Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$774.70 -0.56%
◀ 10/7 10:20 ▶

Option Volume

Detail
ℹ
Current (10/07 10:20am) 2,399,734
Calls: 883,802 (37%)
Puts: 1,515,932 (63%)
Prior (10/06) 2,805,827
Calls: 1,699,013 (61%)
Puts: 1,106,814 (39%)
Current vs Prior -14.47%
Calls: -47.98% (Calls)
Puts: +36.96% (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 -80.91%
Calls: -85.65%
Puts: -76.36%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/07 10:20am) $346.37M
Calls: $126.42M (36%)
Puts: $219.94M (64%)
Prior (10/06) $415.96M
Calls: $274.13M (66%)
Puts: $141.83M (34%)
Current vs Prior -16.73%
Calls: -53.88%
Puts: +55.07%
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 -77.24%
Calls: -84.92%
Puts: -67.82%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/07 10:20am) 1.72
Prior (10/06) 0.65
Current vs Prior +163.30%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg +65.08%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/07 10:20am) 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 0.38% | 0.64%0.38% | 0.81%0.81% | 1.53%1.41% | 3.90%
Prior 0.46% | 0.66%0.46% | 0.83%0.83% | 1.50%1.38% | 3.81%
Current vs Prior -16.29% | -3.36%-16.28% | -1.62%-1.62% | +2.03%+1.78% | +2.47%
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 -28.92% | -20.67%+4.79% | -6.18%-6.15% | -5.31%-29.81% | -7.34%
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 -16.29% | -3.36%-16.28% | -1.62%-1.62% | +2.03%+1.78% | +2.47%
Sentiment BULLISHBULLISHBULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.68% | 0.41%
Calls: 0.62% | 0.38%
Puts: 0.74% | 0.44%
Prior 1.12% | 1.17%
Calls: 1.13% | 1.13%
Puts: 1.11% | 1.22%
Current vs Prior -39.29% | -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 -35.85% | -55.02%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 64% put dollar volume ($219.94M). Extreme bearish P/C ratio of 1.72 - heavy put buying. P/C ratio rising 163% - 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
10:20BEARISHBEARISHBEARISH
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 2,327 of results (avg 2.5%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$767.00Oct 77.767.77$7.770.1%1.4K0.951.1K
$645.00Oct 7129.61129.80$129.710.1%101.005
$768.00Oct 76.786.79$6.790.1%1.4K0.941.6K
$769.00Oct 75.815.82$5.820.2%2.0K0.932.0K
$700.00Nov 2080.3380.47$80.400.2%30.925.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$790.00Oct 715.2915.30$15.300.1%1511.00--
$785.00Oct 710.2910.30$10.300.1%1.2K0.99444
$784.00Oct 79.309.31$9.310.1%1.3K0.99278
$782.00Oct 77.317.32$7.320.1%1.9K0.972.3K
$781.00Oct 76.326.33$6.330.2%2.4K0.975.1K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 715 found (avg $0.36, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Oct 70.060.07$0.0714.3%60.6K0.0514.1K
$779.00Oct 70.110.12$0.128.3%55.3K0.085.7K
$778.00Oct 70.200.21$0.214.8%43.4K0.144.3K
$777.00Oct 70.360.37$0.372.7%70.6K0.222.9K
$776.00Oct 70.650.66$0.661.5%113.3K0.333.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Oct 70.150.16$0.166.3%53.0K0.106.4K
$769.00Oct 70.100.11$0.119.1%61.9K0.065.0K
$768.00Oct 70.070.08$0.0812.5%66.6K0.053.7K
$771.00Oct 70.240.25$0.254.0%51.0K0.146.1K
$767.00Oct 70.050.06$0.0616.7%29.8K0.032.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,095 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$635.00Oct 7139.54139.85$139.700.2%--1.0010
$645.00Oct 7129.61129.80$129.710.1%101.005
$650.00Oct 7124.54124.84$124.690.2%--1.0011
$670.00Oct 7104.54104.84$104.690.3%--1.0012
$675.00Oct 799.5299.80$99.660.3%--1.0021
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$786.00Oct 811.2212.10$11.667.5%11.00138
$787.00Oct 811.5013.38$12.4415.1%--1.00125
$788.00Oct 812.5914.46$13.5313.8%--1.0011
$790.00Oct 814.6416.26$15.4510.5%121.007
$791.00Oct 815.5517.26$16.4110.4%61.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,179 active (total vol 2.4M, top 187.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Oct 71.061.07$1.070.9%130.3K0.463.4K
$776.00Oct 70.650.66$0.661.5%113.3K0.333.3K
$777.00Oct 70.360.37$0.372.7%70.6K0.222.9K
$780.00Oct 70.060.07$0.0714.3%60.6K0.0514.1K
$779.00Oct 70.110.12$0.128.3%55.3K0.085.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 70.900.91$0.911.1%187.4K0.418.3K
$773.00Oct 70.590.60$0.601.7%130.8K0.299.6K
$775.00Oct 71.351.36$1.360.7%123.6K0.5410.2K
$772.00Oct 70.380.39$0.392.6%105.2K0.218.4K
$768.00Oct 70.070.08$0.0812.5%66.6K0.053.7K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 27.3%, max 33.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$772.00Oct 7Nov 2016.5%12.3%33.3%10.6K3.1K
$773.00Oct 7Nov 2015.8%12.2%29.4%9.0K3.1K
$774.00Oct 7Nov 2015.3%12.1%25.9%54.4K2.8K
$775.00Oct 7Nov 2015.0%12.0%25.2%130.5K14.0K
$777.00Oct 7Nov 2014.7%11.8%25.2%70.6K4.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$772.00Oct 7Nov 2016.5%12.3%33.4%105.2K9.0K
$773.00Oct 7Nov 2015.8%12.2%29.4%130.8K10.8K
$774.00Oct 7Nov 2015.3%12.1%25.9%187.4K9.1K
$775.00Oct 7Nov 2015.0%12.0%25.2%124.5K20.5K
$777.00Oct 7Nov 2014.7%11.8%25.2%16.0K7.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 808 found (best R:R 6.14, avg 4.13)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$759.00$760.00Nov 20$0.11$0.89$0.1167%8.09$759.11
$730.00$731.00Nov 6$0.34$0.66$0.3488%1.94$730.34
$701.00$702.00Oct 16$0.46$0.54$0.4699%1.17$701.46
$751.00$752.00Oct 16$0.39$0.61$0.3990%1.56$751.39
$731.00$732.00Nov 20$0.33$0.67$0.3384%2.03$731.33
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$791.00$790.00Oct 30$0.14$0.86$0.1475%6.14$790.86
$794.00$793.00Nov 6$0.14$0.86$0.1474%6.14$793.86
$795.00$794.00Nov 20$0.11$0.89$0.1170%8.09$794.89
$811.00$810.00Oct 9$0.54$0.46$0.54100%0.85$810.46
$780.00$775.00Oct 21$2.46$2.54$2.4662%1.03$777.54

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 605 found (best R:R 1.07, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$780.00Oct 21$2.59$2.59$2.4150%1.07$777.59
$780.00$785.00Oct 21$1.91$1.91$3.0962%0.62$781.91
$785.00$790.00Oct 21$1.25$1.25$3.7573%0.33$786.25
$800.00$805.00Nov 20$1.31$1.31$3.6975%0.36$801.31
$790.00$795.00Oct 21$0.75$0.75$4.2583%0.18$790.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$772.00$771.00Oct 7$0.14$0.14$0.8679%0.16$771.86
$773.00$772.00Oct 7$0.21$0.21$0.7970%0.27$772.79
$774.00$773.00Oct 7$0.31$0.31$0.6959%0.45$773.69
$770.00$769.00Oct 8$0.16$0.16$0.8478%0.19$769.84
$773.00$772.00Oct 8$0.31$0.31$0.6962%0.45$772.69

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.94, cheapest $0.92)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$774.00Oct 7Oct 8$1.0415.3%12.0%
$776.00Oct 7Oct 8$0.9414.8%12.0%
$775.00Oct 7Oct 8$1.0215.0%12.3%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$774.00Oct 7Oct 8$0.9215.3%12.0%
$776.00Oct 7Oct 8$0.8314.8%12.0%
$775.00Oct 7Oct 8$0.9015.0%12.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 963 found (cheapest 0.31% of stock, avg 3.67%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$775.00Oct 7$1.07$1.36$2.43$772.57$777.430.31%
$774.00Oct 7$1.62$0.91$2.53$771.47$776.530.33%
$776.00Oct 7$0.66$1.94$2.60$773.40$778.600.34%
$773.00Oct 7$2.30$0.60$2.90$770.10$775.900.37%
$777.00Oct 7$0.37$2.66$3.03$773.97$780.030.39%
$772.00Oct 7$3.10$0.39$3.49$768.51$775.490.45%
$778.00Oct 7$0.21$3.49$3.70$774.30$781.700.48%
$771.00Oct 7$3.96$0.25$4.21$766.79$775.210.54%
$775.00Oct 8$2.09$2.26$4.35$770.65$779.350.56%
$776.00Oct 8$1.60$2.77$4.37$771.63$780.370.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.04% of stock, avg 1.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$779.00$770.00Oct 7$0.12$0.16$0.28$769.72$779.28
$778.00$770.00Oct 7$0.21$0.16$0.37$769.63$778.37
$779.00$771.00Oct 7$0.12$0.25$0.37$770.63$779.37
$778.00$771.00Oct 7$0.21$0.25$0.46$770.54$778.46
$777.00$770.00Oct 7$0.37$0.16$0.53$769.47$777.53
$779.00$772.00Oct 7$0.12$0.39$0.51$771.49$779.51
$778.00$772.00Oct 7$0.21$0.39$0.60$771.40$778.60
$777.00$771.00Oct 7$0.37$0.25$0.62$770.38$777.62
$777.00$772.00Oct 7$0.37$0.39$0.76$771.24$777.76
$779.00$773.00Oct 7$0.12$0.60$0.72$772.28$779.72

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 387 found (best R:R 0.89, avg credit $0.49)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
756/757781/782Oct 16$0.47$0.5352%0.89$756.53$781.47
754/755782/783Oct 20$0.47$0.5352%0.89$754.53$782.47
760/761781/782Oct 19$0.54$0.4645%1.17$760.46$781.54
756/757781/782Oct 19$0.49$0.5150%0.96$756.51$781.49
757/758781/782Oct 19$0.50$0.5049%1.00$757.50$781.50
758/759781/782Oct 19$0.51$0.4948%1.04$758.49$781.51
754/755783/784Oct 20$0.44$0.5654%0.79$754.56$783.44
755/756784/785Oct 23$0.49$0.5150%0.96$755.51$784.49
760/761782/783Oct 19$0.51$0.4947%1.04$760.49$782.51
753/754784/785Oct 23$0.47$0.5351%0.89$753.53$784.47

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 293 found (best R:R 21.73, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Oct 15$0.22$4.7813%21.73
$750.00$755.00$760.00Oct 15$0.11$4.898%44.45
$770.00$775.00$780.00Oct 21$0.57$4.4323%7.77
$771.00$772.00$773.00Oct 7$0.06$0.9416%15.67
$775.00$776.00$777.00Oct 7$0.12$0.8824%7.33
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
$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
$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. 1,062 found (best net $-5.77, 1,053 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$690.00$725.001:2Oct 14-$15.52$19.48
$762.00$771.001:2Oct 20-$2.44$6.56
$785.00$790.001:2Oct 21-$0.22$4.78
$780.00$785.001:2Oct 21-$0.81$4.19
$776.00$777.001:2Oct 7-$0.08$0.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$840.00$810.001:2Oct 13-$5.77$24.23
$800.00$787.001:2Oct 20-$1.18$11.82
$830.00$810.001:2Oct 16-$14.87$5.13
$875.00$840.001:2Oct 13-$29.93$5.07
$801.00$791.001:2Oct 8-$6.30$3.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 347 found (best yield 2.13%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$775.00Nov 20$16.490.510.0%2.13%2.17%18610.5K
$776.00Nov 20$15.910.490.2%2.05%2.22%2351.4K
$777.00Nov 20$15.310.480.3%1.98%2.27%31.2K
$778.00Nov 20$14.720.470.4%1.90%2.33%5716
$779.00Nov 20$14.140.470.6%1.83%2.38%5647
$780.00Nov 20$13.580.460.7%1.75%2.44%25013.0K
$781.00Nov 20$13.030.450.8%1.68%2.50%37471
$782.00Nov 20$12.490.440.9%1.61%2.55%13634
$783.00Nov 20$11.960.431.1%1.54%2.62%23389
$784.00Nov 20$11.450.421.2%1.48%2.68%21848

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 883,802
Total Puts 1,515,932
Put/Call Ratio 1.72
Net Difference -632,130

Prior's Put/Call Breakdown

Total Calls 1,699,013
Total Puts 1,106,814
Put/Call Ratio 0.65
Net Difference 592,199

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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