Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$767.12 -0.32%
◀ 10/15 09:40 ▶

Option Volume

Detail
ℹ
Current (10/15 9:40am) 665,472
Calls: 270,438 (41%)
Puts: 395,034 (59%)
Prior (10/14) 582,145
Calls: 274,028 (47%)
Puts: 308,117 (53%)
Current vs Prior +14.31%
Calls: -1.31% (Calls)
Puts: +28.21% (Puts)
Prior 7-Day Total 82,264,116
Calls: 39,783,669 (48%)
Puts: 42,480,447 (52%)
Prior 7-Day Average 11,752,016
Calls: 5,683,381 (48%)
Puts: 6,068,635 (52%)
Current vs Prior 7-Day Avg -94.34%
Calls: -95.24%
Puts: -93.49%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/15 9:40am) $110.93M
Calls: $53.13M (48%)
Puts: $57.81M (52%)
Prior (10/14) $71.06M
Calls: $33.47M (47%)
Puts: $37.59M (53%)
Current vs Prior +56.11%
Calls: +58.71%
Puts: +53.79%
Prior 7-Day Total $8.31B
Calls: $4.55B (55%)
Puts: $3.77B (45%)
Prior 7-Day Average $1.19B
Calls: $649.44M (55%)
Puts: $537.86M (45%)
Current vs Prior 7-Day Avg -90.66%
Calls: -91.82%
Puts: -89.25%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/15 9:40am) 1.46
Prior (10/14) 1.12
Current vs Prior +29.91%
Prior 7-Day Average 1.07
Current vs Prior 7-Day Avg +36.35%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/15 9:40am) 9,733,035
Calls: 2,440,568 (25%)
Puts: 7,292,467 (75%)
Prior (10/14) 9,393,606
Calls: 2,254,473 (24%)
Puts: 7,139,133 (76%)
Current vs Prior +3.61%
Prior 7-Day Total 65,771,172
Calls: 16,455,283 (25%)
Puts: 49,315,889 (75%)
Prior 7-Day Average 9,395,881
Calls: 2,350,754 (25%)
Puts: 7,045,127 (75%)
Current vs Prior 7-Day Avg +3.59%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/15) | Next (10/16)Expiry (10/16) | Next (10/19)Expiry (10/16) | Next (10/23)Expiry (10/15) | Next (11/20)
Current 0.53% | 0.83%0.83% | 1.05%0.83% | 1.62%0.53% | 3.65%
Prior 0.69% | 0.92%0.23% | 0.92%0.92% | 1.60%0.69% | 3.58%
Current vs Prior -22.97% | -9.18%+266.89% | +13.80%-9.19% | +1.30%-22.97% | +1.96%
Prior 7-Day Avg 0.52% | 0.73%0.32% | 0.75%0.71% | 1.42%1.02% | 3.62%
Current vs 7-Day Avg +1.89% | +14.56%+161.05% | +39.23%+17.00% | +14.34%-47.77% | +0.63%
Prior 7-Day Eod 0.69% | 0.92%0.23% | 0.92%0.92% | 1.60%0.69% | 3.58%
Current vs 7-Day Eod -22.97% | -9.18%+266.89% | +13.80%-9.19% | +1.30%-22.97% | +1.96%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.49% | 0.31%
Calls: 0.53% | 0.31%
Puts: 0.45% | 0.31%
Prior 0.38% | 0.29%
Calls: 0.39% | 0.29%
Puts: 0.37% | 0.28%
Current vs Prior +28.95% | +6.90%
Prior 7-Day Avg 0.98% | 0.64%
Calls: 1.06% | 0.80%
Puts: 0.90% | 0.48%
Current vs 7-Day Avg -49.93% | -51.67%
Liquidity Excellent
+
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🤖 AI Insights

Elevated premium activity with dollar volume up 56% vs prior. Bearish P/C ratio of 1.46 indicates protective positioning. Put-heavy open interest (7,292,467 puts vs 2,440,568 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 BEARISH
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 NEUTRAL
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
09:40BEARISHBEARISHBEARISH
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 2,188 of results (avg 2.0%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Nov 2712.0712.08$12.080.1%50.43122
$771.00Nov 1311.1911.20$11.200.1%130.46624
$774.00Nov 139.519.52$9.520.1%30.42484
$749.00Oct 1518.1618.18$18.170.1%3811.00140
$750.00Oct 1517.1617.18$17.170.1%3881.00139
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$776.00Oct 158.938.94$8.930.1%7130.972.3K
$775.00Oct 157.957.96$7.960.1%8680.964.4K
$755.00Nov 137.287.29$7.290.1%210.347.1K
$774.00Oct 167.267.27$7.270.1%2390.849.3K
$774.00Oct 156.997.00$7.000.1%6830.943.3K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 652 found (avg $0.38, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Oct 150.070.08$0.0812.5%5.0K0.0414.3K
$774.00Oct 150.110.12$0.128.3%8.5K0.068.7K
$776.00Oct 150.050.06$0.0616.7%1.9K0.0313.7K
$773.00Oct 150.180.19$0.195.3%9.0K0.0913.8K
$772.00Oct 150.280.29$0.293.4%8.5K0.1323.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Oct 150.250.26$0.263.8%33.4K0.1010.1K
$758.00Oct 150.160.17$0.175.9%10.6K0.064.6K
$759.00Oct 150.200.21$0.214.8%5.2K0.085.7K
$761.00Oct 150.330.34$0.342.9%12.8K0.125.5K
$756.00Oct 150.100.11$0.119.1%4.2K0.044.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 908 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Oct 15146.62147.25$146.940.4%21.004
$625.00Oct 15141.84142.25$142.050.3%--1.0025
$630.00Oct 15136.84137.25$137.050.3%--1.0011
$660.00Oct 15106.92107.25$107.090.3%--1.0010
$665.00Oct 15101.99102.24$102.120.2%21.007
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$781.00Oct 1613.7614.12$13.942.6%861.001.3K
$782.00Oct 1614.7515.52$15.145.1%271.001.2K
$783.00Oct 1615.7516.91$16.337.1%421.0059
$784.00Oct 1616.7516.92$16.841.0%701.0013
$785.00Oct 1617.7417.92$17.831.0%241.00429

Most actively traded options today. High liquidity = easy entry/exit. 1,821 active (total vol 664.1K, top 36.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Oct 151.351.36$1.360.7%19.6K0.423.3K
$766.00Oct 152.462.47$2.470.4%17.2K0.601.7K
$770.00Oct 150.640.65$0.651.5%17.1K0.2612.5K
$767.00Oct 151.861.87$1.870.5%17.1K0.526.0K
$769.00Oct 150.950.96$0.961.0%14.2K0.349.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Oct 151.011.02$1.021.0%36.2K0.336.5K
$760.00Oct 150.250.26$0.263.8%33.4K0.1010.1K
$766.00Oct 151.331.34$1.340.7%31.5K0.406.3K
$764.00Oct 150.770.78$0.781.3%22.1K0.263.9K
$762.00Oct 150.440.45$0.452.2%19.1K0.165.7K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 72.7%, max 90.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Oct 15Nov 2724.1%12.9%86.5%1.7K433
$762.00Oct 15Nov 2024.9%13.4%85.7%852492
$765.00Oct 15Nov 2722.6%12.7%78.2%5.8K1.1K
$764.00Oct 15Nov 2023.3%13.1%77.3%2.0K1.2K
$766.00Oct 15Nov 2722.0%12.5%75.6%17.2K1.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$762.00Oct 15Nov 2724.9%13.1%90.6%19.1K5.7K
$763.00Oct 15Nov 2724.1%12.9%86.5%16.6K4.2K
$764.00Oct 15Nov 2723.3%12.8%82.1%22.1K4.0K
$765.00Oct 15Nov 2722.7%12.7%79.2%36.2K6.6K
$766.00Oct 15Nov 2722.0%12.5%75.6%31.5K6.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 898 found (best R:R 4.88, avg 5.41)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$730.00$731.00Oct 30$0.17$0.83$0.1790%4.88$730.17
$735.00$736.00Oct 30$0.24$0.76$0.2488%3.17$735.24
$742.00$743.00Oct 16$0.43$0.57$0.4397%1.33$742.43
$710.00$711.00Oct 30$0.41$0.59$0.4195%1.44$710.41
$695.00$696.00Oct 30$0.44$0.56$0.4497%1.27$695.44
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$790.00$788.00Oct 23$1.26$0.74$1.2696%0.59$788.74
$793.00$792.00Nov 13$0.22$0.78$0.2282%3.55$792.78
$789.00$788.00Oct 30$0.36$0.64$0.3688%1.78$788.64
$784.00$783.00Oct 16$0.51$0.49$0.51100%0.96$783.49
$796.00$795.00Nov 6$0.41$0.59$0.4190%1.44$795.59

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 679 found (best R:R 0.44, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$785.00Oct 29$3.06$3.06$6.9465%0.44$778.06
$770.00$775.00Oct 29$2.48$2.48$2.5255%0.98$772.48
$785.00$790.00Oct 29$0.74$0.74$4.2684%0.17$785.74
$772.00$774.00Oct 28$0.97$0.97$1.0359%0.94$772.97
$800.00$805.00Nov 20$0.71$0.71$4.2986%0.17$800.71
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$762.00$761.00Oct 15$0.11$0.11$0.8984%0.12$761.89
$764.00$763.00Oct 15$0.19$0.19$0.8174%0.23$763.81
$763.00$762.00Oct 15$0.14$0.14$0.8680%0.16$762.86
$766.00$765.00Oct 15$0.32$0.32$0.6860%0.47$765.68
$760.00$759.00Oct 16$0.14$0.14$0.8680%0.16$759.86

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $1.14, cheapest $1.02)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Oct 15Oct 16$1.3422.6%17.0%
$766.00Oct 15Oct 16$1.3622.0%16.5%
$767.00Oct 15Oct 16$1.3321.3%16.1%
$768.00Oct 15Oct 16$1.2921.1%16.4%
$769.00Oct 15Oct 16$1.1720.7%16.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Oct 15Oct 16$1.0222.7%17.0%
$766.00Oct 15Oct 16$1.0422.0%16.5%
$767.00Oct 15Oct 16$1.0121.3%16.1%
$768.00Oct 15Oct 16$0.9721.1%16.4%
$769.00Oct 15Oct 16$0.8820.7%16.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 832 found (cheapest 0.47% of stock, avg 3.52%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$767.00Oct 15$1.87$1.74$3.61$763.39$770.610.47%
$768.00Oct 15$1.36$2.23$3.59$764.41$771.590.47%
$769.00Oct 15$0.96$2.83$3.79$765.21$772.790.49%
$766.00Oct 15$2.47$1.34$3.81$762.19$769.810.50%
$765.00Oct 15$3.16$1.02$4.18$760.82$769.180.54%
$770.00Oct 15$0.65$3.51$4.16$765.84$774.160.54%
$764.00Oct 15$3.91$0.78$4.69$759.31$768.690.61%
$771.00Oct 15$0.43$4.30$4.73$766.27$775.730.62%
$763.00Oct 15$4.72$0.59$5.31$757.69$768.310.69%
$772.00Oct 15$0.29$5.15$5.44$766.56$777.440.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.11% of stock, avg 1.57%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$772.00$763.00Oct 15$0.29$0.59$0.88$762.12$772.88
$771.00$763.00Oct 15$0.43$0.59$1.02$761.98$772.02
$772.00$764.00Oct 15$0.29$0.78$1.07$762.93$773.07
$770.00$763.00Oct 15$0.65$0.59$1.24$761.76$771.24
$771.00$764.00Oct 15$0.43$0.78$1.21$762.79$772.21
$770.00$764.00Oct 15$0.65$0.78$1.43$762.57$771.43
$772.00$765.00Oct 15$0.29$1.02$1.31$763.69$773.31
$771.00$765.00Oct 15$0.43$1.02$1.45$763.55$772.45
$769.00$763.00Oct 15$0.96$0.59$1.55$761.45$770.55
$770.00$765.00Oct 15$0.65$1.02$1.67$763.33$771.67

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 457 found (best R:R 1.17, avg credit $0.48)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
741/742776/777Oct 30$0.54$0.4649%1.17$741.46$776.54
743/744776/777Oct 30$0.55$0.4548%1.22$743.45$776.55
747/748774/775Oct 26$0.52$0.4850%1.08$747.48$774.52
748/749776/777Oct 30$0.58$0.4243%1.38$748.42$776.58
741/742777/778Oct 30$0.50$0.5051%1.00$741.50$777.50
746/747776/777Oct 30$0.56$0.4445%1.27$746.44$776.56
747/748774/775Oct 27$0.53$0.4748%1.13$747.47$774.53
749/750774/775Oct 27$0.55$0.4546%1.22$749.45$774.55
750/751774/775Oct 27$0.56$0.4445%1.27$750.44$774.56
743/744777/778Oct 30$0.51$0.4950%1.04$743.49$777.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 253 found (best R:R 12.89, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$764.00$765.00$766.00Oct 15$0.06$0.9414%15.67
$758.00$760.00$762.00Oct 28$0.06$1.947%32.33
$760.00$762.00$764.00Oct 28$0.07$1.937%27.57
$815.00$820.00$825.00Nov 20$0.06$4.943%82.33
$766.00$767.00$768.00Oct 15$0.09$0.9118%10.11
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Oct 29$0.36$4.6416%12.89
$750.00$755.00$760.00Oct 29$0.27$4.7313%17.52
$745.00$750.00$755.00Oct 29$0.21$4.7911%22.81
$740.00$745.00$750.00Oct 29$0.16$4.848%30.25
$735.00$740.00$745.00Oct 29$0.12$4.886%40.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 973 found (best net $-2.97, 964 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$738.00$753.001:2Oct 22-$2.97$12.03
$755.00$765.001:2Oct 29-$2.74$7.26
$785.00$790.001:2Oct 29-$0.03$4.97
$753.00$760.001:2Oct 22-$4.98$2.02
$795.00$800.001:2Oct 29$0.00$5.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$795.00$784.001:2Oct 22-$5.68$5.32
$685.00$635.001:2Oct 26-$0.02$49.98
$735.00$725.001:2Oct 29-$0.58$9.42
$695.00$675.001:2Oct 27-$0.15$19.85
$675.00$645.001:2Oct 22-$0.05$29.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 370 found (best yield 2.11%, avg 0.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$768.00Nov 27$16.190.500.1%2.11%2.23%212
$769.00Nov 27$15.560.490.2%2.03%2.27%4668
$770.00Nov 27$14.940.470.4%1.95%2.32%154
$771.00Nov 27$14.330.470.5%1.87%2.37%158
$772.00Nov 27$13.740.460.6%1.79%2.43%--26
$773.00Nov 27$13.150.450.8%1.71%2.48%--38
$774.00Nov 27$12.580.440.9%1.64%2.54%221
$775.00Nov 27$12.070.431.0%1.57%2.60%5122
$768.00Nov 20$14.810.500.1%1.93%2.05%401.0K
$776.00Nov 27$11.530.421.2%1.50%2.66%1126

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 270,438
Total Puts 395,034
Put/Call Ratio 1.46
Net Difference -124,596

Prior's Put/Call Breakdown

Total Calls 274,028
Total Puts 308,117
Put/Call Ratio 1.12
Net Difference -34,089

Prior 7-Day Put/Call Summary

Total Calls 39,783,669
Total Puts 42,480,447
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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