Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$780.52 +0.73%
◀ 10/6 10:10 ▶

Option Volume

Detail
ℹ
Current (10/06 10:10am) 2,340,589
Calls: 1,430,413 (61%)
Puts: 910,176 (39%)
Prior (10/05) 1,988,259
Calls: 1,228,624 (62%)
Puts: 759,635 (38%)
Current vs Prior +17.72%
Calls: +16.42% (Calls)
Puts: +19.82% (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 -81.53%
Calls: -76.91%
Puts: -85.94%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/06 10:10am) $390.95M
Calls: $294.15M (75%)
Puts: $96.80M (25%)
Prior (10/05) $211.67M
Calls: $151.00M (71%)
Puts: $60.67M (29%)
Current vs Prior +84.69%
Calls: +94.80%
Puts: +59.54%
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 -75.66%
Calls: -68.37%
Puts: -85.69%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/06 10:10am) 0.64
Prior (10/05) 0.62
Current vs Prior +2.91%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg -39.00%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/06 10:10am) 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% | 0.60%0.60% | 0.92%0.92% | 1.59%1.47% | 3.91%
Prior 0.48% | 0.68%0.14% | 0.68%0.98% | 1.65%1.52% | 3.95%
Current vs Prior -21.01% | -11.51%+314.95% | +35.76%-6.58% | -3.22%-3.25% | -0.99%
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 -33.01% | -27.37%+84.61% | +9.60%+19.19% | +0.30%-31.09% | -8.90%
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 -21.01% | -11.51%+314.95% | +35.76%-6.58% | -3.22%-3.25% | -0.99%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.68% | 0.42%
Calls: 0.68% | 0.42%
Puts: 0.68% | 0.43%
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

Strong bullish conviction with 75% of dollar volume in calls ($294.15M) vs puts ($96.80M). Elevated premium activity with dollar volume up 85% vs prior. Bullish P/C ratio of 0.64. 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 BULLISH
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
10:10BULLISHBULLISHBULLISH
10:05BULLISHBULLISHBULLISH
10:00BULLISHBULLISHBULLISH
09:55BULLISHBULLISHBULLISH
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 2,345 of results (avg 2.5%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Oct 68.538.54$8.540.1%2.2K0.966.1K
$630.00Oct 6150.33150.52$150.430.1%--1.0011
$635.00Oct 6145.33145.52$145.430.1%--1.0014
$773.00Oct 67.547.55$7.550.1%2.3K0.966.2K
$774.00Oct 66.566.57$6.570.2%4.4K0.9412.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$787.00Oct 66.556.56$6.560.2%1.1K0.971
$780.00Oct 165.305.31$5.310.2%3.7K0.485.8K
$782.00Oct 134.814.82$4.810.2%750.567
$785.00Oct 64.614.62$4.620.2%9730.932
$782.00Oct 124.424.43$4.430.2%130.565

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 752 found (avg $0.35, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$786.00Oct 60.050.06$0.0616.7%10.0K0.044.0K
$785.00Oct 60.100.11$0.119.1%42.8K0.076.9K
$784.00Oct 60.180.19$0.195.3%72.6K0.123.0K
$783.00Oct 60.340.35$0.352.9%79.5K0.195.1K
$782.00Oct 60.580.59$0.591.7%83.8K0.295.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 60.080.09$0.0911.1%39.8K0.066.3K
$775.00Oct 60.110.12$0.128.3%45.4K0.077.4K
$776.00Oct 60.170.18$0.185.6%45.8K0.113.8K
$777.00Oct 60.260.27$0.273.7%60.6K0.162.0K
$778.00Oct 60.400.41$0.412.4%94.0K0.23875

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,069 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$630.00Oct 6150.33150.52$150.430.1%--1.0011
$635.00Oct 6145.33145.52$145.430.1%--1.0014
$640.00Oct 6140.30140.69$140.500.3%--1.0015
$645.00Oct 6135.18135.69$135.440.4%--1.0018
$650.00Oct 6130.13130.52$130.320.3%--1.0027
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$797.00Oct 915.8317.81$16.8211.8%81.00--
$798.00Oct 916.9218.53$17.739.1%21.00--
$799.00Oct 917.9219.53$18.738.6%111.00--
$800.00Oct 918.9220.52$19.728.1%171.00--
$801.00Oct 919.8721.70$20.798.8%41.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,200 active (total vol 2.3M, top 233.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Oct 61.471.48$1.480.7%233.7K0.5511.9K
$779.00Oct 62.122.13$2.130.5%182.8K0.685.0K
$781.00Oct 60.960.97$0.971.0%182.4K0.426.4K
$782.00Oct 60.580.59$0.591.7%83.8K0.295.1K
$783.00Oct 60.340.35$0.352.9%79.5K0.195.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$778.00Oct 60.400.41$0.412.4%94.0K0.23875
$779.00Oct 60.630.64$0.641.6%79.7K0.33288
$777.00Oct 60.260.27$0.273.7%60.6K0.162.0K
$776.00Oct 60.170.18$0.185.6%45.8K0.113.8K
$775.00Oct 60.110.12$0.128.3%45.4K0.077.4K

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 26.4%, max 33.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$777.00Oct 6Nov 2016.3%12.2%33.6%23.5K17.9K
$778.00Oct 6Nov 2015.6%12.1%28.5%72.7K7.6K
$783.00Oct 6Nov 2014.7%11.6%26.6%79.6K5.5K
$779.00Oct 6Nov 2015.1%12.0%25.1%183.0K5.6K
$782.00Oct 6Nov 2014.6%11.7%24.1%83.8K5.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$777.00Oct 6Nov 2016.3%12.2%33.6%60.7K2.1K
$778.00Oct 6Nov 2015.6%12.1%28.5%94.3K1.0K
$783.00Oct 6Nov 2014.7%11.6%26.6%2.3K21
$779.00Oct 6Nov 2015.1%12.0%25.1%79.8K702
$782.00Oct 6Nov 2014.6%11.7%24.1%3.2K28

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 806 found (best R:R 2.70, avg 4.31)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$693.00$694.00Oct 30$0.27$0.73$0.27100%2.70$693.27
$680.00$681.00Oct 30$0.28$0.72$0.28100%2.57$680.28
$720.00$721.00Oct 23$0.23$0.77$0.2395%3.35$720.23
$746.00$747.00Oct 23$0.25$0.75$0.2591%3.00$746.25
$728.00$729.00Oct 30$0.31$0.69$0.3192%2.23$728.31
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$799.00$798.00Oct 12$0.64$0.36$0.6497%0.56$798.36
$780.00$775.00Oct 20$1.80$3.20$1.8049%1.78$778.20
$795.00$788.00Nov 13$4.10$2.90$4.1065%0.71$790.90
$785.00$780.00Oct 20$2.48$2.52$2.4860%1.02$782.52
$775.00$770.00Oct 20$1.27$3.73$1.2737%2.94$773.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 591 found (best R:R 0.62, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$785.00$790.00Oct 20$1.91$1.91$3.0960%0.62$786.91
$800.00$805.00Nov 20$1.64$1.64$3.3669%0.49$801.64
$790.00$795.00Oct 20$1.31$1.31$3.6971%0.36$791.31
$805.00$810.00Nov 20$1.35$1.35$3.6574%0.37$806.35
$795.00$800.00Oct 20$0.81$0.81$4.1981%0.19$795.81
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$780.00$779.00Oct 6$0.35$0.35$0.6555%0.54$779.65
$779.00$778.00Oct 6$0.23$0.23$0.7767%0.30$778.77
$775.00$774.00Oct 9$0.21$0.21$0.7974%0.27$774.79
$777.00$776.00Oct 7$0.20$0.20$0.8073%0.25$776.80
$778.00$777.00Oct 6$0.14$0.14$0.8677%0.16$777.86

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.85, cheapest $0.80)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$779.00Oct 6Oct 7$0.8515.1%11.3%
$780.00Oct 6Oct 7$0.9014.7%11.1%
$781.00Oct 6Oct 7$0.8814.6%11.5%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$779.00Oct 6Oct 7$0.8015.1%11.3%
$780.00Oct 6Oct 7$0.8514.7%11.1%
$781.00Oct 6Oct 7$0.8214.6%11.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 917 found (cheapest 0.31% of stock, avg 3.78%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$781.00Oct 6$0.97$1.48$2.45$778.55$783.450.31%
$780.00Oct 6$1.48$0.99$2.47$777.53$782.470.32%
$782.00Oct 6$0.59$2.09$2.68$779.32$784.680.34%
$779.00Oct 6$2.13$0.64$2.77$776.23$781.770.35%
$783.00Oct 6$0.35$2.86$3.21$779.79$786.210.41%
$778.00Oct 6$2.90$0.41$3.31$774.69$781.310.42%
$784.00Oct 6$0.19$3.71$3.90$780.10$787.900.50%
$777.00Oct 6$3.76$0.27$4.03$772.97$781.030.52%
$781.00Oct 7$1.85$2.30$4.15$776.85$785.150.53%
$780.00Oct 7$2.38$1.84$4.22$775.78$784.220.54%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.04% of stock, avg 1.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$785.00$776.00Oct 6$0.11$0.18$0.29$775.71$785.29
$784.00$776.00Oct 6$0.19$0.18$0.37$775.63$784.37
$785.00$777.00Oct 6$0.11$0.27$0.38$776.62$785.38
$784.00$777.00Oct 6$0.19$0.27$0.46$776.54$784.46
$783.00$776.00Oct 6$0.35$0.18$0.53$775.47$783.53
$783.00$777.00Oct 6$0.35$0.27$0.62$776.38$783.62
$785.00$778.00Oct 6$0.11$0.41$0.52$777.48$785.52
$784.00$778.00Oct 6$0.19$0.41$0.60$777.40$784.60
$783.00$778.00Oct 6$0.35$0.41$0.76$777.24$783.76
$782.00$776.00Oct 6$0.59$0.18$0.77$775.23$782.77

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 407 found (best R:R 1.00, avg credit $0.49)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
759/760789/790Oct 23$0.50$0.5049%1.00$759.50$789.50
762/763787/788Oct 16$0.47$0.5352%0.89$762.53$787.47
764/765787/788Oct 16$0.49$0.5149%0.96$764.51$787.49
760/761789/790Oct 23$0.50$0.5048%1.00$760.50$789.50
762/763789/790Oct 23$0.52$0.4846%1.08$762.48$789.52
758/759789/790Oct 23$0.48$0.5250%0.92$758.52$789.48
759/760790/791Oct 23$0.47$0.5351%0.89$759.53$790.47
763/764789/790Oct 23$0.53$0.4745%1.13$763.47$789.53
764/765789/790Oct 23$0.54$0.4644%1.17$764.46$789.54
762/763789/790Oct 16$0.41$0.5956%0.69$762.59$789.41

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 355 found (best R:R 8.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$770.00$775.00$780.00Oct 20$0.53$4.4722%8.43
$810.00$820.00$830.00Oct 20$0.12$9.883%82.33
$775.00$780.00$785.00Oct 20$0.62$4.3823%7.06
$782.00$783.00$784.00Oct 6$0.08$0.9218%11.50
$780.00$781.00$782.00Oct 6$0.13$0.8726%6.69
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$770.00$775.00$780.00Oct 20$0.53$4.4722%8.43
$760.00$765.00$770.00Oct 20$0.27$4.7313%17.52
$750.00$755.00$760.00Oct 20$0.11$4.896%44.45
$765.00$770.00$775.00Oct 20$0.41$4.5917%11.20
$740.00$745.00$750.00Oct 20$0.05$4.953%99.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,090 found (best net $-0.23, 1,082 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$660.00$720.001:2Oct 8-$0.23$59.77
$750.00$765.001:2Oct 19-$4.52$10.48
$790.00$795.001:2Oct 20-$0.45$4.55
$795.00$800.001:2Oct 20-$0.14$4.86
$785.00$790.001:2Oct 20-$1.16$3.84
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$860.00$824.001:2Oct 7-$7.69$28.31
$830.00$809.001:2Oct 12-$7.76$13.24
$830.00$810.001:2Oct 16-$9.79$10.21
$801.00$792.001:2Oct 7-$3.03$5.97
$794.00$788.001:2Oct 14-$4.31$1.69

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 337 found (best yield 2.13%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$781.00Nov 20$16.620.500.1%2.13%2.19%42453
$782.00Nov 20$16.020.490.2%2.05%2.24%7527
$783.00Nov 20$15.440.480.3%1.98%2.30%23345
$784.00Nov 20$14.860.460.5%1.90%2.35%26855
$785.00Nov 20$14.310.470.6%1.83%2.41%18210.7K
$786.00Nov 20$13.760.460.7%1.76%2.47%7955
$787.00Nov 20$13.220.450.8%1.69%2.52%3333
$788.00Nov 20$12.700.441.0%1.63%2.59%52463
$789.00Nov 20$12.190.431.1%1.56%2.65%3428
$790.00Nov 20$11.700.411.2%1.50%2.71%41513.3K

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 1,430,413
Total Puts 910,176
Put/Call Ratio 0.64
Net Difference 520,237

Prior's Put/Call Breakdown

Total Calls 1,228,624
Total Puts 759,635
Put/Call Ratio 0.62
Net Difference 468,989

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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