Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$767.00 -0.34%
◀ 10/15 09:45 ▶

Option Volume

Detail
ℹ
Current (10/15 9:45am) 912,906
Calls: 390,571 (43%)
Puts: 522,335 (57%)
Prior (10/14) 812,169
Calls: 371,511 (46%)
Puts: 440,658 (54%)
Current vs Prior +12.40%
Calls: +5.13% (Calls)
Puts: +18.54% (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 -92.23%
Calls: -93.13%
Puts: -91.39%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/15 9:45am) $154.44M
Calls: $72.53M (47%)
Puts: $81.91M (53%)
Prior (10/14) $93.51M
Calls: $44.41M (47%)
Puts: $49.10M (53%)
Current vs Prior +65.16%
Calls: +63.31%
Puts: +66.83%
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 -86.99%
Calls: -88.83%
Puts: -84.77%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/15 9:45am) 1.34
Prior (10/14) 1.19
Current vs Prior +12.75%
Prior 7-Day Average 1.07
Current vs Prior 7-Day Avg +24.84%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/15 9:45am) 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 0.52% | 0.82%0.82% | 1.03%0.82% | 1.61%0.52% | 3.64%
Prior 0.69% | 0.92%0.23% | 0.92%0.92% | 1.60%0.69% | 3.58%
Current vs Prior -25.40% | -10.73%+260.64% | +12.54%-10.73% | +0.58%-25.41% | +1.87%
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 -1.32% | +12.60%+156.60% | +37.69%+15.00% | +13.53%-49.42% | +0.54%
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 -25.40% | -10.73%+260.64% | +12.54%-10.73% | +0.58%-25.41% | +1.87%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.52% | 0.32%
Calls: 0.58% | 0.33%
Puts: 0.45% | 0.31%
Prior 0.38% | 0.29%
Calls: 0.39% | 0.29%
Puts: 0.37% | 0.28%
Current vs Prior +36.84% | +10.34%
Prior 7-Day Avg 0.98% | 0.64%
Calls: 1.06% | 0.80%
Puts: 0.90% | 0.48%
Current vs 7-Day Avg -46.86% | -50.11%
Liquidity Excellent
+
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🤖 AI Insights

Elevated premium activity with dollar volume up 65% vs prior. Bearish P/C ratio of 1.34 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
09:45BEARISHBEARISHBEARISH
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 2,242 of results (avg 2.0%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$759.00Oct 169.079.08$9.070.1%1590.831.2K
$749.00Oct 1518.0218.04$18.030.1%6051.00140
$760.00Oct 157.227.23$7.230.1%1.2K0.90361
$620.00Oct 15146.83147.06$146.950.2%21.004
$761.00Oct 156.306.31$6.310.2%8920.87137
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$777.00Oct 1510.0410.05$10.050.1%9880.982.6K
$775.00Oct 158.088.09$8.090.1%1.5K0.964.4K
$746.00Nov 277.427.43$7.430.1%20.29111
$744.00Nov 277.067.07$7.070.1%10.2726
$773.00Oct 156.166.17$6.170.2%1.6K0.924.4K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 669 found (avg $0.38, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Oct 150.070.08$0.0812.5%10.5K0.0414.3K
$776.00Oct 150.050.06$0.0616.7%2.7K0.0313.7K
$772.00Oct 150.230.24$0.244.2%12.1K0.1223.8K
$773.00Oct 150.150.16$0.166.3%12.9K0.0813.8K
$774.00Oct 150.100.11$0.119.1%13.0K0.058.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$758.00Oct 150.150.16$0.166.3%14.0K0.064.6K
$760.00Oct 150.240.25$0.254.0%41.7K0.1010.1K
$761.00Oct 150.310.32$0.323.1%15.7K0.125.5K
$759.00Oct 150.190.20$0.205.0%6.2K0.085.7K
$762.00Oct 150.410.42$0.422.4%23.0K0.165.7K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 948 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Oct 15146.83147.06$146.950.2%21.004
$625.00Oct 15141.72142.06$141.890.2%--1.0025
$630.00Oct 15136.72137.06$136.890.2%41.0011
$635.00Oct 15131.83132.06$131.950.2%41.004
$660.00Oct 15106.81107.06$106.940.2%--1.0010
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$781.00Oct 1613.9714.09$14.030.9%1141.001.3K
$782.00Oct 1614.9615.26$15.112.0%461.001.2K
$783.00Oct 1615.9516.07$16.010.7%691.0059
$784.00Oct 1616.9317.07$17.000.8%1021.0013
$785.00Oct 1617.9418.06$18.000.7%261.00429

Most actively traded options today. High liquidity = easy entry/exit. 1,975 active (total vol 911.4K, top 45.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Oct 151.231.24$1.230.8%29.7K0.403.3K
$767.00Oct 151.721.73$1.730.6%26.2K0.496.0K
$770.00Oct 150.570.58$0.571.8%26.1K0.2312.5K
$766.00Oct 152.302.31$2.300.4%21.8K0.581.7K
$769.00Oct 150.850.86$0.861.2%21.0K0.319.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Oct 150.980.99$0.991.0%45.5K0.346.5K
$766.00Oct 151.301.31$1.310.8%43.3K0.426.3K
$760.00Oct 150.240.25$0.254.0%41.7K0.1010.1K
$764.00Oct 150.730.74$0.741.4%29.1K0.263.9K
$762.00Oct 150.410.42$0.422.4%23.0K0.165.7K

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 66.9%, max 83.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Oct 15Nov 2723.1%12.9%79.0%3.2K433
$762.00Oct 15Nov 2023.9%13.4%78.8%1.3K492
$765.00Oct 15Nov 2721.6%12.6%71.2%7.1K1.1K
$764.00Oct 15Nov 2022.3%13.1%70.7%3.1K1.2K
$767.00Oct 15Nov 2720.9%12.4%68.8%26.2K6.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$762.00Oct 15Nov 2723.9%13.0%83.2%23.0K5.7K
$763.00Oct 15Nov 2723.1%12.9%78.7%21.3K4.2K
$764.00Oct 15Nov 2722.2%12.8%73.7%29.1K4.0K
$765.00Oct 15Nov 2721.5%12.6%70.0%45.5K6.6K
$767.00Oct 15Nov 2721.0%12.4%69.5%20.4K5.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 883 found (best R:R 0.96, avg 4.85)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$737.00$739.00Oct 23$1.02$0.98$1.0292%0.96$738.02
$730.00$731.00Nov 6$0.11$0.89$0.1186%8.09$730.11
$724.00$725.00Oct 30$0.23$0.77$0.2392%3.35$724.23
$735.00$736.00Oct 30$0.34$0.66$0.3487%1.94$735.34
$733.00$734.00Oct 30$0.39$0.61$0.3988%1.56$733.39
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$765.00$760.00Oct 29$1.53$3.47$1.5346%2.27$763.47
$760.00$755.00Oct 29$1.16$3.84$1.1636%3.31$758.84
$789.00$788.00Oct 30$0.52$0.48$0.5288%0.92$788.48
$730.00$725.00Nov 27$0.53$4.47$0.5320%8.43$729.47
$735.00$730.00Nov 27$0.65$4.35$0.6522%6.69$734.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 664 found (best R:R 0.43, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$785.00Oct 29$3.02$3.02$6.9866%0.43$778.02
$770.00$775.00Oct 29$2.45$2.45$2.5555%0.96$772.45
$785.00$790.00Oct 29$0.73$0.73$4.2784%0.17$785.73
$800.00$805.00Nov 20$0.73$0.73$4.2786%0.17$800.73
$772.00$774.00Oct 28$0.93$0.93$1.0760%0.87$772.93
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$758.00$757.00Oct 16$0.11$0.11$0.8985%0.12$757.89
$764.00$763.00Oct 15$0.19$0.19$0.8174%0.23$763.81
$749.00$748.00Oct 23$0.12$0.12$0.8884%0.14$748.88
$765.00$764.00Oct 15$0.25$0.25$0.7566%0.33$764.75
$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 $1.15, cheapest $1.03)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Oct 15Oct 16$1.3421.6%16.5%
$767.00Oct 15Oct 16$1.3320.9%15.7%
$766.00Oct 15Oct 16$1.3621.0%16.1%
$768.00Oct 15Oct 16$1.2820.4%16.1%
$769.00Oct 15Oct 16$1.1820.0%15.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$767.00Oct 15Oct 16$1.0321.0%15.7%
$765.00Oct 15Oct 16$1.0221.5%16.5%
$766.00Oct 15Oct 16$1.0520.9%16.1%
$768.00Oct 15Oct 16$0.9920.5%16.0%
$769.00Oct 15Oct 16$0.8920.2%15.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 868 found (cheapest 0.45% of stock, avg 3.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$767.00Oct 15$1.73$1.73$3.46$763.54$770.460.45%
$768.00Oct 15$1.23$2.24$3.47$764.53$771.470.45%
$766.00Oct 15$2.30$1.31$3.61$762.39$769.610.47%
$769.00Oct 15$0.86$2.86$3.72$765.28$772.720.49%
$765.00Oct 15$2.99$0.99$3.98$761.02$768.980.52%
$770.00Oct 15$0.57$3.58$4.15$765.85$774.150.54%
$764.00Oct 15$3.74$0.74$4.48$759.52$768.480.58%
$771.00Oct 15$0.38$4.39$4.77$766.23$775.770.62%
$763.00Oct 15$4.56$0.55$5.11$757.89$768.110.67%
$772.00Oct 15$0.24$5.26$5.50$766.50$777.500.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.10% of stock, avg 1.57%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$771.00$762.00Oct 15$0.38$0.42$0.80$761.20$771.80
$771.00$763.00Oct 15$0.38$0.55$0.93$762.07$771.93
$770.00$762.00Oct 15$0.57$0.42$0.99$761.01$770.99
$770.00$763.00Oct 15$0.57$0.55$1.12$761.88$771.12
$771.00$764.00Oct 15$0.38$0.74$1.12$762.88$772.12
$770.00$764.00Oct 15$0.57$0.74$1.31$762.69$771.31
$769.00$762.00Oct 15$0.86$0.42$1.28$760.72$770.28
$769.00$763.00Oct 15$0.86$0.55$1.41$761.59$770.41
$771.00$765.00Oct 15$0.38$0.99$1.37$763.63$772.37
$769.00$764.00Oct 15$0.86$0.74$1.60$762.40$770.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 496 found (best R:R 1.13, avg credit $0.51)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
742/743776/777Oct 30$0.53$0.4749%1.13$742.47$776.53
748/749773/774Oct 23$0.52$0.4850%1.08$748.48$773.52
741/742776/777Oct 30$0.52$0.4850%1.08$741.48$776.52
748/749776/777Oct 30$0.58$0.4244%1.38$748.42$776.58
748/749774/775Oct 23$0.49$0.5152%0.96$748.51$774.49
745/746774/775Oct 26$0.49$0.5152%0.96$745.51$774.49
746/747774/775Oct 27$0.52$0.4849%1.08$746.48$774.52
746/747776/777Oct 27$0.47$0.5354%0.89$746.53$776.47
748/749776/777Oct 23$0.43$0.5758%0.75$748.57$776.43
745/746775/776Oct 26$0.46$0.5455%0.85$745.54$775.46

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 237 found (best R:R 24.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Oct 29$0.48$4.5220%9.42
$766.00$767.00$768.00Oct 15$0.07$0.9318%13.29
$764.00$765.00$766.00Oct 15$0.06$0.9415%15.67
$700.00$710.00$720.00Nov 6$0.20$9.804%49.00
$768.00$769.00$770.00Oct 15$0.08$0.9217%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$745.00$750.00$755.00Oct 29$0.20$4.8011%24.00
$755.00$760.00$765.00Oct 29$0.37$4.6317%12.51
$750.00$755.00$760.00Oct 29$0.28$4.7214%16.86
$740.00$745.00$750.00Oct 29$0.17$4.838%28.41
$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. 989 found (best net $-1.39, 981 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$690.00$728.001:2Oct 19-$1.39$36.61
$755.00$765.001:2Oct 29-$2.56$7.44
$753.00$760.001:2Oct 22-$4.79$2.21
$785.00$790.001:2Oct 29-$0.04$4.96
$790.00$795.001:2Oct 29-$0.01$4.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$795.00$784.001:2Oct 22-$6.41$4.59
$685.00$635.001:2Oct 26-$0.01$49.99
$735.00$725.001:2Oct 29-$0.57$9.43
$695.00$675.001:2Oct 27-$0.13$19.87
$675.00$645.001:2Oct 22-$0.04$29.96

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 384 found (best yield 2.18%, avg 0.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$767.00Nov 27$16.730.510.0%2.18%2.18%112
$768.00Nov 27$16.110.500.1%2.10%2.23%212
$769.00Nov 27$15.470.480.3%2.02%2.28%4668
$770.00Nov 27$14.860.470.4%1.94%2.33%154
$771.00Nov 27$14.260.470.5%1.86%2.38%158
$772.00Nov 27$13.660.460.7%1.78%2.43%526
$773.00Nov 27$13.080.450.8%1.71%2.49%--38
$774.00Nov 27$12.510.440.9%1.63%2.54%221
$775.00Nov 27$11.950.431.0%1.56%2.60%10122
$767.00Nov 20$15.340.510.0%2.00%2.00%231499

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 390,571
Total Puts 522,335
Put/Call Ratio 1.34
Net Difference -131,764

Prior's Put/Call Breakdown

Total Calls 371,511
Total Puts 440,658
Put/Call Ratio 1.19
Net Difference -69,147

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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