Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$774.35 -0.61%
◀ 10/7 10:15 ▶

Option Volume

Detail
ℹ
Current (10/07 10:15am) 2,195,346
Calls: 768,432 (35%)
Puts: 1,426,914 (65%)
Prior (10/06) 2,559,278
Calls: 1,563,376 (61%)
Puts: 995,902 (39%)
Current vs Prior -14.22%
Calls: -50.85% (Calls)
Puts: +43.28% (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 -82.54%
Calls: -87.52%
Puts: -77.75%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/07 10:15am) $327.66M
Calls: $101.53M (31%)
Puts: $226.13M (69%)
Prior (10/06) $389.67M
Calls: $275.05M (71%)
Puts: $114.62M (29%)
Current vs Prior -15.91%
Calls: -63.09%
Puts: +97.28%
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 -78.47%
Calls: -87.89%
Puts: -66.92%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/07 10:15am) 1.86
Prior (10/06) 0.64
Current vs Prior +191.50%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg +78.72%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/07 10:15am) 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 0.39% | 0.64%0.39% | 0.82%0.82% | 1.54%1.42% | 3.92%
Prior 0.46% | 0.66%0.46% | 0.83%0.83% | 1.50%1.38% | 3.81%
Current vs Prior -15.97% | -2.53%-15.97% | -1.26%-1.26% | +2.94%+2.48% | +2.99%
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 -28.65% | -19.99%+5.18% | -5.84%-5.80% | -4.47%-29.32% | -6.87%
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 -15.97% | -2.53%-15.97% | -1.26%-1.26% | +2.94%+2.48% | +2.99%
Sentiment BULLISHBULLISHBULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.67% | 0.60%
Calls: 0.70% | 0.81%
Puts: 0.64% | 0.40%
Prior 1.12% | 1.17%
Calls: 1.13% | 1.13%
Puts: 1.11% | 1.22%
Current vs Prior -40.18% | -48.72%
Prior 7-Day Avg 1.06% | 0.91%
Calls: 1.20% | 1.02%
Puts: 0.92% | 0.81%
Current vs 7-Day Avg -36.79% | -34.17%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 69% put dollar volume ($226.13M). Extreme bearish P/C ratio of 1.86 - heavy put buying. P/C ratio rising 192% - 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
10:15BEARISHBEARISHBEARISH
10:10BEARISHBEARISHBEARISH
10:05BEARISHBEARISHBEARISH
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 2,320 of results (avg 2.3%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$767.00Oct 77.417.42$7.420.1%1.3K0.941.1K
$768.00Oct 76.446.45$6.450.2%1.3K0.941.6K
$645.00Oct 7129.18129.39$129.290.2%71.005
$769.00Oct 75.485.49$5.490.2%1.8K0.912.0K
$635.00Oct 7139.12139.38$139.250.2%--1.0010
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$785.00Oct 710.6610.67$10.670.1%1.2K0.99444
$784.00Oct 79.669.67$9.660.1%1.3K0.99278
$782.00Oct 77.677.68$7.680.1%1.7K0.982.3K
$910.00Oct 7135.61135.81$135.710.1%11.00--
$781.00Oct 76.686.69$6.690.1%2.4K0.975.1K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 702 found (avg $0.36, cheapest $0.10)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Oct 70.090.10$0.1010.0%43.6K0.075.7K
$780.00Oct 70.050.06$0.0616.7%54.5K0.0414.1K
$778.00Oct 70.160.17$0.175.9%38.2K0.114.3K
$777.00Oct 70.300.31$0.313.2%63.9K0.182.9K
$776.00Oct 70.540.55$0.551.8%97.0K0.293.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Oct 70.200.21$0.214.8%48.7K0.126.4K
$768.00Oct 70.090.10$0.1010.0%65.2K0.063.7K
$769.00Oct 70.140.15$0.156.7%55.7K0.085.0K
$767.00Oct 70.070.08$0.0812.5%28.1K0.042.5K
$771.00Oct 70.310.32$0.323.1%45.6K0.176.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,080 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$635.00Oct 7139.12139.38$139.250.2%--1.0010
$645.00Oct 7129.18129.39$129.290.2%71.005
$650.00Oct 7124.10124.39$124.250.2%--1.0011
$670.00Oct 7104.11104.39$104.250.3%--1.0012
$675.00Oct 799.1299.39$99.260.3%--1.0021
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$786.00Oct 810.9612.10$11.539.9%11.00138
$787.00Oct 811.9013.37$12.6411.6%--1.00125
$788.00Oct 812.9414.50$13.7211.4%--1.0011
$790.00Oct 814.9316.21$15.578.2%121.007
$791.00Oct 815.9517.66$16.8110.2%61.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,139 active (total vol 2.2M, top 169.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Oct 70.910.92$0.921.1%105.0K0.413.4K
$776.00Oct 70.540.55$0.551.8%97.0K0.293.3K
$777.00Oct 70.300.31$0.313.2%63.9K0.182.9K
$780.00Oct 70.050.06$0.0616.7%54.5K0.0414.1K
$774.00Oct 71.421.43$1.420.7%46.3K0.542.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 71.071.08$1.080.9%169.6K0.468.3K
$773.00Oct 70.710.72$0.721.4%119.0K0.349.6K
$775.00Oct 71.561.57$1.570.6%117.6K0.5910.2K
$772.00Oct 70.470.48$0.482.1%96.0K0.248.4K
$768.00Oct 70.090.10$0.1010.0%65.2K0.063.7K

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 28.1%, max 36.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$771.00Oct 7Nov 2017.1%12.5%36.6%2.7K2.2K
$772.00Oct 7Nov 2016.4%12.4%32.6%8.9K3.1K
$773.00Oct 7Nov 2015.8%12.3%28.7%8.1K3.1K
$774.00Oct 7Nov 2015.3%12.2%25.4%46.3K2.8K
$775.00Oct 7Nov 2015.1%12.1%24.8%105.2K14.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$771.00Oct 7Nov 2017.1%12.5%36.6%45.6K7.4K
$772.00Oct 7Nov 2016.4%12.4%32.6%96.0K9.0K
$773.00Oct 7Nov 2015.8%12.3%28.7%119.0K10.8K
$774.00Oct 7Nov 2015.3%12.2%25.4%169.7K9.1K
$775.00Oct 7Nov 2015.1%12.1%24.8%118.5K20.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 818 found (best R:R 2.45, avg 4.16)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$655.00$656.00Oct 30$0.29$0.71$0.2999%2.45$655.29
$750.00$751.00Oct 9$0.45$0.55$0.4598%1.22$750.45
$709.00$710.00Oct 16$0.47$0.53$0.4798%1.13$709.47
$745.00$746.00Oct 16$0.43$0.57$0.4393%1.33$745.43
$755.00$756.00Oct 12$0.45$0.55$0.4594%1.22$755.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$788.00$787.00Oct 12$0.54$0.46$0.5494%0.85$787.46
$775.00$770.00Oct 21$1.85$3.15$1.8552%1.70$773.15
$783.00$782.00Oct 8$0.59$0.41$0.5994%0.69$782.41
$785.00$780.00Oct 21$3.13$1.87$3.1374%0.60$781.87
$780.00$775.00Oct 21$2.53$2.47$2.5362%0.98$777.47

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 616 found (best R:R 1.02, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$780.00Oct 21$2.53$2.53$2.4752%1.02$777.53
$780.00$785.00Oct 21$1.87$1.87$3.1362%0.60$781.87
$785.00$790.00Oct 21$1.24$1.24$3.7674%0.33$786.24
$800.00$805.00Nov 20$1.30$1.30$3.7075%0.35$801.30
$790.00$795.00Oct 21$0.73$0.73$4.2783%0.17$790.73
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$771.00$770.00Oct 7$0.11$0.11$0.8983%0.12$770.89
$772.00$771.00Oct 7$0.16$0.16$0.8476%0.19$771.84
$774.00$773.00Oct 7$0.36$0.36$0.6454%0.56$773.64
$768.00$767.00Oct 8$0.11$0.11$0.8984%0.12$767.89
$769.00$768.00Oct 8$0.14$0.14$0.8680%0.16$768.86

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.98, cheapest $0.91)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$773.00Oct 7Oct 8$1.0315.8%12.4%
$774.00Oct 7Oct 8$1.0615.3%12.1%
$775.00Oct 7Oct 8$1.0215.1%12.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$773.00Oct 7Oct 8$0.9115.8%12.4%
$774.00Oct 7Oct 8$0.9315.3%12.1%
$775.00Oct 7Oct 8$0.9115.1%12.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 950 found (cheapest 0.32% of stock, avg 3.66%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$774.00Oct 7$1.42$1.08$2.50$771.50$776.500.32%
$775.00Oct 7$0.92$1.57$2.49$772.51$777.490.32%
$773.00Oct 7$2.07$0.72$2.79$770.21$775.790.36%
$776.00Oct 7$0.55$2.20$2.75$773.25$778.750.36%
$777.00Oct 7$0.31$2.96$3.27$773.73$780.270.42%
$772.00Oct 7$2.83$0.48$3.31$768.69$775.310.43%
$771.00Oct 7$3.67$0.32$3.99$767.01$774.990.52%
$778.00Oct 7$0.17$3.82$3.99$774.01$781.990.52%
$775.00Oct 8$1.94$2.48$4.42$770.58$779.420.57%
$774.00Oct 8$2.48$2.01$4.49$769.51$778.490.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.04% of stock, avg 1.40%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$779.00$770.00Oct 7$0.10$0.21$0.31$769.69$779.31
$778.00$770.00Oct 7$0.17$0.21$0.38$769.62$778.38
$779.00$771.00Oct 7$0.10$0.32$0.42$770.58$779.42
$778.00$771.00Oct 7$0.17$0.32$0.49$770.51$778.49
$777.00$770.00Oct 7$0.31$0.21$0.52$769.48$777.52
$777.00$771.00Oct 7$0.31$0.32$0.63$770.37$777.63
$779.00$772.00Oct 7$0.10$0.48$0.58$771.42$779.58
$778.00$772.00Oct 7$0.17$0.48$0.65$771.35$778.65
$777.00$772.00Oct 7$0.31$0.48$0.79$771.21$777.79
$776.00$770.00Oct 7$0.55$0.21$0.76$769.24$776.76

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 423 found (best R:R 1.08, avg credit $0.49)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
753/754782/783Oct 23$0.52$0.4847%1.08$753.48$782.52
754/755781/782Oct 20$0.49$0.5150%0.96$754.51$781.49
755/756781/782Oct 20$0.50$0.5049%1.00$755.50$781.50
753/754783/784Oct 23$0.49$0.5150%0.96$753.51$783.49
753/754784/785Oct 23$0.47$0.5352%0.89$753.53$784.47
757/758781/782Oct 16$0.47$0.5351%0.89$757.53$781.47
755/756782/783Oct 19$0.45$0.5553%0.82$755.55$782.45
754/755782/783Oct 23$0.52$0.4846%1.08$754.48$782.52
756/757782/783Oct 23$0.54$0.4644%1.17$756.46$782.54
756/757782/783Oct 19$0.46$0.5452%0.85$756.54$782.46

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 277 found (best R:R 8.62, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Oct 15$0.30$4.7013%15.67
$771.00$772.00$773.00Oct 7$0.08$0.9217%11.50
$774.00$775.00$776.00Oct 7$0.13$0.8725%6.69
$772.00$773.00$774.00Oct 7$0.11$0.8922%8.09
$771.00$772.00$773.00Oct 8$0.06$0.9412%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Oct 21$0.52$4.4822%8.62
$760.00$765.00$770.00Oct 21$0.39$4.6117%11.82
$750.00$755.00$760.00Oct 21$0.19$4.8110%25.32
$755.00$760.00$765.00Oct 21$0.29$4.7113%16.24
$745.00$750.00$755.00Oct 21$0.13$4.877%37.46

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,051 found (best net $-6.31, 1,041 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$690.00$725.001:2Oct 14-$15.02$19.98
$762.00$771.001:2Oct 20-$2.34$6.66
$785.00$790.001:2Oct 21-$0.20$4.80
$780.00$785.001:2Oct 21-$0.81$4.19
$640.00$685.001:2Oct 14-$44.86$0.14
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$840.00$810.001:2Oct 13-$6.31$23.69
$800.00$787.001:2Oct 20-$1.54$11.46
$875.00$840.001:2Oct 13-$29.75$5.25
$830.00$810.001:2Oct 16-$16.05$3.95
$801.00$791.001:2Oct 8-$6.88$3.12

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 343 found (best yield 2.12%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$775.00Nov 20$16.410.500.1%2.12%2.20%15910.5K
$776.00Nov 20$15.800.490.2%2.04%2.25%2031.4K
$777.00Nov 20$15.210.470.3%1.96%2.31%31.2K
$778.00Nov 20$14.620.460.5%1.89%2.36%4716
$779.00Nov 20$14.050.470.6%1.81%2.41%4647
$780.00Nov 20$13.490.460.7%1.74%2.47%23113.0K
$781.00Nov 20$12.940.450.9%1.67%2.53%36471
$782.00Nov 20$12.410.431.0%1.60%2.59%13634
$783.00Nov 20$11.890.421.1%1.54%2.65%23389
$784.00Nov 20$11.380.411.2%1.47%2.72%19848

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 768,432
Total Puts 1,426,914
Put/Call Ratio 1.86
Net Difference -658,482

Prior's Put/Call Breakdown

Total Calls 1,563,376
Total Puts 995,902
Put/Call Ratio 0.64
Net Difference 567,474

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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