Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$777.38 -0.22%
◀ 10/7 14:20 ▶

Option Volume

Detail
ℹ
Current (10/07 2:20pm) 9,067,073
Calls: 4,318,327 (48%)
Puts: 4,748,746 (52%)
Prior (10/06) 10,274,579
Calls: 5,590,807 (54%)
Puts: 4,683,772 (46%)
Current vs Prior -11.75%
Calls: -22.76% (Calls)
Puts: +1.39% (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 -27.87%
Calls: -29.88%
Puts: -25.94%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/07 2:20pm) $1.05B
Calls: $767.24M (73%)
Puts: $277.86M (27%)
Prior (10/06) $1.03B
Calls: $607.01M (59%)
Puts: $422.73M (41%)
Current vs Prior +1.49%
Calls: +26.40%
Puts: -34.27%
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 -31.33%
Calls: -8.47%
Puts: -59.35%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/07 2:20pm) 1.10
Prior (10/06) 0.84
Current vs Prior +31.26%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg +5.84%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/07 2:20pm) 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 0.21% | 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 -53.53% | -21.31%-53.54% | -14.88%-14.88% | -4.59%-5.74% | +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 -60.54% | -35.41%-41.84% | -18.83%-18.80% | -11.45%-34.99% | -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 -53.53% | -21.31%-53.54% | -14.88%-14.88% | -4.59%-5.74% | +0.05%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.22% | 0.50%
Calls: 1.35% | 0.51%
Puts: 1.09% | 0.49%
Prior 1.12% | 1.17%
Calls: 1.13% | 1.13%
Puts: 1.11% | 1.22%
Current vs Prior +8.93% | -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 +15.09% | -45.14%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($767.24M). Slightly bearish P/C ratio of 1.10. P/C ratio rising 31% - 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 NEUTRAL
Overall MIXED
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
14:20BULLISHNEUTRALMIXED
14:15BULLISHBEARISHBEARISH
14:10BULLISHBEARISHBEARISH
14:05BULLISHBEARISHBEARISH
14:00BULLISHBEARISHBEARISH
13:55BULLISHBEARISHBEARISH
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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 2,422 of results (avg 2.4%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$635.00Oct 7142.32142.50$142.410.1%21.0010
$770.00Oct 77.377.38$7.380.1%6.5K1.001.6K
$645.00Oct 7132.32132.50$132.410.1%1311.005
$650.00Oct 7127.32127.50$127.410.1%31.0011
$771.00Oct 76.376.38$6.380.2%13.5K1.001.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$786.00Oct 78.648.65$8.650.1%8250.9955
$885.00Oct 7107.50107.68$107.590.2%11.00--
$910.00Oct 7132.46132.69$132.570.2%21.00--
$749.00Nov 205.475.48$5.480.2%1410.23660
$748.00Nov 205.325.33$5.330.2%1560.221.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 733 found (avg $0.33, cheapest $0.10)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Oct 70.090.10$0.1010.0%395.5K0.135.7K
$778.00Oct 70.260.27$0.273.7%457.5K0.334.3K
$777.00Oct 70.730.74$0.741.4%568.1K0.622.9K
$784.00Oct 80.100.11$0.119.1%6.5K0.061.1K
$785.00Oct 80.070.08$0.0812.5%7.4K0.043.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Oct 70.060.07$0.0714.3%473.5K0.0810.2K
$776.00Oct 70.140.15$0.156.7%379.2K0.175.9K
$777.00Oct 70.370.38$0.382.6%294.2K0.387.7K
$778.00Oct 70.910.92$0.921.1%106.1K0.678.9K
$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. 1,256 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$630.00Oct 7147.32147.56$147.440.2%21.007
$635.00Oct 7142.32142.50$142.410.1%21.0010
$640.00Oct 7137.32137.56$137.440.2%21.005
$645.00Oct 7132.32132.50$132.410.1%1311.005
$650.00Oct 7127.32127.50$127.410.1%31.0011
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$789.00Oct 910.6612.27$11.4714.0%141.00443
$790.00Oct 911.6913.25$12.4712.5%511.0078
$791.00Oct 912.6914.25$13.4711.6%21.003
$792.00Oct 913.7015.31$14.5111.1%1091.008
$793.00Oct 914.7016.62$15.6612.3%101.001

Most actively traded options today. High liquidity = easy entry/exit. 2,685 active (total vol 9.0M, top 574.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$777.00Oct 70.730.74$0.741.4%568.1K0.622.9K
$776.00Oct 71.501.51$1.510.7%477.0K0.833.3K
$780.00Oct 70.040.05$0.0520.0%472.7K0.0614.1K
$778.00Oct 70.260.27$0.273.7%457.5K0.334.3K
$775.00Oct 72.422.43$2.420.4%441.9K0.923.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 70.040.05$0.0520.0%574.4K0.058.3K
$775.00Oct 70.060.07$0.0714.3%473.5K0.0810.2K
$773.00Oct 70.030.04$0.0425.0%459.3K0.049.6K
$776.00Oct 70.140.15$0.156.7%379.2K0.175.9K
$777.00Oct 70.370.38$0.382.6%294.2K0.387.7K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 8.8%, max 8.8%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$776.00Oct 7Nov 2013.0%11.9%8.8%477.5K4.7K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$776.00Oct 7Nov 2013.0%11.9%8.8%379.4K6.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 741 found (best R:R 0.67, avg 3.97)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$745.00$746.00Oct 13$0.60$0.40$0.60100%0.67$745.60
$754.00$755.00Oct 16$0.54$0.46$0.5492%0.85$754.54
$739.00$740.00Oct 16$0.65$0.35$0.6597%0.54$739.65
$733.00$734.00Oct 30$0.61$0.39$0.6192%0.64$733.61
$720.00$721.00Oct 30$0.65$0.35$0.6595%0.54$720.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$789.00$788.00Oct 12$0.63$0.37$0.6394%0.59$788.37
$785.00$780.00Oct 21$2.84$2.16$2.8468%0.76$782.16
$780.00$775.00Oct 21$2.16$2.84$2.1656%1.31$777.84
$775.00$770.00Oct 21$1.52$3.48$1.5244%2.29$773.48
$770.00$765.00Oct 21$1.05$3.95$1.0532%3.76$768.95

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 567 found (best R:R 0.79, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$780.00$785.00Oct 21$2.20$2.20$2.8056%0.79$782.20
$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$0.92$0.92$4.0879%0.23$790.92
$805.00$810.00Nov 20$1.14$1.14$3.8678%0.30$806.14
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$777.00$776.00Oct 7$0.23$0.23$0.7762%0.30$776.77
$774.00$773.00Oct 8$0.17$0.17$0.8377%0.20$773.83
$775.00$774.00Oct 8$0.23$0.23$0.7770%0.30$774.77
$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

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$1.2411.8%10.2%
$778.00Oct 7Oct 8$1.1711.5%10.4%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$777.00Oct 7Oct 8$1.1811.8%10.2%
$778.00Oct 7Oct 8$1.1211.5%10.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,095 found (cheapest 0.14% of stock, avg 3.87%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$777.00Oct 7$0.74$0.38$1.12$775.88$778.120.14%
$778.00Oct 7$0.27$0.92$1.19$776.81$779.190.15%
$776.00Oct 7$1.51$0.15$1.66$774.34$777.660.21%
$779.00Oct 7$0.10$1.74$1.84$777.16$780.840.24%
$775.00Oct 7$2.42$0.07$2.49$772.51$777.490.32%
$780.00Oct 7$0.05$2.68$2.73$777.27$782.730.35%
$774.00Oct 7$3.41$0.05$3.46$770.54$777.460.45%
$778.00Oct 8$1.44$2.04$3.48$774.52$781.480.45%
$777.00Oct 8$1.98$1.56$3.54$773.46$780.540.46%
$779.00Oct 8$1.02$2.60$3.62$775.38$782.620.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 387 found (cheapest 0.01% of stock, avg 1.32%)

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$0.07$0.12$774.88$780.12
$779.00$775.00Oct 7$0.10$0.07$0.17$774.83$779.17
$779.00$774.00Oct 7$0.10$0.05$0.15$773.85$779.15
$779.00$776.00Oct 7$0.10$0.15$0.25$775.75$779.25
$780.00$776.00Oct 7$0.05$0.15$0.20$775.80$780.20
$778.00$775.00Oct 7$0.27$0.07$0.34$774.66$778.34
$778.00$774.00Oct 7$0.27$0.05$0.32$773.68$778.32
$778.00$776.00Oct 7$0.27$0.15$0.42$775.58$778.42
$779.00$777.00Oct 7$0.10$0.38$0.48$776.52$779.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 400 found (best R:R 1.00, avg credit $0.50)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
756/757785/786Oct 23$0.50$0.5050%1.00$756.50$785.50
756/757787/788Oct 23$0.45$0.5554%0.82$756.55$787.45
756/757786/787Oct 23$0.47$0.5352%0.89$756.53$786.47
757/758785/786Oct 23$0.50$0.5049%1.00$757.50$785.50
759/760785/786Oct 23$0.52$0.4847%1.08$759.48$785.52
758/759784/785Oct 20$0.47$0.5352%0.89$758.53$784.47
760/761785/786Oct 23$0.53$0.4746%1.13$760.47$785.53
759/760785/786Oct 19$0.43$0.5756%0.75$759.57$785.43
764/765784/785Oct 16$0.49$0.5149%0.96$764.51$784.49
762/763784/785Oct 16$0.46$0.5452%0.85$762.54$784.46

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 308 found (best R:R 7.62, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$770.00$775.00$780.00Oct 21$0.58$4.4224%7.62
$760.00$765.00$770.00Oct 21$0.33$4.6715%14.15
$765.00$770.00$775.00Oct 21$0.48$4.5220%9.42
$778.00$779.00$780.00Oct 7$0.12$0.8827%7.33
$775.00$776.00$777.00Oct 7$0.14$0.8629%6.14
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$0.33$4.6715%14.15
$755.00$760.00$765.00Oct 21$0.24$4.7611%19.83
$745.00$750.00$755.00Oct 21$0.09$4.916%54.56
$750.00$755.00$760.00Oct 21$0.17$4.838%28.41

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,086 found (best net $-17.57, 1,076 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$745.00$760.001:2Oct 19-$5.37$9.63
$785.00$790.001:2Oct 21-$0.32$4.68
$790.00$795.001:2Oct 21$0.00$5.00
$780.00$785.001:2Oct 21-$1.16$3.84
$775.00$776.001:2Oct 7-$0.60$0.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$885.00$840.001:2Oct 7-$17.57$27.43
$800.00$791.001:2Oct 8-$4.61$4.39
$800.00$791.001:2Oct 20-$5.86$3.14
$779.00$778.001:2Oct 7-$0.10$0.90
$780.00$779.001:2Oct 7-$0.80$0.20

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 0.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$778.00Nov 20$16.030.500.1%2.06%2.14%117716
$779.00Nov 20$15.440.490.2%1.99%2.19%66647
$780.00Nov 20$14.850.480.3%1.91%2.25%78313.0K
$781.00Nov 20$14.270.460.5%1.84%2.30%242471
$782.00Nov 20$13.700.470.6%1.76%2.36%185634
$783.00Nov 20$13.140.460.7%1.69%2.41%315389
$784.00Nov 20$12.600.450.8%1.62%2.47%51848
$785.00Nov 20$12.070.431.0%1.55%2.53%31110.5K
$786.00Nov 20$11.550.421.1%1.49%2.59%98955
$787.00Nov 20$11.050.411.2%1.42%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 4,318,327
Total Puts 4,748,746
Put/Call Ratio 1.10
Net Difference -430,419

Prior's Put/Call Breakdown

Total Calls 5,590,807
Total Puts 4,683,772
Put/Call Ratio 0.84
Net Difference 907,035

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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