Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$779.02 +0.54%
◀ 10/6 09:50 ▶

Option Volume

Detail
ℹ
Current (10/06 9:50am) 1,173,209
Calls: 672,283 (57%)
Puts: 500,926 (43%)
Prior (10/05) 1,112,171
Calls: 729,322 (66%)
Puts: 382,849 (34%)
Current vs Prior +5.49%
Calls: -7.82% (Calls)
Puts: +30.84% (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 -90.74%
Calls: -89.15%
Puts: -92.26%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/06 9:50am) $169.06M
Calls: $105.10M (62%)
Puts: $63.96M (38%)
Prior (10/05) $102.62M
Calls: $60.02M (58%)
Puts: $42.60M (42%)
Current vs Prior +64.75%
Calls: +75.12%
Puts: +50.14%
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 -89.48%
Calls: -88.70%
Puts: -90.55%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/06 9:50am) 0.75
Prior (10/05) 0.52
Current vs Prior +41.94%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg -28.57%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/06 9:50am) 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% | 3.87%
Prior 0.48% | 0.68%0.14% | 0.68%0.98% | 1.65%1.52% | 3.95%
Current vs Prior -21.13% | -9.82%+322.84% | +35.26%-6.93% | -4.28%-4.24% | -1.81%
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 -33.10% | -25.99%+88.12% | +9.20%+18.75% | -0.80%-31.80% | -9.65%
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 -21.13% | -9.82%+322.84% | +35.26%-6.93% | -4.28%-4.24% | -1.81%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.70% | 0.42%
Calls: 0.84% | 0.46%
Puts: 0.57% | 0.38%
Prior 0.53% | 0.72%
Calls: 0.48% | 1.02%
Puts: 0.58% | 0.43%
Current vs Prior +32.08% | -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 -26.97% | -49.57%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 62% call dollar volume ($105.10M). Elevated premium activity with dollar volume up 65% vs prior. P/C ratio rising 42% - increased hedging/bearish positioning. Put-heavy open interest (6,906,983 puts vs 2,437,081 calls) suggests hedging or bearish positioning.

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 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
09:50BULLISHBULLISHBULLISH
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 2,228 of results (avg 2.3%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$785.00Oct 307.777.78$7.780.1%2560.4212.7K
$772.00Oct 67.047.05$7.050.1%1.3K0.966.1K
$635.00Oct 6143.87144.09$143.980.2%--1.0014
$655.00Oct 6123.89124.09$123.990.2%21.0014
$645.00Oct 6133.87134.09$133.980.2%--1.0018
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Oct 165.915.92$5.920.2%3590.525.8K
$780.00Oct 155.565.57$5.570.2%550.5360
$768.00Oct 305.415.42$5.420.2%1440.321.6K
$785.00Nov 2015.5215.55$15.540.2%100.55963
$779.00Oct 155.105.11$5.110.2%100.5014

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 727 found (avg $0.35, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$784.00Oct 60.060.07$0.0714.3%19.0K0.053.0K
$783.00Oct 60.120.13$0.137.7%32.8K0.095.1K
$782.00Oct 60.240.25$0.254.0%26.0K0.155.1K
$781.00Oct 60.430.44$0.442.3%74.1K0.256.4K
$780.00Oct 60.740.75$0.751.3%88.4K0.3711.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 60.130.14$0.147.1%27.2K0.086.3K
$773.00Oct 60.090.10$0.1010.0%15.3K0.0610.6K
$775.00Oct 60.200.21$0.214.8%25.3K0.127.4K
$772.00Oct 60.060.07$0.0714.3%14.6K0.0412.5K
$776.00Oct 60.310.32$0.323.1%19.5K0.183.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 979 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$630.00Oct 6148.81149.09$148.950.2%--1.0011
$635.00Oct 6143.87144.09$143.980.2%--1.0014
$640.00Oct 6138.77139.09$138.930.2%--1.0015
$645.00Oct 6133.87134.09$133.980.2%--1.0018
$650.00Oct 6128.83129.08$128.960.2%--1.0027
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$797.00Oct 917.4719.05$18.268.7%21.00--
$798.00Oct 918.4620.05$19.268.3%21.00--
$799.00Oct 919.2221.05$20.139.1%41.00--
$800.00Oct 920.2022.05$21.138.8%61.00--
$801.00Oct 921.2223.02$22.128.1%21.00--

Most actively traded options today. High liquidity = easy entry/exit. 1,859 active (total vol 1.2M, top 109.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Oct 61.181.19$1.190.8%109.4K0.505.0K
$780.00Oct 60.740.75$0.751.3%88.4K0.3711.9K
$781.00Oct 60.430.44$0.442.3%74.1K0.256.4K
$790.00Oct 141.251.26$1.250.8%65.3K0.19801
$778.00Oct 61.771.78$1.780.6%52.4K0.636.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$778.00Oct 60.780.79$0.791.3%54.5K0.37875
$777.00Oct 60.490.50$0.502.0%37.0K0.262.0K
$774.00Oct 60.130.14$0.147.1%27.2K0.086.3K
$775.00Oct 60.200.21$0.214.8%25.3K0.127.4K
$745.00Oct 160.460.47$0.472.1%20.3K0.0560.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 21.7%, max 27.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$776.00Oct 6Nov 2015.5%12.2%27.2%7.0K12.4K
$777.00Oct 6Nov 2015.0%12.0%24.3%14.5K17.9K
$778.00Oct 6Nov 2014.5%11.9%21.1%52.4K7.6K
$782.00Oct 6Nov 2014.0%11.5%21.0%26.0K5.7K
$781.00Oct 6Nov 2014.0%11.6%20.3%74.1K6.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$776.00Oct 6Nov 2015.5%12.2%27.2%19.5K4.0K
$777.00Oct 6Nov 2015.0%12.0%24.3%37.1K2.1K
$778.00Oct 6Nov 2014.5%11.9%21.1%54.7K1.0K
$782.00Oct 6Nov 2014.0%11.5%21.0%1.0K28
$781.00Oct 6Nov 2014.0%11.6%20.3%1.8K479

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 769 found (best R:R 2.33, avg 4.35)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$746.00$747.00Oct 7$0.30$0.70$0.30100%2.33$746.30
$748.00$749.00Oct 7$0.30$0.70$0.30100%2.33$748.30
$765.00$766.00Oct 12$0.27$0.73$0.2789%2.70$765.27
$749.00$750.00Oct 16$0.34$0.66$0.3494%1.94$749.34
$641.00$642.00Oct 30$0.44$0.56$0.44100%1.27$641.44
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$796.00$786.00Nov 13$5.86$4.14$5.8668%0.71$790.14
$785.00$780.00Oct 20$2.53$2.47$2.5364%0.98$782.47
$780.00$775.00Oct 20$1.97$3.03$1.9753%1.54$778.03
$785.00$780.00Oct 19$2.67$2.33$2.6764%0.87$782.33
$775.00$770.00Oct 20$1.40$3.60$1.4040%2.57$773.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 580 found (best R:R 0.93, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$780.00$785.00Oct 20$2.41$2.41$2.5953%0.93$782.41
$785.00$790.00Oct 20$1.73$1.73$3.2764%0.53$786.73
$800.00$805.00Nov 20$1.55$1.55$3.4570%0.45$801.55
$790.00$795.00Oct 20$1.13$1.13$3.8774%0.29$791.13
$786.00$790.00Oct 19$1.29$1.29$2.7167%0.48$787.29
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$778.00$777.00Oct 6$0.29$0.29$0.7163%0.41$777.71
$777.00$776.00Oct 6$0.18$0.18$0.8274%0.22$776.82
$776.00$775.00Oct 6$0.11$0.11$0.8982%0.12$775.89
$773.00$772.00Oct 7$0.11$0.11$0.8984%0.12$772.89
$775.00$774.00Oct 7$0.18$0.18$0.8276%0.22$774.82

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.91, cheapest $0.88)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$778.00Oct 6Oct 7$0.9514.5%11.5%
$779.00Oct 6Oct 7$0.9714.0%11.2%
$780.00Oct 6Oct 7$0.9014.1%11.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$778.00Oct 6Oct 7$0.8814.5%11.5%
$779.00Oct 6Oct 7$0.9014.0%11.2%
$780.00Oct 6Oct 7$0.8414.1%11.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 851 found (cheapest 0.31% of stock, avg 3.76%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$779.00Oct 6$1.19$1.19$2.38$776.62$781.380.31%
$780.00Oct 6$0.75$1.76$2.51$777.49$782.510.32%
$778.00Oct 6$1.78$0.79$2.57$775.43$780.570.33%
$781.00Oct 6$0.44$2.45$2.89$778.11$783.890.37%
$777.00Oct 6$2.50$0.50$3.00$774.00$780.000.39%
$782.00Oct 6$0.25$3.26$3.51$778.49$785.510.45%
$776.00Oct 6$3.31$0.32$3.63$772.37$779.630.47%
$783.00Oct 6$0.13$4.14$4.27$778.73$787.270.55%
$779.00Oct 7$2.16$2.09$4.25$774.75$783.250.55%
$780.00Oct 7$1.65$2.60$4.25$775.75$784.250.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.03% of stock, avg 1.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$783.00$774.00Oct 6$0.13$0.14$0.27$773.73$783.27
$784.00$774.00Oct 6$0.07$0.14$0.21$773.79$784.21
$783.00$775.00Oct 6$0.13$0.21$0.34$774.66$783.34
$784.00$775.00Oct 6$0.07$0.21$0.28$774.72$784.28
$782.00$774.00Oct 6$0.25$0.14$0.39$773.61$782.39
$784.00$776.00Oct 6$0.07$0.32$0.39$775.61$784.39
$782.00$775.00Oct 6$0.25$0.21$0.46$774.54$782.46
$783.00$776.00Oct 6$0.13$0.32$0.45$775.55$783.45
$782.00$776.00Oct 6$0.25$0.32$0.57$775.43$782.57
$781.00$774.00Oct 6$0.44$0.14$0.58$773.42$781.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 426 found (best R:R 0.92, avg credit $0.51)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
754/755787/788Oct 23$0.48$0.5251%0.92$754.52$787.48
754/755788/789Oct 23$0.46$0.5453%0.85$754.54$788.46
754/755789/790Oct 23$0.44$0.5655%0.79$754.56$789.44
760/761785/786Oct 16$0.48$0.5251%0.92$760.52$785.48
762/763785/786Oct 16$0.50$0.5048%1.00$762.50$785.50
760/761787/788Oct 16$0.42$0.5856%0.72$760.58$787.42
765/766784/785Oct 14$0.50$0.5048%1.00$765.50$784.50
760/761789/790Oct 16$0.37$0.6361%0.59$760.63$789.37
762/763787/788Oct 16$0.44$0.5654%0.79$762.56$787.44
757/758787/788Oct 23$0.49$0.5148%0.96$757.51$787.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 273 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
$750.00$755.00$760.00Oct 15$0.08$4.926%61.50
$755.00$760.00$765.00Oct 15$0.21$4.799%22.81
$778.00$779.00$780.00Oct 7$0.06$0.9415%15.67
$776.00$777.00$778.00Oct 6$0.09$0.9120%10.11
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$775.00$780.00$785.00Oct 20$0.56$4.4424%7.93
$770.00$775.00$780.00Oct 20$0.57$4.4323%7.77
$760.00$765.00$770.00Oct 20$0.30$4.7014%15.67
$750.00$755.00$760.00Oct 20$0.13$4.877%37.46
$765.00$770.00$775.00Oct 20$0.45$4.5518%10.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,062 found (best net $-1.02, 1,053 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$790.00$795.001:2Oct 20-$0.25$4.75
$785.00$790.001:2Oct 20-$0.78$4.22
$795.00$800.001:2Oct 20-$0.06$4.94
$800.00$805.001:2Oct 20-$0.02$4.98
$780.00$785.001:2Oct 20-$1.83$3.17
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$880.00$830.001:2Oct 16-$1.02$48.98
$830.00$810.001:2Oct 16-$10.97$9.03
$795.00$787.001:2Oct 12-$0.92$7.08
$813.00$800.001:2Oct 6-$8.09$4.91
$801.00$792.001:2Oct 7-$4.42$4.58

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 325 found (best yield 2.08%, avg 0.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$780.00Nov 20$16.200.500.1%2.08%2.21%13813.0K
$781.00Nov 20$15.610.480.2%2.00%2.26%4453
$782.00Nov 20$15.020.470.4%1.93%2.31%6527
$783.00Nov 20$14.450.470.5%1.85%2.37%5345
$784.00Nov 20$13.890.460.6%1.78%2.42%10855
$785.00Nov 20$13.350.450.8%1.71%2.48%2910.7K
$786.00Nov 20$12.810.440.9%1.64%2.54%4955
$787.00Nov 20$12.290.431.0%1.58%2.60%2333
$788.00Nov 20$11.790.421.1%1.51%2.67%19463
$789.00Nov 20$11.300.411.3%1.45%2.73%2428

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 672,283
Total Puts 500,926
Put/Call Ratio 0.75
Net Difference 171,357

Prior's Put/Call Breakdown

Total Calls 729,322
Total Puts 382,849
Put/Call Ratio 0.52
Net Difference 346,473

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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