Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$774.64 -0.57%
◀ 10/7 10:00 ▶

Option Volume

Detail
ℹ
Current (10/07 10:00am) 1,639,061
Calls: 568,974 (35%)
Puts: 1,070,087 (65%)
Prior (10/06) 1,764,960
Calls: 1,065,700 (60%)
Puts: 699,260 (40%)
Current vs Prior -7.13%
Calls: -46.61% (Calls)
Puts: +53.03% (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 -86.96%
Calls: -90.76%
Puts: -83.31%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/07 10:00am) $237.22M
Calls: $76.06M (32%)
Puts: $161.16M (68%)
Prior (10/06) $274.39M
Calls: $192.99M (70%)
Puts: $81.40M (30%)
Current vs Prior -13.55%
Calls: -60.59%
Puts: +97.99%
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 -84.41%
Calls: -90.93%
Puts: -76.42%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/07 10:00am) 1.88
Prior (10/06) 0.66
Current vs Prior +186.63%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg +81.01%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/07 10:00am) 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 0.41% | 0.65%0.41% | 0.82%0.82% | 1.53%1.40% | 3.89%
Prior 0.46% | 0.66%0.46% | 0.83%0.83% | 1.50%1.38% | 3.81%
Current vs Prior -10.94% | -1.78%-10.95% | -0.68%-0.68% | +2.12%+1.60% | +2.30%
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 -24.38% | -19.38%+11.47% | -5.28%-5.25% | -5.22%-29.93% | -7.49%
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 -10.94% | -1.78%-10.95% | -0.68%-0.68% | +2.12%+1.60% | +2.30%
Sentiment BULLISHBULLISHBULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.64% | 0.40%
Calls: 0.59% | 0.37%
Puts: 0.68% | 0.43%
Prior 1.12% | 1.17%
Calls: 1.13% | 1.13%
Puts: 1.11% | 1.22%
Current vs Prior -42.86% | -65.81%
Prior 7-Day Avg 1.06% | 0.91%
Calls: 1.20% | 1.02%
Puts: 0.92% | 0.81%
Current vs 7-Day Avg -39.62% | -56.11%
Liquidity Excellent
+
Add Card

🤖 AI Insights

Moderately bearish flow with 68% put dollar volume ($161.16M). Extreme bearish P/C ratio of 1.88 - heavy put buying. P/C ratio rising 187% - 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
10:00BEARISHBEARISHBEARISH
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 2,266 of results (avg 2.4%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$767.00Oct 77.737.74$7.740.1%1.0K0.951.1K
$768.00Oct 76.756.76$6.760.1%1.1K0.941.6K
$769.00Oct 75.805.81$5.810.2%1.6K0.922.0K
$700.00Nov 2080.2680.42$80.340.2%--0.925.7K
$766.00Oct 89.099.11$9.100.2%210.90288
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$785.00Oct 710.3510.36$10.360.1%9350.99444
$910.00Oct 7135.18135.36$135.270.1%11.00--
$782.00Oct 77.377.38$7.380.1%1.4K0.972.3K
$781.00Oct 76.396.40$6.400.2%1.8K0.965.1K
$780.00Oct 75.425.43$5.430.2%6.0K0.9410.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 709 found (avg $0.36, cheapest $0.15)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Oct 70.140.15$0.156.7%33.0K0.105.7K
$780.00Oct 70.080.09$0.0911.1%45.5K0.0614.1K
$781.00Oct 70.050.06$0.0616.7%20.4K0.0412.0K
$778.00Oct 70.240.25$0.254.0%28.6K0.164.3K
$777.00Oct 70.420.43$0.432.3%50.3K0.242.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Oct 70.090.10$0.1010.0%39.9K0.053.7K
$767.00Oct 70.060.07$0.0714.3%23.2K0.042.5K
$769.00Oct 70.130.14$0.147.1%29.6K0.075.0K
$766.00Oct 70.050.06$0.0616.7%11.0K0.032.2K
$770.00Oct 70.200.21$0.214.8%37.0K0.106.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,031 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$635.00Oct 7139.64139.95$139.790.2%--1.0010
$645.00Oct 7129.64129.95$129.790.2%11.005
$650.00Oct 7124.64124.96$124.800.3%--1.0011
$670.00Oct 7104.64104.95$104.800.3%--1.0012
$675.00Oct 799.6499.93$99.790.3%--1.0021
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$786.00Oct 810.8511.97$11.419.8%--1.00138
$787.00Oct 811.8112.97$12.399.4%--1.00125
$788.00Oct 812.1614.05$13.1114.4%--1.0011
$790.00Oct 814.5015.76$15.138.3%111.007
$791.00Oct 815.2517.00$16.1310.8%51.00--

Most actively traded options today. High liquidity = easy entry/exit. 1,997 active (total vol 1.6M, top 115.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$776.00Oct 70.710.72$0.721.4%72.1K0.353.3K
$775.00Oct 71.131.14$1.130.9%64.7K0.483.4K
$777.00Oct 70.420.43$0.432.3%50.3K0.242.9K
$780.00Oct 70.080.09$0.0911.1%45.5K0.0614.1K
$779.00Oct 70.140.15$0.156.7%33.0K0.105.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 71.021.03$1.021.0%115.6K0.408.3K
$775.00Oct 71.471.48$1.480.7%95.4K0.5210.2K
$773.00Oct 70.690.70$0.701.4%84.4K0.309.6K
$772.00Oct 70.460.47$0.472.1%74.6K0.218.4K
$768.00Oct 70.090.10$0.1010.0%39.9K0.053.7K

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 34.8%, max 45.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$771.00Oct 7Nov 2018.0%12.4%45.2%1.6K2.2K
$772.00Oct 7Nov 2017.2%12.3%40.2%6.2K3.1K
$773.00Oct 7Nov 2016.5%12.2%35.8%4.6K3.1K
$774.00Oct 7Nov 2016.0%12.1%32.7%22.7K2.8K
$778.00Oct 7Nov 2015.4%11.6%32.4%28.7K5.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$771.00Oct 7Nov 2018.0%12.4%45.2%34.5K7.4K
$772.00Oct 7Nov 2017.2%12.3%40.2%74.6K9.0K
$773.00Oct 7Nov 2016.5%12.2%35.8%84.4K10.8K
$774.00Oct 7Nov 2016.0%12.1%32.7%115.6K9.1K
$778.00Oct 7Nov 2015.4%11.6%32.4%10.6K9.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 782 found (best R:R 1.22, avg 4.24)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$751.00$752.00Oct 16$0.45$0.55$0.4591%1.22$751.45
$746.00$747.00Oct 23$0.49$0.51$0.4989%1.04$746.49
$753.00$754.00Oct 16$0.54$0.46$0.5489%0.85$753.54
$749.00$750.00Oct 13$0.60$0.40$0.6094%0.67$749.60
$751.00$752.00Oct 13$0.65$0.35$0.6594%0.54$751.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$780.00$775.00Oct 21$2.33$2.67$2.3361%1.15$777.67
$775.00$770.00Oct 21$1.83$3.17$1.8350%1.73$773.17
$786.00$785.00Oct 12$0.61$0.39$0.6191%0.64$785.39
$770.00$765.00Oct 21$1.29$3.71$1.2938%2.88$768.71
$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. 606 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$1.90$1.90$3.1061%0.61$781.90
$785.00$790.00Oct 21$1.25$1.25$3.7573%0.33$786.25
$800.00$805.00Nov 20$1.30$1.30$3.7075%0.35$801.30
$790.00$795.00Oct 21$0.74$0.74$4.2683%0.17$790.74
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$771.00$770.00Oct 7$0.11$0.11$0.8985%0.12$770.89
$773.00$772.00Oct 7$0.23$0.23$0.7770%0.30$772.77
$772.00$771.00Oct 7$0.15$0.15$0.8579%0.18$771.85
$774.00$773.00Oct 7$0.32$0.32$0.6860%0.47$773.68
$769.00$768.00Oct 8$0.13$0.13$0.8782%0.15$768.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.89, cheapest $0.88)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$774.00Oct 7Oct 8$0.9816.0%12.2%
$775.00Oct 7Oct 8$0.9615.8%12.4%
$776.00Oct 7Oct 8$0.8915.4%12.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$774.00Oct 7Oct 8$0.8816.0%12.2%
$775.00Oct 7Oct 8$0.8515.8%12.4%
$776.00Oct 7Oct 8$0.7915.4%12.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 912 found (cheapest 0.34% of stock, avg 3.63%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$775.00Oct 7$1.13$1.48$2.61$772.39$777.610.34%
$774.00Oct 7$1.69$1.02$2.71$771.29$776.710.35%
$776.00Oct 7$0.72$2.05$2.77$773.23$778.770.36%
$773.00Oct 7$2.36$0.70$3.06$769.94$776.060.40%
$777.00Oct 7$0.43$2.76$3.19$773.81$780.190.41%
$772.00Oct 7$3.13$0.47$3.60$768.40$775.600.46%
$778.00Oct 7$0.25$3.59$3.84$774.16$781.840.50%
$771.00Oct 7$3.98$0.32$4.30$766.70$775.300.56%
$775.00Oct 8$2.09$2.33$4.42$770.58$779.420.57%
$776.00Oct 8$1.61$2.84$4.45$771.55$780.450.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.05% of stock, avg 1.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$779.00$770.00Oct 7$0.15$0.21$0.36$769.64$779.36
$779.00$771.00Oct 7$0.15$0.32$0.47$770.53$779.47
$778.00$770.00Oct 7$0.25$0.21$0.46$769.54$778.46
$778.00$771.00Oct 7$0.25$0.32$0.57$770.43$778.57
$779.00$772.00Oct 7$0.15$0.47$0.62$771.38$779.62
$777.00$770.00Oct 7$0.43$0.21$0.64$769.36$777.64
$778.00$772.00Oct 7$0.25$0.47$0.72$771.28$778.72
$777.00$771.00Oct 7$0.43$0.32$0.75$770.25$777.75
$777.00$772.00Oct 7$0.43$0.47$0.90$771.10$777.90
$779.00$773.00Oct 7$0.15$0.70$0.85$772.15$779.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 399 found (best R:R 0.89, avg credit $0.49)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
754/755782/783Oct 20$0.47$0.5352%0.89$754.53$782.47
754/755784/785Oct 23$0.48$0.5251%0.92$754.52$784.48
753/754784/785Oct 23$0.47$0.5352%0.89$753.53$784.47
754/755783/784Oct 23$0.50$0.5048%1.00$754.50$783.50
753/754783/784Oct 23$0.49$0.5149%0.96$753.51$783.49
757/758782/783Oct 16$0.44$0.5654%0.79$757.56$782.44
760/761780/781Oct 15$0.50$0.5048%1.00$760.50$780.50
754/755784/785Oct 20$0.41$0.5957%0.69$754.59$784.41
756/757783/784Oct 19$0.43$0.5755%0.75$756.57$783.43
756/757781/782Oct 19$0.48$0.5250%0.92$756.52$781.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 252 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$775.00$776.00$777.00Oct 8$0.06$0.9414%15.67
$773.00$774.00$775.00Oct 7$0.11$0.8923%8.09
$773.00$774.00$775.00Oct 8$0.06$0.9414%15.67
$775.00$776.00$777.00Oct 7$0.12$0.8823%7.33
$772.00$773.00$774.00Oct 8$0.06$0.9413%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$770.00$775.00$780.00Oct 21$0.50$4.5023%9.00
$760.00$765.00$770.00Oct 21$0.38$4.6217%12.16
$750.00$755.00$760.00Oct 21$0.18$4.829%26.78
$765.00$770.00$775.00Oct 21$0.54$4.4622%8.26
$755.00$760.00$765.00Oct 21$0.29$4.7113%16.24

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,056 found (best net $-25.39, 1,046 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$620.00$685.001:2Oct 14-$25.39$39.61
$690.00$725.001:2Oct 14-$15.54$19.46
$660.00$700.001:2Oct 8-$34.99$5.01
$765.00$775.001:2Oct 21-$0.23$9.77
$785.00$790.001:2Oct 21-$0.21$4.79
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$800.00$787.001:2Oct 20-$1.34$11.66
$830.00$810.001:2Oct 16-$15.25$4.75
$801.00$791.001:2Oct 8-$6.17$3.83
$700.00$675.001:2Oct 20-$0.05$24.95
$675.00$650.001:2Oct 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. 349 found (best yield 2.12%, avg 0.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$775.00Nov 20$16.450.510.1%2.12%2.17%14210.5K
$776.00Nov 20$15.850.490.2%2.05%2.22%2031.4K
$777.00Nov 20$15.260.480.3%1.97%2.27%31.2K
$778.00Nov 20$14.670.470.4%1.89%2.33%4716
$779.00Nov 20$14.090.470.6%1.82%2.38%3647
$780.00Nov 20$13.530.460.7%1.75%2.44%15613.0K
$781.00Nov 20$12.990.450.8%1.68%2.50%35471
$782.00Nov 20$12.440.440.9%1.61%2.56%6634
$783.00Nov 20$11.930.431.1%1.54%2.62%21389
$784.00Nov 20$11.420.421.2%1.47%2.68%7848

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 568,974
Total Puts 1,070,087
Put/Call Ratio 1.88
Net Difference -501,113

Prior's Put/Call Breakdown

Total Calls 1,065,700
Total Puts 699,260
Put/Call Ratio 0.66
Net Difference 366,440

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
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All