Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$779.09 +0.55%
$779.93 (+0.11%)🌙
as of 10/06 06:03 PM
◀ 10/6 18:03 ▶

Option Volume

Detail
ℹ
Current (10/06) 12,768,287
Calls: 6,611,443 (52%)
Puts: 6,156,844 (48%)
Prior (10/05) 12,373,381
Calls: 6,097,689 (49%)
Puts: 6,275,692 (51%)
Current vs Prior +3.19%
Calls: +8.43% (Calls)
Puts: -1.89% (Puts)
Prior 7-Day Total 74,493,750
Calls: 36,711,137 (49%)
Puts: 37,782,613 (51%)
Prior 7-Day Average 12,415,625
Calls: 5,244,448 (49%)
Puts: 5,397,516 (51%)
Current vs Prior 7-Day Avg +2.84%
Calls: +26.07%
Puts: +14.07%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/06) $1.14B
Calls: $580.36M (51%)
Puts: $559.25M (49%)
Prior (10/05) $1.29B
Calls: $954.12M (74%)
Puts: $336.37M (26%)
Current vs Prior -11.69%
Calls: -39.17%
Puts: +66.26%
Prior 7-Day Total $9.13B
Calls: $5.27B (58%)
Puts: $3.86B (42%)
Prior 7-Day Average $1.52B
Calls: $752.50M (58%)
Puts: $551.24M (42%)
Current vs Prior 7-Day Avg -25.08%
Calls: -22.88%
Puts: +1.45%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/06) 0.93
Prior (10/05) 1.03
Current vs Prior -9.52%
Prior 7-Day Average 1.02
Current vs Prior 7-Day Avg -9.13%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/06) 9,344,064
Calls: 2,437,081 (26%)
Puts: 6,906,983 (74%)
Prior (10/05) 6,738,894
Calls: 2,258,337 (34%)
Puts: 4,480,557 (66%)
Current vs Prior +38.66%
Prior 7-Day Total 44,318,420
Calls: 13,328,340 (30%)
Puts: 30,990,080 (70%)
Prior 7-Day Average 7,386,403
Calls: 2,221,390 (30%)
Puts: 5,165,013 (70%)
Current vs Prior 7-Day Avg +26.50%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/06) | Next (10/07)Expiry (10/07) | Next (10/09)Expiry (10/09) | Next (10/16)Expiry (10/15) | Next (11/20)
Current 0.14% | 0.46%0.46% | 0.83%0.83% | 1.50%1.38% | 3.81%
Prior 0.48% | 0.68%0.14% | 0.68%0.98% | 1.65%1.52% | 3.95%
Current vs Prior -4.29% | -3.01%+217.99% | +21.99%-16.06% | -9.04%-9.30% | -3.54%
Prior 7-Day Avg 0.63% | 0.86%0.38% | 0.87%0.80% | 1.59%2.06% | 4.25%
Current vs 7-Day Avg -26.75% | -23.87%+19.76% | -5.08%+3.78% | -5.98%-32.80% | -10.44%
Prior 7-Day Eod 0.19% | 0.49%0.14% | 0.68%0.98% | 1.65%1.52% | 3.95%
Current vs 7-Day Eod +142.12% | +34.86%+217.99% | +21.99%-16.06% | -9.04%-9.30% | -3.54%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.12% | 1.17%
Calls: 1.13% | 1.13%
Puts: 1.11% | 1.22%
Prior 0.53% | 0.72%
Calls: 0.48% | 1.02%
Puts: 0.58% | 0.43%
Current vs Prior +111.32% | +62.50%
Prior 7-Day Avg 1.08% | 0.89%
Calls: 1.19% | 1.12%
Puts: 0.79% | 0.80%
Current vs 7-Day Avg +4.02% | +31.95%
Liquidity Good
+
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🤖 AI Insights

Put-heavy open interest (6,906,983 puts vs 2,437,081 calls) suggests hedging or bearish positioning. Rising open interest (up 39%) indicates new positions being established.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
⏰ Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
⚡ Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 2,540 of results (avg 3.0%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Oct 124.014.02$4.010.2%2.6K0.521.5K
$780.00Oct 133.923.93$3.930.3%5.4K0.48582
$700.00Nov 2084.7484.96$84.850.3%300.935.6K
$782.00Nov 2014.9715.02$15.000.3%2280.48527
$780.00Nov 1314.3914.44$14.420.3%4130.50244
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 209.439.45$9.440.2%11.8K0.3815.6K
$784.00Nov 1313.4413.47$13.460.2%870.5419
$787.00Nov 2016.0016.04$16.020.2%1480.57263
$786.00Nov 2015.5115.55$15.530.3%1170.5634
$787.00Nov 1314.9114.95$14.930.3%860.581

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 751 found (avg $0.34, cheapest $0.46)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Oct 60.450.46$0.462.2%507.0K0.855.0K
$786.00Oct 70.070.08$0.0812.5%27.8K0.052.5K
$785.00Oct 70.130.14$0.147.1%39.8K0.083.2K
$784.00Oct 70.220.23$0.234.3%33.7K0.123.3K
$783.00Oct 70.360.37$0.372.7%44.8K0.182.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Oct 60.620.63$0.631.6%881.8K1.00346
$772.00Oct 70.120.13$0.137.7%15.0K0.064.9K
$771.00Oct 70.090.10$0.1010.0%12.2K0.052.1K
$773.00Oct 70.170.18$0.185.6%20.8K0.083.4K
$770.00Oct 70.070.08$0.0812.5%13.9K0.043.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,387 found (avg delta 0.88, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Oct 6154.02154.64$154.330.4%61.008
$630.00Oct 6148.89149.67$149.280.5%41.0011
$635.00Oct 6144.02144.66$144.340.4%1151.0014
$640.00Oct 6138.89139.67$139.280.6%--1.0015
$645.00Oct 6133.89134.67$134.280.6%--1.0018
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Oct 60.620.63$0.631.6%881.8K1.00346
$781.00Oct 61.561.62$1.593.8%460.3K1.00316
$782.00Oct 62.562.61$2.591.9%117.4K1.0016
$783.00Oct 63.453.62$3.544.8%33.7K1.006
$784.00Oct 64.454.67$4.564.8%10.7K1.003

Most actively traded options today. High liquidity = easy entry/exit. 2,979 active (total vol 12.7M, top 1.2M)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$781.00Oct 60.010.02$0.0250.0%1.2M0.046.4K
$780.00Oct 60.020.03$0.0333.3%1.2M0.1111.9K
$782.00Oct 60.000.01$0.01100.0%729.3K0.015.1K
$779.00Oct 60.450.46$0.462.2%507.0K0.855.0K
$783.00Oct 60.000.01$0.01100.0%468.8K0.015.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Oct 60.040.05$0.0520.0%959.2K0.25288
$780.00Oct 60.620.63$0.631.6%881.8K1.00346
$778.00Oct 60.010.02$0.0250.0%583.4K0.05875
$781.00Oct 61.561.62$1.593.8%460.3K1.00316
$777.00Oct 60.010.02$0.0250.0%379.5K0.032.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. -- strikes (avg --%, max --%)

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 737 found (best R:R 1.27, avg 4.00)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$749.00$750.00Oct 16$0.44$0.56$0.4494%1.27$749.44
$751.00$752.00Oct 16$0.44$0.56$0.4494%1.27$751.44
$758.00$759.00Oct 30$0.30$0.70$0.3080%2.33$758.30
$747.00$748.00Oct 30$0.38$0.62$0.3887%1.63$747.38
$750.00$752.00Nov 13$1.11$0.89$1.1180%0.80$751.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$785.00$780.00Oct 20$2.50$2.50$2.5063%1.00$782.50
$790.00$789.00Oct 9$0.66$0.34$0.6699%0.52$789.34
$796.00$795.00Nov 13$0.39$0.61$0.3968%1.56$795.61
$780.00$775.00Oct 20$1.91$3.09$1.9152%1.62$778.09
$792.00$791.00Nov 20$0.36$0.64$0.3662%1.78$791.64

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 555 found (best R:R 0.95, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$780.00$785.00Oct 20$2.44$2.44$2.5652%0.95$782.44
$785.00$790.00Oct 20$1.75$1.75$3.2563%0.54$786.75
$800.00$805.00Nov 20$1.57$1.57$3.4370%0.46$801.57
$790.00$795.00Oct 20$1.12$1.12$3.8875%0.29$791.12
$805.00$810.00Nov 20$1.25$1.25$3.7575%0.33$806.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$777.00$776.00Oct 7$0.20$0.20$0.8073%0.25$776.80
$778.00$777.00Oct 7$0.27$0.27$0.7364%0.37$777.73
$774.00$773.00Oct 8$0.14$0.14$0.8680%0.16$773.86
$776.00$775.00Oct 8$0.22$0.22$0.7872%0.28$775.78
$776.00$775.00Oct 7$0.13$0.13$0.8780%0.15$775.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. -- found (avg debit $--, cheapest $--)

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,141 found (cheapest 0.07% of stock, avg 3.87%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$779.00Oct 6$0.46$0.05$0.51$778.49$779.510.07%
$780.00Oct 6$0.03$0.63$0.66$779.34$780.660.08%
$778.00Oct 6$1.44$0.02$1.46$776.54$779.460.19%
$781.00Oct 6$0.02$1.59$1.61$779.39$782.610.21%
$777.00Oct 6$2.43$0.02$2.45$774.55$779.450.31%
$782.00Oct 6$0.01$2.59$2.60$779.40$784.600.33%
$780.00Oct 7$1.29$1.77$3.06$776.94$783.060.39%
$779.00Oct 7$1.81$1.30$3.11$775.89$782.110.40%
$781.00Oct 7$0.88$2.37$3.25$777.75$784.250.42%
$776.00Oct 6$3.44$0.01$3.45$772.55$779.450.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 376 found (cheapest 0.01% of stock, avg 1.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$780.00$779.00Oct 6$0.03$0.05$0.08$778.92$780.08
$784.00$775.00Oct 7$0.23$0.34$0.57$774.43$784.57
$783.00$775.00Oct 7$0.37$0.34$0.71$774.29$783.71
$784.00$776.00Oct 7$0.23$0.47$0.70$775.30$784.70
$783.00$776.00Oct 7$0.37$0.47$0.84$775.16$783.84
$782.00$775.00Oct 7$0.57$0.34$0.91$774.09$782.91
$782.00$776.00Oct 7$0.57$0.47$1.04$774.96$783.04
$784.00$777.00Oct 7$0.23$0.67$0.90$776.10$784.90
$783.00$777.00Oct 7$0.37$0.67$1.04$775.96$784.04
$782.00$777.00Oct 7$0.57$0.67$1.24$775.76$783.24

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 381 found (best R:R 0.92, avg credit $0.48)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
758/759788/789Oct 23$0.48$0.5251%0.92$758.52$788.48
757/758788/789Oct 23$0.47$0.5352%0.89$757.53$788.47
758/759789/790Oct 23$0.45$0.5553%0.82$758.55$789.45
759/760788/789Oct 23$0.48$0.5250%0.92$759.52$788.48
760/761788/789Oct 23$0.49$0.5149%0.96$760.51$788.49
765/766788/789Oct 23$0.55$0.4543%1.22$765.45$788.55
757/758789/790Oct 23$0.44$0.5654%0.79$757.56$789.44
758/759787/788Oct 23$0.49$0.5149%0.96$758.51$787.49
761/762788/789Oct 23$0.50$0.5048%1.00$761.50$788.50
757/758787/788Oct 23$0.48$0.5250%0.92$757.52$787.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 336 found (best R:R 0.82, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$779.00$780.00$781.00Oct 6$0.42$0.5881%1.38
$778.00$779.00$780.00Oct 6$0.55$0.4585%0.82
$775.00$780.00$785.00Oct 20$0.67$4.3325%6.46
$782.00$783.00$784.00Oct 8$0.05$0.9512%19.00
$780.00$781.00$782.00Oct 8$0.06$0.9413%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$778.00$779.00$780.00Oct 6$0.55$0.4595%0.82
$779.00$780.00$781.00Oct 6$0.38$0.6275%1.63
$775.00$780.00$785.00Oct 20$0.59$4.4125%7.47
$770.00$775.00$780.00Oct 20$0.59$4.4124%7.47
$765.00$770.00$775.00Oct 20$0.44$4.5619%10.36

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,116 found (best net $-25.64, 1,109 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$755.00$770.001:2Oct 20-$0.41$14.59
$785.00$790.001:2Oct 20-$0.63$4.37
$790.00$795.001:2Oct 20-$0.14$4.86
$777.00$778.001:2Oct 6-$0.45$0.55
$780.00$785.001:2Oct 20-$1.69$3.31
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$895.00$850.001:2Oct 9-$25.64$19.36
$915.00$865.001:2Oct 30-$35.49$14.51
$930.00$875.001:2Oct 8-$40.68$14.32
$825.00$806.001:2Oct 30-$7.93$11.07
$830.00$810.001:2Oct 12-$10.63$9.37

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 318 found (best yield 2.07%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$780.00Nov 20$16.140.500.1%2.07%2.19%1.6K13.0K
$781.00Nov 20$15.550.490.2%2.00%2.24%191453
$782.00Nov 20$14.970.480.4%1.92%2.29%228527
$783.00Nov 20$14.390.460.5%1.85%2.35%127345
$784.00Nov 20$13.830.470.6%1.78%2.41%65855
$785.00Nov 20$13.280.460.8%1.70%2.46%1.6K10.7K
$786.00Nov 20$12.740.450.9%1.64%2.52%71955
$787.00Nov 20$12.210.431.0%1.57%2.58%45333
$788.00Nov 20$11.700.421.1%1.50%2.65%122463
$789.00Nov 20$11.210.411.3%1.44%2.71%158428

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 6,611,443
Total Puts 6,156,844
Put/Call Ratio 0.93
Net Difference 454,599

Prior's Put/Call Breakdown

Total Calls 6,097,689
Total Puts 6,275,692
Put/Call Ratio 1.03
Net Difference -178,003

Prior 7-Day Put/Call Summary

Total Calls 36,711,137
Total Puts 37,782,613
Average Put/Call Ratio 1.02
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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