Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$777.55 +0.47%
◀ 10/9 11:20 ▶

Option Volume

Detail
ℹ
Current (10/09 11:20am) 3,994,854
Calls: 2,097,465 (53%)
Puts: 1,897,389 (47%)
Prior (10/08) 4,076,223
Calls: 2,043,130 (50%)
Puts: 2,033,093 (50%)
Current vs Prior -2.00%
Calls: +2.66% (Calls)
Puts: -6.67% (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 -68.88%
Calls: -66.33%
Puts: -71.28%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/09 11:20am) $470.07M
Calls: $350.22M (75%)
Puts: $119.84M (25%)
Prior (10/08) $445.88M
Calls: $179.85M (40%)
Puts: $266.03M (60%)
Current vs Prior +5.43%
Calls: +94.73%
Puts: -54.95%
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 -67.93%
Calls: -58.65%
Puts: -80.63%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/09 11:20am) 0.90
Prior (10/08) 1.00
Current vs Prior -9.09%
Prior 7-Day Average 1.06
Current vs Prior 7-Day Avg -14.72%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/09 11:20am) 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 0.28% | 0.55%0.28% | 0.55%0.28% | 1.17%1.04% | 3.62%
Prior 0.55% | 0.77%0.55% | 0.77%0.55% | 1.37%1.23% | 3.80%
Current vs Prior -48.36% | -28.07%-48.36% | -28.07%-48.36% | -14.03%-15.24% | -4.57%
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 -50.38% | -30.30%-18.40% | -29.96%-59.71% | -21.59%-38.60% | -10.27%
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 -48.36% | -28.07%-48.36% | -28.07%-48.36% | -14.03%-15.24% | -4.57%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.91% | 0.70%
Calls: 0.89% | 0.92%
Puts: 0.92% | 0.47%
Prior 0.69% | 0.77%
Calls: 0.69% | 1.14%
Puts: 0.69% | 0.40%
Current vs Prior +31.88% | -9.09%
Prior 7-Day Avg 0.94% | 0.91%
Calls: 0.90% | 1.11%
Puts: 0.98% | 0.72%
Current vs 7-Day Avg -3.34% | -23.20%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 75% call dollar volume ($350.22M). 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
11:20BULLISHNEUTRALBULLISH
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 2.6%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Oct 307.957.96$7.960.1%9320.469.7K
$780.00Nov 2014.0114.03$14.020.1%4520.4712.8K
$640.00Oct 9137.49137.70$137.600.2%21.0055
$784.00Oct 305.925.93$5.930.2%2260.391.1K
$700.00Nov 2082.4782.61$82.540.2%50.925.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$905.00Oct 9127.35127.58$127.470.2%71.00--
$930.00Oct 9152.32152.60$152.460.2%11.00--
$750.00Nov 205.355.36$5.360.2%7930.2355.2K
$779.00Oct 154.394.40$4.390.2%660.57755
$900.00Oct 9122.32122.60$122.460.2%11.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 733 found (avg $0.32, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$781.00Oct 90.050.06$0.0616.7%53.0K0.0613.9K
$780.00Oct 90.120.13$0.137.7%205.2K0.1243.8K
$779.00Oct 90.270.28$0.283.6%180.5K0.2415.9K
$778.00Oct 90.590.60$0.601.7%277.9K0.4214.3K
$786.00Oct 120.070.08$0.0812.5%2.1K0.042.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Oct 90.170.18$0.185.6%218.4K0.1418.3K
$774.00Oct 90.100.11$0.119.1%132.6K0.0911.3K
$773.00Oct 90.060.07$0.0714.3%104.2K0.0510.6K
$776.00Oct 90.320.33$0.333.0%251.4K0.246.7K
$772.00Oct 90.050.06$0.0616.7%126.0K0.0415.0K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,143 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Oct 9152.46152.75$152.610.2%--1.0028
$635.00Oct 9142.41142.72$142.570.2%151.0038
$640.00Oct 9137.49137.70$137.600.2%21.0055
$645.00Oct 9132.44132.70$132.570.2%11.006
$650.00Oct 9127.49127.72$127.600.2%21.00330
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$816.00Oct 938.3438.58$38.460.6%81.00--
$820.00Oct 942.3342.60$42.470.6%21.00--
$821.00Oct 943.2943.60$43.450.7%51.00--
$822.00Oct 944.3444.59$44.470.6%31.00--
$824.00Oct 946.3246.60$46.460.6%71.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,369 active (total vol 4.0M, top 401.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$777.00Oct 91.111.12$1.120.9%401.0K0.6115.0K
$778.00Oct 90.590.60$0.601.7%277.9K0.4214.3K
$776.00Oct 91.831.84$1.840.5%218.7K0.7711.2K
$780.00Oct 90.120.13$0.137.7%205.2K0.1243.8K
$779.00Oct 90.270.28$0.283.6%180.5K0.2415.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$776.00Oct 90.320.33$0.333.0%251.4K0.246.7K
$775.00Oct 90.170.18$0.185.6%218.4K0.1418.3K
$777.00Oct 90.610.62$0.621.6%178.3K0.403.9K
$774.00Oct 90.100.11$0.119.1%132.6K0.0911.3K
$772.00Oct 90.050.06$0.0616.7%126.0K0.0415.0K

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 2.0%, max 3.9%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$776.00Oct 9Nov 2012.0%11.6%3.9%218.9K12.8K
$777.00Oct 9Nov 2011.5%11.5%0.2%401.1K16.3K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$776.00Oct 9Nov 2012.0%11.6%3.9%251.7K7.3K
$777.00Oct 9Nov 2011.5%11.5%0.2%178.5K5.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 711 found (best R:R 0.60, avg 3.81)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$733.00$735.00Nov 20$0.97$1.03$0.9785%1.06$733.97
$692.00$693.00Oct 30$0.44$0.56$0.44100%1.27$692.44
$739.00$740.00Oct 16$0.50$0.50$0.50100%1.00$739.50
$728.00$729.00Oct 16$0.54$0.46$0.54100%0.85$728.54
$715.00$716.00Oct 16$0.55$0.45$0.55100%0.82$715.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$800.00$798.00Oct 12$1.25$0.75$1.2599%0.60$798.75
$795.00$794.00Oct 30$0.22$0.78$0.2280%3.55$794.78
$799.00$798.00Nov 13$0.21$0.79$0.2176%3.76$798.79
$787.00$786.00Oct 13$0.43$0.57$0.4394%1.33$786.57
$802.00$800.00Nov 6$1.20$0.80$1.2083%0.67$800.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 528 found (best R:R 0.37, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$800.00$805.00Nov 20$1.35$1.35$3.6574%0.37$801.35
$805.00$810.00Nov 20$1.05$1.05$3.9579%0.27$806.05
$810.00$815.00Nov 20$0.78$0.78$4.2284%0.18$810.78
$778.00$779.00Nov 20$0.62$0.62$0.3850%1.63$778.62
$780.00$781.00Nov 20$0.59$0.59$0.4153%1.44$780.59
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$777.00$776.00Oct 9$0.29$0.29$0.7160%0.41$776.71
$776.00$775.00Oct 9$0.15$0.15$0.8576%0.18$775.85
$771.00$770.00Oct 13$0.13$0.13$0.8782%0.15$770.87
$773.00$772.00Oct 12$0.14$0.14$0.8680%0.16$772.86
$772.00$771.00Oct 12$0.10$0.10$0.9084%0.11$771.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $1.04, cheapest $1.05)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$777.00Oct 9Oct 12$1.0511.5%6.2%
$778.00Oct 9Oct 12$1.0311.3%6.8%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$777.00Oct 9Oct 12$1.0511.5%6.2%
$778.00Oct 9Oct 12$1.0411.3%6.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 998 found (cheapest 0.22% of stock, avg 3.73%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$777.00Oct 9$1.12$0.62$1.74$775.26$778.740.22%
$778.00Oct 9$0.60$1.09$1.69$776.31$779.690.22%
$779.00Oct 9$0.28$1.77$2.05$776.95$781.050.26%
$776.00Oct 9$1.84$0.33$2.17$773.83$778.170.28%
$780.00Oct 9$0.13$2.62$2.75$777.25$782.750.35%
$775.00Oct 9$2.69$0.18$2.87$772.13$777.870.37%
$781.00Oct 9$0.06$3.56$3.62$777.38$784.620.47%
$774.00Oct 9$3.61$0.11$3.72$770.28$777.720.48%
$778.00Oct 12$1.63$2.13$3.76$774.24$781.760.48%
$777.00Oct 12$2.17$1.67$3.84$773.16$780.840.49%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 370 found (cheapest 0.02% of stock, avg 1.26%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$781.00$773.00Oct 9$0.06$0.07$0.13$772.87$781.13
$781.00$774.00Oct 9$0.06$0.11$0.17$773.83$781.17
$780.00$774.00Oct 9$0.13$0.11$0.24$773.76$780.24
$780.00$773.00Oct 9$0.13$0.07$0.20$772.80$780.20
$781.00$775.00Oct 9$0.06$0.18$0.24$774.76$781.24
$780.00$775.00Oct 9$0.13$0.18$0.31$774.69$780.31
$779.00$774.00Oct 9$0.28$0.11$0.39$773.61$779.39
$781.00$776.00Oct 9$0.06$0.33$0.39$775.61$781.39
$779.00$773.00Oct 9$0.28$0.07$0.35$772.65$779.35
$779.00$775.00Oct 9$0.28$0.18$0.46$774.54$779.46

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 409 found (best R:R 0.96, avg credit $0.45)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
758/759784/785Oct 23$0.49$0.5151%0.96$758.51$784.49
760/761784/785Oct 23$0.51$0.4948%1.04$760.49$784.51
762/763782/783Oct 19$0.49$0.5150%0.96$762.51$782.49
751/752787/788Oct 30$0.48$0.5251%0.92$751.52$787.48
763/764784/785Oct 23$0.54$0.4645%1.17$763.46$784.54
754/755787/788Oct 30$0.50$0.5049%1.00$754.50$787.50
759/760784/785Oct 23$0.49$0.5150%0.96$759.51$784.49
753/754787/788Oct 30$0.49$0.5150%0.96$753.51$787.49
763/764783/784Oct 20$0.49$0.5149%0.96$763.51$783.49
761/762784/785Oct 23$0.51$0.4947%1.04$761.49$784.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 315 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$0.06$4.946%82.33
$775.00$776.00$777.00Oct 12$0.06$0.9416%15.67
$777.00$778.00$779.00Oct 9$0.20$0.8037%4.00
$775.00$776.00$777.00Oct 9$0.13$0.8726%6.69
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$790.00$793.00$796.00Oct 20$0.09$2.919%32.33
$776.00$777.00$778.00Oct 9$0.18$0.8234%4.56
$775.00$776.00$777.00Oct 13$0.05$0.9512%19.00
$775.00$776.00$777.00Oct 12$0.07$0.9316%13.29
$777.00$778.00$779.00Oct 9$0.21$0.7936%3.76

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,057 found (best net $-2.60, 1,053 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$700.001:2Oct 13-$2.60$72.40
$680.00$727.001:2Oct 15-$3.42$43.58
$710.00$737.001:2Oct 13-$13.60$13.40
$777.00$778.001:2Oct 9-$0.08$0.92
$776.00$777.001:2Oct 9-$0.40$0.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$825.00$805.001:2Nov 20-$9.71$10.29
$786.00$780.001:2Oct 21-$2.64$3.36
$785.00$780.001:2Oct 20-$2.90$2.10
$778.00$777.001:2Oct 9-$0.15$0.85
$779.00$778.001:2Oct 9-$0.41$0.59

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 304 found (best yield 1.96%, avg 0.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$778.00Nov 20$15.220.500.1%1.96%2.02%3291.9K
$779.00Nov 20$14.600.490.2%1.88%2.06%5603
$780.00Nov 20$14.010.470.3%1.80%2.12%45212.8K
$781.00Nov 20$13.410.460.4%1.72%2.17%231679
$782.00Nov 20$12.830.460.6%1.65%2.22%59712
$783.00Nov 20$12.270.450.7%1.58%2.28%28576
$784.00Nov 20$11.730.440.8%1.51%2.34%32978
$785.00Nov 20$11.200.431.0%1.44%2.40%89011.4K
$786.00Nov 20$10.680.421.1%1.37%2.46%481.1K
$787.00Nov 20$10.180.411.2%1.31%2.52%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 2,097,465
Total Puts 1,897,389
Put/Call Ratio 0.90
Net Difference 200,076

Prior's Put/Call Breakdown

Total Calls 2,043,130
Total Puts 2,033,093
Put/Call Ratio 1.00
Net Difference 10,037

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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