Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$776.37 -0.11%
◀ 10/8 10:30 ▶

Option Volume

Detail
ℹ
Current (10/08 10:30am) 2,336,715
Calls: 1,281,768 (55%)
Puts: 1,054,947 (45%)
Prior (10/07) 2,785,660
Calls: 1,060,383 (38%)
Puts: 1,725,277 (62%)
Current vs Prior -16.12%
Calls: +20.88% (Calls)
Puts: -38.85% (Puts)
Prior 7-Day Total 87,524,019
Calls: 42,675,422 (49%)
Puts: 44,848,597 (51%)
Prior 7-Day Average 12,503,431
Calls: 6,096,488 (49%)
Puts: 6,406,942 (51%)
Current vs Prior 7-Day Avg -81.31%
Calls: -78.98%
Puts: -83.53%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/08 10:30am) $284.51M
Calls: $188.50M (66%)
Puts: $96.01M (34%)
Prior (10/07) $389.38M
Calls: $139.25M (36%)
Puts: $250.13M (64%)
Current vs Prior -26.93%
Calls: +35.37%
Puts: -61.61%
Prior 7-Day Total $10.43B
Calls: $6.11B (59%)
Puts: $4.32B (41%)
Prior 7-Day Average $1.49B
Calls: $872.83M (59%)
Puts: $616.77M (41%)
Current vs Prior 7-Day Avg -80.90%
Calls: -78.40%
Puts: -84.43%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/08 10:30am) 0.82
Prior (10/07) 1.63
Current vs Prior -49.41%
Prior 7-Day Average 1.05
Current vs Prior 7-Day Avg -21.63%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/08 10:30am) 9,672,827
Calls: 2,492,320 (26%)
Puts: 7,180,507 (74%)
Prior (10/07) 9,542,904
Calls: 2,470,280 (26%)
Puts: 7,072,624 (74%)
Current vs Prior +1.36%
Prior 7-Day Total 56,168,686
Calls: 16,279,890 (29%)
Puts: 39,888,796 (71%)
Prior 7-Day Average 8,024,098
Calls: 2,325,698 (29%)
Puts: 5,698,399 (71%)
Current vs Prior 7-Day Avg +20.55%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/08) | Next (10/09)Expiry (10/09) | Next (10/12)Expiry (10/09) | Next (10/16)Expiry (10/15) | Next (11/20)
Current 0.34% | 0.59%0.59% | 0.79%0.59% | 1.35%1.23% | 3.77%
Prior 0.49% | 0.68%0.14% | 0.68%0.68% | 1.42%1.29% | 3.79%
Current vs Prior -30.91% | -13.65%+320.76% | +15.94%-13.66% | -4.44%-4.78% | -0.57%
Prior 7-Day Avg 0.58% | 0.81%0.36% | 0.84%0.78% | 1.55%1.85% | 4.12%
Current vs 7-Day Avg -41.58% | -26.99%+64.00% | -5.44%-24.82% | -12.84%-33.63% | -8.56%
Prior 7-Day Eod 0.49% | 0.68%0.14% | 0.68%0.68% | 1.42%1.29% | 3.79%
Current vs 7-Day Eod -30.91% | -13.65%+320.76% | +15.94%-13.66% | -4.44%-4.78% | -0.57%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.76% | 0.43%
Calls: 0.80% | 0.41%
Puts: 0.71% | 0.46%
Prior 1.04% | 0.56%
Calls: 0.53% | 0.73%
Puts: 1.56% | 0.39%
Current vs Prior -26.92% | -23.21%
Prior 7-Day Avg 1.01% | 0.93%
Calls: 1.08% | 1.06%
Puts: 0.94% | 0.80%
Current vs 7-Day Avg -25.07% | -53.83%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($188.50M). P/C ratio dropping 49% - sentiment shifting bullish. Put-heavy open interest (7,180,507 puts vs 2,492,320 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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
10:30BULLISHBULLISHBULLISH
10:25BULLISHBULLISHBULLISH
10:20BULLISHBULLISHBULLISH
10:15BULLISHBULLISHBULLISH
10:10BULLISHNEUTRALBULLISH
10:05BULLISHNEUTRALMIXED
10:00BULLISHNEUTRALMIXED
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 2,238 of results (avg 2.6%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$790.00Nov 208.938.94$8.930.1%2070.3715.8K
$779.00Nov 2014.6414.66$14.650.1%110.47643
$780.00Nov 2014.0514.07$14.060.1%9760.4613.0K
$700.00Nov 2081.7681.88$81.820.1%20.935.6K
$781.00Nov 2013.4813.50$13.490.1%20.46526
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$771.00Oct 306.426.43$6.430.2%80.401.8K
$753.00Nov 206.296.30$6.300.2%700.26836
$770.00Oct 306.126.13$6.130.2%3070.3810.8K
$775.00Nov 2011.9912.01$12.000.2%5960.4710.1K
$751.00Nov 205.965.97$5.970.2%500.25879

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 694 found (avg $0.34, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$781.00Oct 80.060.07$0.0714.3%58.0K0.0511.5K
$780.00Oct 80.110.12$0.128.3%98.2K0.098.1K
$779.00Oct 80.210.22$0.224.5%55.6K0.167.6K
$778.00Oct 80.410.42$0.422.4%127.9K0.2715.9K
$777.00Oct 80.740.75$0.751.3%164.8K0.406.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$771.00Oct 80.060.07$0.0714.3%42.8K0.055.2K
$772.00Oct 80.100.11$0.119.1%61.7K0.088.5K
$773.00Oct 80.180.19$0.195.3%66.2K0.135.7K
$774.00Oct 80.310.32$0.323.1%125.7K0.206.8K
$775.00Oct 80.530.54$0.541.9%135.3K0.3111.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,081 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$630.00Oct 8146.05146.51$146.280.3%11.002
$635.00Oct 8141.21141.54$141.380.2%11.008
$660.00Oct 8116.19116.51$116.350.3%--1.0019
$685.00Oct 891.2291.51$91.370.3%81.004
$695.00Oct 881.1081.51$81.310.5%61.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$786.00Oct 99.4410.37$9.909.4%311.00410
$787.00Oct 910.4411.65$11.0511.0%61.0036
$788.00Oct 911.4312.48$11.968.8%71.0053
$789.00Oct 912.4313.11$12.775.3%231.00--
$790.00Oct 912.8514.65$13.7513.1%81.0074

Most actively traded options today. High liquidity = easy entry/exit. 2,107 active (total vol 2.3M, top 223.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$776.00Oct 81.241.25$1.250.8%223.0K0.556.0K
$777.00Oct 80.740.75$0.751.3%164.8K0.406.1K
$778.00Oct 80.410.42$0.422.4%127.9K0.2715.9K
$775.00Oct 81.891.90$1.900.5%123.0K0.695.2K
$780.00Oct 80.110.12$0.128.3%98.2K0.098.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Oct 80.530.54$0.541.9%135.3K0.3111.3K
$774.00Oct 80.310.32$0.323.1%125.7K0.206.8K
$773.00Oct 80.180.19$0.195.3%66.2K0.135.7K
$776.00Oct 80.880.89$0.891.1%64.5K0.458.6K
$772.00Oct 80.100.11$0.119.1%61.7K0.088.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 14.7%, max 17.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$779.00Oct 8Nov 2013.5%11.5%17.6%55.6K8.2K
$774.00Oct 8Nov 2014.1%12.0%16.9%39.3K4.6K
$778.00Oct 8Nov 2013.3%11.6%15.2%127.9K17.0K
$777.00Oct 8Nov 2013.5%11.7%15.1%164.9K7.4K
$775.00Oct 8Nov 2013.5%11.9%13.5%123.4K15.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$779.00Oct 8Nov 2013.5%11.5%17.6%3.8K2.8K
$774.00Oct 8Nov 2014.1%12.0%16.8%125.8K7.6K
$778.00Oct 8Nov 2013.3%11.6%15.2%9.0K6.1K
$777.00Oct 8Nov 2013.5%11.7%15.1%24.4K7.4K
$775.00Oct 8Nov 2013.5%11.9%13.4%135.9K21.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 779 found (best R:R 1.08, avg 4.24)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$735.00$737.00Nov 6$0.96$1.04$0.9688%1.08$735.96
$733.00$735.00Nov 20$0.92$1.08$0.9284%1.17$733.92
$727.00$730.00Nov 20$1.84$1.16$1.8487%0.63$728.84
$723.00$725.00Nov 20$1.01$0.99$1.0188%0.98$724.01
$740.00$741.00Oct 30$0.19$0.81$0.1989%4.26$740.19
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$802.00$800.00Nov 6$0.92$1.08$0.9283%1.17$801.08
$780.00$775.00Oct 22$2.15$2.85$2.1558%1.33$777.85
$790.00$789.00Oct 16$0.44$0.56$0.4487%1.27$789.56
$789.00$788.00Oct 12$0.64$0.36$0.6496%0.56$788.36
$775.00$770.00Oct 22$1.61$3.39$1.6146%2.11$773.39

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 578 found (best R:R 0.72, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$780.00$785.00Oct 22$2.09$2.09$2.9158%0.72$782.09
$785.00$790.00Oct 22$1.39$1.39$3.6170%0.39$786.39
$800.00$805.00Nov 20$1.35$1.35$3.6574%0.37$801.35
$790.00$795.00Oct 22$0.82$0.82$4.1881%0.20$790.82
$805.00$810.00Nov 20$1.06$1.06$3.9479%0.27$806.06
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$774.00Oct 8$0.22$0.22$0.7869%0.28$774.78
$774.00$773.00Oct 8$0.13$0.13$0.8780%0.15$773.87
$776.00$775.00Oct 8$0.35$0.35$0.6555%0.54$775.65
$771.00$770.00Oct 9$0.11$0.11$0.8984%0.12$770.89
$770.00$769.00Oct 12$0.15$0.15$0.8580%0.18$769.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $0.97, cheapest $0.82)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$775.00Oct 8Oct 9$1.1413.5%11.3%
$776.00Oct 8Oct 9$1.1613.0%11.0%
$777.00Oct 8Oct 9$1.1113.5%11.5%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$775.00Oct 8Oct 9$0.8213.5%11.3%
$776.00Oct 8Oct 9$0.8313.0%11.0%
$777.00Oct 8Oct 9$0.7713.5%11.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 969 found (cheapest 0.28% of stock, avg 3.73%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$776.00Oct 8$1.25$0.89$2.14$773.86$778.140.28%
$777.00Oct 8$0.75$1.40$2.15$774.85$779.150.28%
$775.00Oct 8$1.90$0.54$2.44$772.56$777.440.31%
$778.00Oct 8$0.42$2.07$2.49$775.51$780.490.32%
$774.00Oct 8$2.68$0.32$3.00$771.00$777.000.39%
$779.00Oct 8$0.22$2.86$3.08$775.92$782.080.40%
$773.00Oct 8$3.55$0.19$3.74$769.26$776.740.48%
$780.00Oct 8$0.12$3.76$3.88$776.12$783.880.50%
$777.00Oct 9$1.86$2.17$4.03$772.97$781.030.52%
$776.00Oct 9$2.41$1.72$4.13$771.87$780.130.53%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.02% of stock, avg 1.30%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$781.00$772.00Oct 8$0.07$0.11$0.18$771.82$781.18
$780.00$772.00Oct 8$0.12$0.11$0.23$771.77$780.23
$781.00$773.00Oct 8$0.07$0.19$0.26$772.74$781.26
$780.00$773.00Oct 8$0.12$0.19$0.31$772.69$780.31
$779.00$772.00Oct 8$0.22$0.11$0.33$771.67$779.33
$779.00$773.00Oct 8$0.22$0.19$0.41$772.59$779.41
$781.00$774.00Oct 8$0.07$0.32$0.39$773.61$781.39
$780.00$774.00Oct 8$0.12$0.32$0.44$773.56$780.44
$779.00$774.00Oct 8$0.22$0.32$0.54$773.46$779.54
$778.00$772.00Oct 8$0.42$0.11$0.53$771.47$778.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 456 found (best R:R 1.00, avg credit $0.49)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
748/749786/787Oct 30$0.50$0.5050%1.00$748.50$786.50
750/751786/787Oct 30$0.51$0.4948%1.04$750.49$786.51
756/757784/785Oct 23$0.49$0.5150%0.96$756.51$784.49
749/750786/787Oct 30$0.50$0.5049%1.00$749.50$786.50
752/753786/787Oct 30$0.52$0.4847%1.08$752.48$786.52
751/752786/787Oct 30$0.51$0.4948%1.04$751.49$786.51
759/760783/784Oct 19$0.45$0.5554%0.82$759.55$783.45
761/762784/785Oct 23$0.54$0.4644%1.17$761.46$784.54
756/757786/787Oct 30$0.55$0.4543%1.22$756.45$786.55
758/759783/784Oct 20$0.46$0.5452%0.85$758.54$783.46

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 256 found (best R:R 8.26, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$775.00$780.00$785.00Oct 22$0.65$4.3524%6.69
$775.00$776.00$777.00Oct 8$0.15$0.8529%5.67
$772.00$773.00$774.00Oct 8$0.05$0.9512%19.00
$773.00$774.00$775.00Oct 8$0.09$0.9118%10.11
$774.00$775.00$776.00Oct 8$0.13$0.8725%6.69
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$770.00$775.00$780.00Oct 22$0.54$4.4624%8.26
$765.00$770.00$775.00Oct 22$0.49$4.5121%9.20
$760.00$765.00$770.00Oct 22$0.35$4.6516%13.29
$750.00$755.00$760.00Oct 22$0.16$4.848%30.25
$755.00$760.00$765.00Oct 22$0.25$4.7512%19.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,021 found (best net $-15.95, 1,014 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$695.00$728.001:2Oct 15-$15.95$17.05
$745.00$760.001:2Oct 19-$4.36$10.64
$760.00$770.001:2Oct 22-$3.95$6.05
$725.00$743.001:2Oct 19-$16.19$1.81
$785.00$790.001:2Oct 22-$0.23$4.77
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$740.00$730.001:2Oct 21-$0.17$9.83
$776.00$775.001:2Oct 8-$0.19$0.81
$705.00$675.001:2Oct 19-$0.02$29.98
$777.00$776.001:2Oct 8-$0.38$0.62
$775.00$774.001:2Oct 8-$0.10$0.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 323 found (best yield 2.04%, avg 0.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$777.00Nov 20$15.840.500.1%2.04%2.12%571.3K
$778.00Nov 20$15.220.490.2%1.96%2.17%211.1K
$779.00Nov 20$14.640.470.3%1.89%2.22%11643
$780.00Nov 20$14.050.460.5%1.81%2.28%97613.0K
$781.00Nov 20$13.480.460.6%1.74%2.33%2526
$782.00Nov 20$12.910.450.7%1.66%2.39%24697
$783.00Nov 20$12.360.440.8%1.59%2.45%--527
$784.00Nov 20$11.820.431.0%1.52%2.51%6872
$785.00Nov 20$11.310.421.1%1.46%2.57%8110.4K
$786.00Nov 20$10.810.411.2%1.39%2.63%21969

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 1,281,768
Total Puts 1,054,947
Put/Call Ratio 0.82
Net Difference 226,821

Prior's Put/Call Breakdown

Total Calls 1,060,383
Total Puts 1,725,277
Put/Call Ratio 1.63
Net Difference -664,894

Prior 7-Day Put/Call Summary

Total Calls 42,675,422
Total Puts 44,848,597
Average Put/Call Ratio 1.05
Ratio Trend Falling

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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