Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$774.42 -0.60%
◀ 10/7 10:30 ▶

Option Volume

Detail
ℹ
Current (10/07 10:30am) 2,785,660
Calls: 1,060,383 (38%)
Puts: 1,725,277 (62%)
Prior (10/06) 3,316,546
Calls: 1,951,310 (59%)
Puts: 1,365,236 (41%)
Current vs Prior -16.01%
Calls: -45.66% (Calls)
Puts: +26.37% (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 -77.84%
Calls: -82.78%
Puts: -73.09%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/07 10:30am) $389.38M
Calls: $139.25M (36%)
Puts: $250.13M (64%)
Prior (10/06) $444.18M
Calls: $254.84M (57%)
Puts: $189.34M (43%)
Current vs Prior -12.34%
Calls: -45.36%
Puts: +32.11%
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 -74.41%
Calls: -83.39%
Puts: -63.41%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/07 10:30am) 1.63
Prior (10/06) 0.70
Current vs Prior +132.55%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg +56.60%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/07 10:30am) 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 0.37% | 0.63%0.37% | 0.80%0.80% | 1.52%1.40% | 3.89%
Prior 0.46% | 0.66%0.46% | 0.83%0.83% | 1.50%1.38% | 3.81%
Current vs Prior -18.51% | -3.92%-18.50% | -2.67%-2.67% | +1.72%+1.16% | +2.20%
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 -30.80% | -21.13%+2.02% | -7.19%-7.16% | -5.59%-30.23% | -7.58%
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 -18.51% | -3.92%-18.50% | -2.67%-2.67% | +1.72%+1.16% | +2.20%
Sentiment BULLISHBULLISHBULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.69% | 0.41%
Calls: 0.70% | 0.40%
Puts: 0.68% | 0.42%
Prior 1.12% | 1.17%
Calls: 1.13% | 1.13%
Puts: 1.11% | 1.22%
Current vs Prior -38.39% | -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 -34.91% | -55.02%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 64% put dollar volume ($250.13M). Extreme bearish P/C ratio of 1.63 - heavy put buying. P/C ratio rising 133% - 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
10:30BEARISHBEARISHBEARISH
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 2,344 of results (avg 2.4%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$777.00Nov 2015.1515.17$15.160.1%50.471.2K
$767.00Oct 77.487.49$7.490.1%1.6K0.961.1K
$780.00Nov 2013.4313.45$13.440.1%2760.4613.0K
$768.00Oct 76.506.51$6.510.2%1.5K0.951.6K
$769.00Oct 75.535.54$5.540.2%2.1K0.932.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$790.00Oct 715.5715.58$15.580.1%5811.00--
$780.00Nov 1314.1014.12$14.110.1%440.55295
$782.00Nov 2016.2016.23$16.220.2%70.5797
$785.00Oct 710.5710.59$10.580.2%1.3K1.00444
$780.00Nov 2015.2515.28$15.270.2%1.2K0.557.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 718 found (avg $0.36, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Oct 70.080.09$0.0911.1%66.8K0.065.7K
$780.00Oct 70.050.06$0.0616.7%81.5K0.0414.1K
$778.00Oct 70.160.17$0.175.9%52.6K0.114.3K
$777.00Oct 70.300.31$0.313.2%91.7K0.182.9K
$776.00Oct 70.540.55$0.551.8%131.0K0.283.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Oct 70.150.16$0.166.3%67.8K0.116.4K
$769.00Oct 70.100.11$0.119.1%83.7K0.075.0K
$771.00Oct 70.240.25$0.254.0%65.3K0.166.1K
$768.00Oct 70.070.08$0.0812.5%74.7K0.053.7K
$772.00Oct 70.390.40$0.402.5%117.3K0.238.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,104 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$635.00Oct 7139.23139.60$139.420.3%--1.0010
$645.00Oct 7129.23129.60$129.420.3%111.005
$650.00Oct 7124.23124.60$124.420.3%--1.0011
$620.00Oct 8153.62155.51$154.571.2%--1.0014
$655.00Oct 8118.63120.52$119.571.6%41.004
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$783.00Oct 78.518.72$8.622.4%5631.00951
$784.00Oct 79.579.59$9.580.2%1.4K1.00278
$785.00Oct 710.5710.59$10.580.2%1.3K1.00444
$786.00Oct 711.5011.71$11.611.8%1791.0055
$787.00Oct 712.5112.71$12.611.6%4381.006

Most actively traded options today. High liquidity = easy entry/exit. 2,217 active (total vol 2.8M, top 230.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Oct 70.900.91$0.911.1%167.2K0.413.4K
$776.00Oct 70.540.55$0.551.8%131.0K0.283.3K
$777.00Oct 70.300.31$0.313.2%91.7K0.182.9K
$780.00Oct 70.050.06$0.0616.7%81.5K0.0414.1K
$774.00Oct 71.421.43$1.420.7%67.3K0.542.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 70.980.99$0.991.0%230.6K0.468.3K
$773.00Oct 70.620.63$0.631.6%152.2K0.349.6K
$775.00Oct 71.471.48$1.480.7%139.8K0.5910.2K
$772.00Oct 70.390.40$0.402.5%117.3K0.238.4K
$769.00Oct 70.100.11$0.119.1%83.7K0.075.0K

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 26.3%, max 32.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$771.00Oct 7Nov 2016.4%12.4%32.2%5.1K2.2K
$772.00Oct 7Nov 2015.8%12.3%28.4%12.2K3.1K
$773.00Oct 7Nov 2015.3%12.2%25.5%10.5K3.1K
$777.00Oct 7Nov 2014.7%11.7%25.0%91.7K4.1K
$775.00Oct 7Nov 2014.9%12.0%24.7%167.5K14.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$771.00Oct 7Nov 2016.4%12.4%32.2%65.3K7.4K
$772.00Oct 7Nov 2015.8%12.3%28.4%117.3K9.0K
$773.00Oct 7Nov 2015.3%12.2%25.5%152.2K10.8K
$777.00Oct 7Nov 2014.7%11.7%25.0%18.0K7.9K
$775.00Oct 7Nov 2014.9%12.0%24.7%140.7K20.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 795 found (best R:R 4.56, avg 4.14)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$751.00$752.00Nov 20$0.18$0.82$0.1873%4.56$751.18
$744.00$745.00Nov 20$0.23$0.77$0.2378%3.35$744.23
$754.00$755.00Nov 20$0.18$0.82$0.1871%4.56$754.18
$745.00$746.00Oct 23$0.37$0.63$0.3789%1.70$745.37
$736.00$737.00Oct 30$0.38$0.62$0.3889%1.63$736.38
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$780.00$775.00Oct 21$2.42$2.58$2.4262%1.07$777.58
$775.00$770.00Oct 21$1.85$3.15$1.8552%1.70$773.15
$787.00$786.00Oct 14$0.56$0.44$0.5687%0.79$786.44
$770.00$765.00Oct 21$1.31$3.69$1.3140%2.82$768.69
$785.00$780.00Oct 21$3.22$1.78$3.2274%0.55$781.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 599 found (best R:R 1.03, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$780.00Oct 21$2.54$2.54$2.4652%1.03$777.54
$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$1.29$1.29$3.7176%0.35$801.29
$790.00$795.00Oct 21$0.72$0.72$4.2884%0.17$790.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$772.00$771.00Oct 7$0.15$0.15$0.8577%0.18$771.85
$774.00$773.00Oct 7$0.36$0.36$0.6454%0.56$773.64
$773.00$772.00Oct 7$0.23$0.23$0.7766%0.30$772.77
$770.00$769.00Oct 8$0.17$0.17$0.8377%0.20$769.83
$769.00$768.00Oct 8$0.13$0.13$0.8781%0.15$768.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.99, cheapest $0.93)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$773.00Oct 7Oct 8$1.0415.3%12.3%
$774.00Oct 7Oct 8$1.0714.9%12.0%
$775.00Oct 7Oct 8$1.0314.9%12.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$773.00Oct 7Oct 8$0.9315.3%12.3%
$774.00Oct 7Oct 8$0.9514.9%12.0%
$775.00Oct 7Oct 8$0.9214.9%12.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 971 found (cheapest 0.31% of stock, avg 3.69%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$774.00Oct 7$1.42$0.99$2.41$771.59$776.410.31%
$775.00Oct 7$0.91$1.48$2.39$772.61$777.390.31%
$776.00Oct 7$0.55$2.11$2.66$773.34$778.660.34%
$773.00Oct 7$2.07$0.63$2.70$770.30$775.700.35%
$777.00Oct 7$0.31$2.87$3.18$773.82$780.180.41%
$772.00Oct 7$2.84$0.40$3.24$768.76$775.240.42%
$778.00Oct 7$0.17$3.74$3.91$774.09$781.910.50%
$771.00Oct 7$3.69$0.25$3.94$767.06$774.940.51%
$775.00Oct 8$1.94$2.40$4.34$770.66$779.340.56%
$774.00Oct 8$2.49$1.94$4.43$769.57$778.430.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.03% of stock, avg 1.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$779.00$770.00Oct 7$0.09$0.16$0.25$769.75$779.25
$778.00$770.00Oct 7$0.17$0.16$0.33$769.67$778.33
$779.00$771.00Oct 7$0.09$0.25$0.34$770.66$779.34
$778.00$771.00Oct 7$0.17$0.25$0.42$770.58$778.42
$777.00$770.00Oct 7$0.31$0.16$0.47$769.53$777.47
$777.00$771.00Oct 7$0.31$0.25$0.56$770.44$777.56
$779.00$772.00Oct 7$0.09$0.40$0.49$771.51$779.49
$778.00$772.00Oct 7$0.17$0.40$0.57$771.43$778.57
$777.00$772.00Oct 7$0.31$0.40$0.71$771.29$777.71
$776.00$770.00Oct 7$0.55$0.16$0.71$769.29$776.71

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 421 found (best R:R 1.04, avg credit $0.49)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
755/756783/784Oct 23$0.51$0.4948%1.04$755.49$783.51
753/754783/784Oct 23$0.49$0.5150%0.96$753.51$783.49
755/756782/783Oct 23$0.53$0.4746%1.13$755.47$782.53
752/753783/784Oct 23$0.48$0.5251%0.92$752.52$783.48
753/754782/783Oct 23$0.51$0.4948%1.04$753.49$782.51
752/753782/783Oct 23$0.50$0.5049%1.00$752.50$782.50
758/759781/782Oct 15$0.44$0.5654%0.79$758.56$781.44
756/757781/782Oct 20$0.50$0.5048%1.00$756.50$781.50
760/761783/784Oct 23$0.56$0.4442%1.27$760.44$783.56
758/759780/781Oct 16$0.50$0.5048%1.00$758.50$780.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 277 found (best R:R 17.52, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Oct 15$0.27$4.7314%17.52
$770.00$775.00$780.00Oct 21$0.57$4.4323%7.77
$750.00$755.00$760.00Oct 15$0.20$4.809%24.00
$771.00$772.00$773.00Oct 7$0.08$0.9218%11.50
$772.00$773.00$774.00Oct 8$0.06$0.9413%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Oct 21$0.39$4.6117%11.82
$750.00$755.00$760.00Oct 21$0.18$4.8210%26.78
$770.00$775.00$780.00Oct 21$0.57$4.4323%7.77
$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. 1,067 found (best net $-5.82, 1,059 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$690.00$725.001:2Oct 14-$15.27$19.73
$762.00$771.001:2Oct 20-$2.29$6.71
$785.00$790.001:2Oct 21-$0.16$4.84
$780.00$785.001:2Oct 21-$0.77$4.23
$800.00$805.001:2Oct 21$0.00$5.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$840.00$810.001:2Oct 13-$5.82$24.18
$800.00$787.001:2Oct 20-$1.34$11.66
$875.00$840.001:2Oct 13-$29.94$5.06
$830.00$810.001:2Oct 16-$15.66$4.34
$801.00$791.001:2Oct 8-$6.65$3.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 341 found (best yield 2.11%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$775.00Nov 20$16.330.500.1%2.11%2.18%23910.5K
$776.00Nov 20$15.730.490.2%2.03%2.24%2411.4K
$777.00Nov 20$15.150.470.3%1.96%2.29%51.2K
$778.00Nov 20$14.560.460.5%1.88%2.34%5716
$779.00Nov 20$13.970.470.6%1.80%2.40%5647
$780.00Nov 20$13.430.460.7%1.73%2.45%27613.0K
$781.00Nov 20$12.870.440.8%1.66%2.51%38471
$782.00Nov 20$12.330.431.0%1.59%2.57%19634
$783.00Nov 20$11.810.421.1%1.53%2.63%23389
$784.00Nov 20$11.310.411.2%1.46%2.70%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 1,060,383
Total Puts 1,725,277
Put/Call Ratio 1.63
Net Difference -664,894

Prior's Put/Call Breakdown

Total Calls 1,951,310
Total Puts 1,365,236
Put/Call Ratio 0.70
Net Difference 586,074

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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