Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$774.65 -0.57%
◀ 10/7 10:40 ▶

Option Volume

Detail
ℹ
Current (10/07 10:40am) 3,042,353
Calls: 1,167,303 (38%)
Puts: 1,875,050 (62%)
Prior (10/06) 3,871,277
Calls: 2,289,443 (59%)
Puts: 1,581,834 (41%)
Current vs Prior -21.41%
Calls: -49.01% (Calls)
Puts: +18.54% (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 -75.80%
Calls: -81.05%
Puts: -70.76%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/07 10:40am) $415.23M
Calls: $162.11M (39%)
Puts: $253.12M (61%)
Prior (10/06) $536.28M
Calls: $352.14M (66%)
Puts: $184.15M (34%)
Current vs Prior -22.57%
Calls: -53.96%
Puts: +37.46%
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 -72.72%
Calls: -80.66%
Puts: -62.97%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/07 10:40am) 1.61
Prior (10/06) 0.69
Current vs Prior +132.49%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg +54.60%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/07 10:40am) 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 -20.22% | -3.75%-20.22% | -2.87%-2.87% | +1.52%+1.04% | +2.17%
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 -32.25% | -20.99%-0.14% | -7.37%-7.34% | -5.78%-30.32% | -7.61%
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 -20.22% | -3.75%-20.22% | -2.87%-2.87% | +1.52%+1.04% | +2.17%
Sentiment BULLISHBULLISHBULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.71% | 0.41%
Calls: 0.66% | 0.38%
Puts: 0.76% | 0.44%
Prior 1.12% | 1.17%
Calls: 1.13% | 1.13%
Puts: 1.11% | 1.22%
Current vs Prior -36.61% | -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 -33.02% | -55.02%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 61% put dollar volume ($253.12M). Extreme bearish P/C ratio of 1.61 - heavy put buying. P/C ratio rising 132% - 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
10:40BEARISHBEARISHBEARISH
10:35BEARISHBEARISHBEARISH
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 2.3%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$786.00Nov 2010.4310.44$10.430.1%100.40955
$787.00Nov 209.969.97$9.970.1%100.38335
$767.00Oct 77.697.70$7.700.1%1.8K0.971.1K
$779.00Nov 2014.0914.11$14.100.1%50.47647
$775.00Oct 196.346.35$6.350.2%960.49214
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$790.00Oct 715.3515.36$15.360.1%5921.00--
$784.00Oct 79.369.37$9.360.1%1.5K1.00278
$779.00Nov 2014.6614.68$14.670.1%1880.53627
$772.00Nov 2011.8711.89$11.880.2%290.46555
$747.00Nov 205.815.82$5.820.2%10.24802

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 718 found (avg $0.36, cheapest $0.10)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Oct 70.090.10$0.1010.0%78.8K0.075.7K
$780.00Oct 70.050.06$0.0616.7%91.7K0.0414.1K
$778.00Oct 70.170.18$0.185.6%58.9K0.124.3K
$777.00Oct 70.320.33$0.333.0%100.2K0.202.9K
$776.00Oct 70.580.59$0.591.7%141.5K0.323.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Oct 70.120.13$0.137.7%77.1K0.096.4K
$769.00Oct 70.080.09$0.0911.1%98.7K0.065.0K
$771.00Oct 70.200.21$0.214.8%70.3K0.136.1K
$768.00Oct 70.060.07$0.0714.3%75.1K0.043.7K
$772.00Oct 70.320.33$0.333.0%124.0K0.208.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,119 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$635.00Oct 7139.45139.73$139.590.2%--1.0010
$645.00Oct 7129.50129.73$129.620.2%111.005
$650.00Oct 7124.48124.73$124.610.2%--1.0011
$620.00Oct 8153.64155.50$154.571.2%--1.0014
$655.00Oct 8118.64120.51$119.581.6%41.004
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$783.00Oct 78.308.49$8.402.3%5811.00951
$784.00Oct 79.369.37$9.360.1%1.5K1.00278
$785.00Oct 710.3510.37$10.360.2%1.3K1.00444
$786.00Oct 711.2811.46$11.371.6%1791.0055
$787.00Oct 712.2812.47$12.381.5%4381.006

Most actively traded options today. High liquidity = easy entry/exit. 2,264 active (total vol 3.0M, top 252.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Oct 70.970.98$0.981.0%186.8K0.453.4K
$776.00Oct 70.580.59$0.591.7%141.5K0.323.3K
$777.00Oct 70.320.33$0.333.0%100.2K0.202.9K
$780.00Oct 70.050.06$0.0616.7%91.7K0.0414.1K
$779.00Oct 70.090.10$0.1010.0%78.8K0.075.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 70.850.86$0.861.2%252.0K0.418.3K
$773.00Oct 70.530.54$0.541.9%164.7K0.299.6K
$775.00Oct 71.311.32$1.320.8%149.3K0.5510.2K
$772.00Oct 70.320.33$0.333.0%124.0K0.208.4K
$769.00Oct 70.080.09$0.0911.1%98.7K0.065.0K

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 23.9%, max 28.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$772.00Oct 7Nov 2015.8%12.3%28.3%13.1K3.1K
$773.00Oct 7Nov 2015.2%12.2%25.1%12.2K3.1K
$777.00Oct 7Nov 2014.4%11.7%22.7%100.2K4.1K
$774.00Oct 7Nov 2014.8%12.1%22.6%76.7K2.8K
$775.00Oct 7Nov 2014.6%12.0%22.3%187.1K14.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$772.00Oct 7Nov 2015.8%12.3%28.3%124.0K9.0K
$773.00Oct 7Nov 2015.2%12.2%25.1%164.7K10.8K
$777.00Oct 7Nov 2014.4%11.7%22.7%18.9K7.9K
$774.00Oct 7Nov 2014.8%12.1%22.6%252.0K9.1K
$775.00Oct 7Nov 2014.6%12.0%22.3%150.2K20.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 792 found (best R:R 0.89, avg 4.36)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$716.00$718.00Oct 16$1.06$0.94$1.0698%0.89$717.06
$751.00$752.00Oct 16$0.44$0.56$0.4491%1.27$751.44
$745.00$746.00Oct 23$0.44$0.56$0.4489%1.27$745.44
$737.00$739.00Nov 6$1.27$0.73$1.2786%0.57$738.27
$753.00$754.00Oct 16$0.50$0.50$0.5089%1.00$753.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$785.00$780.00Oct 21$3.08$1.92$3.0873%0.62$781.92
$775.00$770.00Oct 21$1.82$3.18$1.8251%1.75$773.18
$780.00$775.00Oct 21$2.48$2.52$2.4862%1.02$777.52
$770.00$765.00Oct 21$1.30$3.70$1.3039%2.85$768.70
$765.00$760.00Oct 21$0.90$4.10$0.9029%4.56$764.10

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 610 found (best R:R 1.06, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$780.00Oct 21$2.57$2.57$2.4351%1.06$777.57
$780.00$785.00Oct 21$1.90$1.90$3.1062%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$0.73$0.73$4.2783%0.17$790.73
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$773.00$772.00Oct 7$0.21$0.21$0.7971%0.27$772.79
$774.00$773.00Oct 7$0.32$0.32$0.6859%0.47$773.68
$770.00$769.00Oct 8$0.17$0.17$0.8378%0.20$769.83
$772.00$771.00Oct 7$0.12$0.12$0.8880%0.14$771.88
$768.00$767.00Oct 8$0.10$0.10$0.9086%0.11$767.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.00, cheapest $0.99)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$774.00Oct 7Oct 8$1.0914.8%12.0%
$776.00Oct 7Oct 8$0.9814.5%12.1%
$775.00Oct 7Oct 8$1.0714.6%12.3%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$774.00Oct 7Oct 8$0.9914.8%12.0%
$776.00Oct 7Oct 8$0.8914.5%12.1%
$775.00Oct 7Oct 8$0.9714.6%12.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 983 found (cheapest 0.30% of stock, avg 3.70%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$775.00Oct 7$0.98$1.32$2.30$772.70$777.300.30%
$774.00Oct 7$1.52$0.86$2.38$771.62$776.380.31%
$776.00Oct 7$0.59$1.92$2.51$773.49$778.510.32%
$773.00Oct 7$2.20$0.54$2.74$770.26$775.740.35%
$777.00Oct 7$0.33$2.68$3.01$773.99$780.010.39%
$772.00Oct 7$2.99$0.33$3.32$768.68$775.320.43%
$778.00Oct 7$0.18$3.53$3.71$774.29$781.710.48%
$771.00Oct 7$3.86$0.21$4.07$766.93$775.070.53%
$775.00Oct 8$2.05$2.29$4.34$770.66$779.340.56%
$776.00Oct 8$1.57$2.81$4.38$771.62$780.380.57%

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

Call KPut KExpiryCall$Put$TotalBE LowBE High
$779.00$770.00Oct 7$0.10$0.13$0.23$769.77$779.23
$778.00$770.00Oct 7$0.18$0.13$0.31$769.69$778.31
$779.00$771.00Oct 7$0.10$0.21$0.31$770.69$779.31
$778.00$771.00Oct 7$0.18$0.21$0.39$770.61$778.39
$777.00$770.00Oct 7$0.33$0.13$0.46$769.54$777.46
$779.00$772.00Oct 7$0.10$0.33$0.43$771.57$779.43
$777.00$771.00Oct 7$0.33$0.21$0.54$770.46$777.54
$778.00$772.00Oct 7$0.18$0.33$0.51$771.49$778.51
$777.00$772.00Oct 7$0.33$0.33$0.66$771.34$777.66
$779.00$773.00Oct 7$0.10$0.54$0.64$772.36$779.64

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 407 found (best R:R 0.92, avg credit $0.48)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
751/752783/784Oct 23$0.48$0.5251%0.92$751.52$783.48
756/757782/783Oct 19$0.46$0.5453%0.85$756.54$782.46
753/754783/784Oct 23$0.49$0.5150%0.96$753.51$783.49
757/758782/783Oct 19$0.47$0.5352%0.89$757.53$782.47
755/756782/783Oct 20$0.47$0.5352%0.89$755.53$782.47
756/757782/783Oct 20$0.48$0.5250%0.92$756.52$782.48
757/758782/783Oct 20$0.49$0.5149%0.96$757.51$782.49
751/752784/785Oct 23$0.45$0.5553%0.82$751.55$784.45
758/759782/783Oct 19$0.48$0.5250%0.92$758.52$782.48
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. 291 found (best R:R 24.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Oct 15$0.20$4.8013%24.00
$770.00$775.00$780.00Oct 21$0.58$4.4223%7.62
$720.00$725.00$730.00Nov 20$0.06$4.943%82.33
$772.00$773.00$774.00Oct 7$0.11$0.8922%8.09
$775.00$776.00$777.00Oct 7$0.13$0.8725%6.69
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Oct 21$0.52$4.4822%8.62
$755.00$760.00$765.00Oct 21$0.27$4.7313%17.52
$760.00$765.00$770.00Oct 21$0.40$4.6017%11.50
$745.00$750.00$755.00Oct 21$0.12$4.887%40.67
$750.00$755.00$760.00Oct 21$0.20$4.8010%24.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,066 found (best net $-5.58, 1,057 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$690.00$725.001:2Oct 14-$15.53$19.47
$762.00$771.001:2Oct 20-$2.37$6.63
$785.00$790.001:2Oct 21-$0.18$4.82
$780.00$785.001:2Oct 21-$0.78$4.22
$775.00$776.001:2Oct 7-$0.20$0.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$840.00$810.001:2Oct 13-$5.58$24.42
$800.00$787.001:2Oct 20-$1.04$11.96
$875.00$840.001:2Oct 13-$29.77$5.23
$830.00$810.001:2Oct 16-$16.13$3.87
$801.00$791.001:2Oct 8-$6.61$3.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 344 found (best yield 2.12%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$775.00Nov 20$16.460.510.1%2.12%2.17%30110.5K
$776.00Nov 20$15.840.490.2%2.04%2.22%2411.4K
$777.00Nov 20$15.240.480.3%1.97%2.27%51.2K
$778.00Nov 20$14.660.470.4%1.89%2.32%5716
$779.00Nov 20$14.090.470.6%1.82%2.38%5647
$780.00Nov 20$13.520.460.7%1.75%2.44%27613.0K
$781.00Nov 20$12.970.450.8%1.67%2.49%38471
$782.00Nov 20$12.440.440.9%1.61%2.55%21634
$783.00Nov 20$11.910.431.1%1.54%2.62%23389
$784.00Nov 20$11.400.421.2%1.47%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 1,167,303
Total Puts 1,875,050
Put/Call Ratio 1.61
Net Difference -707,747

Prior's Put/Call Breakdown

Total Calls 2,289,443
Total Puts 1,581,834
Put/Call Ratio 0.69
Net Difference 707,609

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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