Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$776.57 +0.34%
◀ 10/9 09:40 ▶

Option Volume

Detail
ℹ
Current (10/09 9:40am) 467,241
Calls: 230,537 (49%)
Puts: 236,704 (51%)
Prior (10/08) 457,292
Calls: 206,698 (45%)
Puts: 250,594 (55%)
Current vs Prior +2.18%
Calls: +11.53% (Calls)
Puts: -5.54% (Puts)
Prior 7-Day Total 89,860,131
Calls: 43,612,005 (49%)
Puts: 46,248,126 (51%)
Prior 7-Day Average 12,837,161
Calls: 6,230,286 (49%)
Puts: 6,606,875 (51%)
Current vs Prior 7-Day Avg -96.36%
Calls: -96.30%
Puts: -96.42%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/09 9:40am) $63.72M
Calls: $40.35M (63%)
Puts: $23.37M (37%)
Prior (10/08) $53.19M
Calls: $24.93M (47%)
Puts: $28.26M (53%)
Current vs Prior +19.79%
Calls: +61.82%
Puts: -17.29%
Prior 7-Day Total $10.26B
Calls: $5.93B (58%)
Puts: $4.33B (42%)
Prior 7-Day Average $1.47B
Calls: $847.06M (58%)
Puts: $618.85M (42%)
Current vs Prior 7-Day Avg -95.65%
Calls: -95.24%
Puts: -96.22%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/09 9:40am) 1.03
Prior (10/08) 1.21
Current vs Prior -15.31%
Prior 7-Day Average 1.06
Current vs Prior 7-Day Avg -3.20%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/09 9:40am) 9,774,250
Calls: 2,539,342 (26%)
Puts: 7,234,908 (74%)
Prior (10/08) 9,672,827
Calls: 2,492,320 (26%)
Puts: 7,180,507 (74%)
Current vs Prior +1.05%
Prior 7-Day Total 57,553,510
Calls: 16,440,255 (29%)
Puts: 41,113,255 (71%)
Prior 7-Day Average 8,221,930
Calls: 2,348,607 (29%)
Puts: 5,873,322 (71%)
Current vs Prior 7-Day Avg +18.88%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/12)Expiry (10/09) | Next (10/12)Expiry (10/09) | Next (10/16)Expiry (10/15) | Next (11/20)
Current 0.38% | 0.61%0.38% | 0.61%0.38% | 1.21%1.08% | 3.65%
Prior 0.55% | 0.77%0.55% | 0.77%0.55% | 1.37%1.23% | 3.80%
Current vs Prior -30.52% | -20.44%-30.51% | -20.43%-30.51% | -11.37%-12.20% | -3.86%
Prior 7-Day Avg 0.57% | 0.79%0.35% | 0.79%0.71% | 1.50%1.69% | 4.04%
Current vs 7-Day Avg -33.23% | -22.90%+9.82% | -22.53%-45.77% | -19.17%-36.39% | -9.61%
Prior 7-Day Eod 0.55% | 0.77%0.55% | 0.77%0.55% | 1.37%1.23% | 3.80%
Current vs 7-Day Eod -30.52% | -20.44%-30.51% | -20.43%-30.51% | -11.37%-12.20% | -3.86%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.67% | 0.42%
Calls: 0.65% | 0.41%
Puts: 0.69% | 0.43%
Prior 0.69% | 0.77%
Calls: 0.69% | 1.14%
Puts: 0.69% | 0.40%
Current vs Prior -2.90% | -45.45%
Prior 7-Day Avg 0.94% | 0.91%
Calls: 0.90% | 1.11%
Puts: 0.98% | 0.72%
Current vs 7-Day Avg -28.83% | -53.92%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($40.35M). Slightly bearish P/C ratio of 1.03. Put-heavy open interest (7,234,908 puts vs 2,539,342 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 BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
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
09:40BULLISHNEUTRALMIXED
09:35BULLISHNEUTRALMIXED

📈 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 2,020 of results (avg 2.4%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Oct 97.617.62$7.620.1%1880.954.2K
$770.00Oct 96.636.64$6.640.2%6870.949.5K
$640.00Oct 9136.46136.68$136.570.2%--1.0055
$779.00Nov 1312.2712.29$12.280.2%--0.47171
$650.00Oct 9126.46126.68$126.570.2%--1.00330
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$781.00Oct 94.564.57$4.560.2%8250.93149
$777.00Oct 154.024.03$4.030.2%2550.53487
$774.00Nov 2011.2511.28$11.270.3%640.46817
$780.00Oct 93.643.65$3.650.3%9590.88860
$777.00Oct 143.583.59$3.590.3%3430.531.1K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 706 found (avg $0.33, cheapest $0.10)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$781.00Oct 90.090.10$0.1010.0%11.3K0.0713.9K
$782.00Oct 90.050.06$0.0616.7%8.6K0.0411.3K
$780.00Oct 90.170.18$0.185.6%15.1K0.1243.8K
$779.00Oct 90.320.33$0.333.0%13.8K0.2015.9K
$778.00Oct 90.580.59$0.591.7%20.3K0.3014.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$771.00Oct 90.140.15$0.156.7%7.9K0.0811.6K
$772.00Oct 90.200.21$0.214.8%7.9K0.1115.0K
$770.00Oct 90.100.11$0.119.1%9.1K0.0618.5K
$773.00Oct 90.290.30$0.303.3%10.2K0.1610.6K
$769.00Oct 90.070.08$0.0812.5%5.6K0.048.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 872 found (avg delta 0.84, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Oct 9151.40151.70$151.550.2%--1.0028
$635.00Oct 9141.31141.67$141.490.3%--1.0038
$640.00Oct 9136.46136.68$136.570.2%--1.0055
$650.00Oct 9126.46126.68$126.570.2%--1.00330
$655.00Oct 9121.27121.67$121.470.3%--1.0013
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$813.00Oct 936.3536.64$36.500.8%61.00--
$816.00Oct 939.3239.63$39.480.8%11.00--
$820.00Oct 943.3243.58$43.450.6%11.00--
$832.00Oct 955.3255.58$55.450.5%11.00--
$839.00Oct 962.3162.58$62.450.4%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 1,454 active (total vol 466.4K, top 37.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$777.00Oct 90.980.99$0.991.0%37.3K0.4315.0K
$778.00Oct 90.580.59$0.591.7%20.3K0.3014.3K
$776.00Oct 91.521.53$1.530.7%16.3K0.5611.2K
$780.00Oct 90.170.18$0.185.6%15.1K0.1243.8K
$779.00Oct 90.320.33$0.333.0%13.8K0.2015.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$776.00Oct 90.980.99$0.991.0%25.7K0.446.7K
$775.00Oct 90.650.66$0.661.5%18.2K0.3218.3K
$774.00Oct 90.430.44$0.442.3%14.2K0.2311.3K
$773.00Oct 90.290.30$0.303.3%10.2K0.1610.6K
$777.00Oct 91.441.45$1.440.7%9.3K0.573.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 28.0%, max 38.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$773.00Oct 9Nov 2016.5%11.9%38.4%3.2K9.1K
$774.00Oct 9Nov 2015.7%11.8%33.4%3.5K13.3K
$775.00Oct 9Nov 2015.0%11.7%28.2%7.3K27.8K
$777.00Oct 9Nov 2014.3%11.4%24.6%37.3K16.3K
$776.00Oct 9Nov 2014.4%11.6%24.4%16.4K12.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$773.00Oct 9Nov 2016.5%11.9%38.3%10.2K11.7K
$774.00Oct 9Nov 2015.7%11.8%33.4%14.2K12.1K
$775.00Oct 9Nov 2015.0%11.7%28.2%18.3K27.0K
$777.00Oct 9Nov 2014.3%11.4%24.6%9.3K5.0K
$776.00Oct 9Nov 2014.4%11.6%24.4%25.7K7.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 691 found (best R:R 6.14, avg 3.94)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$750.00$751.00Nov 20$0.14$0.86$0.1476%6.14$750.14
$739.00$740.00Oct 15$0.42$0.58$0.42100%1.38$739.42
$740.00$741.00Nov 6$0.30$0.70$0.3086%2.33$740.30
$753.00$754.00Nov 20$0.19$0.81$0.1974%4.26$753.19
$723.00$725.00Nov 20$1.24$0.76$1.2488%0.61$724.24
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$787.00$786.00Oct 14$0.54$0.46$0.5490%0.85$786.46
$786.00$780.00Oct 21$3.87$2.13$3.8776%0.55$782.13
$785.00$780.00Oct 20$3.21$1.79$3.2175%0.56$781.79
$784.00$783.00Oct 12$0.64$0.36$0.6493%0.56$783.36
$789.00$785.00Nov 6$2.39$1.61$2.3967%0.67$786.61

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 529 found (best R:R 0.35, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$800.00$805.00Nov 20$1.30$1.30$3.7075%0.35$801.30
$805.00$810.00Nov 20$1.00$1.00$4.0080%0.25$806.00
$787.00$790.00Oct 22$0.68$0.68$2.3277%0.29$787.68
$810.00$815.00Nov 20$0.74$0.74$4.2685%0.17$810.74
$778.00$779.00Nov 13$0.60$0.60$0.4052%1.50$778.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$774.00Oct 9$0.22$0.22$0.7868%0.28$774.78
$776.00$775.00Oct 9$0.33$0.33$0.6756%0.49$775.67
$774.00$773.00Oct 9$0.14$0.14$0.8677%0.16$773.86
$767.00$766.00Oct 14$0.12$0.12$0.8883%0.14$766.88
$771.00$770.00Oct 12$0.12$0.12$0.8881%0.14$770.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $0.85, cheapest $0.84)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$775.00Oct 9Oct 12$0.8415.0%7.0%
$776.00Oct 9Oct 12$0.8914.4%6.8%
$777.00Oct 9Oct 12$0.8814.3%7.5%
$778.00Oct 9Oct 12$0.8114.0%7.4%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$775.00Oct 9Oct 12$0.8415.0%7.0%
$776.00Oct 9Oct 12$0.8814.4%6.8%
$777.00Oct 9Oct 12$0.8914.3%7.5%
$778.00Oct 9Oct 12$0.8114.0%7.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 780 found (cheapest 0.31% of stock, avg 3.60%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$777.00Oct 9$0.99$1.44$2.43$774.57$779.430.31%
$776.00Oct 9$1.53$0.99$2.52$773.48$778.520.32%
$778.00Oct 9$0.59$2.05$2.64$775.36$780.640.34%
$775.00Oct 9$2.20$0.66$2.86$772.14$777.860.37%
$779.00Oct 9$0.33$2.80$3.13$775.87$782.130.40%
$774.00Oct 9$2.98$0.44$3.42$770.58$777.420.44%
$780.00Oct 9$0.18$3.65$3.83$776.17$783.830.49%
$773.00Oct 9$3.83$0.30$4.13$768.87$777.130.53%
$777.00Oct 12$1.87$2.33$4.20$772.80$781.200.54%
$776.00Oct 12$2.42$1.87$4.29$771.71$780.290.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 375 found (cheapest 0.04% of stock, avg 1.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$781.00$772.00Oct 9$0.10$0.21$0.31$771.69$781.31
$780.00$772.00Oct 9$0.18$0.21$0.39$771.61$780.39
$781.00$773.00Oct 9$0.10$0.30$0.40$772.60$781.40
$780.00$773.00Oct 9$0.18$0.30$0.48$772.52$780.48
$779.00$772.00Oct 9$0.33$0.21$0.54$771.46$779.54
$779.00$773.00Oct 9$0.33$0.30$0.63$772.37$779.63
$781.00$774.00Oct 9$0.10$0.44$0.54$773.46$781.54
$780.00$774.00Oct 9$0.18$0.44$0.62$773.38$780.62
$779.00$774.00Oct 9$0.33$0.44$0.77$773.23$779.77
$778.00$772.00Oct 9$0.59$0.21$0.80$771.20$778.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 413 found (best R:R 1.00, avg credit $0.48)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
751/752786/787Oct 30$0.50$0.5050%1.00$751.50$786.50
750/751786/787Oct 30$0.49$0.5150%0.96$750.51$786.49
753/754786/787Oct 30$0.51$0.4948%1.04$753.49$786.51
752/753786/787Oct 30$0.50$0.5049%1.00$752.50$786.50
757/758783/784Oct 23$0.49$0.5150%0.96$757.51$783.49
758/759783/784Oct 23$0.50$0.5049%1.00$758.50$783.50
764/765782/783Oct 21$0.56$0.4443%1.27$764.44$782.56
757/758785/786Oct 23$0.44$0.5655%0.79$757.56$785.44
758/759785/786Oct 23$0.45$0.5554%0.82$758.55$785.45
759/760783/784Oct 23$0.51$0.4948%1.04$759.49$783.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 227 found (best R:R 20.74, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$740.00$745.00$750.00Nov 13$0.11$4.896%44.45
$773.00$774.00$775.00Oct 9$0.07$0.9316%13.29
$775.00$776.00$777.00Oct 12$0.07$0.9315%13.29
$775.00$776.00$777.00Oct 9$0.13$0.8725%6.69
$776.00$777.00$778.00Oct 9$0.14$0.8626%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Oct 22$0.23$4.7712%20.74
$750.00$755.00$760.00Oct 22$0.17$4.838%28.41
$775.00$776.00$777.00Oct 9$0.12$0.8825%7.33
$774.00$775.00$776.00Oct 12$0.06$0.9414%15.67
$772.00$773.00$774.00Oct 9$0.05$0.9512%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 $-2.23, 1,016 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$710.00$742.001:2Oct 13-$2.23$29.77
$745.00$759.001:2Oct 19-$5.64$8.36
$761.00$768.001:2Oct 20-$5.47$1.53
$777.00$778.001:2Oct 9-$0.19$0.81
$778.00$779.001:2Oct 9-$0.07$0.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$830.00$809.001:2Oct 13-$11.60$9.40
$830.00$810.001:2Oct 16-$13.63$6.37
$800.00$790.001:2Oct 13-$3.74$6.26
$800.00$790.001:2Oct 19-$4.14$5.86
$786.00$780.001:2Oct 21-$3.06$2.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 309 found (best yield 1.97%, avg 0.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$777.00Nov 20$15.320.500.1%1.97%2.03%61.4K
$778.00Nov 20$14.710.490.2%1.89%2.08%321.9K
$779.00Nov 20$14.110.470.3%1.82%2.13%1603
$780.00Nov 20$13.510.470.4%1.74%2.18%4412.8K
$781.00Nov 20$12.940.460.6%1.67%2.24%71679
$782.00Nov 20$12.390.450.7%1.60%2.29%2712
$783.00Nov 20$11.840.440.8%1.52%2.35%--576
$784.00Nov 20$11.300.431.0%1.46%2.41%--978
$785.00Nov 20$10.790.421.1%1.39%2.47%2911.4K
$786.00Nov 20$10.280.411.2%1.32%2.54%31.1K

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 230,537
Total Puts 236,704
Put/Call Ratio 1.03
Net Difference -6,167

Prior's Put/Call Breakdown

Total Calls 206,698
Total Puts 250,594
Put/Call Ratio 1.21
Net Difference -43,896

Prior 7-Day Put/Call Summary

Total Calls 43,612,005
Total Puts 46,248,126
Average Put/Call Ratio 1.06
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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