Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$769.39 +0.04%
◀ 10/21 10:30 ▶

Option Volume

Detail
ℹ
Current (10/21 10:30am) 2,578,938
Calls: 1,180,390 (46%)
Puts: 1,398,548 (54%)
Prior (10/20) 3,058,676
Calls: 1,756,770 (57%)
Puts: 1,301,906 (43%)
Current vs Prior -15.68%
Calls: -32.81% (Calls)
Puts: +7.42% (Puts)
Prior 7-Day Total 77,355,141
Calls: 36,532,191 (47%)
Puts: 40,822,950 (53%)
Prior 7-Day Average 11,050,734
Calls: 5,218,884 (47%)
Puts: 5,831,850 (53%)
Current vs Prior 7-Day Avg -76.66%
Calls: -77.38%
Puts: -76.02%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/21 10:30am) $314.69M
Calls: $131.19M (42%)
Puts: $183.51M (58%)
Prior (10/20) $660.81M
Calls: $568.17M (86%)
Puts: $92.64M (14%)
Current vs Prior -52.38%
Calls: -76.91%
Puts: +98.10%
Prior 7-Day Total $8.20B
Calls: $4.36B (53%)
Puts: $3.84B (47%)
Prior 7-Day Average $1.17B
Calls: $622.86M (53%)
Puts: $549.08M (47%)
Current vs Prior 7-Day Avg -73.15%
Calls: -78.94%
Puts: -66.58%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/21 10:30am) 1.18
Prior (10/20) 0.74
Current vs Prior +59.88%
Prior 7-Day Average 1.12
Current vs Prior 7-Day Avg +5.98%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/21 10:30am) 8,178,537
Calls: 2,132,572 (26%)
Puts: 6,045,965 (74%)
Prior (10/20) 8,187,653
Calls: 2,099,320 (26%)
Puts: 6,088,333 (74%)
Current vs Prior -0.11%
Prior 7-Day Total 63,396,874
Calls: 15,727,132 (25%)
Puts: 47,669,742 (75%)
Prior 7-Day Average 9,056,696
Calls: 2,246,733 (25%)
Puts: 6,809,963 (75%)
Current vs Prior 7-Day Avg -9.70%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/21) | Next (10/22)Expiry (10/21) | Next (10/23)Expiry (10/23) | Next (10/30)Expiry (10/21) | Next (11/20)
Current 0.44% | 0.75%0.44% | 0.96%0.96% | 1.85%0.44% | 3.25%
Prior 0.63% | 0.86%0.63% | 1.05%1.05% | 1.90%0.15% | 3.27%
Current vs Prior -29.08% | -12.31%-29.07% | -8.46%-8.46% | -2.44%+199.93% | -0.68%
Prior 7-Day Avg 0.53% | 0.78%0.36% | 0.83%0.85% | 1.58%0.55% | 3.46%
Current vs 7-Day Avg -16.07% | -2.94%+22.25% | +15.56%+13.04% | +17.04%-19.12% | -6.03%
Prior 7-Day Eod 0.63% | 0.86%0.63% | 1.05%1.05% | 1.90%0.15% | 3.27%
Current vs 7-Day Eod -29.08% | -12.31%-29.07% | -8.46%-8.46% | -2.44%+199.93% | -0.68%
Sentiment BULLISHBULLISHBULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.58% | 0.69%
Calls: 0.61% | 0.69%
Puts: 0.56% | 0.69%
Prior 0.83% | 0.41%
Calls: 0.81% | 0.40%
Puts: 0.86% | 0.42%
Current vs Prior -30.12% | +68.29%
Prior 7-Day Avg 1.08% | 0.52%
Calls: 1.34% | 0.59%
Puts: 0.82% | 0.46%
Current vs 7-Day Avg -46.08% | +31.61%
Liquidity Excellent
+
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🤖 AI Insights

Light premium activity with dollar volume down 52% vs prior. Slightly bearish P/C ratio of 1.18. P/C ratio rising 60% - increased hedging/bearish positioning. Put-heavy open interest (6,045,965 puts vs 2,132,572 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 BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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
10:30BEARISHBEARISHBEARISH
10:25BEARISHBEARISHBEARISH
10:20BEARISHBEARISHBEARISH
10:15BEARISHBEARISHBEARISH
10:10BEARISHBEARISHBEARISH
10:05BEARISHBEARISHBEARISH
10:00BEARISHBEARISHBEARISH
09:45BULLISHNEUTRALMIXED
09:40BULLISHNEUTRALMIXED
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 2,492 of results (avg 2.3%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$751.00Oct 2118.3818.40$18.390.1%1151.00348
$770.00Nov 2013.1913.21$13.200.2%5350.5015.4K
$700.00Nov 2073.6173.74$73.680.2%--0.936.4K
$777.00Nov 2710.5510.57$10.560.2%140.42206
$770.00Nov 3015.0215.05$15.040.2%1080.501.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$915.00Oct 21145.48145.79$145.640.2%11.00--
$905.00Oct 21135.46135.79$135.630.2%21.00--
$771.00Nov 68.908.93$8.910.3%380.521.3K
$778.00Oct 218.648.67$8.660.3%1.2K0.981.0K
$775.00Oct 215.725.74$5.730.3%3.1K0.941.5K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 684 found (avg $0.39, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$776.00Oct 210.060.07$0.0714.3%62.1K0.046.9K
$775.00Oct 210.100.11$0.119.1%121.9K0.077.0K
$774.00Oct 210.170.18$0.185.6%72.4K0.106.2K
$773.00Oct 210.280.29$0.293.4%98.5K0.1511.4K
$772.00Oct 210.460.47$0.472.1%122.0K0.234.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$763.00Oct 210.140.15$0.156.7%52.5K0.076.3K
$762.00Oct 210.100.11$0.119.1%65.5K0.054.1K
$761.00Oct 210.070.08$0.0812.5%67.3K0.043.5K
$760.00Oct 210.050.06$0.0616.7%61.7K0.038.4K
$764.00Oct 210.210.22$0.224.5%39.0K0.105.0K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,090 found (avg delta 0.83, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Oct 21144.15144.51$144.330.2%--1.0027
$660.00Oct 21109.21109.51$109.360.3%--1.0061
$670.00Oct 2199.1999.51$99.350.3%--1.0010
$675.00Oct 2194.2794.53$94.400.3%21.007
$680.00Oct 2189.2089.51$89.360.3%21.005
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$785.00Oct 2314.4916.68$15.5914.0%11.0040
$786.00Oct 2315.4917.70$16.6013.3%--1.0014
$788.00Oct 2317.4819.71$18.6012.0%--1.0010
$790.00Oct 2319.5321.78$20.6610.9%--1.0034
$800.00Oct 2329.4331.67$30.557.3%11.007

Most actively traded options today. High liquidity = easy entry/exit. 2,137 active (total vol 2.5M, top 140.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$771.00Oct 210.740.75$0.751.3%140.2K0.325.6K
$772.00Oct 210.460.47$0.472.1%122.0K0.234.7K
$775.00Oct 210.100.11$0.119.1%121.9K0.077.0K
$770.00Oct 211.141.15$1.150.9%115.1K0.437.7K
$773.00Oct 210.280.29$0.293.4%98.5K0.1511.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Oct 211.761.77$1.770.6%121.0K0.575.4K
$769.00Oct 211.271.28$1.270.8%113.2K0.475.1K
$768.00Oct 210.910.92$0.921.1%95.6K0.365.6K
$767.00Oct 210.640.65$0.651.5%78.5K0.274.4K
$765.00Oct 210.300.31$0.313.2%74.3K0.147.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 54.2%, max 64.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Oct 21Nov 3020.1%12.3%64.1%3.5K2.7K
$767.00Oct 21Nov 3019.5%12.1%61.0%5.0K2.2K
$768.00Oct 21Nov 3019.0%12.0%58.2%27.5K7.7K
$772.00Oct 21Nov 3018.1%11.5%57.7%122.0K5.7K
$770.00Oct 21Nov 3018.4%11.8%56.4%115.3K9.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Oct 21Nov 3020.1%12.3%64.1%53.5K6.8K
$767.00Oct 21Nov 3019.5%12.1%61.0%78.5K5.3K
$768.00Oct 21Nov 3019.0%12.0%58.2%96.1K6.2K
$772.00Oct 21Nov 3018.1%11.5%57.7%18.2K3.7K
$770.00Oct 21Nov 3018.4%11.8%56.5%121.1K7.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 898 found (best R:R 2.57, avg 4.34)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$699.00$700.00Oct 30$0.28$0.72$0.2898%2.57$699.28
$694.00$695.00Oct 30$0.29$0.71$0.2998%2.45$694.29
$747.00$748.00Nov 13$0.18$0.82$0.1878%4.56$747.18
$730.00$731.00Nov 20$0.28$0.72$0.2885%2.57$730.28
$709.00$710.00Nov 30$0.33$0.67$0.3389%2.03$709.33
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$786.00$785.00Nov 6$0.22$0.78$0.2278%3.55$785.78
$790.00$789.00Nov 13$0.25$0.75$0.2580%3.00$789.75
$798.00$797.00Nov 20$0.31$0.69$0.3184%2.23$797.69
$802.00$800.00Nov 30$1.19$0.81$1.1985%0.68$800.81
$775.00$770.00Nov 4$2.34$2.66$2.3460%1.14$772.66

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 680 found (best R:R 0.57, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$785.00Nov 4$3.62$3.62$6.3860%0.57$778.62
$770.00$775.00Nov 4$2.68$2.68$2.3251%1.16$772.68
$785.00$790.00Nov 4$0.99$0.99$4.0179%0.25$785.99
$790.00$795.00Nov 4$0.58$0.58$4.4287%0.13$790.58
$777.00$779.00Nov 3$0.79$0.79$1.2165%0.65$777.79
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$766.00$765.00Oct 21$0.14$0.14$0.8680%0.16$765.86
$762.00$761.00Oct 22$0.12$0.12$0.8884%0.14$761.88
$767.00$766.00Oct 21$0.20$0.20$0.8073%0.25$766.80
$764.00$763.00Oct 22$0.18$0.18$0.8277%0.22$763.82
$763.00$762.00Oct 22$0.14$0.14$0.8681%0.16$762.86

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $1.16, cheapest $1.11)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$768.00Oct 21Oct 22$1.2119.0%14.9%
$769.00Oct 21Oct 22$1.2518.5%14.6%
$770.00Oct 21Oct 22$1.2118.4%14.9%
$771.00Oct 21Oct 22$1.1318.1%14.7%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$768.00Oct 21Oct 22$1.1119.0%14.9%
$769.00Oct 21Oct 22$1.1618.5%14.6%
$770.00Oct 21Oct 22$1.1218.4%14.9%
$771.00Oct 21Oct 22$1.0518.1%14.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 944 found (cheapest 0.38% of stock, avg 3.82%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$769.00Oct 21$1.65$1.27$2.92$766.08$771.920.38%
$770.00Oct 21$1.15$1.77$2.92$767.08$772.920.38%
$771.00Oct 21$0.75$2.37$3.12$767.88$774.120.41%
$768.00Oct 21$2.29$0.92$3.21$764.79$771.210.42%
$772.00Oct 21$0.47$3.09$3.56$768.44$775.560.46%
$767.00Oct 21$3.01$0.65$3.66$763.34$770.660.48%
$766.00Oct 21$3.82$0.45$4.27$761.73$770.270.55%
$773.00Oct 21$0.29$3.91$4.20$768.80$777.200.55%
$765.00Oct 21$4.68$0.31$4.99$760.01$769.990.65%
$774.00Oct 21$0.18$4.80$4.98$769.02$778.980.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.06% of stock, avg 1.56%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$774.00$765.00Oct 21$0.18$0.31$0.49$764.51$774.49
$773.00$765.00Oct 21$0.29$0.31$0.60$764.40$773.60
$774.00$766.00Oct 21$0.18$0.45$0.63$765.37$774.63
$773.00$766.00Oct 21$0.29$0.45$0.74$765.26$773.74
$772.00$765.00Oct 21$0.47$0.31$0.78$764.22$772.78
$772.00$766.00Oct 21$0.47$0.45$0.92$765.08$772.92
$774.00$767.00Oct 21$0.18$0.65$0.83$766.17$774.83
$773.00$767.00Oct 21$0.29$0.65$0.94$766.06$773.94
$772.00$767.00Oct 21$0.47$0.65$1.12$765.88$773.12
$771.00$765.00Oct 21$0.75$0.31$1.06$763.94$772.06

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 418 found (best R:R 0.89, avg credit $0.52)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
754/755775/776Oct 27$0.47$0.5354%0.89$754.53$775.47
747/748778/779Nov 2$0.48$0.5252%0.92$747.52$778.48
747/748777/778Nov 2$0.50$0.5050%1.00$747.50$777.50
756/757775/776Oct 27$0.49$0.5151%0.96$756.51$775.49
741/742779/780Nov 6$0.49$0.5150%0.96$741.51$779.49
749/750777/778Oct 30$0.49$0.5150%0.96$749.51$777.49
751/752777/778Oct 30$0.51$0.4948%1.04$751.49$777.51
754/755774/775Oct 27$0.49$0.5150%0.96$754.51$774.49
751/752775/776Oct 28$0.49$0.5150%0.96$751.51$775.49
748/749777/778Oct 30$0.48$0.5251%0.92$748.52$777.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 253 found (best R:R 14.15, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Nov 4$0.33$4.6718%14.15
$700.00$710.00$720.00Nov 6$0.06$9.943%165.67
$640.00$645.00$650.00Nov 30$0.08$4.926%61.50
$765.00$770.00$775.00Nov 4$0.50$4.5019%9.00
$767.00$768.00$769.00Oct 21$0.08$0.9219%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Nov 4$0.26$4.7412%18.23
$760.00$765.00$770.00Nov 4$0.44$4.5618%10.36
$755.00$760.00$765.00Nov 4$0.35$4.6515%13.29
$740.00$745.00$750.00Nov 4$0.14$4.868%34.71
$745.00$750.00$755.00Nov 4$0.20$4.8010%24.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,011 found (best net $-0.51, 1,003 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$741.00$757.001:2Oct 29-$1.20$14.80
$785.00$790.001:2Nov 4-$0.22$4.78
$790.00$795.001:2Nov 4-$0.05$4.95
$795.00$800.001:2Nov 4-$0.01$4.99
$800.00$805.001:2Nov 4-$0.02$4.98
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$860.00$815.001:2Oct 30-$0.51$44.49
$860.00$821.001:2Oct 23-$12.53$26.47
$808.00$790.001:2Oct 22-$1.93$16.07
$810.00$795.001:2Nov 6-$10.78$4.22
$715.00$700.001:2Nov 4-$0.28$14.72

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 397 found (best yield 1.95%, avg 0.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$770.00Nov 30$15.020.500.1%1.95%2.03%1081.8K
$771.00Nov 30$14.400.480.2%1.87%2.08%38720
$772.00Nov 30$13.790.470.3%1.79%2.13%151.0K
$770.00Nov 27$14.620.500.1%1.90%1.98%79187
$773.00Nov 30$13.190.470.5%1.71%2.18%91.2K
$771.00Nov 27$13.990.490.2%1.82%2.03%6147
$774.00Nov 30$12.610.460.6%1.64%2.24%9541
$772.00Nov 27$13.380.470.3%1.74%2.08%10117
$775.00Nov 30$12.040.450.7%1.56%2.29%321.3K
$773.00Nov 27$12.790.470.5%1.66%2.13%477

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 1,180,390
Total Puts 1,398,548
Put/Call Ratio 1.18
Net Difference -218,158

Prior's Put/Call Breakdown

Total Calls 1,756,770
Total Puts 1,301,906
Put/Call Ratio 0.74
Net Difference 454,864

Prior 7-Day Put/Call Summary

Total Calls 36,532,191
Total Puts 40,822,950
Average Put/Call Ratio 1.12
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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