Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$781.10 +0.81%
◀ 10/6 11:45 ▶

Option Volume

Detail
ℹ
Current (10/06 11:45am) 6,210,620
Calls: 3,676,417 (59%)
Puts: 2,534,203 (41%)
Prior (10/05) 4,934,821
Calls: 2,650,501 (54%)
Puts: 2,284,320 (46%)
Current vs Prior +25.85%
Calls: +38.71% (Calls)
Puts: +10.94% (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 -50.99%
Calls: -40.67%
Puts: -60.87%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/06 11:45am) $870.40M
Calls: $653.88M (75%)
Puts: $216.52M (25%)
Prior (10/05) $571.86M
Calls: $426.19M (75%)
Puts: $145.67M (25%)
Current vs Prior +52.21%
Calls: +53.43%
Puts: +48.63%
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 -45.82%
Calls: -29.68%
Puts: -67.99%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/06 11:45am) 0.69
Prior (10/05) 0.86
Current vs Prior -20.02%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg -33.92%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/06 11:45am) 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 0.29% | 0.55%0.55% | 0.87%0.87% | 1.55%1.44% | 3.86%
Prior 0.48% | 0.68%0.14% | 0.68%0.98% | 1.65%1.52% | 3.95%
Current vs Prior -40.27% | -19.51%+277.44% | +29.04%-11.20% | -5.77%-5.84% | -2.13%
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 -49.34% | -33.94%+67.92% | +4.18%+13.29% | -2.35%-32.93% | -9.95%
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 -40.27% | -19.51%+277.44% | +29.04%-11.20% | -5.77%-5.84% | -2.13%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.93% | 0.47%
Calls: 1.12% | 0.51%
Puts: 0.74% | 0.43%
Prior 0.53% | 0.72%
Calls: 0.48% | 1.02%
Puts: 0.58% | 0.43%
Current vs Prior +75.47% | -34.72%
Prior 7-Day Avg 0.96% | 0.83%
Calls: 1.10% | 0.95%
Puts: 0.82% | 0.72%
Current vs 7-Day Avg -2.98% | -43.57%
Liquidity Excellent
+
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🤖 AI Insights

Strong bullish conviction with 75% of dollar volume in calls ($653.88M) vs puts ($216.52M). Elevated premium activity with dollar volume up 52% vs prior. Bullish P/C ratio of 0.69. P/C ratio dropping 20% - sentiment shifting bullish.

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 BULLISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
11:45BULLISHBULLISHBULLISH
11:40BULLISHBULLISHBULLISH
11:35BULLISHBULLISHBULLISH
11:30BULLISHBULLISHBULLISH
11:25BULLISHBULLISHBULLISH
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 2,512 of results (avg 2.4%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Oct 611.1111.12$11.110.1%1.7K1.004.7K
$785.00Oct 308.808.81$8.810.1%9490.4512.7K
$786.00Oct 308.298.30$8.300.1%3820.43803
$625.00Oct 6156.08156.27$156.180.1%11.008
$650.00Oct 6131.08131.24$131.160.1%91.0027
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$935.00Oct 6153.86153.93$153.900.0%51.00--
$930.00Oct 6148.86148.93$148.900.0%21.00--
$925.00Oct 6143.77143.93$143.850.1%11.00--
$915.00Oct 6133.70133.92$133.810.2%1011.00--
$787.00Oct 65.925.93$5.930.2%2.4K0.981

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 792 found (avg $0.34, cheapest $0.10)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$784.00Oct 60.090.10$0.1010.0%302.2K0.093.0K
$783.00Oct 60.200.21$0.214.8%285.8K0.195.1K
$782.00Oct 60.440.45$0.452.2%367.3K0.345.1K
$781.00Oct 60.880.89$0.891.1%595.9K0.526.4K
$789.00Oct 70.080.09$0.0911.1%9.7K0.041.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$778.00Oct 60.140.15$0.156.7%253.4K0.12875
$779.00Oct 60.240.25$0.254.0%287.4K0.19288
$777.00Oct 60.090.10$0.1010.0%181.9K0.072.0K
$776.00Oct 60.060.07$0.0714.3%111.9K0.053.8K
$780.00Oct 60.430.44$0.442.3%231.9K0.31346

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,242 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Oct 6156.08156.27$156.180.1%11.008
$630.00Oct 6151.08151.31$151.200.2%41.0011
$635.00Oct 6146.07146.28$146.180.1%1101.0014
$640.00Oct 6141.08141.31$141.200.2%--1.0015
$645.00Oct 6136.08136.33$136.210.2%--1.0018
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$935.00Oct 6153.86153.93$153.900.0%51.00--
$798.00Oct 915.7817.58$16.6810.8%161.00--
$799.00Oct 916.7218.56$17.6410.4%241.00--
$800.00Oct 918.0019.57$18.798.4%361.00--
$801.00Oct 918.7120.57$19.649.5%61.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,638 active (total vol 6.2M, top 595.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$781.00Oct 60.880.89$0.891.1%595.9K0.526.4K
$780.00Oct 61.531.54$1.540.6%546.9K0.6911.9K
$782.00Oct 60.440.45$0.452.2%367.3K0.345.1K
$784.00Oct 60.090.10$0.1010.0%302.2K0.093.0K
$779.00Oct 62.342.35$2.340.4%292.0K0.815.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Oct 60.240.25$0.254.0%287.4K0.19288
$778.00Oct 60.140.15$0.156.7%253.4K0.12875
$780.00Oct 60.430.44$0.442.3%231.9K0.31346
$777.00Oct 60.090.10$0.1010.0%181.9K0.072.0K
$781.00Oct 60.780.79$0.791.3%180.5K0.48316

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 6.9%, max 12.6%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$779.00Oct 6Nov 2013.5%12.0%12.6%292.3K5.6K
$780.00Oct 6Nov 2012.5%11.9%5.3%547.9K24.8K
$783.00Oct 6Nov 2011.9%11.6%2.9%285.9K5.5K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$779.00Oct 6Nov 2013.5%12.0%12.6%287.7K702
$780.00Oct 6Nov 2012.5%11.9%5.3%235.0K5.1K
$783.00Oct 6Nov 2011.9%11.6%2.9%15.4K21

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 749 found (best R:R 4.00, avg 4.13)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$756.00$757.00Nov 20$0.20$0.80$0.2075%4.00$756.20
$742.00$743.00Nov 20$0.32$0.68$0.3283%2.12$742.32
$765.00$766.00Oct 12$0.42$0.58$0.4292%1.38$765.42
$738.00$740.00Nov 20$1.21$0.79$1.2184%0.65$739.21
$739.00$740.00Oct 16$0.59$0.41$0.5997%0.69$739.59
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$795.00$794.00Oct 8$0.56$0.44$0.5698%0.79$794.44
$785.00$780.00Oct 20$2.27$2.73$2.2759%1.20$782.73
$780.00$775.00Oct 20$1.72$3.28$1.7247%1.91$778.28
$775.00$770.00Oct 20$1.19$3.81$1.1935%3.20$773.81
$795.00$790.00Nov 13$2.92$2.08$2.9265%0.71$792.08

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 572 found (best R:R 0.66, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$785.00$790.00Oct 20$1.99$1.99$3.0159%0.66$786.99
$800.00$805.00Nov 20$1.67$1.67$3.3368%0.50$801.67
$790.00$795.00Oct 20$1.34$1.34$3.6670%0.37$791.34
$805.00$810.00Nov 20$1.38$1.38$3.6273%0.38$806.38
$795.00$800.00Oct 20$0.83$0.83$4.1780%0.20$795.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$781.00$780.00Oct 6$0.35$0.35$0.6552%0.54$780.65
$780.00$779.00Oct 6$0.19$0.19$0.8169%0.23$779.81
$779.00$778.00Oct 6$0.10$0.10$0.9081%0.11$778.90
$778.00$777.00Oct 7$0.20$0.20$0.8073%0.25$777.80
$779.00$778.00Oct 8$0.31$0.31$0.6963%0.45$778.69

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.00, cheapest $0.96)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$780.00Oct 6Oct 7$1.0112.5%10.6%
$781.00Oct 6Oct 7$1.0711.8%10.3%
$782.00Oct 6Oct 7$1.0111.7%10.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$780.00Oct 6Oct 7$0.9612.5%10.6%
$781.00Oct 6Oct 7$1.0211.8%10.3%
$782.00Oct 6Oct 7$0.9511.7%10.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,049 found (cheapest 0.22% of stock, avg 3.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$781.00Oct 6$0.89$0.79$1.68$779.32$782.680.22%
$782.00Oct 6$0.45$1.35$1.80$780.20$783.800.23%
$780.00Oct 6$1.54$0.44$1.98$778.02$781.980.25%
$783.00Oct 6$0.21$2.11$2.32$780.68$785.320.30%
$779.00Oct 6$2.34$0.25$2.59$776.41$781.590.33%
$784.00Oct 6$0.10$3.00$3.10$780.90$787.100.40%
$778.00Oct 6$3.25$0.15$3.40$774.60$781.400.44%
$781.00Oct 7$1.96$1.81$3.77$777.23$784.770.48%
$782.00Oct 7$1.46$2.30$3.76$778.24$785.760.48%
$785.00Oct 6$0.05$3.96$4.01$780.99$789.010.51%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 390 found (cheapest 0.03% of stock, avg 1.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$784.00$777.00Oct 6$0.10$0.10$0.20$776.80$784.20
$784.00$778.00Oct 6$0.10$0.15$0.25$777.75$784.25
$784.00$779.00Oct 6$0.10$0.25$0.35$778.65$784.35
$783.00$777.00Oct 6$0.21$0.10$0.31$776.69$783.31
$783.00$778.00Oct 6$0.21$0.15$0.36$777.64$783.36
$783.00$779.00Oct 6$0.21$0.25$0.46$778.54$783.46
$784.00$780.00Oct 6$0.10$0.44$0.54$779.46$784.54
$783.00$780.00Oct 6$0.21$0.44$0.65$779.35$783.65
$782.00$777.00Oct 6$0.45$0.10$0.55$776.45$782.55
$782.00$778.00Oct 6$0.45$0.15$0.60$777.40$782.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 428 found (best R:R 1.04, avg credit $0.48)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
760/761789/790Oct 23$0.51$0.4948%1.04$760.49$789.51
758/759789/790Oct 23$0.49$0.5150%0.96$758.51$789.49
761/762789/790Oct 23$0.51$0.4947%1.04$761.49$789.51
762/763789/790Oct 23$0.52$0.4846%1.08$762.48$789.52
766/767786/787Oct 14$0.48$0.5250%0.92$766.52$786.48
764/765789/790Oct 23$0.54$0.4644%1.17$764.46$789.54
765/766789/790Oct 23$0.55$0.4542%1.22$765.45$789.55
768/769789/790Oct 23$0.59$0.4138%1.44$768.41$789.59
767/768786/787Oct 14$0.49$0.5148%0.96$767.51$786.49
766/767789/790Oct 23$0.56$0.4441%1.27$766.44$789.56

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 346 found (best R:R 8.09, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$775.00$780.00$785.00Oct 20$0.64$4.3624%6.81
$825.00$830.00$835.00Nov 13$0.08$4.924%61.50
$779.00$780.00$781.00Oct 6$0.15$0.8529%5.67
$783.00$784.00$785.00Oct 6$0.06$0.9414%15.67
$835.00$840.00$845.00Nov 20$0.06$4.943%82.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$775.00$780.00$785.00Oct 20$0.55$4.4524%8.09
$765.00$770.00$775.00Oct 20$0.38$4.6216%12.16
$770.00$775.00$780.00Oct 20$0.53$4.4721%8.43
$795.00$800.00$805.00Oct 16$0.23$4.7711%20.74
$760.00$765.00$770.00Oct 20$0.27$4.7312%17.52

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,130 found (best net $-3.70, 1,124 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$665.00$720.001:2Oct 8-$6.58$48.42
$790.00$795.001:2Oct 20-$0.45$4.55
$795.00$800.001:2Oct 20-$0.13$4.87
$785.00$790.001:2Oct 20-$1.14$3.86
$780.00$781.001:2Oct 6-$0.24$0.76
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$895.00$840.001:2Oct 9-$3.70$51.30
$860.00$827.001:2Oct 7-$12.79$20.21
$830.00$809.001:2Oct 12-$6.79$14.21
$782.00$781.001:2Oct 6-$0.23$0.77
$781.00$780.001:2Oct 6-$0.09$0.91

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 331 found (best yield 2.08%, avg 0.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$782.00Nov 20$16.230.500.1%2.08%2.19%20527
$783.00Nov 20$15.640.490.2%2.00%2.25%51345
$784.00Nov 20$15.060.470.4%1.93%2.30%53855
$785.00Nov 20$14.490.460.5%1.86%2.35%45710.7K
$786.00Nov 20$13.930.460.6%1.78%2.41%47955
$787.00Nov 20$13.390.450.8%1.71%2.47%25333
$788.00Nov 20$12.860.440.9%1.65%2.53%87463
$789.00Nov 20$12.360.431.0%1.58%2.59%111428
$790.00Nov 20$11.840.421.1%1.52%2.66%1.7K13.3K
$791.00Nov 20$11.350.411.3%1.45%2.72%532463

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 3,676,417
Total Puts 2,534,203
Put/Call Ratio 0.69
Net Difference 1,142,214

Prior's Put/Call Breakdown

Total Calls 2,650,501
Total Puts 2,284,320
Put/Call Ratio 0.86
Net Difference 366,181

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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