exec Price / IV
$13.64 / 11.31%
Spread
7.1%
MID NEUTRAL
SPY 780.0 CALL Unclear Flow
2026-09-10 · 10 DTE
S 75 C 63 MED
Premium
$39,760
Delta Notional
$4,519,470
Volume / OI
280 / 594
V/OI Ratio
0.47x
Exec Price / IV
$1.42 / 8.31%
Spread
6.4%
MID NEUTRAL
SPY 753.0 CALL Unclear Flow
2026-09-03 · 3 DTE
S 89 C 40 HIGH
Premium
$258,704
Delta Notional
$10,523,292
Volume / OI
148 / 10
V/OI Ratio
14.80x
Exec Price / IV
$17.48 / 11.87%
Spread
13.1%
WIDE NEUTRAL
SPY 744.0 CALL Unclear Flow
2026-09-03 · 3 DTE
S 87 C 42 HIGH
Premium
$263,000
Delta Notional
$7,463,464
Volume / OI
100 / 23
V/OI Ratio
4.35x
Exec Price / IV
$26.30 / 15.35%
Spread
12.5%
WIDE NEUTRAL
SPY 750.0 CALL Unclear Flow
2026-09-08 · 8 DTE
S 89 C 40 HIGH
Premium
$2,261,750
Delta Notional
$75,657,725
Volume / OI
1,090 / 16
V/OI Ratio
68.12x
Exec Price / IV
$20.75 / 11.23%
Spread
13.5%
WIDE NEUTRAL
SPY 751.0 CALL Unclear Flow
2026-09-08 · 8 DTE
S 89 C 40 HIGH
Premium
$2,225,280
Delta Notional
$78,382,763
Volume / OI
1,140 / 27
V/OI Ratio
42.22x
Exec Price / IV
$19.52 / 11.11%
Spread
14.1%
WIDE NEUTRAL
SPY 745.0 CALL Unclear Flow
2026-09-03 · 3 DTE
S 89 C 40 HIGH
Premium
$292,522
Delta Notional
$8,781,469
Volume / OI
118 / 7
V/OI Ratio
16.86x
Exec Price / IV
$24.79 / 15.00%
Spread
13.0%
WIDE NEUTRAL
SPY 750.0 CALL Unclear Flow
2026-09-03 · 3 DTE
S 87 C 42 HIGH
Premium
$489,786
Delta Notional
$17,900,220
Volume / OI
246 / 81
V/OI Ratio
3.04x
Exec Price / IV
$19.91 / 11.08%
Spread
13.9%
WIDE NEUTRAL
SPY 778.0 PUT Unclear Flow
2026-09-01 · 1 DTE
S 95 C 33 HIGH
Premium
$844,440
Delta Notional
$67,125,572
Volume / OI
908 / 69
V/OI Ratio
13.16x
Exec Price / IV
$9.30 / 1.00%
Spread
23.6%
WIDE NEUTRAL
SPY 746.0 CALL Unclear Flow
2026-09-03 · 3 DTE
S 88 C 40 HIGH
Premium
$266,672
Delta Notional
$8,306,518
Volume / OI
112 / 19
V/OI Ratio
5.89x
Exec Price / IV
$23.81 / 14.65%
Spread
13.5%
WIDE NEUTRAL
SPY 780.0 PUT Unclear Flow
2026-09-02 · 2 DTE
S 95 C 31 HIGH
Premium
$1,130,900
Delta Notional
$79,802,175
Volume / OI
1,075 / 31
V/OI Ratio
34.68x
Exec Price / IV
$10.52 / 7.89%
Spread
25.1%
WIDE NEUTRAL
SPY 749.0 CALL Unclear Flow
2026-09-03 · 3 DTE
S 89 C 39 HIGH
Premium
$287,868
Delta Notional
$10,099,981
Volume / OI
138 / 2
V/OI Ratio
69.00x
Exec Price / IV
$20.86 / 11.13%
Spread
13.2%
WIDE NEUTRAL
SPY 779.0 PUT Unclear Flow
2026-09-01 · 1 DTE
S 93 C 33 HIGH
Premium
$405,216
Delta Notional
$32,405,022
Volume / OI
432 / 53
V/OI Ratio
8.15x
Exec Price / IV
$9.38 / 1.00%
Spread
19.5%
WIDE NEUTRAL
SPY 748.0 CALL Unclear Flow
2026-09-03 · 3 DTE
S 89 C 39 HIGH
Premium
$231,610
Delta Notional
$7,797,916
Volume / OI
106 / 1
V/OI Ratio
106.00x
Exec Price / IV
$21.85 / 11.18%
Spread
12.7%
WIDE NEUTRAL
SPY 754.0 CALL Unclear Flow
2026-09-03 · 3 DTE
S 88 C 40 HIGH
Premium
$206,464
Delta Notional
$9,008,658
Volume / OI
128 / 23
V/OI Ratio
5.57x
Exec Price / IV
$16.13 / 11.47%
Spread
14.2%
WIDE NEUTRAL
SPY 785.0 PUT Unclear Flow
2026-09-04 · 4 DTE
S 90 C 37 HIGH
Premium
$886,830
Delta Notional
$46,499,822
Volume / OI
618 / 72
V/OI Ratio
8.58x
Exec Price / IV
$14.35 / 9.19%
Spread
17.2%
WIDE NEUTRAL
SPY 752.0 CALL Unclear Flow
2026-09-02 · 2 DTE
S 89 C 38 HIGH
Premium
$289,670
Delta Notional
$12,153,083
Volume / OI
166 / 27
V/OI Ratio
6.15x
Exec Price / IV
$17.45 / 9.85%
Spread
15.6%
WIDE NEUTRAL
SPY 746.0 CALL Unclear Flow
2026-09-04 · 4 DTE
S 76 C 58 MED
Premium
$379,860
Delta Notional
$11,395,766
Volume / OI
156 / 765
V/OI Ratio
0.20x
Exec Price / IV
$24.35 / 14.66%
Spread
10.0%
MID NEUTRAL
SPY 782.0 PUT Unclear Flow
2026-09-04 · 4 DTE
S 86 C 41 HIGH
Premium
$1,312,842
Delta Notional
$75,210,110
Volume / OI
1,037 / 530
V/OI Ratio
1.96x
Exec Price / IV
$12.66 / 6.43%
Spread
17.0%
WIDE NEUTRAL
SPY 752.0 CALL Unclear Flow
2026-09-03 · 3 DTE
S 83 C 44 HIGH
Premium
$276,777
Delta Notional
$10,975,332
Volume / OI
153 / 92
V/OI Ratio
1.66x
Exec Price / IV
$18.09 / 12.13%
Spread
12.4%
WIDE NEUTRAL
SPY 753.0 CALL Unclear Flow
2026-09-02 · 2 DTE
S 90 C 36 HIGH
Premium
$344,810
Delta Notional
$14,901,079
Volume / OI
205 / 16
V/OI Ratio
12.81x
Exec Price / IV
$16.82 / 9.80%
Spread
16.5%
WIDE NEUTRAL
SPY 753.0 CALL Unclear Flow
2026-09-04 · 4 DTE
S 85 C 42 HIGH
Premium
$929,936
Delta Notional
$36,946,987
Volume / OI
532 / 248
V/OI Ratio
2.15x
Exec Price / IV
$17.48 / 11.43%
Spread
15.8%
WIDE NEUTRAL
SPY 580.0 PUT Unclear Flow
2026-09-11 · 11 DTE
S 91 C 35 HIGH
Premium
$72,260
Delta Notional
$2,362,712
Volume / OI
18,065 / 191
V/OI Ratio
94.58x
Exec Price / IV
$0.04 / 50.18%
Spread
28.6%
WIDE NEUTRAL
SPY 781.0 PUT Unclear Flow
2026-09-04 · 4 DTE
S 89 C 36 HIGH
Premium
$993,678
Delta Notional
$58,718,638
Volume / OI
826 / 181
V/OI Ratio
4.56x
Exec Price / IV
$12.03 / 7.59%
Spread
19.0%
WIDE NEUTRAL
SPY 700.0 CALL Unclear Flow
2026-09-04 · 4 DTE
S 72 C 64 MED
Premium
$182,156
Delta Notional
$1,988,508
Volume / OI
26 / 143
V/OI Ratio
0.18x
Exec Price / IV
$70.06 / 31.46%
Spread
3.5%
MID NEUTRAL
SPY 755.0 CALL Unclear Flow
2026-09-02 · 2 DTE
S 83 C 43 HIGH
Premium
$560,992
Delta Notional
$26,830,312
Volume / OI
376 / 358
V/OI Ratio
1.05x
Exec Price / IV
$14.92 / 11.08%
Spread
15.1%
WIDE NEUTRAL
SPY 779.0 PUT Unclear Flow
2026-09-02 · 2 DTE
S 93 C 30 HIGH
Premium
$308,798
Delta Notional
$23,479,916
Volume / OI
322 / 11
V/OI Ratio
29.27x
Exec Price / IV
$9.59 / 5.89%
Spread
24.7%
WIDE NEUTRAL
SPY 725.0 CALL Unclear Flow
2026-09-04 · 4 DTE
S 73 C 61 MED
Premium
$139,035
Delta Notional
$2,353,742
Volume / OI
31 / 111
V/OI Ratio
0.28x
Exec Price / IV
$44.85 / 21.47%
Spread
5.3%
MID NEUTRAL
SPY 755.0 CALL Unclear Flow
2026-09-03 · 3 DTE
S 85 C 40 HIGH
Premium
$217,464
Delta Notional
$9,459,743
Volume / OI
136 / 54
V/OI Ratio
2.52x
Exec Price / IV
$15.99 / 11.40%
Spread
14.8%
WIDE NEUTRAL
SPY 733.0 CALL Unclear Flow
2026-09-04 · 4 DTE
S 73 C 60 MED
Premium
$139,916
Delta Notional
$2,866,229
Volume / OI
38 / 163
V/OI Ratio
0.23x
Exec Price / IV
$36.82 / 18.67%
Spread
6.5%
MID NEUTRAL
SPY 781.0 PUT Unclear Flow
2026-09-02 · 2 DTE
S 88 C 33 HIGH
Premium
$304,584
Delta Notional
$19,461,885
Volume / OI
259 / 74
V/OI Ratio
3.50x
Exec Price / IV
$11.76 / 8.15%
Spread
22.9%
WIDE NEUTRAL
SPY 749.0 CALL Unclear Flow
2026-09-08 · 8 DTE
S 88 C 32 HIGH
Premium
$1,297,446
Delta Notional
$42,421,913
Volume / OI
606 / 3
V/OI Ratio
202.00x
Exec Price / IV
$21.41 / 11.42%
Spread
12.9%
WIDE NEUTRAL
SPY 748.0 CALL Unclear Flow
2026-09-08 · 8 DTE
S 88 C 32 HIGH
Premium
$746,490
Delta Notional
$23,560,928
Volume / OI
334 / 2
V/OI Ratio
167.00x
Exec Price / IV
$22.35 / 11.53%
Spread
12.3%
WIDE NEUTRAL
SPY 752.0 CALL Unclear Flow
2026-09-08 · 8 DTE
S 87 C 32 HIGH
Premium
$498,351
Delta Notional
$18,096,943
Volume / OI
266 / 2
V/OI Ratio
133.00x
Exec Price / IV
$18.73 / 11.48%
Spread
12.1%
WIDE NEUTRAL
SPY 749.0 CALL Unclear Flow
2026-09-09 · 9 DTE
S 85 C 34 HIGH
Premium
$294,780
Delta Notional
$9,377,084
Volume / OI
136 / 24
V/OI Ratio
5.67x
Exec Price / IV
$21.67 / 11.77%
Spread
12.8%
WIDE NEUTRAL
SPY 754.0 CALL Unclear Flow
2026-09-04 · 4 DTE
S 79 C 42 MED
Premium
$476,760
Delta Notional
$19,910,470
Volume / OI
290 / 523
V/OI Ratio
0.55x
Exec Price / IV
$16.44 / 11.29%
Spread
16.6%
WIDE NEUTRAL
SPY 756.0 CALL Unclear Flow
2026-09-02 · 2 DTE
S 81 C 38 HIGH
Premium
$139,300
Delta Notional
$7,052,631
Volume / OI
100 / 76
V/OI Ratio
1.32x
Exec Price / IV
$13.93 / 10.89%
Spread
16.2%
WIDE NEUTRAL
SPY 756.0 CALL Unclear Flow
2026-09-01 · 1 DTE
S 78 C 39 MED
Premium
$117,820
Delta Notional
$6,260,447
Volume / OI
86 / 117
V/OI Ratio
0.74x
Exec Price / IV
$13.70 / 10.48%
Spread
16.4%
WIDE NEUTRAL
SPY 754.0 CALL Unclear Flow
2026-09-01 · 1 DTE
S 74 C 43 MED
Premium
$91,118
Delta Notional
$4,288,203
Volume / OI
58 / 216
V/OI Ratio
0.27x
Exec Price / IV
$15.71 / 11.02%
Spread
14.2%
WIDE NEUTRAL
SPY 758.0 CALL Unclear Flow
2026-09-02 · 2 DTE
S 76 C 39 MED
Premium
$45,251
Delta Notional
$2,532,046
Volume / OI
37 / 126
V/OI Ratio
0.29x
Exec Price / IV
$12.23 / 11.07%
Spread
16.8%
WIDE NEUTRAL
SPY 784.0 PUT Unclear Flow
2026-09-04 · 4 DTE
S 74 C 41 MED
Premium
$85,840
Delta Notional
$4,325,240
Volume / OI
58 / 155
V/OI Ratio
0.37x
Exec Price / IV
$14.80 / 3.14%
Spread
15.3%
WIDE NEUTRAL
SPY 758.0 CALL Unclear Flow
2026-09-01 · 1 DTE
S 77 C 36 MED
Premium
$66,042
Delta Notional
$3,840,826
Volume / OI
54 / 209
V/OI Ratio
0.26x
Exec Price / IV
$12.23 / 9.90%
Spread
19.2%
WIDE NEUTRAL
SPY 757.0 CALL Unclear Flow
2026-09-01 · 1 DTE
S 76 C 37 MED
Premium
$76,800
Delta Notional
$4,322,516
Volume / OI
60 / 113
V/OI Ratio
0.53x
Exec Price / IV
$12.80 / 10.20%
Spread
17.7%
WIDE NEUTRAL
SPY 780.0 PUT Unclear Flow
2026-09-25 · 25 DTE
S 73 C 38 MED
Premium
$161,600
Delta Notional
$5,321,971
Volume / OI
101 / 424
V/OI Ratio
0.24x
Exec Price / IV
$16.00 / 10.63%
Spread
19.0%
WIDE NEUTRAL
SPY 782.0 PUT Unclear Flow
2026-09-08 · 8 DTE
S 75 C 34 MED
Premium
$132,330
Delta Notional
$7,792,592
Volume / OI
110 / 152
V/OI Ratio
0.72x
Exec Price / IV
$12.03 / 7.96%
Spread
21.6%
WIDE NEUTRAL
SPY 757.0 CALL Unclear Flow
2026-09-02 · 2 DTE
S 72 C 39 MED
Premium
$53,587
Delta Notional
$2,851,834
Volume / OI
41 / 215
V/OI Ratio
0.19x
Exec Price / IV
$13.07 / 10.60%
Spread
17.4%
WIDE NEUTRAL
SPY 760.0 CALL Unclear Flow
2026-09-25 · 25 DTE
S 70 C 40 MED
Premium
$58,248
Delta Notional
$1,838,223
Volume / OI
36 / 122
V/OI Ratio
0.30x
Exec Price / IV
$16.18 / 12.86%
Spread
15.7%
WIDE NEUTRAL

Understanding Unusual Options Activity (UOA)

What is UOA?

Unusual options activity highlights trades that stand out for their size, urgency, or aggressiveness — often signaling strong conviction or informational edge.

How to interpret the table

  • Signal score: Cross-sectional rank blending premium, V/OI, urgency, and delta notional.
  • Confidence score: Higher when spreads are tighter and the print looks closer to bid or ask.
  • Flow type: Heuristic tag such as speculative long, hedge candidate, or overwrite sale.
  • Delta notional: Better measure of directional size than raw premium alone.

Practical applications

  • Generate idea flow for follow-up research.
  • Filter for cleaner setups by requiring both high signal and high confidence.
  • Pair with chart, catalyst, and IV work to confirm or fade the flow.