Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$778.99 +0.65%
◀ 10/9 15:16 ▶

Option Volume

Detail
ℹ
Current (10/09) 9,267,696
Calls: 4,650,579 (50%)
Puts: 4,617,117 (50%)
Prior (10/08) 13,813,697
Calls: 6,817,039 (49%)
Puts: 6,996,658 (51%)
Current vs Prior -32.91%
Calls: -31.78% (Calls)
Puts: -34.01% (Puts)
Prior 7-Day Total 78,902,668
Calls: 38,046,727 (48%)
Puts: 40,855,941 (52%)
Prior 7-Day Average 13,150,444
Calls: 5,435,246 (48%)
Puts: 5,836,563 (52%)
Current vs Prior 7-Day Avg -29.53%
Calls: -14.44%
Puts: -20.89%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/09) $1.06B
Calls: $853.43M (80%)
Puts: $208.38M (20%)
Prior (10/08) $1.26B
Calls: $695.51M (55%)
Puts: $568.11M (45%)
Current vs Prior -15.97%
Calls: +22.71%
Puts: -63.32%
Prior 7-Day Total $8.19B
Calls: $5.41B (66%)
Puts: $2.78B (34%)
Prior 7-Day Average $1.36B
Calls: $772.98M (66%)
Puts: $396.54M (34%)
Current vs Prior 7-Day Avg -22.18%
Calls: +10.41%
Puts: -47.45%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/09) 0.99
Prior (10/08) 1.03
Current vs Prior -3.27%
Prior 7-Day Average 1.08
Current vs Prior 7-Day Avg -7.74%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/09) 9,774,250
Calls: 2,539,342 (26%)
Puts: 7,234,908 (74%)
Prior (10/08) 9,672,827
Calls: 2,492,320 (26%)
Puts: 7,180,507 (74%)
Current vs Prior +1.05%
Prior 7-Day Total 48,880,636
Calls: 13,964,745 (29%)
Puts: 34,915,891 (71%)
Prior 7-Day Average 8,146,772
Calls: 2,327,457 (29%)
Puts: 5,819,315 (71%)
Current vs Prior 7-Day Avg +19.98%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/12)Expiry (10/09) | Next (10/12)Expiry (10/09) | Next (10/16)Expiry (10/15) | Next (11/20)
Current 0.19% | 0.51%0.19% | 0.51%0.19% | 1.15%1.01% | 3.60%
Prior 0.55% | 0.77%0.55% | 0.77%0.55% | 1.37%1.23% | 3.80%
Current vs Prior -65.25% | -34.21%-65.24% | -34.21%-65.24% | -15.98%-17.59% | -5.28%
Prior 7-Day Avg 0.56% | 0.76%0.37% | 0.76%0.66% | 1.46%1.59% | 3.97%
Current vs 7-Day Avg -65.57% | -33.79%-48.21% | -33.39%-71.06% | -21.37%-36.42% | -9.50%
Prior 7-Day Eod 0.55% | 0.77%0.55% | 0.77%0.55% | 1.37%1.23% | 3.80%
Current vs 7-Day Eod -65.25% | -34.21%-65.24% | -34.21%-65.24% | -15.98%-17.59% | -5.28%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.69% | 0.52%
Calls: 0.93% | 0.44%
Puts: 2.44% | 0.59%
Prior 0.69% | 0.77%
Calls: 0.69% | 1.14%
Puts: 0.69% | 0.40%
Current vs Prior +144.93% | -32.47%
Prior 7-Day Avg 0.78% | 0.77%
Calls: 0.73% | 0.87%
Puts: 0.82% | 0.67%
Current vs 7-Day Avg +118.06% | -32.61%
Liquidity Excellent
+
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🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($853.43M) vs puts ($208.38M). Put-heavy open interest (7,234,908 puts vs 2,539,342 calls) suggests hedging or bearish positioning.

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 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 2,355 of results (avg 2.5%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$640.00Oct 9138.94139.08$139.010.1%21.0055
$650.00Oct 9128.93129.08$129.010.1%291.00330
$781.00Oct 308.108.11$8.110.1%5360.471.4K
$660.00Oct 9118.93119.08$119.010.1%41.0072
$665.00Oct 9113.94114.10$114.020.1%41.009
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$787.00Nov 2015.4915.51$15.500.1%40.58371
$905.00Oct 9125.90126.08$125.990.1%101.00--
$930.00Oct 9150.86151.12$150.990.2%11.00--
$753.00Nov 205.465.47$5.470.2%5660.241.4K
$752.00Nov 205.315.32$5.320.2%810.231.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 747 found (avg $0.32, cheapest $0.10)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Oct 90.110.12$0.128.3%643.5K0.1843.8K
$779.00Oct 90.380.39$0.392.6%759.6K0.4915.9K
$786.00Oct 120.060.07$0.0714.3%3.6K0.042.4K
$785.00Oct 120.110.12$0.128.3%8.4K0.067.1K
$784.00Oct 120.190.20$0.205.0%8.0K0.102.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$778.00Oct 90.090.10$0.1010.0%572.1K0.175.1K
$779.00Oct 90.400.41$0.412.4%259.4K0.515.9K
$772.00Oct 120.200.21$0.214.8%8.3K0.093.0K
$770.00Oct 120.120.13$0.137.7%14.8K0.056.9K
$773.00Oct 120.270.28$0.283.6%13.3K0.122.0K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,276 found (avg delta 0.88, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Oct 9153.89154.15$154.020.2%11.0028
$630.00Oct 9148.90149.14$149.020.2%11.009
$635.00Oct 9143.87144.10$143.990.2%161.0038
$640.00Oct 9138.94139.08$139.010.1%21.0055
$645.00Oct 9133.89134.10$134.000.2%11.006
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$816.00Oct 936.8637.08$36.970.6%91.00--
$820.00Oct 940.8841.11$41.000.6%41.00--
$821.00Oct 941.8642.12$41.990.6%51.00--
$822.00Oct 942.8843.11$43.000.5%61.00--
$824.00Oct 944.8645.12$44.990.6%71.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,739 active (total vol 9.3M, top 831.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$778.00Oct 91.071.08$1.080.9%831.9K0.8414.3K
$779.00Oct 90.380.39$0.392.6%759.6K0.4915.9K
$777.00Oct 92.012.02$2.010.5%649.0K0.9415.0K
$780.00Oct 90.110.12$0.128.3%643.5K0.1843.8K
$776.00Oct 93.003.01$3.010.3%285.7K0.9611.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$777.00Oct 90.040.05$0.0520.0%653.9K0.073.9K
$778.00Oct 90.090.10$0.1010.0%572.1K0.175.1K
$776.00Oct 90.030.04$0.0425.0%451.7K0.056.7K
$775.00Oct 90.020.03$0.0333.3%347.8K0.0318.3K
$779.00Oct 90.400.41$0.412.4%259.4K0.515.9K

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 15.9%, max 25.7%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$780.00Oct 9Nov 2014.0%11.2%25.7%644.8K56.7K
$779.00Oct 9Nov 2012.6%11.3%11.7%759.7K16.5K
$778.00Oct 9Nov 2012.5%11.4%10.2%832.5K16.2K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$780.00Oct 9Nov 2014.0%11.2%25.7%63.5K9.0K
$779.00Oct 9Nov 2012.6%11.3%11.7%259.5K6.5K
$778.00Oct 9Nov 2012.5%11.4%10.2%573.1K5.8K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 674 found (best R:R 0.85, avg 3.75)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$758.00$759.00Oct 12$0.54$0.46$0.54100%0.85$758.54
$750.00$751.00Oct 15$0.54$0.46$0.54100%0.85$750.54
$692.00$693.00Oct 30$0.54$0.46$0.54100%0.85$692.54
$764.00$765.00Oct 14$0.52$0.48$0.5295%0.92$764.52
$753.00$754.00Oct 16$0.60$0.40$0.6096%0.67$753.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$801.00$800.00Oct 30$0.44$0.56$0.4487%1.27$800.56
$789.00$786.00Nov 6$1.67$1.33$1.6764%0.80$787.33
$710.00$705.00Nov 13$0.13$4.87$0.136%37.46$709.87
$715.00$710.00Nov 13$0.17$4.83$0.177%28.41$714.83
$700.00$695.00Nov 20$0.14$4.86$0.146%34.71$699.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 510 found (best R:R 0.40, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$800.00$805.00Nov 20$1.43$1.43$3.5773%0.40$801.43
$805.00$810.00Nov 20$1.11$1.11$3.8978%0.29$806.11
$810.00$815.00Nov 20$0.84$0.84$4.1683%0.20$810.84
$779.00$780.00Nov 20$0.64$0.64$0.3649%1.78$779.64
$782.00$783.00Nov 20$0.59$0.59$0.4154%1.44$782.59
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$774.00Oct 12$0.14$0.14$0.8680%0.16$774.86
$775.00$774.00Oct 13$0.20$0.20$0.8073%0.25$774.80
$777.00$776.00Oct 12$0.25$0.25$0.7566%0.33$776.75
$769.00$768.00Oct 15$0.12$0.12$0.8883%0.14$768.88
$776.00$775.00Oct 12$0.18$0.18$0.8274%0.22$775.82

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $1.28, cheapest $1.28)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$779.00Oct 9Oct 12$1.2812.6%5.4%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$779.00Oct 9Oct 12$1.2812.6%5.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,081 found (cheapest 0.10% of stock, avg 3.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$779.00Oct 9$0.39$0.41$0.80$778.20$779.800.10%
$778.00Oct 9$1.08$0.10$1.18$776.82$779.180.15%
$780.00Oct 9$0.12$1.13$1.25$778.75$781.250.16%
$777.00Oct 9$2.01$0.05$2.06$774.94$779.060.26%
$781.00Oct 9$0.05$2.07$2.12$778.88$783.120.27%
$776.00Oct 9$3.01$0.04$3.05$772.95$779.050.39%
$782.00Oct 9$0.03$3.03$3.06$778.94$785.060.39%
$779.00Oct 12$1.67$1.69$3.36$775.64$782.360.43%
$780.00Oct 12$1.19$2.20$3.39$776.61$783.390.44%
$778.00Oct 12$2.25$1.27$3.52$774.48$781.520.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 356 found (cheapest 0.01% of stock, avg 1.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$781.00$777.00Oct 9$0.05$0.05$0.10$776.90$781.10
$781.00$778.00Oct 9$0.05$0.10$0.15$777.85$781.15
$780.00$777.00Oct 9$0.12$0.05$0.17$776.83$780.17
$780.00$778.00Oct 9$0.12$0.10$0.22$777.78$780.22
$779.00$778.00Oct 9$0.39$0.10$0.49$777.51$779.49
$783.00$774.00Oct 12$0.33$0.37$0.70$773.30$783.70
$779.00$777.00Oct 9$0.39$0.05$0.44$776.56$779.44
$783.00$775.00Oct 12$0.33$0.51$0.84$774.16$783.84
$782.00$774.00Oct 12$0.53$0.37$0.90$773.10$782.90
$782.00$775.00Oct 12$0.53$0.51$1.04$773.96$783.04

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 375 found (best R:R 1.04, avg credit $0.45)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
754/755788/789Oct 30$0.51$0.4950%1.04$754.49$788.51
763/764785/786Oct 23$0.54$0.4646%1.17$763.46$785.54
761/762785/786Oct 22$0.49$0.5151%0.96$761.51$785.49
756/757788/789Oct 30$0.52$0.4848%1.08$756.48$788.52
755/756788/789Oct 30$0.51$0.4949%1.04$755.49$788.51
760/761785/786Oct 23$0.50$0.5050%1.00$760.50$785.50
761/762785/786Oct 23$0.51$0.4949%1.04$761.49$785.51
758/759788/789Oct 30$0.53$0.4746%1.13$758.47$788.53
760/761788/789Oct 30$0.55$0.4544%1.22$760.45$788.55
762/763785/786Oct 22$0.49$0.5150%0.96$762.51$785.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 292 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$655.00$660.00$665.00Nov 20$0.06$4.946%82.33
$779.00$780.00$781.00Oct 9$0.20$0.8042%4.00
$740.00$745.00$750.00Nov 13$0.08$4.925%61.50
$778.00$779.00$780.00Oct 9$0.42$0.5865%1.38
$777.00$778.00$779.00Oct 9$0.24$0.7645%3.17
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$778.00$779.00$780.00Oct 9$0.41$0.5964%1.44
$779.00$780.00$781.00Oct 9$0.22$0.7841%3.55
$776.00$777.00$778.00Oct 13$0.05$0.9513%19.00
$777.00$778.00$779.00Oct 9$0.26$0.7444%2.85
$777.00$778.00$779.00Oct 12$0.09$0.9119%10.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,064 found (best net $-16.15, 1,059 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$750.00$765.001:2Oct 22-$2.70$12.30
$777.00$778.001:2Oct 9-$0.15$0.85
$810.00$820.001:2Oct 22-$0.01$9.99
$805.00$810.001:2Oct 22-$0.01$4.99
$815.00$820.001:2Nov 6-$0.18$4.82
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$925.00$860.001:2Oct 14-$16.15$48.85
$850.00$815.001:2Oct 14-$0.98$34.02
$860.00$825.001:2Oct 30-$10.98$24.02
$830.00$807.001:2Oct 23-$4.99$18.01
$825.00$805.001:2Nov 20-$8.74$11.26

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 298 found (best yield 1.97%, avg 0.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$779.00Nov 20$15.370.510.0%1.97%1.97%91603
$780.00Nov 20$14.770.490.1%1.90%2.03%1.3K12.8K
$781.00Nov 20$14.160.480.3%1.82%2.08%353679
$782.00Nov 20$13.570.460.4%1.74%2.13%98712
$783.00Nov 20$12.990.470.5%1.67%2.18%60576
$784.00Nov 20$12.420.460.6%1.59%2.24%48978
$785.00Nov 20$11.870.440.8%1.52%2.30%1.5K11.4K
$786.00Nov 20$11.330.430.9%1.45%2.35%791.1K
$787.00Nov 20$10.800.421.0%1.39%2.41%250632
$788.00Nov 20$10.300.411.2%1.32%2.48%117583

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 4,650,579
Total Puts 4,617,117
Put/Call Ratio 0.99
Net Difference 33,462

Prior's Put/Call Breakdown

Total Calls 6,817,039
Total Puts 6,996,658
Put/Call Ratio 1.03
Net Difference -179,619

Prior 7-Day Put/Call Summary

Total Calls 38,046,727
Total Puts 40,855,941
Average Put/Call Ratio 1.08
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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