Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$766.24 -0.44%
◀ 10/15 09:50 ▶

Option Volume

Detail
ℹ
Current (10/15 9:50am) 1,178,085
Calls: 509,761 (43%)
Puts: 668,324 (57%)
Prior (10/14) 1,044,964
Calls: 508,812 (49%)
Puts: 536,152 (51%)
Current vs Prior +12.74%
Calls: +0.19% (Calls)
Puts: +24.65% (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 -89.98%
Calls: -91.03%
Puts: -88.99%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/15 9:50am) $202.76M
Calls: $82.57M (41%)
Puts: $120.18M (59%)
Prior (10/14) $118.12M
Calls: $66.42M (56%)
Puts: $51.70M (44%)
Current vs Prior +71.66%
Calls: +24.32%
Puts: +132.48%
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 -82.92%
Calls: -87.29%
Puts: -77.66%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/15 9:50am) 1.31
Prior (10/14) 1.05
Current vs Prior +24.42%
Prior 7-Day Average 1.07
Current vs Prior 7-Day Avg +22.38%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/15 9:50am) 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% | 0.84%0.84% | 1.06%0.84% | 1.64%0.52% | 3.68%
Prior 0.69% | 0.92%0.23% | 0.92%0.92% | 1.60%0.69% | 3.58%
Current vs Prior -24.77% | -8.80%+268.47% | +15.21%-8.80% | +2.56%-24.77% | +2.85%
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 -0.48% | +15.05%+162.17% | +40.95%+17.50% | +15.77%-48.99% | +1.50%
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 -24.77% | -8.80%+268.47% | +15.21%-8.80% | +2.56%-24.77% | +2.85%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.50% | 0.32%
Calls: 0.53% | 0.31%
Puts: 0.47% | 0.32%
Prior 0.38% | 0.29%
Calls: 0.39% | 0.29%
Puts: 0.37% | 0.28%
Current vs Prior +31.58% | +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 -48.91% | -50.11%
Liquidity Excellent
+
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🤖 AI Insights

Elevated premium activity with dollar volume up 72% vs prior. Bearish P/C ratio of 1.31 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 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 NEUTRAL
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
09:50BEARISHBEARISHBEARISH
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 2,276 of results (avg 1.9%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$752.00Oct 1514.3114.32$14.320.1%7811.00106
$754.00Oct 1512.3312.34$12.340.1%6320.95130
$755.00Oct 1511.3511.36$11.360.1%4860.95161
$778.00Nov 2710.0910.10$10.090.1%40.3981
$779.00Nov 279.609.61$9.610.1%--0.3816
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$778.00Oct 1511.7711.78$11.770.1%1.3K0.98719
$777.00Oct 1510.7810.79$10.790.1%1.2K0.982.6K
$758.00Nov 2710.4310.44$10.430.1%50.4097
$756.00Nov 279.899.90$9.900.1%80.3835
$754.00Nov 279.389.39$9.390.1%50.3699

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 661 found (avg $0.37, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Oct 150.060.07$0.0714.3%12.3K0.0414.3K
$774.00Oct 150.090.10$0.1010.0%18.3K0.058.7K
$773.00Oct 150.130.14$0.147.1%15.9K0.0713.8K
$772.00Oct 150.190.20$0.205.0%24.7K0.1023.8K
$771.00Oct 150.290.30$0.303.3%17.9K0.1412.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$758.00Oct 150.170.18$0.185.6%15.9K0.074.6K
$759.00Oct 150.220.23$0.234.3%10.5K0.095.7K
$756.00Oct 150.110.12$0.128.3%6.4K0.054.5K
$760.00Oct 150.290.30$0.303.3%47.3K0.1210.1K
$757.00Oct 150.140.15$0.156.7%8.3K0.064.9K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 977 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Oct 15146.03146.45$146.240.3%21.004
$625.00Oct 15141.03141.45$141.240.3%--1.0025
$630.00Oct 15136.03136.45$136.240.3%101.0011
$635.00Oct 15131.03131.45$131.240.3%101.004
$660.00Oct 15106.08106.44$106.260.3%--1.0010
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$781.00Oct 1614.7214.92$14.821.3%1421.001.3K
$782.00Oct 1615.7215.91$15.821.2%721.001.2K
$783.00Oct 1616.7016.90$16.801.2%751.0059
$784.00Oct 1617.7017.84$17.770.8%1081.0013
$785.00Oct 1618.6918.84$18.770.8%431.00429

Most actively traded options today. High liquidity = easy entry/exit. 2,086 active (total vol 1.2M, top 59.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Oct 150.440.45$0.452.2%42.5K0.1912.5K
$767.00Oct 151.361.37$1.370.7%39.9K0.436.0K
$768.00Oct 150.960.97$0.971.0%37.8K0.343.3K
$769.00Oct 150.660.67$0.671.5%27.8K0.269.3K
$766.00Oct 151.871.88$1.880.5%26.1K0.521.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Oct 151.611.62$1.620.6%59.7K0.486.3K
$765.00Oct 151.221.23$1.230.8%56.1K0.396.5K
$760.00Oct 150.290.30$0.303.3%47.3K0.1210.1K
$764.00Oct 150.910.92$0.921.1%36.7K0.313.9K
$762.00Oct 150.510.52$0.521.9%28.8K0.195.7K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 71.3%, max 80.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$762.00Oct 15Nov 2723.6%13.1%80.3%1.8K321
$763.00Oct 15Nov 2722.8%12.9%76.2%4.6K433
$770.00Oct 15Nov 2720.6%12.0%71.9%42.5K12.5K
$765.00Oct 15Nov 2721.5%12.7%70.1%8.3K1.1K
$769.00Oct 15Nov 2720.6%12.1%69.7%27.8K9.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$762.00Oct 15Nov 2723.6%13.1%80.3%28.8K5.7K
$763.00Oct 15Nov 2722.8%12.9%76.2%26.9K4.2K
$764.00Oct 15Nov 2722.1%12.8%72.5%36.7K4.0K
$770.00Oct 15Nov 2720.6%12.0%71.9%4.8K10.1K
$765.00Oct 15Nov 2721.5%12.7%70.1%56.1K6.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 907 found (best R:R 2.57, avg 5.54)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$697.00$698.00Oct 30$0.28$0.72$0.2896%2.57$697.28
$655.00$656.00Oct 30$0.37$0.63$0.3799%1.70$655.37
$743.00$744.00Nov 6$0.19$0.81$0.1978%4.26$743.19
$730.00$731.00Nov 20$0.28$0.72$0.2881%2.57$730.28
$735.00$736.00Oct 30$0.34$0.66$0.3487%1.94$735.34
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$770.00$765.00Oct 29$2.08$2.92$2.0856%1.40$767.92
$775.00$770.00Oct 29$2.63$2.37$2.6366%0.90$772.37
$765.00$760.00Oct 29$1.60$3.40$1.6047%2.13$763.40
$760.00$755.00Oct 29$1.22$3.78$1.2238%3.10$758.78
$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. 692 found (best R:R 0.40, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$785.00Oct 29$2.88$2.88$7.1266%0.40$777.88
$770.00$775.00Oct 29$2.38$2.38$2.6256%0.91$772.38
$785.00$790.00Oct 29$0.69$0.69$4.3185%0.16$785.69
$800.00$805.00Nov 20$0.68$0.68$4.3286%0.16$800.68
$769.00$770.00Nov 20$0.61$0.61$0.3953%1.56$769.61
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$762.00$761.00Oct 15$0.13$0.13$0.8781%0.15$761.87
$765.00$764.00Oct 15$0.31$0.31$0.6961%0.45$764.69
$759.00$758.00Oct 16$0.14$0.14$0.8681%0.16$758.86
$763.00$762.00Oct 15$0.17$0.17$0.8376%0.20$762.83
$764.00$763.00Oct 15$0.23$0.23$0.7769%0.30$763.77

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $1.20, cheapest $1.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Oct 15Oct 16$1.3722.1%17.0%
$765.00Oct 15Oct 16$1.3921.5%16.6%
$766.00Oct 15Oct 16$1.3821.0%16.3%
$768.00Oct 15Oct 16$1.2520.6%16.2%
$767.00Oct 15Oct 16$1.3420.8%16.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Oct 15Oct 16$1.0722.1%17.0%
$765.00Oct 15Oct 16$1.1021.5%16.6%
$766.00Oct 15Oct 16$1.1021.0%16.3%
$768.00Oct 15Oct 16$0.9620.6%16.2%
$767.00Oct 15Oct 16$1.0420.8%16.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 900 found (cheapest 0.46% of stock, avg 3.59%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$766.00Oct 15$1.88$1.62$3.50$762.50$769.500.46%
$767.00Oct 15$1.37$2.12$3.49$763.51$770.490.46%
$768.00Oct 15$0.97$2.71$3.68$764.32$771.680.48%
$765.00Oct 15$2.49$1.23$3.72$761.28$768.720.49%
$769.00Oct 15$0.67$3.40$4.07$764.93$773.070.53%
$764.00Oct 15$3.18$0.92$4.10$759.90$768.100.54%
$763.00Oct 15$3.95$0.69$4.64$758.36$767.640.61%
$770.00Oct 15$0.45$4.19$4.64$765.36$774.640.61%
$762.00Oct 15$4.78$0.52$5.30$756.70$767.300.69%
$771.00Oct 15$0.30$5.04$5.34$765.66$776.340.70%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 395 found (cheapest 0.11% of stock, avg 1.60%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$771.00$762.00Oct 15$0.30$0.52$0.82$761.18$771.82
$770.00$762.00Oct 15$0.45$0.52$0.97$761.03$770.97
$771.00$763.00Oct 15$0.30$0.69$0.99$762.01$771.99
$770.00$763.00Oct 15$0.45$0.69$1.14$761.86$771.14
$769.00$762.00Oct 15$0.67$0.52$1.19$760.81$770.19
$769.00$763.00Oct 15$0.67$0.69$1.36$761.64$770.36
$771.00$764.00Oct 15$0.30$0.92$1.22$762.78$772.22
$770.00$764.00Oct 15$0.45$0.92$1.37$762.63$771.37
$769.00$764.00Oct 15$0.67$0.92$1.59$762.41$770.59
$768.00$762.00Oct 15$0.97$0.52$1.49$760.51$769.49

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 451 found (best R:R 1.13, avg credit $0.53)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
739/740775/776Oct 30$0.53$0.4749%1.13$739.47$775.53
743/744773/774Oct 26$0.50$0.5052%1.00$743.50$773.50
741/742775/776Oct 30$0.54$0.4648%1.17$741.46$775.54
743/744774/775Oct 26$0.47$0.5355%0.89$743.53$774.47
745/746773/774Oct 27$0.53$0.4748%1.13$745.47$773.53
739/740776/777Oct 30$0.50$0.5051%1.00$739.50$776.50
743/744775/776Oct 26$0.44$0.5657%0.79$743.56$775.44
742/743775/776Oct 30$0.54$0.4647%1.17$742.46$775.54
746/747774/775Oct 28$0.55$0.4546%1.22$746.45$774.55
741/742776/777Oct 30$0.51$0.4950%1.04$741.49$776.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 230 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$758.00$760.00$762.00Oct 28$0.06$1.947%32.33
$764.00$765.00$766.00Oct 15$0.08$0.9217%11.50
$762.00$763.00$764.00Oct 15$0.06$0.9412%15.67
$768.00$769.00$770.00Oct 15$0.08$0.9215%11.50
$770.00$771.00$772.00Oct 15$0.05$0.9510%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$800.00$805.00$810.00Nov 20$0.06$4.946%82.33
$745.00$750.00$755.00Oct 29$0.21$4.7911%22.81
$755.00$760.00$765.00Oct 29$0.38$4.6217%12.16
$750.00$755.00$760.00Oct 29$0.30$4.7014%15.67
$740.00$745.00$750.00Oct 29$0.16$4.849%30.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 985 found (best net $-0.93, 974 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$690.00$728.001:2Oct 19-$0.93$37.07
$755.00$765.001:2Oct 29-$2.58$7.42
$785.00$790.001:2Oct 29-$0.02$4.98
$795.00$800.001:2Oct 29-$0.01$4.99
$795.00$800.001:2Oct 28-$0.01$4.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$795.00$784.001:2Oct 22-$6.85$4.15
$685.00$635.001:2Oct 26$0.00$50.00
$695.00$675.001:2Oct 27-$0.12$19.88
$675.00$645.001:2Oct 22-$0.04$29.96
$705.00$690.001:2Oct 22-$0.10$14.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 379 found (best yield 2.13%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$767.00Nov 27$16.340.500.1%2.13%2.23%1112
$768.00Nov 27$15.720.490.2%2.05%2.28%212
$769.00Nov 27$15.100.480.4%1.97%2.33%4868
$770.00Nov 27$14.500.460.5%1.89%2.38%154
$771.00Nov 27$13.900.470.6%1.81%2.44%258
$772.00Nov 27$13.320.460.8%1.74%2.49%626
$773.00Nov 27$12.750.440.9%1.66%2.55%--38
$774.00Nov 27$12.190.431.0%1.59%2.60%221
$767.00Nov 20$14.980.500.1%1.96%2.05%257499
$775.00Nov 27$11.640.421.1%1.52%2.66%10122

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 509,761
Total Puts 668,324
Put/Call Ratio 1.31
Net Difference -158,563

Prior's Put/Call Breakdown

Total Calls 508,812
Total Puts 536,152
Put/Call Ratio 1.05
Net Difference -27,340

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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