Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$777.27 -0.17%
◀ 10/12 15:12 ▶

Option Volume

Detail
ℹ
Current (10/12) 7,307,696
Calls: 3,459,424 (47%)
Puts: 3,848,272 (53%)
Prior (10/09) 9,352,342
Calls: 4,692,653 (50%)
Puts: 4,659,689 (50%)
Current vs Prior -21.86%
Calls: -26.28% (Calls)
Puts: -17.41% (Puts)
Prior 7-Day Total 73,652,316
Calls: 35,896,747 (49%)
Puts: 37,755,569 (51%)
Prior 7-Day Average 12,275,386
Calls: 5,128,106 (49%)
Puts: 5,393,652 (51%)
Current vs Prior 7-Day Avg -40.47%
Calls: -32.54%
Puts: -28.65%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/12) $637.28M
Calls: $285.54M (45%)
Puts: $351.74M (55%)
Prior (10/09) $1.11B
Calls: $913.17M (82%)
Puts: $201.57M (18%)
Current vs Prior -42.83%
Calls: -68.73%
Puts: +74.50%
Prior 7-Day Total $7.21B
Calls: $4.70B (65%)
Puts: $2.50B (35%)
Prior 7-Day Average $1.20B
Calls: $672.13M (65%)
Puts: $357.58M (35%)
Current vs Prior 7-Day Avg -46.95%
Calls: -57.52%
Puts: -1.63%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/12) 1.11
Prior (10/09) 0.99
Current vs Prior +12.03%
Prior 7-Day Average 1.05
Current vs Prior 7-Day Avg +5.69%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/12) 8,941,137
Calls: 2,096,566 (23%)
Puts: 6,844,571 (77%)
Prior (10/09) 9,774,250
Calls: 2,539,342 (26%)
Puts: 7,234,908 (74%)
Current vs Prior -8.52%
Prior 7-Day Total 51,968,873
Calls: 14,411,765 (28%)
Puts: 37,557,108 (72%)
Prior 7-Day Average 8,661,478
Calls: 2,401,960 (28%)
Puts: 6,259,518 (72%)
Current vs Prior 7-Day Avg +3.23%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/12) | Next (10/13)Expiry (10/12) | Next (10/14)Expiry (10/16) | Next (10/23)Expiry (10/15) | Next (11/20)
Current 0.16% | 0.46%0.16% | 0.71%0.99% | 1.48%0.85% | 3.46%
Prior 0.18% | 0.50%0.18% | 0.50%0.18% | 1.14%1.00% | 3.57%
Current vs Prior -11.59% | -7.26%-11.58% | +42.72%+433.98% | +30.72%-15.17% | -2.99%
Prior 7-Day Avg 0.46% | 0.68%0.27% | 0.67%0.56% | 1.38%1.36% | 3.83%
Current vs 7-Day Avg -64.41% | -32.03%-40.15% | +5.30%+74.75% | +7.43%-37.69% | -9.69%
Prior 7-Day Eod 0.18% | 0.50%0.18% | 0.50%0.18% | 1.14%1.00% | 3.57%
Current vs 7-Day Eod -11.59% | -7.26%-11.58% | +42.72%+433.98% | +30.72%-15.17% | -2.99%
Sentiment BULLISHBULLISHBEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.70% | 0.56%
Calls: 2.17% | 0.58%
Puts: 1.23% | 0.54%
Prior 1.54% | 0.52%
Calls: 2.04% | 0.56%
Puts: 1.05% | 0.48%
Current vs Prior +10.39% | +7.69%
Prior 7-Day Avg 0.92% | 0.77%
Calls: 0.94% | 0.89%
Puts: 0.92% | 0.65%
Current vs 7-Day Avg +83.78% | -27.11%
Liquidity Excellent
+
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🤖 AI Insights

Slightly bearish P/C ratio of 1.11. Put-heavy open interest (6,844,571 puts vs 2,096,566 calls) suggests hedging or bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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 2,130 of results (avg 2.4%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Oct 129.269.27$9.270.1%8361.001.9K
$770.00Oct 127.267.27$7.270.1%3.2K1.001.7K
$780.00Oct 307.227.23$7.230.1%2.0K0.469.4K
$700.00Nov 2082.1382.25$82.190.1%70.945.6K
$771.00Oct 126.266.27$6.270.2%2.4K1.001.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$783.00Nov 2013.9013.92$13.910.1%140.55250
$784.00Oct 126.746.75$6.750.1%3.7K0.99467
$782.00Nov 2013.4513.47$13.460.1%350.54130
$781.00Nov 2013.0113.03$13.020.2%360.53334
$779.00Nov 2012.1712.19$12.180.2%7440.52605

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 673 found (avg $0.32, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$778.00Oct 120.070.08$0.0812.5%672.9K0.1810.8K
$777.00Oct 120.450.46$0.462.2%265.5K0.646.1K
$784.00Oct 130.060.07$0.0714.3%8.4K0.045.0K
$783.00Oct 130.110.12$0.128.3%12.6K0.072.0K
$782.00Oct 130.180.19$0.195.3%17.0K0.102.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$777.00Oct 120.180.19$0.195.3%719.7K0.367.9K
$776.00Oct 120.050.06$0.0616.7%387.0K0.117.0K
$778.00Oct 120.800.81$0.811.2%699.4K0.827.8K
$769.00Oct 130.100.11$0.119.1%3.2K0.053.1K
$770.00Oct 130.140.15$0.156.7%9.0K0.073.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,153 found (avg delta 0.88, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Oct 12152.10152.37$152.240.2%61.004
$630.00Oct 12147.10147.37$147.240.2%--1.0011
$640.00Oct 12137.10137.37$137.240.2%21.004
$645.00Oct 12132.12132.37$132.250.2%11.008
$650.00Oct 12127.16127.37$127.270.2%21.0020
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$930.00Oct 12152.63152.90$152.760.2%11.00--
$786.00Oct 137.609.92$8.7626.5%1671.0032
$787.00Oct 138.6010.96$9.7824.1%521.0070
$788.00Oct 139.6111.96$10.7921.8%1501.0017
$789.00Oct 1310.6113.05$11.8320.6%1881.004

Most actively traded options today. High liquidity = easy entry/exit. 2,518 active (total vol 7.3M, top 719.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$778.00Oct 120.070.08$0.0812.5%672.9K0.1810.8K
$779.00Oct 120.020.03$0.0333.3%643.5K0.0610.9K
$780.00Oct 120.010.02$0.0250.0%470.9K0.0315.9K
$777.00Oct 120.450.46$0.462.2%265.5K0.646.1K
$781.00Oct 120.010.02$0.0250.0%240.8K0.025.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$777.00Oct 120.180.19$0.195.3%719.7K0.367.9K
$778.00Oct 120.800.81$0.811.2%699.4K0.827.8K
$776.00Oct 120.050.06$0.0616.7%387.0K0.117.0K
$779.00Oct 121.761.77$1.770.6%291.3K0.946.8K
$775.00Oct 120.030.04$0.0425.0%206.0K0.0610.7K

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. 646 found (best R:R 1.50, avg 3.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$687.00$688.00Oct 30$0.40$0.60$0.4098%1.50$687.40
$694.00$695.00Oct 30$0.40$0.60$0.4098%1.50$694.40
$752.00$753.00Oct 16$0.40$0.60$0.4097%1.50$752.40
$699.00$700.00Oct 30$0.43$0.57$0.4398%1.33$699.43
$714.00$715.00Oct 16$0.45$0.55$0.4599%1.22$714.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$801.00$800.00Oct 16$0.48$0.52$0.48100%1.08$800.52
$792.00$791.00Oct 16$0.49$0.51$0.4996%1.04$791.51
$780.00$775.00Oct 26$2.10$2.90$2.1057%1.38$777.90
$790.00$789.00Oct 19$0.58$0.42$0.5891%0.72$789.42
$788.00$787.00Oct 15$0.62$0.38$0.6293%0.61$787.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 467 found (best R:R 0.77, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$780.00$785.00Oct 26$2.18$2.18$2.8257%0.77$782.18
$785.00$790.00Oct 26$1.42$1.42$3.5870%0.40$786.42
$800.00$805.00Nov 20$1.27$1.27$3.7376%0.34$801.27
$790.00$795.00Oct 26$0.78$0.78$4.2282%0.18$790.78
$805.00$810.00Nov 20$0.96$0.96$4.0481%0.24$805.96
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$777.00$776.00Oct 12$0.13$0.13$0.8764%0.15$776.87
$773.00$772.00Oct 13$0.11$0.11$0.8984%0.12$772.89
$775.00$774.00Oct 13$0.21$0.21$0.7971%0.27$774.79
$773.00$772.00Oct 14$0.20$0.20$0.8074%0.25$772.80
$772.00$771.00Oct 14$0.16$0.16$0.8478%0.19$771.84

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $1.23, cheapest $1.19)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$777.00Oct 12Oct 13$1.268.9%9.0%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$777.00Oct 12Oct 13$1.198.9%9.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,008 found (cheapest 0.08% of stock, avg 3.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$777.00Oct 12$0.46$0.19$0.65$776.35$777.650.08%
$778.00Oct 12$0.08$0.81$0.89$777.11$778.890.11%
$776.00Oct 12$1.32$0.06$1.38$774.62$777.380.18%
$779.00Oct 12$0.03$1.77$1.80$777.20$780.800.23%
$775.00Oct 12$2.30$0.04$2.34$772.66$777.340.30%
$780.00Oct 12$0.02$2.76$2.78$777.22$782.780.36%
$778.00Oct 13$1.19$1.86$3.05$774.95$781.050.39%
$777.00Oct 13$1.72$1.38$3.10$773.90$780.100.40%
$779.00Oct 13$0.80$2.46$3.26$775.74$782.260.42%
$774.00Oct 12$3.29$0.03$3.32$770.68$777.320.43%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 351 found (cheapest 0.01% of stock, avg 1.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$779.00$775.00Oct 12$0.03$0.04$0.07$774.93$779.07
$779.00$776.00Oct 12$0.03$0.06$0.09$775.91$779.09
$778.00$776.00Oct 12$0.08$0.06$0.14$775.86$778.14
$778.00$775.00Oct 12$0.08$0.04$0.12$774.88$778.12
$778.00$777.00Oct 12$0.08$0.19$0.27$776.73$778.27
$779.00$777.00Oct 12$0.03$0.19$0.22$776.78$779.22
$782.00$773.00Oct 13$0.19$0.38$0.57$772.43$782.57
$781.00$773.00Oct 13$0.31$0.38$0.69$772.31$781.69
$782.00$774.00Oct 13$0.19$0.52$0.71$773.29$782.71
$781.00$774.00Oct 13$0.31$0.52$0.83$773.17$781.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 418 found (best R:R 1.00, avg credit $0.48)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
754/755786/787Oct 30$0.50$0.5049%1.00$754.50$786.50
754/755787/788Oct 30$0.48$0.5251%0.92$754.52$787.48
760/761783/784Oct 23$0.49$0.5150%0.96$760.51$783.49
761/762783/784Oct 23$0.50$0.5049%1.00$761.50$783.50
761/762783/784Oct 22$0.47$0.5352%0.89$761.53$783.47
764/765783/784Oct 23$0.54$0.4645%1.17$764.46$783.54
757/758786/787Oct 30$0.52$0.4847%1.08$757.48$786.52
760/761785/786Oct 23$0.43$0.5756%0.75$760.57$785.43
756/757786/787Oct 30$0.51$0.4948%1.04$756.49$786.51
757/758787/788Oct 30$0.50$0.5049%1.00$757.50$787.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 238 found (best R:R 20.74, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Oct 26$0.23$4.7721%20.74
$685.00$700.00$715.00Nov 6$0.14$14.863%106.14
$777.00$778.00$779.00Oct 12$0.33$0.6758%2.03
$775.00$776.00$777.00Oct 12$0.12$0.8830%7.33
$776.00$777.00$778.00Oct 12$0.48$0.5271%1.08
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Oct 26$0.32$4.6815%14.62
$765.00$770.00$775.00Oct 26$0.49$4.5121%9.20
$755.00$760.00$765.00Oct 26$0.21$4.7911%22.81
$770.00$775.00$780.00Oct 26$0.65$4.3525%6.69
$775.00$776.00$777.00Oct 12$0.11$0.8930%8.09

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,021 found (best net $-6.17, 1,010 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$710.00$741.001:2Oct 20-$6.17$24.83
$740.00$755.001:2Oct 26-$11.61$3.39
$780.00$785.001:2Oct 26-$0.65$4.35
$775.00$776.001:2Oct 12-$0.34$0.66
$775.00$780.001:2Oct 26-$2.09$2.91
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$845.00$815.001:2Oct 13-$7.85$22.15
$920.00$870.001:2Oct 15-$42.85$7.15
$865.00$835.001:2Oct 19-$27.84$2.16
$780.00$779.001:2Oct 12-$0.78$0.22
$810.00$799.001:2Oct 20-$10.78$0.22

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 268 found (best yield 1.86%, avg 0.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$778.00Nov 20$14.470.500.1%1.86%1.96%1.1K1.9K
$779.00Nov 20$13.860.480.2%1.78%2.01%1.1K602
$780.00Nov 20$13.260.470.3%1.71%2.06%1.4K12.7K
$781.00Nov 20$12.670.470.5%1.63%2.11%297687
$782.00Nov 20$12.090.460.6%1.56%2.16%189740
$783.00Nov 20$11.530.450.7%1.48%2.22%160819
$784.00Nov 20$10.990.430.9%1.41%2.28%731.0K
$785.00Nov 20$10.460.421.0%1.35%2.34%64911.9K
$786.00Nov 20$9.950.411.1%1.28%2.40%681.2K
$787.00Nov 20$9.450.401.2%1.22%2.47%171794

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 3,459,424
Total Puts 3,848,272
Put/Call Ratio 1.11
Net Difference -388,848

Prior's Put/Call Breakdown

Total Calls 4,692,653
Total Puts 4,659,689
Put/Call Ratio 0.99
Net Difference 32,964

Prior 7-Day Put/Call Summary

Total Calls 35,896,747
Total Puts 37,755,569
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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