Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$777.12 +0.41%
◀ 10/9 11:40 ▶

Option Volume

Detail
ℹ
Current (10/09 11:40am) 4,575,689
Calls: 2,354,682 (51%)
Puts: 2,221,007 (49%)
Prior (10/08) 4,614,312
Calls: 2,286,119 (50%)
Puts: 2,328,193 (50%)
Current vs Prior -0.84%
Calls: +3.00% (Calls)
Puts: -4.60% (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 -64.36%
Calls: -62.21%
Puts: -66.38%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/09 11:40am) $484.55M
Calls: $334.57M (69%)
Puts: $149.98M (31%)
Prior (10/08) $502.86M
Calls: $190.54M (38%)
Puts: $312.32M (62%)
Current vs Prior -3.64%
Calls: +75.59%
Puts: -51.98%
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 -66.95%
Calls: -60.50%
Puts: -75.76%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/09 11:40am) 0.94
Prior (10/08) 1.02
Current vs Prior -7.38%
Prior 7-Day Average 1.06
Current vs Prior 7-Day Avg -11.08%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/09 11:40am) 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 0.27% | 0.54%0.27% | 0.54%0.27% | 1.16%1.03% | 3.61%
Prior 0.55% | 0.77%0.55% | 0.77%0.55% | 1.37%1.23% | 3.80%
Current vs Prior -51.37% | -29.70%-51.36% | -29.70%-51.36% | -15.11%-16.45% | -4.82%
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 -53.27% | -31.88%-23.14% | -31.55%-62.04% | -22.58%-39.47% | -10.50%
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 -51.37% | -29.70%-51.36% | -29.70%-51.36% | -15.11%-16.45% | -4.82%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.01% | 0.48%
Calls: 1.23% | 0.53%
Puts: 0.79% | 0.43%
Prior 0.69% | 0.77%
Calls: 0.69% | 1.14%
Puts: 0.69% | 0.40%
Current vs Prior +46.38% | -37.66%
Prior 7-Day Avg 0.94% | 0.91%
Calls: 0.90% | 1.11%
Puts: 0.98% | 0.72%
Current vs 7-Day Avg +7.28% | -47.34%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($334.57M). 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
11:40BULLISHNEUTRALBULLISH
11:35BULLISHNEUTRALBULLISH
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 2,233 of results (avg 2.5%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Nov 2013.7713.78$13.770.1%4790.4712.8K
$781.00Nov 2013.1813.19$13.180.1%2320.47679
$783.00Nov 2012.0612.07$12.070.1%280.45576
$782.00Nov 1310.7710.78$10.770.1%790.45220
$786.00Nov 2010.4810.49$10.490.1%490.411.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$776.00Oct 307.327.33$7.330.1%6400.471.1K
$760.00Nov 207.187.19$7.190.1%6260.3121.5K
$772.00Oct 305.945.95$5.950.2%1340.402.3K
$930.00Oct 9152.72152.98$152.850.2%11.00--
$779.00Oct 205.645.65$5.650.2%1310.5671

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 727 found (avg $0.33, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Oct 90.060.07$0.0714.3%238.2K0.0743.8K
$779.00Oct 90.160.17$0.175.9%220.7K0.1615.9K
$778.00Oct 90.370.38$0.382.6%334.0K0.3214.3K
$777.00Oct 90.800.81$0.811.2%451.0K0.5315.0K
$785.00Oct 120.070.08$0.0812.5%3.3K0.047.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Oct 90.180.19$0.195.3%238.7K0.1718.3K
$774.00Oct 90.110.12$0.128.3%174.6K0.1011.3K
$773.00Oct 90.070.08$0.0812.5%118.4K0.0610.6K
$776.00Oct 90.360.37$0.372.7%287.5K0.286.7K
$772.00Oct 90.050.06$0.0616.7%131.3K0.0415.0K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,162 found (avg delta 0.88, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Oct 9152.04152.29$152.170.2%--1.0028
$635.00Oct 9142.01142.29$142.150.2%151.0038
$640.00Oct 9137.04137.19$137.120.1%21.0055
$645.00Oct 9132.03132.29$132.160.2%11.006
$650.00Oct 9127.02127.20$127.110.1%21.00330
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$815.00Oct 937.7338.02$37.880.8%31.00--
$816.00Oct 938.7239.01$38.860.7%81.00--
$820.00Oct 942.7542.98$42.860.5%21.00--
$821.00Oct 943.7244.00$43.860.6%51.00--
$822.00Oct 944.7644.98$44.870.5%31.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,418 active (total vol 4.6M, top 451.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$777.00Oct 90.800.81$0.811.2%451.0K0.5315.0K
$778.00Oct 90.370.38$0.382.6%334.0K0.3214.3K
$780.00Oct 90.060.07$0.0714.3%238.2K0.0743.8K
$776.00Oct 91.461.47$1.470.7%231.3K0.7211.2K
$779.00Oct 90.160.17$0.175.9%220.7K0.1615.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$776.00Oct 90.360.37$0.372.7%287.5K0.286.7K
$775.00Oct 90.180.19$0.195.3%238.7K0.1718.3K
$777.00Oct 90.700.71$0.711.4%238.5K0.473.9K
$774.00Oct 90.110.12$0.128.3%174.6K0.1011.3K
$772.00Oct 90.050.06$0.0616.7%131.3K0.0415.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 6.6%, max 6.6%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$775.00Oct 9Nov 2012.4%11.7%6.6%84.9K27.8K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$775.00Oct 9Nov 2012.4%11.7%6.6%239.7K27.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 684 found (best R:R 2.23, avg 3.90)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$734.00$735.00Nov 6$0.31$0.69$0.3189%2.23$734.31
$742.00$743.00Nov 20$0.28$0.72$0.2881%2.57$742.28
$742.00$743.00Oct 30$0.42$0.58$0.4290%1.38$742.42
$694.00$695.00Oct 30$0.53$0.47$0.53100%0.89$694.53
$687.00$688.00Oct 30$0.54$0.46$0.54100%0.85$687.54
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$805.00$800.00Nov 20$3.33$1.67$3.3380%0.50$801.67
$793.00$792.00Oct 16$0.56$0.44$0.5694%0.79$792.44
$786.00$780.00Oct 21$3.79$2.21$3.7975%0.58$782.21
$789.00$788.00Oct 14$0.66$0.34$0.6694%0.52$788.34
$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. 523 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
$780.00$781.00Nov 20$0.59$0.59$0.4153%1.44$780.59
$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$0.18$0.18$0.8272%0.22$775.82
$777.00$776.00Oct 9$0.34$0.34$0.6653%0.52$776.66
$771.00$770.00Oct 13$0.14$0.14$0.8681%0.16$770.86
$772.00$771.00Oct 12$0.11$0.11$0.8983%0.12$771.89
$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. 4 found (avg debit $1.06, cheapest $1.09)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$777.00Oct 9Oct 12$1.0910.6%5.9%
$778.00Oct 9Oct 12$1.0210.6%6.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$777.00Oct 9Oct 12$1.1010.6%5.9%
$778.00Oct 9Oct 12$1.0310.6%6.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,008 found (cheapest 0.20% of stock, avg 3.74%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$777.00Oct 9$0.81$0.71$1.52$775.48$778.520.20%
$778.00Oct 9$0.38$1.27$1.65$776.35$779.650.21%
$776.00Oct 9$1.47$0.37$1.84$774.16$777.840.24%
$779.00Oct 9$0.17$2.05$2.22$776.78$781.220.29%
$775.00Oct 9$2.30$0.19$2.49$772.51$777.490.32%
$780.00Oct 9$0.07$2.98$3.05$776.95$783.050.39%
$774.00Oct 9$3.21$0.12$3.33$770.67$777.330.43%
$777.00Oct 12$1.90$1.81$3.71$773.29$780.710.48%
$778.00Oct 12$1.40$2.30$3.70$774.30$781.700.48%
$776.00Oct 12$2.50$1.40$3.90$772.10$779.900.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 365 found (cheapest 0.02% of stock, avg 1.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$780.00$773.00Oct 9$0.07$0.08$0.15$772.85$780.15
$780.00$774.00Oct 9$0.07$0.12$0.19$773.81$780.19
$780.00$775.00Oct 9$0.07$0.19$0.26$774.74$780.26
$779.00$773.00Oct 9$0.17$0.08$0.25$772.75$779.25
$779.00$774.00Oct 9$0.17$0.12$0.29$773.71$779.29
$779.00$775.00Oct 9$0.17$0.19$0.36$774.64$779.36
$780.00$776.00Oct 9$0.07$0.37$0.44$775.56$780.44
$778.00$774.00Oct 9$0.38$0.12$0.50$773.50$778.50
$779.00$776.00Oct 9$0.17$0.37$0.54$775.46$779.54
$778.00$773.00Oct 9$0.38$0.08$0.46$772.54$778.46

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 451 found (best R:R 0.96, avg credit $0.44)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
752/753787/788Oct 30$0.49$0.5151%0.96$752.51$787.49
751/752787/788Oct 30$0.48$0.5252%0.92$751.52$787.48
760/761783/784Oct 21$0.48$0.5251%0.92$760.52$783.48
758/759783/784Oct 22$0.48$0.5251%0.92$758.52$783.48
760/761783/784Oct 22$0.50$0.5049%1.00$760.50$783.50
753/754787/788Oct 30$0.49$0.5150%0.96$753.51$787.49
758/759784/785Oct 22$0.45$0.5554%0.82$758.55$784.45
758/759785/786Oct 23$0.45$0.5554%0.82$758.55$785.45
752/753786/787Oct 30$0.50$0.5049%1.00$752.50$786.50
760/761784/785Oct 22$0.47$0.5352%0.89$760.53$784.47

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 272 found (best R:R 13.58, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$754.00$761.00$768.00Oct 20$0.48$6.5217%13.58
$655.00$660.00$665.00Nov 20$0.06$4.946%82.33
$778.00$779.00$780.00Oct 9$0.11$0.8925%8.09
$774.00$775.00$776.00Oct 12$0.06$0.9416%15.67
$774.00$775.00$776.00Oct 9$0.08$0.9219%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$790.00$793.00$796.00Oct 20$0.10$2.908%29.00
$776.00$777.00$778.00Oct 9$0.22$0.7839%3.55
$775.00$776.00$777.00Oct 9$0.16$0.8430%5.25
$773.00$774.00$775.00Oct 12$0.05$0.9512%19.00
$775.00$776.00$777.00Oct 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. 1,055 found (best net $-2.13, 1,050 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$700.001:2Oct 13-$2.13$72.87
$680.00$727.001:2Oct 15-$3.38$43.62
$710.00$737.001:2Oct 13-$13.12$13.88
$776.00$777.001:2Oct 9-$0.15$0.85
$761.00$768.001:2Oct 20-$5.75$1.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$825.00$805.001:2Nov 20-$8.73$11.27
$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-$0.15$0.85
$779.00$778.001:2Oct 9-$0.49$0.51

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%3301.9K
$779.00Nov 20$14.350.480.2%1.85%2.09%5603
$780.00Nov 20$13.770.470.4%1.77%2.14%47912.8K
$781.00Nov 20$13.180.470.5%1.70%2.20%232679
$782.00Nov 20$12.600.460.6%1.62%2.25%59712
$783.00Nov 20$12.060.450.8%1.55%2.31%28576
$784.00Nov 20$11.510.430.9%1.48%2.37%32978
$785.00Nov 20$10.980.421.0%1.41%2.43%90211.4K
$786.00Nov 20$10.480.411.1%1.35%2.49%491.1K
$787.00Nov 20$9.980.401.3%1.28%2.56%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 2,354,682
Total Puts 2,221,007
Put/Call Ratio 0.94
Net Difference 133,675

Prior's Put/Call Breakdown

Total Calls 2,286,119
Total Puts 2,328,193
Put/Call Ratio 1.02
Net Difference -42,074

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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