Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$780.01 +0.67%
◀ 10/6 10:45 ▶

Option Volume

Detail
ℹ
Current (10/06 10:45am) 4,125,892
Calls: 2,470,631 (60%)
Puts: 1,655,261 (40%)
Prior (10/05) 3,453,900
Calls: 1,942,573 (56%)
Puts: 1,511,327 (44%)
Current vs Prior +19.46%
Calls: +27.18% (Calls)
Puts: +9.52% (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 -67.44%
Calls: -60.13%
Puts: -74.44%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/06 10:45am) $582.07M
Calls: $400.95M (69%)
Puts: $181.12M (31%)
Prior (10/05) $384.40M
Calls: $258.82M (67%)
Puts: $125.58M (33%)
Current vs Prior +51.42%
Calls: +54.92%
Puts: +44.22%
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 -63.77%
Calls: -56.88%
Puts: -73.23%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/06 10:45am) 0.67
Prior (10/05) 0.78
Current vs Prior -13.89%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg -35.77%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/06 10:45am) 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 0.34% | 0.58%0.58% | 0.90%0.90% | 1.59%1.47% | 3.88%
Prior 0.48% | 0.68%0.14% | 0.68%0.98% | 1.65%1.52% | 3.95%
Current vs Prior -29.77% | -14.85%+299.24% | +33.38%-8.22% | -3.62%-3.69% | -1.64%
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 -40.44% | -30.12%+77.62% | +7.68%+17.10% | -0.11%-31.41% | -9.50%
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 -29.77% | -14.85%+299.24% | +33.38%-8.22% | -3.62%-3.69% | -1.64%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.80% | 0.45%
Calls: 0.98% | 0.50%
Puts: 0.62% | 0.40%
Prior 0.53% | 0.72%
Calls: 0.48% | 1.02%
Puts: 0.58% | 0.43%
Current vs Prior +50.94% | -37.50%
Prior 7-Day Avg 0.96% | 0.83%
Calls: 1.10% | 0.95%
Puts: 0.82% | 0.72%
Current vs 7-Day Avg -16.54% | -45.97%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($400.95M). Elevated premium activity with dollar volume up 51% vs prior. Bullish P/C ratio of 0.67. 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 NEUTRAL
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
10:45BULLISHBULLISHBULLISH
10:40BULLISHBULLISHBULLISH
10:35BULLISHBULLISHBULLISH
10:30BULLISHBULLISHBULLISH
10:25BULLISHBULLISHBULLISH
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 2,428 of results (avg 2.4%, best 0.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$730.00Oct 649.9849.99$49.990.0%5111.0071
$770.00Oct 610.0010.01$10.000.1%1.3K1.004.7K
$772.00Oct 68.018.02$8.020.1%2.7K1.006.1K
$773.00Oct 67.027.03$7.030.1%4.7K0.966.2K
$785.00Nov 2013.9713.99$13.980.1%3990.4610.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$935.00Oct 6154.97155.03$155.000.0%11.00--
$787.00Oct 67.037.04$7.040.1%1.6K0.991
$785.00Oct 65.065.07$5.060.2%2.6K0.962
$785.00Nov 2015.1415.17$15.160.2%2050.54963
$925.00Oct 6144.79145.11$144.950.2%11.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 769 found (avg $0.35, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$784.00Oct 60.080.09$0.0911.1%146.1K0.083.0K
$783.00Oct 60.160.17$0.175.9%143.7K0.135.1K
$782.00Oct 60.310.32$0.323.1%184.6K0.235.1K
$781.00Oct 60.580.59$0.591.7%372.8K0.366.4K
$788.00Oct 70.110.12$0.128.3%3.6K0.061.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Oct 60.080.09$0.0911.1%80.1K0.067.4K
$776.00Oct 60.130.14$0.147.1%84.0K0.093.8K
$777.00Oct 60.210.22$0.224.5%130.8K0.142.0K
$774.00Oct 60.060.07$0.0714.3%67.5K0.046.3K
$778.00Oct 60.370.38$0.382.6%187.8K0.22875

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,154 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Oct 6154.83155.18$155.010.2%11.008
$630.00Oct 6149.85150.18$150.010.2%21.0011
$635.00Oct 6144.93145.41$145.170.3%31.0014
$640.00Oct 6139.80140.18$139.990.3%--1.0015
$645.00Oct 6134.70135.18$134.940.4%--1.0018
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$797.00Oct 916.6617.82$17.246.7%101.00--
$798.00Oct 917.6318.81$18.226.5%61.00--
$799.00Oct 918.6319.81$19.226.1%141.00--
$800.00Oct 919.2120.81$20.018.0%321.00--
$801.00Oct 919.8621.79$20.839.3%41.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,443 active (total vol 4.1M, top 436.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Oct 61.011.02$1.021.0%436.4K0.5111.9K
$781.00Oct 60.580.59$0.591.7%372.8K0.366.4K
$779.00Oct 61.611.62$1.620.6%263.2K0.665.0K
$782.00Oct 60.310.32$0.323.1%184.6K0.235.1K
$784.00Oct 60.080.09$0.0911.1%146.1K0.083.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Oct 60.620.63$0.631.6%204.7K0.34288
$778.00Oct 60.370.38$0.382.6%187.8K0.22875
$777.00Oct 60.210.22$0.224.5%130.8K0.142.0K
$780.00Oct 61.031.04$1.041.0%113.6K0.49346
$776.00Oct 60.130.14$0.147.1%84.0K0.093.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 12.7%, max 15.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$778.00Oct 6Nov 2013.9%12.1%15.3%99.1K7.6K
$782.00Oct 6Nov 2013.3%11.7%13.5%184.6K5.7K
$779.00Oct 6Nov 2013.5%12.0%12.5%263.4K5.6K
$781.00Oct 6Nov 2013.2%11.8%12.3%372.9K6.9K
$780.00Oct 6Nov 2013.0%11.9%9.8%437.1K24.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$778.00Oct 6Nov 2013.9%12.1%15.3%188.4K1.0K
$782.00Oct 6Nov 2013.3%11.7%13.5%9.4K28
$779.00Oct 6Nov 2013.5%12.0%12.5%204.9K702
$781.00Oct 6Nov 2013.2%11.8%12.3%32.1K479
$780.00Oct 6Nov 2013.0%11.9%9.8%116.2K5.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 806 found (best R:R 0.92, avg 4.24)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$741.00$743.00Nov 6$1.04$0.96$1.0486%0.92$742.04
$728.00$729.00Oct 16$0.35$0.65$0.35100%1.86$728.35
$754.00$755.00Oct 16$0.27$0.73$0.2791%2.70$754.27
$728.00$729.00Oct 30$0.31$0.69$0.3192%2.23$728.31
$715.00$716.00Oct 30$0.33$0.67$0.3394%2.03$715.33
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$785.00$780.00Oct 20$2.35$2.65$2.3561%1.13$782.65
$792.00$791.00Oct 9$0.53$0.47$0.5393%0.89$791.47
$793.00$792.00Oct 13$0.50$0.50$0.5089%1.00$792.50
$780.00$775.00Oct 20$1.87$3.13$1.8750%1.67$778.13
$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. 590 found (best R:R 0.58, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$785.00$790.00Oct 20$1.84$1.84$3.1661%0.58$786.84
$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$1.32$1.32$3.6874%0.36$806.32
$810.00$815.00Nov 20$1.05$1.05$3.9578%0.27$811.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$780.00$779.00Oct 6$0.41$0.41$0.5951%0.69$779.59
$778.00$777.00Oct 6$0.16$0.16$0.8478%0.19$777.84
$779.00$778.00Oct 6$0.25$0.25$0.7566%0.33$778.75
$779.00$778.00Oct 7$0.36$0.36$0.6459%0.56$778.64
$776.00$775.00Oct 7$0.17$0.17$0.8378%0.20$775.83

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.94, cheapest $0.92)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$779.00Oct 6Oct 7$0.9713.5%11.0%
$780.00Oct 6Oct 7$0.9913.0%10.8%
$781.00Oct 6Oct 7$0.9413.2%11.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$779.00Oct 6Oct 7$0.9213.5%11.0%
$780.00Oct 6Oct 7$0.9413.0%10.8%
$781.00Oct 6Oct 7$0.8813.2%11.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 979 found (cheapest 0.26% of stock, avg 3.76%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$780.00Oct 6$1.02$1.04$2.06$777.94$782.060.26%
$781.00Oct 6$0.59$1.61$2.20$778.80$783.200.28%
$779.00Oct 6$1.62$0.63$2.25$776.75$781.250.29%
$782.00Oct 6$0.32$2.34$2.66$779.34$784.660.34%
$778.00Oct 6$2.36$0.38$2.74$775.26$780.740.35%
$783.00Oct 6$0.17$3.18$3.35$779.65$786.350.43%
$777.00Oct 6$3.21$0.22$3.43$773.57$780.430.44%
$780.00Oct 7$2.01$1.98$3.99$776.01$783.990.51%
$781.00Oct 7$1.53$2.49$4.02$776.98$785.020.52%
$779.00Oct 7$2.59$1.55$4.14$774.86$783.140.53%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 395 found (cheapest 0.03% of stock, avg 1.37%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$784.00$776.00Oct 6$0.09$0.14$0.23$775.77$784.23
$783.00$776.00Oct 6$0.17$0.14$0.31$775.69$783.31
$784.00$777.00Oct 6$0.09$0.22$0.31$776.69$784.31
$783.00$777.00Oct 6$0.17$0.22$0.39$776.61$783.39
$782.00$776.00Oct 6$0.32$0.14$0.46$775.54$782.46
$784.00$778.00Oct 6$0.09$0.38$0.47$777.53$784.47
$783.00$778.00Oct 6$0.17$0.38$0.55$777.45$783.55
$782.00$777.00Oct 6$0.32$0.22$0.54$776.46$782.54
$782.00$778.00Oct 6$0.32$0.38$0.70$777.30$782.70
$784.00$779.00Oct 6$0.09$0.63$0.72$778.28$784.72

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 402 found (best R:R 0.79, avg credit $0.47)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
755/756790/791Oct 23$0.44$0.5654%0.79$755.56$790.44
761/762788/789Oct 19$0.45$0.5553%0.82$761.55$788.45
763/764788/789Oct 19$0.47$0.5350%0.89$763.53$788.47
755/756789/790Oct 23$0.45$0.5552%0.82$755.55$789.45
759/760790/791Oct 23$0.46$0.5451%0.85$759.54$790.46
764/765786/787Oct 15$0.47$0.5350%0.89$764.53$786.47
761/762787/788Oct 16$0.44$0.5653%0.79$761.56$787.44
758/759790/791Oct 23$0.45$0.5552%0.82$758.55$790.45
764/765789/790Oct 15$0.39$0.6158%0.64$764.61$789.39
768/769787/788Oct 16$0.53$0.4744%1.13$768.47$787.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 355 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$770.00$775.00$780.00Oct 20$0.30$4.7022%15.67
$782.00$783.00$784.00Oct 7$0.05$0.9514%19.00
$778.00$779.00$780.00Oct 6$0.14$0.8627%6.14
$782.00$783.00$784.00Oct 6$0.07$0.9315%13.29
$778.00$779.00$780.00Oct 7$0.07$0.9315%13.29
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$775.00$780.00$785.00Oct 20$0.48$4.5223%9.42
$765.00$770.00$775.00Oct 20$0.41$4.5917%11.20
$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
$760.00$765.00$770.00Oct 20$0.30$4.7013%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,104 found (best net $-0.13, 1,096 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$665.00$720.001:2Oct 8-$5.50$49.50
$710.00$739.001:2Oct 13-$12.29$16.71
$750.00$765.001:2Oct 19-$3.50$11.50
$790.00$795.001:2Oct 20-$0.41$4.59
$785.00$790.001:2Oct 20-$1.05$3.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$880.00$830.001:2Oct 16-$0.13$49.87
$860.00$824.001:2Oct 7-$8.04$27.96
$830.00$809.001:2Oct 12-$8.04$12.96
$830.00$810.001:2Oct 16-$10.03$9.97
$794.00$788.001:2Oct 14-$4.56$1.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 338 found (best yield 2.08%, avg 0.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$781.00Nov 20$16.250.500.1%2.08%2.21%59453
$782.00Nov 20$15.660.480.3%2.01%2.26%16527
$783.00Nov 20$15.080.470.4%1.93%2.32%25345
$784.00Nov 20$14.510.460.5%1.86%2.37%42855
$785.00Nov 20$13.970.460.6%1.79%2.43%39910.7K
$786.00Nov 20$13.420.450.8%1.72%2.49%39955
$787.00Nov 20$12.890.440.9%1.65%2.55%11333
$788.00Nov 20$12.370.431.0%1.59%2.61%79463
$789.00Nov 20$11.870.421.1%1.52%2.67%70428
$790.00Nov 20$11.380.411.3%1.46%2.74%63313.3K

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 2,470,631
Total Puts 1,655,261
Put/Call Ratio 0.67
Net Difference 815,370

Prior's Put/Call Breakdown

Total Calls 1,942,573
Total Puts 1,511,327
Put/Call Ratio 0.78
Net Difference 431,246

Prior 7-Day Put/Call Summary

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

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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