SPY
CALLS ▲State Street SPDR S&P 500 ETF Trust
$747.03
+0.72%delayed
News – · Trend ▲ · above call trigger ▲
Expected move (1d)
▼ $738.00to$756.06 ▲
ATR ±$9.03 (+1.21%)Implied ±$4.16 (+0.56%)
Entry Reference
Price / prev close$747.03 / $741.69
Day range$737.68 – $748.89
52-wk range$625.58 – $760.40(90%)
Volume vs avg1.12×
ATR (14d)$9.03
MA 8 / 21$740.33 / $745.65
MA 50 / 200$744.99 / $700.39
Call ▲ / Put ▼ trigger$743.82 / $739.56
+1 / +2 ATR$756.06 / $765.08
-1 / -2 ATR$738.00 / $728.98
Support: 739.51 731.53 722.59
Resistance: 749.53 755.58 760.40
Near-the-money contracts
exp 2026-08-03Calls
| Strike | Mark | IV | Δ | θ/day | OI |
|---|---|---|---|---|---|
| 745 | $3.44 | 9% | 0.69 | -0.52 | 3357 |
| 746 | $2.75 | 8% | 0.61 | -0.53 | 1833 |
| 747 | $2.11 | 8% | 0.52 | -0.51 | 1653 |
| 748 | $1.56 | 7% | 0.42 | -0.47 | 1951 |
| 749 | $1.10 | 7% | 0.31 | -0.41 | 2033 |
| 750 | $0.73 | 7% | 0.21 | -0.32 | 6765 |
Puts
| Strike | Mark | IV | Δ | θ/day | OI |
|---|---|---|---|---|---|
| 745 | $1.36 | 8% | -0.30 | -0.40 | 2012 |
| 746 | $1.67 | 8% | -0.38 | -0.42 | 378 |
| 747 | $2.05 | 8% | -0.48 | -0.41 | 1646 |
| 748 | $2.48 | 7% | -0.58 | -0.37 | 443 |
| 749 | $3.03 | 7% | -0.69 | -0.31 | 412 |
| 750 | $3.65 | 7% | -0.79 | -0.21 | 798 |
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.