Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$770.35 +0.10%
◀ 10/15 11:30 ▶

Option Volume

Detail
ℹ
Current (10/15 11:30am) 5,565,494
Calls: 2,689,357 (48%)
Puts: 2,876,137 (52%)
Prior (10/14) 5,366,126
Calls: 2,282,143 (43%)
Puts: 3,083,983 (57%)
Current vs Prior +3.72%
Calls: +17.84% (Calls)
Puts: -6.74% (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 -52.64%
Calls: -52.68%
Puts: -52.61%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/15 11:30am) $953.36M
Calls: $678.50M (71%)
Puts: $274.86M (29%)
Prior (10/14) $764.80M
Calls: $203.08M (27%)
Puts: $561.72M (73%)
Current vs Prior +24.66%
Calls: +234.11%
Puts: -51.07%
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 -19.70%
Calls: +4.48%
Puts: -48.90%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/15 11:30am) 1.07
Prior (10/14) 1.35
Current vs Prior -20.86%
Prior 7-Day Average 1.07
Current vs Prior 7-Day Avg -0.17%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/15 11:30am) 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 0.42% | 0.75%0.75% | 0.95%0.75% | 1.50%0.42% | 3.51%
Prior 0.69% | 0.92%0.23% | 0.92%0.92% | 1.60%0.69% | 3.58%
Current vs Prior -39.01% | -18.61%+228.80% | +3.29%-18.61% | -6.26%-39.01% | -1.88%
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 -19.32% | +2.67%+133.95% | +26.37%+4.85% | +5.81%-58.65% | -3.16%
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 -39.01% | -18.61%+228.80% | +3.29%-18.61% | -6.26%-39.01% | -1.88%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.61% | 0.34%
Calls: 0.65% | 0.34%
Puts: 0.58% | 0.35%
Prior 0.38% | 0.29%
Calls: 0.39% | 0.29%
Puts: 0.37% | 0.28%
Current vs Prior +60.53% | +17.24%
Prior 7-Day Avg 0.98% | 0.64%
Calls: 1.06% | 0.80%
Puts: 0.90% | 0.48%
Current vs 7-Day Avg -37.66% | -46.99%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($678.50M). Slightly bearish P/C ratio of 1.07. P/C ratio dropping 21% - sentiment shifting bullish. Put-heavy open interest (7,292,467 puts vs 2,440,568 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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
11:30BULLISHNEUTRALMIXED
11:25BULLISHNEUTRALMIXED
11:20BULLISHNEUTRALMIXED
11:15BULLISHNEUTRALMIXED
11:10BULLISHNEUTRALMIXED
11:05BULLISHBEARISHBEARISH
11:00BULLISHBEARISHBEARISH
10:55BULLISHBEARISHBEARISH
10:50BULLISHBEARISHBEARISH
10:45BULLISHBEARISHBEARISH
10:40BULLISHBEARISHBEARISH
10:35BULLISHBEARISHBEARISH
10:25BULLISHBEARISHBEARISH
10:20BULLISHBEARISHBEARISH
10:15BULLISHBEARISHBEARISH
10:10BULLISHBEARISHBEARISH
10:05BEARISHBEARISHBEARISH
10:00BEARISHBEARISHBEARISH
09:55BEARISHBEARISHBEARISH
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 2,458 of results (avg 2.2%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$758.00Oct 1512.3412.35$12.350.1%3.1K1.0034
$759.00Oct 1511.3511.36$11.360.1%2.9K1.0063
$760.00Oct 1510.3610.37$10.360.1%5.1K1.00361
$761.00Oct 159.369.37$9.360.1%5.2K0.96137
$762.00Oct 158.388.39$8.390.1%9.0K0.96320
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Oct 159.719.72$9.720.1%9460.98227
$779.00Oct 158.728.73$8.730.1%1.9K0.97798
$759.00Nov 208.218.22$8.220.1%4020.361.1K
$777.00Nov 2014.5214.54$14.530.1%1460.572.4K
$777.00Oct 167.047.05$7.050.1%1.7K0.848.4K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 728 found (avg $0.36, cheapest $0.12)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$776.00Oct 150.110.12$0.128.3%97.7K0.0713.7K
$777.00Oct 150.080.09$0.0911.1%54.6K0.059.8K
$778.00Oct 150.050.06$0.0616.7%19.7K0.037.8K
$775.00Oct 150.170.18$0.185.6%137.8K0.1014.3K
$774.00Oct 150.270.28$0.283.6%118.2K0.158.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Oct 150.170.18$0.185.6%202.6K0.106.5K
$764.00Oct 150.120.13$0.137.7%184.9K0.073.9K
$766.00Oct 150.250.26$0.263.8%191.9K0.146.3K
$762.00Oct 150.060.07$0.0714.3%118.5K0.045.7K
$763.00Oct 150.090.10$0.1010.0%134.9K0.054.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,140 found (avg delta 0.84, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Oct 15150.19150.37$150.280.1%101.004
$625.00Oct 15145.19145.37$145.280.1%201.0025
$630.00Oct 15140.19140.37$140.280.1%201.0011
$635.00Oct 15135.20135.37$135.290.1%191.004
$640.00Oct 15130.19130.37$130.280.1%81.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$785.00Oct 1614.6615.03$14.852.5%3501.00429
$786.00Oct 1615.6616.04$15.852.4%3741.00132
$787.00Oct 1616.6516.93$16.791.7%2571.00101
$788.00Oct 1617.6517.93$17.791.6%3611.0050
$789.00Oct 1618.6518.93$18.791.5%3111.001

Most actively traded options today. High liquidity = easy entry/exit. 2,610 active (total vol 5.5M, top 263.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Oct 151.521.53$1.530.7%263.7K0.5312.5K
$768.00Oct 152.872.88$2.880.3%187.1K0.743.3K
$772.00Oct 150.670.68$0.681.5%187.0K0.3123.8K
$771.00Oct 151.031.04$1.041.0%180.7K0.4112.0K
$769.00Oct 152.142.15$2.150.5%176.9K0.649.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Oct 150.170.18$0.185.6%202.6K0.106.5K
$766.00Oct 150.250.26$0.263.8%191.9K0.146.3K
$764.00Oct 150.120.13$0.137.7%184.9K0.073.9K
$767.00Oct 150.370.38$0.382.6%161.8K0.195.3K
$763.00Oct 150.090.10$0.1010.0%134.9K0.054.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 64.4%, max 68.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$767.00Oct 15Nov 2720.7%12.2%68.7%142.0K6.0K
$773.00Oct 15Nov 2719.4%11.5%68.7%106.9K13.8K
$768.00Oct 15Nov 2720.0%12.1%64.8%187.1K3.3K
$772.00Oct 15Nov 2719.0%11.6%64.2%187.1K23.9K
$771.00Oct 15Nov 2719.1%11.7%62.8%180.7K12.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$767.00Oct 15Nov 2720.7%12.2%68.7%161.8K5.3K
$773.00Oct 15Nov 2719.4%11.5%68.4%11.7K4.6K
$772.00Oct 15Nov 2719.2%11.6%65.4%16.1K7.0K
$768.00Oct 15Nov 2720.0%12.1%64.8%129.5K8.5K
$771.00Oct 15Nov 2719.2%11.7%63.7%39.1K5.7K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 864 found (best R:R 1.25, avg 4.42)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$731.00$732.00Oct 19$0.46$0.54$0.46100%1.17$731.46
$725.00$726.00Nov 6$0.36$0.64$0.3690%1.78$725.36
$729.00$730.00Oct 16$0.49$0.51$0.4999%1.04$729.49
$709.00$710.00Oct 16$0.51$0.49$0.51100%0.96$709.51
$694.00$695.00Oct 30$0.49$0.51$0.4997%1.04$694.49
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$795.00$793.00Nov 6$0.89$1.11$0.8986%1.25$794.11
$798.00$797.00Nov 20$0.21$0.79$0.2181%3.76$797.79
$796.00$795.00Oct 16$0.46$0.54$0.46100%1.17$795.54
$800.00$799.00Nov 20$0.31$0.69$0.3183%2.23$799.69
$797.00$796.00Oct 16$0.52$0.48$0.52100%0.92$796.48

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 640 found (best R:R 0.75, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$780.00Oct 29$2.14$2.14$2.8659%0.75$777.14
$780.00$785.00Oct 29$1.50$1.50$3.5070%0.43$781.50
$785.00$790.00Oct 29$0.95$0.95$4.0579%0.23$785.95
$800.00$805.00Nov 20$0.83$0.83$4.1783%0.20$800.83
$800.00$850.00Oct 29$0.26$0.26$49.7496%0.01$800.26
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$769.00$768.00Oct 15$0.27$0.27$0.7364%0.37$768.73
$770.00$769.00Oct 15$0.38$0.38$0.6253%0.61$769.62
$767.00$766.00Oct 15$0.12$0.12$0.8881%0.14$766.88
$768.00$767.00Oct 15$0.18$0.18$0.8274%0.22$767.82
$763.00$762.00Oct 16$0.11$0.11$0.8984%0.12$762.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $1.21, cheapest $1.11)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$769.00Oct 15Oct 16$1.3919.3%14.9%
$770.00Oct 15Oct 16$1.4119.0%14.7%
$772.00Oct 15Oct 16$1.2619.0%14.9%
$771.00Oct 15Oct 16$1.3419.1%15.0%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$769.00Oct 15Oct 16$1.1119.3%14.9%
$772.00Oct 15Oct 16$0.9819.2%14.9%
$771.00Oct 15Oct 16$1.0919.2%15.0%
$770.00Oct 15Oct 16$1.1318.8%14.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,036 found (cheapest 0.36% of stock, avg 3.73%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$770.00Oct 15$1.53$1.21$2.74$767.26$772.740.36%
$771.00Oct 15$1.04$1.73$2.77$768.23$773.770.36%
$769.00Oct 15$2.15$0.83$2.98$766.02$771.980.39%
$772.00Oct 15$0.68$2.37$3.05$768.95$775.050.40%
$768.00Oct 15$2.88$0.56$3.44$764.56$771.440.45%
$773.00Oct 15$0.44$3.12$3.56$769.44$776.560.46%
$767.00Oct 15$3.69$0.38$4.07$762.93$771.070.53%
$774.00Oct 15$0.28$3.96$4.24$769.76$778.240.55%
$766.00Oct 15$4.56$0.26$4.82$761.18$770.820.63%
$775.00Oct 15$0.18$4.86$5.04$769.96$780.040.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.06% of stock, avg 1.46%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$775.00$766.00Oct 15$0.18$0.26$0.44$765.56$775.44
$774.00$766.00Oct 15$0.28$0.26$0.54$765.46$774.54
$775.00$767.00Oct 15$0.18$0.38$0.56$766.44$775.56
$774.00$767.00Oct 15$0.28$0.38$0.66$766.34$774.66
$773.00$766.00Oct 15$0.44$0.26$0.70$765.30$773.70
$773.00$767.00Oct 15$0.44$0.38$0.82$766.18$773.82
$775.00$768.00Oct 15$0.18$0.56$0.74$767.26$775.74
$774.00$768.00Oct 15$0.28$0.56$0.84$767.16$774.84
$773.00$768.00Oct 15$0.44$0.56$1.00$767.00$774.00
$772.00$766.00Oct 15$0.68$0.26$0.94$765.06$772.94

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 438 found (best R:R 0.96, avg credit $0.51)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
751/752777/778Oct 26$0.49$0.5152%0.96$751.51$777.49
747/748778/779Oct 28$0.49$0.5151%0.96$747.51$778.49
752/753777/778Oct 26$0.49$0.5151%0.96$752.51$777.49
753/754777/778Oct 26$0.50$0.5050%1.00$753.50$777.50
747/748780/781Oct 28$0.44$0.5656%0.79$747.56$780.44
751/752778/779Oct 28$0.52$0.4848%1.08$751.48$778.52
746/747779/780Oct 30$0.50$0.5050%1.00$746.50$779.50
746/747780/781Oct 30$0.48$0.5252%0.92$746.52$780.48
753/754778/779Oct 28$0.54$0.4645%1.17$753.46$778.54
754/755777/778Oct 26$0.51$0.4948%1.04$754.49$777.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 294 found (best R:R 11.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Oct 29$0.40$4.6019%11.50
$765.00$770.00$775.00Oct 29$0.50$4.5020%9.00
$767.00$768.00$769.00Oct 15$0.08$0.9217%11.50
$766.00$767.00$768.00Oct 15$0.06$0.9413%15.67
$772.00$773.00$774.00Oct 15$0.08$0.9216%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Oct 29$0.24$4.7612%19.83
$760.00$765.00$770.00Oct 29$0.44$4.5619%10.36
$755.00$760.00$765.00Oct 29$0.34$4.6615%13.71
$740.00$745.00$750.00Oct 29$0.12$4.887%40.67
$745.00$750.00$755.00Oct 29$0.18$4.829%26.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,053 found (best net $-4.75, 1,045 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$734.00$753.001:2Oct 26-$1.93$17.07
$728.00$744.001:2Oct 27-$13.07$2.93
$780.00$785.001:2Oct 29-$0.54$4.46
$785.00$790.001:2Oct 29-$0.14$4.86
$790.00$795.001:2Oct 29-$0.01$4.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$845.00$810.001:2Oct 15-$4.75$30.25
$860.00$825.001:2Oct 20-$19.59$15.41
$880.00$840.001:2Oct 19-$29.72$10.28
$811.00$795.001:2Oct 23-$8.74$7.26
$695.00$675.001:2Oct 27-$0.11$19.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 362 found (best yield 2.04%, avg 0.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$771.00Nov 27$15.720.500.1%2.04%2.13%1058
$772.00Nov 27$15.160.490.2%1.97%2.18%726
$773.00Nov 27$14.550.470.3%1.89%2.23%538
$774.00Nov 27$13.940.460.5%1.81%2.28%2621
$775.00Nov 27$13.350.460.6%1.73%2.34%65122
$776.00Nov 27$12.770.450.7%1.66%2.39%5126
$777.00Nov 27$12.210.440.9%1.58%2.45%1045
$778.00Nov 27$11.660.431.0%1.51%2.51%781
$771.00Nov 20$14.420.500.1%1.87%1.96%125721
$779.00Nov 27$11.120.421.1%1.44%2.57%616

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 2,689,357
Total Puts 2,876,137
Put/Call Ratio 1.07
Net Difference -186,780

Prior's Put/Call Breakdown

Total Calls 2,282,143
Total Puts 3,083,983
Put/Call Ratio 1.35
Net Difference -801,840

Prior 7-Day Put/Call Summary

Total Calls 39,783,669
Total Puts 42,480,447
Average Put/Call Ratio 1.07
Ratio Trend Falling

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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