Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$771.07 +0.19%
◀ 10/5 10:05 ▶

Option Volume

Detail
ℹ
Current (10/05 10:05am) 1,704,410
Calls: 1,056,013 (62%)
Puts: 648,397 (38%)
Prior (10/02) 2,368,159
Calls: 1,306,075 (55%)
Puts: 1,062,084 (45%)
Current vs Prior -28.03%
Calls: -19.15% (Calls)
Puts: -38.95% (Puts)
Prior 7-Day Total 90,227,482
Calls: 44,008,208 (49%)
Puts: 46,219,274 (51%)
Prior 7-Day Average 12,889,640
Calls: 6,286,886 (49%)
Puts: 6,602,753 (51%)
Current vs Prior 7-Day Avg -86.78%
Calls: -83.20%
Puts: -90.18%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/05 10:05am) $168.74M
Calls: $106.37M (63%)
Puts: $62.37M (37%)
Prior (10/02) $347.21M
Calls: $244.16M (70%)
Puts: $103.05M (30%)
Current vs Prior -51.40%
Calls: -56.43%
Puts: -39.47%
Prior 7-Day Total $11.74B
Calls: $6.68B (57%)
Puts: $5.06B (43%)
Prior 7-Day Average $1.68B
Calls: $953.86M (57%)
Puts: $723.17M (43%)
Current vs Prior 7-Day Avg -89.94%
Calls: -88.85%
Puts: -91.37%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/05 10:05am) 0.61
Prior (10/02) 0.81
Current vs Prior -24.49%
Prior 7-Day Average 1.05
Current vs Prior 7-Day Avg -41.42%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/05 10:05am) 6,738,894
Calls: 2,258,337 (34%)
Puts: 4,480,557 (66%)
Prior (10/02) 6,895,934
Calls: 2,214,405 (32%)
Puts: 4,681,529 (68%)
Current vs Prior -2.28%
Prior 7-Day Total 55,106,620
Calls: 16,175,836 (29%)
Puts: 38,930,784 (71%)
Prior 7-Day Average 7,872,374
Calls: 2,310,833 (29%)
Puts: 5,561,540 (71%)
Current vs Prior 7-Day Avg -14.40%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/05) | Next (10/06)Expiry (10/05) | Next (10/07)Expiry (10/09) | Next (10/16)Expiry (10/15) | Next (11/20)
Current 0.37% | 0.61%0.37% | 0.78%1.07% | 1.72%1.60% | 3.98%
Prior 0.59% | 0.78%0.16% | 0.59%0.16% | 1.23%1.75% | 4.10%
Current vs Prior -36.26% | -22.40%+135.65% | +33.45%+576.66% | +39.75%-8.34% | -2.97%
Prior 7-Day Avg 0.59% | 0.86%0.39% | 0.87%0.72% | 1.57%2.28% | 4.37%
Current vs 7-Day Avg -36.25% | -29.02%-4.87% | -9.98%+49.06% | +9.26%-29.70% | -8.90%
Prior 7-Day Eod 0.59% | 0.78%0.16% | 0.59%0.16% | 1.23%1.75% | 4.10%
Current vs 7-Day Eod -36.26% | -22.40%+135.65% | +33.45%+576.66% | +39.75%-8.34% | -2.97%
Sentiment BULLISHBEARISHBEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.71% | 0.63%
Calls: 0.84% | 0.47%
Puts: 0.59% | 0.79%
Prior 0.63% | 0.87%
Calls: 0.76% | 0.77%
Puts: 0.50% | 0.97%
Current vs Prior +12.70% | -27.59%
Prior 7-Day Avg 1.01% | 0.82%
Calls: 1.17% | 0.90%
Puts: 0.84% | 0.73%
Current vs 7-Day Avg -29.40% | -22.77%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($106.37M). Light premium activity with dollar volume down 51% vs prior. Bullish P/C ratio of 0.61. P/C ratio dropping 24% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
10:05BULLISHBULLISHBULLISH
10:00BULLISHBULLISHBULLISH
09:55BULLISHBULLISHBULLISH
09:50BULLISHBULLISHBULLISH
09:45BULLISHBULLISHBULLISH
09:40BULLISHBULLISHBULLISH
09:35BULLISHNEUTRALBULLISH

📈 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 2,039 of results (avg 2.8%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$771.00Oct 3011.5311.54$11.540.1%120.511.8K
$772.00Oct 3010.9310.94$10.930.1%220.49974
$774.00Oct 309.789.79$9.790.1%120.461.8K
$775.00Oct 309.239.24$9.240.1%490.455.8K
$772.00Oct 238.458.46$8.460.1%180.481.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$778.00Oct 56.986.99$6.990.1%6630.9810
$772.00Oct 166.306.31$6.310.2%1160.523.0K
$776.00Oct 55.025.03$5.030.2%1.7K0.95481
$865.00Oct 593.9394.12$94.030.2%41.00--
$775.00Oct 54.074.08$4.080.2%2.6K0.92837

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 688 found (avg $0.35, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$776.00Oct 50.050.06$0.0616.7%25.8K0.045.0K
$775.00Oct 50.100.11$0.119.1%50.8K0.0811.2K
$774.00Oct 50.210.22$0.224.5%60.6K0.147.8K
$773.00Oct 50.400.41$0.412.4%52.0K0.238.0K
$780.00Oct 60.050.06$0.0616.7%1.2K0.032.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Oct 50.080.09$0.0911.1%34.5K0.0610.4K
$766.00Oct 50.130.14$0.147.1%14.6K0.085.8K
$768.00Oct 50.310.32$0.323.1%35.9K0.195.8K
$764.00Oct 50.060.07$0.0714.3%26.8K0.045.4K
$767.00Oct 50.200.21$0.214.8%28.9K0.129.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 951 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Oct 5145.75146.11$145.930.2%--1.0015
$630.00Oct 5140.83141.11$140.970.2%--1.0013
$635.00Oct 5135.83136.11$135.970.2%--1.0011
$640.00Oct 5130.83131.11$130.970.2%--1.0025
$645.00Oct 5125.80126.09$125.950.2%21.0013
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$789.00Oct 917.2818.84$18.068.6%41.003
$790.00Oct 918.3619.85$19.117.8%61.0019
$791.00Oct 919.2520.86$20.068.0%141.00--
$792.00Oct 920.3921.98$21.197.5%121.00--
$793.00Oct 920.9822.85$21.928.5%21.00--

Most actively traded options today. High liquidity = easy entry/exit. 1,847 active (total vol 1.7M, top 229.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$787.00Oct 90.140.15$0.156.7%229.9K0.04234.1K
$771.00Oct 51.181.19$1.190.8%116.8K0.488.3K
$785.00Oct 90.230.24$0.244.2%98.1K0.06109.6K
$772.00Oct 50.710.72$0.721.4%84.8K0.3513.6K
$774.00Oct 50.210.22$0.224.5%60.6K0.147.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Oct 50.760.77$0.771.3%95.0K0.397.5K
$769.00Oct 50.490.50$0.502.0%56.9K0.279.4K
$771.00Oct 51.141.15$1.150.9%39.5K0.523.7K
$768.00Oct 50.310.32$0.323.1%35.9K0.195.8K
$765.00Oct 50.080.09$0.0911.1%34.5K0.0610.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 22.1%, max 28.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$768.00Oct 5Nov 1315.9%12.3%28.8%8.0K2.8K
$769.00Oct 5Nov 1315.2%12.2%24.8%15.2K5.5K
$770.00Oct 5Nov 1314.6%12.1%20.6%49.1K5.5K
$771.00Oct 5Nov 1314.5%12.0%20.6%116.8K8.4K
$772.00Oct 5Nov 1314.1%11.9%19.2%84.8K13.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$768.00Oct 5Nov 1315.9%12.3%28.8%35.9K6.2K
$769.00Oct 5Nov 1315.2%12.2%24.8%56.9K9.4K
$770.00Oct 5Nov 1314.6%12.1%20.6%95.0K7.5K
$771.00Oct 5Nov 1314.5%12.0%20.6%39.6K3.8K
$772.00Oct 5Nov 1314.1%11.9%19.2%13.7K3.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 692 found (best R:R 8.09, avg 4.48)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$753.00$754.00Oct 16$0.11$0.89$0.1184%8.09$753.11
$748.00$749.00Oct 23$0.11$0.89$0.1183%8.09$748.11
$747.00$748.00Oct 30$0.14$0.86$0.1480%6.14$747.14
$724.00$725.00Oct 30$0.45$0.55$0.4591%1.22$724.45
$756.00$757.00Oct 8$0.47$0.53$0.4792%1.13$756.47
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$795.00$794.00Oct 30$0.35$0.65$0.3583%1.86$794.65
$787.00$786.00Oct 16$0.43$0.57$0.4386%1.33$786.57
$778.00$777.00Oct 7$0.48$0.52$0.4886%1.08$777.52
$775.00$770.00Oct 19$2.28$2.72$2.2859%1.19$772.72
$780.00$779.00Oct 6$0.62$0.38$0.6297%0.61$779.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 539 found (best R:R 0.72, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$780.00Oct 19$2.09$2.09$2.9159%0.72$777.09
$780.00$785.00Oct 19$1.41$1.41$3.5970%0.39$781.41
$785.00$790.00Oct 19$0.85$0.85$4.1580%0.20$785.85
$772.00$773.00Nov 13$0.61$0.61$0.3950%1.56$772.61
$773.00$774.00Nov 6$0.59$0.59$0.4152%1.44$773.59
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$768.00$767.00Oct 5$0.11$0.11$0.8981%0.12$767.89
$769.00$768.00Oct 5$0.18$0.18$0.8273%0.22$768.82
$766.00$765.00Oct 6$0.14$0.14$0.8680%0.16$765.86
$763.00$762.00Oct 7$0.11$0.11$0.8984%0.12$762.89
$762.00$761.00Oct 9$0.15$0.15$0.8580%0.18$761.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.90, cheapest $0.86)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$770.00Oct 5Oct 6$0.9314.6%11.6%
$771.00Oct 5Oct 6$0.9614.5%11.8%
$772.00Oct 5Oct 6$0.9114.1%11.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$770.00Oct 5Oct 6$0.8614.6%11.6%
$771.00Oct 5Oct 6$0.9014.5%11.8%
$772.00Oct 5Oct 6$0.8414.1%11.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 832 found (cheapest 0.30% of stock, avg 3.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$771.00Oct 5$1.19$1.15$2.34$768.66$773.340.30%
$772.00Oct 5$0.72$1.69$2.41$769.59$774.410.31%
$770.00Oct 5$1.80$0.77$2.57$767.43$772.570.33%
$773.00Oct 5$0.41$2.37$2.78$770.22$775.780.36%
$769.00Oct 5$2.53$0.50$3.03$765.97$772.030.39%
$774.00Oct 5$0.22$3.18$3.40$770.60$777.400.44%
$768.00Oct 5$3.36$0.32$3.68$764.32$771.680.48%
$775.00Oct 5$0.11$4.08$4.19$770.81$779.190.54%
$771.00Oct 6$2.15$2.05$4.20$766.80$775.200.54%
$772.00Oct 6$1.63$2.53$4.16$767.84$776.160.54%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 375 found (cheapest 0.03% of stock, avg 1.26%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$775.00$766.00Oct 5$0.11$0.14$0.25$765.75$775.25
$775.00$767.00Oct 5$0.11$0.21$0.32$766.68$775.32
$774.00$766.00Oct 5$0.22$0.14$0.36$765.64$774.36
$774.00$767.00Oct 5$0.22$0.21$0.43$766.57$774.43
$775.00$768.00Oct 5$0.11$0.32$0.43$767.57$775.43
$774.00$768.00Oct 5$0.22$0.32$0.54$767.46$774.54
$773.00$766.00Oct 5$0.41$0.14$0.55$765.45$773.55
$773.00$767.00Oct 5$0.41$0.21$0.62$766.38$773.62
$773.00$768.00Oct 5$0.41$0.32$0.73$767.27$773.73
$775.00$769.00Oct 5$0.11$0.50$0.61$768.39$775.61

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 446 found (best R:R 1.00, avg credit $0.48)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
746/747780/781Oct 23$0.50$0.5050%1.00$746.50$780.50
749/750780/781Oct 23$0.52$0.4848%1.08$749.48$780.52
757/758776/777Oct 13$0.51$0.4949%1.04$757.49$776.51
751/752777/778Oct 15$0.48$0.5252%0.92$751.52$777.48
759/760777/778Oct 12$0.47$0.5352%0.89$759.53$777.47
753/754777/778Oct 15$0.50$0.5049%1.00$753.50$777.50
746/747781/782Oct 23$0.47$0.5352%0.89$746.53$781.47
751/752780/781Oct 15$0.40$0.6059%0.67$751.60$780.40
751/752778/779Oct 15$0.45$0.5554%0.82$751.55$778.45
753/754780/781Oct 15$0.42$0.5857%0.72$753.58$780.42

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 284 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$695.00$700.00$705.00Oct 23$0.08$4.925%61.50
$770.00$771.00$772.00Oct 6$0.06$0.9415%15.67
$769.00$770.00$771.00Oct 5$0.12$0.8824%7.33
$770.00$771.00$772.00Oct 5$0.14$0.8627%6.14
$768.00$769.00$770.00Oct 5$0.10$0.9020%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Oct 19$0.35$4.6516%13.29
$760.00$765.00$770.00Oct 19$0.49$4.5120%9.20
$745.00$750.00$755.00Oct 19$0.17$4.839%28.41
$750.00$755.00$760.00Oct 19$0.26$4.7412%18.23
$735.00$740.00$745.00Oct 19$0.08$4.925%61.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,012 found (best net $-9.39, 1,003 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$680.00$724.001:2Nov 6-$9.61$34.39
$730.00$750.001:2Oct 15-$2.38$17.62
$745.00$760.001:2Oct 19-$2.16$12.84
$745.00$757.001:2Oct 14-$5.62$6.38
$760.00$770.001:2Oct 19-$0.87$9.13
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$880.00$830.001:2Oct 16-$9.39$40.61
$875.00$828.001:2Oct 7-$10.03$36.97
$824.00$806.001:2Oct 9-$17.04$0.96
$830.00$810.001:2Oct 16-$19.31$0.69
$665.00$620.001:2Oct 13-$0.01$44.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 310 found (best yield 1.92%, avg 0.42%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$772.00Nov 13$14.810.490.1%1.92%2.04%--22
$773.00Nov 13$14.210.480.2%1.84%2.09%--14
$774.00Nov 13$13.620.470.4%1.77%2.15%1039
$775.00Nov 13$13.040.470.5%1.69%2.20%279
$776.00Nov 13$12.480.460.6%1.62%2.26%211
$777.00Nov 13$11.930.450.8%1.55%2.32%10710
$778.00Nov 13$11.400.430.9%1.48%2.38%118
$779.00Nov 13$10.880.421.0%1.41%2.44%11364
$780.00Nov 13$10.380.411.2%1.35%2.50%119113
$781.00Nov 13$9.890.401.3%1.28%2.57%--30

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 1,056,013
Total Puts 648,397
Put/Call Ratio 0.61
Net Difference 407,616

Prior's Put/Call Breakdown

Total Calls 1,306,075
Total Puts 1,062,084
Put/Call Ratio 0.81
Net Difference 243,991

Prior 7-Day Put/Call Summary

Total Calls 44,008,208
Total Puts 46,219,274
Average Put/Call Ratio 1.05
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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