Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$777.88 -0.09%
◀ 10/12 10:45 ▶

Option Volume

Detail
ℹ
Current (10/12 10:45am) 2,239,156
Calls: 974,178 (44%)
Puts: 1,264,978 (56%)
Prior (10/09) 2,618,500
Calls: 1,352,781 (52%)
Puts: 1,265,719 (48%)
Current vs Prior -14.49%
Calls: -27.99% (Calls)
Puts: -0.06% (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 -82.52%
Calls: -84.25%
Puts: -80.91%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/12 10:45am) $241.27M
Calls: $119.96M (50%)
Puts: $121.32M (50%)
Prior (10/09) $292.71M
Calls: $179.90M (61%)
Puts: $112.81M (39%)
Current vs Prior -17.57%
Calls: -33.32%
Puts: +7.54%
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 -81.74%
Calls: -86.46%
Puts: -72.14%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/12 10:45am) 1.30
Prior (10/09) 0.94
Current vs Prior +38.78%
Prior 7-Day Average 1.07
Current vs Prior 7-Day Avg +21.01%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/12 10:45am) 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 0.27% | 0.50%0.27% | 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 -43.12% | -21.70%+91.00% | +58.05%+630.00% | +34.86%-10.91% | -1.64%
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 -50.79% | -33.12%-20.56% | +3.47%+74.22% | +7.70%-41.25% | -10.39%
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 -43.12% | -21.70%+44.70% | +49.59%+453.03% | +33.90%-11.64% | -1.74%
Sentiment BULLISHBEARISHBEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.03% | 0.53%
Calls: 0.76% | 0.45%
Puts: 1.30% | 0.61%
Prior 2.58% | 0.98%
Calls: 3.57% | 1.56%
Puts: 1.59% | 0.41%
Current vs Prior -60.08% | -45.92%
Prior 7-Day Avg 1.03% | 0.80%
Calls: 1.14% | 0.97%
Puts: 0.93% | 0.64%
Current vs 7-Day Avg -0.28% | -33.87%
Liquidity Excellent
+
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🤖 AI Insights

Bearish P/C ratio of 1.30 indicates protective positioning. P/C ratio rising 39% - 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
10:45BEARISHBEARISHBEARISH
10:40BEARISHBEARISHBEARISH
10:35BEARISHBEARISHBEARISH
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 2,103 of results (avg 2.6%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Oct 128.938.94$8.930.1%8100.981.6K
$770.00Oct 127.937.94$7.940.1%1.3K0.981.7K
$771.00Oct 126.946.95$6.950.1%6970.971.0K
$700.00Nov 2082.7382.86$82.800.2%--0.945.6K
$772.00Oct 125.945.95$5.950.2%2.8K0.962.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$786.00Oct 128.108.11$8.110.1%6801.0023
$785.00Oct 127.107.11$7.110.1%1.2K1.00162
$784.00Oct 126.106.11$6.110.2%2.0K1.00467
$783.00Oct 125.115.12$5.120.2%1.8K0.95270
$781.00Oct 165.055.06$5.060.2%3850.63955

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 715 found (avg $0.31, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$781.00Oct 120.050.06$0.0616.7%94.5K0.065.8K
$780.00Oct 120.110.12$0.128.3%150.4K0.1215.9K
$779.00Oct 120.290.30$0.303.3%132.9K0.2510.9K
$778.00Oct 120.670.68$0.681.5%99.8K0.4610.8K
$785.00Oct 130.090.10$0.1010.0%4.4K0.054.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$776.00Oct 120.200.21$0.214.8%94.7K0.207.0K
$775.00Oct 120.120.13$0.137.7%102.6K0.1110.7K
$777.00Oct 120.390.40$0.402.5%159.8K0.347.9K
$774.00Oct 120.070.08$0.0812.5%88.1K0.075.8K
$773.00Oct 120.050.06$0.0616.7%34.6K0.055.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,057 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Oct 12152.71153.02$152.870.2%41.004
$630.00Oct 12147.71148.02$147.870.2%--1.0011
$640.00Oct 12137.71138.02$137.870.2%11.004
$650.00Oct 12127.71127.94$127.820.2%21.0020
$660.00Oct 12117.71117.96$117.840.2%21.004
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$784.00Oct 126.106.11$6.110.2%2.0K1.00467
$785.00Oct 127.107.11$7.110.1%1.2K1.00162
$786.00Oct 128.108.11$8.110.1%6801.0023
$787.00Oct 129.089.21$9.151.4%1711.00156
$788.00Oct 1210.0810.21$10.151.3%1281.0036

Most actively traded options today. High liquidity = easy entry/exit. 2,124 active (total vol 2.2M, top 202.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Oct 120.110.12$0.128.3%150.4K0.1215.9K
$779.00Oct 120.290.30$0.303.3%132.9K0.2510.9K
$778.00Oct 120.670.68$0.681.5%99.8K0.4610.8K
$781.00Oct 120.050.06$0.0616.7%94.5K0.065.8K
$782.00Oct 120.030.04$0.0425.0%53.0K0.047.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$778.00Oct 120.760.77$0.771.3%202.1K0.557.8K
$777.00Oct 120.390.40$0.402.5%159.8K0.347.9K
$779.00Oct 121.381.39$1.380.7%112.3K0.756.8K
$775.00Oct 120.120.13$0.137.7%102.6K0.1110.7K
$776.00Oct 120.200.21$0.214.8%94.7K0.207.0K

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. 644 found (best R:R 0.53, avg 4.02)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$732.00$733.00Nov 20$0.34$0.66$0.3486%1.94$732.34
$739.00$740.00Nov 6$0.36$0.64$0.3688%1.78$739.36
$741.00$743.00Nov 6$1.27$0.73$1.2788%0.57$742.27
$750.00$751.00Oct 13$0.53$0.47$0.53100%0.89$750.53
$762.00$763.00Oct 13$0.53$0.47$0.53100%0.89$762.53
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$790.00$780.00Oct 26$6.54$3.46$6.5480%0.53$783.46
$796.00$795.00Nov 6$0.20$0.80$0.2077%4.00$795.80
$798.00$797.00Nov 13$0.19$0.81$0.1976%4.26$797.81
$793.00$792.00Oct 30$0.22$0.78$0.2278%3.55$792.78
$800.00$797.00Nov 6$1.90$1.10$1.9082%0.58$798.10

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 476 found (best R:R 0.85, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$780.00$785.00Oct 26$2.30$2.30$2.7055%0.85$782.30
$785.00$790.00Oct 26$1.53$1.53$3.4768%0.44$786.53
$800.00$805.00Nov 20$1.33$1.33$3.6775%0.36$801.33
$790.00$795.00Oct 26$0.87$0.87$4.1380%0.21$790.87
$805.00$810.00Nov 20$1.00$1.00$4.0080%0.25$806.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$771.00$770.00Oct 14$0.12$0.12$0.8882%0.14$770.88
$777.00$776.00Oct 12$0.19$0.19$0.8166%0.23$776.81
$769.00$768.00Oct 15$0.11$0.11$0.8984%0.12$768.89
$773.00$772.00Oct 14$0.18$0.18$0.8276%0.22$772.82
$774.00$773.00Oct 13$0.13$0.13$0.8779%0.15$773.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.91, cheapest $0.85)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$777.00Oct 12Oct 13$0.929.9%9.1%
$778.00Oct 12Oct 13$0.979.5%9.4%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$777.00Oct 12Oct 13$0.859.9%9.1%
$778.00Oct 12Oct 13$0.889.5%9.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 930 found (cheapest 0.19% of stock, avg 3.73%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$778.00Oct 12$0.68$0.77$1.45$776.55$779.450.19%
$777.00Oct 12$1.31$0.40$1.71$775.29$778.710.22%
$779.00Oct 12$0.30$1.38$1.68$777.32$780.680.22%
$776.00Oct 12$2.12$0.21$2.33$773.67$778.330.30%
$780.00Oct 12$0.12$2.21$2.33$777.67$782.330.30%
$775.00Oct 12$3.03$0.13$3.16$771.84$778.160.41%
$781.00Oct 12$0.06$3.15$3.21$777.79$784.210.41%
$778.00Oct 13$1.65$1.65$3.30$774.70$781.300.42%
$779.00Oct 13$1.15$2.17$3.32$775.68$782.320.43%
$777.00Oct 13$2.23$1.25$3.48$773.52$780.480.45%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 366 found (cheapest 0.02% of stock, avg 1.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$781.00$774.00Oct 12$0.06$0.08$0.14$773.86$781.14
$781.00$775.00Oct 12$0.06$0.13$0.19$774.81$781.19
$780.00$775.00Oct 12$0.12$0.13$0.25$774.75$780.25
$780.00$774.00Oct 12$0.12$0.08$0.20$773.80$780.20
$781.00$776.00Oct 12$0.06$0.21$0.27$775.73$781.27
$780.00$776.00Oct 12$0.12$0.21$0.33$775.67$780.33
$779.00$774.00Oct 12$0.30$0.08$0.38$773.62$779.38
$779.00$775.00Oct 12$0.30$0.13$0.43$774.57$779.43
$779.00$776.00Oct 12$0.30$0.21$0.51$775.49$779.51
$781.00$777.00Oct 12$0.06$0.40$0.46$776.54$781.46

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 388 found (best R:R 1.22, avg credit $0.50)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
758/759786/787Oct 30$0.55$0.4545%1.22$758.45$786.55
756/757786/787Oct 30$0.53$0.4747%1.13$756.47$786.53
762/763783/784Oct 21$0.48$0.5252%0.92$762.52$783.48
755/756786/787Oct 30$0.52$0.4848%1.08$755.48$786.52
754/755786/787Oct 30$0.51$0.4948%1.04$754.49$786.51
760/761785/786Oct 23$0.45$0.5554%0.82$760.55$785.45
762/763785/786Oct 23$0.47$0.5352%0.89$762.53$785.47
758/759787/788Oct 30$0.52$0.4847%1.08$758.48$787.52
759/760786/787Oct 30$0.55$0.4544%1.22$759.45$786.55
764/765783/784Oct 21$0.50$0.5049%1.00$764.50$783.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 268 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$775.00$780.00$785.00Oct 26$0.66$4.3426%6.58
$770.00$772.00$774.00Oct 22$0.07$1.9310%27.57
$762.00$765.00$768.00Oct 22$0.11$2.899%26.27
$776.00$777.00$778.00Oct 12$0.18$0.8235%4.56
$775.00$776.00$777.00Oct 12$0.10$0.9023%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Oct 26$0.30$4.7015%15.67
$765.00$770.00$775.00Oct 26$0.46$4.5420%9.87
$750.00$755.00$760.00Oct 26$0.13$4.877%37.46
$755.00$760.00$765.00Oct 26$0.22$4.7811%21.73
$770.00$775.00$780.00Oct 26$0.64$4.3625%6.81

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,035 found (best net $-32.84, 1,027 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Oct 13-$32.84$27.16
$690.00$725.001:2Oct 19-$18.42$16.58
$735.00$755.001:2Oct 26-$5.66$14.34
$680.00$718.001:2Nov 13-$27.29$10.71
$650.00$695.001:2Oct 15-$37.85$7.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$845.00$815.001:2Oct 13-$7.31$22.69
$835.00$810.001:2Oct 19-$7.22$17.78
$810.00$796.001:2Oct 20-$4.14$9.86
$850.00$825.001:2Oct 12-$22.13$2.87
$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. 284 found (best yield 1.93%, avg 0.42%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$778.00Nov 20$14.980.510.0%1.93%1.94%7561.9K
$779.00Nov 20$14.360.490.1%1.85%1.99%325602
$780.00Nov 20$13.750.480.3%1.77%2.04%50912.7K
$781.00Nov 20$13.150.460.4%1.69%2.09%182687
$782.00Nov 20$12.570.460.5%1.62%2.15%150740
$783.00Nov 20$12.010.450.7%1.54%2.20%145819
$784.00Nov 20$11.450.440.8%1.47%2.26%471.0K
$785.00Nov 20$10.910.430.9%1.40%2.32%27111.9K
$786.00Nov 20$10.390.421.0%1.34%2.38%301.2K
$787.00Nov 20$9.880.411.2%1.27%2.44%73794

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 974,178
Total Puts 1,264,978
Put/Call Ratio 1.30
Net Difference -290,800

Prior's Put/Call Breakdown

Total Calls 1,352,781
Total Puts 1,265,719
Put/Call Ratio 0.94
Net Difference 87,062

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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