SPDR S&P 500 ETF Trust

(SPY)
New York Stock Exchange Arca - Financial Services - Asset Management
Total Open Interest
Report Date: 2024-05-15
Total Volume
Report Date: 2024-05-15
Earnings
Next Earnings: -
Dividends
Next Dividend: -
Key Fundamentals
Volume
16,748
Vol 5D
16,748
Vol 20D
16,748
Vol 60D
16,748
52 High
$524.61
52 Low
$409.21
$ Target
-
Mkt Cap
480.3B
Beta
1.00
Profit %
-
Divd %
-
P/E
-
Fwd P/E
-
PEG
-
RoA
-
RoE
-
RoOM
-
Rev/S
-
P/S
-
P/B
-
Bk Value
-
EPS
-
EPS Est.
-
EPS Next
-
EV/R
-
EV/EB
-
F/SO
%
IVol Rank
100
1D
-
5D
-
10D
-
1M
-
3M
-
6M
-
1Y
-
Open Interest by Expiration
Report Date: 2024-05-15
30D RVOL & IVOL
Report Date: 2024-05-15
Balance Sheet
Report Date: -
Income
Report Date: -

Options Market

Report Date: 2024-05-15
Upcoming OpEx: 2024-05-17
Open Interest by Expiration and Strike
Delta
Gamma
Implied Volatility Distribution
Max Pain
OpEx Largest OI
Expiration Date Type Strike Open Interest
2024-05-17 PUT 420.0 331,484.0
2024-05-17 PUT 430.0 230,490.0
2024-05-17 PUT 450.0 197,568.0
2024-05-17 PUT 400.0 162,404.0
2024-05-17 PUT 390.0 157,609.0
2024-05-17 PUT 500.0 140,324.0
2024-05-17 PUT 455.0 108,463.0
2024-05-17 PUT 445.0 91,528.0
2024-05-17 PUT 405.0 85,380.0
2024-05-17 PUT 355.0 83,484.0
2024-05-17 PUT 460.0 80,266.0
2024-05-17 PUT 480.0 73,358.0
2024-05-17 PUT 490.0 72,352.0
2024-05-17 PUT 510.0 70,884.0
2024-05-17 PUT 512.0 51,578.0
2024-05-17 CALL 520.0 51,561.0
2024-05-17 PUT 492.0 48,578.0
2024-05-17 PUT 515.0 48,280.0
2024-05-17 PUT 488.0 48,095.0
2024-05-17 PUT 489.0 46,829.0
Largest OI
Expiration Date Type Strike Open Interest
2024-06-14 PUT 405.0 350,473.0
2024-05-17 PUT 420.0 331,484.0
2024-06-21 PUT 400.0 260,522.0
2024-05-17 PUT 430.0 230,490.0
2024-05-17 PUT 450.0 197,568.0
2024-06-14 PUT 450.0 176,006.0
2024-06-14 PUT 360.0 175,054.0
2024-05-17 PUT 400.0 162,404.0
2024-05-17 PUT 390.0 157,609.0
2024-05-31 PUT 405.0 157,349.0
2024-06-28 PUT 395.0 156,266.0
2024-05-17 PUT 500.0 140,324.0
2024-12-20 PUT 460.0 137,778.0
2024-06-21 PUT 445.0 129,709.0
2024-05-31 PUT 400.0 110,691.0
2024-06-21 PUT 390.0 108,769.0
2024-05-17 PUT 455.0 108,463.0
2024-06-21 PUT 355.0 106,620.0
2024-06-21 PUT 510.0 100,147.0
2024-05-31 PUT 450.0 91,730.0

Options Table

Probability and Expected Value by Expiration Date
Expiration Strike Type Open Interest Gamma P/L P/L % Probability EV
Call/Put Open Interest and Volatility Skew
Vega