Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$762.89 -1.32%
◀ 10/22 11:17 ▶

Option Volume

Detail
ℹ
Current (10/22 11:15am) 4,657,183
Calls: 1,961,870 (42%)
Puts: 2,695,313 (58%)
Prior (10/21) 2,578,938
Calls: 1,180,390 (46%)
Puts: 1,398,548 (54%)
Current vs Prior +80.59%
Calls: +66.21% (Calls)
Puts: +92.72% (Puts)
Prior 7-Day Total 69,151,575
Calls: 32,465,952 (47%)
Puts: 36,685,623 (53%)
Prior 7-Day Average 9,878,796
Calls: 4,637,993 (47%)
Puts: 5,240,803 (53%)
Current vs Prior 7-Day Avg -52.86%
Calls: -57.70%
Puts: -48.57%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/22 11:15am) $845.88M
Calls: $220.47M (26%)
Puts: $625.41M (74%)
Prior (10/21) $314.69M
Calls: $131.19M (42%)
Puts: $183.51M (58%)
Current vs Prior +168.79%
Calls: +68.06%
Puts: +240.81%
Prior 7-Day Total $7.45B
Calls: $3.70B (50%)
Puts: $3.75B (50%)
Prior 7-Day Average $1.06B
Calls: $528.43M (50%)
Puts: $536.38M (50%)
Current vs Prior 7-Day Avg -20.56%
Calls: -58.28%
Puts: +16.60%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/22 11:15am) 1.37
Prior (10/21) 1.18
Current vs Prior +15.95%
Prior 7-Day Average 1.14
Current vs Prior 7-Day Avg +20.88%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/22 11:15am) 8,154,607
Calls: 2,189,149 (27%)
Puts: 5,965,458 (73%)
Prior (10/21) 8,178,537
Calls: 2,132,572 (26%)
Puts: 6,045,965 (74%)
Current vs Prior -0.29%
Prior 7-Day Total 61,801,161
Calls: 15,320,362 (25%)
Puts: 46,480,799 (75%)
Prior 7-Day Average 8,828,737
Calls: 2,188,623 (25%)
Puts: 6,640,114 (75%)
Current vs Prior 7-Day Avg -7.64%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/22) | Next (10/23)Expiry (10/23) | Next (10/26)Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)
Current 0.52% | 0.94%0.94% | 1.23%0.94% | 2.05%3.58% | 5.01%
Prior 0.44% | 0.75%0.44% | 0.96%0.96% | 1.85%0.44% | 3.25%
Current vs Prior +15.89% | +24.54%+110.84% | +28.29%-2.43% | +10.64%+704.48% | +54.17%
Prior 7-Day Avg 0.53% | 0.79%0.41% | 0.90%0.97% | 1.68%0.47% | 3.41%
Current vs 7-Day Avg -2.06% | +18.37%+130.21% | +36.73%-3.08% | +21.56%+658.73% | +46.80%
Prior 7-Day Eod 0.44% | 0.75%0.63% | 1.05%1.05% | 1.90%0.15% | 3.27%
Current vs 7-Day Eod +15.89% | +24.54%+49.55% | +17.43%-10.68% | +7.93%+2312.89% | +53.11%
Sentiment BEARISHBEARISHBULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.74% | 0.28%
Calls: 0.92% | 0.25%
Puts: 0.57% | 0.31%
Prior 0.58% | 0.69%
Calls: 0.61% | 0.69%
Puts: 0.56% | 0.69%
Current vs Prior +27.59% | -59.42%
Prior 7-Day Avg 0.79% | 0.48%
Calls: 0.91% | 0.47%
Puts: 0.67% | 0.50%
Current vs 7-Day Avg -6.33% | -42.01%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 74% put dollar volume ($625.41M). Massive premium surge with dollar volume up 169% vs prior. Above-average activity with volume up 81% vs prior. Bearish P/C ratio of 1.37 indicates protective 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 BEARISH
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
11:15BEARISHBEARISHBEARISH
11:10BEARISHBEARISHBEARISH
11:05BEARISHBEARISHBEARISH
11:00BEARISHBEARISHBEARISH
10:55BEARISHBEARISHBEARISH
10:50BEARISHBEARISHBEARISH
10:45BEARISHBEARISHBEARISH
10:40BEARISHBEARISHBEARISH

📈 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 2,648 of results (avg 2.4%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Oct 22137.70137.92$137.810.2%11.003
$640.00Oct 22122.67122.92$122.800.2%--1.0014
$700.00Nov 2067.7367.87$67.800.2%180.906.4K
$759.00Oct 224.334.34$4.340.2%2.5K0.81328
$655.00Oct 22107.67107.92$107.800.2%--1.0013
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Oct 229.199.20$9.200.1%6.1K0.968.3K
$772.00Oct 239.379.39$9.380.2%2.9K0.883.7K
$770.00Oct 227.257.27$7.260.3%10.9K0.938.0K
$761.00Oct 263.443.45$3.450.3%7950.43471
$773.00Oct 2310.2810.31$10.300.3%2.4K0.913.6K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 586 found (avg $0.40, cheapest $0.21)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$771.00Oct 220.120.13$0.137.7%92.2K0.067.0K
$769.00Oct 220.210.22$0.224.5%130.2K0.102.2K
$772.00Oct 220.090.10$0.1010.0%75.5K0.044.4K
$770.00Oct 220.160.17$0.175.9%131.3K0.076.8K
$774.00Oct 220.060.07$0.0714.3%61.9K0.036.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$757.00Oct 220.200.21$0.214.8%95.6K0.102.5K
$754.00Oct 220.070.08$0.0812.5%66.1K0.041.3K
$755.00Oct 220.100.11$0.119.1%64.1K0.052.2K
$756.00Oct 220.140.15$0.156.7%62.1K0.071.7K
$753.00Oct 220.050.06$0.0616.7%56.5K0.032.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,185 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Oct 22137.70137.92$137.810.2%11.003
$640.00Oct 22122.67122.92$122.800.2%--1.0014
$655.00Oct 22107.67107.92$107.800.2%--1.0013
$660.00Oct 22102.63102.92$102.780.3%101.0013
$670.00Oct 2292.6392.92$92.780.3%--1.0011
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Oct 2315.7616.36$16.063.7%2041.001.6K
$780.00Oct 2317.0417.70$17.373.8%1311.002.6K
$781.00Oct 2317.2818.76$18.028.2%371.001.1K
$782.00Oct 2318.0120.41$19.2112.5%31.0097
$783.00Oct 2319.3120.87$20.097.8%341.00322

Most actively traded options today. High liquidity = easy entry/exit. 2,646 active (total vol 4.6M, top 201.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$767.00Oct 220.430.44$0.442.3%177.4K0.171.2K
$768.00Oct 220.300.31$0.313.2%176.2K0.131.3K
$770.00Oct 220.160.17$0.175.9%131.3K0.076.8K
$769.00Oct 220.210.22$0.224.5%130.2K0.102.2K
$766.00Oct 220.620.63$0.631.6%111.1K0.23968
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$762.00Oct 221.281.29$1.290.8%201.1K0.434.1K
$760.00Oct 220.640.65$0.651.5%182.6K0.267.4K
$765.00Oct 222.962.98$2.970.7%176.4K0.706.9K
$763.00Oct 221.741.75$1.750.6%159.1K0.523.1K
$764.00Oct 222.302.32$2.310.9%146.5K0.616.1K

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 72.5%, max 85.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Oct 22Dec 424.4%13.1%85.7%111.1K968
$765.00Oct 22Dec 424.1%13.3%82.0%110.6K3.9K
$764.00Oct 22Dec 423.8%13.4%77.7%77.6K410
$763.00Oct 22Dec 423.7%13.5%75.0%93.3K998
$759.00Oct 22Nov 3024.0%13.8%74.1%2.5K521
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Oct 22Dec 424.4%13.1%85.7%118.8K5.7K
$765.00Oct 22Dec 424.1%13.3%82.0%176.4K6.9K
$764.00Oct 22Dec 423.8%13.4%77.7%146.5K6.1K
$763.00Oct 22Dec 423.7%13.5%75.0%159.1K3.1K
$759.00Oct 22Nov 3024.0%13.8%73.9%86.4K6.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,086 found (best R:R 0.54, avg 4.33)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$698.00$699.00Nov 30$0.28$0.72$0.2889%2.57$698.28
$729.00$730.00Nov 6$0.26$0.74$0.2686%2.85$729.26
$711.00$712.00Nov 20$0.31$0.69$0.3188%2.23$711.31
$717.00$718.00Nov 30$0.27$0.73$0.2784%2.70$717.27
$689.00$690.00Nov 30$0.34$0.66$0.3490%1.94$689.34
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$790.00$772.00Dec 4$11.70$6.30$11.7076%0.54$778.30
$782.00$781.00Nov 6$0.15$0.85$0.1580%5.67$781.85
$793.00$792.00Nov 20$0.22$0.78$0.2284%3.55$792.78
$794.00$793.00Nov 30$0.23$0.77$0.2382%3.35$793.77
$760.00$755.00Dec 4$1.55$3.45$1.5546%2.23$758.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 818 found (best R:R 1.07, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$770.00Nov 5$2.59$2.59$2.4153%1.07$767.59
$770.00$775.00Nov 5$2.06$2.06$2.9462%0.70$772.06
$775.00$780.00Nov 5$1.54$1.54$3.4670%0.45$776.54
$780.00$785.00Nov 5$1.06$1.06$3.9479%0.27$781.06
$790.00$795.00Dec 4$1.28$1.28$3.7276%0.34$791.28
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$762.00$761.00Oct 22$0.37$0.37$0.6357%0.59$761.63
$758.00$757.00Oct 22$0.10$0.10$0.9086%0.11$757.90
$760.00$759.00Oct 22$0.20$0.20$0.8074%0.25$759.80
$759.00$758.00Oct 22$0.14$0.14$0.8681%0.16$758.86
$761.00$760.00Oct 22$0.27$0.27$0.7366%0.37$760.73

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $1.54, cheapest $1.22)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Oct 22Oct 23$1.5324.1%18.7%
$763.00Oct 22Oct 23$1.7523.7%18.4%
$764.00Oct 22Oct 23$1.6723.8%18.9%
$762.00Oct 22Oct 23$1.7923.2%18.7%
$761.00Oct 22Oct 23$1.7623.2%18.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Oct 22Oct 23$1.2224.1%18.7%
$763.00Oct 22Oct 23$1.4323.7%18.4%
$764.00Oct 22Oct 23$1.3523.8%18.9%
$762.00Oct 22Oct 23$1.4623.2%18.7%
$761.00Oct 22Oct 23$1.4423.2%18.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,053 found (cheapest 0.45% of stock, avg 3.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$762.00Oct 22$2.18$1.29$3.47$758.53$765.470.45%
$763.00Oct 22$1.65$1.75$3.40$759.60$766.400.45%
$764.00Oct 22$1.21$2.31$3.52$760.48$767.520.46%
$761.00Oct 22$2.82$0.92$3.74$757.26$764.740.49%
$765.00Oct 22$0.88$2.97$3.85$761.15$768.850.50%
$760.00Oct 22$3.54$0.65$4.19$755.81$764.190.55%
$766.00Oct 22$0.63$3.72$4.35$761.65$770.350.57%
$759.00Oct 22$4.34$0.45$4.79$754.21$763.790.63%
$767.00Oct 22$0.44$4.54$4.98$762.02$771.980.65%
$758.00Oct 22$5.20$0.31$5.51$752.49$763.510.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.10% of stock, avg 1.95%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$767.00$758.00Oct 22$0.44$0.31$0.75$757.25$767.75
$767.00$759.00Oct 22$0.44$0.45$0.89$758.11$767.89
$766.00$758.00Oct 22$0.63$0.31$0.94$757.06$766.94
$766.00$759.00Oct 22$0.63$0.45$1.08$757.92$767.08
$767.00$760.00Oct 22$0.44$0.65$1.09$758.91$768.09
$766.00$760.00Oct 22$0.63$0.65$1.28$758.72$767.28
$765.00$759.00Oct 22$0.88$0.45$1.33$757.67$766.33
$765.00$758.00Oct 22$0.88$0.31$1.19$756.81$766.19
$765.00$760.00Oct 22$0.88$0.65$1.53$758.47$766.53
$767.00$761.00Oct 22$0.44$0.92$1.36$759.64$768.36

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 342 found (best R:R 1.17, avg credit $0.58)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
739/740771/772Nov 3$0.54$0.4647%1.17$739.46$771.54
739/740772/773Nov 3$0.52$0.4849%1.08$739.48$772.52
740/741772/773Oct 30$0.48$0.5253%0.92$740.52$772.48
737/738771/772Nov 3$0.52$0.4849%1.08$737.48$771.52
737/738772/773Nov 3$0.50$0.5051%1.00$737.50$772.50
740/741771/772Oct 30$0.50$0.5050%1.00$740.50$771.50
737/738771/772Nov 2$0.50$0.5050%1.00$737.50$771.50
738/739772/773Nov 4$0.53$0.4747%1.13$738.47$772.53
741/742771/772Nov 2$0.53$0.4747%1.13$741.47$771.53
734/735772/773Nov 4$0.50$0.5050%1.00$734.50$772.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 251 found (best R:R 14.62, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Nov 5$0.32$4.6814%14.62
$725.00$730.00$735.00Nov 27$0.07$4.935%70.43
$720.00$725.00$730.00Nov 13$0.06$4.944%82.33
$755.00$760.00$765.00Nov 5$0.39$4.6116%11.82
$660.00$680.00$700.00Nov 6$0.29$19.713%67.97
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Nov 5$0.38$4.6216%12.16
$745.00$750.00$755.00Nov 5$0.26$4.7412%18.23
$740.00$745.00$750.00Nov 5$0.21$4.7910%22.81
$735.00$740.00$745.00Nov 5$0.16$4.848%30.25
$730.00$735.00$740.00Dec 4$0.10$4.906%49.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 948 found (best net $-6.96, 946 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$730.00$749.001:2Nov 2-$1.57$17.43
$780.00$785.001:2Nov 5-$0.43$4.57
$785.00$790.001:2Nov 5-$0.17$4.83
$790.00$795.001:2Nov 5-$0.05$4.95
$775.00$780.001:2Nov 5-$1.01$3.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$850.00$810.001:2Nov 20-$6.96$33.04
$860.00$820.001:2Oct 30-$17.12$22.88
$806.00$786.001:2Oct 26-$3.25$16.75
$790.00$775.001:2Nov 4-$2.60$12.40
$790.00$772.001:2Dec 4-$6.27$11.73

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 483 found (best yield 2.32%, avg 0.55%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$763.00Dec 4$17.670.510.0%2.32%2.33%4--
$764.00Dec 4$17.030.500.1%2.23%2.38%83--
$765.00Dec 4$16.420.480.3%2.15%2.43%130--
$766.00Dec 4$15.780.470.4%2.07%2.48%4--
$767.00Dec 4$15.190.470.5%1.99%2.53%34--
$768.00Dec 4$14.580.460.7%1.91%2.58%92--
$769.00Dec 4$14.000.450.8%1.84%2.64%17--
$770.00Dec 4$13.430.440.9%1.76%2.69%28--
$763.00Nov 30$16.330.510.0%2.14%2.15%56939
$764.00Nov 30$15.690.490.1%2.06%2.20%98604

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 1,961,870
Total Puts 2,695,313
Put/Call Ratio 1.37
Net Difference -733,443

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 32,465,952
Total Puts 36,685,623
Average Put/Call Ratio 1.14
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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