Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$774.13 -0.64%
◀ 10/7 11:05 ▶

Option Volume

Detail
ℹ
Current (10/07 11:05am) 3,910,804
Calls: 1,526,812 (39%)
Puts: 2,383,992 (61%)
Prior (10/06) 4,768,847
Calls: 2,843,197 (60%)
Puts: 1,925,650 (40%)
Current vs Prior -17.99%
Calls: -46.30% (Calls)
Puts: +23.80% (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 -68.89%
Calls: -75.21%
Puts: -62.82%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/07 11:05am) $521.30M
Calls: $194.23M (37%)
Puts: $327.06M (63%)
Prior (10/06) $675.50M
Calls: $492.03M (73%)
Puts: $183.46M (27%)
Current vs Prior -22.83%
Calls: -60.52%
Puts: +78.27%
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 -65.75%
Calls: -76.83%
Puts: -52.15%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/07 11:05am) 1.56
Prior (10/06) 0.68
Current vs Prior +130.54%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg +50.28%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/07 11:05am) 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 -23.25% | -6.44%-23.24% | -3.90%-3.90% | +0.90%+0.46% | +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 -34.83% | -23.20%-3.92% | -8.35%-8.32% | -6.36%-30.72% | -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 -23.25% | -6.44%-23.24% | -3.90%-3.90% | +0.90%+0.46% | +2.17%
Sentiment BULLISHBULLISHBULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.75% | 0.42%
Calls: 0.87% | 0.44%
Puts: 0.63% | 0.40%
Prior 1.12% | 1.17%
Calls: 1.13% | 1.13%
Puts: 1.11% | 1.22%
Current vs Prior -33.04% | -64.10%
Prior 7-Day Avg 1.06% | 0.91%
Calls: 1.20% | 1.02%
Puts: 0.92% | 0.81%
Current vs 7-Day Avg -29.25% | -53.92%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 63% put dollar volume ($327.06M). Extreme bearish P/C ratio of 1.56 - heavy put buying. P/C ratio rising 131% - 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
11:05BEARISHBEARISHBEARISH
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 2,395 of results (avg 2.3%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Oct 714.1414.15$14.150.1%5641.00607
$775.00Nov 2016.1916.21$16.200.1%4840.5010.5K
$776.00Nov 2015.5815.60$15.590.1%2450.481.4K
$778.00Nov 2014.4014.42$14.410.1%490.47716
$767.00Oct 77.177.18$7.180.1%2.0K0.951.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$790.00Oct 715.8715.88$15.880.1%9881.00--
$785.00Oct 710.8810.89$10.890.1%1.6K0.99444
$780.00Nov 2015.4015.42$15.410.1%1.2K0.557.2K
$910.00Oct 7135.77135.95$135.860.1%21.00--
$780.00Nov 1314.2514.27$14.260.1%1100.56295

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 708 found (avg $0.36, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Oct 70.060.07$0.0714.3%103.3K0.055.7K
$778.00Oct 70.120.13$0.137.7%79.9K0.084.3K
$777.00Oct 70.220.23$0.234.3%123.0K0.142.9K
$776.00Oct 70.390.40$0.402.5%177.8K0.233.3K
$775.00Oct 70.690.70$0.701.4%251.7K0.363.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$771.00Oct 70.220.23$0.234.3%97.2K0.166.1K
$770.00Oct 70.140.15$0.156.7%104.2K0.106.4K
$769.00Oct 70.090.10$0.1010.0%131.3K0.075.0K
$768.00Oct 70.060.07$0.0714.3%88.7K0.043.7K
$772.00Oct 70.380.39$0.392.6%178.0K0.248.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,163 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$635.00Oct 7138.93139.23$139.080.2%--1.0010
$645.00Oct 7129.01129.23$129.120.2%121.005
$650.00Oct 7123.93124.23$124.080.2%--1.0011
$670.00Oct 7103.93104.23$104.080.3%--1.0012
$675.00Oct 798.9199.23$99.070.3%--1.0021
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$785.00Oct 810.7410.91$10.831.6%241.00819
$786.00Oct 811.7311.96$11.851.9%221.00138
$787.00Oct 812.1913.80$13.0012.4%--1.00125
$788.00Oct 813.0214.60$13.8111.4%--1.0011
$790.00Oct 815.7416.10$15.922.3%451.007

Most actively traded options today. High liquidity = easy entry/exit. 2,393 active (total vol 3.9M, top 333.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Oct 70.690.70$0.701.4%251.7K0.363.4K
$776.00Oct 70.390.40$0.402.5%177.8K0.233.3K
$774.00Oct 71.151.16$1.150.9%125.5K0.502.2K
$777.00Oct 70.220.23$0.234.3%123.0K0.142.9K
$779.00Oct 70.060.07$0.0714.3%103.3K0.055.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 71.021.03$1.021.0%333.5K0.508.3K
$773.00Oct 70.630.64$0.641.6%248.6K0.369.6K
$772.00Oct 70.380.39$0.392.6%178.0K0.248.4K
$775.00Oct 71.571.58$1.580.6%173.7K0.6410.2K
$769.00Oct 70.090.10$0.1010.0%131.3K0.075.0K

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 22.9%, max 29.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$771.00Oct 7Nov 2016.1%12.4%29.8%8.6K2.2K
$772.00Oct 7Nov 2015.3%12.3%24.7%16.7K3.1K
$776.00Oct 7Nov 2014.5%11.8%22.4%178.1K4.7K
$775.00Oct 7Nov 2014.5%12.0%21.2%252.2K14.0K
$773.00Oct 7Nov 2014.7%12.2%20.7%23.6K3.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$771.00Oct 7Nov 2016.1%12.4%29.8%97.2K7.4K
$772.00Oct 7Nov 2015.3%12.3%24.7%178.1K9.0K
$776.00Oct 7Nov 2014.5%11.8%22.4%50.8K6.2K
$775.00Oct 7Nov 2014.5%12.0%21.2%174.7K20.5K
$773.00Oct 7Nov 2014.7%12.2%20.7%248.7K10.8K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 795 found (best R:R 1.30, avg 4.16)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$749.00$750.00Oct 16$0.41$0.59$0.4191%1.44$749.41
$751.00$752.00Oct 16$0.45$0.55$0.4590%1.22$751.45
$735.00$736.00Oct 23$0.58$0.42$0.5893%0.72$735.58
$719.00$720.00Oct 16$0.66$0.34$0.6698%0.52$719.66
$754.00$755.00Oct 12$0.65$0.35$0.6595%0.54$754.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$797.00$795.00Nov 20$0.87$1.13$0.8773%1.30$796.13
$792.00$791.00Oct 16$0.37$0.63$0.3792%1.70$791.63
$801.00$800.00Oct 9$0.55$0.45$0.55100%0.82$800.45
$801.00$800.00Oct 12$0.62$0.38$0.62100%0.61$800.38
$775.00$770.00Oct 21$1.86$3.14$1.8652%1.69$773.14

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 606 found (best R:R 1.02, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$780.00Oct 21$2.52$2.52$2.4852%1.02$777.52
$780.00$785.00Oct 21$1.83$1.83$3.1763%0.58$781.83
$785.00$790.00Oct 21$1.19$1.19$3.8175%0.31$786.19
$800.00$805.00Nov 20$1.28$1.28$3.7276%0.34$801.28
$805.00$810.00Nov 20$1.00$1.00$4.0081%0.25$806.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$772.00$771.00Oct 7$0.16$0.16$0.8476%0.19$771.84
$773.00$772.00Oct 7$0.25$0.25$0.7564%0.33$772.75
$768.00$767.00Oct 8$0.11$0.11$0.8984%0.12$767.89
$766.00$765.00Oct 9$0.11$0.11$0.8984%0.12$765.89
$760.00$759.00Oct 14$0.11$0.11$0.8985%0.12$759.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.02, cheapest $0.98)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$773.00Oct 7Oct 8$1.0914.7%12.0%
$774.00Oct 7Oct 8$1.1114.3%11.7%
$775.00Oct 7Oct 8$1.0414.5%12.0%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$773.00Oct 7Oct 8$0.9814.7%12.0%
$774.00Oct 7Oct 8$0.9914.3%11.7%
$775.00Oct 7Oct 8$0.9214.5%12.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,015 found (cheapest 0.28% of stock, avg 3.73%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$774.00Oct 7$1.15$1.02$2.17$771.83$776.170.28%
$775.00Oct 7$0.70$1.58$2.28$772.72$777.280.29%
$773.00Oct 7$1.77$0.64$2.41$770.59$775.410.31%
$776.00Oct 7$0.40$2.26$2.66$773.34$778.660.34%
$772.00Oct 7$2.51$0.39$2.90$769.10$774.900.37%
$777.00Oct 7$0.23$3.10$3.33$773.67$780.330.43%
$771.00Oct 7$3.36$0.23$3.59$767.41$774.590.46%
$778.00Oct 7$0.13$4.00$4.13$773.87$782.130.53%
$774.00Oct 8$2.26$2.01$4.27$769.73$778.270.55%
$775.00Oct 8$1.74$2.50$4.24$770.76$779.240.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.02% of stock, avg 1.37%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$779.00$769.00Oct 7$0.07$0.10$0.17$768.83$779.17
$778.00$769.00Oct 7$0.13$0.10$0.23$768.77$778.23
$779.00$770.00Oct 7$0.07$0.15$0.22$769.78$779.22
$778.00$770.00Oct 7$0.13$0.15$0.28$769.72$778.28
$777.00$769.00Oct 7$0.23$0.10$0.33$768.67$777.33
$779.00$771.00Oct 7$0.07$0.23$0.30$770.70$779.30
$777.00$770.00Oct 7$0.23$0.15$0.38$769.62$777.38
$778.00$771.00Oct 7$0.13$0.23$0.36$770.64$778.36
$777.00$771.00Oct 7$0.23$0.23$0.46$770.54$777.46
$776.00$769.00Oct 7$0.40$0.10$0.50$768.50$776.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 464 found (best R:R 0.96, avg credit $0.48)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
756/757780/781Oct 16$0.49$0.5151%0.96$756.51$780.49
746/747784/785Oct 30$0.52$0.4848%1.08$746.48$784.52
749/750784/785Oct 30$0.54$0.4646%1.17$749.46$784.54
745/746784/785Oct 30$0.51$0.4948%1.04$745.49$784.51
756/757780/781Oct 19$0.51$0.4948%1.04$756.49$780.51
759/760780/781Oct 16$0.52$0.4847%1.08$759.48$780.52
747/748784/785Oct 30$0.52$0.4847%1.08$747.48$784.52
759/760779/780Oct 14$0.48$0.5251%0.92$759.52$779.48
750/751784/785Oct 30$0.54$0.4645%1.17$750.46$784.54
756/757781/782Oct 19$0.48$0.5251%0.92$756.52$781.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 305 found (best R:R 8.62, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Oct 15$0.28$4.7214%16.86
$770.00$775.00$780.00Oct 21$0.60$4.4023%7.33
$772.00$773.00$774.00Oct 7$0.12$0.8826%7.33
$776.00$777.00$778.00Oct 7$0.07$0.9315%13.29
$772.00$773.00$774.00Oct 8$0.07$0.9314%13.29
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$0.40$4.6018%11.50
$750.00$755.00$760.00Oct 21$0.19$4.8110%25.32
$755.00$760.00$765.00Oct 21$0.29$4.7113%16.24
$745.00$750.00$755.00Oct 21$0.14$4.867%34.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,055 found (best net $-15.01, 1,048 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$690.00$725.001:2Oct 14-$15.01$19.99
$745.00$760.001:2Oct 19-$3.39$11.61
$762.00$771.001:2Oct 20-$2.11$6.89
$785.00$790.001:2Oct 21-$0.11$4.89
$780.00$785.001:2Oct 21-$0.66$4.34
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$800.00$787.001:2Oct 20-$1.42$11.58
$830.00$810.001:2Oct 16-$15.96$4.04
$875.00$840.001:2Oct 13-$31.00$4.00
$801.00$791.001:2Oct 8-$6.99$3.01
$774.00$773.001:2Oct 7-$0.26$0.74

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 334 found (best yield 2.09%, avg 0.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$775.00Nov 20$16.190.500.1%2.09%2.20%48410.5K
$776.00Nov 20$15.580.480.2%2.01%2.25%2451.4K
$777.00Nov 20$14.980.470.4%1.94%2.31%461.2K
$778.00Nov 20$14.400.470.5%1.86%2.36%49716
$779.00Nov 20$13.810.460.6%1.78%2.41%6647
$780.00Nov 20$13.260.450.8%1.71%2.47%38513.0K
$781.00Nov 20$12.710.440.9%1.64%2.53%38471
$782.00Nov 20$12.180.431.0%1.57%2.59%22634
$783.00Nov 20$11.670.421.1%1.51%2.65%30389
$784.00Nov 20$11.170.411.3%1.44%2.72%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 1,526,812
Total Puts 2,383,992
Put/Call Ratio 1.56
Net Difference -857,180

Prior's Put/Call Breakdown

Total Calls 2,843,197
Total Puts 1,925,650
Put/Call Ratio 0.68
Net Difference 917,547

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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