Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$777.31 -0.23%
◀ 10/7 15:12 ▶

Option Volume

Detail
ℹ
Current (10/07) 10,189,657
Calls: 4,826,780 (47%)
Puts: 5,362,877 (53%)
Prior (10/06) 12,768,287
Calls: 6,611,443 (52%)
Puts: 6,156,844 (48%)
Current vs Prior -20.20%
Calls: -26.99% (Calls)
Puts: -12.90% (Puts)
Prior 7-Day Total 75,975,502
Calls: 37,259,212 (49%)
Puts: 38,716,290 (51%)
Prior 7-Day Average 12,662,583
Calls: 5,322,744 (49%)
Puts: 5,530,898 (51%)
Current vs Prior 7-Day Avg -19.53%
Calls: -9.32%
Puts: -3.04%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/07) $1.11B
Calls: $801.67M (72%)
Puts: $312.09M (28%)
Prior (10/06) $1.14B
Calls: $580.36M (51%)
Puts: $559.25M (49%)
Current vs Prior -2.27%
Calls: +38.13%
Puts: -44.20%
Prior 7-Day Total $9.21B
Calls: $5.25B (57%)
Puts: $3.97B (43%)
Prior 7-Day Average $1.54B
Calls: $749.42M (57%)
Puts: $566.68M (43%)
Current vs Prior 7-Day Avg -27.46%
Calls: +6.97%
Puts: -44.93%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/07) 1.11
Prior (10/06) 0.93
Current vs Prior +19.31%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg +7.21%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/07) 9,542,904
Calls: 2,470,280 (26%)
Puts: 7,072,624 (74%)
Prior (10/06) 9,344,064
Calls: 2,437,081 (26%)
Puts: 6,906,983 (74%)
Current vs Prior +2.13%
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 +29.20%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/07) | Next (10/08)Expiry (10/07) | Next (10/09)Expiry (10/09) | Next (10/16)Expiry (10/15) | Next (11/20)
Current 0.19% | 0.51%0.19% | 0.70%0.70% | 1.43%1.30% | 3.80%
Prior 0.46% | 0.66%0.46% | 0.83%0.83% | 1.50%1.38% | 3.81%
Current vs Prior -58.28% | -21.70%-58.28% | -14.71%-14.71% | -4.75%-5.82% | -0.04%
Prior 7-Day Avg 0.60% | 0.83%0.40% | 0.86%0.80% | 1.58%1.94% | 4.18%
Current vs 7-Day Avg -68.02% | -37.92%-51.63% | -18.35%-12.04% | -9.55%-33.05% | -8.89%
Prior 7-Day Eod 0.46% | 0.66%0.46% | 0.83%0.83% | 1.50%1.38% | 3.81%
Current vs 7-Day Eod -58.28% | -21.70%-58.28% | -14.71%-14.71% | -4.75%-5.82% | -0.04%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.37% | 0.74%
Calls: 1.56% | 0.51%
Puts: 1.18% | 0.98%
Prior 1.12% | 1.17%
Calls: 1.13% | 1.13%
Puts: 1.11% | 1.22%
Current vs Prior +22.32% | -36.75%
Prior 7-Day Avg 1.01% | 0.99%
Calls: 1.18% | 1.12%
Puts: 0.84% | 0.87%
Current vs 7-Day Avg +35.64% | -25.50%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($801.67M). Slightly bearish P/C ratio of 1.11. Put-heavy open interest (7,072,624 puts vs 2,470,280 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
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 BULLISH
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 2,417 of results (avg 2.5%, best 0.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$727.00Oct 750.3250.33$50.330.0%7261.009
$733.00Oct 744.3244.33$44.330.0%8321.0011
$635.00Oct 7142.26142.45$142.350.1%21.0010
$650.00Oct 7127.26127.43$127.350.1%51.0011
$640.00Oct 7137.26137.45$137.350.1%21.005
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$786.00Oct 78.678.68$8.680.1%1.6K1.0055
$910.00Oct 7132.58132.74$132.660.1%21.00--
$885.00Oct 7107.58107.74$107.660.1%11.00--
$758.00Nov 135.935.94$5.940.2%610.2878
$779.00Oct 165.665.67$5.670.2%6390.541.7K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 695 found (avg $0.34, cheapest $0.18)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$778.00Oct 70.170.18$0.185.6%570.8K0.274.3K
$777.00Oct 70.630.64$0.641.6%656.7K0.612.9K
$785.00Oct 80.050.06$0.0616.7%9.9K0.033.2K
$784.00Oct 80.100.11$0.119.1%7.2K0.061.1K
$783.00Oct 80.170.18$0.185.6%14.9K0.092.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$776.00Oct 70.100.11$0.119.1%473.6K0.155.9K
$777.00Oct 70.300.31$0.313.2%415.4K0.397.7K
$778.00Oct 70.840.85$0.851.2%183.1K0.738.9K
$768.00Oct 80.110.12$0.128.3%6.3K0.051.1K
$767.00Oct 80.090.10$0.1010.0%7.0K0.04756

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,266 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$630.00Oct 7147.20147.43$147.320.2%31.007
$635.00Oct 7142.26142.45$142.350.1%21.0010
$640.00Oct 7137.26137.45$137.350.1%21.005
$645.00Oct 7132.26132.48$132.370.2%1311.005
$650.00Oct 7127.26127.43$127.350.1%51.0011
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$781.00Oct 73.683.69$3.690.3%8.5K1.005.1K
$782.00Oct 74.674.69$4.680.4%5.4K1.002.3K
$783.00Oct 75.625.68$5.651.1%2.1K1.00951
$784.00Oct 76.616.75$6.682.1%1.9K1.00278
$785.00Oct 77.617.74$7.681.7%1.9K1.00444

Most actively traded options today. High liquidity = easy entry/exit. 2,720 active (total vol 10.2M, top 656.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$777.00Oct 70.630.64$0.641.6%656.7K0.612.9K
$778.00Oct 70.170.18$0.185.6%570.8K0.274.3K
$780.00Oct 70.010.02$0.0250.0%504.0K0.0314.1K
$779.00Oct 70.040.05$0.0520.0%491.3K0.085.7K
$776.00Oct 71.431.44$1.440.7%490.5K0.853.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 70.030.04$0.0425.0%589.8K0.048.3K
$775.00Oct 70.040.05$0.0520.0%507.4K0.0710.2K
$776.00Oct 70.100.11$0.119.1%473.6K0.155.9K
$773.00Oct 70.010.02$0.0250.0%469.1K0.029.6K
$777.00Oct 70.300.31$0.313.2%415.4K0.397.7K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 17.4%, max 29.8%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$776.00Oct 7Nov 2015.5%11.9%29.8%491.0K4.7K
$777.00Oct 7Nov 2013.4%11.8%13.1%656.9K4.1K
$778.00Oct 7Nov 2012.8%11.7%9.3%571.3K5.0K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$776.00Oct 7Nov 2015.5%11.9%29.8%473.9K6.2K
$777.00Oct 7Nov 2013.4%11.8%13.1%416.9K7.9K
$778.00Oct 7Nov 2012.8%11.7%9.3%183.6K9.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 748 found (best R:R 0.56, avg 3.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$751.00$752.00Oct 16$0.39$0.61$0.3994%1.56$751.39
$743.00$744.00Oct 30$0.34$0.66$0.3488%1.94$743.34
$743.00$744.00Nov 6$0.32$0.68$0.3285%2.12$743.32
$719.00$720.00Oct 16$0.47$0.53$0.4799%1.13$719.47
$757.00$758.00Oct 16$0.45$0.55$0.4590%1.22$757.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$805.00$800.00Nov 20$3.21$1.79$3.2178%0.56$801.79
$788.00$787.00Oct 9$0.63$0.37$0.6398%0.59$787.37
$780.00$775.00Oct 21$2.15$2.85$2.1556%1.33$777.85
$785.00$780.00Oct 21$2.87$2.13$2.8768%0.74$782.13
$791.00$790.00Oct 16$0.58$0.42$0.5886%0.72$790.42

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 567 found (best R:R 0.79, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$780.00$785.00Oct 21$2.20$2.20$2.8056%0.79$782.20
$785.00$790.00Oct 21$1.51$1.51$3.4968%0.43$786.51
$800.00$805.00Nov 20$1.45$1.45$3.5573%0.41$801.45
$790.00$795.00Oct 21$0.92$0.92$4.0879%0.23$790.92
$805.00$810.00Nov 20$1.14$1.14$3.8678%0.30$806.14
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$777.00$776.00Oct 7$0.20$0.20$0.8061%0.25$776.80
$774.00$773.00Oct 8$0.17$0.17$0.8376%0.20$773.83
$777.00$776.00Oct 8$0.39$0.39$0.6153%0.64$776.61
$771.00$770.00Oct 9$0.12$0.12$0.8883%0.14$770.88
$773.00$772.00Oct 8$0.12$0.12$0.8882%0.14$772.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $1.29, cheapest $1.25)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$777.00Oct 7Oct 8$1.3213.4%10.3%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$777.00Oct 7Oct 8$1.2513.4%10.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,104 found (cheapest 0.12% of stock, avg 3.87%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$777.00Oct 7$0.64$0.31$0.95$776.05$777.950.12%
$778.00Oct 7$0.18$0.85$1.03$776.97$779.030.13%
$776.00Oct 7$1.44$0.11$1.55$774.45$777.550.20%
$779.00Oct 7$0.05$1.72$1.77$777.23$780.770.23%
$775.00Oct 7$2.38$0.05$2.43$772.57$777.430.31%
$780.00Oct 7$0.02$2.69$2.71$777.29$782.710.35%
$774.00Oct 7$3.36$0.04$3.40$770.60$777.400.44%
$777.00Oct 8$1.96$1.56$3.52$773.48$780.520.45%
$778.00Oct 8$1.44$2.04$3.48$774.52$781.480.45%
$779.00Oct 8$1.02$2.61$3.63$775.37$782.630.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 381 found (cheapest 0.01% of stock, avg 1.35%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$779.00$775.00Oct 7$0.05$0.05$0.10$774.90$779.10
$779.00$776.00Oct 7$0.05$0.11$0.16$775.84$779.16
$778.00$775.00Oct 7$0.18$0.05$0.23$774.77$778.23
$778.00$776.00Oct 7$0.18$0.11$0.29$775.71$778.29
$778.00$777.00Oct 7$0.18$0.31$0.49$776.51$778.49
$779.00$777.00Oct 7$0.05$0.31$0.36$776.64$779.36
$782.00$773.00Oct 8$0.29$0.49$0.78$772.22$782.78
$781.00$773.00Oct 8$0.45$0.49$0.94$772.06$781.94
$782.00$774.00Oct 8$0.29$0.66$0.95$773.05$782.95
$781.00$774.00Oct 8$0.45$0.66$1.11$772.89$782.11

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 421 found (best R:R 0.89, avg credit $0.50)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
757/758784/785Oct 20$0.47$0.5353%0.89$757.53$784.47
756/757785/786Oct 23$0.50$0.5050%1.00$756.50$785.50
757/758786/787Oct 20$0.42$0.5858%0.72$757.58$786.42
760/761785/786Oct 19$0.45$0.5554%0.82$760.55$785.45
757/758785/786Oct 20$0.44$0.5655%0.79$757.56$785.44
756/757787/788Oct 23$0.45$0.5554%0.82$756.55$787.45
760/761783/784Oct 16$0.47$0.5352%0.89$760.53$783.47
757/758785/786Oct 23$0.50$0.5049%1.00$757.50$785.50
758/759785/786Oct 23$0.51$0.4948%1.04$758.49$785.51
759/760785/786Oct 23$0.52$0.4847%1.08$759.48$785.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 308 found (best R:R 14.62, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Oct 21$0.32$4.6815%14.62
$770.00$775.00$780.00Oct 21$0.60$4.4024%7.33
$765.00$770.00$775.00Oct 21$0.50$4.5020%9.00
$776.00$777.00$778.00Oct 7$0.34$0.6658%1.94
$775.00$776.00$777.00Oct 7$0.14$0.8632%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Oct 21$0.47$4.5320%9.64
$760.00$765.00$770.00Oct 21$0.34$4.6615%13.71
$792.00$795.00$798.00Oct 16$0.05$2.957%59.00
$755.00$760.00$765.00Oct 21$0.24$4.7611%19.83
$776.00$777.00$778.00Oct 7$0.34$0.6658%1.94

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,066 found (best net $-17.66, 1,055 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$745.00$760.001:2Oct 19-$5.24$9.76
$785.00$790.001:2Oct 21-$0.32$4.68
$780.00$785.001:2Oct 21-$1.14$3.86
$775.00$776.001:2Oct 7-$0.50$0.50
$805.00$810.001:2Oct 21$0.00$5.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$885.00$840.001:2Oct 7-$17.66$27.34
$830.00$810.001:2Oct 14-$12.58$7.42
$860.00$830.001:2Oct 14-$22.72$7.28
$800.00$791.001:2Oct 8-$4.75$4.25
$800.00$791.001:2Oct 20-$5.84$3.16

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 319 found (best yield 2.06%, avg 0.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$778.00Nov 20$16.000.500.1%2.06%2.15%496716
$779.00Nov 20$15.420.490.2%1.98%2.20%78647
$780.00Nov 20$14.830.470.3%1.91%2.25%84313.0K
$781.00Nov 20$14.250.460.5%1.83%2.31%259471
$782.00Nov 20$13.680.470.6%1.76%2.36%268634
$783.00Nov 20$13.140.450.7%1.69%2.42%332389
$784.00Nov 20$12.590.440.9%1.62%2.48%53848
$785.00Nov 20$12.060.431.0%1.55%2.54%31710.5K
$786.00Nov 20$11.540.421.1%1.48%2.60%99955
$787.00Nov 20$11.040.411.2%1.42%2.67%216335

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 4,826,780
Total Puts 5,362,877
Put/Call Ratio 1.11
Net Difference -536,097

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 37,259,212
Total Puts 38,716,290
Average Put/Call Ratio 1.04
Ratio Trend Rising

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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