Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$775.92 -0.41%
◀ 10/7 11:40 ▶

Option Volume

Detail
ℹ
Current (10/07 11:40am) 5,049,933
Calls: 2,146,768 (43%)
Puts: 2,903,165 (57%)
Prior (10/06) 6,083,986
Calls: 3,606,554 (59%)
Puts: 2,477,432 (41%)
Current vs Prior -17.00%
Calls: -40.48% (Calls)
Puts: +17.18% (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 -59.83%
Calls: -65.14%
Puts: -54.72%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/07 11:40am) $618.99M
Calls: $373.74M (60%)
Puts: $245.25M (40%)
Prior (10/06) $915.22M
Calls: $711.31M (78%)
Puts: $203.91M (22%)
Current vs Prior -32.37%
Calls: -47.46%
Puts: +20.27%
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 -59.33%
Calls: -55.42%
Puts: -64.12%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/07 11:40am) 1.35
Prior (10/06) 0.69
Current vs Prior +96.87%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg +30.16%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/07 11:40am) 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 0.32% | 0.58%0.32% | 0.75%0.75% | 1.48%1.35% | 3.86%
Prior 0.46% | 0.66%0.46% | 0.83%0.83% | 1.50%1.38% | 3.81%
Current vs Prior -29.32% | -11.75%-29.31% | -8.80%-8.80% | -1.48%-2.39% | +1.53%
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 -39.98% | -27.56%-11.52% | -13.02%-12.99% | -8.57%-32.68% | -8.19%
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 -29.32% | -11.75%-29.31% | -8.80%-8.80% | -1.48%-2.39% | +1.53%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.82% | 0.46%
Calls: 0.67% | 0.40%
Puts: 0.98% | 0.51%
Prior 1.12% | 1.17%
Calls: 1.13% | 1.13%
Puts: 1.11% | 1.22%
Current vs Prior -26.79% | -60.68%
Prior 7-Day Avg 1.06% | 0.91%
Calls: 1.20% | 1.02%
Puts: 0.92% | 0.81%
Current vs 7-Day Avg -22.64% | -49.53%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 60% call dollar volume ($373.74M). Bearish P/C ratio of 1.35 indicates protective positioning. P/C ratio rising 97% - increased hedging/bearish positioning. Put-heavy open interest (7,072,624 puts vs 2,470,280 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
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
11:40BULLISHBEARISHBEARISH
11:35BULLISHBEARISHBEARISH
11:30BEARISHBEARISHBEARISH
11:25BEARISHBEARISHBEARISH
11:20BEARISHBEARISHBEARISH
11:15BEARISHBEARISHBEARISH
11:10BEARISHBEARISHBEARISH
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 2,374 of results (avg 2.5%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$635.00Oct 7140.78140.94$140.860.1%--1.0010
$768.00Oct 77.917.92$7.920.1%2.4K1.001.6K
$769.00Oct 76.916.92$6.920.1%3.2K1.002.0K
$781.00Nov 2013.5813.60$13.590.1%820.46471
$784.00Nov 2011.9611.98$11.970.2%250.43848
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$790.00Oct 714.1114.12$14.110.1%1.1K1.00--
$910.00Oct 7134.06134.27$134.170.2%21.00--
$778.00Oct 196.356.36$6.360.2%930.55131
$782.00Oct 76.146.15$6.150.2%2.7K0.972.3K
$777.00Oct 195.885.89$5.890.2%360.5316

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 728 found (avg $0.35, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Oct 70.080.09$0.0911.1%134.8K0.0714.1K
$779.00Oct 70.140.15$0.156.7%175.6K0.115.7K
$778.00Oct 70.280.29$0.293.4%123.3K0.194.3K
$777.00Oct 70.520.53$0.531.9%175.1K0.312.9K
$776.00Oct 70.920.93$0.931.1%275.9K0.463.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$771.00Oct 70.050.06$0.0616.7%144.7K0.056.1K
$772.00Oct 70.090.10$0.1010.0%228.3K0.088.4K
$773.00Oct 70.170.18$0.185.6%311.6K0.149.6K
$774.00Oct 70.320.33$0.333.0%418.6K0.248.3K
$775.00Oct 70.590.60$0.601.7%233.1K0.3710.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,179 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$635.00Oct 7140.78140.94$140.860.1%--1.0010
$645.00Oct 7130.73130.95$130.840.2%1271.005
$650.00Oct 7125.69125.95$125.820.2%--1.0011
$670.00Oct 7105.75105.94$105.850.2%--1.0012
$675.00Oct 7100.71100.95$100.830.2%--1.0021
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$789.00Oct 912.8414.24$13.5410.3%141.00443
$790.00Oct 913.4215.21$14.3212.5%481.0078
$791.00Oct 914.3516.18$15.2712.0%21.003
$792.00Oct 915.3517.16$16.2611.1%961.008
$793.00Oct 916.3518.25$17.3011.0%41.001

Most actively traded options today. High liquidity = easy entry/exit. 2,462 active (total vol 5.0M, top 418.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Oct 71.491.50$1.500.7%374.7K0.633.4K
$776.00Oct 70.920.93$0.931.1%275.9K0.463.3K
$779.00Oct 70.140.15$0.156.7%175.6K0.115.7K
$777.00Oct 70.520.53$0.531.9%175.1K0.312.9K
$774.00Oct 72.222.23$2.230.4%168.0K0.772.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 70.320.33$0.333.0%418.6K0.248.3K
$773.00Oct 70.170.18$0.185.6%311.6K0.149.6K
$775.00Oct 70.590.60$0.601.7%233.1K0.3710.2K
$772.00Oct 70.090.10$0.1010.0%228.3K0.088.4K
$771.00Oct 70.050.06$0.0616.7%144.7K0.056.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 17.2%, max 22.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$778.00Oct 7Nov 2014.3%11.7%22.4%123.4K5.0K
$777.00Oct 7Nov 2014.0%11.8%18.7%175.2K4.1K
$776.00Oct 7Nov 2013.8%11.9%15.8%276.2K4.7K
$774.00Oct 7Nov 2014.0%12.1%15.6%168.1K2.8K
$775.00Oct 7Nov 2013.6%12.0%13.5%375.7K14.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$778.00Oct 7Nov 2014.3%11.7%22.4%18.4K9.5K
$777.00Oct 7Nov 2014.0%11.8%18.7%29.1K7.9K
$776.00Oct 7Nov 2013.8%11.9%15.8%67.8K6.2K
$774.00Oct 7Nov 2014.0%12.1%15.6%418.7K9.1K
$775.00Oct 7Nov 2013.6%12.0%13.5%234.3K20.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 807 found (best R:R 0.69, avg 4.10)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$656.00$660.00Oct 30$2.37$1.63$2.37100%0.69$658.37
$712.00$713.00Oct 16$0.10$0.90$0.1099%9.00$712.10
$701.00$702.00Oct 16$0.14$0.86$0.1499%6.14$701.14
$715.00$716.00Oct 16$0.14$0.86$0.1498%6.14$715.14
$705.00$706.00Oct 16$0.16$0.84$0.1699%5.25$705.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$800.00$797.00Nov 6$1.49$1.51$1.4980%1.01$798.51
$787.00$786.00Oct 12$0.31$0.69$0.3192%2.23$786.69
$775.00$770.00Oct 21$1.66$3.34$1.6648%2.01$773.34
$785.00$780.00Oct 21$3.05$1.95$3.0571%0.64$781.95
$780.00$775.00Oct 21$2.40$2.60$2.4059%1.08$777.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 585 found (best R:R 0.69, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$780.00$785.00Oct 21$2.04$2.04$2.9659%0.69$782.04
$785.00$790.00Oct 21$1.35$1.35$3.6571%0.37$786.35
$800.00$805.00Nov 20$1.37$1.37$3.6374%0.38$801.37
$790.00$795.00Oct 21$0.80$0.80$4.2082%0.19$790.80
$805.00$810.00Nov 20$1.08$1.08$3.9279%0.28$806.08
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$774.00Oct 7$0.27$0.27$0.7363%0.37$774.73
$774.00$773.00Oct 7$0.15$0.15$0.8576%0.18$773.85
$771.00$770.00Oct 8$0.13$0.13$0.8781%0.15$770.87
$772.00$771.00Oct 8$0.17$0.17$0.8377%0.20$771.83
$775.00$774.00Oct 8$0.35$0.35$0.6557%0.54$774.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.95, cheapest $0.84)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$777.00Oct 7Oct 8$0.9414.0%11.1%
$775.00Oct 7Oct 8$1.0313.6%11.0%
$776.00Oct 7Oct 8$1.0113.8%11.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$777.00Oct 7Oct 8$0.8414.0%11.1%
$775.00Oct 7Oct 8$0.9413.6%11.0%
$776.00Oct 7Oct 8$0.9513.8%11.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,034 found (cheapest 0.25% of stock, avg 3.77%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$776.00Oct 7$0.93$1.02$1.95$774.05$777.950.25%
$775.00Oct 7$1.50$0.60$2.10$772.90$777.100.27%
$777.00Oct 7$0.53$1.63$2.16$774.84$779.160.28%
$774.00Oct 7$2.23$0.33$2.56$771.44$776.560.33%
$778.00Oct 7$0.29$2.38$2.67$775.33$780.670.34%
$773.00Oct 7$3.07$0.18$3.25$769.75$776.250.42%
$779.00Oct 7$0.15$3.26$3.41$775.59$782.410.44%
$776.00Oct 8$1.94$1.97$3.91$772.09$779.910.50%
$777.00Oct 8$1.47$2.47$3.94$773.06$780.940.51%
$775.00Oct 8$2.53$1.54$4.07$770.93$779.070.52%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 395 found (cheapest 0.02% of stock, avg 1.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$780.00$772.00Oct 7$0.09$0.10$0.19$771.81$780.19
$779.00$772.00Oct 7$0.15$0.10$0.25$771.75$779.25
$780.00$773.00Oct 7$0.09$0.18$0.27$772.73$780.27
$779.00$773.00Oct 7$0.15$0.18$0.33$772.67$779.33
$778.00$772.00Oct 7$0.29$0.10$0.39$771.61$778.39
$780.00$774.00Oct 7$0.09$0.33$0.42$773.58$780.42
$778.00$773.00Oct 7$0.29$0.18$0.47$772.53$778.47
$779.00$774.00Oct 7$0.15$0.33$0.48$773.52$779.48
$778.00$774.00Oct 7$0.29$0.33$0.62$773.38$778.62
$777.00$772.00Oct 7$0.53$0.10$0.63$771.37$777.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 376 found (best R:R 1.13, avg credit $0.49)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
759/760782/783Oct 20$0.53$0.4747%1.13$759.47$782.53
753/754784/785Oct 23$0.48$0.5251%0.92$753.52$784.48
757/758782/783Oct 19$0.48$0.5251%0.92$757.52$782.48
757/758782/783Oct 20$0.50$0.5049%1.00$757.50$782.50
757/758783/784Oct 19$0.45$0.5554%0.82$757.55$783.45
759/760784/785Oct 20$0.47$0.5352%0.89$759.53$784.47
755/756784/785Oct 23$0.49$0.5150%0.96$755.51$784.49
756/757784/785Oct 23$0.50$0.5048%1.00$756.50$784.50
753/754785/786Oct 23$0.45$0.5553%0.82$753.55$785.45
759/760784/785Oct 23$0.53$0.4745%1.13$759.47$784.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 313 found (best R:R 8.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$770.00$775.00$780.00Oct 21$0.53$4.4724%8.43
$765.00$767.00$769.00Oct 19$0.05$1.958%39.00
$774.00$775.00$776.00Oct 8$0.06$0.9416%15.67
$773.00$774.00$775.00Oct 7$0.11$0.8924%8.09
$774.00$775.00$776.00Oct 7$0.16$0.8430%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Oct 21$0.49$4.5121%9.20
$760.00$765.00$770.00Oct 21$0.37$4.6316%12.51
$750.00$755.00$760.00Oct 21$0.16$4.849%30.25
$755.00$760.00$765.00Oct 21$0.26$4.7412%18.23
$740.00$745.00$750.00Oct 21$0.07$4.934%70.43

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,070 found (best net $--, 1,062 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$745.00$760.001:2Oct 19-$4.82$10.18
$785.00$790.001:2Oct 21-$0.23$4.77
$780.00$785.001:2Oct 21-$0.89$4.11
$776.00$777.001:2Oct 7-$0.13$0.87
$775.00$776.001:2Oct 7-$0.36$0.64
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$800.00$787.001:2Oct 20$0.00$13.00
$875.00$840.001:2Oct 13-$29.18$5.82
$830.00$810.001:2Oct 16-$14.24$5.76
$801.00$791.001:2Oct 8-$5.25$4.75
$776.00$775.001:2Oct 7-$0.18$0.82

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 340 found (best yield 2.13%, avg 0.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$776.00Nov 20$16.510.510.0%2.13%2.14%3011.4K
$777.00Nov 20$15.910.490.1%2.05%2.19%471.2K
$778.00Nov 20$15.310.480.3%1.97%2.24%49716
$779.00Nov 20$14.720.470.4%1.90%2.29%6647
$780.00Nov 20$14.140.470.5%1.82%2.35%50513.0K
$781.00Nov 20$13.580.460.7%1.75%2.40%82471
$782.00Nov 20$13.020.450.8%1.68%2.46%49634
$783.00Nov 20$12.480.440.9%1.61%2.52%80389
$784.00Nov 20$11.960.431.0%1.54%2.58%25848
$785.00Nov 20$11.450.421.2%1.48%2.65%7810.5K

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 2,146,768
Total Puts 2,903,165
Put/Call Ratio 1.35
Net Difference -756,397

Prior's Put/Call Breakdown

Total Calls 3,606,554
Total Puts 2,477,432
Put/Call Ratio 0.69
Net Difference 1,129,122

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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