Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$777.17 -0.25%
◀ 10/7 15:15 ▶

Option Volume

Detail
ℹ
Current (10/07) 10,237,899
Calls: 4,856,873 (47%)
Puts: 5,381,026 (53%)
Prior (10/06) 12,768,287
Calls: 6,611,443 (52%)
Puts: 6,156,844 (48%)
Current vs Prior -19.82%
Calls: -26.54% (Calls)
Puts: -12.60% (Puts)
Prior 7-Day Total 86,165,159
Calls: 42,085,992 (49%)
Puts: 44,079,167 (51%)
Prior 7-Day Average 12,309,308
Calls: 6,012,284 (49%)
Puts: 6,297,023 (51%)
Current vs Prior 7-Day Avg -16.83%
Calls: -19.22%
Puts: -14.55%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/07) $1.09B
Calls: $771.07M (70%)
Puts: $323.52M (30%)
Prior (10/06) $1.14B
Calls: $580.36M (51%)
Puts: $559.25M (49%)
Current vs Prior -3.95%
Calls: +32.86%
Puts: -42.15%
Prior 7-Day Total $10.33B
Calls: $6.05B (59%)
Puts: $4.28B (41%)
Prior 7-Day Average $1.48B
Calls: $863.95M (59%)
Puts: $611.26M (41%)
Current vs Prior 7-Day Avg -25.80%
Calls: -10.75%
Puts: -47.07%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/07) 1.11
Prior (10/06) 0.93
Current vs Prior +18.97%
Prior 7-Day Average 1.05
Current vs Prior 7-Day Avg +5.81%
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 53,861,324
Calls: 15,798,620 (29%)
Puts: 38,062,704 (71%)
Prior 7-Day Average 7,694,474
Calls: 2,256,945 (29%)
Puts: 5,437,529 (71%)
Current vs Prior 7-Day Avg +24.02%
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% | 0.71%0.71% | 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 -58.00% | -21.88%-58.00% | -14.70%-14.70% | -4.73%-5.80% | -0.16%
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 -67.80% | -38.06%-51.30% | -18.33%-12.03% | -9.53%-33.04% | -8.99%
Prior 7-Day Eod 0.19% | 0.51%0.46% | 0.83%0.83% | 1.50%1.38% | 3.81%
Current vs 7-Day Eod +0.69% | -0.23%-58.00% | -14.70%-14.70% | -4.73%-5.80% | -0.16%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.45% | 0.50%
Calls: 1.85% | 0.53%
Puts: 1.04% | 0.47%
Prior 1.12% | 1.17%
Calls: 1.13% | 1.13%
Puts: 1.11% | 1.22%
Current vs Prior +29.46% | -57.26%
Prior 7-Day Avg 1.06% | 0.96%
Calls: 1.18% | 1.12%
Puts: 0.84% | 0.87%
Current vs 7-Day Avg +36.61% | -47.76%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($771.07M). 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 2,422 of results (avg 2.4%, best 0.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$733.00Oct 744.1744.18$44.180.0%8321.0011
$700.00Nov 2082.5882.72$82.650.2%540.935.7K
$772.00Oct 75.195.20$5.200.2%27.4K0.982.5K
$779.00Nov 2015.3415.37$15.360.2%780.49647
$780.00Nov 2014.7514.78$14.770.2%8510.4713.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$786.00Oct 78.828.83$8.820.1%1.6K1.0055
$755.00Nov 206.506.51$6.510.2%8850.2714.2K
$770.00Oct 306.036.04$6.040.2%4.1K0.379.0K
$751.00Nov 205.815.82$5.820.2%1230.24865
$769.00Oct 305.755.76$5.760.2%6880.362.3K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 700 found (avg $0.34, cheapest $0.14)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$778.00Oct 70.130.14$0.147.1%574.3K0.234.3K
$777.00Oct 70.530.54$0.541.9%670.0K0.582.9K
$785.00Oct 80.050.06$0.0616.7%10.0K0.033.2K
$784.00Oct 80.090.10$0.1010.0%7.2K0.051.1K
$783.00Oct 80.160.17$0.175.9%15.0K0.092.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$776.00Oct 70.110.12$0.128.3%477.1K0.175.9K
$777.00Oct 70.350.36$0.362.8%419.7K0.427.7K
$778.00Oct 70.950.96$0.961.0%185.1K0.778.9K
$769.00Oct 80.150.16$0.166.3%9.5K0.071.3K
$770.00Oct 80.200.21$0.214.8%27.6K0.094.0K

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 7147.05147.36$147.210.2%31.007
$635.00Oct 7142.10142.39$142.250.2%21.0010
$640.00Oct 7137.09137.40$137.250.2%21.005
$645.00Oct 7132.09132.36$132.230.2%1311.005
$650.00Oct 7127.05127.35$127.200.2%51.0011
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$781.00Oct 73.833.84$3.840.3%8.5K1.005.1K
$782.00Oct 74.834.84$4.840.2%5.5K1.002.3K
$783.00Oct 75.725.84$5.782.1%2.1K1.00951
$784.00Oct 76.726.85$6.791.9%1.9K1.00278
$785.00Oct 77.727.84$7.781.5%1.9K1.00444

Most actively traded options today. High liquidity = easy entry/exit. 2,724 active (total vol 10.2M, top 670.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$777.00Oct 70.530.54$0.541.9%670.0K0.582.9K
$778.00Oct 70.130.14$0.147.1%574.3K0.234.3K
$780.00Oct 70.010.02$0.0250.0%505.1K0.0314.1K
$779.00Oct 70.030.04$0.0425.0%493.5K0.075.7K
$776.00Oct 71.291.30$1.300.8%490.9K0.833.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 70.030.04$0.0425.0%590.1K0.048.3K
$775.00Oct 70.040.05$0.0520.0%508.3K0.0710.2K
$776.00Oct 70.110.12$0.128.3%477.1K0.175.9K
$773.00Oct 70.010.02$0.0250.0%469.2K0.029.6K
$777.00Oct 70.350.36$0.362.8%419.7K0.427.7K

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 17.6%, max 29.3%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$776.00Oct 7Nov 2015.4%11.9%29.3%491.4K4.7K
$778.00Oct 7Nov 2013.1%11.7%12.2%574.8K5.0K
$777.00Oct 7Nov 2013.1%11.8%11.2%670.2K4.1K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$776.00Oct 7Nov 2015.4%11.9%29.3%477.3K6.2K
$778.00Oct 7Nov 2013.1%11.7%12.2%185.6K9.5K
$777.00Oct 7Nov 2013.1%11.8%11.2%421.1K7.9K

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 3.93)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$719.00$720.00Oct 16$0.48$0.52$0.4899%1.08$719.48
$751.00$752.00Oct 16$0.46$0.54$0.4694%1.17$751.46
$729.00$730.00Oct 16$0.55$0.45$0.5598%0.82$729.55
$749.00$750.00Oct 8$0.66$0.34$0.6699%0.52$749.66
$757.00$758.00Oct 16$0.57$0.43$0.5790%0.75$757.57
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$2.17$2.83$2.1756%1.30$777.83
$785.00$780.00Oct 21$2.86$2.14$2.8668%0.75$782.14
$791.00$790.00Oct 16$0.56$0.44$0.5686%0.79$790.44

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 566 found (best R:R 0.77, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$780.00$785.00Oct 21$2.18$2.18$2.8256%0.77$782.18
$785.00$790.00Oct 21$1.49$1.49$3.5168%0.42$786.49
$800.00$805.00Nov 20$1.43$1.43$3.5773%0.40$801.43
$790.00$795.00Oct 21$0.91$0.91$4.0979%0.22$790.91
$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$0.24$0.24$0.7658%0.32$776.76
$774.00$773.00Oct 8$0.18$0.18$0.8276%0.22$773.82
$777.00$776.00Oct 8$0.41$0.41$0.5952%0.69$776.59
$775.00$774.00Oct 8$0.24$0.24$0.7669%0.32$774.76
$765.00$764.00Oct 15$0.14$0.14$0.8682%0.16$764.86

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $1.29, cheapest $1.26)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$777.00Oct 7Oct 8$1.3313.1%10.3%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$777.00Oct 7Oct 8$1.2613.1%10.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,103 found (cheapest 0.12% of stock, avg 3.87%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$777.00Oct 7$0.54$0.36$0.90$776.10$777.900.12%
$778.00Oct 7$0.14$0.96$1.10$776.90$779.100.14%
$776.00Oct 7$1.30$0.12$1.42$774.58$777.420.18%
$779.00Oct 7$0.04$1.86$1.90$777.10$780.900.24%
$775.00Oct 7$2.23$0.05$2.28$772.72$777.280.29%
$780.00Oct 7$0.02$2.84$2.86$777.14$782.860.37%
$774.00Oct 7$3.21$0.04$3.25$770.75$777.250.42%
$777.00Oct 8$1.87$1.62$3.49$773.51$780.490.45%
$778.00Oct 8$1.37$2.12$3.49$774.51$781.490.45%
$776.00Oct 8$2.47$1.21$3.68$772.32$779.680.47%

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$0.04$0.05$0.09$774.91$779.09
$779.00$776.00Oct 7$0.04$0.12$0.16$775.84$779.16
$778.00$775.00Oct 7$0.14$0.05$0.19$774.81$778.19
$778.00$776.00Oct 7$0.14$0.12$0.26$775.74$778.26
$778.00$777.00Oct 7$0.14$0.36$0.50$776.50$778.50
$779.00$777.00Oct 7$0.04$0.36$0.40$776.60$779.40
$782.00$773.00Oct 8$0.27$0.50$0.77$772.23$782.77
$781.00$773.00Oct 8$0.43$0.50$0.93$772.07$781.93
$782.00$774.00Oct 8$0.27$0.68$0.95$773.05$782.95
$781.00$774.00Oct 8$0.43$0.68$1.11$772.89$782.11

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 432 found (best R:R 0.96, avg credit $0.50)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
754/755785/786Oct 23$0.49$0.5152%0.96$754.51$785.49
747/748787/788Oct 30$0.50$0.5050%1.00$747.50$787.50
757/758784/785Oct 20$0.47$0.5353%0.89$757.53$784.47
757/758786/787Oct 20$0.42$0.5858%0.72$757.58$786.42
756/757785/786Oct 23$0.50$0.5050%1.00$756.50$785.50
750/751787/788Oct 30$0.51$0.4948%1.04$750.49$787.51
760/761783/784Oct 16$0.47$0.5352%0.89$760.53$783.47
749/750787/788Oct 30$0.50$0.5049%1.00$749.50$787.50
759/760784/785Oct 20$0.48$0.5251%0.92$759.52$784.48
754/755787/788Oct 23$0.43$0.5756%0.75$754.57$787.43

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 317 found (best R:R 10.11, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Oct 21$0.45$4.5520%10.11
$770.00$775.00$780.00Oct 21$0.60$4.4024%7.33
$760.00$765.00$770.00Oct 21$0.35$4.6515%13.29
$776.00$777.00$778.00Oct 7$0.36$0.6460%1.78
$775.00$776.00$777.00Oct 7$0.17$0.8336%4.88
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Oct 21$0.48$4.5220%9.42
$755.00$760.00$765.00Oct 21$0.23$4.7711%20.74
$760.00$765.00$770.00Oct 21$0.35$4.6516%13.29
$776.00$777.00$778.00Oct 7$0.36$0.6460%1.78
$750.00$755.00$760.00Oct 21$0.16$4.848%30.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,069 found (best net $-17.78, 1,058 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$745.00$760.001:2Oct 19-$5.04$9.96
$785.00$790.001:2Oct 21-$0.31$4.69
$780.00$785.001:2Oct 21-$1.11$3.89
$775.00$776.001:2Oct 7-$0.37$0.63
$805.00$810.001:2Oct 21-$0.01$4.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$885.00$840.001:2Oct 7-$17.78$27.22
$830.00$810.001:2Oct 14-$12.58$7.42
$860.00$830.001:2Oct 14-$22.66$7.34
$800.00$791.001:2Oct 8-$4.75$4.25
$800.00$791.001:2Oct 20-$5.91$3.09

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 319 found (best yield 2.05%, avg 0.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$778.00Nov 20$15.910.500.1%2.05%2.15%496716
$779.00Nov 20$15.340.490.2%1.97%2.21%78647
$780.00Nov 20$14.750.470.4%1.90%2.26%85113.0K
$781.00Nov 20$14.170.460.5%1.82%2.32%259471
$782.00Nov 20$13.600.460.6%1.75%2.37%268634
$783.00Nov 20$13.050.450.8%1.68%2.43%332389
$784.00Nov 20$12.510.440.9%1.61%2.49%53848
$785.00Nov 20$11.980.431.0%1.54%2.55%31810.5K
$786.00Nov 20$11.470.421.1%1.48%2.61%99955
$787.00Nov 20$10.970.411.3%1.41%2.68%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 4,856,873
Total Puts 5,381,026
Put/Call Ratio 1.11
Net Difference -524,153

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 42,085,992
Total Puts 44,079,167
Average Put/Call Ratio 1.05
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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