Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$781.33 +0.84%
◀ 10/6 11:20 ▶

Option Volume

Detail
ℹ
Current (10/06 11:20am) 5,393,094
Calls: 3,206,509 (59%)
Puts: 2,186,585 (41%)
Prior (10/05) 4,220,570
Calls: 2,304,865 (55%)
Puts: 1,915,705 (45%)
Current vs Prior +27.78%
Calls: +39.12% (Calls)
Puts: +14.14% (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 -57.44%
Calls: -48.25%
Puts: -66.23%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/06 11:20am) $833.38M
Calls: $651.56M (78%)
Puts: $181.83M (22%)
Prior (10/05) $465.55M
Calls: $319.66M (69%)
Puts: $145.88M (31%)
Current vs Prior +79.01%
Calls: +103.83%
Puts: +24.64%
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 -48.12%
Calls: -29.93%
Puts: -73.12%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/06 11:20am) 0.68
Prior (10/05) 0.83
Current vs Prior -17.96%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg -34.63%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/06 11:20am) 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 0.30% | 0.56%0.56% | 0.89%0.89% | 1.57%1.45% | 3.88%
Prior 0.48% | 0.68%0.14% | 0.68%0.98% | 1.65%1.52% | 3.95%
Current vs Prior -37.09% | -17.45%+287.06% | +31.27%-9.67% | -4.80%-4.95% | -1.68%
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 -46.64% | -32.26%+72.20% | +5.98%+15.25% | -1.33%-32.30% | -9.53%
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 -37.09% | -17.45%+287.06% | +31.27%-9.67% | -4.80%-4.95% | -1.68%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.85% | 0.45%
Calls: 0.93% | 0.47%
Puts: 0.78% | 0.44%
Prior 0.53% | 0.72%
Calls: 0.48% | 1.02%
Puts: 0.58% | 0.43%
Current vs Prior +60.38% | -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 -11.33% | -45.97%
Liquidity Excellent
+
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🤖 AI Insights

Strong bullish conviction with 78% of dollar volume in calls ($651.56M) vs puts ($181.83M). Elevated premium activity with dollar volume up 79% vs prior. Bullish P/C ratio of 0.68. 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 NEUTRAL
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
11:20BULLISHBULLISHBULLISH
11:15BULLISHBULLISHBULLISH
11:10BULLISHBULLISHBULLISH
11:05BULLISHBULLISHBULLISH
11:00BULLISHBULLISHBULLISH
10:55BULLISHBULLISHBULLISH
10:50BULLISHBULLISHBULLISH
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 2,486 of results (avg 2.4%, best 0.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$730.00Oct 651.3051.31$51.310.0%6501.0071
$772.00Oct 69.339.34$9.340.1%3.2K1.006.1K
$785.00Oct 308.968.97$8.970.1%9160.4512.7K
$786.00Oct 308.458.46$8.460.1%3670.44803
$773.00Oct 68.338.34$8.340.1%5.1K1.006.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$935.00Oct 6153.65153.71$153.680.0%51.00--
$930.00Oct 6148.65148.71$148.680.0%11.00--
$785.00Nov 2014.5014.52$14.510.1%2090.54963
$925.00Oct 6143.60143.82$143.710.2%11.00--
$915.00Oct 6133.61133.82$133.720.2%1001.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 781 found (avg $0.34, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$785.00Oct 60.060.07$0.0714.3%108.1K0.066.9K
$784.00Oct 60.130.14$0.147.1%233.5K0.123.0K
$783.00Oct 60.290.30$0.303.3%224.6K0.235.1K
$782.00Oct 60.590.60$0.601.7%272.0K0.385.1K
$790.00Oct 70.070.08$0.0812.5%4.8K0.043.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$778.00Oct 60.150.16$0.166.3%231.0K0.12875
$779.00Oct 60.240.25$0.254.0%263.9K0.18288
$777.00Oct 60.100.11$0.119.1%168.5K0.082.0K
$776.00Oct 60.070.08$0.0812.5%105.2K0.053.8K
$780.00Oct 60.430.44$0.442.3%194.3K0.29346

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,206 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$630.00Oct 6151.05151.41$151.230.2%41.0011
$635.00Oct 6146.13146.41$146.270.2%1081.0014
$640.00Oct 6141.04141.41$141.230.3%--1.0015
$645.00Oct 6136.05136.43$136.240.3%--1.0018
$650.00Oct 6131.23131.43$131.330.2%81.0027
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$798.00Oct 916.5817.78$17.187.0%151.00--
$799.00Oct 917.5818.73$18.166.3%231.00--
$800.00Oct 918.0019.73$18.879.2%361.00--
$801.00Oct 918.9820.68$19.838.6%61.00--
$802.00Oct 919.9821.69$20.848.2%121.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,554 active (total vol 5.4M, top 536.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$781.00Oct 61.061.07$1.070.9%536.4K0.566.4K
$780.00Oct 61.741.75$1.750.6%530.9K0.7211.9K
$779.00Oct 62.542.55$2.550.4%286.7K0.835.0K
$782.00Oct 60.590.60$0.601.7%272.0K0.385.1K
$784.00Oct 60.130.14$0.147.1%233.5K0.123.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Oct 60.240.25$0.254.0%263.9K0.18288
$778.00Oct 60.150.16$0.166.3%231.0K0.12875
$780.00Oct 60.430.44$0.442.3%194.3K0.29346
$777.00Oct 60.100.11$0.119.1%168.5K0.082.0K
$776.00Oct 60.070.08$0.0812.5%105.2K0.053.8K

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 6.5%, max 13.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$779.00Oct 6Nov 2013.7%12.1%13.3%287.0K5.6K
$780.00Oct 6Nov 2012.8%12.0%6.7%531.8K24.8K
$783.00Oct 6Nov 2012.3%11.7%5.1%224.6K5.5K
$782.00Oct 6Nov 2012.2%11.8%3.8%272.0K5.7K
$781.00Oct 6Nov 2012.3%11.9%3.5%536.5K6.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$779.00Oct 6Nov 2013.7%12.1%13.3%264.1K702
$780.00Oct 6Nov 2012.8%12.0%6.7%197.3K5.1K
$783.00Oct 6Nov 2012.3%11.7%5.1%9.4K21
$782.00Oct 6Nov 2012.2%11.8%3.8%21.0K28
$781.00Oct 6Nov 2012.3%11.9%3.5%88.9K479

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 790 found (best R:R 1.70, avg 4.13)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$705.00$706.00Oct 16$0.37$0.63$0.37100%1.70$705.37
$728.00$729.00Oct 16$0.37$0.63$0.37100%1.70$728.37
$693.00$694.00Oct 30$0.37$0.63$0.37100%1.70$693.37
$720.00$721.00Oct 16$0.40$0.60$0.40100%1.50$720.40
$728.00$729.00Oct 30$0.33$0.67$0.3393%2.03$728.33
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$790.00$789.00Oct 7$0.53$0.47$0.5396%0.89$789.47
$802.00$801.00Oct 12$0.57$0.43$0.5798%0.75$801.43
$785.00$780.00Oct 20$2.31$2.69$2.3158%1.16$782.69
$780.00$775.00Oct 20$1.70$3.30$1.7046%1.94$778.30
$795.00$790.00Nov 13$2.88$2.12$2.8864%0.74$792.12

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 578 found (best R:R 0.67, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$785.00$790.00Oct 20$2.01$2.01$2.9958%0.67$787.01
$800.00$805.00Nov 20$1.69$1.69$3.3168%0.51$801.69
$790.00$795.00Oct 20$1.37$1.37$3.6369%0.38$791.37
$805.00$810.00Nov 20$1.39$1.39$3.6173%0.39$806.39
$810.00$815.00Nov 20$1.12$1.12$3.8877%0.29$811.12
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$781.00$780.00Oct 6$0.33$0.33$0.6756%0.49$780.67
$780.00$779.00Oct 6$0.19$0.19$0.8171%0.23$779.81
$778.00$777.00Oct 7$0.20$0.20$0.8075%0.25$777.80
$780.00$779.00Oct 7$0.33$0.33$0.6761%0.49$779.67
$780.00$779.00Oct 8$0.37$0.37$0.6358%0.59$779.63

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $1.00, cheapest $1.05)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$781.00Oct 6Oct 7$1.0512.3%10.5%
$782.00Oct 6Oct 7$1.0112.2%10.9%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$781.00Oct 6Oct 7$0.9912.3%10.5%
$782.00Oct 6Oct 7$0.9612.2%10.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,026 found (cheapest 0.24% of stock, avg 3.84%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$781.00Oct 6$1.07$0.77$1.84$779.16$782.840.24%
$782.00Oct 6$0.60$1.29$1.89$780.11$783.890.24%
$780.00Oct 6$1.75$0.44$2.19$777.81$782.190.28%
$783.00Oct 6$0.30$1.99$2.29$780.71$785.290.29%
$779.00Oct 6$2.55$0.25$2.80$776.20$781.800.36%
$784.00Oct 6$0.14$2.84$2.98$781.02$786.980.38%
$778.00Oct 6$3.45$0.16$3.61$774.39$781.610.46%
$785.00Oct 6$0.07$3.76$3.83$781.17$788.830.49%
$782.00Oct 7$1.61$2.25$3.86$778.14$785.860.49%
$781.00Oct 7$2.12$1.76$3.88$777.12$784.880.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 395 found (cheapest 0.02% of stock, avg 1.35%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$785.00$777.00Oct 6$0.07$0.11$0.18$776.82$785.18
$784.00$777.00Oct 6$0.14$0.11$0.25$776.75$784.25
$785.00$778.00Oct 6$0.07$0.16$0.23$777.77$785.23
$784.00$778.00Oct 6$0.14$0.16$0.30$777.70$784.30
$785.00$779.00Oct 6$0.07$0.25$0.32$778.68$785.32
$784.00$779.00Oct 6$0.14$0.25$0.39$778.61$784.39
$783.00$777.00Oct 6$0.30$0.11$0.41$776.59$783.41
$783.00$778.00Oct 6$0.30$0.16$0.46$777.54$783.46
$783.00$779.00Oct 6$0.30$0.25$0.55$778.45$783.55
$784.00$780.00Oct 6$0.14$0.44$0.58$779.42$784.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 402 found (best R:R 0.92, avg credit $0.50)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
759/760790/791Oct 23$0.48$0.5250%0.92$759.52$790.48
758/759790/791Oct 23$0.47$0.5351%0.89$758.53$790.47
763/764788/789Oct 19$0.48$0.5250%0.92$763.52$788.48
764/765788/789Oct 19$0.49$0.5148%0.96$764.51$788.49
764/765789/790Oct 16$0.44$0.5653%0.79$764.56$789.44
760/761790/791Oct 23$0.48$0.5249%0.92$760.52$790.48
762/763790/791Oct 23$0.50$0.5047%1.00$762.50$790.50
763/764790/791Oct 23$0.51$0.4946%1.04$763.49$790.51
768/769787/788Oct 14$0.48$0.5249%0.92$768.52$787.48
759/760791/792Oct 23$0.45$0.5552%0.82$759.55$791.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 337 found (best R:R 9.20, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$770.00$775.00$780.00Oct 20$0.49$4.5121%9.20
$855.00$870.00$885.00Nov 13$0.06$14.941%249.00
$779.00$780.00$781.00Oct 6$0.12$0.8827%7.33
$775.00$780.00$785.00Oct 20$0.63$4.3723%6.94
$781.00$782.00$783.00Oct 6$0.17$0.8333%4.88
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$770.00$775.00$780.00Oct 20$0.51$4.4921%8.80
$760.00$765.00$770.00Oct 20$0.25$4.7512%19.00
$775.00$780.00$785.00Oct 20$0.61$4.3923%7.20
$750.00$755.00$760.00Oct 20$0.11$4.896%44.45
$765.00$770.00$775.00Oct 20$0.40$4.6016%11.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,115 found (best net $-6.38, 1,108 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$665.00$720.001:2Oct 8-$6.38$48.62
$710.00$739.001:2Oct 13-$14.02$14.98
$750.00$765.001:2Oct 19-$5.67$9.33
$790.00$795.001:2Oct 20-$0.52$4.48
$795.00$800.001:2Oct 20-$0.17$4.83
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$860.00$825.001:2Oct 7-$8.97$26.03
$830.00$809.001:2Oct 12-$6.79$14.21
$782.00$781.001:2Oct 6-$0.25$0.75
$781.00$780.001:2Oct 6-$0.11$0.89
$720.00$700.001:2Oct 20-$0.10$19.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 337 found (best yield 2.10%, avg 0.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$782.00Nov 20$16.420.500.1%2.10%2.19%17527
$783.00Nov 20$15.820.490.2%2.02%2.24%50345
$784.00Nov 20$15.240.480.3%1.95%2.29%50855
$785.00Nov 20$14.670.460.5%1.88%2.35%42110.7K
$786.00Nov 20$14.120.470.6%1.81%2.40%42955
$787.00Nov 20$13.570.460.7%1.74%2.46%21333
$788.00Nov 20$13.040.450.8%1.67%2.52%80463
$789.00Nov 20$12.520.431.0%1.60%2.58%90428
$790.00Nov 20$12.020.421.1%1.54%2.65%1.6K13.3K
$791.00Nov 20$11.520.411.2%1.47%2.71%527463

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 3,206,509
Total Puts 2,186,585
Put/Call Ratio 0.68
Net Difference 1,019,924

Prior's Put/Call Breakdown

Total Calls 2,304,865
Total Puts 1,915,705
Put/Call Ratio 0.83
Net Difference 389,160

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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