Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$778.63 +0.49%
◀ 10/6 09:45 ▶

Option Volume

Detail
ℹ
Current (10/06 9:45am) 922,315
Calls: 503,901 (55%)
Puts: 418,414 (45%)
Prior (10/05) 912,561
Calls: 616,176 (68%)
Puts: 296,385 (32%)
Current vs Prior +1.07%
Calls: -18.22% (Calls)
Puts: +41.17% (Puts)
Prior 7-Day Total 88,703,859
Calls: 43,373,220 (49%)
Puts: 45,330,639 (51%)
Prior 7-Day Average 12,671,979
Calls: 6,196,174 (49%)
Puts: 6,475,805 (51%)
Current vs Prior 7-Day Avg -92.72%
Calls: -91.87%
Puts: -93.54%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/06 9:45am) $131.51M
Calls: $72.93M (55%)
Puts: $58.58M (45%)
Prior (10/05) $79.32M
Calls: $45.36M (57%)
Puts: $33.96M (43%)
Current vs Prior +65.80%
Calls: +60.77%
Puts: +72.52%
Prior 7-Day Total $11.24B
Calls: $6.51B (58%)
Puts: $4.74B (42%)
Prior 7-Day Average $1.61B
Calls: $929.90M (58%)
Puts: $676.51M (42%)
Current vs Prior 7-Day Avg -91.81%
Calls: -92.16%
Puts: -91.34%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/06 9:45am) 0.83
Prior (10/05) 0.48
Current vs Prior +72.63%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg -20.40%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/06 9:45am) 9,344,064
Calls: 2,437,081 (26%)
Puts: 6,906,983 (74%)
Prior (10/05) 6,738,894
Calls: 2,258,337 (34%)
Puts: 4,480,557 (66%)
Current vs Prior +38.66%
Prior 7-Day Total 53,680,065
Calls: 16,093,595 (30%)
Puts: 37,586,470 (70%)
Prior 7-Day Average 7,668,580
Calls: 2,299,085 (30%)
Puts: 5,369,495 (70%)
Current vs Prior 7-Day Avg +21.85%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/06) | Next (10/07)Expiry (10/07) | Next (10/09)Expiry (10/09) | Next (10/16)Expiry (10/15) | Next (11/20)
Current 0.38% | 0.61%0.61% | 0.92%0.92% | 1.58%1.46% | 3.90%
Prior 0.48% | 0.68%0.14% | 0.68%0.98% | 1.65%1.52% | 3.95%
Current vs Prior -20.82% | -10.15%+321.31% | +35.52%-6.74% | -3.84%-4.03% | -1.27%
Prior 7-Day Avg 0.57% | 0.83%0.32% | 0.84%0.77% | 1.59%2.14% | 4.29%
Current vs 7-Day Avg -32.84% | -26.26%+87.44% | +9.41%+18.98% | -0.34%-31.64% | -9.15%
Prior 7-Day Eod 0.48% | 0.68%0.14% | 0.68%0.98% | 1.65%1.52% | 3.95%
Current vs 7-Day Eod -20.82% | -10.15%+321.31% | +35.52%-6.74% | -3.84%-4.03% | -1.27%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.68% | 0.42%
Calls: 0.64% | 0.40%
Puts: 0.71% | 0.44%
Prior 0.53% | 0.72%
Calls: 0.48% | 1.02%
Puts: 0.58% | 0.43%
Current vs Prior +28.30% | -41.67%
Prior 7-Day Avg 0.96% | 0.83%
Calls: 1.10% | 0.95%
Puts: 0.82% | 0.72%
Current vs 7-Day Avg -29.06% | -49.57%
Liquidity Excellent
+
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🤖 AI Insights

Elevated premium activity with dollar volume up 66% vs prior. P/C ratio rising 73% - increased hedging/bearish positioning. Put-heavy open interest (6,906,983 puts vs 2,437,081 calls) suggests hedging or bearish positioning. Rising open interest (up 39%) indicates new positions being established.

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 NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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
09:45BULLISHBULLISHBULLISH
09:40BULLISHNEUTRALBULLISH
09:35BEARISHNEUTRALMIXED

📈 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 2,202 of results (avg 2.4%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$630.00Oct 6148.55148.71$148.630.1%--1.0011
$635.00Oct 6143.55143.71$143.630.1%--1.0014
$640.00Oct 6138.55138.71$138.630.1%--1.0015
$660.00Oct 6118.55118.71$118.630.1%--1.0029
$765.00Oct 914.4614.48$14.470.1%5420.915.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$784.00Nov 1314.0914.12$14.110.2%130.5519
$783.00Nov 1313.6213.65$13.640.2%--0.54119
$780.00Oct 124.314.32$4.310.2%3050.56118
$787.00Nov 2016.6916.73$16.710.2%500.57263
$786.00Nov 2016.1816.22$16.200.2%20.5634

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 726 found (avg $0.35, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$784.00Oct 60.050.06$0.0616.7%11.8K0.043.0K
$783.00Oct 60.100.11$0.119.1%24.1K0.085.1K
$782.00Oct 60.200.21$0.214.8%20.3K0.135.1K
$781.00Oct 60.360.37$0.372.7%52.0K0.216.4K
$780.00Oct 60.630.64$0.641.6%60.3K0.3211.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Oct 60.230.24$0.244.2%20.4K0.147.4K
$774.00Oct 60.150.16$0.166.3%19.1K0.106.3K
$773.00Oct 60.100.11$0.119.1%13.3K0.0710.6K
$772.00Oct 60.070.08$0.0812.5%10.0K0.0512.5K
$771.00Oct 60.050.06$0.0616.7%7.6K0.037.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 951 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$630.00Oct 6148.55148.71$148.630.1%--1.0011
$635.00Oct 6143.55143.71$143.630.1%--1.0014
$640.00Oct 6138.55138.71$138.630.1%--1.0015
$645.00Oct 6133.46133.71$133.590.2%--1.0018
$650.00Oct 6128.45128.71$128.580.2%--1.0027
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$797.00Oct 917.4719.45$18.4610.7%21.00--
$798.00Oct 918.5120.45$19.4810.0%21.00--
$799.00Oct 919.5121.45$20.489.5%41.00--
$800.00Oct 920.5122.45$21.489.0%61.00--
$805.00Oct 925.5027.45$26.487.4%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 1,752 active (total vol 921.2K, top 75.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Oct 61.021.03$1.021.0%75.3K0.445.0K
$790.00Oct 141.171.18$1.170.9%63.1K0.18801
$780.00Oct 60.630.64$0.641.6%60.3K0.3211.9K
$781.00Oct 60.360.37$0.372.7%52.0K0.216.4K
$778.00Oct 61.551.56$1.560.6%36.3K0.576.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$778.00Oct 60.930.94$0.941.1%40.0K0.43875
$777.00Oct 60.600.61$0.611.6%31.5K0.312.0K
$775.00Oct 60.230.24$0.244.2%20.4K0.147.4K
$745.00Oct 160.470.48$0.482.1%20.2K0.0560.2K
$774.00Oct 60.150.16$0.166.3%19.1K0.106.3K

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 22.0%, max 24.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$776.00Oct 6Nov 2015.0%12.1%24.3%6.0K12.4K
$781.00Oct 6Nov 2014.3%11.6%23.0%52.0K6.9K
$780.00Oct 6Nov 2014.3%11.7%22.0%60.4K24.8K
$777.00Oct 6Nov 2014.6%12.0%21.7%12.5K17.9K
$779.00Oct 6Nov 2014.3%11.8%21.5%75.3K5.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$776.00Oct 6Nov 2015.0%12.1%24.3%15.2K4.0K
$781.00Oct 6Nov 2014.3%11.6%23.0%1.4K479
$780.00Oct 6Nov 2014.3%11.7%22.0%4.7K5.1K
$777.00Oct 6Nov 2014.6%12.0%21.7%31.6K2.1K
$779.00Oct 6Nov 2014.3%11.8%21.5%13.6K702

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 746 found (best R:R 1.94, avg 4.61)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$748.00$749.00Oct 7$0.34$0.66$0.34100%1.94$748.34
$758.00$759.00Nov 20$0.19$0.81$0.1971%4.26$758.19
$749.00$750.00Oct 16$0.43$0.57$0.4393%1.33$749.43
$765.00$766.00Oct 12$0.38$0.62$0.3888%1.63$765.38
$762.00$763.00Oct 7$0.55$0.45$0.55100%0.82$762.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$796.00$786.00Nov 13$5.94$4.06$5.9469%0.68$790.06
$780.00$775.00Oct 20$2.02$2.98$2.0253%1.48$777.98
$775.00$770.00Oct 20$1.42$3.58$1.4241%2.52$773.58
$785.00$780.00Oct 19$2.76$2.24$2.7665%0.81$782.24
$795.00$794.00Oct 16$0.65$0.35$0.6587%0.54$794.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 582 found (best R:R 0.89, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$780.00$785.00Oct 20$2.36$2.36$2.6453%0.89$782.36
$785.00$790.00Oct 20$1.67$1.67$3.3364%0.50$786.67
$800.00$805.00Nov 20$1.51$1.51$3.4971%0.43$801.51
$790.00$795.00Oct 20$1.09$1.09$3.9175%0.28$791.09
$786.00$790.00Oct 19$1.25$1.25$2.7568%0.45$787.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$777.00$776.00Oct 6$0.23$0.23$0.7769%0.30$776.77
$776.00$775.00Oct 6$0.14$0.14$0.8679%0.16$775.86
$778.00$777.00Oct 6$0.33$0.33$0.6757%0.49$777.67
$773.00$772.00Oct 7$0.12$0.12$0.8883%0.14$772.88
$777.00$776.00Oct 8$0.35$0.35$0.6559%0.54$776.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.86, cheapest $0.81)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$777.00Oct 6Oct 7$0.8814.6%11.5%
$778.00Oct 6Oct 7$0.9214.2%11.2%
$780.00Oct 6Oct 7$0.8414.3%11.4%
$779.00Oct 6Oct 7$0.9214.3%11.6%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$777.00Oct 6Oct 7$0.8114.6%11.5%
$778.00Oct 6Oct 7$0.8614.2%11.2%
$780.00Oct 6Oct 7$0.7614.3%11.4%
$779.00Oct 6Oct 7$0.8614.3%11.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 831 found (cheapest 0.31% of stock, avg 3.78%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$779.00Oct 6$1.02$1.40$2.42$776.58$781.420.31%
$778.00Oct 6$1.56$0.94$2.50$775.50$780.500.32%
$780.00Oct 6$0.64$2.03$2.67$777.33$782.670.34%
$777.00Oct 6$2.22$0.61$2.83$774.17$779.830.36%
$781.00Oct 6$0.37$2.76$3.13$777.87$784.130.40%
$776.00Oct 6$2.99$0.38$3.37$772.63$779.370.43%
$782.00Oct 6$0.21$3.60$3.81$778.19$785.810.49%
$775.00Oct 6$3.85$0.24$4.09$770.91$779.090.53%
$779.00Oct 7$1.94$2.26$4.20$774.80$783.200.54%
$778.00Oct 7$2.48$1.80$4.28$773.72$782.280.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.03% of stock, avg 1.35%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$783.00$774.00Oct 6$0.11$0.16$0.27$773.73$783.27
$783.00$775.00Oct 6$0.11$0.24$0.35$774.65$783.35
$782.00$774.00Oct 6$0.21$0.16$0.37$773.63$782.37
$782.00$775.00Oct 6$0.21$0.24$0.45$774.55$782.45
$783.00$776.00Oct 6$0.11$0.38$0.49$775.51$783.49
$781.00$774.00Oct 6$0.37$0.16$0.53$773.47$781.53
$781.00$775.00Oct 6$0.37$0.24$0.61$774.39$781.61
$782.00$776.00Oct 6$0.21$0.38$0.59$775.41$782.59
$781.00$776.00Oct 6$0.37$0.38$0.75$775.25$781.75
$783.00$777.00Oct 6$0.11$0.61$0.72$776.28$783.72

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 410 found (best R:R 0.85, avg credit $0.51)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
760/761785/786Oct 16$0.46$0.5452%0.85$760.54$785.46
760/761787/788Oct 16$0.41$0.5956%0.69$760.59$787.41
758/759787/788Oct 23$0.49$0.5148%0.96$758.51$787.49
760/761786/787Oct 16$0.43$0.5754%0.75$760.57$786.43
760/761785/786Oct 19$0.48$0.5249%0.92$760.52$785.48
757/758787/788Oct 23$0.48$0.5249%0.92$757.52$787.48
758/759788/789Oct 23$0.47$0.5350%0.89$758.53$788.47
760/761787/788Oct 23$0.51$0.4946%1.04$760.49$787.51
760/761788/789Oct 16$0.38$0.6259%0.61$760.62$788.38
757/758788/789Oct 23$0.46$0.5451%0.85$757.54$788.46

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 295 found (best R:R 9.42, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$775.00$780.00$785.00Oct 20$0.48$4.5224%9.42
$765.00$770.00$775.00Oct 19$0.42$4.5820%10.90
$750.00$755.00$760.00Oct 15$0.10$4.906%49.00
$777.00$778.00$779.00Oct 6$0.12$0.8825%7.33
$779.00$780.00$781.00Oct 6$0.11$0.8923%8.09
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Oct 20$0.44$4.5619%10.36
$755.00$760.00$765.00Oct 20$0.21$4.7910%22.81
$760.00$765.00$770.00Oct 20$0.32$4.6814%14.62
$745.00$750.00$755.00Oct 20$0.09$4.915%54.56
$750.00$755.00$760.00Oct 20$0.15$4.857%32.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,066 found (best net $-1.44, 1,055 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$785.00$790.001:2Oct 20-$0.73$4.27
$790.00$795.001:2Oct 20-$0.22$4.78
$795.00$800.001:2Oct 20-$0.05$4.95
$780.00$785.001:2Oct 20-$1.71$3.29
$800.00$805.001:2Oct 20-$0.02$4.98
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$880.00$830.001:2Oct 16-$1.44$48.56
$800.00$790.001:2Oct 6-$1.42$8.58
$830.00$810.001:2Oct 16-$11.52$8.48
$795.00$787.001:2Oct 12-$1.46$6.54
$813.00$800.001:2Oct 6-$8.33$4.67

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 336 found (best yield 2.12%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$779.00Nov 20$16.540.500.1%2.12%2.17%16559
$780.00Nov 20$15.970.490.2%2.05%2.23%13213.0K
$781.00Nov 20$15.380.480.3%1.98%2.28%4453
$782.00Nov 20$14.800.470.4%1.90%2.33%5527
$783.00Nov 20$14.230.470.6%1.83%2.39%4345
$784.00Nov 20$13.680.460.7%1.76%2.45%10855
$785.00Nov 20$13.140.450.8%1.69%2.51%1810.7K
$786.00Nov 20$12.610.440.9%1.62%2.57%1955
$787.00Nov 20$12.100.431.1%1.55%2.63%2333
$788.00Nov 20$11.590.421.2%1.49%2.69%19463

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 503,901
Total Puts 418,414
Put/Call Ratio 0.83
Net Difference 85,487

Prior's Put/Call Breakdown

Total Calls 616,176
Total Puts 296,385
Put/Call Ratio 0.48
Net Difference 319,791

Prior 7-Day Put/Call Summary

Total Calls 43,373,220
Total Puts 45,330,639
Average Put/Call Ratio 1.04
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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