Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$776.30 -0.36%
◀ 10/7 11:50 ▶

Option Volume

Detail
ℹ
Current (10/07 11:50am) 5,416,310
Calls: 2,371,626 (44%)
Puts: 3,044,684 (56%)
Prior (10/06) 6,369,789
Calls: 3,753,681 (59%)
Puts: 2,616,108 (41%)
Current vs Prior -14.97%
Calls: -36.82% (Calls)
Puts: +16.38% (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 -56.91%
Calls: -61.49%
Puts: -52.52%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/07 11:50am) $682.42M
Calls: $442.72M (65%)
Puts: $239.71M (35%)
Prior (10/06) $903.60M
Calls: $687.76M (76%)
Puts: $215.84M (24%)
Current vs Prior -24.48%
Calls: -35.63%
Puts: +11.06%
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 -55.16%
Calls: -47.19%
Puts: -64.93%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/07 11:50am) 1.28
Prior (10/06) 0.70
Current vs Prior +84.20%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg +23.56%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/07 11:50am) 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% | 0.57%0.32% | 0.74%0.74% | 1.45%1.33% | 3.83%
Prior 0.46% | 0.66%0.46% | 0.83%0.83% | 1.50%1.38% | 3.81%
Current vs Prior -29.92% | -13.17%-29.92% | -10.55%-10.55% | -3.08%-4.02% | +0.56%
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 -40.49% | -28.72%-12.29% | -14.70%-14.67% | -10.05%-33.81% | -9.06%
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 -29.92% | -13.17%-29.92% | -10.55%-10.55% | -3.08%-4.02% | +0.56%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.80% | 0.67%
Calls: 0.89% | 0.46%
Puts: 0.72% | 0.88%
Prior 1.12% | 1.17%
Calls: 1.13% | 1.13%
Puts: 1.11% | 1.22%
Current vs Prior -28.57% | -42.74%
Prior 7-Day Avg 1.06% | 0.91%
Calls: 1.20% | 1.02%
Puts: 0.92% | 0.81%
Current vs 7-Day Avg -24.53% | -26.49%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 65% call dollar volume ($442.72M). Bearish P/C ratio of 1.28 indicates protective positioning. P/C ratio rising 84% - 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
11:50BULLISHBEARISHBEARISH
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 2,361 of results (avg 2.5%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Oct 78.298.30$8.300.1%2.5K1.001.6K
$779.00Nov 2014.8814.90$14.890.1%70.47647
$769.00Oct 77.307.31$7.310.1%3.3K1.002.0K
$780.00Nov 2014.3014.32$14.310.1%5150.4613.0K
$781.00Nov 2013.7313.75$13.740.1%1170.46471
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$790.00Oct 713.7313.74$13.740.1%1.1K1.00--
$782.00Oct 75.765.77$5.770.2%2.7K0.972.3K
$780.00Oct 3010.2310.25$10.240.2%8170.552.1K
$782.00Nov 2015.1215.15$15.140.2%80.5597
$910.00Oct 7133.59133.86$133.730.2%21.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 729 found (avg $0.35, cheapest $0.15)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Oct 70.100.11$0.119.1%162.7K0.0914.1K
$781.00Oct 70.060.07$0.0714.3%33.2K0.0512.0K
$779.00Oct 70.190.20$0.205.0%199.0K0.155.7K
$778.00Oct 70.360.37$0.372.7%138.7K0.244.3K
$777.00Oct 70.650.66$0.661.5%202.1K0.382.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Oct 70.140.15$0.156.7%322.3K0.129.6K
$772.00Oct 70.080.09$0.0911.1%240.5K0.078.4K
$771.00Oct 70.050.06$0.0616.7%147.4K0.046.1K
$774.00Oct 70.260.27$0.273.7%433.0K0.198.3K
$775.00Oct 70.470.48$0.482.1%259.9K0.3010.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,186 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$635.00Oct 7141.12141.44$141.280.2%--1.0010
$645.00Oct 7131.17131.50$131.330.3%1281.005
$650.00Oct 7125.75126.44$126.100.5%--1.0011
$670.00Oct 7105.75106.45$106.100.7%--1.0012
$675.00Oct 7100.76101.42$101.090.7%--1.0021
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$789.00Oct 912.3713.84$13.1111.2%141.00443
$790.00Oct 913.3514.81$14.0810.4%481.0078
$791.00Oct 913.8715.77$14.8212.8%21.003
$792.00Oct 915.3416.75$16.058.8%1091.008
$793.00Oct 915.8717.85$16.8611.7%101.001

Most actively traded options today. High liquidity = easy entry/exit. 2,476 active (total vol 5.4M, top 433.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Oct 71.751.76$1.760.6%392.0K0.703.4K
$776.00Oct 71.111.12$1.120.9%322.0K0.543.3K
$777.00Oct 70.650.66$0.661.5%202.1K0.382.9K
$779.00Oct 70.190.20$0.205.0%199.0K0.155.7K
$774.00Oct 72.532.54$2.540.4%178.4K0.812.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 70.260.27$0.273.7%433.0K0.198.3K
$773.00Oct 70.140.15$0.156.7%322.3K0.129.6K
$775.00Oct 70.470.48$0.482.1%259.9K0.3010.2K
$772.00Oct 70.080.09$0.0911.1%240.5K0.078.4K
$771.00Oct 70.050.06$0.0616.7%147.4K0.046.1K

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 20.5%, max 22.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$778.00Oct 7Nov 2014.3%11.6%22.5%138.7K5.0K
$774.00Oct 7Nov 2014.8%12.1%22.2%178.5K2.8K
$777.00Oct 7Nov 2014.1%11.7%20.0%202.2K4.1K
$775.00Oct 7Nov 2014.3%12.0%19.5%393.3K14.0K
$776.00Oct 7Nov 2014.0%11.9%18.1%322.5K4.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$778.00Oct 7Nov 2014.3%11.6%22.5%20.1K9.5K
$774.00Oct 7Nov 2014.8%12.1%22.2%433.2K9.1K
$777.00Oct 7Nov 2014.1%11.7%20.0%33.4K7.9K
$775.00Oct 7Nov 2014.3%12.0%19.5%261.2K20.5K
$776.00Oct 7Nov 2014.0%11.9%18.1%87.5K6.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 805 found (best R:R 0.62, avg 3.98)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$656.00$660.00Oct 30$2.47$1.53$2.4799%0.62$658.47
$712.00$713.00Oct 16$0.12$0.88$0.1299%7.33$712.12
$728.00$729.00Oct 16$0.12$0.88$0.1298%7.33$728.12
$725.00$726.00Oct 16$0.14$0.86$0.1498%6.14$725.14
$720.00$721.00Oct 30$0.20$0.80$0.2094%4.00$720.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$787.00$786.00Oct 9$0.64$0.36$0.6497%0.56$786.36
$780.00$775.00Oct 21$2.29$2.71$2.2958%1.18$777.71
$775.00$770.00Oct 21$1.63$3.37$1.6346%2.07$773.37
$785.00$780.00Oct 21$2.97$2.03$2.9770%0.68$782.03
$791.00$790.00Oct 13$0.66$0.34$0.6695%0.52$790.34

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 581 found (best R:R 0.71, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$780.00$785.00Oct 21$2.07$2.07$2.9358%0.71$782.07
$785.00$790.00Oct 21$1.39$1.39$3.6170%0.39$786.39
$800.00$805.00Nov 20$1.38$1.38$3.6274%0.38$801.38
$805.00$810.00Nov 20$1.09$1.09$3.9179%0.28$806.09
$790.00$795.00Oct 21$0.82$0.82$4.1881%0.20$790.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$776.00$775.00Oct 7$0.37$0.37$0.6354%0.59$775.63
$775.00$774.00Oct 7$0.21$0.21$0.7970%0.27$774.79
$774.00$773.00Oct 7$0.12$0.12$0.8881%0.14$773.88
$773.00$772.00Oct 8$0.20$0.20$0.8074%0.25$772.80
$771.00$770.00Oct 8$0.11$0.11$0.8983%0.12$770.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.96, cheapest $0.92)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$775.00Oct 7Oct 8$1.0014.3%11.1%
$776.00Oct 7Oct 8$1.0414.0%10.9%
$777.00Oct 7Oct 8$0.9714.1%11.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$775.00Oct 7Oct 8$0.9214.3%11.1%
$776.00Oct 7Oct 8$0.9414.0%10.9%
$777.00Oct 7Oct 8$0.8914.1%11.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,041 found (cheapest 0.25% of stock, avg 3.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$776.00Oct 7$1.12$0.85$1.97$774.03$777.970.25%
$777.00Oct 7$0.66$1.38$2.04$774.96$779.040.26%
$775.00Oct 7$1.76$0.48$2.24$772.76$777.240.29%
$778.00Oct 7$0.37$2.09$2.46$775.54$780.460.32%
$774.00Oct 7$2.54$0.27$2.81$771.19$776.810.36%
$779.00Oct 7$0.20$2.92$3.12$775.88$782.120.40%
$773.00Oct 7$3.42$0.15$3.57$769.43$776.570.46%
$777.00Oct 8$1.63$2.27$3.90$773.10$780.900.50%
$780.00Oct 7$0.11$3.83$3.94$776.06$783.940.51%
$776.00Oct 8$2.16$1.79$3.95$772.05$779.950.51%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.02% of stock, avg 1.31%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$781.00$772.00Oct 7$0.07$0.09$0.16$771.84$781.16
$780.00$772.00Oct 7$0.11$0.09$0.20$771.80$780.20
$780.00$773.00Oct 7$0.11$0.15$0.26$772.74$780.26
$781.00$773.00Oct 7$0.07$0.15$0.22$772.78$781.22
$779.00$772.00Oct 7$0.20$0.09$0.29$771.71$779.29
$781.00$774.00Oct 7$0.07$0.27$0.34$773.66$781.34
$779.00$773.00Oct 7$0.20$0.15$0.35$772.65$779.35
$780.00$774.00Oct 7$0.11$0.27$0.38$773.62$780.38
$779.00$774.00Oct 7$0.20$0.27$0.47$773.53$779.47
$778.00$772.00Oct 7$0.37$0.09$0.46$771.54$778.46

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 402 found (best R:R 1.00, avg credit $0.50)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
755/756784/785Oct 23$0.50$0.5049%1.00$755.50$784.50
757/758783/784Oct 20$0.48$0.5251%0.92$757.52$783.48
754/755784/785Oct 23$0.49$0.5150%0.96$754.51$784.49
759/760783/784Oct 20$0.50$0.5049%1.00$759.50$783.50
755/756786/787Oct 23$0.45$0.5553%0.82$755.55$786.45
754/755786/787Oct 23$0.44$0.5654%0.79$754.56$786.44
755/756785/786Oct 23$0.47$0.5351%0.89$755.53$785.47
756/757784/785Oct 23$0.50$0.5048%1.00$756.50$784.50
757/758784/785Oct 23$0.51$0.4947%1.04$757.49$784.51
754/755785/786Oct 23$0.46$0.5452%0.85$754.54$785.46

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 294 found (best R:R 8.26, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$770.00$775.00$780.00Oct 21$0.54$4.4624%8.26
$765.00$767.00$769.00Oct 19$0.05$1.958%39.00
$765.00$770.00$775.00Oct 21$0.56$4.4421%7.93
$775.00$776.00$777.00Oct 8$0.07$0.9316%13.29
$774.00$775.00$776.00Oct 7$0.14$0.8627%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Oct 21$0.35$4.6516%13.29
$765.00$770.00$775.00Oct 21$0.50$4.5021%9.00
$750.00$755.00$760.00Oct 21$0.16$4.848%30.25
$755.00$760.00$765.00Oct 21$0.26$4.7412%18.23
$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. 1,071 found (best net $-4.74, 1,063 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$745.00$760.001:2Oct 19-$4.74$10.26
$785.00$790.001:2Oct 21-$0.25$4.75
$780.00$785.001:2Oct 21-$0.96$4.04
$790.00$795.001:2Oct 21$0.00$5.00
$776.00$777.001:2Oct 7-$0.20$0.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$875.00$840.001:2Oct 13-$28.66$6.34
$801.00$791.001:2Oct 8-$4.82$5.18
$776.00$775.001:2Oct 7-$0.11$0.89
$777.00$776.001:2Oct 7-$0.32$0.68
$775.00$774.001:2Oct 7-$0.06$0.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 330 found (best yield 2.07%, avg 0.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$777.00Nov 20$16.080.500.1%2.07%2.16%721.2K
$778.00Nov 20$15.470.490.2%1.99%2.21%51716
$779.00Nov 20$14.880.470.3%1.92%2.26%7647
$780.00Nov 20$14.300.460.5%1.84%2.32%51513.0K
$781.00Nov 20$13.730.460.6%1.77%2.37%117471
$782.00Nov 20$13.170.450.7%1.70%2.43%50634
$783.00Nov 20$12.630.440.9%1.63%2.49%213389
$784.00Nov 20$12.090.431.0%1.56%2.55%26848
$785.00Nov 20$11.580.421.1%1.49%2.61%9010.5K
$786.00Nov 20$11.080.411.2%1.43%2.68%14955

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 2,371,626
Total Puts 3,044,684
Put/Call Ratio 1.28
Net Difference -673,058

Prior's Put/Call Breakdown

Total Calls 3,753,681
Total Puts 2,616,108
Put/Call Ratio 0.70
Net Difference 1,137,573

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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