SPX S&P 500
Index 7659.41 DelayedIndex quote, intraday chart, technicals, and constituent breakdown. Expected move IV rank history Fibonacci levels
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
- 52-Week Range
- $6316.91 – $7844.52
- YTD
- +11.68%
- IV Rank (30D)
- 41.41
- Straddle Price
- $252.30
- P/C Vol Ratio
- 1.43
- Open
- $7745.32
- Day Range
- $7631.77 – $7756.84
- Prev Close
- $7744.06
S&P 500 (SPX) INDEX
Capitalization-weighted index of 500 leading US large-cap companies — the primary benchmark for the US stock market.
Each spoke is this symbol's rank within its sector (0–100; the dotted ring marks the sector median at 50). Higher is more constructive for a long. One spoke — News sentiment — is an absolute reading, not a sector rank. Grayed spokes have no data. A fuller shape is a summary, not a recommendation.
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | 0.37% | -5.86% | 6.60% | 2.17% | 2.93% | 1.17% | 1.23% |
| Feb | 0.99% | -3.80% | -3.62% | 3.87% | -0.67% | -1.40% | -0.77% |
| Mar | 1.82% | 5.21% | 4.00% | 2.28% | -4.07% | -5.13% | 0.68% |
| Apr | 4.01% | -9.11% | 1.09% | -3.97% | -1.14% | 9.64% | 0.09% |
| May | 0.27% | -0.56% | 0.29% | 5.16% | 5.49% | 4.84% | 2.58% |
| Jun | 2.27% | -7.70% | 5.43% | 3.35% | 4.53% | -1.32% | 1.09% |
| Jul | 1.74% | 7.97% | 2.99% | 0.86% | 2.28% | 0.09% | 2.65% |
| Aug | 3.09% | -3.97% | -1.51% | 3.70% | 3.56% | 1.13% | 1.00% |
| Sep | -4.79% | -9.61% | -5.04% | 4.22% | 4.25% | 0.26% | -1.78% |
| Oct | 5.70% | 5.26% | -2.21% | -0.06% | 1.92% | -0.09%* | 1.75% |
| Nov | -1.01% | 5.81% | 7.79% | 5.30% | -0.04% | -- | 3.57% |
| Dec | 5.61% | -5.82% | 3.81% | -2.74% | 0.48% | -- | 0.27% |
| Total | 21.47% | -21.86% | 20.38% | 26.39% | 20.86% | 8.84% | 12.68% |
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
Momentum Oscillators
Volume & Volatility
Data Summary
S&P 500 Index (SPX) - Comprehensive Stock Analysis Report
Executive Summary
Overall Assessment: NEUTRAL with Confidence Level: 6/10
The S&P 500 is trading in a range-bound consolidation phase with conflicting technical and sentiment signals. While short-term momentum shows modest bullish setup (MACD histogram +10.04, RSI neutral at 49.46), the ADX reading of 10.46 confirms a weak directional regime with no strong trend conviction. The options market is pricing elevated downside hedging (Put/Call ratio 1.86), suggesting institutional caution despite neutral technical positioning.
Investment Thesis: SPX is at an inflection point where the broad market lacks directional conviction. While all major moving averages remain positively aligned (price above all MAs with 200-SMA support at $7236.71), the range-bound ADX and elevated put positioning indicate accumulation/distribution dynamics rather than sustained directional momentum.
Key Drivers:
- Positive: Constructive MA alignment, bullish MACD histogram crossover, neutral RSI (not yet overbought)
- Primary Risks: Weak ADX (range regime), inverted DI (-DI 29.98 > +DI 24.17), elevated put hedging, IV premium at +138% suggesting tail-risk pricing
Technical Analysis
Trend Direction
Short-Term (1-4 weeks): NEUTRAL → SLIGHTLY BULLISH
- Price at $7666.45 sits $3.40 ABOVE the SMA 20 ($7669.85), indicating minor upside bias
- EMA 12 ($7679.66) > EMA 26 ($7672.45) confirms nascent bullish crossover structure
- However, ADX of 10.46 indicates this is a weak trend in a range environment, not a conviction move
Medium-Term (1-3 months): BULLISH
- Price $8.45 above SMA 50 ($7658.00) and $429.74 above SMA 200 ($7236.71)
- 200-SMA provides solid structural support, indicating uptrend remains intact
- Distance from 50-SMA suggests healthy medium-term positioning without exhaustion
Long-Term (3-12 months): BULLISH
- $7236.71 200-SMA support established well below current price represents 4.6% downside buffer
- Moving averages in perfect bullish alignment (price > EMA12 > EMA26 > SMA50 > SMA200)
Support/Resistance Levels
| Level | Type | Distance | Implication | |-------|------|----------|-------------| | $7782.52 | Resistance (BB Upper) | +$116.07 (+1.51%) | Overbought threshold; options pricing $237 move | | $7669.85 | Dynamic Support (SMA 20) | $3.40 below | Immediate support; MA crossover point | | $7658.00 | Support (SMA 50) | -$8.45 (-0.11%) | Short-term consolidation floor | | $7557.17 | Support (BB Lower) | -$109.28 (-1.43%) | Bollinger Band extreme; mean reversion target | | $7236.71 | Major Support (SMA 200) | -$429.74 (-5.61%) | Primary structural support; strong downside floor |
Momentum Signals
RSI (14): 49.46 — NEUTRAL
- Reading between 30-70 indicates no overbought or oversold extremes
- This is neither a strength nor weakness—market has room to run in either direction
- Not yet in sell-signal territory (which would require >70)
MACD: 7.21 (MACD Line) / -2.83 (Signal Line) / 10.04 (Histogram) — BULLISH
- MACD line (+7.21) is ABOVE signal line (-2.83) = bullish crossover structure
- Histogram of +10.04 is positive and expanding, confirming upside momentum continuation
- This is the strongest bullish technical signal in the dataset
- However, absolute MACD values are modest, not showing extreme conviction
Stochastic Oscillator (%K: 56.55 / %D: 61.66) — NEUTRAL-TO-BULLISH
- Both readings in neutral zone (neither overbought >80 nor oversold <20)
- %D slightly above %K suggests minor momentum moderation but no reversal signal
- Configuration suggests room for further upside before hitting overbought
Williams %R: -42.18 — NEUTRAL
- Reading between 0 and -50 indicates mid-range positioning
- No extreme overbought (>0) or oversold (<-80) condition
- Consistent with neutral RSI reading
Bollinger Bands Analysis
- Current Position: Price $7666.45 trades marginally below the middle band ($7669.85)
- Width: 2.94% — Moderate bandwidth, not in squeeze (which would signal imminent breakout)
- Signal Interpretation: NEUTRAL consolidation pattern
- Not touching upper band ($7782.52) = not overbought
- Not touching lower band ($7557.17) = not oversold
- Sits in the middle third of the band range = equilibrium pricing
- Implication: Market is pricing normally; no extreme compression or expansion anticipated
Volume Analysis
DATA QUALITY FLAG: Volume SMA (20), OBV, and Volume Rate of Change all report 0.00 or N/A, indicating either:
- Data transmission issue for index-level volume metrics
- Lack of volume data for broad-based index (SPX is price-weighted, not volume-weighted)
- System error in data feed
Workaround Analysis Using Options Volume:
- Call Volume: 12,915
- Put Volume: 24,017
- Put/Call Volume Ratio: 1.86 = BEARISH sentiment
- Put volume is 86% HIGHER than call volume, indicating institutional hedging
- This suggests portfolio protection positioning despite neutral technicals
Interpretation: The volume data incompleteness is a significant limitation. However, options flow shows net defensive positioning (more puts than calls), which conflicts with the bullish MACD signal. This divergence warrants caution.
Trend Strength Analysis (ADX/DMI)
ADX (14): 10.46 — WEAK TREND / RANGE REGIME
This is the most critical technical reading for SPX currently:
| ADX Range | Interpretation | Current | |-----------|---|---| | 0-25 | Weak/No Trend | ✓ 10.46 HERE | | 25-50 | Moderate Trend | — | | >50 | Strong Trend | — |
Directional Movement Index:
- +DI (Upward Pressure): 24.17
- -DI (Downward Pressure): 29.98
- Differential: -DI exceeds +DI by 5.81 points
Critical Finding: Despite positive MACD and bullish MA alignment, the +DI < -DI configuration reveals that downward pressures are currently stronger than upward pressures. Combined with ADX 10.46 (weakest trend regime), this indicates:
- Market lacks directional conviction
- Price action is choppy consolidation, not trending
- Recent MACD bullish crossover lacks momentum follow-through from buyers
Reconciliation of Signals:
- MACD bullish = short-term momentum turning up
- ADX weak + -DI > +DI = overall trend structure is neutral-to-downward
- This suggests potential false bullish signal if -DI doesn't weaken relative to +DI
News & Sentiment Analysis
Recent Headlines Summary
No recent news available — This is a significant data quality limitation for analysis.
Data Quality Flag: The absence of recent news headlines prevents assessment of:
- Earnings announcements or guidance changes
- Federal Reserve policy signals or rate decision impacts
- Geopolitical developments (conflicts, trade tensions)
- Economic data releases (jobs, inflation, GDP)
- Corporate earnings season trends
- Market breadth or sector rotation narratives
Impact: Without news context, analysis cannot identify what triggered the current technical positioning or what catalysts might break the consolidation range.
Sentiment Assessment
**INFERRED SENTIMENT: CAUT
SPX Options Activity & IV Rank
SPX IV rank history, 52-week IV rank and IV percentile →
Volatility Metrics
Options Flow
ATM Options Pricing
Chain Summary
Each spread is ranked by a composite score built in three stages. Full documentation →
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Enter a ticker to render the implied volatility surface.
Enter a ticker to render the implied volatility smile.
Risk Metrics
Analysis Details
Data Points: 247
Period: 252 trading days
Moderate volatility - stock generally follows market
SPX Institutional Ownership (13F)
Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | ETF | Provider | Weight | $ Exposure | ETF AUM | As Of |
|---|
Quarterly filings sourced from SEC 10-Q / 10-K reports. TTM tiles aggregate the most recent four quarters; bars show the last ~12 quarters oldest → newest.
- Revenue — top-line sales. Look for consistent YoY growth; seasonal businesses need same-quarter comparisons (Q4 '24 vs Q4 '23).
- Net Income — bottom-line profit after all expenses. Can be volatile from one-time items; red bars = net loss.
- Diluted EPS — net income per share assuming options/converts are exercised. Direct input to the P/E ratio.
- Operating Cash Flow — cash generated from core operations, before capex and financing. Harder to manipulate than net income; growing OCF is a quality signal.
- Sequential growth — quarter-over-quarter trend. Accelerating bars are a momentum signal.
- YoY growth — compare to the same quarter a year earlier to remove seasonality.
- Quality — OCF should roughly track Net Income over time. Large divergence (net income ≫ OCF) flags accruals risk.
- Margins — scan the bar ratios: Net Income / Revenue tells you margin trend without needing a separate chart.
TTM (trailing-twelve-month) smooths seasonality and is used for the P/E calculation. Filings appear 30–90 days after the period closes.