Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$776.57 -0.32%
◀ 10/7 12:20 ▶

Option Volume

Detail
ℹ
Current (10/07 12:20pm) 6,224,456
Calls: 2,832,424 (46%)
Puts: 3,392,032 (54%)
Prior (10/06) 7,079,811
Calls: 4,061,932 (57%)
Puts: 3,017,879 (43%)
Current vs Prior -12.08%
Calls: -30.27% (Calls)
Puts: +12.40% (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 -50.48%
Calls: -54.01%
Puts: -47.10%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/07 12:20pm) $773.26M
Calls: $518.99M (67%)
Puts: $254.27M (33%)
Prior (10/06) $887.17M
Calls: $610.61M (69%)
Puts: $276.56M (31%)
Current vs Prior -12.84%
Calls: -15.00%
Puts: -8.06%
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 -49.19%
Calls: -38.09%
Puts: -62.80%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/07 12:20pm) 1.20
Prior (10/06) 0.74
Current vs Prior +61.19%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg +15.27%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/07 12:20pm) 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 0.30% | 0.57%0.30% | 0.74%0.74% | 1.46%1.34% | 3.86%
Prior 0.46% | 0.66%0.46% | 0.83%0.83% | 1.50%1.38% | 3.81%
Current vs Prior -33.86% | -13.78%-33.86% | -10.59%-10.59% | -2.51%-3.31% | +1.31%
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 -43.84% | -29.23%-17.22% | -14.73%-14.70% | -9.52%-33.32% | -8.39%
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 -33.86% | -13.78%-33.86% | -10.59%-10.59% | -2.51%-3.31% | +1.31%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.85% | 0.91%
Calls: 0.83% | 0.87%
Puts: 0.87% | 0.95%
Prior 1.12% | 1.17%
Calls: 1.13% | 1.13%
Puts: 1.11% | 1.22%
Current vs Prior -24.11% | -22.22%
Prior 7-Day Avg 1.06% | 0.91%
Calls: 1.20% | 1.02%
Puts: 0.92% | 0.81%
Current vs 7-Day Avg -19.81% | -0.16%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($518.99M). Slightly bearish P/C ratio of 1.20. P/C ratio rising 61% - 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 NEUTRAL
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
12:20BULLISHBEARISHBEARISH
12:15BULLISHBEARISHBEARISH
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 2,401 of results (avg 2.4%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$742.00Oct 734.5434.56$34.550.1%8671.0072
$779.00Nov 2015.1315.14$15.140.1%160.48647
$768.00Oct 78.568.57$8.570.1%2.6K1.001.6K
$778.00Nov 2015.7215.74$15.730.1%580.49716
$769.00Oct 77.567.57$7.570.1%3.8K1.002.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$795.00Oct 718.4518.47$18.460.1%5971.00--
$910.00Oct 7133.37133.57$133.470.1%21.00--
$775.00Oct 215.395.40$5.400.2%2630.46--
$770.00Oct 234.384.39$4.390.2%8140.353.2K
$763.00Nov 208.518.53$8.520.2%5760.341.0K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 726 found (avg $0.35, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Oct 70.080.09$0.0911.1%244.3K0.0814.1K
$781.00Oct 70.050.06$0.0616.7%39.2K0.0512.0K
$779.00Oct 70.170.18$0.185.6%237.4K0.145.7K
$778.00Oct 70.350.36$0.362.8%180.3K0.264.3K
$777.00Oct 70.680.69$0.691.4%293.1K0.412.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Oct 70.110.12$0.128.3%360.9K0.099.6K
$774.00Oct 70.190.20$0.205.0%456.3K0.158.3K
$772.00Oct 70.070.08$0.0812.5%249.9K0.068.4K
$775.00Oct 70.350.36$0.362.8%310.9K0.2610.2K
$776.00Oct 70.650.66$0.661.5%166.9K0.415.9K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,202 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$635.00Oct 7141.38141.67$141.520.2%--1.0010
$645.00Oct 7131.42131.66$131.540.2%1281.005
$650.00Oct 7126.38126.67$126.530.2%--1.0011
$670.00Oct 7106.39106.67$106.530.3%--1.0012
$675.00Oct 7101.39101.67$101.530.3%--1.0021
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$789.00Oct 912.2113.40$12.819.3%141.00443
$790.00Oct 912.6714.42$13.5512.9%491.0078
$791.00Oct 913.7715.42$14.6011.3%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. 2,514 active (total vol 6.2M, top 456.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Oct 71.901.91$1.900.5%415.3K0.743.4K
$776.00Oct 71.201.21$1.210.8%378.9K0.593.3K
$777.00Oct 70.680.69$0.691.4%293.1K0.412.9K
$780.00Oct 70.080.09$0.0911.1%244.3K0.0814.1K
$779.00Oct 70.170.18$0.185.6%237.4K0.145.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 70.190.20$0.205.0%456.3K0.158.3K
$773.00Oct 70.110.12$0.128.3%360.9K0.099.6K
$775.00Oct 70.350.36$0.362.8%310.9K0.2610.2K
$772.00Oct 70.070.08$0.0812.5%249.9K0.068.4K
$776.00Oct 70.650.66$0.661.5%166.9K0.415.9K

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 18.0%, max 22.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$774.00Oct 7Nov 2014.9%12.2%22.7%185.4K2.8K
$778.00Oct 7Nov 2013.9%11.7%18.9%180.3K5.0K
$775.00Oct 7Nov 2014.2%12.1%17.9%416.5K14.0K
$777.00Oct 7Nov 2013.7%11.8%16.1%293.2K4.1K
$776.00Oct 7Nov 2013.7%12.0%14.4%379.4K4.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$774.00Oct 7Nov 2014.9%12.2%22.7%456.4K9.1K
$778.00Oct 7Nov 2013.9%11.7%18.9%29.4K9.5K
$775.00Oct 7Nov 2014.2%12.1%17.9%312.2K20.5K
$777.00Oct 7Nov 2013.7%11.8%16.1%58.2K7.9K
$776.00Oct 7Nov 2013.7%12.0%14.4%167.0K6.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 798 found (best R:R 3.76, avg 3.93)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$720.00$721.00Oct 16$0.43$0.57$0.4398%1.33$720.43
$745.00$746.00Oct 14$0.40$0.60$0.4095%1.50$745.40
$749.00$750.00Oct 16$0.38$0.62$0.3893%1.63$749.38
$701.00$702.00Oct 16$0.44$0.56$0.4499%1.27$701.44
$705.00$706.00Oct 16$0.44$0.56$0.4499%1.27$705.44
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$800.00$799.00Nov 6$0.21$0.79$0.2180%3.76$799.79
$791.00$790.00Oct 16$0.48$0.52$0.4887%1.08$790.52
$780.00$775.00Oct 21$2.25$2.75$2.2558%1.22$777.75
$775.00$770.00Oct 21$1.60$3.40$1.6046%2.12$773.40
$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. 578 found (best R:R 0.73, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$780.00$785.00Oct 21$2.11$2.11$2.8958%0.73$782.11
$785.00$790.00Oct 21$1.43$1.43$3.5770%0.40$786.43
$800.00$805.00Nov 20$1.41$1.41$3.5973%0.39$801.41
$790.00$795.00Oct 21$0.85$0.85$4.1580%0.20$790.85
$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$0.30$0.30$0.7059%0.43$775.70
$775.00$774.00Oct 7$0.16$0.16$0.8474%0.19$774.84
$773.00$772.00Oct 8$0.19$0.19$0.8175%0.23$772.81
$772.00$771.00Oct 8$0.13$0.13$0.8780%0.15$771.87
$775.00$774.00Oct 8$0.30$0.30$0.7062%0.43$774.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $1.02, cheapest $0.99)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$776.00Oct 7Oct 8$1.0813.7%10.9%
$777.00Oct 7Oct 8$1.0613.7%11.3%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$776.00Oct 7Oct 8$0.9913.7%10.9%
$777.00Oct 7Oct 8$0.9613.7%11.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,055 found (cheapest 0.24% of stock, avg 3.82%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$776.00Oct 7$1.21$0.66$1.87$774.13$777.870.24%
$777.00Oct 7$0.69$1.15$1.84$775.16$778.840.24%
$778.00Oct 7$0.36$1.82$2.18$775.82$780.180.28%
$775.00Oct 7$1.90$0.36$2.26$772.74$777.260.29%
$779.00Oct 7$0.18$2.64$2.82$776.18$781.820.36%
$774.00Oct 7$2.74$0.20$2.94$771.06$776.940.38%
$780.00Oct 7$0.09$3.56$3.65$776.35$783.650.47%
$773.00Oct 7$3.66$0.12$3.78$769.22$776.780.49%
$777.00Oct 8$1.75$2.11$3.86$773.14$780.860.50%
$776.00Oct 8$2.29$1.65$3.94$772.06$779.940.51%

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$0.09$0.08$0.17$771.83$780.17
$780.00$773.00Oct 7$0.09$0.12$0.21$772.79$780.21
$779.00$772.00Oct 7$0.18$0.08$0.26$771.74$779.26
$779.00$773.00Oct 7$0.18$0.12$0.30$772.70$779.30
$780.00$774.00Oct 7$0.09$0.20$0.29$773.71$780.29
$779.00$774.00Oct 7$0.18$0.20$0.38$773.62$779.38
$778.00$773.00Oct 7$0.36$0.12$0.48$772.52$778.48
$780.00$775.00Oct 7$0.09$0.36$0.45$774.55$780.45
$778.00$772.00Oct 7$0.36$0.08$0.44$771.56$778.44
$778.00$774.00Oct 7$0.36$0.20$0.56$773.44$778.56

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 394 found (best R:R 1.08, avg credit $0.51)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
756/757784/785Oct 23$0.52$0.4848%1.08$756.48$784.52
754/755784/785Oct 23$0.50$0.5050%1.00$754.50$784.50
756/757783/784Oct 20$0.48$0.5252%0.92$756.52$783.48
756/757785/786Oct 20$0.43$0.5756%0.75$756.57$785.43
756/757785/786Oct 23$0.49$0.5150%0.96$756.51$785.49
756/757786/787Oct 20$0.40$0.6059%0.67$756.60$786.40
754/755785/786Oct 23$0.47$0.5352%0.89$754.53$785.47
758/759784/785Oct 23$0.53$0.4746%1.13$758.47$784.53
759/760784/785Oct 23$0.54$0.4645%1.17$759.46$784.54
760/761782/783Oct 16$0.49$0.5149%0.96$760.51$782.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 302 found (best R:R 9.42, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Oct 15$0.10$4.906%49.00
$775.00$780.00$785.00Oct 21$0.62$4.3824%7.06
$765.00$770.00$775.00Oct 21$0.54$4.4621%8.26
$775.00$776.00$777.00Oct 7$0.17$0.8333%4.88
$770.00$775.00$780.00Oct 21$0.65$4.3524%6.69
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Oct 21$0.48$4.5221%9.42
$760.00$765.00$770.00Oct 21$0.35$4.6516%13.29
$750.00$755.00$760.00Oct 21$0.15$4.858%32.33
$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. 1,071 found (best net $-0.05, 1,064 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$745.00$760.001:2Oct 19-$4.81$10.19
$785.00$790.001:2Oct 21-$0.29$4.71
$780.00$785.001:2Oct 21-$1.04$3.96
$790.00$795.001:2Oct 21-$0.02$4.98
$776.00$777.001:2Oct 7-$0.17$0.83
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$800.00$787.001:2Oct 20-$0.05$12.95
$800.00$791.001:2Oct 8-$5.45$3.55
$777.00$776.001:2Oct 7-$0.17$0.83
$776.00$775.001:2Oct 7-$0.06$0.94
$778.00$777.001:2Oct 7-$0.48$0.52

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 335 found (best yield 2.10%, avg 0.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$777.00Nov 20$16.280.500.1%2.10%2.15%811.2K
$778.00Nov 20$15.720.490.2%2.02%2.21%58716
$779.00Nov 20$15.130.480.3%1.95%2.26%16647
$780.00Nov 20$14.540.460.4%1.87%2.31%57013.0K
$781.00Nov 20$13.970.470.6%1.80%2.37%162471
$782.00Nov 20$13.390.460.7%1.72%2.42%67634
$783.00Nov 20$12.840.450.8%1.65%2.48%238389
$784.00Nov 20$12.320.431.0%1.59%2.54%28848
$785.00Nov 20$11.800.421.1%1.52%2.61%11910.5K
$786.00Nov 20$11.290.411.2%1.45%2.67%26955

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 2,832,424
Total Puts 3,392,032
Put/Call Ratio 1.20
Net Difference -559,608

Prior's Put/Call Breakdown

Total Calls 4,061,932
Total Puts 3,017,879
Put/Call Ratio 0.74
Net Difference 1,044,053

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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