Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$776.18 -0.37%
◀ 10/7 11:55 ▶

Option Volume

Detail
ℹ
Current (10/07 11:55am) 5,587,104
Calls: 2,475,734 (44%)
Puts: 3,111,370 (56%)
Prior (10/06) 6,436,596
Calls: 3,784,972 (59%)
Puts: 2,651,624 (41%)
Current vs Prior -13.20%
Calls: -34.59% (Calls)
Puts: +17.34% (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 -55.55%
Calls: -59.80%
Puts: -51.48%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/07 11:55am) $690.63M
Calls: $441.36M (64%)
Puts: $249.27M (36%)
Prior (10/06) $891.22M
Calls: $666.77M (75%)
Puts: $224.45M (25%)
Current vs Prior -22.51%
Calls: -33.81%
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 -54.62%
Calls: -47.35%
Puts: -63.53%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/07 11:55am) 1.26
Prior (10/06) 0.70
Current vs Prior +79.39%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg +20.95%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/07 11:55am) 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% | 0.56%0.32% | 0.73%0.73% | 1.45%1.33% | 3.84%
Prior 0.46% | 0.66%0.46% | 0.83%0.83% | 1.50%1.38% | 3.81%
Current vs Prior -31.03% | -14.33%-31.03% | -11.63%-11.63% | -2.98%-3.91% | +0.78%
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 -41.43% | -29.67%-13.67% | -15.72%-15.70% | -9.96%-33.73% | -8.86%
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 -31.03% | -14.33%-31.03% | -11.63%-11.63% | -2.98%-3.91% | +0.78%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.83% | 0.70%
Calls: 0.96% | 0.97%
Puts: 0.70% | 0.43%
Prior 1.12% | 1.17%
Calls: 1.13% | 1.13%
Puts: 1.11% | 1.22%
Current vs Prior -25.89% | -40.17%
Prior 7-Day Avg 1.06% | 0.91%
Calls: 1.20% | 1.02%
Puts: 0.92% | 0.81%
Current vs 7-Day Avg -21.70% | -23.20%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($441.36M). Bearish P/C ratio of 1.26 indicates protective positioning. P/C ratio rising 79% - 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 NEUTRAL
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
11:55BULLISHBEARISHBEARISH
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 2,371 of results (avg 2.4%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$778.00Nov 2015.4515.46$15.460.1%510.49716
$783.00Nov 2012.6112.62$12.610.1%2130.44389
$786.00Nov 2011.0611.07$11.070.1%160.41955
$779.00Nov 2014.8514.87$14.860.1%80.47647
$769.00Oct 77.187.19$7.190.1%3.3K1.002.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 2010.5510.56$10.560.1%2.6K0.4220.5K
$773.00Nov 1310.3310.34$10.340.1%3240.45197
$772.00Nov 139.989.99$9.990.1%870.43143
$770.00Nov 139.339.34$9.340.1%2350.41704
$763.00Nov 208.578.58$8.570.1%5760.351.0K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 730 found (avg $0.34, cheapest $0.10)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Oct 70.090.10$0.1010.0%172.1K0.0814.1K
$781.00Oct 70.050.06$0.0616.7%37.5K0.0512.0K
$779.00Oct 70.160.17$0.175.9%210.1K0.135.7K
$778.00Oct 70.310.32$0.323.1%148.8K0.234.3K
$777.00Oct 70.580.59$0.591.7%220.8K0.382.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Oct 70.080.09$0.0911.1%242.9K0.078.4K
$773.00Oct 70.140.15$0.156.7%328.3K0.119.6K
$771.00Oct 70.050.06$0.0616.7%148.6K0.046.1K
$774.00Oct 70.260.27$0.273.7%437.4K0.198.3K
$775.00Oct 70.490.50$0.502.0%269.4K0.3010.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,190 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$635.00Oct 7141.14141.43$141.290.2%--1.0010
$645.00Oct 7131.14131.38$131.260.2%1281.005
$650.00Oct 7126.14126.42$126.280.2%--1.0011
$670.00Oct 7106.14106.43$106.290.3%--1.0012
$675.00Oct 7101.14101.43$101.290.3%--1.0021
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$789.00Oct 912.0613.44$12.7510.8%141.00443
$790.00Oct 912.8414.45$13.6511.8%481.0078
$791.00Oct 913.8315.44$14.6411.0%21.003
$792.00Oct 915.2416.44$15.847.6%1091.008
$793.00Oct 915.5117.45$16.4811.8%101.001

Most actively traded options today. High liquidity = easy entry/exit. 2,485 active (total vol 5.6M, top 437.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Oct 71.661.67$1.670.6%397.7K0.703.4K
$776.00Oct 71.031.04$1.041.0%337.2K0.543.3K
$777.00Oct 70.580.59$0.591.7%220.8K0.382.9K
$779.00Oct 70.160.17$0.175.9%210.1K0.135.7K
$774.00Oct 72.432.44$2.440.4%180.9K0.812.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 70.260.27$0.273.7%437.4K0.198.3K
$773.00Oct 70.140.15$0.156.7%328.3K0.119.6K
$775.00Oct 70.490.50$0.502.0%269.4K0.3010.2K
$772.00Oct 70.080.09$0.0911.1%242.9K0.078.4K
$771.00Oct 70.050.06$0.0616.7%148.6K0.046.1K

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 18.4%, max 22.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$774.00Oct 7Nov 2014.8%12.1%22.3%181.0K2.8K
$778.00Oct 7Nov 2013.9%11.7%18.9%148.9K5.0K
$775.00Oct 7Nov 2014.2%12.0%18.3%399.0K14.0K
$776.00Oct 7Nov 2013.9%11.9%16.7%337.7K4.7K
$777.00Oct 7Nov 2013.7%11.8%16.2%220.9K4.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$774.00Oct 7Nov 2014.7%12.1%21.6%437.5K9.1K
$778.00Oct 7Nov 2013.9%11.6%19.1%22.1K9.5K
$775.00Oct 7Nov 2014.2%12.0%18.2%270.7K20.5K
$776.00Oct 7Nov 2013.9%11.9%16.8%100.4K6.2K
$777.00Oct 7Nov 2013.7%11.8%16.4%38.2K7.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 794 found (best R:R 0.54, avg 4.17)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$656.00$660.00Oct 30$2.59$1.41$2.5999%0.54$658.59
$754.00$755.00Oct 16$0.13$0.87$0.1390%6.69$754.13
$641.00$642.00Oct 30$0.23$0.77$0.2399%3.35$641.23
$680.00$681.00Oct 30$0.23$0.77$0.2398%3.35$680.23
$710.00$711.00Oct 30$0.22$0.78$0.2296%3.55$710.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$780.00$775.00Oct 21$2.16$2.84$2.1658%1.31$777.84
$793.00$792.00Oct 9$0.64$0.36$0.64100%0.56$792.36
$787.00$786.00Oct 12$0.59$0.41$0.5991%0.69$786.41
$785.00$780.00Oct 21$2.99$2.01$2.9970%0.67$782.01
$775.00$770.00Oct 21$1.66$3.34$1.6647%2.01$773.34

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 585 found (best R:R 0.70, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$780.00$785.00Oct 21$2.06$2.06$2.9458%0.70$782.06
$785.00$790.00Oct 21$1.38$1.38$3.6270%0.38$786.38
$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$0.81$0.81$4.1981%0.19$790.81
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$774.00Oct 7$0.23$0.23$0.7770%0.30$774.77
$776.00$775.00Oct 7$0.37$0.37$0.6354%0.59$775.63
$774.00$773.00Oct 7$0.12$0.12$0.8881%0.14$773.88
$774.00$773.00Oct 8$0.26$0.26$0.7467%0.35$773.74
$773.00$772.00Oct 8$0.20$0.20$0.8074%0.25$772.80

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$1.0014.2%11.1%
$776.00Oct 7Oct 8$1.0313.9%10.8%
$777.00Oct 7Oct 8$0.9713.7%11.1%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$775.00Oct 7Oct 8$0.9214.2%11.1%
$776.00Oct 7Oct 8$0.9513.9%10.8%
$777.00Oct 7Oct 8$0.8813.7%11.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,044 found (cheapest 0.25% of stock, avg 3.81%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$776.00Oct 7$1.04$0.87$1.91$774.09$777.910.25%
$777.00Oct 7$0.59$1.42$2.01$774.99$779.010.26%
$775.00Oct 7$1.67$0.50$2.17$772.83$777.170.28%
$778.00Oct 7$0.32$2.15$2.47$775.53$780.470.32%
$774.00Oct 7$2.44$0.27$2.71$771.29$776.710.35%
$779.00Oct 7$0.17$3.01$3.18$775.82$782.180.41%
$773.00Oct 7$3.32$0.15$3.47$769.53$776.470.45%
$776.00Oct 8$2.07$1.82$3.89$772.11$779.890.50%
$777.00Oct 8$1.56$2.30$3.86$773.14$780.860.50%
$780.00Oct 7$0.10$3.94$4.04$775.96$784.040.52%

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$0.10$0.09$0.19$771.81$780.19
$780.00$773.00Oct 7$0.10$0.15$0.25$772.75$780.25
$779.00$772.00Oct 7$0.17$0.09$0.26$771.74$779.26
$779.00$773.00Oct 7$0.17$0.15$0.32$772.68$779.32
$780.00$774.00Oct 7$0.10$0.27$0.37$773.63$780.37
$778.00$772.00Oct 7$0.32$0.09$0.41$771.59$778.41
$779.00$774.00Oct 7$0.17$0.27$0.44$773.56$779.44
$778.00$773.00Oct 7$0.32$0.15$0.47$772.53$778.47
$778.00$774.00Oct 7$0.32$0.27$0.59$773.41$778.59
$780.00$775.00Oct 7$0.10$0.50$0.60$774.40$780.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 404 found (best R:R 1.00, avg credit $0.49)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
755/756784/785Oct 23$0.50$0.5049%1.00$755.50$784.50
754/755784/785Oct 23$0.49$0.5150%0.96$754.51$784.49
757/758783/784Oct 20$0.48$0.5251%0.92$757.52$783.48
759/760783/784Oct 16$0.45$0.5554%0.82$759.55$783.45
759/760783/784Oct 20$0.50$0.5049%1.00$759.50$783.50
755/756786/787Oct 23$0.45$0.5554%0.82$755.55$786.45
761/762783/784Oct 16$0.47$0.5351%0.89$761.53$783.47
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
761/762783/784Oct 20$0.52$0.4846%1.08$761.48$783.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 295 found (best R:R 9.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Oct 21$0.44$4.5621%10.36
$777.00$778.00$779.00Oct 7$0.12$0.8824%7.33
$774.00$775.00$776.00Oct 7$0.14$0.8627%6.14
$775.00$776.00$777.00Oct 7$0.18$0.8232%4.56
$776.00$777.00$778.00Oct 8$0.08$0.9216%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$770.00$775.00$780.00Oct 21$0.50$4.5024%9.00
$760.00$765.00$770.00Oct 21$0.36$4.6416%12.89
$755.00$760.00$765.00Oct 21$0.25$4.7512%19.00
$750.00$755.00$760.00Oct 21$0.16$4.848%30.25
$765.00$770.00$775.00Oct 21$0.52$4.4821%8.62

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,069 found (best net $-4.65, 1,062 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$745.00$760.001:2Oct 19-$4.65$10.35
$785.00$790.001:2Oct 21-$0.24$4.76
$780.00$785.001:2Oct 21-$0.94$4.06
$790.00$795.001:2Oct 21$0.00$5.00
$776.00$777.001:2Oct 7-$0.14$0.86
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$801.00$791.001:2Oct 8-$4.65$5.35
$776.00$775.001:2Oct 7-$0.13$0.87
$777.00$776.001:2Oct 7-$0.32$0.68
$700.00$675.001:2Oct 19-$0.05$24.95
$695.00$675.001:2Oct 20-$0.07$19.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 329 found (best yield 2.07%, avg 0.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$777.00Nov 20$16.040.500.1%2.07%2.17%791.2K
$778.00Nov 20$15.450.490.2%1.99%2.22%51716
$779.00Nov 20$14.850.470.4%1.91%2.28%8647
$780.00Nov 20$14.260.460.5%1.84%2.33%53113.0K
$781.00Nov 20$13.700.460.6%1.77%2.39%128471
$782.00Nov 20$13.140.450.8%1.69%2.44%52634
$783.00Nov 20$12.610.440.9%1.62%2.50%213389
$784.00Nov 20$12.060.431.0%1.55%2.56%27848
$785.00Nov 20$11.550.421.1%1.49%2.62%10410.5K
$786.00Nov 20$11.060.411.3%1.42%2.69%16955

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 2,475,734
Total Puts 3,111,370
Put/Call Ratio 1.26
Net Difference -635,636

Prior's Put/Call Breakdown

Total Calls 3,784,972
Total Puts 2,651,624
Put/Call Ratio 0.70
Net Difference 1,133,348

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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