Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$780.14 +0.69%
◀ 10/6 15:00 ▶

Option Volume

Detail
ℹ
Current (10/06 3:00pm) 10,979,379
Calls: 5,925,406 (54%)
Puts: 5,053,973 (46%)
Prior (10/05) 9,888,476
Calls: 5,093,805 (52%)
Puts: 4,794,671 (48%)
Current vs Prior +11.03%
Calls: +16.33% (Calls)
Puts: +5.41% (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 -13.36%
Calls: -4.37%
Puts: -21.96%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/06 3:00pm) $1.05B
Calls: $641.37M (61%)
Puts: $407.03M (39%)
Prior (10/05) $1.33B
Calls: $1.13B (85%)
Puts: $195.34M (15%)
Current vs Prior -20.91%
Calls: -43.26%
Puts: +108.38%
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 -34.74%
Calls: -31.03%
Puts: -39.83%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/06 3:00pm) 0.85
Prior (10/05) 0.94
Current vs Prior -9.39%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg -18.24%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/06 3:00pm) 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 0.19% | 0.48%0.48% | 0.82%0.82% | 1.50%1.38% | 3.79%
Prior 0.48% | 0.68%0.14% | 0.68%0.98% | 1.65%1.52% | 3.95%
Current vs Prior -60.22% | -28.49%+235.29% | +20.50%-17.08% | -9.01%-9.51% | -3.83%
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 -66.26% | -41.31%+49.17% | -2.72%+5.79% | -5.70%-35.55% | -11.51%
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 -60.22% | -28.49%+235.29% | +20.50%-17.08% | -9.01%-9.51% | -3.83%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.52% | 0.53%
Calls: 2.04% | 0.58%
Puts: 1.00% | 0.49%
Prior 0.53% | 0.72%
Calls: 0.48% | 1.02%
Puts: 0.58% | 0.43%
Current vs Prior +186.79% | -26.39%
Prior 7-Day Avg 0.96% | 0.83%
Calls: 1.10% | 0.95%
Puts: 0.82% | 0.72%
Current vs 7-Day Avg +58.57% | -36.36%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($641.37M). 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 NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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
15:00BULLISHBULLISHBULLISH
14:55BULLISHBULLISHBULLISH
14:50BULLISHBULLISHBULLISH
14:45BULLISHBULLISHBULLISH
14:40BULLISHBULLISHBULLISH
14:35BULLISHBULLISHBULLISH
14:30BULLISHBULLISHBULLISH
14:25BULLISHBULLISHBULLISH
14:20BULLISHBULLISHBULLISH
14:15BULLISHBULLISHBULLISH
14:10BULLISHBULLISHBULLISH
14:05BULLISHBULLISHBULLISH
14:00BULLISHBULLISHBULLISH
13:55BULLISHBULLISHBULLISH
13:50BULLISHBULLISHBULLISH
13:45BULLISHBULLISHBULLISH
13:40BULLISHBULLISHBULLISH
13:35BULLISHBULLISHBULLISH
13:30BULLISHBULLISHBULLISH
13:25BULLISHBULLISHBULLISH
13:20BEARISHBULLISHBULLISH
13:15BULLISHBULLISHBULLISH
13:10BULLISHBULLISHBULLISH
13:05BULLISHBULLISHBULLISH
13:00BULLISHBULLISHBULLISH
12:55BULLISHBULLISHBULLISH
12:50BULLISHBULLISHBULLISH
12:45BULLISHBULLISHBULLISH
12:40BULLISHBULLISHBULLISH
12:35BULLISHBULLISHBULLISH
12:30BULLISHBULLISHBULLISH
12:25BULLISHBULLISHBULLISH
12:20BULLISHBULLISHBULLISH
12:15BULLISHBULLISHBULLISH
12:10BULLISHBULLISHBULLISH
12:05BULLISHBULLISHBULLISH
12:00BULLISHBULLISHBULLISH
11:55BULLISHBULLISHBULLISH
11:50BULLISHBULLISHBULLISH
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 2,566 of results (avg 2.5%, best 0.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$785.00Nov 2013.6813.69$13.680.1%1.2K0.4610.7K
$788.00Nov 2012.0812.09$12.090.1%1210.43463
$789.00Nov 2011.5711.58$11.580.1%1450.42428
$786.00Nov 1311.4111.42$11.420.1%550.4434
$625.00Oct 6155.01155.15$155.080.1%51.008
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$803.00Oct 622.8822.89$22.890.0%7561.00--
$780.00Nov 2012.5912.60$12.600.1%4.0K0.494.8K
$776.00Nov 2011.1111.12$11.110.1%2520.44196
$790.00Oct 69.889.89$9.890.1%1.9K1.001
$772.00Nov 209.829.83$9.820.1%600.40432

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 788 found (avg $0.33, cheapest $0.13)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$781.00Oct 60.120.13$0.137.7%1.1M0.206.4K
$780.00Oct 60.480.49$0.492.0%1.0M0.5411.9K
$787.00Oct 70.070.08$0.0812.5%25.8K0.041.8K
$786.00Oct 70.110.12$0.128.3%23.1K0.072.5K
$785.00Oct 70.190.20$0.205.0%30.0K0.103.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Oct 60.120.13$0.137.7%765.9K0.19288
$778.00Oct 60.060.07$0.0714.3%508.8K0.09875
$780.00Oct 60.360.37$0.372.7%748.2K0.46346
$772.00Oct 70.120.13$0.137.7%8.2K0.064.9K
$773.00Oct 70.160.17$0.175.9%11.6K0.073.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,372 found (avg delta 0.88, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Oct 6155.01155.15$155.080.1%51.008
$630.00Oct 6149.99150.15$150.070.1%41.0011
$635.00Oct 6145.01145.15$145.080.1%1151.0014
$640.00Oct 6140.01140.15$140.080.1%--1.0015
$645.00Oct 6135.01135.15$135.080.1%--1.0018
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$935.00Oct 6154.85155.03$154.940.1%81.00--
$795.00Oct 914.1515.98$15.0712.1%521.007
$796.00Oct 915.0816.98$16.0311.9%581.00--
$797.00Oct 916.0817.97$17.0211.1%511.00--
$798.00Oct 917.0918.97$18.0310.4%201.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,910 active (total vol 10.9M, top 1.1M)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$781.00Oct 60.120.13$0.137.7%1.1M0.206.4K
$780.00Oct 60.480.49$0.492.0%1.0M0.5411.9K
$782.00Oct 60.030.04$0.0425.0%689.3K0.075.1K
$783.00Oct 60.010.02$0.0250.0%449.1K0.035.1K
$779.00Oct 61.241.25$1.250.8%447.9K0.815.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Oct 60.120.13$0.137.7%765.9K0.19288
$780.00Oct 60.360.37$0.372.7%748.2K0.46346
$778.00Oct 60.060.07$0.0714.3%508.8K0.09875
$781.00Oct 61.001.01$1.001.0%424.3K0.80316
$777.00Oct 60.040.05$0.0520.0%348.8K0.062.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 17.1%, max 17.1%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$779.00Oct 6Nov 2013.7%11.7%17.1%448.2K5.6K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$779.00Oct 6Nov 2013.7%11.7%17.1%766.3K702

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 756 found (best R:R 1.44, avg 3.84)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$720.00$721.00Oct 16$0.41$0.59$0.41100%1.44$720.41
$749.00$750.00Oct 16$0.39$0.61$0.3994%1.56$749.39
$751.00$752.00Oct 16$0.39$0.61$0.3993%1.56$751.39
$641.00$642.00Oct 30$0.49$0.51$0.49100%1.04$641.49
$693.00$694.00Oct 30$0.49$0.51$0.49100%1.04$693.49
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$789.00$788.00Oct 7$0.64$0.36$0.6498%0.56$788.36
$791.00$790.00Oct 12$0.59$0.41$0.5990%0.69$790.41
$788.00$787.00Oct 8$0.62$0.38$0.6292%0.61$787.38
$785.00$780.00Oct 20$2.51$2.49$2.5162%0.99$782.49
$780.00$775.00Oct 20$1.82$3.18$1.8250%1.75$778.18

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 549 found (best R:R 0.59, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$785.00$790.00Oct 20$1.85$1.85$3.1562%0.59$786.85
$800.00$805.00Nov 20$1.60$1.60$3.4070%0.47$801.60
$790.00$795.00Oct 20$1.20$1.20$3.8073%0.32$791.20
$805.00$810.00Nov 20$1.31$1.31$3.6975%0.36$806.31
$795.00$800.00Oct 20$0.69$0.69$4.3183%0.16$795.69
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$779.00$778.00Oct 7$0.32$0.32$0.6860%0.47$778.68
$780.00$779.00Oct 6$0.24$0.24$0.7654%0.32$779.76
$777.00$776.00Oct 7$0.17$0.17$0.8376%0.20$776.83
$776.00$775.00Oct 7$0.12$0.12$0.8882%0.14$775.88
$778.00$777.00Oct 7$0.23$0.23$0.7769%0.30$777.77

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $1.21, cheapest $1.18)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$780.00Oct 6Oct 7$1.2411.4%9.5%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$780.00Oct 6Oct 7$1.1811.4%9.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,130 found (cheapest 0.11% of stock, avg 3.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$780.00Oct 6$0.49$0.37$0.86$779.14$780.860.11%
$781.00Oct 6$0.13$1.00$1.13$779.87$782.130.14%
$779.00Oct 6$1.25$0.13$1.38$777.62$780.380.18%
$782.00Oct 6$0.04$1.92$1.96$780.04$783.960.25%
$778.00Oct 6$2.17$0.07$2.24$775.76$780.240.29%
$783.00Oct 6$0.02$2.90$2.92$780.08$785.920.37%
$777.00Oct 6$3.16$0.05$3.21$773.79$780.210.41%
$780.00Oct 7$1.73$1.55$3.28$776.72$783.280.42%
$781.00Oct 7$1.23$2.05$3.28$777.72$784.280.42%
$779.00Oct 7$2.32$1.15$3.47$775.53$782.470.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 383 found (cheapest 0.01% of stock, avg 1.33%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$782.00$777.00Oct 6$0.04$0.05$0.09$776.91$782.09
$782.00$778.00Oct 6$0.04$0.07$0.11$777.89$782.11
$782.00$779.00Oct 6$0.04$0.13$0.17$778.83$782.17
$781.00$777.00Oct 6$0.13$0.05$0.18$776.82$781.18
$781.00$779.00Oct 6$0.13$0.13$0.26$778.74$781.26
$781.00$778.00Oct 6$0.13$0.07$0.20$777.80$781.20
$781.00$780.00Oct 6$0.13$0.37$0.50$779.50$781.50
$782.00$780.00Oct 6$0.04$0.37$0.41$779.59$782.41
$785.00$776.00Oct 7$0.20$0.43$0.63$775.37$785.63
$784.00$776.00Oct 7$0.33$0.43$0.76$775.24$784.76

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 389 found (best R:R 0.96, avg credit $0.48)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
757/758788/789Oct 23$0.49$0.5151%0.96$757.51$788.49
760/761788/789Oct 23$0.51$0.4948%1.04$760.49$788.51
758/759788/789Oct 23$0.49$0.5150%0.96$758.51$788.49
757/758789/790Oct 23$0.46$0.5453%0.85$757.54$789.46
763/764788/789Oct 23$0.54$0.4645%1.17$763.46$788.54
763/764786/787Oct 16$0.48$0.5250%0.92$763.52$786.48
763/764789/790Oct 16$0.40$0.6058%0.67$763.60$789.40
763/764787/788Oct 16$0.45$0.5553%0.82$763.55$787.45
766/767785/786Oct 14$0.48$0.5250%0.92$766.52$785.48
760/761789/790Oct 23$0.48$0.5250%0.92$760.52$789.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 337 found (best R:R 8.26, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$775.00$780.00$785.00Oct 20$0.54$4.4624%8.26
$778.00$779.00$780.00Oct 6$0.16$0.8438%5.25
$779.00$780.00$781.00Oct 6$0.40$0.6062%1.50
$780.00$781.00$782.00Oct 6$0.27$0.7347%2.70
$781.00$782.00$783.00Oct 6$0.07$0.9317%13.29
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Oct 20$0.41$4.5918%11.20
$770.00$775.00$780.00Oct 20$0.57$4.4323%7.77
$750.00$755.00$760.00Oct 20$0.11$4.896%44.45
$760.00$765.00$770.00Oct 20$0.29$4.7113%16.24
$755.00$760.00$765.00Oct 20$0.19$4.819%25.32

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,138 found (best net $-25.03, 1,129 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$755.00$770.001:2Oct 20-$2.09$12.91
$785.00$790.001:2Oct 20-$0.73$4.27
$790.00$795.001:2Oct 20-$0.18$4.82
$778.00$779.001:2Oct 6-$0.33$0.67
$795.00$800.001:2Oct 20$0.00$5.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$895.00$850.001:2Oct 9-$25.03$19.97
$930.00$875.001:2Oct 8-$40.07$14.93
$935.00$880.001:2Oct 12-$45.12$9.88
$830.00$810.001:2Oct 12-$10.13$9.87
$825.00$806.001:2Oct 30-$7.53$11.47

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 312 found (best yield 2.05%, avg 0.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$781.00Nov 20$16.000.500.1%2.05%2.16%180453
$782.00Nov 20$15.400.480.2%1.97%2.21%224527
$783.00Nov 20$14.820.470.4%1.90%2.27%124345
$784.00Nov 20$14.240.460.5%1.83%2.32%65855
$785.00Nov 20$13.680.460.6%1.75%2.38%1.2K10.7K
$786.00Nov 20$13.130.450.8%1.68%2.43%65955
$787.00Nov 20$12.600.440.9%1.62%2.49%45333
$788.00Nov 20$12.080.431.0%1.55%2.56%121463
$789.00Nov 20$11.570.421.1%1.48%2.62%145428
$790.00Nov 20$11.080.411.3%1.42%2.68%2.4K13.3K

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 5,925,406
Total Puts 5,053,973
Put/Call Ratio 0.85
Net Difference 871,433

Prior's Put/Call Breakdown

Total Calls 5,093,805
Total Puts 4,794,671
Put/Call Ratio 0.94
Net Difference 299,134

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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