Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$779.68 +0.63%
◀ 10/6 10:20 ▶

Option Volume

Detail
ℹ
Current (10/06 10:20am) 2,805,827
Calls: 1,699,013 (61%)
Puts: 1,106,814 (39%)
Prior (10/05) 2,513,922
Calls: 1,531,435 (61%)
Puts: 982,487 (39%)
Current vs Prior +11.61%
Calls: +10.94% (Calls)
Puts: +12.65% (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 -77.86%
Calls: -72.58%
Puts: -82.91%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/06 10:20am) $415.96M
Calls: $274.13M (66%)
Puts: $141.83M (34%)
Prior (10/05) $297.40M
Calls: $224.66M (76%)
Puts: $72.74M (24%)
Current vs Prior +39.87%
Calls: +22.02%
Puts: +94.97%
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 -74.11%
Calls: -70.52%
Puts: -79.03%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/06 10:20am) 0.65
Prior (10/05) 0.64
Current vs Prior +1.54%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg -37.55%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/06 10:20am) 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 0.37% | 0.58%0.58% | 0.91%0.91% | 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 -23.86% | -13.87%+303.88% | +33.83%-7.91% | -4.05%-4.24% | -1.08%
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 -35.43% | -29.32%+79.68% | +8.04%+17.49% | -0.56%-31.79% | -8.98%
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 -23.86% | -13.87%+303.88% | +33.83%-7.91% | -4.05%-4.24% | -1.08%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.71% | 0.44%
Calls: 0.65% | 0.41%
Puts: 0.76% | 0.47%
Prior 0.53% | 0.72%
Calls: 0.48% | 1.02%
Puts: 0.58% | 0.43%
Current vs Prior +33.96% | -38.89%
Prior 7-Day Avg 0.96% | 0.83%
Calls: 1.10% | 0.95%
Puts: 0.82% | 0.72%
Current vs 7-Day Avg -25.93% | -47.17%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($274.13M). Bullish P/C ratio of 0.65. 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 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
10:20BULLISHBULLISHBULLISH
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 2,368 of results (avg 2.6%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$675.00Oct 6104.59104.78$104.690.2%51.0024
$655.00Oct 6124.59124.82$124.710.2%1021.0014
$700.00Nov 2085.1785.33$85.250.2%10.935.6K
$630.00Oct 6149.59149.89$149.740.2%--1.0011
$635.00Oct 6144.59144.88$144.740.2%--1.0014
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$865.00Oct 685.2285.41$85.320.2%21.00--
$784.00Oct 64.414.42$4.420.2%1.3K0.933
$781.00Oct 124.264.27$4.260.2%1120.5649
$785.00Nov 2015.2815.32$15.300.3%1680.54963
$779.00Oct 133.723.73$3.730.3%3550.485

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 762 found (avg $0.34, cheapest $0.10)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$784.00Oct 60.090.10$0.1010.0%91.6K0.073.0K
$785.00Oct 60.050.06$0.0616.7%63.0K0.046.9K
$783.00Oct 60.160.17$0.175.9%96.8K0.125.1K
$782.00Oct 60.320.33$0.333.0%113.5K0.205.1K
$781.00Oct 60.570.58$0.571.8%245.9K0.316.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 60.100.11$0.119.1%44.3K0.076.3K
$775.00Oct 60.150.16$0.166.3%53.7K0.097.4K
$776.00Oct 60.220.23$0.234.3%52.9K0.143.8K
$773.00Oct 60.070.08$0.0812.5%24.9K0.0510.6K
$777.00Oct 60.350.36$0.362.8%69.6K0.202.0K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,103 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$630.00Oct 6149.59149.89$149.740.2%--1.0011
$635.00Oct 6144.59144.88$144.740.2%--1.0014
$640.00Oct 6139.59139.87$139.730.2%--1.0015
$645.00Oct 6134.59134.89$134.740.2%--1.0018
$650.00Oct 6129.59129.89$129.740.2%--1.0027
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$797.00Oct 916.2218.20$17.2111.5%91.00--
$798.00Oct 917.3319.17$18.2510.1%31.00--
$799.00Oct 918.3220.21$19.279.8%131.00--
$800.00Oct 919.3221.22$20.279.4%231.00--
$801.00Oct 920.2722.19$21.239.0%41.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,298 active (total vol 2.8M, top 271.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Oct 60.980.99$0.991.0%271.0K0.4511.9K
$781.00Oct 60.570.58$0.571.8%245.9K0.316.4K
$779.00Oct 61.531.54$1.540.6%191.7K0.585.0K
$782.00Oct 60.320.33$0.333.0%113.5K0.205.1K
$783.00Oct 60.160.17$0.175.9%96.8K0.125.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$778.00Oct 60.540.55$0.551.8%110.2K0.29875
$779.00Oct 60.850.86$0.861.2%106.1K0.42288
$780.00Oct 61.301.31$1.310.8%72.3K0.55346
$777.00Oct 60.350.36$0.362.8%69.6K0.202.0K
$775.00Oct 60.150.16$0.166.3%53.7K0.097.4K

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 21.5%, max 27.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$777.00Oct 6Nov 2015.5%12.1%27.8%25.1K17.9K
$778.00Oct 6Nov 2014.8%12.0%22.8%76.6K7.6K
$782.00Oct 6Nov 2014.0%11.6%20.2%113.5K5.7K
$779.00Oct 6Nov 2014.3%11.9%19.9%191.9K5.6K
$780.00Oct 6Nov 2014.1%11.8%19.3%271.3K24.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$777.00Oct 6Nov 2015.5%12.1%27.8%69.7K2.1K
$778.00Oct 6Nov 2014.8%12.0%22.8%110.4K1.0K
$782.00Oct 6Nov 2014.0%11.6%20.2%4.7K28
$779.00Oct 6Nov 2014.3%11.9%19.9%106.2K702
$780.00Oct 6Nov 2014.1%11.8%19.3%73.6K5.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 774 found (best R:R 0.96, avg 4.39)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$727.00$728.00Oct 16$0.51$0.49$0.51100%0.96$727.51
$763.00$764.00Oct 7$0.56$0.44$0.56100%0.79$763.56
$750.00$751.00Oct 16$0.53$0.47$0.5393%0.89$750.53
$749.00$750.00Oct 9$0.59$0.41$0.5998%0.69$749.59
$766.00$767.00Oct 12$0.49$0.51$0.4989%1.04$766.49
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$785.00$780.00Oct 20$2.45$2.55$2.4562%1.04$782.55
$780.00$775.00Oct 20$1.90$3.10$1.9051%1.63$778.10
$795.00$790.00Nov 13$2.95$2.05$2.9566%0.69$792.05
$775.00$770.00Oct 20$1.33$3.67$1.3339%2.76$773.67
$790.00$785.00Oct 19$3.29$1.71$3.2974%0.52$786.71

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 585 found (best R:R 0.98, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$780.00$785.00Oct 20$2.47$2.47$2.5351%0.98$782.47
$785.00$790.00Oct 20$1.81$1.81$3.1962%0.57$786.81
$800.00$805.00Nov 20$1.59$1.59$3.4170%0.47$801.59
$790.00$795.00Oct 20$1.20$1.20$3.8073%0.32$791.20
$805.00$810.00Nov 20$1.30$1.30$3.7074%0.35$806.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$777.00$776.00Oct 6$0.13$0.13$0.8780%0.15$776.87
$778.00$777.00Oct 7$0.31$0.31$0.6962%0.45$777.69
$779.00$778.00Oct 6$0.31$0.31$0.6958%0.45$778.69
$778.00$777.00Oct 6$0.19$0.19$0.8171%0.23$777.81
$776.00$775.00Oct 7$0.18$0.18$0.8275%0.22$775.82

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.83, cheapest $0.83)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$779.00Oct 6Oct 7$0.8814.3%10.9%
$781.00Oct 6Oct 7$0.8313.9%11.0%
$780.00Oct 6Oct 7$0.8814.1%11.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$779.00Oct 6Oct 7$0.8314.3%10.9%
$781.00Oct 6Oct 7$0.7713.9%11.0%
$780.00Oct 6Oct 7$0.8214.1%11.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 945 found (cheapest 0.29% of stock, avg 3.76%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$780.00Oct 6$0.99$1.31$2.30$777.70$782.300.29%
$779.00Oct 6$1.54$0.86$2.40$776.60$781.400.31%
$781.00Oct 6$0.57$1.90$2.47$778.53$783.470.32%
$778.00Oct 6$2.23$0.55$2.78$775.22$780.780.36%
$782.00Oct 6$0.33$2.65$2.98$779.02$784.980.38%
$777.00Oct 6$3.04$0.36$3.40$773.60$780.400.44%
$783.00Oct 6$0.17$3.50$3.67$779.33$786.670.47%
$780.00Oct 7$1.87$2.13$4.00$776.00$784.000.51%
$781.00Oct 7$1.40$2.67$4.07$776.93$785.070.52%
$776.00Oct 6$3.91$0.23$4.14$771.86$780.140.53%

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
$784.00$775.00Oct 6$0.10$0.16$0.26$774.74$784.26
$783.00$775.00Oct 6$0.17$0.16$0.33$774.67$783.33
$784.00$776.00Oct 6$0.10$0.23$0.33$775.67$784.33
$783.00$776.00Oct 6$0.17$0.23$0.40$775.60$783.40
$782.00$775.00Oct 6$0.33$0.16$0.49$774.51$782.49
$784.00$777.00Oct 6$0.10$0.36$0.46$776.54$784.46
$782.00$776.00Oct 6$0.33$0.23$0.56$775.44$782.56
$783.00$777.00Oct 6$0.17$0.36$0.53$776.47$783.53
$782.00$777.00Oct 6$0.33$0.36$0.69$776.31$782.69
$784.00$778.00Oct 6$0.10$0.55$0.65$777.35$784.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 386 found (best R:R 0.92, avg credit $0.50)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
756/757788/789Oct 23$0.48$0.5251%0.92$756.52$788.48
759/760788/789Oct 23$0.50$0.5048%1.00$759.50$788.50
761/762788/789Oct 23$0.52$0.4846%1.08$761.48$788.52
758/759788/789Oct 23$0.49$0.5149%0.96$758.51$788.49
761/762786/787Oct 16$0.46$0.5452%0.85$761.54$786.46
761/762788/789Oct 16$0.41$0.5956%0.69$761.59$788.41
756/757789/790Oct 23$0.45$0.5552%0.82$756.55$789.45
764/765788/789Oct 23$0.55$0.4542%1.22$764.45$788.55
764/765785/786Oct 15$0.49$0.5148%0.96$764.51$785.49
764/765786/787Oct 15$0.46$0.5451%0.85$764.54$786.46

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 339 found (best R:R 8.09, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$770.00$775.00$780.00Oct 20$0.55$4.4523%8.09
$781.00$782.00$783.00Oct 6$0.08$0.9219%11.50
$776.00$777.00$778.00Oct 6$0.06$0.9416%15.67
$779.00$780.00$781.00Oct 6$0.13$0.8727%6.69
$778.00$779.00$780.00Oct 6$0.14$0.8626%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$775.00$780.00$785.00Oct 20$0.55$4.4523%8.09
$795.00$800.00$805.00Nov 20$0.17$4.8310%28.41
$800.00$805.00$810.00Nov 20$0.17$4.839%28.41
$760.00$765.00$770.00Oct 20$0.29$4.7113%16.24
$770.00$775.00$780.00Oct 20$0.57$4.4322%7.77

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,097 found (best net $-0.05, 1,093 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$660.00$720.001:2Oct 8-$0.05$59.95
$750.00$765.001:2Oct 19-$3.89$11.11
$790.00$795.001:2Oct 20-$0.33$4.67
$785.00$790.001:2Oct 20-$0.92$4.08
$795.00$800.001:2Oct 20-$0.09$4.91
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$880.00$830.001:2Oct 16-$0.28$49.72
$860.00$824.001:2Oct 7-$8.04$27.96
$830.00$809.001:2Oct 12-$8.31$12.69
$830.00$810.001:2Oct 16-$10.35$9.65
$823.00$807.001:2Oct 7-$11.29$4.71

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 341 found (best yield 2.13%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$780.00Nov 20$16.630.500.0%2.13%2.17%35113.0K
$781.00Nov 20$16.070.490.2%2.06%2.23%45453
$782.00Nov 20$15.480.480.3%1.99%2.28%7527
$783.00Nov 20$14.900.470.4%1.91%2.34%25345
$784.00Nov 20$14.340.470.6%1.84%2.39%26855
$785.00Nov 20$13.790.460.7%1.77%2.45%22210.7K
$786.00Nov 20$13.250.450.8%1.70%2.51%17955
$787.00Nov 20$12.720.440.9%1.63%2.57%3333
$788.00Nov 20$12.210.431.1%1.57%2.63%56463
$789.00Nov 20$11.710.421.2%1.50%2.70%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 1,699,013
Total Puts 1,106,814
Put/Call Ratio 0.65
Net Difference 592,199

Prior's Put/Call Breakdown

Total Calls 1,531,435
Total Puts 982,487
Put/Call Ratio 0.64
Net Difference 548,948

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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