Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$777.11 +0.41%
◀ 10/9 10:55 ▶

Option Volume

Detail
ℹ
Current (10/09 10:55am) 3,018,018
Calls: 1,579,356 (52%)
Puts: 1,438,662 (48%)
Prior (10/08) 3,219,775
Calls: 1,683,572 (52%)
Puts: 1,536,203 (48%)
Current vs Prior -6.27%
Calls: -6.19% (Calls)
Puts: -6.35% (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 -76.49%
Calls: -74.65%
Puts: -78.22%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/09 10:55am) $357.15M
Calls: $255.78M (72%)
Puts: $101.37M (28%)
Prior (10/08) $350.39M
Calls: $163.96M (47%)
Puts: $186.43M (53%)
Current vs Prior +1.93%
Calls: +56.00%
Puts: -45.63%
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 -75.64%
Calls: -69.80%
Puts: -83.62%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/09 10:55am) 0.91
Prior (10/08) 0.91
Current vs Prior -0.17%
Prior 7-Day Average 1.06
Current vs Prior 7-Day Avg -14.13%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/09 10:55am) 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 0.30% | 0.56%0.30% | 0.56%0.30% | 1.18%1.04% | 3.62%
Prior 0.55% | 0.77%0.55% | 0.77%0.55% | 1.37%1.23% | 3.80%
Current vs Prior -45.76% | -27.19%-45.77% | -27.19%-45.77% | -13.70%-14.98% | -4.72%
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 -47.88% | -29.45%-14.30% | -29.10%-57.68% | -21.29%-38.41% | -10.41%
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 -45.76% | -27.19%-45.77% | -27.19%-45.77% | -13.70%-14.98% | -4.72%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.90% | 0.68%
Calls: 1.09% | 0.51%
Puts: 0.71% | 0.84%
Prior 0.69% | 0.77%
Calls: 0.69% | 1.14%
Puts: 0.69% | 0.40%
Current vs Prior +30.43% | -11.69%
Prior 7-Day Avg 0.94% | 0.91%
Calls: 0.90% | 1.11%
Puts: 0.98% | 0.72%
Current vs 7-Day Avg -4.40% | -25.39%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($255.78M). 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 BULLISH
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 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
10:55BULLISHNEUTRALBULLISH
10:50BULLISHNEUTRALBULLISH
10:45BULLISHNEUTRALBULLISH
10:40BULLISHNEUTRALBULLISH
10:35BULLISHNEUTRALBULLISH
10:30BULLISHNEUTRALBULLISH
10:25BULLISHNEUTRALBULLISH
10:20BULLISHNEUTRALBULLISH
10:15BULLISHNEUTRALMIXED
10:10BULLISHNEUTRALMIXED
10:05BULLISHBEARISHBEARISH
10:00BULLISHBEARISHBEARISH
09:55BULLISHBEARISHBEARISH
09:50BULLISHBEARISHBEARISH
09:45BEARISHBEARISHBEARISH
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 2,194 of results (avg 2.4%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$640.00Oct 9136.98137.11$137.050.1%21.0055
$660.00Oct 9116.98117.11$117.050.1%11.0072
$675.00Oct 9101.98102.11$102.050.1%81.00191
$780.00Oct 307.757.76$7.760.1%6700.459.7K
$650.00Oct 9126.94127.11$127.030.1%21.00330
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$905.00Oct 9127.83128.04$127.940.2%51.00--
$747.00Nov 205.015.02$5.010.2%200.21845
$900.00Oct 9122.83123.08$122.960.2%11.00--
$895.00Oct 9117.83118.08$117.960.2%11.00--
$741.00Nov 204.284.29$4.290.2%6920.18630

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 726 found (avg $0.33, cheapest $0.10)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Oct 90.090.10$0.1010.0%141.0K0.0943.8K
$779.00Oct 90.220.23$0.234.3%111.4K0.1915.9K
$778.00Oct 90.480.49$0.492.0%163.9K0.3314.3K
$777.00Oct 90.910.92$0.921.1%300.1K0.5115.0K
$786.00Oct 120.050.06$0.0616.7%2.0K0.032.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 90.160.17$0.175.9%105.5K0.1211.3K
$773.00Oct 90.100.11$0.119.1%79.5K0.0810.6K
$775.00Oct 90.270.28$0.283.6%180.6K0.2018.3K
$772.00Oct 90.070.08$0.0812.5%106.3K0.0615.0K
$776.00Oct 90.470.48$0.482.1%193.4K0.326.7K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,076 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Oct 9151.94152.21$152.070.2%--1.0028
$635.00Oct 9141.91142.20$142.060.2%151.0038
$640.00Oct 9136.98137.11$137.050.1%21.0055
$645.00Oct 9131.98132.20$132.090.2%11.006
$650.00Oct 9126.94127.11$127.030.1%21.00330
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$816.00Oct 938.8439.05$38.950.5%61.00--
$820.00Oct 942.8343.05$42.940.5%21.00--
$821.00Oct 943.8344.08$43.960.6%51.00--
$822.00Oct 944.8445.05$44.950.5%11.00--
$824.00Oct 946.8447.10$46.970.6%71.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,230 active (total vol 3.0M, top 300.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$777.00Oct 90.910.92$0.921.1%300.1K0.5115.0K
$776.00Oct 91.551.56$1.560.6%189.2K0.6811.2K
$778.00Oct 90.480.49$0.492.0%163.9K0.3314.3K
$780.00Oct 90.090.10$0.1010.0%141.0K0.0943.8K
$779.00Oct 90.220.23$0.234.3%111.4K0.1915.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$776.00Oct 90.470.48$0.482.1%193.4K0.326.7K
$775.00Oct 90.270.28$0.283.6%180.6K0.2018.3K
$772.00Oct 90.070.08$0.0812.5%106.3K0.0615.0K
$774.00Oct 90.160.17$0.175.9%105.5K0.1211.3K
$777.00Oct 90.840.85$0.851.2%87.9K0.493.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 4.2%, max 9.4%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$775.00Oct 9Nov 2012.8%11.7%9.4%66.5K27.8K
$779.00Oct 9Nov 2011.5%11.2%2.7%111.4K16.5K
$776.00Oct 9Nov 2011.8%11.5%2.3%189.4K12.8K
$778.00Oct 9Nov 2011.6%11.3%2.2%164.0K16.2K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$775.00Oct 9Nov 2012.8%11.7%9.4%181.4K27.0K
$779.00Oct 9Nov 2011.5%11.2%2.7%15.2K6.5K
$776.00Oct 9Nov 2011.8%11.5%2.3%193.5K7.3K
$778.00Oct 9Nov 2011.6%11.3%2.2%25.2K5.8K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 726 found (best R:R 1.56, avg 4.00)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$728.00$729.00Oct 16$0.40$0.60$0.40100%1.50$728.40
$751.00$752.00Oct 16$0.37$0.63$0.3795%1.70$751.37
$735.00$736.00Oct 23$0.38$0.62$0.3895%1.63$735.38
$727.00$728.00Oct 23$0.40$0.60$0.4096%1.50$727.40
$720.00$721.00Oct 30$0.39$0.61$0.3994%1.56$720.39
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$793.00$790.00Nov 20$1.17$1.83$1.1767%1.56$791.83
$797.00$795.00Nov 20$0.74$1.26$0.7472%1.70$796.26
$796.00$795.00Nov 6$0.11$0.89$0.1177%8.09$795.89
$799.00$798.00Nov 13$0.14$0.86$0.1477%6.14$798.86
$795.00$794.00Oct 30$0.19$0.81$0.1981%4.26$794.81

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 534 found (best R:R 0.36, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$800.00$805.00Nov 20$1.32$1.32$3.6875%0.36$801.32
$805.00$810.00Nov 20$1.02$1.02$3.9880%0.26$806.02
$810.00$815.00Nov 20$0.76$0.76$4.2484%0.18$810.76
$779.00$780.00Nov 20$0.60$0.60$0.4052%1.50$779.60
$778.00$779.00Nov 20$0.61$0.61$0.3951%1.56$778.61
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$777.00$776.00Oct 9$0.37$0.37$0.6351%0.59$776.63
$775.00$774.00Oct 9$0.11$0.11$0.8980%0.12$774.89
$776.00$775.00Oct 9$0.20$0.20$0.8068%0.25$775.80
$770.00$769.00Oct 14$0.17$0.17$0.8378%0.20$769.83
$772.00$771.00Oct 12$0.12$0.12$0.8882%0.14$771.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.01, cheapest $1.00)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$776.00Oct 9Oct 12$1.0011.8%6.4%
$777.00Oct 9Oct 12$1.0511.3%6.1%
$778.00Oct 9Oct 12$0.9811.6%6.9%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$776.00Oct 9Oct 12$1.0111.8%6.4%
$777.00Oct 9Oct 12$1.0511.3%6.1%
$778.00Oct 9Oct 12$0.9811.6%6.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 943 found (cheapest 0.23% of stock, avg 3.68%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$777.00Oct 9$0.92$0.85$1.77$775.23$778.770.23%
$778.00Oct 9$0.49$1.40$1.89$776.11$779.890.24%
$776.00Oct 9$1.56$0.48$2.04$773.96$778.040.26%
$779.00Oct 9$0.23$2.16$2.39$776.61$781.390.31%
$775.00Oct 9$2.34$0.28$2.62$772.38$777.620.34%
$780.00Oct 9$0.10$3.03$3.13$776.87$783.130.40%
$774.00Oct 9$3.24$0.17$3.41$770.59$777.410.44%
$777.00Oct 12$1.97$1.90$3.87$773.13$780.870.50%
$778.00Oct 12$1.47$2.38$3.85$774.15$781.850.50%
$781.00Oct 9$0.05$3.98$4.03$776.97$785.030.52%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 365 found (cheapest 0.03% of stock, avg 1.30%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$780.00$773.00Oct 9$0.10$0.11$0.21$772.79$780.21
$780.00$774.00Oct 9$0.10$0.17$0.27$773.73$780.27
$779.00$773.00Oct 9$0.23$0.11$0.34$772.66$779.34
$779.00$774.00Oct 9$0.23$0.17$0.40$773.60$779.40
$780.00$775.00Oct 9$0.10$0.28$0.38$774.62$780.38
$779.00$775.00Oct 9$0.23$0.28$0.51$774.49$779.51
$780.00$776.00Oct 9$0.10$0.48$0.58$775.42$780.58
$778.00$774.00Oct 9$0.49$0.17$0.66$773.34$778.66
$779.00$776.00Oct 9$0.23$0.48$0.71$775.29$779.71
$778.00$773.00Oct 9$0.49$0.11$0.60$772.40$778.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 446 found (best R:R 0.92, avg credit $0.44)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
750/751787/788Oct 30$0.48$0.5252%0.92$750.52$787.48
759/760783/784Oct 22$0.50$0.5050%1.00$759.50$783.50
757/758785/786Oct 23$0.45$0.5554%0.82$757.55$785.45
752/753787/788Oct 30$0.49$0.5150%0.96$752.51$787.49
751/752787/788Oct 30$0.48$0.5251%0.92$751.52$787.48
763/764782/783Oct 19$0.50$0.5049%1.00$763.50$782.50
762/763783/784Oct 22$0.53$0.4746%1.13$762.47$783.53
750/751786/787Oct 30$0.49$0.5150%0.96$750.51$786.49
759/760783/784Oct 21$0.47$0.5352%0.89$759.53$783.47
757/758784/785Oct 23$0.47$0.5352%0.89$757.53$784.47

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 241 found (best R:R 141.86, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$680.00$700.00$720.00Nov 6$0.14$19.868%141.86
$754.00$761.00$768.00Oct 20$0.42$6.5818%15.67
$740.00$745.00$750.00Nov 13$0.10$4.906%49.00
$775.00$776.00$777.00Oct 9$0.14$0.8630%6.14
$774.00$775.00$776.00Oct 12$0.06$0.9415%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$776.00$777.00$778.00Oct 9$0.18$0.8234%4.56
$778.00$779.00$780.00Oct 9$0.11$0.8924%8.09
$774.00$775.00$776.00Oct 9$0.09$0.9120%10.11
$776.00$777.00$778.00Oct 12$0.07$0.9316%13.29
$774.00$775.00$776.00Oct 12$0.06$0.9414%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,045 found (best net $-2.09, 1,041 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$700.001:2Oct 13-$2.09$72.91
$680.00$727.001:2Oct 15-$2.75$44.25
$710.00$737.001:2Oct 13-$13.13$13.87
$777.00$778.001:2Oct 9-$0.06$0.94
$776.00$777.001:2Oct 9-$0.28$0.72
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$825.00$805.001:2Nov 20-$10.06$9.94
$800.00$791.001:2Oct 23-$6.20$2.80
$786.00$780.001:2Oct 21-$2.75$3.25
$785.00$780.001:2Oct 20-$3.07$1.93
$778.00$777.001:2Oct 9-$0.30$0.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 298 found (best yield 1.93%, avg 0.42%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$778.00Nov 20$14.960.490.1%1.93%2.04%1311.9K
$779.00Nov 20$14.350.480.2%1.85%2.09%2603
$780.00Nov 20$13.750.470.4%1.77%2.14%33312.8K
$781.00Nov 20$13.170.470.5%1.69%2.20%175679
$782.00Nov 20$12.600.460.6%1.62%2.25%44712
$783.00Nov 20$12.040.450.8%1.55%2.31%28576
$784.00Nov 20$11.500.430.9%1.48%2.37%29978
$785.00Nov 20$10.970.421.0%1.41%2.43%15811.4K
$786.00Nov 20$10.460.411.1%1.35%2.49%281.1K
$787.00Nov 20$9.960.401.3%1.28%2.55%56632

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 1,579,356
Total Puts 1,438,662
Put/Call Ratio 0.91
Net Difference 140,694

Prior's Put/Call Breakdown

Total Calls 1,683,572
Total Puts 1,536,203
Put/Call Ratio 0.91
Net Difference 147,369

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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