Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$774.69 -0.56%
◀ 10/7 09:45 ▶

Option Volume

Detail
ℹ
Current (10/07 9:45am) 945,482
Calls: 316,233 (33%)
Puts: 629,249 (67%)
Prior (10/06) 922,315
Calls: 503,901 (55%)
Puts: 418,414 (45%)
Current vs Prior +2.51%
Calls: -37.24% (Calls)
Puts: +50.39% (Puts)
Prior 7-Day Total 87,995,614
Calls: 43,109,977 (49%)
Puts: 44,885,637 (51%)
Prior 7-Day Average 12,570,802
Calls: 6,158,568 (49%)
Puts: 6,412,233 (51%)
Current vs Prior 7-Day Avg -92.48%
Calls: -94.87%
Puts: -90.19%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/07 9:45am) $159.27M
Calls: $39.96M (25%)
Puts: $119.31M (75%)
Prior (10/06) $131.51M
Calls: $72.93M (55%)
Puts: $58.58M (45%)
Current vs Prior +21.11%
Calls: -45.20%
Puts: +103.66%
Prior 7-Day Total $10.65B
Calls: $5.87B (55%)
Puts: $4.78B (45%)
Prior 7-Day Average $1.52B
Calls: $838.28M (55%)
Puts: $683.56M (45%)
Current vs Prior 7-Day Avg -89.53%
Calls: -95.23%
Puts: -82.55%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/07 9:45am) 1.99
Prior (10/06) 0.83
Current vs Prior +139.64%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg +91.51%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/07 9:45am) 9,542,904
Calls: 2,470,280 (26%)
Puts: 7,072,624 (74%)
Prior (10/06) 9,344,064
Calls: 2,437,081 (26%)
Puts: 6,906,983 (74%)
Current vs Prior +2.13%
Prior 7-Day Total 54,590,064
Calls: 16,090,370 (29%)
Puts: 38,499,694 (71%)
Prior 7-Day Average 7,798,580
Calls: 2,298,624 (29%)
Puts: 5,499,956 (71%)
Current vs Prior 7-Day Avg +22.37%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/07) | Next (10/08)Expiry (10/07) | Next (10/09)Expiry (10/09) | Next (10/16)Expiry (10/15) | Next (11/20)
Current 0.44% | 0.67%0.44% | 0.85%0.85% | 1.56%1.43% | 3.92%
Prior 0.46% | 0.66%0.46% | 0.83%0.83% | 1.50%1.38% | 3.81%
Current vs Prior -3.36% | +2.14%-3.37% | +2.44%+2.44% | +4.10%+3.74% | +2.94%
Prior 7-Day Avg 0.54% | 0.80%0.37% | 0.87%0.87% | 1.61%2.00% | 4.21%
Current vs 7-Day Avg -17.94% | -16.16%+20.95% | -2.31%-2.27% | -3.39%-28.46% | -6.91%
Prior 7-Day Eod 0.46% | 0.66%0.46% | 0.83%0.83% | 1.50%1.38% | 3.81%
Current vs 7-Day Eod -3.36% | +2.14%-3.37% | +2.44%+2.44% | +4.10%+3.74% | +2.94%
Sentiment BULLISHBULLISHBEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.58% | 0.39%
Calls: 0.55% | 0.36%
Puts: 0.61% | 0.41%
Prior 1.12% | 1.17%
Calls: 1.13% | 1.13%
Puts: 1.11% | 1.22%
Current vs Prior -48.21% | -66.67%
Prior 7-Day Avg 1.06% | 0.91%
Calls: 1.20% | 1.02%
Puts: 0.92% | 0.81%
Current vs 7-Day Avg -45.28% | -57.21%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 75% put dollar volume ($119.31M). Extreme bearish P/C ratio of 1.99 - heavy put buying. P/C ratio rising 140% - increased hedging/bearish positioning. Put-heavy open interest (7,072,624 puts vs 2,470,280 calls) suggests hedging or bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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
09:45BEARISHBEARISHBEARISH
09:40BEARISHBEARISHBEARISH
09:35BEARISHBEARISHBEARISH

📈 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 2,228 of results (avg 2.5%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$783.00Nov 2012.0212.03$12.020.1%10.43389
$784.00Nov 2011.5111.52$11.520.1%40.42848
$785.00Nov 2011.0111.02$11.020.1%140.4110.5K
$788.00Nov 209.609.61$9.610.1%40.38490
$790.00Nov 208.738.74$8.740.1%7050.3513.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$785.00Oct 710.3810.39$10.390.1%5491.00444
$784.00Oct 79.389.39$9.390.1%4671.00278
$782.00Oct 77.407.41$7.410.1%9030.952.3K
$781.00Oct 76.426.43$6.430.2%1.4K0.945.1K
$910.00Oct 7135.25135.49$135.370.2%11.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 692 found (avg $0.37, cheapest $0.17)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Oct 70.160.17$0.175.9%17.2K0.115.7K
$781.00Oct 70.060.07$0.0714.3%16.1K0.0412.0K
$780.00Oct 70.100.11$0.119.1%26.7K0.0714.1K
$778.00Oct 70.290.30$0.303.3%15.9K0.174.3K
$777.00Oct 70.490.50$0.502.0%30.6K0.252.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Oct 70.050.06$0.0616.7%3.8K0.032.8K
$767.00Oct 70.100.11$0.119.1%12.7K0.052.5K
$769.00Oct 70.200.21$0.214.8%11.5K0.095.0K
$768.00Oct 70.140.15$0.156.7%16.3K0.073.7K
$770.00Oct 70.290.30$0.303.3%24.1K0.136.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 971 found (avg delta 0.84, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$635.00Oct 7139.51139.89$139.700.3%--1.0010
$645.00Oct 7129.51129.79$129.650.2%11.005
$650.00Oct 7124.51124.89$124.700.3%--1.0011
$620.00Oct 8154.00155.64$154.821.1%--1.0014
$660.00Oct 8113.84115.66$114.751.6%--1.0019
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$783.00Oct 78.288.52$8.402.9%3191.00951
$784.00Oct 79.389.39$9.390.1%4671.00278
$785.00Oct 710.3810.39$10.390.1%5491.00444
$786.00Oct 711.2611.50$11.382.1%641.0055
$787.00Oct 712.2612.50$12.381.9%181.006

Most actively traded options today. High liquidity = easy entry/exit. 1,721 active (total vol 944.1K, top 68.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$776.00Oct 70.810.82$0.821.2%41.5K0.363.3K
$777.00Oct 70.490.50$0.502.0%30.6K0.252.9K
$775.00Oct 71.241.25$1.250.8%29.8K0.473.4K
$780.00Oct 70.100.11$0.119.1%26.7K0.0714.1K
$779.00Oct 70.160.17$0.175.9%17.2K0.115.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Oct 71.621.63$1.630.6%68.3K0.5310.2K
$774.00Oct 71.171.18$1.170.9%58.0K0.428.3K
$773.00Oct 70.840.85$0.851.2%42.3K0.329.6K
$772.00Oct 70.590.60$0.601.7%40.2K0.248.4K
$770.00Oct 70.290.30$0.303.3%24.1K0.136.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 42.7%, max 52.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$771.00Oct 7Nov 2019.1%12.5%52.5%1.0K2.2K
$772.00Oct 7Nov 2018.4%12.4%48.5%3.1K3.1K
$773.00Oct 7Nov 2017.8%12.3%44.9%1.8K3.1K
$774.00Oct 7Nov 2017.3%12.2%41.7%8.6K2.8K
$775.00Oct 7Nov 2017.0%12.1%40.5%29.8K14.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$771.00Oct 7Nov 2019.1%12.5%52.5%20.9K7.4K
$772.00Oct 7Nov 2018.4%12.4%48.5%40.2K9.0K
$773.00Oct 7Nov 2017.8%12.3%44.9%42.4K10.8K
$774.00Oct 7Nov 2017.3%12.2%41.7%58.0K9.1K
$775.00Oct 7Nov 2017.0%12.1%40.5%68.9K20.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 814 found (best R:R 1.04, avg 4.36)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$724.00$725.00Oct 16$0.49$0.51$0.4998%1.04$724.49
$750.00$751.00Oct 16$0.48$0.52$0.4891%1.08$750.48
$729.00$730.00Oct 16$0.56$0.44$0.5697%0.79$729.56
$655.00$656.00Oct 30$0.58$0.42$0.5899%0.72$655.58
$704.00$705.00Oct 16$0.59$0.41$0.5999%0.69$704.59
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$780.00$775.00Oct 21$2.36$2.64$2.3661%1.12$777.64
$789.00$788.00Oct 16$0.48$0.52$0.4885%1.08$788.52
$775.00$770.00Oct 21$1.83$3.17$1.8350%1.73$773.17
$770.00$765.00Oct 21$1.31$3.69$1.3139%2.82$768.69
$765.00$760.00Oct 21$0.91$4.09$0.9129%4.49$764.09

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 618 found (best R:R 1.06, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$780.00Oct 21$2.57$2.57$2.4350%1.06$777.57
$780.00$785.00Oct 21$1.91$1.91$3.0961%0.62$781.91
$785.00$790.00Oct 21$1.28$1.28$3.7273%0.34$786.28
$800.00$805.00Nov 20$1.30$1.30$3.7075%0.35$801.30
$790.00$795.00Oct 21$0.76$0.76$4.2482%0.18$790.76
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$772.00$771.00Oct 7$0.18$0.18$0.8276%0.22$771.82
$773.00$772.00Oct 7$0.25$0.25$0.7568%0.33$772.75
$771.00$770.00Oct 7$0.12$0.12$0.8882%0.14$770.88
$768.00$767.00Oct 8$0.11$0.11$0.8984%0.12$767.89
$770.00$769.00Oct 8$0.17$0.17$0.8377%0.20$769.83

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.85, cheapest $0.80)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$773.00Oct 7Oct 8$0.9117.8%13.0%
$774.00Oct 7Oct 8$0.9417.3%12.6%
$775.00Oct 7Oct 8$0.9217.0%12.8%
$776.00Oct 7Oct 8$0.8516.6%12.5%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$773.00Oct 7Oct 8$0.8017.8%13.0%
$774.00Oct 7Oct 8$0.8417.3%12.6%
$775.00Oct 7Oct 8$0.8217.0%12.8%
$776.00Oct 7Oct 8$0.7616.6%12.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 862 found (cheapest 0.37% of stock, avg 3.60%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$775.00Oct 7$1.25$1.63$2.88$772.12$777.880.37%
$774.00Oct 7$1.81$1.17$2.98$771.02$776.980.38%
$776.00Oct 7$0.82$2.19$3.01$772.99$779.010.39%
$773.00Oct 7$2.47$0.85$3.32$769.68$776.320.43%
$777.00Oct 7$0.50$2.88$3.38$773.62$780.380.44%
$772.00Oct 7$3.23$0.60$3.83$768.17$775.830.49%
$778.00Oct 7$0.30$3.67$3.97$774.03$781.970.51%
$771.00Oct 7$4.05$0.42$4.47$766.53$775.470.58%
$775.00Oct 8$2.17$2.45$4.62$770.38$779.620.60%
$776.00Oct 8$1.67$2.95$4.62$771.38$780.620.60%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.06% of stock, avg 1.41%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$779.00$770.00Oct 7$0.17$0.30$0.47$769.53$779.47
$778.00$770.00Oct 7$0.30$0.30$0.60$769.40$778.60
$779.00$771.00Oct 7$0.17$0.42$0.59$770.41$779.59
$778.00$771.00Oct 7$0.30$0.42$0.72$770.28$778.72
$777.00$770.00Oct 7$0.50$0.30$0.80$769.20$777.80
$779.00$772.00Oct 7$0.17$0.60$0.77$771.23$779.77
$778.00$772.00Oct 7$0.30$0.60$0.90$771.10$778.90
$777.00$771.00Oct 7$0.50$0.42$0.92$770.08$777.92
$777.00$772.00Oct 7$0.50$0.60$1.10$770.90$778.10
$779.00$773.00Oct 7$0.17$0.85$1.02$771.98$780.02

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 415 found (best R:R 1.00, avg credit $0.50)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
752/753783/784Oct 23$0.50$0.5050%1.00$752.50$783.50
757/758781/782Oct 19$0.51$0.4948%1.04$757.49$781.51
755/756783/784Oct 23$0.52$0.4847%1.08$755.48$783.52
753/754783/784Oct 23$0.50$0.5049%1.00$753.50$783.50
758/759783/784Oct 23$0.55$0.4544%1.22$758.45$783.55
756/757781/782Oct 19$0.49$0.5149%0.96$756.51$781.49
757/758783/784Oct 19$0.45$0.5553%0.82$757.55$783.45
756/757783/784Oct 20$0.46$0.5452%0.85$756.54$783.46
754/755783/784Oct 23$0.50$0.5048%1.00$754.50$783.50
756/757783/784Oct 23$0.52$0.4846%1.08$756.48$783.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 280 found (best R:R 26.78, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Oct 15$0.18$4.8213%26.78
$750.00$755.00$760.00Oct 15$0.08$4.928%61.50
$771.00$772.00$773.00Oct 7$0.06$0.9415%15.67
$773.00$774.00$775.00Oct 7$0.10$0.9021%9.00
$720.00$725.00$730.00Nov 20$0.07$4.933%70.43
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$770.00$775.00$780.00Oct 21$0.53$4.4723%8.43
$765.00$770.00$775.00Oct 21$0.52$4.4821%8.62
$755.00$760.00$765.00Oct 21$0.27$4.7313%17.52
$750.00$755.00$760.00Oct 21$0.18$4.8210%26.78
$760.00$765.00$770.00Oct 21$0.40$4.6017%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. 1,038 found (best net $-5.03, 1,027 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$660.00$715.001:2Oct 8-$5.03$49.97
$710.00$736.001:2Oct 13-$13.45$12.55
$690.00$720.001:2Oct 12-$24.95$5.05
$785.00$790.001:2Oct 21-$0.23$4.77
$780.00$785.001:2Oct 21-$0.88$4.12
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$830.00$810.001:2Oct 16-$15.38$4.62
$801.00$791.001:2Oct 8-$6.29$3.71
$700.00$675.001:2Oct 20-$0.06$24.94
$675.00$650.001:2Oct 20-$0.04$24.96
$690.00$675.001:2Oct 13-$0.02$14.98

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 349 found (best yield 2.13%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$775.00Nov 20$16.520.510.0%2.13%2.17%4510.5K
$776.00Nov 20$15.940.490.2%2.06%2.23%2021.4K
$777.00Nov 20$15.350.480.3%1.98%2.28%31.2K
$778.00Nov 20$14.760.470.4%1.91%2.33%3716
$779.00Nov 20$14.190.470.6%1.83%2.39%--647
$780.00Nov 20$13.620.460.7%1.76%2.44%6413.0K
$781.00Nov 20$13.070.450.8%1.69%2.50%35471
$782.00Nov 20$12.540.440.9%1.62%2.56%2634
$783.00Nov 20$12.020.431.1%1.55%2.62%1389
$784.00Nov 20$11.510.421.2%1.49%2.69%4848

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 316,233
Total Puts 629,249
Put/Call Ratio 1.99
Net Difference -313,016

Prior's Put/Call Breakdown

Total Calls 503,901
Total Puts 418,414
Put/Call Ratio 0.83
Net Difference 85,487

Prior 7-Day Put/Call Summary

Total Calls 43,109,977
Total Puts 44,885,637
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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