Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$780.00 +0.67%
◀ 10/6 10:15 ▶

Option Volume

Detail
ℹ
Current (10/06 10:15am) 2,559,278
Calls: 1,563,376 (61%)
Puts: 995,902 (39%)
Prior (10/05) 2,233,298
Calls: 1,378,088 (62%)
Puts: 855,210 (38%)
Current vs Prior +14.60%
Calls: +13.45% (Calls)
Puts: +16.45% (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 -79.80%
Calls: -74.77%
Puts: -84.62%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/06 10:15am) $389.67M
Calls: $275.05M (71%)
Puts: $114.62M (29%)
Prior (10/05) $242.25M
Calls: $173.75M (72%)
Puts: $68.50M (28%)
Current vs Prior +60.85%
Calls: +58.30%
Puts: +67.32%
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 -75.74%
Calls: -70.42%
Puts: -83.06%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/06 10:15am) 0.64
Prior (10/05) 0.62
Current vs Prior +2.65%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg -38.93%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/06 10:15am) 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 0.29% | 0.52%0.52% | 0.85%0.85% | 1.52%1.40% | 3.84%
Prior 0.48% | 0.68%0.14% | 0.68%0.98% | 1.65%1.52% | 3.95%
Current vs Prior -39.12% | -22.80%+262.01% | +24.88%-14.07% | -7.59%-7.90% | -2.78%
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 -48.36% | -36.64%+61.05% | +0.82%+9.64% | -4.23%-34.40% | -10.54%
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 -39.12% | -22.80%+262.01% | +24.88%-14.07% | -7.59%-7.90% | -2.78%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.88% | 0.49%
Calls: 0.88% | 0.49%
Puts: 0.87% | 0.49%
Prior 0.53% | 0.72%
Calls: 0.48% | 1.02%
Puts: 0.58% | 0.43%
Current vs Prior +66.04% | -31.94%
Prior 7-Day Avg 0.96% | 0.83%
Calls: 1.10% | 0.95%
Puts: 0.82% | 0.72%
Current vs 7-Day Avg -8.20% | -41.17%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($275.05M). Elevated premium activity with dollar volume up 61% 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 BULLISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
10:15BULLISHBULLISHBULLISH
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 2,366 of results (avg 2.5%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Oct 610.0110.02$10.020.1%6131.004.7K
$772.00Oct 68.038.04$8.040.1%2.2K1.006.1K
$773.00Oct 67.047.05$7.050.1%2.3K0.966.2K
$774.00Oct 66.076.08$6.080.2%4.6K0.9512.9K
$781.00Oct 165.815.82$5.820.2%4310.489.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$787.00Oct 67.047.05$7.050.1%1.1K0.981
$785.00Oct 65.085.09$5.090.2%1.1K0.952
$784.00Oct 64.134.14$4.140.2%1.2K0.923
$775.00Nov 2011.1711.20$11.180.3%5060.436.7K
$865.00Oct 684.9185.14$85.030.3%21.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 755 found (avg $0.35, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$785.00Oct 60.060.07$0.0714.3%51.0K0.056.9K
$784.00Oct 60.110.12$0.128.3%78.4K0.093.0K
$783.00Oct 60.210.22$0.224.5%90.0K0.145.1K
$782.00Oct 60.390.40$0.402.5%98.9K0.235.1K
$781.00Oct 60.690.70$0.701.4%212.1K0.356.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 60.080.09$0.0911.1%41.6K0.056.3K
$776.00Oct 60.190.20$0.205.0%49.4K0.123.8K
$775.00Oct 60.130.14$0.147.1%51.1K0.087.4K
$777.00Oct 60.300.31$0.313.2%64.1K0.182.0K
$773.00Oct 60.060.07$0.0714.3%23.9K0.0410.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,089 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$630.00Oct 6149.84150.15$150.000.2%--1.0011
$635.00Oct 6144.84145.15$145.000.2%--1.0014
$640.00Oct 6139.84140.15$140.000.2%--1.0015
$645.00Oct 6134.84135.15$135.000.2%--1.0018
$650.00Oct 6129.84130.15$130.000.2%--1.0027
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$797.00Oct 915.8817.80$16.8411.4%91.00--
$798.00Oct 916.9318.77$17.8510.3%31.00--
$799.00Oct 917.9319.40$18.677.9%131.00--
$800.00Oct 918.9320.81$19.879.5%231.00--
$801.00Oct 919.8621.79$20.839.3%41.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,259 active (total vol 2.6M, top 250.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Oct 61.131.14$1.130.9%250.6K0.4911.9K
$781.00Oct 60.690.70$0.701.4%212.1K0.356.4K
$779.00Oct 61.721.73$1.730.6%187.1K0.625.0K
$782.00Oct 60.390.40$0.402.5%98.9K0.235.1K
$783.00Oct 60.210.22$0.224.5%90.0K0.145.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$778.00Oct 60.470.48$0.482.1%101.0K0.26875
$779.00Oct 60.740.75$0.751.3%88.8K0.38288
$777.00Oct 60.300.31$0.313.2%64.1K0.182.0K
$780.00Oct 61.151.16$1.150.9%55.8K0.51346
$775.00Oct 60.130.14$0.147.1%51.1K0.087.4K

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 21.1%, max 27.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$777.00Oct 6Nov 2015.5%12.2%27.1%24.5K17.9K
$778.00Oct 6Nov 2014.8%12.1%22.7%74.9K7.6K
$780.00Oct 6Nov 2014.2%11.9%19.7%250.9K24.8K
$782.00Oct 6Nov 2014.0%11.7%19.3%98.9K5.7K
$779.00Oct 6Nov 2014.3%12.0%19.2%187.3K5.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$777.00Oct 6Nov 2015.5%12.2%27.1%64.2K2.1K
$778.00Oct 6Nov 2014.8%12.1%22.7%101.2K1.0K
$780.00Oct 6Nov 2014.2%11.9%19.7%56.2K5.1K
$782.00Oct 6Nov 2014.0%11.7%19.3%4.1K28
$779.00Oct 6Nov 2014.3%12.0%19.2%89.0K702

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 769 found (best R:R 0.72, avg 4.55)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$745.00$749.00Nov 13$2.33$1.67$2.3382%0.72$747.33
$754.00$755.00Nov 6$0.29$0.71$0.2979%2.45$754.29
$752.00$753.00Nov 20$0.27$0.73$0.2776%2.70$752.27
$756.00$757.00Nov 20$0.26$0.74$0.2674%2.85$756.26
$758.00$759.00Nov 20$0.25$0.75$0.2572%3.00$758.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$795.00$788.00Nov 13$4.04$2.96$4.0466%0.73$790.96
$785.00$780.00Oct 20$2.47$2.53$2.4761%1.02$782.53
$780.00$775.00Oct 20$1.87$3.13$1.8750%1.67$778.13
$786.00$785.00Oct 8$0.58$0.42$0.5882%0.72$785.42
$775.00$770.00Oct 20$1.31$3.69$1.3138%2.82$773.69

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 576 found (best R:R 0.59, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$785.00$790.00Oct 20$1.85$1.85$3.1561%0.59$786.85
$800.00$805.00Nov 20$1.61$1.61$3.3969%0.47$801.61
$790.00$795.00Oct 20$1.24$1.24$3.7672%0.33$791.24
$805.00$810.00Nov 20$1.33$1.33$3.6774%0.36$806.33
$810.00$815.00Nov 20$1.06$1.06$3.9479%0.27$811.06
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$777.00$776.00Oct 6$0.11$0.11$0.8982%0.12$776.89
$778.00$777.00Oct 6$0.17$0.17$0.8374%0.20$777.83
$779.00$778.00Oct 6$0.27$0.27$0.7362%0.37$778.73
$775.00$774.00Oct 7$0.13$0.13$0.8781%0.15$774.87
$776.00$775.00Oct 7$0.17$0.17$0.8376%0.20$775.83

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.87, cheapest $0.85)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$779.00Oct 6Oct 7$0.8914.3%11.1%
$780.00Oct 6Oct 7$0.9214.2%11.5%
$781.00Oct 6Oct 7$0.8614.0%11.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$779.00Oct 6Oct 7$0.8514.3%11.1%
$780.00Oct 6Oct 7$0.8814.2%11.5%
$781.00Oct 6Oct 7$0.8114.0%11.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 934 found (cheapest 0.29% of stock, avg 3.78%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$780.00Oct 6$1.13$1.15$2.28$777.72$782.280.29%
$781.00Oct 6$0.70$1.72$2.42$778.58$783.420.31%
$779.00Oct 6$1.73$0.75$2.48$776.52$781.480.32%
$782.00Oct 6$0.40$2.42$2.82$779.18$784.820.36%
$778.00Oct 6$2.46$0.48$2.94$775.06$780.940.38%
$783.00Oct 6$0.22$3.24$3.46$779.54$786.460.44%
$777.00Oct 6$3.29$0.31$3.60$773.40$780.600.46%
$780.00Oct 7$2.05$2.03$4.08$775.92$784.080.52%
$781.00Oct 7$1.56$2.53$4.09$776.91$785.090.52%
$779.00Oct 7$2.62$1.60$4.22$774.78$783.220.54%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.03% of stock, avg 1.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$784.00$775.00Oct 6$0.12$0.14$0.26$774.74$784.26
$784.00$776.00Oct 6$0.12$0.20$0.32$775.68$784.32
$783.00$776.00Oct 6$0.22$0.20$0.42$775.58$783.42
$783.00$775.00Oct 6$0.22$0.14$0.36$774.64$783.36
$784.00$777.00Oct 6$0.12$0.31$0.43$776.57$784.43
$783.00$777.00Oct 6$0.22$0.31$0.53$776.47$783.53
$782.00$775.00Oct 6$0.40$0.14$0.54$774.46$782.54
$782.00$776.00Oct 6$0.40$0.20$0.60$775.40$782.60
$782.00$777.00Oct 6$0.40$0.31$0.71$776.29$782.71
$784.00$778.00Oct 6$0.12$0.48$0.60$777.40$784.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 439 found (best R:R 0.92, avg credit $0.47)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
757/758789/790Oct 23$0.48$0.5251%0.92$757.52$789.48
761/762789/790Oct 23$0.51$0.4947%1.04$761.49$789.51
757/758788/789Oct 23$0.49$0.5149%0.96$757.51$788.49
758/759789/790Oct 23$0.48$0.5250%0.92$758.52$789.48
762/763786/787Oct 16$0.48$0.5250%0.92$762.52$786.48
762/763788/789Oct 16$0.43$0.5755%0.75$762.57$788.43
764/765788/789Oct 19$0.48$0.5250%0.92$764.52$788.48
761/762788/789Oct 23$0.52$0.4846%1.08$761.48$788.52
758/759788/789Oct 23$0.49$0.5148%0.96$758.51$788.49
759/760789/790Oct 23$0.48$0.5249%0.92$759.52$789.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 302 found (best R:R 9.87, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$770.00$775.00$780.00Oct 20$0.46$4.5422%9.87
$810.00$820.00$830.00Oct 20$0.11$9.893%89.91
$776.00$777.00$778.00Oct 6$0.06$0.9415%15.67
$780.00$781.00$782.00Oct 6$0.13$0.8726%6.69
$776.00$777.00$778.00Oct 7$0.05$0.9512%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Oct 20$0.28$4.7213%16.86
$755.00$760.00$765.00Oct 20$0.19$4.819%25.32
$770.00$775.00$780.00Oct 20$0.56$4.4422%7.93
$775.00$780.00$785.00Oct 20$0.60$4.4023%7.33
$745.00$750.00$755.00Oct 20$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. 1,088 found (best net $-0.44, 1,081 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$660.00$720.001:2Oct 8-$0.44$59.56
$750.00$765.001:2Oct 19-$4.38$10.62
$790.00$795.001:2Oct 20-$0.38$4.62
$785.00$790.001:2Oct 20-$1.01$3.99
$795.00$800.001:2Oct 20-$0.12$4.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$860.00$824.001:2Oct 7-$8.01$27.99
$830.00$809.001:2Oct 12-$7.81$13.19
$830.00$810.001:2Oct 16-$10.36$9.64
$794.00$788.001:2Oct 14-$4.59$1.41
$735.00$720.001:2Oct 20-$0.12$14.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 349 found (best yield 2.16%, avg 0.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$780.00Nov 20$16.850.510.0%2.16%2.16%34513.0K
$781.00Nov 20$16.280.490.1%2.09%2.22%44453
$782.00Nov 20$15.690.480.3%2.01%2.27%7527
$783.00Nov 20$15.110.470.4%1.94%2.32%23345
$784.00Nov 20$14.540.470.5%1.86%2.38%26855
$785.00Nov 20$13.990.460.6%1.79%2.43%20010.7K
$786.00Nov 20$13.440.450.8%1.72%2.49%7955
$787.00Nov 20$12.910.440.9%1.66%2.55%3333
$788.00Nov 20$12.400.431.0%1.59%2.62%56463
$789.00Nov 20$11.890.421.1%1.52%2.68%33428

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 1,563,376
Total Puts 995,902
Put/Call Ratio 0.64
Net Difference 567,474

Prior's Put/Call Breakdown

Total Calls 1,378,088
Total Puts 855,210
Put/Call Ratio 0.62
Net Difference 522,878

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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