Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$776.47 -0.34%
◀ 10/7 12:10 ▶

Option Volume

Detail
ℹ
Current (10/07 12:10pm) 6,039,342
Calls: 2,732,938 (45%)
Puts: 3,306,404 (55%)
Prior (10/06) 6,780,327
Calls: 3,938,127 (58%)
Puts: 2,842,200 (42%)
Current vs Prior -10.93%
Calls: -30.60% (Calls)
Puts: +16.33% (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 -51.96%
Calls: -55.62%
Puts: -48.44%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/07 12:10pm) $748.90M
Calls: $496.70M (66%)
Puts: $252.19M (34%)
Prior (10/06) $882.95M
Calls: $621.33M (70%)
Puts: $261.61M (30%)
Current vs Prior -15.18%
Calls: -20.06%
Puts: -3.60%
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 -50.79%
Calls: -40.75%
Puts: -63.11%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/07 12:10pm) 1.21
Prior (10/06) 0.72
Current vs Prior +67.63%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg +16.44%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/07 12:10pm) 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 0.31% | 0.57%0.31% | 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 -32.73% | -13.38%-32.73% | -11.19%-11.19% | -3.02%-3.86% | +0.98%
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 -42.88% | -28.90%-15.80% | -15.31%-15.28% | -9.99%-33.69% | -8.68%
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 -32.73% | -13.38%-32.73% | -11.19%-11.19% | -3.02%-3.86% | +0.98%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.83% | 0.45%
Calls: 0.85% | 0.44%
Puts: 0.81% | 0.46%
Prior 1.12% | 1.17%
Calls: 1.13% | 1.13%
Puts: 1.11% | 1.22%
Current vs Prior -25.89% | -61.54%
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% | -50.63%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($496.70M). Bearish P/C ratio of 1.21 indicates protective positioning. P/C ratio rising 68% - 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 NEUTRAL
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
12:10BULLISHBEARISHBEARISH
12:05BULLISHBEARISHBEARISH
12:00BULLISHBEARISHBEARISH
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 2,396 of results (avg 2.4%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Oct 77.477.48$7.480.1%3.7K1.002.0K
$645.00Oct 7131.35131.55$131.450.2%1281.005
$770.00Oct 76.486.49$6.490.2%5.1K0.961.6K
$635.00Oct 7141.35141.60$141.480.2%--1.0010
$771.00Oct 75.495.50$5.500.2%11.9K0.951.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$777.00Nov 2012.9612.97$12.970.1%4920.50279
$910.00Oct 7133.47133.65$133.560.1%21.00--
$779.00Nov 2013.7813.80$13.790.1%2160.52627
$778.00Oct 196.066.07$6.070.2%960.54131
$777.00Oct 205.905.91$5.910.2%80.51--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 722 found (avg $0.35, cheapest $0.10)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Oct 70.090.10$0.1010.0%222.1K0.0814.1K
$781.00Oct 70.050.06$0.0616.7%38.8K0.0512.0K
$779.00Oct 70.170.18$0.185.6%231.1K0.145.7K
$778.00Oct 70.350.36$0.362.8%170.9K0.254.3K
$777.00Oct 70.670.68$0.681.5%269.6K0.412.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Oct 70.120.13$0.137.7%347.1K0.109.6K
$772.00Oct 70.070.08$0.0812.5%249.0K0.068.4K
$774.00Oct 70.210.22$0.224.5%452.1K0.168.3K
$771.00Oct 70.050.06$0.0616.7%157.3K0.046.1K
$775.00Oct 70.390.40$0.402.5%298.5K0.2710.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,196 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$635.00Oct 7141.35141.60$141.480.2%--1.0010
$645.00Oct 7131.35131.55$131.450.2%1281.005
$650.00Oct 7126.35126.60$126.480.2%--1.0011
$670.00Oct 7106.34106.63$106.490.3%--1.0012
$675.00Oct 7101.35101.60$101.480.2%--1.0021
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$789.00Oct 912.2113.40$12.819.3%141.00443
$790.00Oct 913.2114.42$13.828.8%491.0078
$791.00Oct 914.2115.42$14.828.2%21.003
$792.00Oct 915.1216.42$15.778.2%1091.008
$793.00Oct 915.5517.44$16.5011.5%101.001

Most actively traded options today. High liquidity = easy entry/exit. 2,501 active (total vol 6.0M, top 452.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Oct 71.851.86$1.860.5%410.1K0.733.4K
$776.00Oct 71.171.18$1.170.9%369.9K0.583.3K
$777.00Oct 70.670.68$0.681.5%269.6K0.412.9K
$779.00Oct 70.170.18$0.185.6%231.1K0.145.7K
$780.00Oct 70.090.10$0.1010.0%222.1K0.0814.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 70.210.22$0.224.5%452.1K0.168.3K
$773.00Oct 70.120.13$0.137.7%347.1K0.109.6K
$775.00Oct 70.390.40$0.402.5%298.5K0.2710.2K
$772.00Oct 70.070.08$0.0812.5%249.0K0.068.4K
$771.00Oct 70.050.06$0.0616.7%157.3K0.046.1K

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 19.1%, max 23.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$774.00Oct 7Nov 2015.0%12.1%23.3%184.2K2.8K
$778.00Oct 7Nov 2013.9%11.7%19.0%171.0K5.0K
$775.00Oct 7Nov 2014.3%12.0%18.5%411.4K14.0K
$777.00Oct 7Nov 2014.0%11.8%18.2%269.7K4.1K
$776.00Oct 7Nov 2013.9%11.9%16.4%370.4K4.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$774.00Oct 7Nov 2015.0%12.1%23.3%452.2K9.1K
$778.00Oct 7Nov 2013.9%11.7%19.0%27.5K9.5K
$775.00Oct 7Nov 2014.3%12.0%18.5%299.8K20.5K
$777.00Oct 7Nov 2014.0%11.8%18.2%52.2K7.9K
$776.00Oct 7Nov 2013.9%11.9%16.4%145.6K6.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 779 found (best R:R 1.78, avg 4.05)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$754.00$755.00Oct 16$0.36$0.64$0.3691%1.78$754.36
$745.00$746.00Oct 14$0.41$0.59$0.4195%1.44$745.41
$728.00$729.00Oct 16$0.44$0.56$0.4498%1.27$728.44
$693.00$694.00Oct 30$0.45$0.55$0.4597%1.22$693.45
$701.00$702.00Oct 16$0.47$0.53$0.4799%1.13$701.47
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$791.00$790.00Oct 16$0.49$0.51$0.4987%1.04$790.51
$791.00$790.00Oct 8$0.64$0.36$0.6499%0.56$790.36
$780.00$775.00Oct 21$2.24$2.76$2.2458%1.23$777.76
$775.00$770.00Oct 21$1.61$3.39$1.6146%2.11$773.39
$785.00$780.00Oct 21$2.96$2.04$2.9670%0.69$782.04

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 580 found (best R:R 0.72, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$780.00$785.00Oct 21$2.10$2.10$2.9058%0.72$782.10
$785.00$790.00Oct 21$1.41$1.41$3.5970%0.39$786.41
$800.00$805.00Nov 20$1.40$1.40$3.6074%0.39$801.40
$790.00$795.00Oct 21$0.84$0.84$4.1680%0.20$790.84
$805.00$810.00Nov 20$1.11$1.11$3.8978%0.29$806.11
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$776.00$775.00Oct 7$0.33$0.33$0.6758%0.49$775.67
$775.00$774.00Oct 7$0.18$0.18$0.8273%0.22$774.82
$771.00$770.00Oct 8$0.11$0.11$0.8984%0.12$770.89
$773.00$772.00Oct 8$0.19$0.19$0.8175%0.23$772.81
$770.00$769.00Oct 9$0.13$0.13$0.8782%0.15$769.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $1.01, cheapest $0.98)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$776.00Oct 7Oct 8$1.0813.9%10.9%
$777.00Oct 7Oct 8$1.0314.0%11.3%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$776.00Oct 7Oct 8$0.9813.9%10.9%
$777.00Oct 7Oct 8$0.9414.0%11.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,049 found (cheapest 0.24% of stock, avg 3.80%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$776.00Oct 7$1.17$0.73$1.90$774.10$777.900.24%
$777.00Oct 7$0.68$1.23$1.91$775.09$778.910.25%
$775.00Oct 7$1.86$0.40$2.26$772.74$777.260.29%
$778.00Oct 7$0.36$1.90$2.26$775.74$780.260.29%
$774.00Oct 7$2.68$0.22$2.90$771.10$776.900.37%
$779.00Oct 7$0.18$2.73$2.91$776.09$781.910.37%
$773.00Oct 7$3.58$0.13$3.71$769.29$776.710.48%
$780.00Oct 7$0.10$3.65$3.75$776.25$783.750.48%
$777.00Oct 8$1.71$2.17$3.88$773.12$780.880.50%
$776.00Oct 8$2.25$1.71$3.96$772.04$779.960.51%

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$0.08$0.18$771.82$780.18
$780.00$773.00Oct 7$0.10$0.13$0.23$772.77$780.23
$779.00$772.00Oct 7$0.18$0.08$0.26$771.74$779.26
$779.00$773.00Oct 7$0.18$0.13$0.31$772.69$779.31
$780.00$774.00Oct 7$0.10$0.22$0.32$773.68$780.32
$779.00$774.00Oct 7$0.18$0.22$0.40$773.60$779.40
$778.00$773.00Oct 7$0.36$0.13$0.49$772.51$778.49
$780.00$775.00Oct 7$0.10$0.40$0.50$774.50$780.50
$778.00$772.00Oct 7$0.36$0.08$0.44$771.56$778.44
$778.00$774.00Oct 7$0.36$0.22$0.58$773.42$778.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 396 found (best R:R 0.92, avg credit $0.50)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
756/757783/784Oct 20$0.48$0.5252%0.92$756.52$783.48
760/761782/783Oct 16$0.50$0.5050%1.00$760.50$782.50
756/757784/785Oct 20$0.45$0.5554%0.82$756.55$784.45
756/757785/786Oct 23$0.49$0.5150%0.96$756.51$785.49
756/757784/785Oct 23$0.51$0.4948%1.04$756.49$784.51
756/757785/786Oct 20$0.42$0.5857%0.72$756.58$785.42
760/761783/784Oct 20$0.51$0.4948%1.04$760.49$783.51
760/761783/784Oct 16$0.46$0.5452%0.85$760.54$783.46
756/757786/787Oct 23$0.46$0.5452%0.85$756.54$786.46
760/761784/785Oct 16$0.43$0.5755%0.75$760.57$784.43

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 281 found (best R:R 28.41, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Oct 15$0.17$4.8311%28.41
$770.00$775.00$780.00Oct 21$0.58$4.4224%7.62
$765.00$770.00$775.00Oct 21$0.53$4.4721%8.43
$776.00$777.00$778.00Oct 7$0.17$0.8332%4.88
$774.00$775.00$776.00Oct 7$0.13$0.8726%6.69
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Oct 21$0.34$4.6616%13.71
$765.00$770.00$775.00Oct 21$0.49$4.5121%9.20
$750.00$755.00$760.00Oct 21$0.14$4.868%34.71
$745.00$750.00$755.00Oct 21$0.11$4.896%44.45
$770.00$775.00$780.00Oct 21$0.63$4.3724%6.94

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,072 found (best net $-0.01, 1,065 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$745.00$760.001:2Oct 19-$4.78$10.22
$785.00$790.001:2Oct 21-$0.27$4.73
$780.00$785.001:2Oct 21-$0.99$4.01
$790.00$795.001:2Oct 21$0.00$5.00
$776.00$777.001:2Oct 7-$0.19$0.81
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$800.00$787.001:2Oct 20-$0.01$12.99
$800.00$791.001:2Oct 8-$5.45$3.55
$777.00$776.001:2Oct 7-$0.23$0.77
$776.00$775.001:2Oct 7-$0.07$0.93
$778.00$777.001:2Oct 7-$0.56$0.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 334 found (best yield 2.08%, avg 0.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$777.00Nov 20$16.180.500.1%2.08%2.15%801.2K
$778.00Nov 20$15.610.490.2%2.01%2.21%51716
$779.00Nov 20$15.020.480.3%1.93%2.26%10647
$780.00Nov 20$14.440.460.5%1.86%2.31%55413.0K
$781.00Nov 20$13.860.470.6%1.79%2.37%144471
$782.00Nov 20$13.310.460.7%1.71%2.43%60634
$783.00Nov 20$12.760.450.8%1.64%2.48%228389
$784.00Nov 20$12.230.431.0%1.58%2.54%28848
$785.00Nov 20$11.710.421.1%1.51%2.61%11710.5K
$786.00Nov 20$11.200.411.2%1.44%2.67%18955

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 2,732,938
Total Puts 3,306,404
Put/Call Ratio 1.21
Net Difference -573,466

Prior's Put/Call Breakdown

Total Calls 3,938,127
Total Puts 2,842,200
Put/Call Ratio 0.72
Net Difference 1,095,927

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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