Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$773.81 -0.68%
◀ 10/7 10:45 ▶

Option Volume

Detail
ℹ
Current (10/07 10:45am) 3,206,003
Calls: 1,237,609 (39%)
Puts: 1,968,394 (61%)
Prior (10/06) 4,125,892
Calls: 2,470,631 (60%)
Puts: 1,655,261 (40%)
Current vs Prior -22.30%
Calls: -49.91% (Calls)
Puts: +18.92% (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 -74.50%
Calls: -79.90%
Puts: -69.30%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/07 10:45am) $459.73M
Calls: $148.28M (32%)
Puts: $311.44M (68%)
Prior (10/06) $582.07M
Calls: $400.95M (69%)
Puts: $181.12M (31%)
Current vs Prior -21.02%
Calls: -63.02%
Puts: +71.95%
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 -69.79%
Calls: -82.31%
Puts: -54.44%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/07 10:45am) 1.59
Prior (10/06) 0.67
Current vs Prior +137.39%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg +53.08%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/07 10:45am) 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% | 0.65%0.37% | 0.83%0.83% | 1.54%1.42% | 3.91%
Prior 0.46% | 0.66%0.46% | 0.83%0.83% | 1.50%1.38% | 3.81%
Current vs Prior -19.00% | -0.69%-19.00% | +0.22%+0.22% | +3.01%+2.83% | +2.72%
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 -31.22% | -18.48%+1.39% | -4.43%-4.40% | -4.40%-29.08% | -7.11%
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 -19.00% | -0.69%-19.00% | +0.22%+0.22% | +3.01%+2.83% | +2.72%
Sentiment BULLISHBULLISHBEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.71% | 0.40%
Calls: 0.61% | 0.36%
Puts: 0.81% | 0.44%
Prior 1.12% | 1.17%
Calls: 1.13% | 1.13%
Puts: 1.11% | 1.22%
Current vs Prior -36.61% | -65.81%
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% | -56.11%
Liquidity Excellent
+
Add Card

🤖 AI Insights

Moderately bearish flow with 68% put dollar volume ($311.44M). Extreme bearish P/C ratio of 1.59 - heavy put buying. P/C ratio rising 137% - 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
10:45BEARISHBEARISHBEARISH
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 2,366 of results (avg 2.4%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Nov 2016.0216.04$16.030.1%3880.4910.5K
$767.00Oct 76.896.90$6.900.1%1.9K0.961.1K
$645.00Oct 7128.81129.01$128.910.2%111.005
$700.00Nov 2079.5479.67$79.610.2%30.925.7K
$768.00Oct 75.925.93$5.930.2%1.6K0.951.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$790.00Oct 716.1616.17$16.170.1%6191.00--
$760.00Nov 208.598.60$8.590.1%6350.3421.1K
$782.00Oct 78.178.18$8.180.1%2.2K1.002.3K
$781.00Oct 77.187.19$7.190.1%3.0K0.955.1K
$775.00Nov 2013.3713.39$13.380.1%9950.5110.4K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 714 found (avg $0.36, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Oct 70.060.07$0.0714.3%82.0K0.055.7K
$778.00Oct 70.110.12$0.128.3%62.8K0.094.3K
$777.00Oct 70.200.21$0.214.8%104.8K0.142.9K
$776.00Oct 70.370.38$0.382.6%153.3K0.233.3K
$775.00Oct 70.650.66$0.661.5%202.8K0.353.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$767.00Oct 70.050.06$0.0616.7%35.1K0.042.5K
$770.00Oct 70.190.20$0.205.0%85.7K0.126.4K
$769.00Oct 70.120.13$0.137.7%102.4K0.075.0K
$771.00Oct 70.310.32$0.323.1%75.1K0.186.1K
$768.00Oct 70.080.09$0.0911.1%77.9K0.053.7K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,126 found (avg delta 0.85, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$635.00Oct 7138.81139.09$138.950.2%--1.0010
$645.00Oct 7128.81129.01$128.910.2%111.005
$650.00Oct 7123.81124.09$123.950.2%--1.0011
$620.00Oct 8153.22155.09$154.161.2%--1.0014
$655.00Oct 8118.24120.11$119.181.6%41.004
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$782.00Oct 78.178.18$8.180.1%2.2K1.002.3K
$783.00Oct 79.109.19$9.151.0%5841.00951
$784.00Oct 710.1610.18$10.170.2%1.5K1.00278
$785.00Oct 711.0311.21$11.121.6%1.3K1.00444
$786.00Oct 712.0312.20$12.111.4%1791.0055

Most actively traded options today. High liquidity = easy entry/exit. 2,293 active (total vol 3.2M, top 270.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Oct 70.650.66$0.661.5%202.8K0.353.4K
$776.00Oct 70.370.38$0.382.6%153.3K0.233.3K
$777.00Oct 70.200.21$0.214.8%104.8K0.142.9K
$780.00Oct 70.040.05$0.0520.0%94.6K0.0314.1K
$774.00Oct 71.081.09$1.090.9%84.0K0.492.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 71.231.24$1.230.8%270.7K0.518.3K
$773.00Oct 70.810.82$0.821.2%177.0K0.389.6K
$775.00Oct 71.811.82$1.820.5%155.1K0.6510.2K
$772.00Oct 70.510.52$0.521.9%129.6K0.278.4K
$769.00Oct 70.120.13$0.137.7%102.4K0.075.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 26.8%, max 31.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$771.00Oct 7Nov 2016.3%12.4%31.7%5.7K2.2K
$772.00Oct 7Nov 2015.7%12.3%28.3%13.8K3.1K
$774.00Oct 7Nov 2015.1%12.0%25.7%84.1K2.8K
$773.00Oct 7Nov 2015.3%12.1%25.6%13.2K3.1K
$776.00Oct 7Nov 2014.8%11.8%25.2%153.5K4.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$771.00Oct 7Nov 2016.3%12.4%31.7%75.1K7.4K
$772.00Oct 7Nov 2015.7%12.3%28.3%129.6K9.0K
$774.00Oct 7Nov 2015.1%12.0%25.8%270.8K9.1K
$773.00Oct 7Nov 2015.3%12.1%25.6%177.0K10.8K
$776.00Oct 7Nov 2014.8%11.8%25.2%45.2K6.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 838 found (best R:R 0.68, avg 4.25)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$740.00$743.00Nov 6$1.79$1.21$1.7984%0.68$741.79
$750.00$751.00Oct 16$0.24$0.76$0.2491%3.17$750.24
$709.00$710.00Oct 16$0.34$0.66$0.3498%1.94$709.34
$687.00$688.00Oct 30$0.37$0.63$0.3797%1.70$687.37
$709.00$710.00Oct 30$0.37$0.63$0.3795%1.70$709.37
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$780.00$775.00Oct 21$2.40$2.60$2.4064%1.08$777.60
$801.00$800.00Oct 12$0.60$0.40$0.60100%0.67$800.40
$791.00$790.00Oct 9$0.63$0.37$0.63100%0.59$790.37
$785.00$784.00Oct 13$0.51$0.49$0.5188%0.96$784.49
$781.00$780.00Oct 9$0.48$0.52$0.4885%1.08$780.52

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 621 found (best R:R 0.98, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$780.00Oct 21$2.47$2.47$2.5353%0.98$777.47
$780.00$785.00Oct 21$1.80$1.80$3.2064%0.56$781.80
$785.00$790.00Oct 21$1.17$1.17$3.8375%0.31$786.17
$800.00$805.00Nov 20$1.26$1.26$3.7476%0.34$801.26
$805.00$810.00Nov 20$0.98$0.98$4.0281%0.24$805.98
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$772.00$771.00Oct 7$0.20$0.20$0.8073%0.25$771.80
$773.00$772.00Oct 7$0.30$0.30$0.7062%0.43$772.70
$771.00$770.00Oct 7$0.12$0.12$0.8882%0.14$770.88
$770.00$769.00Oct 8$0.20$0.20$0.8074%0.25$769.80
$768.00$767.00Oct 8$0.12$0.12$0.8883%0.14$767.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.05, cheapest $1.03)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$774.00Oct 7Oct 8$1.1315.1%12.2%
$773.00Oct 7Oct 8$1.1415.3%12.5%
$775.00Oct 7Oct 8$1.0614.8%12.5%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$774.00Oct 7Oct 8$1.0315.1%12.2%
$773.00Oct 7Oct 8$1.0215.3%12.5%
$775.00Oct 7Oct 8$0.9414.8%12.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 988 found (cheapest 0.30% of stock, avg 3.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$774.00Oct 7$1.09$1.23$2.32$771.68$776.320.30%
$773.00Oct 7$1.65$0.82$2.47$770.53$775.470.32%
$775.00Oct 7$0.66$1.82$2.48$772.52$777.480.32%
$772.00Oct 7$2.36$0.52$2.88$769.12$774.880.37%
$776.00Oct 7$0.38$2.53$2.91$773.09$778.910.38%
$771.00Oct 7$3.17$0.32$3.49$767.51$774.490.45%
$777.00Oct 7$0.21$3.36$3.57$773.43$780.570.46%
$770.00Oct 7$4.05$0.20$4.25$765.75$774.250.55%
$778.00Oct 7$0.12$4.26$4.38$773.62$782.380.57%
$774.00Oct 8$2.22$2.26$4.48$769.52$778.480.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.03% of stock, avg 1.39%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$778.00$769.00Oct 7$0.12$0.13$0.25$768.75$778.25
$778.00$770.00Oct 7$0.12$0.20$0.32$769.68$778.32
$777.00$769.00Oct 7$0.21$0.13$0.34$768.66$777.34
$777.00$770.00Oct 7$0.21$0.20$0.41$769.59$777.41
$778.00$771.00Oct 7$0.12$0.32$0.44$770.56$778.44
$777.00$771.00Oct 7$0.21$0.32$0.53$770.47$777.53
$776.00$770.00Oct 7$0.38$0.20$0.58$769.42$776.58
$776.00$769.00Oct 7$0.38$0.13$0.51$768.49$776.51
$776.00$771.00Oct 7$0.38$0.32$0.70$770.30$776.70
$778.00$772.00Oct 7$0.12$0.52$0.64$771.36$778.64

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 399 found (best R:R 0.96, avg credit $0.49)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
753/754780/781Oct 19$0.49$0.5151%0.96$753.51$780.49
750/751782/783Oct 23$0.49$0.5151%0.96$750.51$782.49
753/754783/784Oct 19$0.41$0.5959%0.69$753.59$783.41
753/754782/783Oct 19$0.43$0.5756%0.75$753.57$782.43
753/754782/783Oct 20$0.45$0.5554%0.82$753.55$782.45
752/753782/783Oct 23$0.50$0.5049%1.00$752.50$782.50
756/757780/781Oct 16$0.48$0.5251%0.92$756.52$780.48
753/754781/782Oct 19$0.45$0.5554%0.82$753.55$781.45
753/754781/782Oct 20$0.47$0.5352%0.89$753.53$781.47
750/751783/784Oct 23$0.46$0.5453%0.85$750.54$783.46

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 304 found (best R:R 9.20, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Oct 15$0.16$4.849%30.25
$755.00$760.00$765.00Oct 15$0.30$4.7014%15.67
$773.00$774.00$775.00Oct 7$0.13$0.8727%6.69
$771.00$772.00$773.00Oct 7$0.10$0.9020%9.00
$770.00$771.00$772.00Oct 7$0.07$0.9315%13.29
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$770.00$775.00$780.00Oct 21$0.49$4.5123%9.20
$765.00$770.00$775.00Oct 21$0.53$4.4722%8.43
$750.00$755.00$760.00Oct 21$0.19$4.8110%25.32
$760.00$765.00$770.00Oct 21$0.41$4.5918%11.20
$755.00$760.00$765.00Oct 21$0.30$4.7014%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,061 found (best net $-5.77, 1,054 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$690.00$725.001:2Oct 14-$15.05$19.95
$762.00$771.001:2Oct 20-$2.02$6.98
$785.00$790.001:2Oct 21-$0.14$4.86
$780.00$785.001:2Oct 21-$0.68$4.32
$640.00$685.001:2Oct 14-$44.72$0.28
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$840.00$810.001:2Oct 13-$5.77$24.23
$800.00$787.001:2Oct 20-$1.82$11.18
$875.00$840.001:2Oct 13-$30.70$4.30
$830.00$810.001:2Oct 16-$16.01$3.99
$801.00$791.001:2Oct 8-$7.02$2.98

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 349 found (best yield 2.15%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$774.00Nov 20$16.600.510.0%2.15%2.17%82596
$775.00Nov 20$16.020.490.1%2.07%2.22%38810.5K
$776.00Nov 20$15.400.480.3%1.99%2.27%2411.4K
$777.00Nov 20$14.810.470.4%1.91%2.33%51.2K
$778.00Nov 20$14.240.470.5%1.84%2.38%5716
$779.00Nov 20$13.670.460.7%1.77%2.44%5647
$780.00Nov 20$13.120.450.8%1.70%2.50%29413.0K
$781.00Nov 20$12.580.440.9%1.63%2.55%38471
$782.00Nov 20$12.050.431.1%1.56%2.62%21634
$783.00Nov 20$11.530.421.2%1.49%2.68%23389

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 1,237,609
Total Puts 1,968,394
Put/Call Ratio 1.59
Net Difference -730,785

Prior's Put/Call Breakdown

Total Calls 2,470,631
Total Puts 1,655,261
Put/Call Ratio 0.67
Net Difference 815,370

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
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All