Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$774.31 -0.61%
◀ 10/7 11:00 ▶

Option Volume

Detail
ℹ
Current (10/07 11:00am) 3,759,866
Calls: 1,470,334 (39%)
Puts: 2,289,532 (61%)
Prior (10/06) 4,590,256
Calls: 2,733,964 (60%)
Puts: 1,856,292 (40%)
Current vs Prior -18.09%
Calls: -46.22% (Calls)
Puts: +23.34% (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 -70.09%
Calls: -76.13%
Puts: -64.29%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/07 11:00am) $494.82M
Calls: $190.03M (38%)
Puts: $304.79M (62%)
Prior (10/06) $648.36M
Calls: $467.64M (72%)
Puts: $180.72M (28%)
Current vs Prior -23.68%
Calls: -59.36%
Puts: +68.66%
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 -67.49%
Calls: -77.33%
Puts: -55.41%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/07 11:00am) 1.56
Prior (10/06) 0.68
Current vs Prior +129.34%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg +49.88%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/07 11:00am) 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 0.35% | 0.61%0.35% | 0.79%0.79% | 1.51%1.39% | 3.89%
Prior 0.46% | 0.66%0.46% | 0.83%0.83% | 1.50%1.38% | 3.81%
Current vs Prior -23.83% | -7.24%-23.83% | -4.38%-4.38% | +0.87%+0.33% | +2.11%
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 -35.33% | -23.86%-4.66% | -8.81%-8.78% | -6.38%-30.81% | -7.66%
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 -23.83% | -7.24%-23.83% | -4.38%-4.38% | +0.87%+0.33% | +2.11%
Sentiment BULLISHBULLISHBULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.74% | 0.64%
Calls: 0.79% | 0.43%
Puts: 0.69% | 0.84%
Prior 1.12% | 1.17%
Calls: 1.13% | 1.13%
Puts: 1.11% | 1.22%
Current vs Prior -33.93% | -45.30%
Prior 7-Day Avg 1.06% | 0.91%
Calls: 1.20% | 1.02%
Puts: 0.92% | 0.81%
Current vs 7-Day Avg -30.19% | -29.78%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 62% put dollar volume ($304.79M). Extreme bearish P/C ratio of 1.56 - heavy put buying. P/C ratio rising 129% - 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
11:00BEARISHBEARISHBEARISH
10:55BEARISHBEARISHBEARISH
10:50BEARISHBEARISHBEARISH
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 2,382 of results (avg 2.5%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Oct 714.3414.36$14.350.1%5461.00607
$775.00Oct 196.146.15$6.150.2%2740.48214
$793.00Nov 135.825.83$5.830.2%2550.29117
$794.00Nov 135.485.49$5.490.2%50.28255
$769.00Oct 75.425.43$5.430.2%2.5K0.942.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$790.00Oct 715.6615.68$15.670.1%8941.00--
$779.00Oct 74.734.74$4.740.2%13.7K0.9410.3K
$910.00Oct 7135.53135.84$135.690.2%21.00--
$765.00Nov 138.598.61$8.600.2%920.38190
$730.00Nov 203.843.85$3.850.3%1.3K0.1551.8K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 714 found (avg $0.36, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Oct 70.080.09$0.0911.1%102.0K0.065.7K
$778.00Oct 70.140.15$0.156.7%77.6K0.104.3K
$777.00Oct 70.250.26$0.263.8%118.5K0.172.9K
$776.00Oct 70.450.46$0.462.2%171.9K0.283.3K
$775.00Oct 70.780.79$0.791.3%240.4K0.413.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Oct 70.120.13$0.137.7%100.1K0.096.4K
$769.00Oct 70.080.09$0.0911.1%120.7K0.065.0K
$768.00Oct 70.050.06$0.0616.7%84.6K0.043.7K
$771.00Oct 70.210.22$0.224.5%93.6K0.136.1K
$772.00Oct 70.350.36$0.362.8%171.9K0.218.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,157 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$635.00Oct 7139.18139.48$139.330.2%--1.0010
$645.00Oct 7129.18129.48$129.330.2%121.005
$650.00Oct 7124.18124.47$124.330.2%--1.0011
$670.00Oct 7104.18104.47$104.330.3%--1.0012
$675.00Oct 799.1899.47$99.330.3%--1.0021
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$787.00Oct 912.4513.67$13.069.3%151.00317
$788.00Oct 913.4514.69$14.078.8%521.00214
$789.00Oct 914.4515.58$15.027.5%101.00443
$790.00Oct 915.4516.55$16.006.9%401.0078
$791.00Oct 915.9317.79$16.8611.0%21.003

Most actively traded options today. High liquidity = easy entry/exit. 2,375 active (total vol 3.8M, top 316.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Oct 70.780.79$0.791.3%240.4K0.413.4K
$776.00Oct 70.450.46$0.462.2%171.9K0.283.3K
$777.00Oct 70.250.26$0.263.8%118.5K0.172.9K
$774.00Oct 71.271.28$1.270.8%116.3K0.552.2K
$779.00Oct 70.080.09$0.0911.1%102.0K0.065.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 70.940.95$0.951.1%316.8K0.458.3K
$773.00Oct 70.570.58$0.571.8%234.4K0.319.6K
$772.00Oct 70.350.36$0.362.8%171.9K0.218.4K
$775.00Oct 71.441.45$1.440.7%169.4K0.5910.2K
$769.00Oct 70.080.09$0.0911.1%120.7K0.065.0K

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 22.7%, max 26.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$777.00Oct 7Nov 2014.9%11.7%26.6%118.6K4.1K
$772.00Oct 7Nov 2015.2%12.3%23.9%16.0K3.1K
$776.00Oct 7Nov 2014.6%11.8%23.4%172.2K4.7K
$775.00Oct 7Nov 2014.6%12.0%22.2%240.9K14.0K
$773.00Oct 7Nov 2014.8%12.2%21.3%21.3K3.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$777.00Oct 7Nov 2014.9%11.7%26.6%21.5K7.9K
$772.00Oct 7Nov 2015.2%12.3%23.9%171.9K9.0K
$776.00Oct 7Nov 2014.6%11.8%23.4%48.9K6.2K
$775.00Oct 7Nov 2014.6%12.0%22.1%170.5K20.5K
$773.00Oct 7Nov 2014.8%12.2%21.2%234.5K10.8K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 800 found (best R:R 1.63, avg 4.25)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$735.00$736.00Oct 23$0.38$0.62$0.3892%1.63$735.38
$736.00$737.00Oct 30$0.37$0.63$0.3789%1.70$736.37
$737.00$739.00Nov 6$1.19$0.81$1.1986%0.68$738.19
$749.00$750.00Oct 16$0.40$0.60$0.4092%1.50$749.40
$719.00$720.00Oct 16$0.47$0.53$0.4798%1.13$719.47
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$780.00$775.00Oct 21$2.45$2.55$2.4562%1.04$777.55
$793.00$792.00Oct 9$0.61$0.39$0.61100%0.64$792.39
$801.00$800.00Oct 12$0.61$0.39$0.61100%0.64$800.39
$775.00$770.00Oct 21$1.85$3.15$1.8552%1.70$773.15
$785.00$780.00Oct 21$3.18$1.82$3.1874%0.57$781.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 605 found (best R:R 1.04, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$780.00Oct 21$2.55$2.55$2.4552%1.04$777.55
$780.00$785.00Oct 21$1.85$1.85$3.1562%0.59$781.85
$785.00$790.00Oct 21$1.22$1.22$3.7874%0.32$786.22
$800.00$805.00Nov 20$1.29$1.29$3.7176%0.35$801.29
$805.00$810.00Nov 20$1.01$1.01$3.9980%0.25$806.01
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$774.00$773.00Oct 7$0.38$0.38$0.6255%0.61$773.62
$772.00$771.00Oct 7$0.14$0.14$0.8679%0.16$771.86
$773.00$772.00Oct 7$0.21$0.21$0.7969%0.27$772.79
$769.00$768.00Oct 8$0.13$0.13$0.8782%0.15$768.87
$770.00$769.00Oct 8$0.16$0.16$0.8478%0.19$769.84

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.00, cheapest $0.96)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$773.00Oct 7Oct 8$1.0414.8%11.9%
$774.00Oct 7Oct 8$1.0714.4%11.6%
$775.00Oct 7Oct 8$1.0314.6%11.9%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$773.00Oct 7Oct 8$0.9614.8%11.9%
$774.00Oct 7Oct 8$0.9714.4%11.6%
$775.00Oct 7Oct 8$0.9414.6%11.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,011 found (cheapest 0.29% of stock, avg 3.73%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$774.00Oct 7$1.27$0.95$2.22$771.78$776.220.29%
$775.00Oct 7$0.79$1.44$2.23$772.77$777.230.29%
$773.00Oct 7$1.92$0.57$2.49$770.51$775.490.32%
$776.00Oct 7$0.46$2.12$2.58$773.42$778.580.33%
$772.00Oct 7$2.69$0.36$3.05$768.95$775.050.39%
$777.00Oct 7$0.26$2.92$3.18$773.82$780.180.41%
$771.00Oct 7$3.55$0.22$3.77$767.23$774.770.49%
$778.00Oct 7$0.15$3.80$3.95$774.05$781.950.51%
$775.00Oct 8$1.82$2.38$4.20$770.80$779.200.54%
$774.00Oct 8$2.34$1.92$4.26$769.74$778.260.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.03% of stock, avg 1.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$779.00$770.00Oct 7$0.09$0.13$0.22$769.78$779.22
$778.00$770.00Oct 7$0.15$0.13$0.28$769.72$778.28
$779.00$771.00Oct 7$0.09$0.22$0.31$770.69$779.31
$778.00$771.00Oct 7$0.15$0.22$0.37$770.63$778.37
$777.00$770.00Oct 7$0.26$0.13$0.39$769.61$777.39
$777.00$771.00Oct 7$0.26$0.22$0.48$770.52$777.48
$779.00$772.00Oct 7$0.09$0.36$0.45$771.55$779.45
$778.00$772.00Oct 7$0.15$0.36$0.51$771.49$778.51
$777.00$772.00Oct 7$0.26$0.36$0.62$771.38$777.62
$776.00$770.00Oct 7$0.46$0.13$0.59$769.41$776.59

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 428 found (best R:R 0.92, avg credit $0.48)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
754/755781/782Oct 19$0.48$0.5252%0.92$754.52$781.48
750/751783/784Oct 23$0.48$0.5252%0.92$750.52$783.48
752/753783/784Oct 23$0.49$0.5151%0.96$752.51$783.49
754/755781/782Oct 20$0.49$0.5151%0.96$754.51$781.49
750/751784/785Oct 23$0.45$0.5555%0.82$750.55$784.45
756/757781/782Oct 19$0.49$0.5150%0.96$756.51$781.49
750/751782/783Oct 23$0.49$0.5150%0.96$750.51$782.49
758/759781/782Oct 19$0.51$0.4948%1.04$758.49$781.51
754/755782/783Oct 19$0.44$0.5655%0.79$754.56$782.44
754/755784/785Oct 19$0.39$0.6160%0.64$754.61$784.39

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 287 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$0.29$4.7113%16.24
$774.00$775.00$776.00Oct 8$0.06$0.9415%15.67
$750.00$755.00$760.00Oct 15$0.20$4.808%24.00
$772.00$773.00$774.00Oct 7$0.12$0.8824%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Oct 21$0.53$4.4722%8.43
$760.00$765.00$770.00Oct 21$0.40$4.6017%11.50
$755.00$760.00$765.00Oct 21$0.28$4.7213%16.86
$750.00$755.00$760.00Oct 21$0.19$4.8110%25.32
$770.00$775.00$780.00Oct 21$0.60$4.4023%7.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,056 found (best net $-14.98, 1,049 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$690.00$725.001:2Oct 14-$14.98$20.02
$745.00$760.001:2Oct 19-$3.41$11.59
$762.00$771.001:2Oct 20-$2.15$6.85
$785.00$790.001:2Oct 21-$0.11$4.89
$780.00$785.001:2Oct 21-$0.70$4.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$800.00$787.001:2Oct 20-$1.31$11.69
$830.00$810.001:2Oct 16-$15.66$4.34
$875.00$840.001:2Oct 13-$30.79$4.21
$801.00$791.001:2Oct 8-$6.74$3.26
$774.00$773.001:2Oct 7-$0.19$0.81

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 338 found (best yield 2.10%, avg 0.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$775.00Nov 20$16.280.500.1%2.10%2.19%48310.5K
$776.00Nov 20$15.670.490.2%2.02%2.24%2451.4K
$777.00Nov 20$15.070.480.3%1.95%2.29%461.2K
$778.00Nov 20$14.490.460.5%1.87%2.35%48716
$779.00Nov 20$13.910.470.6%1.80%2.40%6647
$780.00Nov 20$13.350.460.7%1.72%2.46%38513.0K
$781.00Nov 20$12.810.450.9%1.65%2.52%38471
$782.00Nov 20$12.270.431.0%1.58%2.58%22634
$783.00Nov 20$11.750.421.1%1.52%2.64%28389
$784.00Nov 20$11.240.411.2%1.45%2.70%22848

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 1,470,334
Total Puts 2,289,532
Put/Call Ratio 1.56
Net Difference -819,198

Prior's Put/Call Breakdown

Total Calls 2,733,964
Total Puts 1,856,292
Put/Call Ratio 0.68
Net Difference 877,672

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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