Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$777.27 -0.17%
◀ 10/12 15:15 ▶

Option Volume

Detail
ℹ
Current (10/12 3:15pm) 7,331,547
Calls: 3,472,182 (47%)
Puts: 3,859,365 (53%)
Prior (10/09) 9,251,528
Calls: 4,643,183 (50%)
Puts: 4,608,345 (50%)
Current vs Prior -20.75%
Calls: -25.22% (Calls)
Puts: -16.25% (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 -42.78%
Calls: -43.86%
Puts: -41.77%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/12 3:15pm) $640.84M
Calls: $287.39M (45%)
Puts: $353.45M (55%)
Prior (10/09) $1.06B
Calls: $857.23M (81%)
Puts: $207.57M (19%)
Current vs Prior -39.82%
Calls: -66.47%
Puts: +70.28%
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 -51.51%
Calls: -67.57%
Puts: -18.83%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/12 3:15pm) 1.11
Prior (10/09) 0.99
Current vs Prior +11.99%
Prior 7-Day Average 1.07
Current vs Prior 7-Day Avg +3.58%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/12 3:15pm) 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 0.16% | 0.46%0.16% | 0.71%0.99% | 1.49%0.85% | 3.47%
Prior 0.47% | 0.64%0.14% | 0.47%0.14% | 1.13%0.99% | 3.57%
Current vs Prior -65.24% | -27.70%+16.71% | +50.24%+604.86% | +31.77%-14.47% | -2.72%
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 -69.93% | -38.24%-51.46% | -1.64%+68.22% | +5.23%-43.60% | -11.37%
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 -65.24% | -27.70%-11.58% | +42.20%+433.98% | +30.83%-15.17% | -2.81%
Sentiment BULLISHBEARISHBEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.70% | 0.56%
Calls: 2.17% | 0.58%
Puts: 1.23% | 0.54%
Prior 2.58% | 0.98%
Calls: 3.57% | 1.56%
Puts: 1.59% | 0.41%
Current vs Prior -34.11% | -42.86%
Prior 7-Day Avg 1.03% | 0.80%
Calls: 1.14% | 0.97%
Puts: 0.93% | 0.64%
Current vs 7-Day Avg +64.59% | -30.12%
Liquidity Excellent
+
Add Card

🤖 AI Insights

Slightly bearish P/C ratio of 1.11. 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 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
15:15BEARISHBEARISHBEARISH
15:10BEARISHBEARISHBEARISH
15:05BEARISHBEARISHBEARISH
15:00BEARISHBEARISHBEARISH
14:55BEARISHBEARISHBEARISH
14:50BEARISHBEARISHBEARISH
14:45BEARISHBEARISHBEARISH
14:40BEARISHBEARISHBEARISH
14:35BEARISHBEARISHBEARISH
14:30BEARISHBEARISHBEARISH
14:25BEARISHBEARISHBEARISH
14:20BEARISHBEARISHBEARISH
14:15BEARISHBEARISHBEARISH
14:10BEARISHBEARISHBEARISH
14:05BEARISHBEARISHBEARISH
14:00BULLISHBEARISHBEARISH
13:55BULLISHBEARISHBEARISH
13:50BULLISHBEARISHBEARISH
13:45BULLISHBEARISHBEARISH
13:40BULLISHBEARISHBEARISH
13:35BEARISHBEARISHBEARISH
13:30BULLISHBEARISHBEARISH
13:25BEARISHBEARISHBEARISH
13:20BULLISHBEARISHBEARISH
13:15BULLISHBEARISHBEARISH
13:10BULLISHNEUTRALMIXED
13:05BULLISHNEUTRALMIXED
13:00BEARISHBEARISHBEARISH
12:55BEARISHBEARISHBEARISH
12:50BEARISHBEARISHBEARISH
12:45BULLISHNEUTRALMIXED
12:40BULLISHNEUTRALMIXED
12:35BULLISHNEUTRALMIXED
12:30BULLISHBEARISHBEARISH
12:25BULLISHNEUTRALMIXED
12:20BULLISHNEUTRALMIXED
12:15BULLISHNEUTRALMIXED
12:10BULLISHNEUTRALMIXED
12:05BULLISHNEUTRALMIXED
12:00BULLISHNEUTRALMIXED
11:55BULLISHNEUTRALMIXED
11:50BULLISHBEARISHBEARISH
11:45BULLISHBEARISHBEARISH
11:40BULLISHBEARISHBEARISH
11:35BULLISHBEARISHBEARISH
11:30BULLISHBEARISHBEARISH
11:25BULLISHBEARISHBEARISH
11:20BULLISHBEARISHBEARISH
11:15BULLISHBEARISHBEARISH
11:10BULLISHBEARISHBEARISH
11:05BULLISHBEARISHBEARISH
11:00BULLISHBEARISHBEARISH
10:55BULLISHBEARISHBEARISH
10:50BULLISHBEARISHBEARISH
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 2,129 of results (avg 2.5%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$785.00Nov 2010.4910.50$10.500.1%6710.4211.9K
$768.00Oct 129.279.28$9.270.1%8381.001.9K
$770.00Oct 127.277.28$7.280.1%3.2K1.001.7K
$700.00Nov 2082.1482.27$82.210.2%70.945.6K
$778.00Nov 1312.6212.64$12.630.2%2540.50239
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 207.807.81$7.810.1%1.6K0.3420.1K
$784.00Oct 126.736.74$6.740.1%3.7K0.99467
$783.00Oct 125.735.74$5.740.2%3.5K0.98270
$781.00Oct 165.365.37$5.370.2%2.1K0.66955
$785.00Nov 2014.9014.93$14.920.2%1.7K0.586.8K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 672 found (avg $0.32, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$778.00Oct 120.070.08$0.0812.5%674.3K0.1710.8K
$777.00Oct 120.450.46$0.462.2%267.1K0.626.1K
$784.00Oct 130.060.07$0.0714.3%8.4K0.045.0K
$783.00Oct 130.100.11$0.119.1%12.7K0.062.0K
$782.00Oct 130.180.19$0.195.3%17.4K0.102.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$777.00Oct 120.180.19$0.195.3%723.6K0.387.9K
$776.00Oct 120.050.06$0.0616.7%387.2K0.117.0K
$778.00Oct 120.800.81$0.811.2%700.2K0.837.8K
$769.00Oct 130.100.11$0.119.1%3.2K0.053.1K
$770.00Oct 130.140.15$0.156.7%9.0K0.073.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,153 found (avg delta 0.88, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Oct 12152.12152.42$152.270.2%61.004
$630.00Oct 12147.12147.43$147.280.2%--1.0011
$640.00Oct 12137.12137.43$137.280.2%21.004
$645.00Oct 12132.15132.42$132.290.2%11.008
$650.00Oct 12127.12127.40$127.260.2%21.0020
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$930.00Oct 12152.57152.88$152.730.2%11.00--
$930.00Oct 15151.60154.10$152.851.6%21.00--
$794.00Oct 1615.5816.83$16.207.7%621.001
$795.00Oct 1616.6017.83$17.227.1%1001.0023
$797.00Oct 1619.6419.83$19.741.0%1771.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,519 active (total vol 7.3M, top 723.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$778.00Oct 120.070.08$0.0812.5%674.3K0.1710.8K
$779.00Oct 120.020.03$0.0333.3%643.9K0.0610.9K
$780.00Oct 120.010.02$0.0250.0%471.0K0.0315.9K
$777.00Oct 120.450.46$0.462.2%267.1K0.626.1K
$781.00Oct 120.010.02$0.0250.0%241.0K0.025.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$777.00Oct 120.180.19$0.195.3%723.6K0.387.9K
$778.00Oct 120.800.81$0.811.2%700.2K0.837.8K
$776.00Oct 120.050.06$0.0616.7%387.2K0.117.0K
$779.00Oct 121.751.76$1.760.6%291.5K0.956.8K
$775.00Oct 120.030.04$0.0425.0%206.3K0.0610.7K

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. 652 found (best R:R 1.44, avg 3.81)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$694.00$695.00Oct 30$0.41$0.59$0.4198%1.44$694.41
$752.00$753.00Oct 16$0.40$0.60$0.4097%1.50$752.40
$687.00$688.00Oct 30$0.42$0.58$0.4298%1.38$687.42
$699.00$700.00Oct 30$0.42$0.58$0.4298%1.38$699.42
$714.00$715.00Oct 16$0.45$0.55$0.4599%1.22$714.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$790.00$789.00Oct 13$0.47$0.53$0.47100%1.13$789.53
$801.00$800.00Oct 16$0.48$0.52$0.48100%1.08$800.52
$792.00$791.00Oct 16$0.48$0.52$0.4896%1.08$791.52
$780.00$775.00Oct 26$2.10$2.90$2.1057%1.38$777.90
$775.00$770.00Oct 26$1.44$3.56$1.4444%2.47$773.56

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 470 found (best R:R 0.78, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$780.00$785.00Oct 26$2.19$2.19$2.8157%0.78$782.19
$785.00$790.00Oct 26$1.41$1.41$3.5970%0.39$786.41
$800.00$805.00Nov 20$1.28$1.28$3.7276%0.34$801.28
$790.00$795.00Oct 26$0.78$0.78$4.2282%0.18$790.78
$805.00$810.00Nov 20$0.96$0.96$4.0481%0.24$805.96
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$777.00$776.00Oct 12$0.13$0.13$0.8762%0.15$776.87
$770.00$769.00Oct 14$0.11$0.11$0.8985%0.12$769.89
$774.00$773.00Oct 13$0.15$0.15$0.8578%0.18$773.85
$771.00$770.00Oct 14$0.13$0.13$0.8782%0.15$770.87
$773.00$772.00Oct 14$0.20$0.20$0.8074%0.25$772.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $1.23, cheapest $1.19)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$777.00Oct 12Oct 13$1.268.9%9.0%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$777.00Oct 12Oct 13$1.199.0%9.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,008 found (cheapest 0.08% of stock, avg 3.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$777.00Oct 12$0.46$0.19$0.65$776.35$777.650.08%
$778.00Oct 12$0.08$0.81$0.89$777.11$778.890.11%
$776.00Oct 12$1.32$0.06$1.38$774.62$777.380.18%
$779.00Oct 12$0.03$1.76$1.79$777.21$780.790.23%
$775.00Oct 12$2.30$0.04$2.34$772.66$777.340.30%
$780.00Oct 12$0.02$2.75$2.77$777.23$782.770.36%
$778.00Oct 13$1.19$1.86$3.05$774.95$781.050.39%
$777.00Oct 13$1.72$1.38$3.10$773.90$780.100.40%
$779.00Oct 13$0.79$2.45$3.24$775.76$782.240.42%
$774.00Oct 12$3.29$0.03$3.32$770.68$777.320.43%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 351 found (cheapest 0.01% of stock, avg 1.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$779.00$775.00Oct 12$0.03$0.04$0.07$774.93$779.07
$779.00$776.00Oct 12$0.03$0.06$0.09$775.91$779.09
$778.00$776.00Oct 12$0.08$0.06$0.14$775.86$778.14
$778.00$775.00Oct 12$0.08$0.04$0.12$774.88$778.12
$778.00$777.00Oct 12$0.08$0.19$0.27$776.73$778.27
$779.00$777.00Oct 12$0.03$0.19$0.22$776.78$779.22
$782.00$773.00Oct 13$0.19$0.38$0.57$772.43$782.57
$781.00$773.00Oct 13$0.31$0.38$0.69$772.31$781.69
$782.00$774.00Oct 13$0.19$0.53$0.72$773.28$782.72
$781.00$774.00Oct 13$0.31$0.53$0.84$773.16$781.84

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 422 found (best R:R 1.00, avg credit $0.47)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
754/755786/787Oct 30$0.50$0.5049%1.00$754.50$786.50
753/754786/787Oct 30$0.49$0.5150%0.96$753.51$786.49
760/761784/785Oct 23$0.46$0.5453%0.85$760.54$784.46
761/762783/784Oct 22$0.47$0.5352%0.89$761.53$783.47
756/757786/787Oct 30$0.51$0.4948%1.04$756.49$786.51
762/763783/784Oct 22$0.48$0.5250%0.92$762.52$783.48
762/763784/785Oct 23$0.48$0.5250%0.92$762.52$784.48
755/756786/787Oct 30$0.50$0.5048%1.00$755.50$786.50
754/755787/788Oct 30$0.47$0.5351%0.89$754.53$787.47
753/754787/788Oct 30$0.46$0.5452%0.85$753.54$787.46

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 227 found (best R:R 13.71, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Oct 26$0.34$4.6621%13.71
$760.00$765.00$770.00Oct 26$0.32$4.6815%14.63
$685.00$700.00$715.00Nov 6$0.16$14.843%92.75
$775.00$776.00$777.00Oct 12$0.12$0.8832%7.33
$776.00$777.00$778.00Oct 12$0.48$0.5272%1.08
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Oct 26$0.47$4.5321%9.64
$760.00$765.00$770.00Oct 26$0.33$4.6715%14.15
$755.00$760.00$765.00Oct 26$0.21$4.7911%22.81
$775.00$776.00$777.00Oct 12$0.11$0.8932%8.09
$750.00$755.00$760.00Oct 26$0.14$4.868%34.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,021 found (best net $-6.15, 1,011 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$710.00$741.001:2Oct 20-$6.15$24.85
$740.00$755.001:2Oct 26-$11.53$3.47
$780.00$785.001:2Oct 26-$0.64$4.36
$785.00$790.001:2Oct 26-$0.01$4.99
$775.00$776.001:2Oct 12-$0.34$0.66
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$845.00$815.001:2Oct 13-$7.85$22.15
$920.00$870.001:2Oct 15-$42.85$7.15
$865.00$835.001:2Oct 19-$27.85$2.15
$810.00$799.001:2Oct 20-$10.72$0.28
$780.00$779.001:2Oct 12-$0.77$0.23

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 269 found (best yield 1.87%, avg 0.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$778.00Nov 20$14.500.500.1%1.87%1.96%1.1K1.9K
$779.00Nov 20$13.890.480.2%1.79%2.01%1.1K602
$780.00Nov 20$13.290.470.3%1.71%2.06%1.5K12.7K
$781.00Nov 20$12.700.470.5%1.63%2.11%297687
$782.00Nov 20$12.120.460.6%1.56%2.17%189740
$783.00Nov 20$11.560.450.7%1.49%2.22%160819
$784.00Nov 20$11.020.430.9%1.42%2.28%731.0K
$785.00Nov 20$10.490.421.0%1.35%2.34%67111.9K
$786.00Nov 20$9.970.411.1%1.28%2.41%761.2K
$787.00Nov 20$9.480.401.2%1.22%2.47%186794

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 3,472,182
Total Puts 3,859,365
Put/Call Ratio 1.11
Net Difference -387,183

Prior's Put/Call Breakdown

Total Calls 4,643,183
Total Puts 4,608,345
Put/Call Ratio 0.99
Net Difference 34,838

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
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