SPY
PUTS ▼State Street SPDR S&P 500 ETF Trust
$757.39
-0.46%delayed
News ▼ · Trend ▼ · below put trigger ▼
Expected move (1d)
▼ $751.17to$763.61 ▲
ATR ±$6.22 (+0.82%)Implied ±$6.25 (+0.82%)
Entry Reference
Price / prev close$757.39 / $760.88
Day range$756.15 – $760.34
52-wk range$629.28 – $779.37(85%)
Volume vs avg0.96×
ATR (14d)$6.22
MA 8 / 21$764.99 / $766.59
MA 50 / 200$758.94 / $714.69
Call ▲ / Put ▼ trigger$762.35 / $759.41
+1 / +2 ATR$763.61 / $769.84
-1 / -2 ATR$751.17 / $744.94
Support: 755.58 749.53 739.51
Resistance: 759.48 775.30 779.37
Near-the-money contracts
exp 2026-09-16Calls
| Strike | Mark | IV | Δ | θ/day | OI |
|---|---|---|---|---|---|
| 755 | $5.05 | 24% | 0.63 | -2.36 | 780 |
| 756 | $4.38 | 23% | 0.58 | -2.38 | 451 |
| 757 | $3.74 | 22% | 0.53 | -2.35 | 456 |
| 758 | $3.15 | 22% | 0.47 | -2.28 | 1012 |
| 759 | $2.61 | 21% | 0.41 | -2.16 | 838 |
| 760 | $2.13 | 21% | 0.34 | -1.99 | 1398 |
Puts
| Strike | Mark | IV | Δ | θ/day | OI |
|---|---|---|---|---|---|
| 755 | $1.81 | 18% | -0.33 | -1.65 | 1886 |
| 756 | $2.14 | 18% | -0.39 | -1.71 | 1197 |
| 757 | $2.50 | 17% | -0.46 | -1.70 | 3138 |
| 758 | $2.92 | 17% | -0.54 | -1.64 | 2778 |
| 759 | $3.38 | 16% | -0.62 | -1.48 | 1209 |
| 760 | $3.90 | 15% | -0.71 | -1.26 | 5413 |
Δ = delta (≈ probability ITM), θ/day = daily time decay, IV = implied vol. Greeks computed via Black-Scholes from Yahoo IV.
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Reference data only. Not a recommendation. Greeks and expected-move figures are estimates, not certainties. You confirm all entries and contracts in TradingView and Charles Schwab.