Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$777.18 +0.42%
◀ 10/9 11:15 ▶

Option Volume

Detail
ℹ
Current (10/09 11:15am) 3,792,915
Calls: 1,975,532 (52%)
Puts: 1,817,383 (48%)
Prior (10/08) 3,836,104
Calls: 1,946,674 (51%)
Puts: 1,889,430 (49%)
Current vs Prior -1.13%
Calls: +1.48% (Calls)
Puts: -3.81% (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 -70.45%
Calls: -68.29%
Puts: -72.49%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/09 11:15am) $434.69M
Calls: $309.67M (71%)
Puts: $125.02M (29%)
Prior (10/08) $426.10M
Calls: $167.72M (39%)
Puts: $258.38M (61%)
Current vs Prior +2.02%
Calls: +84.64%
Puts: -51.62%
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 -70.35%
Calls: -63.44%
Puts: -79.80%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/09 11:15am) 0.92
Prior (10/08) 0.97
Current vs Prior -5.22%
Prior 7-Day Average 1.06
Current vs Prior 7-Day Avg -13.28%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/09 11:15am) 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 0.29% | 0.55%0.29% | 0.55%0.29% | 1.17%1.04% | 3.61%
Prior 0.55% | 0.77%0.55% | 0.77%0.55% | 1.37%1.23% | 3.80%
Current vs Prior -48.11% | -28.20%-48.11% | -28.20%-48.11% | -14.37%-15.62% | -4.96%
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 -50.14% | -30.43%-18.00% | -30.09%-59.51% | -21.90%-38.87% | -10.64%
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 -48.11% | -28.20%-48.11% | -28.20%-48.11% | -14.37%-15.62% | -4.96%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.93% | 0.46%
Calls: 1.08% | 0.50%
Puts: 0.78% | 0.43%
Prior 0.69% | 0.77%
Calls: 0.69% | 1.14%
Puts: 0.69% | 0.40%
Current vs Prior +34.78% | -40.26%
Prior 7-Day Avg 0.94% | 0.91%
Calls: 0.90% | 1.11%
Puts: 0.98% | 0.72%
Current vs 7-Day Avg -1.21% | -49.53%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($309.67M). 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
11:15BULLISHNEUTRALBULLISH
11:10BULLISHNEUTRALBULLISH
11:05BULLISHBULLISHBULLISH
11:00BULLISHBULLISHBULLISH
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 2,230 of results (avg 2.5%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$640.00Oct 9137.04137.19$137.120.1%21.0055
$660.00Oct 9117.04117.19$117.120.1%11.0072
$650.00Oct 9127.02127.19$127.100.1%21.00330
$675.00Oct 9102.04102.19$102.120.1%81.00191
$781.00Nov 2013.2013.22$13.210.2%2300.47679
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Oct 226.246.25$6.250.2%110.55--
$750.00Nov 205.395.40$5.400.2%7510.2355.2K
$930.00Oct 9152.72153.02$152.870.2%11.00--
$776.00Oct 224.944.95$4.950.2%4510.47--
$905.00Oct 9127.74128.03$127.890.2%71.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 727 found (avg $0.33, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Oct 90.080.09$0.0911.1%185.0K0.0943.8K
$779.00Oct 90.200.21$0.214.8%162.6K0.1815.9K
$778.00Oct 90.460.47$0.472.1%246.4K0.3414.3K
$777.00Oct 90.920.93$0.931.1%382.3K0.5315.0K
$786.00Oct 120.050.06$0.0616.7%2.1K0.032.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 90.140.15$0.156.7%128.0K0.1111.3K
$775.00Oct 90.230.24$0.244.2%211.6K0.1818.3K
$773.00Oct 90.090.10$0.1010.0%102.6K0.0710.6K
$776.00Oct 90.410.42$0.422.4%241.7K0.306.7K
$772.00Oct 90.060.07$0.0714.3%124.6K0.0515.0K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,129 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Oct 9152.04152.76$152.400.5%--1.0028
$635.00Oct 9142.06142.31$142.190.2%151.0038
$640.00Oct 9137.04137.19$137.120.1%21.0055
$645.00Oct 9132.04132.85$132.450.6%11.006
$650.00Oct 9127.02127.19$127.100.1%21.00330
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$930.00Oct 9152.72153.02$152.870.2%11.00--
$815.00Oct 937.7238.02$37.870.8%31.00--
$816.00Oct 938.7338.97$38.850.6%81.00--
$820.00Oct 942.7343.01$42.870.7%21.00--
$821.00Oct 943.7444.02$43.880.6%51.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,346 active (total vol 3.8M, top 382.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$777.00Oct 90.920.93$0.931.1%382.3K0.5315.0K
$778.00Oct 90.460.47$0.472.1%246.4K0.3414.3K
$776.00Oct 91.591.60$1.600.6%213.8K0.7011.2K
$780.00Oct 90.080.09$0.0911.1%185.0K0.0943.8K
$779.00Oct 90.200.21$0.214.8%162.6K0.1815.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$776.00Oct 90.410.42$0.422.4%241.7K0.306.7K
$775.00Oct 90.230.24$0.244.2%211.6K0.1818.3K
$777.00Oct 90.740.75$0.751.3%159.1K0.473.9K
$774.00Oct 90.140.15$0.156.7%128.0K0.1111.3K
$772.00Oct 90.060.07$0.0714.3%124.6K0.0515.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 6.9%, max 10.0%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$775.00Oct 9Nov 2012.8%11.7%10.0%76.5K27.8K
$776.00Oct 9Nov 2012.0%11.5%3.8%213.9K12.8K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$775.00Oct 9Nov 2012.8%11.7%10.0%212.5K27.0K
$776.00Oct 9Nov 2012.0%11.5%3.8%241.9K7.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 692 found (best R:R 1.48, avg 4.00)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$692.00$693.00Oct 30$0.38$0.62$0.38100%1.63$692.38
$687.00$688.00Oct 30$0.41$0.59$0.41100%1.44$687.41
$694.00$695.00Oct 30$0.41$0.59$0.41100%1.44$694.41
$699.00$700.00Oct 30$0.42$0.58$0.42100%1.38$699.42
$734.00$735.00Nov 6$0.32$0.68$0.3289%2.12$734.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$793.00$790.00Nov 20$1.21$1.79$1.2167%1.48$791.79
$795.00$794.00Oct 30$0.17$0.83$0.1781%4.88$794.83
$791.00$790.00Oct 30$0.12$0.88$0.1274%7.33$790.88
$796.00$795.00Oct 30$0.29$0.71$0.2982%2.45$795.71
$802.00$800.00Nov 6$1.21$0.79$1.2184%0.65$800.79

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 524 found (best R:R 0.36, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$800.00$805.00Nov 20$1.33$1.33$3.6775%0.36$801.33
$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
$780.00$781.00Nov 20$0.60$0.60$0.4053%1.50$780.60
$778.00$779.00Nov 20$0.62$0.62$0.3850%1.63$778.62
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$776.00$775.00Oct 9$0.18$0.18$0.8270%0.22$775.82
$777.00$776.00Oct 9$0.33$0.33$0.6753%0.49$776.67
$768.00$767.00Oct 15$0.15$0.15$0.8580%0.18$767.85
$768.00$767.00Oct 14$0.12$0.12$0.8883%0.14$767.88
$773.00$772.00Oct 12$0.15$0.15$0.8578%0.18$772.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.01, cheapest $0.98)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$776.00Oct 9Oct 12$0.9812.0%6.3%
$777.00Oct 9Oct 12$1.0611.2%6.0%
$778.00Oct 9Oct 12$1.0011.1%6.8%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$776.00Oct 9Oct 12$0.9812.0%6.3%
$777.00Oct 9Oct 12$1.0611.2%6.0%
$778.00Oct 9Oct 12$1.0111.1%6.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 990 found (cheapest 0.22% of stock, avg 3.69%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$777.00Oct 9$0.93$0.75$1.68$775.32$778.680.22%
$778.00Oct 9$0.47$1.29$1.76$776.24$779.760.23%
$776.00Oct 9$1.60$0.42$2.02$773.98$778.020.26%
$779.00Oct 9$0.21$2.03$2.24$776.76$781.240.29%
$775.00Oct 9$2.41$0.24$2.65$772.35$777.650.34%
$780.00Oct 9$0.09$2.91$3.00$777.00$783.000.39%
$774.00Oct 9$3.32$0.15$3.47$770.53$777.470.45%
$777.00Oct 12$1.99$1.81$3.80$773.20$780.800.49%
$778.00Oct 12$1.47$2.30$3.77$774.23$781.770.49%
$781.00Oct 9$0.05$3.91$3.96$777.04$784.960.51%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 365 found (cheapest 0.02% of stock, avg 1.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$780.00$773.00Oct 9$0.09$0.10$0.19$772.81$780.19
$780.00$774.00Oct 9$0.09$0.15$0.24$773.76$780.24
$780.00$775.00Oct 9$0.09$0.24$0.33$774.67$780.33
$779.00$773.00Oct 9$0.21$0.10$0.31$772.69$779.31
$779.00$774.00Oct 9$0.21$0.15$0.36$773.64$779.36
$779.00$775.00Oct 9$0.21$0.24$0.45$774.55$779.45
$780.00$776.00Oct 9$0.09$0.42$0.51$775.49$780.51
$779.00$776.00Oct 9$0.21$0.42$0.63$775.37$779.63
$778.00$773.00Oct 9$0.47$0.10$0.57$772.43$778.57
$778.00$774.00Oct 9$0.47$0.15$0.62$773.38$778.62

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 440 found (best R:R 1.08, avg credit $0.45)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
753/754786/787Oct 30$0.52$0.4848%1.08$753.48$786.52
760/761783/784Oct 20$0.46$0.5454%0.85$760.54$783.46
753/754787/788Oct 30$0.50$0.5050%1.00$753.50$787.50
751/752786/787Oct 30$0.50$0.5050%1.00$751.50$786.50
759/760783/784Oct 21$0.47$0.5352%0.89$759.53$783.47
762/763783/784Oct 22$0.53$0.4746%1.13$762.47$783.53
751/752787/788Oct 30$0.48$0.5251%0.92$751.52$787.48
759/760784/785Oct 21$0.44$0.5655%0.79$759.56$784.44
760/761782/783Oct 20$0.48$0.5251%0.92$760.52$782.48
760/761783/784Oct 22$0.50$0.5049%1.00$760.50$783.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 228 found (best R:R 14.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$754.00$761.00$768.00Oct 20$0.45$6.5517%14.56
$655.00$660.00$665.00Nov 20$0.11$4.896%44.45
$775.00$776.00$777.00Oct 9$0.14$0.8629%6.14
$776.00$777.00$778.00Oct 12$0.07$0.9317%13.29
$773.00$774.00$775.00Oct 12$0.05$0.9513%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$774.00$775.00$776.00Oct 12$0.06$0.9414%15.67
$775.00$776.00$777.00Oct 9$0.15$0.8529%5.67
$774.00$775.00$776.00Oct 9$0.09$0.9119%10.11
$776.00$777.00$778.00Oct 12$0.08$0.9217%11.50
$777.00$778.00$779.00Oct 9$0.20$0.8035%4.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,054 found (best net $-2.15, 1,051 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$700.001:2Oct 13-$2.15$72.85
$680.00$727.001:2Oct 15-$2.98$44.02
$710.00$737.001:2Oct 13-$13.11$13.89
$776.00$777.001:2Oct 9-$0.26$0.74
$761.00$768.001:2Oct 20-$5.80$1.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$825.00$805.001:2Nov 20-$8.68$11.32
$786.00$780.001:2Oct 21-$2.69$3.31
$785.00$780.001:2Oct 20-$3.00$2.00
$778.00$777.001:2Oct 9-$0.21$0.79
$777.00$776.001:2Oct 9-$0.09$0.91

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$14.990.490.1%1.93%2.03%2381.9K
$779.00Nov 20$14.380.480.2%1.85%2.08%3603
$780.00Nov 20$13.780.470.4%1.77%2.14%39312.8K
$781.00Nov 20$13.200.470.5%1.70%2.19%230679
$782.00Nov 20$12.620.460.6%1.62%2.24%51712
$783.00Nov 20$12.070.450.8%1.55%2.30%28576
$784.00Nov 20$11.520.430.9%1.48%2.36%31978
$785.00Nov 20$11.000.421.0%1.42%2.42%87611.4K
$786.00Nov 20$10.480.411.1%1.35%2.48%311.1K
$787.00Nov 20$9.990.401.3%1.29%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 1,975,532
Total Puts 1,817,383
Put/Call Ratio 0.92
Net Difference 158,149

Prior's Put/Call Breakdown

Total Calls 1,946,674
Total Puts 1,889,430
Put/Call Ratio 0.97
Net Difference 57,244

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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