Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$775.95 -0.40%
◀ 10/7 11:45 ▶

Option Volume

Detail
ℹ
Current (10/07 11:45am) 5,211,220
Calls: 2,236,181 (43%)
Puts: 2,975,039 (57%)
Prior (10/06) 6,210,620
Calls: 3,676,417 (59%)
Puts: 2,534,203 (41%)
Current vs Prior -16.09%
Calls: -39.17% (Calls)
Puts: +17.40% (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 -58.55%
Calls: -63.69%
Puts: -53.60%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/07 11:45am) $634.18M
Calls: $387.45M (61%)
Puts: $246.73M (39%)
Prior (10/06) $870.40M
Calls: $653.88M (75%)
Puts: $216.52M (25%)
Current vs Prior -27.14%
Calls: -40.75%
Puts: +13.95%
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 -58.33%
Calls: -53.78%
Puts: -63.90%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/07 11:45am) 1.33
Prior (10/06) 0.69
Current vs Prior +93.01%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg +28.05%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/07 11:45am) 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 0.32% | 0.58%0.32% | 0.75%0.75% | 1.47%1.35% | 3.86%
Prior 0.46% | 0.66%0.46% | 0.83%0.83% | 1.50%1.38% | 3.81%
Current vs Prior -30.17% | -12.15%-30.16% | -9.27%-9.27% | -1.92%-2.68% | +1.46%
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 -40.70% | -27.88%-12.59% | -13.47%-13.44% | -8.97%-32.88% | -8.25%
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 -30.17% | -12.15%-30.16% | -9.27%-9.27% | -1.92%-2.68% | +1.46%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.84% | 0.66%
Calls: 0.67% | 0.79%
Puts: 1.01% | 0.52%
Prior 1.12% | 1.17%
Calls: 1.13% | 1.13%
Puts: 1.11% | 1.22%
Current vs Prior -25.00% | -43.59%
Prior 7-Day Avg 1.06% | 0.91%
Calls: 1.20% | 1.02%
Puts: 0.92% | 0.81%
Current vs 7-Day Avg -20.75% | -27.59%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($387.45M). Bearish P/C ratio of 1.33 indicates protective positioning. P/C ratio rising 93% - 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
11:45BULLISHBEARISHBEARISH
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 2,383 of results (avg 2.6%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Oct 715.9315.94$15.930.1%7101.00607
$768.00Oct 77.957.96$7.960.1%2.5K1.001.6K
$777.00Nov 1314.1014.12$14.110.1%850.49162
$769.00Oct 76.956.96$6.960.1%3.3K1.002.0K
$782.00Nov 2013.0213.04$13.030.2%490.45634
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$790.00Oct 714.0714.08$14.080.1%1.1K1.00--
$785.00Oct 79.089.09$9.090.1%1.7K0.99444
$778.00Oct 196.326.33$6.330.2%930.55131
$782.00Oct 76.106.11$6.110.2%2.7K0.972.3K
$777.00Oct 195.855.86$5.860.2%360.5316

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 732 found (avg $0.35, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Oct 70.080.09$0.0911.1%141.8K0.0714.1K
$779.00Oct 70.140.15$0.156.7%186.5K0.125.7K
$778.00Oct 70.270.28$0.283.6%128.6K0.204.3K
$777.00Oct 70.510.52$0.521.9%184.3K0.332.9K
$776.00Oct 70.910.92$0.921.1%296.4K0.493.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$771.00Oct 70.050.06$0.0616.7%146.3K0.056.1K
$772.00Oct 70.090.10$0.1010.0%238.4K0.088.4K
$773.00Oct 70.160.17$0.175.9%318.0K0.139.6K
$774.00Oct 70.300.31$0.313.2%426.4K0.228.3K
$775.00Oct 70.560.57$0.561.8%248.0K0.3510.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,182 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$635.00Oct 7140.74141.07$140.910.2%--1.0010
$645.00Oct 7130.72131.08$130.900.3%1281.005
$650.00Oct 7125.64126.07$125.850.3%--1.0011
$670.00Oct 7105.64106.07$105.850.4%--1.0012
$675.00Oct 7100.64101.07$100.850.4%--1.0021
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$789.00Oct 912.8414.22$13.5310.2%141.00443
$790.00Oct 913.4215.21$14.3212.5%481.0078
$791.00Oct 914.3516.18$15.2712.0%21.003
$792.00Oct 915.3416.38$15.866.6%1091.008
$793.00Oct 916.2518.24$17.2411.5%61.001

Most actively traded options today. High liquidity = easy entry/exit. 2,471 active (total vol 5.2M, top 426.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Oct 71.491.50$1.500.7%383.0K0.653.4K
$776.00Oct 70.910.92$0.921.1%296.4K0.493.3K
$779.00Oct 70.140.15$0.156.7%186.5K0.125.7K
$777.00Oct 70.510.52$0.521.9%184.3K0.332.9K
$774.00Oct 72.232.24$2.240.4%173.8K0.792.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 70.300.31$0.313.2%426.4K0.228.3K
$773.00Oct 70.160.17$0.175.9%318.0K0.139.6K
$775.00Oct 70.560.57$0.561.8%248.0K0.3510.2K
$772.00Oct 70.090.10$0.1010.0%238.4K0.088.4K
$771.00Oct 70.050.06$0.0616.7%146.3K0.056.1K

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 16.4%, max 19.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$778.00Oct 7Nov 2014.0%11.7%19.8%128.7K5.0K
$777.00Oct 7Nov 2013.8%11.8%17.0%184.4K4.1K
$774.00Oct 7Nov 2014.1%12.1%16.1%173.9K2.8K
$776.00Oct 7Nov 2013.6%11.9%14.9%296.7K4.7K
$775.00Oct 7Nov 2013.7%12.0%14.3%384.2K14.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$778.00Oct 7Nov 2014.0%11.7%19.8%18.9K9.5K
$777.00Oct 7Nov 2013.8%11.8%17.0%30.6K7.9K
$774.00Oct 7Nov 2014.1%12.1%16.1%426.5K9.1K
$776.00Oct 7Nov 2013.6%11.9%14.9%76.4K6.2K
$775.00Oct 7Nov 2013.7%12.0%14.3%249.3K20.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 795 found (best R:R 0.67, avg 4.04)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$656.00$660.00Oct 30$2.40$1.60$2.4099%0.67$658.40
$693.00$694.00Oct 30$0.17$0.83$0.1797%4.88$693.17
$737.00$739.00Nov 6$0.96$1.04$0.9687%1.08$737.96
$733.00$735.00Nov 20$0.92$1.08$0.9284%1.17$733.92
$712.00$713.00Oct 16$0.23$0.77$0.2399%3.35$712.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$787.00$786.00Oct 9$0.48$0.52$0.4897%1.08$786.52
$787.00$786.00Oct 12$0.46$0.54$0.4692%1.17$786.54
$792.00$791.00Oct 9$0.59$0.41$0.59100%0.69$791.41
$775.00$770.00Oct 21$1.67$3.33$1.6747%1.99$773.33
$780.00$775.00Oct 21$2.34$2.66$2.3459%1.14$777.66

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 582 found (best R:R 0.68, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$780.00$785.00Oct 21$2.03$2.03$2.9759%0.68$782.03
$785.00$790.00Oct 21$1.36$1.36$3.6471%0.37$786.36
$800.00$805.00Nov 20$1.37$1.37$3.6374%0.38$801.37
$790.00$795.00Oct 21$0.79$0.79$4.2181%0.19$790.79
$805.00$810.00Nov 20$1.07$1.07$3.9379%0.27$806.07
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$774.00Oct 7$0.25$0.25$0.7565%0.33$774.75
$774.00$773.00Oct 7$0.14$0.14$0.8678%0.16$773.86
$775.00$774.00Oct 8$0.35$0.35$0.6558%0.54$774.65
$771.00$770.00Oct 8$0.12$0.12$0.8882%0.14$770.88
$772.00$771.00Oct 8$0.16$0.16$0.8478%0.19$771.84

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.96, cheapest $0.95)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$776.00Oct 7Oct 8$1.0413.6%10.7%
$775.00Oct 7Oct 8$1.0413.7%11.0%
$777.00Oct 7Oct 8$0.9513.8%11.1%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$776.00Oct 7Oct 8$0.9513.6%10.7%
$775.00Oct 7Oct 8$0.9613.7%11.0%
$777.00Oct 7Oct 8$0.8513.8%11.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,038 found (cheapest 0.25% of stock, avg 3.78%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$776.00Oct 7$0.92$0.99$1.91$774.09$777.910.25%
$775.00Oct 7$1.50$0.56$2.06$772.94$777.060.27%
$777.00Oct 7$0.52$1.59$2.11$774.89$779.110.27%
$774.00Oct 7$2.24$0.31$2.55$771.45$776.550.33%
$778.00Oct 7$0.28$2.34$2.62$775.38$780.620.34%
$773.00Oct 7$3.10$0.17$3.27$769.73$776.270.42%
$779.00Oct 7$0.15$3.22$3.37$775.63$782.370.43%
$776.00Oct 8$1.96$1.94$3.90$772.10$779.900.50%
$777.00Oct 8$1.47$2.44$3.91$773.09$780.910.50%
$775.00Oct 8$2.54$1.52$4.06$770.94$779.060.52%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 395 found (cheapest 0.02% of stock, avg 1.33%)

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$0.17$0.26$772.74$780.26
$779.00$773.00Oct 7$0.15$0.17$0.32$772.68$779.32
$778.00$772.00Oct 7$0.28$0.10$0.38$771.62$778.38
$780.00$774.00Oct 7$0.09$0.31$0.40$773.60$780.40
$778.00$773.00Oct 7$0.28$0.17$0.45$772.55$778.45
$779.00$774.00Oct 7$0.15$0.31$0.46$773.54$779.46
$778.00$774.00Oct 7$0.28$0.31$0.59$773.41$778.59
$777.00$772.00Oct 7$0.52$0.10$0.62$771.38$777.62

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 368 found (best R:R 1.00, avg credit $0.49)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
754/755784/785Oct 23$0.50$0.5050%1.00$754.50$784.50
756/757784/785Oct 23$0.51$0.4948%1.04$756.49$784.51
759/760784/785Oct 23$0.54$0.4645%1.17$759.46$784.54
757/758782/783Oct 19$0.48$0.5251%0.92$757.52$782.48
757/758783/784Oct 19$0.45$0.5554%0.82$757.55$783.45
757/758783/784Oct 20$0.47$0.5352%0.89$757.53$783.47
754/755785/786Oct 23$0.46$0.5452%0.85$754.54$785.46
757/758784/785Oct 23$0.51$0.4948%1.04$757.49$784.51
758/759783/784Oct 20$0.48$0.5250%0.92$758.52$783.48
758/759784/785Oct 23$0.52$0.4846%1.08$758.48$784.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 322 found (best R:R 7.93, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$770.00$775.00$780.00Oct 21$0.56$4.4424%7.93
$765.00$770.00$775.00Oct 21$0.57$4.4321%7.77
$774.00$775.00$776.00Oct 7$0.16$0.8430%5.25
$775.00$776.00$777.00Oct 7$0.18$0.8232%4.56
$777.00$778.00$779.00Oct 7$0.11$0.8922%8.09
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Oct 21$0.36$4.6416%12.89
$765.00$770.00$775.00Oct 21$0.51$4.4921%8.80
$755.00$760.00$765.00Oct 21$0.26$4.7412%18.23
$750.00$755.00$760.00Oct 21$0.17$4.839%28.41
$745.00$750.00$755.00Oct 21$0.11$4.896%44.45

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,075 found (best net $-4.56, 1,066 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$745.00$760.001:2Oct 19-$4.56$10.44
$785.00$790.001:2Oct 21-$0.21$4.79
$780.00$785.001:2Oct 21-$0.90$4.10
$776.00$777.001:2Oct 7-$0.12$0.88
$775.00$776.001:2Oct 7-$0.34$0.66
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$830.00$810.001:2Oct 16-$14.11$5.89
$875.00$840.001:2Oct 13-$29.15$5.85
$801.00$791.001:2Oct 8-$5.23$4.77
$776.00$775.001:2Oct 7-$0.13$0.87
$777.00$776.001:2Oct 7-$0.39$0.61

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 342 found (best yield 2.13%, avg 0.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$776.00Nov 20$16.510.510.0%2.13%2.13%3011.4K
$777.00Nov 20$15.910.500.1%2.05%2.19%491.2K
$778.00Nov 20$15.300.480.3%1.97%2.24%51716
$779.00Nov 20$14.710.470.4%1.90%2.29%6647
$780.00Nov 20$14.130.470.5%1.82%2.34%50913.0K
$781.00Nov 20$13.570.460.7%1.75%2.40%85471
$782.00Nov 20$13.020.450.8%1.68%2.46%49634
$783.00Nov 20$12.470.440.9%1.61%2.52%82389
$784.00Nov 20$11.950.431.0%1.54%2.58%26848
$785.00Nov 20$11.440.421.2%1.47%2.64%8510.5K

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 2,236,181
Total Puts 2,975,039
Put/Call Ratio 1.33
Net Difference -738,858

Prior's Put/Call Breakdown

Total Calls 3,676,417
Total Puts 2,534,203
Put/Call Ratio 0.69
Net Difference 1,142,214

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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