Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$775.06 -0.52%
◀ 10/7 09:55 ▶

Option Volume

Detail
ℹ
Current (10/07 9:55am) 1,395,000
Calls: 492,067 (35%)
Puts: 902,933 (65%)
Prior (10/06) 1,444,053
Calls: 852,343 (59%)
Puts: 591,710 (41%)
Current vs Prior -3.40%
Calls: -42.27% (Calls)
Puts: +52.60% (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 -88.90%
Calls: -92.01%
Puts: -85.92%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/07 9:55am) $208.94M
Calls: $68.54M (33%)
Puts: $140.40M (67%)
Prior (10/06) $215.62M
Calls: $144.00M (67%)
Puts: $71.63M (33%)
Current vs Prior -3.10%
Calls: -52.40%
Puts: +96.01%
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 -86.27%
Calls: -91.82%
Puts: -79.46%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/07 9:55am) 1.83
Prior (10/06) 0.69
Current vs Prior +164.32%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg +76.61%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/07 9:55am) 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 0.42% | 0.64%0.42% | 0.81%0.81% | 1.51%1.39% | 3.87%
Prior 0.46% | 0.66%0.46% | 0.83%0.83% | 1.50%1.38% | 3.81%
Current vs Prior -9.59% | -3.01%-9.58% | -2.44%-2.44% | +0.95%+0.52% | +1.71%
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 -23.23% | -20.39%+13.18% | -6.97%-6.94% | -6.31%-30.68% | -8.02%
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 -9.59% | -3.01%-9.58% | -2.44%-2.44% | +0.95%+0.52% | +1.71%
Sentiment BULLISHBULLISHBULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.63% | 0.41%
Calls: 0.72% | 0.43%
Puts: 0.54% | 0.38%
Prior 1.12% | 1.17%
Calls: 1.13% | 1.13%
Puts: 1.11% | 1.22%
Current vs Prior -43.75% | -64.96%
Prior 7-Day Avg 1.06% | 0.91%
Calls: 1.20% | 1.02%
Puts: 0.92% | 0.81%
Current vs 7-Day Avg -40.57% | -55.02%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 67% put dollar volume ($140.40M). Extreme bearish P/C ratio of 1.83 - heavy put buying. P/C ratio rising 164% - 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 BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
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
09:55BEARISHBEARISHBEARISH
09:50BEARISHBEARISHBEARISH
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 2,252 of results (avg 2.4%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Oct 77.157.16$7.160.1%8630.951.6K
$769.00Oct 76.196.20$6.200.2%1.4K0.932.0K
$770.00Oct 75.255.26$5.260.2%1.2K0.901.6K
$700.00Nov 2080.6480.80$80.720.2%--0.925.7K
$645.00Oct 7129.88130.14$130.010.2%11.005
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$784.00Oct 78.968.97$8.970.1%1.0K1.00278
$782.00Oct 76.986.99$6.990.1%1.4K0.952.3K
$781.00Oct 76.006.01$6.010.2%1.7K0.955.1K
$780.00Oct 75.055.06$5.060.2%5.7K0.9310.2K
$780.00Nov 2014.9414.97$14.960.2%1.1K0.547.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 705 found (avg $0.36, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$781.00Oct 70.060.07$0.0714.3%19.8K0.0412.0K
$780.00Oct 70.110.12$0.128.3%39.7K0.0714.1K
$779.00Oct 70.190.20$0.205.0%24.9K0.125.7K
$778.00Oct 70.330.34$0.342.9%25.5K0.184.3K
$777.00Oct 70.550.56$0.561.8%44.7K0.272.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Oct 70.130.14$0.147.1%22.6K0.075.0K
$768.00Oct 70.090.10$0.1010.0%30.3K0.053.7K
$771.00Oct 70.270.28$0.283.6%31.2K0.146.1K
$770.00Oct 70.190.20$0.205.0%32.8K0.106.4K
$766.00Oct 70.050.06$0.0616.7%11.0K0.032.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,015 found (avg delta 0.84, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$635.00Oct 7139.81140.15$139.980.2%--1.0010
$645.00Oct 7129.88130.14$130.010.2%11.005
$650.00Oct 7124.81125.15$124.980.3%--1.0011
$660.00Oct 8114.09115.85$114.971.5%--1.0019
$625.00Oct 9149.41151.23$150.321.2%--1.0029
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$783.00Oct 77.908.00$7.951.3%4811.00951
$784.00Oct 78.968.97$8.970.1%1.0K1.00278
$785.00Oct 79.959.97$9.960.2%8771.00444
$786.00Oct 710.8710.99$10.931.1%661.0055
$787.00Oct 711.8812.12$12.002.0%191.006

Most actively traded options today. High liquidity = easy entry/exit. 1,938 active (total vol 1.4M, top 101.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$776.00Oct 70.900.91$0.911.1%62.7K0.383.3K
$775.00Oct 71.371.38$1.380.7%55.7K0.503.4K
$777.00Oct 70.550.56$0.561.8%44.7K0.272.9K
$780.00Oct 70.110.12$0.128.3%39.7K0.0714.1K
$778.00Oct 70.330.34$0.342.9%25.5K0.184.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 70.900.91$0.911.1%101.8K0.388.3K
$775.00Oct 71.301.31$1.310.8%87.7K0.5010.2K
$773.00Oct 70.610.62$0.621.6%75.2K0.289.6K
$772.00Oct 70.410.42$0.422.4%66.9K0.208.4K
$770.00Oct 70.190.20$0.205.0%32.8K0.106.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 36.0%, max 42.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$772.00Oct 7Nov 2017.6%12.3%42.9%5.3K3.1K
$773.00Oct 7Nov 2016.9%12.2%38.6%3.6K3.1K
$774.00Oct 7Nov 2016.4%12.1%35.1%20.0K2.8K
$778.00Oct 7Nov 2015.8%11.7%35.1%25.5K5.0K
$776.00Oct 7Nov 2015.9%11.9%33.7%62.9K4.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$772.00Oct 7Nov 2017.6%12.3%42.9%66.9K9.0K
$773.00Oct 7Nov 2016.9%12.2%38.6%75.2K10.8K
$774.00Oct 7Nov 2016.4%12.1%35.1%101.9K9.1K
$778.00Oct 7Nov 2015.8%11.7%35.1%10.0K9.5K
$776.00Oct 7Nov 2015.9%11.9%33.7%28.9K6.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 788 found (best R:R 2.45, avg 4.27)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$751.00$752.00Oct 16$0.29$0.71$0.2991%2.45$751.29
$726.00$727.00Oct 12$0.52$0.48$0.5299%0.92$726.52
$749.00$750.00Oct 13$0.57$0.43$0.5796%0.75$749.57
$749.00$750.00Oct 16$0.58$0.42$0.5892%0.72$749.58
$686.00$687.00Oct 30$0.66$0.34$0.6698%0.52$686.66
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$785.00$780.00Oct 21$2.97$2.03$2.9772%0.68$782.03
$783.00$782.00Oct 8$0.53$0.47$0.5393%0.89$782.47
$791.00$790.00Oct 16$0.54$0.46$0.5489%0.85$790.46
$775.00$770.00Oct 21$1.78$3.22$1.7850%1.81$773.22
$786.00$785.00Oct 12$0.61$0.39$0.6191%0.64$785.39

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 604 found (best R:R 0.63, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$780.00$785.00Oct 21$1.94$1.94$3.0661%0.63$781.94
$785.00$790.00Oct 21$1.30$1.30$3.7072%0.35$786.30
$800.00$805.00Nov 20$1.33$1.33$3.6775%0.36$801.33
$790.00$795.00Oct 21$0.77$0.77$4.2382%0.18$790.77
$805.00$810.00Nov 20$1.04$1.04$3.9680%0.26$806.04
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$772.00$771.00Oct 7$0.14$0.14$0.8680%0.16$771.86
$770.00$769.00Oct 8$0.16$0.16$0.8479%0.19$769.84
$773.00$772.00Oct 7$0.20$0.20$0.8072%0.25$772.80
$774.00$773.00Oct 7$0.29$0.29$0.7162%0.41$773.71
$775.00$774.00Oct 7$0.40$0.40$0.6050%0.67$774.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.86, cheapest $0.83)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$774.00Oct 7Oct 8$0.9416.4%12.2%
$775.00Oct 7Oct 8$0.9416.0%11.9%
$776.00Oct 7Oct 8$0.8815.9%12.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$774.00Oct 7Oct 8$0.8316.4%12.2%
$775.00Oct 7Oct 8$0.8216.0%11.9%
$776.00Oct 7Oct 8$0.7815.9%12.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 905 found (cheapest 0.35% of stock, avg 3.64%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$775.00Oct 7$1.38$1.31$2.69$772.31$777.690.35%
$776.00Oct 7$0.91$1.84$2.75$773.25$778.750.35%
$774.00Oct 7$1.97$0.91$2.88$771.12$776.880.37%
$777.00Oct 7$0.56$2.50$3.06$773.94$780.060.39%
$773.00Oct 7$2.68$0.62$3.30$769.70$776.300.43%
$778.00Oct 7$0.34$3.26$3.60$774.40$781.600.46%
$772.00Oct 7$3.48$0.42$3.90$768.10$775.900.50%
$779.00Oct 7$0.20$4.13$4.33$774.67$783.330.56%
$775.00Oct 8$2.32$2.13$4.45$770.55$779.450.57%
$776.00Oct 8$1.79$2.62$4.41$771.59$780.410.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.05% of stock, avg 1.37%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$780.00$771.00Oct 7$0.12$0.28$0.40$770.60$780.40
$779.00$771.00Oct 7$0.20$0.28$0.48$770.52$779.48
$780.00$772.00Oct 7$0.12$0.42$0.54$771.46$780.54
$778.00$771.00Oct 7$0.34$0.28$0.62$770.38$778.62
$779.00$772.00Oct 7$0.20$0.42$0.62$771.38$779.62
$778.00$772.00Oct 7$0.34$0.42$0.76$771.24$778.76
$777.00$771.00Oct 7$0.56$0.28$0.84$770.16$777.84
$780.00$773.00Oct 7$0.12$0.62$0.74$772.26$780.74
$779.00$773.00Oct 7$0.20$0.62$0.82$772.18$779.82
$778.00$773.00Oct 7$0.34$0.62$0.96$772.04$778.96

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 440 found (best R:R 0.96, avg credit $0.48)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
754/755784/785Oct 23$0.49$0.5150%0.96$754.51$784.49
754/755783/784Oct 23$0.51$0.4948%1.04$754.49$783.51
759/760781/782Oct 16$0.50$0.5048%1.00$759.50$781.50
756/757783/784Oct 19$0.44$0.5654%0.79$756.56$783.44
754/755785/786Oct 23$0.46$0.5452%0.85$754.54$785.46
756/757784/785Oct 23$0.50$0.5048%1.00$756.50$784.50
757/758784/785Oct 23$0.51$0.4947%1.04$757.49$784.51
755/756783/784Oct 20$0.45$0.5553%0.82$755.55$783.45
753/754784/785Oct 23$0.47$0.5351%0.89$753.53$784.47
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. 273 found (best R:R 34.71, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Oct 15$0.14$4.8612%34.71
$774.00$775.00$776.00Oct 8$0.06$0.9414%15.67
$774.00$775.00$776.00Oct 7$0.12$0.8823%7.33
$775.00$776.00$777.00Oct 7$0.12$0.8823%7.33
$774.00$775.00$776.00Oct 9$0.05$0.9511%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$775.00$780.00$785.00Oct 21$0.49$4.5122%9.20
$760.00$765.00$770.00Oct 21$0.38$4.6217%12.16
$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$0.19$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. 1,044 found (best net $-15.40, 1,035 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$690.00$725.001:2Oct 14-$15.40$19.60
$759.00$771.001:2Oct 20-$0.06$11.94
$660.00$700.001:2Oct 8-$34.99$5.01
$785.00$790.001:2Oct 21-$0.23$4.77
$780.00$785.001:2Oct 21-$0.89$4.11
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$810.00$794.001:2Oct 13-$3.14$12.86
$800.00$787.001:2Oct 20-$0.93$12.07
$830.00$810.001:2Oct 16-$14.89$5.11
$801.00$791.001:2Oct 8-$6.17$3.83
$700.00$675.001:2Oct 20-$0.05$24.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 334 found (best yield 2.08%, avg 0.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$776.00Nov 20$16.100.500.1%2.08%2.20%2031.4K
$777.00Nov 20$15.490.480.2%2.00%2.25%31.2K
$778.00Nov 20$14.900.470.4%1.92%2.30%4716
$779.00Nov 20$14.320.470.5%1.85%2.36%3647
$780.00Nov 20$13.760.460.6%1.78%2.41%14513.0K
$781.00Nov 20$13.200.450.8%1.70%2.47%35471
$782.00Nov 20$12.650.440.9%1.63%2.53%6634
$783.00Nov 20$12.120.431.0%1.56%2.59%21389
$784.00Nov 20$11.600.421.1%1.50%2.65%7848
$785.00Nov 20$11.100.411.3%1.43%2.71%1910.5K

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 492,067
Total Puts 902,933
Put/Call Ratio 1.83
Net Difference -410,866

Prior's Put/Call Breakdown

Total Calls 852,343
Total Puts 591,710
Put/Call Ratio 0.69
Net Difference 260,633

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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