Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$777.41 -0.22%
◀ 10/7 14:15 ▶

Option Volume

Detail
ℹ
Current (10/07 2:15pm) 8,997,911
Calls: 4,280,513 (48%)
Puts: 4,717,398 (52%)
Prior (10/06) 10,195,553
Calls: 5,548,906 (54%)
Puts: 4,646,647 (46%)
Current vs Prior -11.75%
Calls: -22.86% (Calls)
Puts: +1.52% (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 -28.42%
Calls: -30.49%
Puts: -26.43%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/07 2:15pm) $1.05B
Calls: $775.41M (74%)
Puts: $275.28M (26%)
Prior (10/06) $1.04B
Calls: $644.59M (62%)
Puts: $394.67M (38%)
Current vs Prior +1.10%
Calls: +20.29%
Puts: -30.25%
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 -30.96%
Calls: -7.50%
Puts: -59.73%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/07 2:15pm) 1.10
Prior (10/06) 0.84
Current vs Prior +31.61%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg +6.07%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/07 2:15pm) 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 0.21% | 0.52%0.21% | 0.70%0.70% | 1.43%1.30% | 3.81%
Prior 0.46% | 0.66%0.46% | 0.83%0.83% | 1.50%1.38% | 3.81%
Current vs Prior -53.25% | -21.31%-53.25% | -14.72%-14.72% | -4.42%-5.65% | +0.05%
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 -60.30% | -35.41%-41.49% | -18.68%-18.65% | -11.29%-34.93% | -9.52%
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 -53.25% | -21.31%-53.25% | -14.72%-14.72% | -4.42%-5.65% | +0.05%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.21% | 0.50%
Calls: 1.30% | 0.50%
Puts: 1.11% | 0.50%
Prior 1.12% | 1.17%
Calls: 1.13% | 1.13%
Puts: 1.11% | 1.22%
Current vs Prior +8.04% | -57.26%
Prior 7-Day Avg 1.06% | 0.91%
Calls: 1.20% | 1.02%
Puts: 0.92% | 0.81%
Current vs 7-Day Avg +14.15% | -45.14%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($775.41M). Slightly bearish P/C ratio of 1.10. 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
14:15BULLISHBEARISHBEARISH
14:10BULLISHBEARISHBEARISH
14:05BULLISHBEARISHBEARISH
14:00BULLISHBEARISHBEARISH
13:55BULLISHBEARISHBEARISH
13:50BULLISHBEARISHBEARISH
13:45BULLISHBEARISHBEARISH
13:40BULLISHBEARISHBEARISH
13:35BULLISHBEARISHBEARISH
13:30BULLISHBEARISHBEARISH
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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 2,416 of results (avg 2.5%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$645.00Oct 7132.30132.45$132.380.1%1301.005
$770.00Oct 77.417.42$7.420.1%6.5K0.991.6K
$635.00Oct 7142.30142.50$142.400.1%21.0010
$771.00Oct 76.416.42$6.420.2%13.5K0.981.8K
$630.00Oct 7147.27147.52$147.400.2%21.007
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$786.00Oct 78.608.61$8.610.1%8231.0055
$910.00Oct 7132.56132.76$132.660.2%21.00--
$885.00Oct 7107.54107.73$107.640.2%11.00--
$782.00Oct 74.614.62$4.620.2%4.8K1.002.3K
$785.00Nov 2015.9616.00$15.980.3%320.571.3K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 734 found (avg $0.33, cheapest $0.10)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Oct 70.090.10$0.1010.0%387.8K0.135.7K
$778.00Oct 70.290.30$0.303.3%452.1K0.324.3K
$777.00Oct 70.760.77$0.771.3%561.0K0.602.9K
$785.00Oct 80.070.08$0.0812.5%7.0K0.043.2K
$784.00Oct 80.110.12$0.128.3%6.5K0.061.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$776.00Oct 70.150.16$0.166.3%374.1K0.195.9K
$775.00Oct 70.070.08$0.0812.5%471.4K0.0910.2K
$777.00Oct 70.360.37$0.372.7%287.4K0.407.7K
$778.00Oct 70.890.90$0.901.1%102.0K0.688.9K
$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 7147.27147.52$147.400.2%21.007
$635.00Oct 7142.30142.50$142.400.1%21.0010
$640.00Oct 7137.25137.51$137.380.2%21.005
$645.00Oct 7132.30132.45$132.380.1%1301.005
$650.00Oct 7127.27127.50$127.390.2%31.0011
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$782.00Oct 74.614.62$4.620.2%4.8K1.002.3K
$783.00Oct 75.575.63$5.601.1%1.9K1.00951
$784.00Oct 76.576.69$6.631.8%1.9K1.00278
$785.00Oct 77.577.69$7.631.6%1.8K1.00444
$786.00Oct 78.608.61$8.610.1%8231.0055

Most actively traded options today. High liquidity = easy entry/exit. 2,680 active (total vol 9.0M, top 574.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$777.00Oct 70.760.77$0.771.3%561.0K0.602.9K
$776.00Oct 71.541.55$1.550.6%475.9K0.813.3K
$780.00Oct 70.040.05$0.0520.0%472.2K0.0614.1K
$778.00Oct 70.290.30$0.303.3%452.1K0.324.3K
$775.00Oct 72.472.48$2.480.4%441.6K0.913.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 70.040.05$0.0520.0%574.0K0.058.3K
$775.00Oct 70.070.08$0.0812.5%471.4K0.0910.2K
$773.00Oct 70.030.04$0.0425.0%456.8K0.049.6K
$776.00Oct 70.150.16$0.166.3%374.1K0.195.9K
$777.00Oct 70.360.37$0.372.7%287.4K0.407.7K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 8.5%, max 8.5%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$776.00Oct 7Nov 2012.9%11.9%8.5%476.4K4.7K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$776.00Oct 7Nov 2012.9%11.9%8.5%374.3K6.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 767 found (best R:R 2.33, avg 3.96)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$752.00$753.00Oct 23$0.30$0.70$0.3088%2.33$752.30
$758.00$759.00Nov 6$0.21$0.79$0.2174%3.76$758.21
$752.00$753.00Nov 20$0.22$0.78$0.2275%3.55$752.22
$753.00$754.00Oct 30$0.30$0.70$0.3082%2.33$753.30
$765.00$766.00Nov 13$0.14$0.86$0.1466%6.14$765.14
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$791.00$790.00Oct 23$0.19$0.81$0.1978%4.26$790.81
$800.00$799.00Nov 6$0.22$0.78$0.2279%3.55$799.78
$799.00$797.00Oct 30$1.08$0.92$1.0883%0.85$797.92
$795.00$794.00Oct 30$0.22$0.78$0.2277%3.55$794.78
$795.00$794.00Nov 6$0.19$0.81$0.1973%4.26$794.81

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 568 found (best R:R 0.78, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$780.00$785.00Oct 21$2.19$2.19$2.8156%0.78$782.19
$785.00$790.00Oct 21$1.52$1.52$3.4868%0.44$786.52
$800.00$805.00Nov 20$1.44$1.44$3.5673%0.40$801.44
$790.00$795.00Oct 21$0.93$0.93$4.0779%0.23$790.93
$805.00$810.00Nov 20$1.15$1.15$3.8578%0.30$806.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$773.00$772.00Oct 8$0.13$0.13$0.8782%0.15$772.87
$768.00$767.00Oct 12$0.11$0.11$0.8985%0.12$767.89
$777.00$776.00Oct 7$0.21$0.21$0.7960%0.27$776.79
$775.00$774.00Oct 8$0.23$0.23$0.7770%0.30$774.77
$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 $1.18, cheapest $1.18)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$777.00Oct 7Oct 8$1.2411.6%10.2%
$778.00Oct 7Oct 8$1.1811.7%10.5%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$777.00Oct 7Oct 8$1.1811.6%10.2%
$778.00Oct 7Oct 8$1.1111.7%10.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,092 found (cheapest 0.15% of stock, avg 3.87%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$777.00Oct 7$0.77$0.37$1.14$775.86$778.140.15%
$778.00Oct 7$0.30$0.90$1.20$776.80$779.200.15%
$776.00Oct 7$1.55$0.16$1.71$774.29$777.710.22%
$779.00Oct 7$0.10$1.69$1.79$777.21$780.790.23%
$775.00Oct 7$2.48$0.08$2.56$772.44$777.560.33%
$780.00Oct 7$0.05$2.65$2.70$777.30$782.700.35%
$774.00Oct 7$3.45$0.05$3.50$770.50$777.500.45%
$778.00Oct 8$1.48$2.01$3.49$774.51$781.490.45%
$777.00Oct 8$2.01$1.55$3.56$773.44$780.560.46%
$781.00Oct 7$0.03$3.63$3.66$777.34$784.660.47%

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$0.05$0.05$0.10$773.90$780.10
$780.00$775.00Oct 7$0.05$0.08$0.13$774.87$780.13
$779.00$775.00Oct 7$0.10$0.08$0.18$774.82$779.18
$779.00$774.00Oct 7$0.10$0.05$0.15$773.85$779.15
$779.00$776.00Oct 7$0.10$0.16$0.26$775.74$779.26
$780.00$776.00Oct 7$0.05$0.16$0.21$775.79$780.21
$778.00$775.00Oct 7$0.30$0.08$0.38$774.62$778.38
$778.00$774.00Oct 7$0.30$0.05$0.35$773.65$778.35
$778.00$776.00Oct 7$0.30$0.16$0.46$775.54$778.46
$780.00$777.00Oct 7$0.05$0.37$0.42$776.58$780.42

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 411 found (best R:R 0.69, avg credit $0.50)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
759/760786/787Oct 19$0.41$0.5958%0.69$759.59$786.41
759/760784/785Oct 19$0.46$0.5453%0.85$759.54$784.46
759/760784/785Oct 20$0.48$0.5251%0.92$759.52$784.48
759/760786/787Oct 20$0.43$0.5756%0.75$759.57$786.43
762/763786/787Oct 19$0.44$0.5654%0.79$762.56$786.44
762/763784/785Oct 19$0.49$0.5149%0.96$762.51$784.49
759/760785/786Oct 20$0.45$0.5553%0.82$759.55$785.45
757/758787/788Oct 23$0.45$0.5553%0.82$757.55$787.45
763/764783/784Oct 16$0.50$0.5048%1.00$763.50$783.50
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. 308 found (best R:R 9.87, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Oct 21$0.46$4.5420%9.87
$760.00$765.00$770.00Oct 21$0.34$4.6615%13.71
$770.00$775.00$780.00Oct 21$0.61$4.3924%7.20
$777.00$778.00$779.00Oct 7$0.27$0.7347%2.70
$775.00$776.00$777.00Oct 7$0.15$0.8531%5.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Oct 21$0.47$4.5320%9.64
$760.00$765.00$770.00Oct 21$0.34$4.6615%13.71
$755.00$760.00$765.00Oct 21$0.23$4.7711%20.74
$745.00$750.00$755.00Oct 21$0.09$4.916%54.56
$775.00$776.00$777.00Oct 7$0.13$0.8731%6.69

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,084 found (best net $-17.62, 1,076 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$745.00$760.001:2Oct 19-$5.34$9.66
$785.00$790.001:2Oct 21-$0.35$4.65
$790.00$795.001:2Oct 21-$0.01$4.99
$780.00$785.001:2Oct 21-$1.20$3.80
$775.00$776.001:2Oct 7-$0.62$0.38
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$885.00$840.001:2Oct 7-$17.62$27.38
$800.00$791.001:2Oct 8-$4.61$4.39
$800.00$791.001:2Oct 20-$5.77$3.23
$779.00$778.001:2Oct 7-$0.11$0.89
$780.00$779.001:2Oct 7-$0.73$0.27

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 321 found (best yield 2.06%, avg 0.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$778.00Nov 20$16.050.500.1%2.06%2.14%117716
$779.00Nov 20$15.470.490.2%1.99%2.19%66647
$780.00Nov 20$14.870.480.3%1.91%2.25%78313.0K
$781.00Nov 20$14.290.460.5%1.84%2.30%242471
$782.00Nov 20$13.720.470.6%1.76%2.36%185634
$783.00Nov 20$13.170.460.7%1.69%2.41%315389
$784.00Nov 20$12.620.440.8%1.62%2.47%51848
$785.00Nov 20$12.090.431.0%1.56%2.53%31110.5K
$786.00Nov 20$11.580.421.1%1.49%2.59%98955
$787.00Nov 20$11.080.411.2%1.43%2.66%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 4,280,513
Total Puts 4,717,398
Put/Call Ratio 1.10
Net Difference -436,885

Prior's Put/Call Breakdown

Total Calls 5,548,906
Total Puts 4,646,647
Put/Call Ratio 0.84
Net Difference 902,259

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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