Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$775.01 -0.28%
◀ 10/8 11:10 ▶

Option Volume

Detail
ℹ
Current (10/08 11:10am) 3,667,700
Calls: 1,878,236 (51%)
Puts: 1,789,464 (49%)
Prior (10/07) 4,016,956
Calls: 1,581,283 (39%)
Puts: 2,435,673 (61%)
Current vs Prior -8.69%
Calls: +18.78% (Calls)
Puts: -26.53% (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 -70.67%
Calls: -69.19%
Puts: -72.07%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/08 11:10am) $393.02M
Calls: $182.57M (46%)
Puts: $210.45M (54%)
Prior (10/07) $521.73M
Calls: $208.57M (40%)
Puts: $313.15M (60%)
Current vs Prior -24.67%
Calls: -12.47%
Puts: -32.80%
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 -73.62%
Calls: -79.08%
Puts: -65.88%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/08 11:10am) 0.95
Prior (10/07) 1.54
Current vs Prior -38.15%
Prior 7-Day Average 1.05
Current vs Prior 7-Day Avg -9.28%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/08 11:10am) 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 0.33% | 0.59%0.59% | 0.79%0.59% | 1.37%1.24% | 3.79%
Prior 0.49% | 0.68%0.14% | 0.68%0.68% | 1.42%1.29% | 3.79%
Current vs Prior -33.40% | -13.88%+319.69% | +16.14%-13.88% | -3.36%-3.81% | +0.08%
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 -43.69% | -27.19%+63.58% | -5.28%-25.01% | -11.86%-32.95% | -7.96%
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 -33.40% | -13.88%+319.69% | +16.14%-13.88% | -3.36%-3.81% | +0.08%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.82% | 0.65%
Calls: 1.00% | 0.45%
Puts: 0.65% | 0.85%
Prior 1.04% | 0.56%
Calls: 0.53% | 0.73%
Puts: 1.56% | 0.39%
Current vs Prior -21.15% | +16.07%
Prior 7-Day Avg 1.01% | 0.93%
Calls: 1.08% | 1.06%
Puts: 0.94% | 0.80%
Current vs 7-Day Avg -19.15% | -30.21%
Liquidity Excellent
+
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🤖 AI Insights

P/C ratio dropping 38% - sentiment shifting bullish. Put-heavy open interest (7,180,507 puts vs 2,492,320 calls) suggests hedging or bearish positioning.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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
11:10BEARISHNEUTRALMIXED
11:05BEARISHNEUTRALMIXED
11:00BULLISHNEUTRALBULLISH
10:55BEARISHNEUTRALMIXED
10:50BULLISHBULLISHBULLISH
10:45BULLISHBULLISHBULLISH
10:40BULLISHBULLISHBULLISH
10:35BULLISHBULLISHBULLISH
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 2,309 of results (avg 2.5%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$776.00Nov 2015.7315.75$15.740.1%350.491.5K
$777.00Nov 2015.1215.14$15.130.1%1090.481.3K
$779.00Nov 2013.9413.96$13.950.1%110.47643
$775.00Oct 216.766.77$6.770.1%520.5076
$780.00Nov 2013.3713.39$13.380.1%1.4K0.4613.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Oct 3010.1710.19$10.180.2%390.56833
$780.00Oct 85.035.04$5.040.2%4.8K0.962.0K
$780.00Nov 2014.7014.73$14.720.2%1.3K0.547.7K
$778.00Oct 309.709.72$9.710.2%4830.542.3K
$778.00Nov 2013.8313.86$13.850.2%240.53717

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 690 found (avg $0.35, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Oct 80.070.08$0.0812.5%94.2K0.077.6K
$778.00Oct 80.130.14$0.147.1%201.1K0.1115.9K
$777.00Oct 80.270.28$0.283.6%267.7K0.206.1K
$776.00Oct 80.550.56$0.561.8%339.4K0.336.0K
$783.00Oct 90.110.12$0.128.3%7.9K0.0611.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Oct 80.220.23$0.234.3%105.4K0.158.5K
$771.00Oct 80.140.15$0.156.7%120.6K0.105.2K
$770.00Oct 80.090.10$0.1010.0%67.7K0.0711.2K
$773.00Oct 80.360.37$0.372.7%128.1K0.245.7K
$769.00Oct 80.060.07$0.0714.3%35.0K0.043.7K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,138 found (avg delta 0.86, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$630.00Oct 8144.80145.19$145.000.3%41.002
$635.00Oct 8139.81140.20$140.010.3%41.008
$660.00Oct 8114.80115.20$115.000.3%--1.0019
$685.00Oct 889.8390.19$90.010.4%81.004
$695.00Oct 879.8080.19$80.000.5%61.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$785.00Oct 99.4110.23$9.828.4%2061.001.6K
$786.00Oct 910.0511.19$10.6210.7%1851.00410
$787.00Oct 911.6112.17$11.894.7%81.0036
$788.00Oct 912.0413.32$12.6810.1%101.0053
$789.00Oct 913.0614.37$13.729.5%241.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,309 active (total vol 3.7M, top 339.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$776.00Oct 80.550.56$0.561.8%339.4K0.336.0K
$777.00Oct 80.270.28$0.283.6%267.7K0.206.1K
$778.00Oct 80.130.14$0.147.1%201.1K0.1115.9K
$775.00Oct 80.991.00$1.001.0%173.4K0.495.2K
$780.00Oct 80.040.05$0.0520.0%135.7K0.048.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Oct 80.980.99$0.991.0%265.2K0.5111.3K
$774.00Oct 80.590.60$0.601.7%213.1K0.366.8K
$776.00Oct 81.541.55$1.550.6%146.0K0.678.6K
$773.00Oct 80.360.37$0.372.7%128.1K0.245.7K
$771.00Oct 80.140.15$0.156.7%120.6K0.105.2K

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 16.4%, max 27.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$772.00Oct 8Nov 2015.6%12.3%27.0%13.3K1.6K
$773.00Oct 8Nov 2014.7%12.1%20.9%21.2K4.5K
$774.00Oct 8Nov 2013.8%12.0%14.7%58.0K4.6K
$775.00Oct 8Nov 2013.4%11.9%12.9%173.9K15.4K
$776.00Oct 8Nov 2013.1%11.8%11.6%339.4K7.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$772.00Oct 8Nov 2015.6%12.3%27.0%105.4K9.1K
$773.00Oct 8Nov 2014.7%12.1%20.9%128.1K7.0K
$774.00Oct 8Nov 2013.8%12.0%14.7%213.2K7.6K
$775.00Oct 8Nov 2013.4%11.9%12.9%266.1K21.3K
$776.00Oct 8Nov 2013.1%11.8%11.6%146.1K9.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 786 found (best R:R 0.79, avg 4.16)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$715.00$717.00Nov 20$1.12$0.88$1.1290%0.79$716.12
$694.00$695.00Oct 30$0.34$0.66$0.3497%1.94$694.34
$737.00$738.00Oct 30$0.34$0.66$0.3489%1.94$737.34
$724.00$725.00Oct 16$0.45$0.55$0.4598%1.22$724.45
$744.00$745.00Nov 6$0.30$0.70$0.3083%2.33$744.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$800.00$799.00Nov 13$0.17$0.83$0.1779%4.88$799.83
$800.00$797.00Nov 6$1.84$1.16$1.8482%0.63$798.16
$797.00$796.00Oct 30$0.26$0.74$0.2684%2.85$796.74
$780.00$775.00Oct 22$2.27$2.73$2.2762%1.20$777.73
$816.00$815.00Oct 8$0.56$0.44$0.56100%0.79$815.44

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 586 found (best R:R 0.62, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$780.00$785.00Oct 22$1.92$1.92$3.0862%0.62$781.92
$785.00$790.00Oct 22$1.25$1.25$3.7573%0.33$786.25
$800.00$805.00Nov 20$1.28$1.28$3.7276%0.34$801.28
$790.00$795.00Oct 22$0.71$0.71$4.2983%0.17$790.71
$805.00$810.00Nov 20$1.00$1.00$4.0080%0.25$806.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$773.00$772.00Oct 8$0.14$0.14$0.8676%0.16$772.86
$775.00$774.00Oct 8$0.39$0.39$0.6149%0.64$774.61
$767.00$766.00Oct 12$0.11$0.11$0.8984%0.12$766.89
$770.00$769.00Oct 9$0.12$0.12$0.8881%0.14$769.88
$774.00$773.00Oct 8$0.23$0.23$0.7764%0.30$773.77

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.02, cheapest $0.89)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$774.00Oct 8Oct 9$1.2113.8%11.5%
$775.00Oct 8Oct 9$1.2113.4%11.1%
$776.00Oct 8Oct 9$1.1113.1%11.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$774.00Oct 8Oct 9$0.8913.8%11.5%
$775.00Oct 8Oct 9$0.8913.4%11.1%
$776.00Oct 8Oct 9$0.8013.1%11.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,015 found (cheapest 0.26% of stock, avg 3.73%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$775.00Oct 8$1.00$0.99$1.99$773.01$776.990.26%
$776.00Oct 8$0.56$1.55$2.11$773.89$778.110.27%
$774.00Oct 8$1.61$0.60$2.21$771.79$776.210.29%
$777.00Oct 8$0.28$2.28$2.56$774.44$779.560.33%
$773.00Oct 8$2.37$0.37$2.74$770.26$775.740.35%
$778.00Oct 8$0.14$3.13$3.27$774.73$781.270.42%
$772.00Oct 8$3.23$0.23$3.46$768.54$775.460.45%
$776.00Oct 9$1.67$2.35$4.02$771.98$780.020.52%
$779.00Oct 8$0.08$4.06$4.14$774.86$783.140.53%
$775.00Oct 9$2.21$1.88$4.09$770.91$779.090.53%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.02% of stock, avg 1.33%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$779.00$770.00Oct 8$0.08$0.10$0.18$769.82$779.18
$779.00$771.00Oct 8$0.08$0.15$0.23$770.77$779.23
$778.00$770.00Oct 8$0.14$0.10$0.24$769.76$778.24
$778.00$771.00Oct 8$0.14$0.15$0.29$770.71$778.29
$779.00$772.00Oct 8$0.08$0.23$0.31$771.69$779.31
$778.00$772.00Oct 8$0.14$0.23$0.37$771.63$778.37
$777.00$770.00Oct 8$0.28$0.10$0.38$769.62$777.38
$777.00$771.00Oct 8$0.28$0.15$0.43$770.57$777.43
$779.00$773.00Oct 8$0.08$0.37$0.45$772.55$779.45
$777.00$772.00Oct 8$0.28$0.23$0.51$771.49$777.51

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 463 found (best R:R 0.96, avg credit $0.48)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
754/755783/784Oct 23$0.49$0.5151%0.96$754.51$783.49
748/749785/786Oct 30$0.51$0.4949%1.04$748.49$785.51
753/754783/784Oct 23$0.48$0.5252%0.92$753.52$783.48
754/755782/783Oct 23$0.51$0.4949%1.04$754.49$782.51
753/754782/783Oct 23$0.50$0.5050%1.00$753.50$782.50
747/748785/786Oct 30$0.50$0.5050%1.00$747.50$785.50
750/751785/786Oct 30$0.52$0.4848%1.08$750.48$785.52
757/758782/783Oct 20$0.47$0.5352%0.89$757.53$782.47
749/750785/786Oct 30$0.51$0.4948%1.04$749.49$785.51
755/756782/783Oct 21$0.47$0.5352%0.89$755.53$782.47

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 260 found (best R:R 8.80, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$774.00$775.00$776.00Oct 9$0.07$0.9316%13.29
$772.00$773.00$774.00Oct 8$0.10$0.9020%9.00
$774.00$775.00$776.00Oct 8$0.17$0.8331%4.88
$775.00$776.00$777.00Oct 8$0.16$0.8429%5.25
$772.00$773.00$774.00Oct 9$0.06$0.9413%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$770.00$775.00$780.00Oct 22$0.51$4.4924%8.80
$790.00$795.00$800.00Oct 19$0.13$4.8710%37.46
$760.00$765.00$770.00Oct 22$0.37$4.6317%12.51
$765.00$770.00$775.00Oct 22$0.53$4.4722%8.43
$750.00$755.00$760.00Oct 22$0.17$4.839%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. 1,028 found (best net $-14.64, 1,022 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$695.00$728.001:2Oct 15-$14.64$18.36
$745.00$760.001:2Oct 19-$3.21$11.79
$754.00$767.001:2Oct 20-$0.66$12.34
$760.00$770.001:2Oct 22-$2.68$7.32
$725.00$743.001:2Oct 19-$15.43$2.57
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$695.00$655.001:2Oct 21-$0.01$39.99
$775.00$774.001:2Oct 8-$0.21$0.79
$776.00$775.001:2Oct 8-$0.43$0.57
$705.00$675.001:2Oct 19-$0.03$29.97
$774.00$773.001:2Oct 8-$0.14$0.86

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 324 found (best yield 2.03%, avg 0.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$776.00Nov 20$15.730.490.1%2.03%2.16%351.5K
$777.00Nov 20$15.120.480.3%1.95%2.21%1091.3K
$778.00Nov 20$14.520.470.4%1.87%2.26%231.1K
$779.00Nov 20$13.940.470.5%1.80%2.31%11643
$780.00Nov 20$13.370.460.6%1.73%2.37%1.4K13.0K
$781.00Nov 20$12.810.450.8%1.65%2.43%3526
$782.00Nov 20$12.260.440.9%1.58%2.48%61697
$783.00Nov 20$11.730.431.0%1.51%2.54%--527
$784.00Nov 20$11.210.421.2%1.45%2.61%6872
$785.00Nov 20$10.710.411.3%1.38%2.67%13710.4K

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 1,878,236
Total Puts 1,789,464
Put/Call Ratio 0.95
Net Difference 88,772

Prior's Put/Call Breakdown

Total Calls 1,581,283
Total Puts 2,435,673
Put/Call Ratio 1.54
Net Difference -854,390

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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