Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$777.99 -0.07%
◀ 10/12 10:30 ▶

Option Volume

Detail
ℹ
Current (10/12 10:30am) 1,929,463
Calls: 826,272 (43%)
Puts: 1,103,191 (57%)
Prior (10/09) 2,231,087
Calls: 1,170,132 (52%)
Puts: 1,060,955 (48%)
Current vs Prior -13.52%
Calls: -29.39% (Calls)
Puts: +3.98% (Puts)
Prior 7-Day Total 89,685,172
Calls: 43,293,356 (48%)
Puts: 46,391,816 (52%)
Prior 7-Day Average 12,812,167
Calls: 6,184,765 (48%)
Puts: 6,627,402 (52%)
Current vs Prior 7-Day Avg -84.94%
Calls: -86.64%
Puts: -83.35%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/12 10:30am) $205.55M
Calls: $100.19M (49%)
Puts: $105.35M (51%)
Prior (10/09) $258.71M
Calls: $170.92M (66%)
Puts: $87.79M (34%)
Current vs Prior -20.55%
Calls: -41.38%
Puts: +20.01%
Prior 7-Day Total $9.25B
Calls: $6.20B (67%)
Puts: $3.05B (33%)
Prior 7-Day Average $1.32B
Calls: $886.15M (67%)
Puts: $435.45M (33%)
Current vs Prior 7-Day Avg -84.45%
Calls: -88.69%
Puts: -75.81%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/12 10:30am) 1.34
Prior (10/09) 0.91
Current vs Prior +47.25%
Prior 7-Day Average 1.07
Current vs Prior 7-Day Avg +24.42%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/12 10:30am) 8,941,137
Calls: 2,096,566 (23%)
Puts: 6,844,571 (77%)
Prior (10/09) 9,774,250
Calls: 2,539,342 (26%)
Puts: 7,234,908 (74%)
Current vs Prior -8.52%
Prior 7-Day Total 58,654,886
Calls: 16,504,087 (28%)
Puts: 42,150,799 (72%)
Prior 7-Day Average 8,379,269
Calls: 2,357,726 (28%)
Puts: 6,021,542 (72%)
Current vs Prior 7-Day Avg +6.71%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/12) | Next (10/13)Expiry (10/12) | Next (10/14)Expiry (10/16) | Next (10/23)Expiry (10/15) | Next (11/20)
Current 0.28% | 0.50%0.28% | 0.74%1.02% | 1.52%0.88% | 3.51%
Prior 0.47% | 0.64%0.14% | 0.47%0.14% | 1.13%0.99% | 3.57%
Current vs Prior -41.21% | -21.51%+97.43% | +56.67%+625.29% | +34.96%-11.44% | -1.65%
Prior 7-Day Avg 0.54% | 0.75%0.34% | 0.72%0.59% | 1.41%1.51% | 3.92%
Current vs 7-Day Avg -49.14% | -32.95%-17.88% | +2.56%+73.10% | +7.78%-41.60% | -10.40%
Prior 7-Day Eod 0.47% | 0.64%0.18% | 0.50%0.18% | 1.14%1.00% | 3.57%
Current vs 7-Day Eod -41.21% | -21.51%+49.57% | +48.28%+449.46% | +33.99%-12.17% | -1.75%
Sentiment BULLISHBEARISHBEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.02% | 0.54%
Calls: 0.71% | 0.44%
Puts: 1.33% | 0.63%
Prior 2.58% | 0.98%
Calls: 3.57% | 1.56%
Puts: 1.59% | 0.41%
Current vs Prior -60.47% | -44.90%
Prior 7-Day Avg 1.03% | 0.80%
Calls: 1.14% | 0.97%
Puts: 0.93% | 0.64%
Current vs 7-Day Avg -1.24% | -32.62%
Liquidity Excellent
+
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🤖 AI Insights

Bearish P/C ratio of 1.34 indicates protective positioning. P/C ratio rising 47% - increased hedging/bearish positioning. Put-heavy open interest (6,844,571 puts vs 2,096,566 calls) suggests hedging or bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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
10:30BEARISHBEARISHBEARISH
10:25BEARISHBEARISHBEARISH
10:20BEARISHBEARISHBEARISH
10:15BEARISHBEARISHBEARISH
10:10BEARISHBEARISHBEARISH
10:05BEARISHBEARISHBEARISH
10:00BULLISHBEARISHBEARISH
09:55BULLISHBEARISHBEARISH
09:50BULLISHBEARISHBEARISH
09:45BULLISHBEARISHBEARISH
09:40BULLISHBEARISHBEARISH
09:35BEARISHBEARISHBEARISH

📈 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 2,077 of results (avg 2.5%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Oct 129.039.04$9.040.1%6661.001.6K
$770.00Oct 128.048.05$8.050.1%9951.001.7K
$650.00Oct 12127.88128.06$127.970.1%--1.0020
$771.00Oct 127.047.05$7.050.1%6561.001.0K
$781.00Nov 2013.2013.22$13.210.2%1800.47687
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$786.00Oct 128.008.01$8.000.1%6060.9923
$785.00Oct 127.007.01$7.010.1%1.1K0.98162
$784.00Oct 126.006.01$6.010.2%1.7K0.98467
$779.00Nov 2011.9812.00$11.990.2%930.51605
$756.00Nov 205.845.85$5.850.2%2710.261.7K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 716 found (avg $0.31, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$781.00Oct 120.060.07$0.0714.3%72.3K0.075.8K
$780.00Oct 120.140.15$0.156.7%127.7K0.1415.9K
$779.00Oct 120.340.35$0.352.9%115.3K0.2810.9K
$778.00Oct 120.750.76$0.761.3%74.7K0.4810.8K
$785.00Oct 130.090.10$0.1010.0%4.2K0.054.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$776.00Oct 120.210.22$0.224.5%81.8K0.197.0K
$775.00Oct 120.120.13$0.137.7%83.2K0.1110.7K
$777.00Oct 120.390.40$0.402.5%131.0K0.337.9K
$774.00Oct 120.080.09$0.0911.1%75.2K0.075.8K
$773.00Oct 120.060.07$0.0714.3%30.0K0.055.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,019 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Oct 12152.79153.08$152.940.2%41.004
$630.00Oct 12147.84148.08$147.960.2%--1.0011
$640.00Oct 12137.84138.08$137.960.2%11.004
$650.00Oct 12127.88128.06$127.970.1%--1.0020
$665.00Oct 12112.88113.13$113.010.2%21.005
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$797.00Oct 1618.0619.08$18.575.5%381.00--
$800.00Oct 1621.2322.08$21.663.9%881.00561
$801.00Oct 1622.1823.08$22.634.0%381.00--
$805.00Oct 1626.0528.40$27.238.6%61.0046
$806.00Oct 1627.0529.40$28.238.3%21.003

Most actively traded options today. High liquidity = easy entry/exit. 2,042 active (total vol 1.9M, top 172.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Oct 120.140.15$0.156.7%127.7K0.1415.9K
$779.00Oct 120.340.35$0.352.9%115.3K0.2810.9K
$778.00Oct 120.750.76$0.761.3%74.7K0.4810.8K
$781.00Oct 120.060.07$0.0714.3%72.3K0.075.8K
$782.00Oct 120.040.05$0.0520.0%51.3K0.057.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$778.00Oct 120.740.75$0.751.3%172.7K0.527.8K
$777.00Oct 120.390.40$0.402.5%131.0K0.337.9K
$779.00Oct 121.331.34$1.340.7%103.6K0.726.8K
$775.00Oct 120.120.13$0.137.7%83.2K0.1110.7K
$776.00Oct 120.210.22$0.224.5%81.8K0.197.0K

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 627 found (best R:R 0.53, avg 4.13)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$730.00$731.00Nov 20$0.32$0.68$0.3287%2.12$730.32
$743.00$744.00Nov 6$0.32$0.68$0.3287%2.12$743.32
$724.00$725.00Oct 16$0.47$0.53$0.4799%1.13$724.47
$737.00$739.00Nov 6$1.26$0.74$1.2689%0.59$738.26
$733.00$734.00Oct 30$0.43$0.57$0.4394%1.33$733.43
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$790.00$780.00Oct 26$6.52$3.48$6.5280%0.53$783.48
$790.00$789.00Oct 19$0.32$0.68$0.3289%2.12$789.68
$780.00$775.00Oct 26$2.00$3.00$2.0055%1.50$778.00
$792.00$791.00Oct 16$0.61$0.39$0.6194%0.64$791.39
$775.00$770.00Oct 26$1.38$3.62$1.3842%2.62$773.62

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 472 found (best R:R 0.86, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$780.00$785.00Oct 26$2.31$2.31$2.6955%0.86$782.31
$785.00$790.00Oct 26$1.53$1.53$3.4768%0.44$786.53
$800.00$805.00Nov 20$1.32$1.32$3.6875%0.36$801.32
$790.00$795.00Oct 26$0.88$0.88$4.1280%0.21$790.88
$805.00$810.00Nov 20$1.02$1.02$3.9880%0.26$806.02
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$777.00$776.00Oct 12$0.18$0.18$0.8268%0.22$776.82
$772.00$771.00Oct 14$0.14$0.14$0.8680%0.16$771.86
$771.00$770.00Oct 14$0.11$0.11$0.8983%0.12$770.89
$776.00$775.00Oct 14$0.31$0.31$0.6962%0.45$775.69
$766.00$765.00Oct 20$0.12$0.12$0.8883%0.14$765.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.86, cheapest $0.79)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$777.00Oct 12Oct 13$0.8910.0%9.1%
$778.00Oct 12Oct 13$0.939.6%9.4%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$777.00Oct 12Oct 13$0.7910.0%9.1%
$778.00Oct 12Oct 13$0.859.6%9.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 897 found (cheapest 0.19% of stock, avg 3.68%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$778.00Oct 12$0.76$0.75$1.51$776.49$779.510.19%
$779.00Oct 12$0.35$1.34$1.69$777.31$780.690.22%
$777.00Oct 12$1.40$0.40$1.80$775.20$778.800.23%
$780.00Oct 12$0.15$2.13$2.28$777.72$782.280.29%
$776.00Oct 12$2.23$0.22$2.45$773.55$778.450.31%
$781.00Oct 12$0.07$3.06$3.13$777.87$784.130.40%
$775.00Oct 12$3.14$0.13$3.27$771.73$778.270.42%
$778.00Oct 13$1.69$1.60$3.29$774.71$781.290.42%
$779.00Oct 13$1.19$2.11$3.30$775.70$782.300.42%
$777.00Oct 13$2.29$1.19$3.48$773.52$780.480.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 370 found (cheapest 0.02% of stock, avg 1.16%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$781.00$774.00Oct 12$0.07$0.09$0.16$773.84$781.16
$781.00$773.00Oct 12$0.07$0.07$0.14$772.86$781.14
$781.00$775.00Oct 12$0.07$0.13$0.20$774.80$781.20
$780.00$774.00Oct 12$0.15$0.09$0.24$773.76$780.24
$780.00$773.00Oct 12$0.15$0.07$0.22$772.78$780.22
$780.00$775.00Oct 12$0.15$0.13$0.28$774.72$780.28
$781.00$776.00Oct 12$0.07$0.22$0.29$775.71$781.29
$780.00$776.00Oct 12$0.15$0.22$0.37$775.63$780.37
$779.00$773.00Oct 12$0.35$0.07$0.42$772.58$779.42
$779.00$775.00Oct 12$0.35$0.13$0.48$774.52$779.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 352 found (best R:R 1.00, avg credit $0.50)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
754/755787/788Oct 30$0.50$0.5050%1.00$754.50$787.50
757/758787/788Oct 30$0.52$0.4848%1.08$757.48$787.52
756/757787/788Oct 30$0.51$0.4949%1.04$756.49$787.51
761/762784/785Oct 23$0.49$0.5150%0.96$761.51$784.49
761/762785/786Oct 23$0.46$0.5453%0.85$761.54$785.46
761/762786/787Oct 23$0.43$0.5756%0.75$761.57$786.43
758/759787/788Oct 30$0.52$0.4847%1.08$758.48$787.52
760/761787/788Oct 30$0.54$0.4645%1.17$760.46$787.54
762/763787/788Oct 30$0.56$0.4442%1.27$762.44$787.56
765/766783/784Oct 20$0.48$0.5250%0.92$765.52$783.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 227 found (best R:R 9.87, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$762.00$765.00$768.00Oct 22$0.10$2.909%29.00
$775.00$780.00$785.00Oct 26$0.70$4.3026%6.14
$775.00$776.00$777.00Oct 12$0.08$0.9222%11.50
$768.00$770.00$772.00Oct 22$0.06$1.949%32.33
$774.00$775.00$776.00Oct 13$0.05$0.9513%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Oct 26$0.46$4.5420%9.87
$760.00$765.00$770.00Oct 26$0.31$4.6915%15.13
$755.00$760.00$765.00Oct 26$0.19$4.8110%25.32
$770.00$775.00$780.00Oct 26$0.62$4.3825%7.06
$740.00$745.00$750.00Oct 26$0.05$4.954%99.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,039 found (best net $-3.07, 1,031 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$700.001:2Oct 13-$3.07$71.93
$690.00$725.001:2Oct 19-$18.57$16.43
$735.00$755.001:2Oct 26-$5.80$14.20
$680.00$718.001:2Nov 13-$27.32$10.68
$650.00$695.001:2Oct 15-$37.97$7.03
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$845.00$815.001:2Oct 13-$6.94$23.06
$835.00$810.001:2Oct 19-$7.18$17.82
$810.00$796.001:2Oct 20-$4.12$9.88
$850.00$825.001:2Oct 12-$22.02$2.98
$779.00$778.001:2Oct 12-$0.16$0.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 286 found (best yield 1.93%, avg 0.42%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$778.00Nov 20$15.030.510.0%1.93%1.93%7331.9K
$779.00Nov 20$14.400.490.1%1.85%1.98%193602
$780.00Nov 20$13.790.480.3%1.77%2.03%45512.7K
$781.00Nov 20$13.200.470.4%1.70%2.08%180687
$782.00Nov 20$12.610.470.5%1.62%2.14%148740
$783.00Nov 20$12.050.450.6%1.55%2.19%94819
$784.00Nov 20$11.490.440.8%1.48%2.25%51.0K
$785.00Nov 20$10.950.430.9%1.41%2.31%24411.9K
$786.00Nov 20$10.430.421.0%1.34%2.37%301.2K
$787.00Nov 20$9.920.411.2%1.28%2.43%68794

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 826,272
Total Puts 1,103,191
Put/Call Ratio 1.34
Net Difference -276,919

Prior's Put/Call Breakdown

Total Calls 1,170,132
Total Puts 1,060,955
Put/Call Ratio 0.91
Net Difference 109,177

Prior 7-Day Put/Call Summary

Total Calls 43,293,356
Total Puts 46,391,816
Average Put/Call Ratio 1.07
Ratio Trend Rising

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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