Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$777.51 -0.20%
◀ 10/7 14:10 ▶

Option Volume

Detail
ℹ
Current (10/07 2:10pm) 8,907,203
Calls: 4,226,724 (47%)
Puts: 4,680,479 (53%)
Prior (10/06) 10,063,216
Calls: 5,470,721 (54%)
Puts: 4,592,495 (46%)
Current vs Prior -11.49%
Calls: -22.74% (Calls)
Puts: +1.92% (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 -29.14%
Calls: -31.37%
Puts: -27.01%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/07 2:10pm) $1.07B
Calls: $797.05M (75%)
Puts: $269.78M (25%)
Prior (10/06) $1.03B
Calls: $639.67M (62%)
Puts: $394.11M (38%)
Current vs Prior +3.20%
Calls: +24.60%
Puts: -31.55%
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 -29.90%
Calls: -4.92%
Puts: -60.53%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/07 2:10pm) 1.11
Prior (10/06) 0.84
Current vs Prior +31.91%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg +6.58%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/07 2:10pm) 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 0.22% | 0.53%0.22% | 0.71%0.71% | 1.44%1.31% | 3.81%
Prior 0.46% | 0.66%0.46% | 0.83%0.83% | 1.50%1.38% | 3.81%
Current vs Prior -52.14% | -19.95%-52.14% | -13.96%-13.96% | -4.17%-5.29% | +0.17%
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 -59.36% | -34.29%-40.10% | -17.95%-17.92% | -11.07%-34.68% | -9.41%
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 -52.14% | -19.95%-52.14% | -13.96%-13.96% | -4.17%-5.29% | +0.17%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.17% | 0.73%
Calls: 1.16% | 0.96%
Puts: 1.18% | 0.50%
Prior 1.12% | 1.17%
Calls: 1.13% | 1.13%
Puts: 1.11% | 1.22%
Current vs Prior +4.46% | -37.61%
Prior 7-Day Avg 1.06% | 0.91%
Calls: 1.20% | 1.02%
Puts: 0.92% | 0.81%
Current vs 7-Day Avg +10.38% | -19.91%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 75% call dollar volume ($797.05M). Slightly bearish P/C ratio of 1.11. P/C ratio rising 32% - 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 NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
14:10BULLISHBEARISHBEARISH
14:05BULLISHBEARISHBEARISH
14:00BULLISHBEARISHBEARISH
13:55BULLISHBEARISHBEARISH
13:50BULLISHBEARISHBEARISH
13:45BULLISHBEARISHBEARISH
13:40BULLISHBEARISHBEARISH
13:35BULLISHBEARISHBEARISH
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13:25BULLISHBEARISHBEARISH
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📈 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 2,358 of results (avg 3.1%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$635.00Oct 7142.38142.59$142.490.1%21.0010
$630.00Oct 7147.38147.61$147.500.2%21.007
$650.00Oct 7127.39127.59$127.490.2%31.0011
$665.00Oct 7112.39112.60$112.500.2%761.007
$779.00Nov 2015.5415.57$15.560.2%660.49647
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 207.467.47$7.470.1%1.2K0.3121.1K
$910.00Oct 7132.43132.62$132.530.1%21.00--
$775.00Nov 2011.7011.72$11.710.2%1.5K0.4610.4K
$885.00Oct 7107.43107.62$107.530.2%11.00--
$778.00Oct 165.135.14$5.140.2%1.5K0.512.3K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 731 found (avg $0.33, cheapest $0.12)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Oct 70.110.12$0.128.3%375.5K0.155.7K
$780.00Oct 70.050.06$0.0616.7%470.0K0.0714.1K
$778.00Oct 70.330.34$0.342.9%441.3K0.354.3K
$777.00Oct 70.850.86$0.861.2%552.8K0.632.9K
$786.00Oct 80.050.06$0.0616.7%2.5K0.032.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$776.00Oct 70.140.15$0.156.7%370.6K0.185.9K
$775.00Oct 70.070.08$0.0812.5%467.5K0.0910.2K
$777.00Oct 70.350.36$0.362.8%277.6K0.387.7K
$778.00Oct 70.840.85$0.851.2%97.4K0.658.9K
$768.00Oct 80.110.12$0.128.3%6.1K0.051.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,252 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$630.00Oct 7147.38147.61$147.500.2%21.007
$635.00Oct 7142.38142.59$142.490.1%21.0010
$640.00Oct 7137.38137.65$137.510.2%21.005
$645.00Oct 7132.35132.64$132.500.2%1301.005
$650.00Oct 7127.39127.59$127.490.2%31.0011
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$790.00Oct 911.6513.25$12.4512.9%511.0078
$791.00Oct 912.6314.25$13.4412.1%21.003
$792.00Oct 913.6515.25$14.4511.1%1091.008
$793.00Oct 914.6116.25$15.4310.6%101.001
$795.00Oct 916.6118.26$17.449.5%31.007

Most actively traded options today. High liquidity = easy entry/exit. 2,676 active (total vol 8.9M, top 572.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$777.00Oct 70.850.86$0.861.2%552.8K0.632.9K
$776.00Oct 71.641.65$1.650.6%474.8K0.823.3K
$780.00Oct 70.050.06$0.0616.7%470.0K0.0714.1K
$778.00Oct 70.330.34$0.342.9%441.3K0.354.3K
$775.00Oct 72.562.57$2.570.4%441.1K0.923.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 70.040.05$0.0520.0%572.8K0.058.3K
$775.00Oct 70.070.08$0.0812.5%467.5K0.0910.2K
$773.00Oct 70.030.04$0.0425.0%456.5K0.049.6K
$776.00Oct 70.140.15$0.156.7%370.6K0.185.9K
$777.00Oct 70.350.36$0.362.8%277.6K0.387.7K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 5.5%, max 11.5%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$776.00Oct 7Nov 2013.3%11.9%11.5%475.3K4.7K
$779.00Oct 7Nov 2012.5%11.6%7.3%375.6K6.3K
$777.00Oct 7Nov 2012.0%11.8%1.7%553.0K4.1K
$778.00Oct 7Nov 2011.9%11.7%1.5%441.5K5.0K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$776.00Oct 7Nov 2013.3%11.9%11.5%370.8K6.2K
$779.00Oct 7Nov 2012.5%11.6%7.3%41.7K10.9K
$777.00Oct 7Nov 2012.0%11.8%1.7%278.7K7.9K
$778.00Oct 7Nov 2011.9%11.7%1.5%97.9K9.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 779 found (best R:R 6.14, avg 3.84)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$765.00$766.00Nov 6$0.14$0.86$0.1468%6.14$765.14
$755.00$756.00Nov 20$0.29$0.71$0.2973%2.45$755.29
$754.00$755.00Oct 16$0.50$0.50$0.5092%1.00$754.50
$745.00$746.00Oct 13$0.60$0.40$0.60100%0.67$745.60
$757.00$758.00Oct 12$0.56$0.44$0.5695%0.79$757.56
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$799.00$797.00Oct 30$1.15$0.85$1.1582%0.74$797.85
$790.00$785.00Oct 21$3.34$1.66$3.3478%0.50$786.66
$795.00$790.00Nov 13$3.04$1.96$3.0470%0.64$791.96
$789.00$788.00Oct 12$0.63$0.37$0.6393%0.59$788.37
$780.00$775.00Oct 21$2.13$2.87$2.1355%1.35$777.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 565 found (best R:R 0.79, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$780.00$785.00Oct 21$2.21$2.21$2.7955%0.79$782.21
$785.00$790.00Oct 21$1.53$1.53$3.4767%0.44$786.53
$800.00$805.00Nov 20$1.45$1.45$3.5573%0.41$801.45
$790.00$795.00Oct 21$0.94$0.94$4.0678%0.23$790.94
$805.00$810.00Nov 20$1.15$1.15$3.8578%0.30$806.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$777.00$776.00Oct 7$0.21$0.21$0.7962%0.27$776.79
$777.00$776.00Oct 8$0.39$0.39$0.6154%0.64$776.61
$773.00$772.00Oct 8$0.12$0.12$0.8882%0.14$772.88
$775.00$774.00Oct 8$0.22$0.22$0.7870%0.28$774.78
$767.00$766.00Oct 13$0.11$0.11$0.8985%0.12$766.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $1.19, cheapest $1.18)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$777.00Oct 7Oct 8$1.2312.0%10.4%
$778.00Oct 7Oct 8$1.2211.9%10.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$777.00Oct 7Oct 8$1.1812.0%10.4%
$778.00Oct 7Oct 8$1.1511.9%10.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,091 found (cheapest 0.15% of stock, avg 3.87%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$778.00Oct 7$0.34$0.85$1.19$776.81$779.190.15%
$777.00Oct 7$0.86$0.36$1.22$775.78$778.220.16%
$779.00Oct 7$0.12$1.62$1.74$777.26$780.740.22%
$776.00Oct 7$1.65$0.15$1.80$774.20$777.800.23%
$775.00Oct 7$2.57$0.08$2.65$772.35$777.650.34%
$780.00Oct 7$0.06$2.55$2.61$777.39$782.610.34%
$774.00Oct 7$3.54$0.05$3.59$770.41$777.590.46%
$781.00Oct 7$0.04$3.53$3.57$777.43$784.570.46%
$778.00Oct 8$1.56$2.00$3.56$774.44$781.560.46%
$777.00Oct 8$2.09$1.54$3.63$773.37$780.630.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 387 found (cheapest 0.01% of stock, avg 1.33%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$780.00$774.00Oct 7$0.06$0.05$0.11$773.89$780.11
$780.00$775.00Oct 7$0.06$0.08$0.14$774.86$780.14
$779.00$774.00Oct 7$0.12$0.05$0.17$773.83$779.17
$779.00$776.00Oct 7$0.12$0.15$0.27$775.73$779.27
$779.00$775.00Oct 7$0.12$0.08$0.20$774.80$779.20
$780.00$776.00Oct 7$0.06$0.15$0.21$775.79$780.21
$778.00$775.00Oct 7$0.34$0.08$0.42$774.58$778.42
$778.00$774.00Oct 7$0.34$0.05$0.39$773.61$778.39
$780.00$777.00Oct 7$0.06$0.36$0.42$776.58$780.42
$778.00$776.00Oct 7$0.34$0.15$0.49$775.51$778.49

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 388 found (best R:R 1.04, avg credit $0.51)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
758/759785/786Oct 23$0.51$0.4948%1.04$758.49$785.51
756/757785/786Oct 23$0.49$0.5150%0.96$756.51$785.49
757/758785/786Oct 23$0.50$0.5049%1.00$757.50$785.50
759/760784/785Oct 19$0.46$0.5452%0.85$759.54$784.46
760/761785/786Oct 23$0.53$0.4746%1.13$760.47$785.53
762/763785/786Oct 20$0.49$0.5149%0.96$762.51$785.49
761/762785/786Oct 23$0.54$0.4644%1.17$761.46$785.54
759/760785/786Oct 19$0.43$0.5755%0.75$759.57$785.43
758/759787/788Oct 23$0.46$0.5452%0.85$758.54$787.46
762/763784/785Oct 20$0.51$0.4947%1.04$762.49$784.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 397 found (best R:R 19.83, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$770.00$775.00$780.00Oct 21$0.41$4.5923%11.20
$775.00$776.00$777.00Oct 7$0.13$0.8729%6.69
$776.00$777.00$778.00Oct 7$0.27$0.7347%2.70
$777.00$778.00$779.00Oct 8$0.08$0.9218%11.50
$750.00$755.00$760.00Oct 15$0.13$4.876%37.46
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$780.00$785.00$790.00Oct 21$0.24$4.7623%19.83
$765.00$770.00$775.00Oct 21$0.47$4.5320%9.64
$760.00$765.00$770.00Oct 21$0.33$4.6715%14.15
$750.00$755.00$760.00Oct 21$0.15$4.858%32.33
$792.00$795.00$798.00Oct 16$0.06$2.947%49.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,081 found (best net $-17.53, 1,072 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$745.00$760.001:2Oct 19-$5.56$9.44
$785.00$790.001:2Oct 21-$0.37$4.63
$790.00$795.001:2Oct 21-$0.02$4.98
$776.00$777.001:2Oct 7-$0.07$0.93
$780.00$785.001:2Oct 21-$1.22$3.78
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$885.00$840.001:2Oct 7-$17.53$27.47
$800.00$791.001:2Oct 8-$4.43$4.57
$800.00$791.001:2Oct 20-$5.81$3.19
$779.00$778.001:2Oct 7-$0.08$0.92
$780.00$779.001:2Oct 7-$0.69$0.31

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 322 found (best yield 2.00%, avg 0.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$779.00Nov 20$15.540.490.2%2.00%2.19%66647
$778.00Nov 20$15.970.500.1%2.05%2.12%117716
$780.00Nov 20$14.940.480.3%1.92%2.24%78213.0K
$781.00Nov 20$14.360.460.5%1.85%2.30%222471
$782.00Nov 20$13.790.470.6%1.77%2.35%185634
$783.00Nov 20$13.230.460.7%1.70%2.41%315389
$784.00Nov 20$12.690.450.8%1.63%2.47%51848
$785.00Nov 20$12.150.431.0%1.56%2.53%31110.5K
$786.00Nov 20$11.640.421.1%1.50%2.59%98955
$787.00Nov 20$11.130.411.2%1.43%2.65%116335

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 4,226,724
Total Puts 4,680,479
Put/Call Ratio 1.11
Net Difference -453,755

Prior's Put/Call Breakdown

Total Calls 5,470,721
Total Puts 4,592,495
Put/Call Ratio 0.84
Net Difference 878,226

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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