Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$770.15 +0.62%
◀ 10/27 15:14 ▶

Option Volume

Detail
ℹ
Current (10/27) 9,590,705
Calls: 4,636,338 (48%)
Puts: 4,954,367 (52%)
Prior (10/26) 10,716,912
Calls: 5,181,639 (48%)
Puts: 5,535,273 (52%)
Current vs Prior -10.51%
Calls: -10.52% (Calls)
Puts: -10.49% (Puts)
Prior 7-Day Total 84,084,443
Calls: 38,314,116 (46%)
Puts: 45,770,327 (54%)
Prior 7-Day Average 12,012,063
Calls: 5,473,445 (46%)
Puts: 6,538,618 (54%)
Current vs Prior 7-Day Avg -20.16%
Calls: -15.29%
Puts: -24.23%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/27) $1.02B
Calls: $758.25M (74%)
Puts: $264.01M (26%)
Prior (10/26) $1.02B
Calls: $485.76M (48%)
Puts: $532.46M (52%)
Current vs Prior +0.40%
Calls: +56.10%
Puts: -50.42%
Prior 7-Day Total $10.37B
Calls: $3.95B (38%)
Puts: $6.42B (62%)
Prior 7-Day Average $1.48B
Calls: $563.79M (38%)
Puts: $917.18M (62%)
Current vs Prior 7-Day Avg -30.97%
Calls: +34.49%
Puts: -71.22%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/27) 1.07
Prior (10/26) 1.07
Current vs Prior +0.03%
Prior 7-Day Average 1.19
Current vs Prior 7-Day Avg -10.04%
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 57,899,038
Calls: 14,753,335 (25%)
Puts: 43,145,703 (75%)
Prior 7-Day Average 8,271,291
Calls: 2,107,619 (25%)
Puts: 6,163,671 (75%)
Current vs Prior 7-Day Avg -4.14%
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% | 0.77%0.77% | 1.24%1.24% | 1.98%3.00% | 4.53%
Prior 0.57% | 0.99%0.16% | 0.99%1.44% | 2.18%3.18% | 4.67%
Current vs Prior -66.65% | -21.78%+388.68% | +25.14%-14.23% | -9.27%-5.60% | -3.12%
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 -74.18% | -24.83%+111.90% | +26.53%+47.45% | +1.47%+67.79% | +8.49%
Prior 7-Day Eod 0.19% | 0.78%0.16% | 0.99%1.44% | 2.18%3.18% | 4.67%
Current vs 7-Day Eod -0.68% | -0.34%+388.68% | +25.14%-14.23% | -9.27%-5.60% | -3.12%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 2.08% | 0.33%
Calls: 2.17% | 0.35%
Puts: 2.00% | 0.32%
Prior 1.33% | 0.80%
Calls: 0.49% | 0.81%
Puts: 2.17% | 0.78%
Current vs Prior +56.39% | -58.75%
Prior 7-Day Avg 1.22% | 0.57%
Calls: 1.17% | 0.58%
Puts: 1.16% | 0.65%
Current vs 7-Day Avg +70.29% | -42.54%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($758.25M). 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 2,297 of results (avg 2.1%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Oct 3030.7330.77$30.750.1%5390.972.4K
$700.00Nov 2073.5273.62$73.570.1%990.946.4K
$770.00Nov 2012.5012.52$12.510.2%1.9K0.5115.9K
$770.00Nov 25.525.53$5.530.2%1.3K0.51934
$765.00Oct 275.135.14$5.140.2%49.9K1.006.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Nov 209.489.50$9.490.2%8870.464.8K
$773.00Oct 284.234.24$4.240.2%2.6K0.67703
$771.00Oct 294.104.11$4.110.2%1.5K0.53583
$763.00Nov 207.907.92$7.910.3%8560.392.9K
$769.00Oct 303.853.86$3.860.3%4.3K0.454.7K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 576 found (avg $0.39, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$771.00Oct 270.120.13$0.137.7%557.1K0.215.1K
$770.00Oct 270.450.46$0.462.2%902.4K0.559.0K
$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%13.3K0.056.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Oct 270.080.09$0.0911.1%700.9K0.151.1K
$770.00Oct 270.330.34$0.342.9%492.0K0.461.6K
$752.00Oct 280.050.06$0.0616.7%4.3K0.02695
$753.00Oct 280.060.07$0.0714.3%4.5K0.02888
$756.00Oct 280.130.14$0.147.1%3.5K0.04715

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,102 found (avg delta 0.84, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Oct 27145.00145.29$145.140.2%--1.0029
$635.00Oct 27135.02135.29$135.160.2%21.005
$640.00Oct 27130.01130.29$130.150.2%21.0011
$645.00Oct 27125.00125.29$125.150.2%21.0016
$650.00Oct 27119.99120.30$120.150.3%21.0013
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$788.00Oct 3016.6119.27$17.9414.8%301.007
$790.00Oct 3019.6021.23$20.428.0%21.0020
$792.00Oct 3020.6123.27$21.9412.1%--1.0010
$795.00Oct 3023.4626.27$24.8711.3%111.008
$800.00Oct 3028.4631.27$29.879.4%--1.0024

Most actively traded options today. High liquidity = easy entry/exit. 2,511 active (total vol 9.6M, top 902.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Oct 270.450.46$0.462.2%902.4K0.559.0K
$769.00Oct 271.211.22$1.210.8%599.0K0.863.9K
$771.00Oct 270.120.13$0.137.7%557.1K0.215.1K
$768.00Oct 272.162.17$2.170.5%414.8K0.957.8K
$772.00Oct 270.040.05$0.0520.0%381.2K0.086.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Oct 270.080.09$0.0911.1%700.9K0.151.1K
$770.00Oct 270.330.34$0.342.9%492.0K0.461.6K
$767.00Oct 270.020.03$0.0333.3%485.5K0.0420.5K
$768.00Oct 270.030.04$0.0425.0%395.9K0.061.8K
$766.00Oct 270.010.02$0.0250.0%356.1K0.024.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 3.2%, max 4.6%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$771.00Oct 27Dec 413.2%12.6%4.6%557.2K5.2K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$771.00Oct 27Dec 413.2%12.6%4.6%136.4K630
$797.00Nov 20Nov 3012.7%12.5%2.0%--664
$769.00Oct 27Dec 413.1%12.9%1.8%700.9K1.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 876 found (best R:R 3.88, avg 4.45)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$735.00$736.00Nov 13$0.25$0.75$0.2588%3.00$735.25
$720.00$721.00Nov 30$0.26$0.74$0.2687%2.85$720.26
$710.00$711.00Nov 20$0.33$0.67$0.3392%2.03$710.33
$731.00$732.00Nov 3$0.37$0.63$0.3795%1.70$731.37
$732.00$733.00Nov 20$0.28$0.72$0.2886%2.57$732.28
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$799.00$797.00Nov 30$0.41$1.59$0.4183%3.88$798.59
$792.00$791.00Nov 30$0.11$0.89$0.1176%8.09$791.89
$795.00$794.00Nov 13$0.25$0.75$0.2588%3.00$794.75
$791.00$790.00Nov 6$0.34$0.66$0.3490%1.94$790.66
$782.00$781.00Oct 28$0.49$0.51$0.4998%1.04$781.51

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 639 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$1.54$1.54$3.4670%0.45$781.54
$780.00$785.00Nov 10$1.63$1.63$3.3768%0.48$781.63
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$769.00Oct 27$0.25$0.25$0.7554%0.33$769.75
$762.00$761.00Oct 28$0.11$0.11$0.8986%0.12$761.89
$763.00$762.00Oct 28$0.13$0.13$0.8783%0.15$762.87
$764.00$763.00Oct 28$0.16$0.16$0.8480%0.19$763.84
$767.00$766.00Oct 28$0.28$0.28$0.7267%0.39$766.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $2.33, cheapest $2.38)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$770.00Oct 27Oct 28$2.3812.1%16.3%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$770.00Oct 27Oct 28$2.2912.1%16.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 962 found (cheapest 0.10% of stock, avg 3.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$770.00Oct 27$0.46$0.34$0.80$769.20$770.800.10%
$771.00Oct 27$0.13$1.00$1.13$769.87$772.130.15%
$769.00Oct 27$1.21$0.09$1.30$767.70$770.300.17%
$772.00Oct 27$0.05$1.92$1.97$770.03$773.970.26%
$768.00Oct 27$2.17$0.04$2.21$765.79$770.210.29%
$773.00Oct 27$0.02$2.90$2.92$770.08$775.920.38%
$767.00Oct 27$3.14$0.03$3.17$763.83$770.170.41%
$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$0.09$0.14$768.86$772.14
$771.00$768.00Oct 27$0.13$0.04$0.17$767.83$771.17
$771.00$769.00Oct 27$0.13$0.09$0.22$768.78$771.22
$771.00$770.00Oct 27$0.13$0.34$0.47$769.53$771.47
$772.00$770.00Oct 27$0.05$0.34$0.39$769.61$772.39
$775.00$766.00Oct 28$0.83$1.25$2.08$763.92$777.08
$774.00$766.00Oct 28$1.11$1.25$2.36$763.64$776.36
$790.00$750.00Nov 5$0.60$1.79$2.39$747.61$792.39
$775.00$767.00Oct 28$0.83$1.53$2.36$764.64$777.36

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 439 found (best R:R 1.04, avg credit $0.63)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
747/748778/779Nov 6$0.51$0.4950%1.04$747.49$778.51
751/752776/777Nov 3$0.49$0.5152%0.96$751.51$776.49
753/754776/777Nov 3$0.51$0.4950%1.04$753.49$776.51
749/750778/779Nov 6$0.52$0.4849%1.08$749.48$778.52
751/752778/779Nov 6$0.54$0.4647%1.17$751.46$778.54
756/757776/777Nov 2$0.51$0.4949%1.04$756.49$776.51
754/755776/777Nov 2$0.48$0.5252%0.92$754.52$776.48
752/753776/777Nov 3$0.49$0.5151%0.96$752.51$776.49
751/752777/778Nov 3$0.45$0.5555%0.82$751.55$777.45
756/757776/777Nov 3$0.54$0.4646%1.17$756.46$776.54

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 230 found (best R:R 17.87, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Nov 5$0.44$4.5620%10.36
$755.00$760.00$765.00Nov 9$0.29$4.7115%16.24
$755.00$760.00$765.00Nov 5$0.35$4.6516%13.29
$760.00$765.00$770.00Nov 10$0.38$4.6217%12.16
$760.00$765.00$770.00Nov 9$0.41$4.5918%11.20
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$780.00$790.00$800.00Nov 9$0.53$9.4726%17.87
$760.00$765.00$770.00Nov 5$0.47$4.5320%9.64
$755.00$760.00$765.00Nov 5$0.36$4.6416%12.89
$750.00$755.00$760.00Nov 9$0.24$4.7612%19.83
$755.00$760.00$765.00Nov 9$0.33$4.6715%14.15

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 934 found (best net $-3.84, 922 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$650.00$700.001:2Nov 27-$25.73$24.27
$735.00$750.001:2Nov 10-$10.72$4.28
$775.00$780.001:2Nov 5-$0.63$4.37
$780.00$785.001:2Nov 5-$0.04$4.96
$768.00$769.001:2Oct 27-$0.25$0.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$835.00$804.001:2Dec 4-$3.84$27.16
$798.00$785.001:2Nov 2-$2.23$10.77
$820.00$800.001:2Nov 9-$9.89$10.11
$790.00$780.001:2Nov 9-$4.03$5.97
$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. 352 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$14.100.470.4%1.83%2.20%125143
$774.00Dec 4$13.510.470.5%1.75%2.25%1335
$775.00Dec 4$12.930.460.6%1.68%2.31%223297
$776.00Dec 4$12.360.450.8%1.60%2.36%21192
$777.00Dec 4$11.810.440.9%1.53%2.42%15123
$778.00Dec 4$11.270.431.0%1.46%2.48%17581
$779.00Dec 4$10.750.421.1%1.40%2.54%4638
$771.00Nov 30$13.840.490.1%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 4,636,338
Total Puts 4,954,367
Put/Call Ratio 1.07
Net Difference -318,029

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 38,314,116
Total Puts 45,770,327
Average Put/Call Ratio 1.19
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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