Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$777.10 +0.41%
◀ 10/9 11:30 ▶

Option Volume

Detail
ℹ
Current (10/09 11:30am) 4,283,166
Calls: 2,222,064 (52%)
Puts: 2,061,102 (48%)
Prior (10/08) 4,376,505
Calls: 2,171,723 (50%)
Puts: 2,204,782 (50%)
Current vs Prior -2.13%
Calls: +2.32% (Calls)
Puts: -6.52% (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 -66.63%
Calls: -64.33%
Puts: -68.80%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/09 11:30am) $467.17M
Calls: $321.65M (69%)
Puts: $145.51M (31%)
Prior (10/08) $462.85M
Calls: $201.92M (44%)
Puts: $260.93M (56%)
Current vs Prior +0.93%
Calls: +59.30%
Puts: -44.23%
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 -68.13%
Calls: -62.03%
Puts: -76.49%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/09 11:30am) 0.93
Prior (10/08) 1.02
Current vs Prior -8.63%
Prior 7-Day Average 1.06
Current vs Prior 7-Day Avg -12.55%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/09 11:30am) 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% | 1.16%1.03% | 3.62%
Prior 0.55% | 0.77%0.55% | 0.77%0.55% | 1.37%1.23% | 3.80%
Current vs Prior -48.80% | -28.86%-48.80% | -28.86%-48.80% | -14.73%-16.13% | -4.75%
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 -50.80% | -31.07%-19.09% | -30.74%-60.05% | -22.23%-39.24% | -10.44%
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 -48.80% | -28.86%-48.80% | -28.86%-48.80% | -14.73%-16.13% | -4.75%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.96% | 0.95%
Calls: 1.18% | 1.05%
Puts: 0.75% | 0.85%
Prior 0.69% | 0.77%
Calls: 0.69% | 1.14%
Puts: 0.69% | 0.40%
Current vs Prior +39.13% | +23.38%
Prior 7-Day Avg 0.94% | 0.91%
Calls: 0.90% | 1.11%
Puts: 0.98% | 0.72%
Current vs 7-Day Avg +1.97% | +4.23%
Liquidity Excellent
+
Add Card

🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($321.65M). 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
11:30BULLISHNEUTRALBULLISH
11:25BULLISHNEUTRALBULLISH
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 2,260 of results (avg 2.5%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$640.00Oct 9136.98137.19$137.080.2%21.0055
$700.00Nov 2082.0682.19$82.130.2%60.925.6K
$660.00Oct 9116.98117.17$117.080.2%11.0072
$625.00Oct 9151.96152.25$152.110.2%--1.0028
$645.00Oct 9131.95132.21$132.080.2%11.006
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Nov 208.618.62$8.610.1%780.361.6K
$760.00Nov 207.217.22$7.220.1%6050.3121.5K
$930.00Oct 9152.77153.05$152.910.2%11.00--
$749.00Nov 205.295.30$5.300.2%410.23870
$747.00Nov 205.015.02$5.010.2%680.21845

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 733 found (avg $0.33, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Oct 90.070.08$0.0812.5%229.1K0.0843.8K
$779.00Oct 90.170.18$0.185.6%195.5K0.1615.9K
$778.00Oct 90.400.41$0.412.4%306.3K0.3114.3K
$777.00Oct 90.840.85$0.851.2%422.4K0.5015.0K
$785.00Oct 120.080.09$0.0911.1%3.1K0.047.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 90.130.14$0.147.1%145.5K0.1111.3K
$773.00Oct 90.080.09$0.0911.1%112.4K0.0710.6K
$775.00Oct 90.230.24$0.244.2%226.5K0.1918.3K
$772.00Oct 90.050.06$0.0616.7%127.1K0.0415.0K
$776.00Oct 90.420.43$0.432.3%263.5K0.326.7K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,160 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Oct 9151.96152.25$152.110.2%--1.0028
$635.00Oct 9141.96142.25$142.110.2%151.0038
$640.00Oct 9136.98137.19$137.080.2%21.0055
$645.00Oct 9131.95132.21$132.080.2%11.006
$650.00Oct 9126.98127.24$127.110.2%21.00330
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$815.00Oct 937.7938.06$37.920.7%31.00--
$816.00Oct 938.8339.05$38.940.6%81.00--
$820.00Oct 942.7943.07$42.930.7%21.00--
$821.00Oct 943.7944.06$43.930.6%51.00--
$822.00Oct 944.8545.07$44.960.5%31.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,398 active (total vol 4.3M, top 422.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$777.00Oct 90.840.85$0.851.2%422.4K0.5015.0K
$778.00Oct 90.400.41$0.412.4%306.3K0.3114.3K
$780.00Oct 90.070.08$0.0812.5%229.1K0.0843.8K
$776.00Oct 91.491.50$1.500.7%221.8K0.6911.2K
$779.00Oct 90.170.18$0.185.6%195.5K0.1615.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$776.00Oct 90.420.43$0.432.3%263.5K0.326.7K
$775.00Oct 90.230.24$0.244.2%226.5K0.1918.3K
$777.00Oct 90.770.78$0.781.3%208.4K0.503.9K
$774.00Oct 90.130.14$0.147.1%145.5K0.1111.3K
$772.00Oct 90.050.06$0.0616.7%127.1K0.0415.0K

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 4.2%, max 7.5%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$775.00Oct 9Nov 2012.5%11.7%7.5%80.3K27.8K
$776.00Oct 9Nov 2011.7%11.6%1.0%222.0K12.8K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$775.00Oct 9Nov 2012.5%11.7%7.5%227.4K27.0K
$776.00Oct 9Nov 2011.7%11.6%1.0%263.7K7.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 698 found (best R:R 1.63, avg 4.03)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$687.00$688.00Oct 30$0.38$0.62$0.38100%1.63$687.38
$760.00$761.00Nov 13$0.18$0.82$0.1871%4.56$760.18
$758.00$759.00Nov 13$0.20$0.80$0.2073%4.00$758.20
$734.00$735.00Nov 6$0.37$0.63$0.3789%1.70$734.37
$742.00$743.00Nov 20$0.29$0.71$0.2981%2.45$742.29
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$797.00$796.00Nov 6$0.18$0.82$0.1878%4.56$796.82
$806.00$805.00Oct 16$0.55$0.45$0.5599%0.82$805.45
$786.00$780.00Oct 21$3.81$2.19$3.8175%0.57$782.19
$793.00$792.00Oct 16$0.64$0.36$0.6494%0.56$792.36
$785.00$780.00Oct 20$3.17$1.83$3.1774%0.58$781.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 532 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
$779.00$780.00Nov 20$0.60$0.60$0.4052%1.50$779.60
$810.00$815.00Nov 20$0.75$0.75$4.2584%0.18$810.75
$778.00$779.00Nov 20$0.61$0.61$0.3951%1.56$778.61
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$776.00$775.00Oct 9$0.19$0.19$0.8168%0.23$775.81
$772.00$771.00Oct 12$0.12$0.12$0.8882%0.14$771.88
$768.00$767.00Oct 15$0.15$0.15$0.8580%0.18$767.85
$770.00$769.00Oct 13$0.11$0.11$0.8984%0.12$769.89
$777.00$776.00Oct 9$0.35$0.35$0.6550%0.54$776.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.02, cheapest $0.99)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$776.00Oct 9Oct 12$1.0011.7%6.2%
$777.00Oct 9Oct 12$1.0611.1%6.0%
$778.00Oct 9Oct 12$1.0110.9%6.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$776.00Oct 9Oct 12$0.9911.7%6.2%
$777.00Oct 9Oct 12$1.0611.1%6.0%
$778.00Oct 9Oct 12$1.0010.9%6.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,006 found (cheapest 0.21% of stock, avg 3.74%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$777.00Oct 9$0.85$0.78$1.63$775.37$778.630.21%
$778.00Oct 9$0.41$1.34$1.75$776.25$779.750.23%
$776.00Oct 9$1.50$0.43$1.93$774.07$777.930.25%
$779.00Oct 9$0.18$2.09$2.27$776.73$781.270.29%
$775.00Oct 9$2.30$0.24$2.54$772.46$777.540.33%
$780.00Oct 9$0.08$3.00$3.08$776.92$783.080.40%
$774.00Oct 9$3.21$0.14$3.35$770.65$777.350.43%
$777.00Oct 12$1.91$1.84$3.75$773.25$780.750.48%
$778.00Oct 12$1.42$2.34$3.76$774.24$781.760.48%
$776.00Oct 12$2.50$1.42$3.92$772.08$779.920.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 362 found (cheapest 0.02% of stock, avg 1.30%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$780.00$773.00Oct 9$0.08$0.09$0.17$772.83$780.17
$780.00$774.00Oct 9$0.08$0.14$0.22$773.78$780.22
$779.00$773.00Oct 9$0.18$0.09$0.27$772.73$779.27
$779.00$774.00Oct 9$0.18$0.14$0.32$773.68$779.32
$780.00$775.00Oct 9$0.08$0.24$0.32$774.68$780.32
$779.00$775.00Oct 9$0.18$0.24$0.42$774.58$779.42
$778.00$773.00Oct 9$0.41$0.09$0.50$772.50$778.50
$778.00$774.00Oct 9$0.41$0.14$0.55$773.45$778.55
$778.00$775.00Oct 9$0.41$0.24$0.65$774.35$778.65
$780.00$776.00Oct 9$0.08$0.43$0.51$775.49$780.51

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 457 found (best R:R 0.96, avg credit $0.44)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
760/761782/783Oct 20$0.49$0.5151%0.96$760.51$782.49
750/751787/788Oct 30$0.48$0.5252%0.92$750.52$787.48
751/752787/788Oct 30$0.48$0.5252%0.92$751.52$787.48
750/751786/787Oct 30$0.49$0.5150%0.96$750.51$786.49
760/761783/784Oct 20$0.45$0.5554%0.82$760.55$783.45
759/760783/784Oct 22$0.49$0.5150%0.96$759.51$783.49
754/755787/788Oct 30$0.50$0.5049%1.00$754.50$787.50
760/761785/786Oct 20$0.39$0.6160%0.64$760.61$785.39
753/754787/788Oct 30$0.49$0.5150%0.96$753.51$787.49
759/760784/785Oct 22$0.46$0.5453%0.85$759.54$784.46

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 264 found (best R:R 11.73, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$754.00$761.00$768.00Oct 20$0.55$6.4518%11.73
$655.00$660.00$665.00Nov 20$0.06$4.946%82.33
$775.00$776.00$777.00Oct 9$0.15$0.8532%5.67
$776.00$777.00$778.00Oct 9$0.21$0.7938%3.76
$775.00$776.00$777.00Oct 12$0.08$0.9218%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$774.00$775.00$776.00Oct 9$0.09$0.9121%10.11
$775.00$776.00$777.00Oct 9$0.16$0.8431%5.25
$776.00$777.00$778.00Oct 9$0.21$0.7938%3.76
$777.00$778.00$779.00Oct 9$0.19$0.8134%4.26
$776.00$777.00$778.00Oct 12$0.08$0.9217%11.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,051 found (best net $-2.38, 1,047 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$700.001:2Oct 13-$2.38$72.62
$680.00$727.001:2Oct 15-$3.65$43.35
$710.00$737.001:2Oct 13-$13.39$13.61
$776.00$777.001:2Oct 9-$0.20$0.80
$761.00$768.001:2Oct 20-$5.73$1.27
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$825.00$805.001:2Nov 20-$8.90$11.10
$786.00$780.001:2Oct 21-$2.69$3.31
$785.00$780.001:2Oct 20-$3.04$1.96
$778.00$777.001:2Oct 9-$0.22$0.78
$777.00$776.001:2Oct 9-$0.08$0.92

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%3291.9K
$779.00Nov 20$14.350.480.2%1.85%2.09%5603
$780.00Nov 20$13.750.470.4%1.77%2.14%46812.8K
$781.00Nov 20$13.170.470.5%1.69%2.20%231679
$782.00Nov 20$12.600.460.6%1.62%2.25%59712
$783.00Nov 20$12.040.440.8%1.55%2.31%28576
$784.00Nov 20$11.500.430.9%1.48%2.37%32978
$785.00Nov 20$10.970.421.0%1.41%2.43%89911.4K
$786.00Nov 20$10.460.411.1%1.35%2.49%481.1K
$787.00Nov 20$9.960.401.3%1.28%2.56%56632

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 2,222,064
Total Puts 2,061,102
Put/Call Ratio 0.93
Net Difference 160,962

Prior's Put/Call Breakdown

Total Calls 2,171,723
Total Puts 2,204,782
Put/Call Ratio 1.02
Net Difference -33,059

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
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All