Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$774.84 -0.55%
◀ 10/7 10:25 ▶

Option Volume

Detail
ℹ
Current (10/07 10:25am) 2,611,794
Calls: 992,851 (38%)
Puts: 1,618,943 (62%)
Prior (10/06) 3,068,063
Calls: 1,835,171 (60%)
Puts: 1,232,892 (40%)
Current vs Prior -14.87%
Calls: -45.90% (Calls)
Puts: +31.31% (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 -79.22%
Calls: -83.88%
Puts: -74.75%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/07 10:25am) $365.76M
Calls: $142.69M (39%)
Puts: $223.06M (61%)
Prior (10/06) $440.88M
Calls: $280.17M (64%)
Puts: $160.71M (36%)
Current vs Prior -17.04%
Calls: -49.07%
Puts: +38.80%
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 -75.97%
Calls: -82.98%
Puts: -67.37%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/07 10:25am) 1.63
Prior (10/06) 0.67
Current vs Prior +142.72%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg +56.94%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/07 10:25am) 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% | 0.63%0.38% | 0.81%0.81% | 1.52%1.40% | 3.90%
Prior 0.46% | 0.66%0.46% | 0.83%0.83% | 1.50%1.38% | 3.81%
Current vs Prior -17.43% | -3.77%-17.43% | -2.11%-2.11% | +1.76%+1.29% | +2.41%
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 -29.88% | -21.01%+3.35% | -6.65%-6.61% | -5.56%-30.14% | -7.39%
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 -17.43% | -3.77%-17.43% | -2.11%-2.11% | +1.76%+1.29% | +2.41%
Sentiment BULLISHBULLISHBULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.70% | 0.60%
Calls: 0.60% | 0.74%
Puts: 0.79% | 0.46%
Prior 1.12% | 1.17%
Calls: 1.13% | 1.13%
Puts: 1.11% | 1.22%
Current vs Prior -37.50% | -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 -33.96% | -34.17%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 61% put dollar volume ($223.06M). Extreme bearish P/C ratio of 1.63 - heavy put buying. P/C ratio rising 143% - 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
10:25BEARISHBEARISHBEARISH
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 2,320 of results (avg 2.5%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Oct 75.915.92$5.920.2%2.1K0.932.0K
$645.00Oct 7129.71129.93$129.820.2%111.005
$700.00Nov 2080.4580.59$80.520.2%30.925.7K
$635.00Oct 7139.65139.93$139.790.2%--1.0010
$720.00Oct 754.8254.93$54.880.2%--1.0018
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$910.00Oct 7135.07135.32$135.200.2%11.00--
$781.00Nov 2015.5115.54$15.520.2%220.55293
$780.00Nov 2015.0515.08$15.070.2%1.2K0.547.2K
$779.00Nov 2014.6014.63$14.620.2%1870.53627
$780.00Nov 1313.8913.92$13.910.2%370.55295

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 717 found (avg $0.36, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Oct 70.060.07$0.0714.3%76.0K0.0514.1K
$779.00Oct 70.110.12$0.128.3%61.5K0.085.7K
$778.00Oct 70.200.21$0.214.8%48.0K0.134.3K
$777.00Oct 70.380.39$0.392.6%85.5K0.222.9K
$776.00Oct 70.660.67$0.671.5%123.3K0.343.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Oct 70.080.09$0.0911.1%70.4K0.065.0K
$771.00Oct 70.200.21$0.214.8%60.4K0.136.1K
$770.00Oct 70.130.14$0.147.1%61.7K0.086.4K
$768.00Oct 70.060.07$0.0714.3%68.6K0.043.7K
$772.00Oct 70.330.34$0.342.9%112.0K0.198.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,096 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$635.00Oct 7139.65139.93$139.790.2%--1.0010
$645.00Oct 7129.71129.93$129.820.2%111.005
$650.00Oct 7124.65124.93$124.790.2%--1.0011
$670.00Oct 7104.65104.93$104.790.3%--1.0012
$675.00Oct 799.6599.93$99.790.3%--1.0021
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$786.00Oct 811.0011.49$11.254.4%121.00138
$787.00Oct 811.5013.10$12.3013.0%--1.00125
$788.00Oct 812.4814.09$13.2912.1%--1.0011
$790.00Oct 814.5016.11$15.3110.5%121.007
$791.00Oct 815.2517.11$16.1811.5%61.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,201 active (total vol 2.6M, top 204.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Oct 71.091.10$1.100.9%153.1K0.473.4K
$776.00Oct 70.660.67$0.671.5%123.3K0.343.3K
$777.00Oct 70.380.39$0.392.6%85.5K0.222.9K
$780.00Oct 70.060.07$0.0714.3%76.0K0.0514.1K
$774.00Oct 71.661.67$1.670.6%62.0K0.602.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 70.830.84$0.841.2%204.8K0.408.3K
$773.00Oct 70.530.54$0.541.9%141.9K0.289.6K
$775.00Oct 71.261.27$1.270.8%131.2K0.5310.2K
$772.00Oct 70.330.34$0.342.9%112.0K0.198.4K
$769.00Oct 70.080.09$0.0911.1%70.4K0.065.0K

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 25.1%, max 31.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$772.00Oct 7Nov 2016.2%12.3%31.3%11.3K3.1K
$773.00Oct 7Nov 2015.6%12.2%27.7%9.9K3.1K
$774.00Oct 7Nov 2015.1%12.1%24.4%62.0K2.8K
$775.00Oct 7Nov 2014.8%12.0%23.3%153.4K14.0K
$777.00Oct 7Nov 2014.4%11.8%22.3%85.5K4.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$772.00Oct 7Nov 2016.2%12.3%31.4%112.1K9.0K
$773.00Oct 7Nov 2015.6%12.2%27.7%142.0K10.8K
$774.00Oct 7Nov 2015.1%12.1%24.4%204.8K9.1K
$775.00Oct 7Nov 2014.8%12.0%23.4%132.1K20.5K
$777.00Oct 7Nov 2014.4%11.8%22.3%17.1K7.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 799 found (best R:R 2.45, avg 4.21)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$751.00$752.00Oct 16$0.29$0.71$0.2991%2.45$751.29
$737.00$739.00Nov 6$1.11$0.89$1.1186%0.80$738.11
$751.00$752.00Nov 20$0.21$0.79$0.2174%3.76$751.21
$720.00$721.00Oct 16$0.49$0.51$0.4998%1.04$720.49
$754.00$755.00Oct 12$0.56$0.44$0.5695%0.79$754.56
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$800.00$797.00Nov 6$1.80$1.20$1.8081%0.67$798.20
$785.00$780.00Oct 21$3.04$1.96$3.0473%0.64$781.96
$775.00$770.00Oct 21$1.80$3.20$1.8050%1.78$773.20
$780.00$775.00Oct 21$2.46$2.54$2.4662%1.03$777.54
$770.00$765.00Oct 21$1.28$3.72$1.2838%2.91$768.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 607 found (best R:R 1.08, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$780.00Oct 21$2.60$2.60$2.4050%1.08$777.60
$780.00$785.00Oct 21$1.91$1.91$3.0962%0.62$781.91
$785.00$790.00Oct 21$1.27$1.27$3.7373%0.34$786.27
$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$0.13$0.13$0.8781%0.15$771.87
$773.00$772.00Oct 7$0.20$0.20$0.8072%0.25$772.80
$774.00$773.00Oct 7$0.30$0.30$0.7060%0.43$773.70
$769.00$768.00Oct 8$0.12$0.12$0.8883%0.14$768.88
$774.00$773.00Oct 8$0.37$0.37$0.6356%0.59$773.63

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.96, cheapest $0.93)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$774.00Oct 7Oct 8$1.0415.1%12.0%
$775.00Oct 7Oct 8$1.0314.8%12.2%
$776.00Oct 7Oct 8$0.9614.4%12.0%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$774.00Oct 7Oct 8$0.9315.1%12.0%
$775.00Oct 7Oct 8$0.9214.8%12.2%
$776.00Oct 7Oct 8$0.8514.4%12.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 966 found (cheapest 0.31% of stock, avg 3.68%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$775.00Oct 7$1.10$1.27$2.37$772.63$777.370.31%
$774.00Oct 7$1.67$0.84$2.51$771.49$776.510.32%
$776.00Oct 7$0.67$1.84$2.51$773.49$778.510.32%
$773.00Oct 7$2.37$0.54$2.91$770.09$775.910.38%
$777.00Oct 7$0.39$2.55$2.94$774.06$779.940.38%
$772.00Oct 7$3.17$0.34$3.51$768.49$775.510.45%
$778.00Oct 7$0.21$3.38$3.59$774.41$781.590.46%
$771.00Oct 7$4.05$0.21$4.26$766.74$775.260.55%
$775.00Oct 8$2.13$2.19$4.32$770.68$779.320.56%
$776.00Oct 8$1.63$2.69$4.32$771.68$780.320.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.03% of stock, avg 1.37%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$779.00$770.00Oct 7$0.12$0.14$0.26$769.74$779.26
$779.00$771.00Oct 7$0.12$0.21$0.33$770.67$779.33
$778.00$771.00Oct 7$0.21$0.21$0.42$770.58$778.42
$778.00$770.00Oct 7$0.21$0.14$0.35$769.65$778.35
$779.00$772.00Oct 7$0.12$0.34$0.46$771.54$779.46
$778.00$772.00Oct 7$0.21$0.34$0.55$771.45$778.55
$777.00$770.00Oct 7$0.39$0.14$0.53$769.47$777.53
$777.00$771.00Oct 7$0.39$0.21$0.60$770.40$777.60
$777.00$772.00Oct 7$0.39$0.34$0.73$771.27$777.73
$779.00$773.00Oct 7$0.12$0.54$0.66$772.34$779.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 393 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
751/752784/785Oct 23$0.46$0.5453%0.85$751.54$784.46
751/752783/784Oct 23$0.48$0.5251%0.92$751.52$783.48
756/757783/784Oct 16$0.41$0.5958%0.69$756.59$783.41
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
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

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 307 found (best R:R 8.26, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$770.00$775.00$780.00Oct 21$0.54$4.4623%8.26
$755.00$760.00$765.00Oct 15$0.24$4.7613%19.83
$750.00$755.00$760.00Oct 15$0.14$4.868%34.71
$776.00$777.00$778.00Oct 8$0.06$0.9414%15.67
$774.00$775.00$776.00Oct 7$0.14$0.8627%6.14
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
$775.00$780.00$785.00Oct 21$0.58$4.4222%7.62

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,065 found (best net $-5.54, 1,056 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$690.00$725.001:2Oct 14-$15.56$19.44
$762.00$771.001:2Oct 20-$2.48$6.52
$785.00$790.001:2Oct 21-$0.20$4.80
$780.00$785.001:2Oct 21-$0.83$4.17
$775.00$776.001:2Oct 7-$0.24$0.76
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$840.00$810.001:2Oct 13-$5.54$24.46
$800.00$787.001:2Oct 20-$0.92$12.08
$875.00$840.001:2Oct 13-$29.75$5.25
$830.00$810.001:2Oct 16-$15.29$4.71
$801.00$791.001:2Oct 8-$6.07$3.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 345 found (best yield 2.14%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$775.00Nov 20$16.560.510.0%2.14%2.16%23810.5K
$776.00Nov 20$15.950.490.1%2.06%2.21%2391.4K
$777.00Nov 20$15.350.480.3%1.98%2.26%51.2K
$778.00Nov 20$14.760.470.4%1.90%2.31%5716
$779.00Nov 20$14.190.470.5%1.83%2.37%5647
$780.00Nov 20$13.620.460.7%1.76%2.42%25313.0K
$781.00Nov 20$13.070.450.8%1.69%2.48%37471
$782.00Nov 20$12.530.440.9%1.62%2.54%15634
$783.00Nov 20$12.000.431.1%1.55%2.60%23389
$784.00Nov 20$11.490.421.2%1.48%2.67%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 992,851
Total Puts 1,618,943
Put/Call Ratio 1.63
Net Difference -626,092

Prior's Put/Call Breakdown

Total Calls 1,835,171
Total Puts 1,232,892
Put/Call Ratio 0.67
Net Difference 602,279

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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