Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$770.15 +0.62%
◀ 10/27 15:11 ▶

Option Volume

Detail
ℹ
Current (10/27) 9,513,564
Calls: 4,592,152 (48%)
Puts: 4,921,412 (52%)
Prior (10/26) 10,716,912
Calls: 5,181,639 (48%)
Puts: 5,535,273 (52%)
Current vs Prior -11.23%
Calls: -11.38% (Calls)
Puts: -11.09% (Puts)
Prior 7-Day Total 74,570,879
Calls: 33,721,964 (45%)
Puts: 40,848,915 (55%)
Prior 7-Day Average 12,428,479
Calls: 4,817,423 (45%)
Puts: 5,835,559 (55%)
Current vs Prior 7-Day Avg -23.45%
Calls: -4.68%
Puts: -15.67%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/27) $1.02B
Calls: $755.77M (74%)
Puts: $262.41M (26%)
Prior (10/26) $1.02B
Calls: $485.76M (48%)
Puts: $532.46M (52%)
Current vs Prior +-0.00%
Calls: +55.59%
Puts: -50.72%
Prior 7-Day Total $9.35B
Calls: $3.19B (34%)
Puts: $6.16B (66%)
Prior 7-Day Average $1.56B
Calls: $455.82M (34%)
Puts: $879.69M (66%)
Current vs Prior 7-Day Avg -34.65%
Calls: +65.80%
Puts: -70.17%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/27) 1.07
Prior (10/26) 1.07
Current vs Prior +0.32%
Prior 7-Day Average 1.21
Current vs Prior 7-Day Avg -11.23%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/27) 7,928,950
Calls: 1,983,025 (25%)
Puts: 5,945,925 (75%)
Prior (10/26) 7,965,786
Calls: 1,967,116 (25%)
Puts: 5,998,670 (75%)
Current vs Prior -0.46%
Prior 7-Day Total 49,970,088
Calls: 12,770,310 (26%)
Puts: 37,199,778 (74%)
Prior 7-Day Average 8,328,348
Calls: 2,128,385 (26%)
Puts: 6,199,963 (74%)
Current vs Prior 7-Day Avg -4.80%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/27) | Next (10/28)Expiry (10/28) | Next (10/30)Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 0.19% | 0.78%0.78% | 1.24%1.24% | 1.98%3.01% | 4.53%
Prior 0.57% | 0.99%0.16% | 0.99%1.44% | 2.18%3.18% | 4.67%
Current vs Prior -66.42% | -21.52%+390.32% | +25.27%-14.14% | -9.21%-5.52% | -3.15%
Prior 7-Day Avg 0.73% | 1.03%0.36% | 0.98%0.84% | 1.95%1.79% | 4.17%
Current vs 7-Day Avg -74.00% | -24.58%+112.62% | +26.67%+47.61% | +1.54%+67.94% | +8.46%
Prior 7-Day Eod 0.57% | 0.99%0.16% | 0.99%1.44% | 2.18%3.18% | 4.67%
Current vs 7-Day Eod -66.42% | -21.52%+390.32% | +25.27%-14.14% | -9.21%-5.52% | -3.15%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.56% | 0.33%
Calls: 2.13% | 0.35%
Puts: 1.00% | 0.32%
Prior 1.33% | 0.80%
Calls: 0.49% | 0.81%
Puts: 2.17% | 0.78%
Current vs Prior +17.29% | -58.75%
Prior 7-Day Avg 1.17% | 0.61%
Calls: 1.17% | 0.58%
Puts: 1.16% | 0.65%
Current vs 7-Day Avg +33.91% | -46.34%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($755.77M). Slightly bearish P/C ratio of 1.07. Put-heavy open interest (5,945,925 puts vs 1,983,025 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
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 2,294 of results (avg 2.1%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Nov 2073.5273.62$73.570.1%770.946.4K
$763.00Oct 277.137.14$7.140.1%11.5K1.002.6K
$635.00Oct 27135.01135.25$135.130.2%21.005
$640.00Oct 27130.01130.25$130.130.2%21.0011
$645.00Oct 27125.01125.25$125.130.2%21.0016
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$763.00Nov 207.917.92$7.920.1%7480.392.9K
$755.00Nov 205.975.98$5.980.2%1.1K0.3016.1K
$752.00Nov 205.395.40$5.400.2%990.271.8K
$751.00Nov 205.215.22$5.220.2%1880.263.4K
$774.00Nov 1310.3510.37$10.360.2%1060.561.1K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 577 found (avg $0.40, cheapest $0.10)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$771.00Oct 270.130.14$0.147.1%548.1K0.205.1K
$770.00Oct 270.460.47$0.472.1%890.3K0.549.0K
$781.00Oct 280.080.09$0.0911.1%8.7K0.042.1K
$782.00Oct 280.050.06$0.0616.7%2.2K0.021.4K
$780.00Oct 280.130.14$0.147.1%13.2K0.056.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Oct 270.090.10$0.1010.0%694.5K0.161.1K
$770.00Oct 270.340.35$0.352.9%485.0K0.471.6K
$756.00Oct 280.130.14$0.147.1%3.5K0.04715
$755.00Oct 280.100.11$0.119.1%7.6K0.031.7K
$754.00Oct 280.080.09$0.0911.1%4.7K0.031.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,101 found (avg delta 0.84, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Oct 27144.96145.25$145.110.2%--1.0029
$635.00Oct 27135.01135.25$135.130.2%21.005
$640.00Oct 27130.01130.25$130.130.2%21.0011
$645.00Oct 27125.01125.25$125.130.2%21.0016
$650.00Oct 27119.98120.26$120.120.2%21.0013
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$788.00Oct 3016.6319.81$18.2217.5%301.007
$790.00Oct 3019.7021.80$20.7510.1%21.0020
$792.00Oct 3020.6324.00$22.3215.1%--1.0010
$795.00Oct 3023.3427.00$25.1714.5%111.008
$800.00Oct 3028.4731.58$30.0310.4%--1.0024

Most actively traded options today. High liquidity = easy entry/exit. 2,510 active (total vol 9.5M, top 890.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Oct 270.460.47$0.472.1%890.3K0.549.0K
$769.00Oct 271.211.22$1.210.8%595.2K0.853.9K
$771.00Oct 270.130.14$0.147.1%548.1K0.205.1K
$768.00Oct 272.152.17$2.160.9%414.1K0.957.8K
$772.00Oct 270.040.05$0.0520.0%372.2K0.086.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Oct 270.090.10$0.1010.0%694.5K0.161.1K
$770.00Oct 270.340.35$0.352.9%485.0K0.471.6K
$767.00Oct 270.020.03$0.0333.3%484.2K0.0420.5K
$768.00Oct 270.030.04$0.0425.0%395.1K0.061.8K
$766.00Oct 270.010.02$0.0250.0%355.9K0.024.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 2.4%, max 3.5%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$771.00Oct 27Dec 413.1%12.6%3.5%548.2K5.2K
$769.00Oct 27Dec 413.1%12.9%1.8%595.2K4.1K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$771.00Oct 27Dec 413.0%12.6%3.2%132.2K630
$797.00Nov 20Nov 3012.7%12.5%1.9%--664
$769.00Oct 27Dec 413.1%12.9%1.8%694.5K1.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 874 found (best R:R 3.26, avg 4.46)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$715.00$716.00Oct 30$0.27$0.73$0.2799%2.70$715.27
$741.00$742.00Oct 28$0.37$0.63$0.37100%1.70$741.37
$720.00$721.00Nov 30$0.27$0.73$0.2787%2.70$720.27
$745.00$746.00Nov 13$0.21$0.79$0.2182%3.76$745.21
$731.00$732.00Nov 3$0.36$0.64$0.3695%1.78$731.36
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$799.00$797.00Nov 30$0.47$1.53$0.4783%3.26$798.53
$792.00$791.00Nov 30$0.10$0.90$0.1076%9.00$791.90
$789.00$788.00Nov 13$0.15$0.85$0.1580%5.67$788.85
$795.00$794.00Nov 13$0.23$0.77$0.2388%3.35$794.77
$795.00$794.00Nov 20$0.26$0.74$0.2683%2.85$794.74

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 640 found (best R:R 0.75, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$780.00Nov 9$2.15$2.15$2.8559%0.75$777.15
$775.00$780.00Nov 10$2.21$2.21$2.7958%0.79$777.21
$775.00$780.00Nov 5$1.99$1.99$3.0161%0.66$776.99
$780.00$785.00Nov 9$1.53$1.53$3.4770%0.44$781.53
$780.00$785.00Nov 10$1.62$1.62$3.3868%0.48$781.62
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$769.00Oct 27$0.25$0.25$0.7554%0.33$769.75
$763.00$762.00Oct 28$0.14$0.14$0.8683%0.16$762.86
$762.00$761.00Oct 28$0.11$0.11$0.8986%0.12$761.89
$765.00$764.00Oct 28$0.20$0.20$0.8076%0.25$764.80
$764.00$763.00Oct 28$0.16$0.16$0.8480%0.19$763.84

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $2.33, cheapest $2.29)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$770.00Oct 27Oct 28$2.3811.7%16.4%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$770.00Oct 27Oct 28$2.2911.8%16.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 962 found (cheapest 0.11% of stock, avg 3.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$770.00Oct 27$0.47$0.35$0.82$769.18$770.820.11%
$771.00Oct 27$0.14$1.00$1.14$769.86$772.140.15%
$769.00Oct 27$1.21$0.10$1.31$767.69$770.310.17%
$772.00Oct 27$0.05$1.92$1.97$770.03$773.970.26%
$768.00Oct 27$2.16$0.04$2.20$765.80$770.200.29%
$773.00Oct 27$0.02$2.90$2.92$770.08$775.920.38%
$767.00Oct 27$3.15$0.03$3.18$763.82$770.180.41%
$774.00Oct 27$0.02$3.89$3.91$770.09$777.910.51%
$766.00Oct 27$4.14$0.02$4.16$761.84$770.160.54%
$775.00Oct 27$0.02$4.89$4.91$770.09$779.910.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 376 found (cheapest 0.01% of stock, avg 1.59%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$772.00$768.00Oct 27$0.05$0.04$0.09$767.91$772.09
$772.00$769.00Oct 27$0.05$0.10$0.15$768.85$772.15
$771.00$768.00Oct 27$0.14$0.04$0.18$767.82$771.18
$771.00$769.00Oct 27$0.14$0.10$0.24$768.76$771.24
$771.00$770.00Oct 27$0.14$0.35$0.49$769.51$771.49
$772.00$770.00Oct 27$0.05$0.35$0.40$769.60$772.40
$775.00$766.00Oct 28$0.84$1.26$2.10$763.90$777.10
$774.00$766.00Oct 28$1.12$1.26$2.38$763.62$776.38
$790.00$750.00Nov 5$0.60$1.79$2.39$747.61$792.39
$775.00$767.00Oct 28$0.84$1.54$2.38$764.62$777.38

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 439 found (best R:R 0.96, avg credit $0.63)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
751/752776/777Nov 3$0.49$0.5152%0.96$751.51$776.49
752/753776/777Nov 3$0.50$0.5051%1.00$752.50$776.50
751/752779/780Nov 6$0.52$0.4849%1.08$751.48$779.52
749/750779/780Nov 4$0.44$0.5657%0.79$749.56$779.44
751/752779/780Nov 4$0.46$0.5455%0.85$751.54$779.46
756/757776/777Oct 30$0.46$0.5455%0.85$756.54$776.46
747/748779/780Nov 6$0.48$0.5253%0.92$747.52$779.48
751/752778/779Nov 6$0.54$0.4647%1.17$751.46$778.54
758/759776/777Oct 30$0.49$0.5152%0.96$758.51$776.49
747/748778/779Nov 6$0.50$0.5050%1.00$747.50$778.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 259 found (best R:R 16.86, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Nov 10$0.35$4.6517%13.29
$760.00$765.00$770.00Nov 5$0.45$4.5520%10.11
$750.00$755.00$760.00Nov 5$0.23$4.7712%20.74
$760.00$765.00$770.00Nov 9$0.41$4.5918%11.20
$750.00$755.00$760.00Nov 10$0.22$4.7812%21.73
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$780.00$790.00$800.00Nov 9$0.56$9.4426%16.86
$755.00$760.00$765.00Nov 5$0.35$4.6516%13.29
$755.00$760.00$765.00Nov 9$0.31$4.6915%15.13
$760.00$765.00$770.00Nov 5$0.48$4.5221%9.42
$750.00$755.00$760.00Nov 5$0.25$4.7513%19.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 931 found (best net $-3.81, 919 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$650.00$700.001:2Nov 27-$25.72$24.28
$735.00$750.001:2Nov 10-$10.76$4.24
$780.00$785.001:2Nov 5-$0.03$4.97
$775.00$780.001:2Nov 5-$0.64$4.36
$768.00$769.001:2Oct 27-$0.26$0.74
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$835.00$804.001:2Dec 4-$3.81$27.19
$820.00$800.001:2Nov 9-$9.90$10.10
$798.00$785.001:2Nov 2-$3.45$9.55
$790.00$780.001:2Nov 9-$4.08$5.92
$772.00$771.001:2Oct 27-$0.08$0.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 353 found (best yield 1.99%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$771.00Dec 4$15.330.500.1%1.99%2.10%45101
$772.00Dec 4$14.710.490.2%1.91%2.15%11985
$773.00Dec 4$14.110.470.4%1.83%2.20%125143
$774.00Dec 4$13.520.470.5%1.76%2.26%1335
$775.00Dec 4$12.940.460.6%1.68%2.31%223297
$776.00Dec 4$12.370.450.8%1.61%2.37%20192
$777.00Dec 4$11.820.440.9%1.53%2.42%15123
$778.00Dec 4$11.280.431.0%1.46%2.48%17581
$779.00Dec 4$10.760.411.1%1.40%2.55%4538
$771.00Nov 30$13.850.490.1%1.80%1.91%106612

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 4,592,152
Total Puts 4,921,412
Put/Call Ratio 1.07
Net Difference -329,260

Prior's Put/Call Breakdown

Total Calls 5,181,639
Total Puts 5,535,273
Put/Call Ratio 1.07
Net Difference -353,634

Prior 7-Day Put/Call Summary

Total Calls 33,721,964
Total Puts 40,848,915
Average Put/Call Ratio 1.21
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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