Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$768.12 +0.36%
◀ 10/27 09:40 ▶

Option Volume

Detail
ℹ
Current (10/27 9:40am) 431,292
Calls: 229,656 (53%)
Puts: 201,636 (47%)
Prior (10/26) 494,372
Calls: 255,975 (52%)
Puts: 238,397 (48%)
Current vs Prior -12.76%
Calls: -10.28% (Calls)
Puts: -15.42% (Puts)
Prior 7-Day Total 69,801,573
Calls: 32,200,377 (46%)
Puts: 37,601,196 (54%)
Prior 7-Day Average 9,971,653
Calls: 4,600,053 (46%)
Puts: 5,371,599 (54%)
Current vs Prior 7-Day Avg -95.67%
Calls: -95.01%
Puts: -96.25%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/27 9:40am) $55.79M
Calls: $35.61M (64%)
Puts: $20.18M (36%)
Prior (10/26) $81.20M
Calls: $42.46M (52%)
Puts: $38.75M (48%)
Current vs Prior -31.30%
Calls: -16.14%
Puts: -47.91%
Prior 7-Day Total $7.46B
Calls: $3.61B (48%)
Puts: $3.85B (52%)
Prior 7-Day Average $1.07B
Calls: $515.29M (48%)
Puts: $550.08M (52%)
Current vs Prior 7-Day Avg -94.76%
Calls: -93.09%
Puts: -96.33%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/27 9:40am) 0.88
Prior (10/26) 0.93
Current vs Prior -5.73%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -25.27%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/27 9:40am) 7,928,950
Calls: 1,983,025 (25%)
Puts: 5,945,925 (75%)
Prior (10/26) 7,965,786
Calls: 1,967,116 (25%)
Puts: 5,998,670 (75%)
Current vs Prior -0.46%
Prior 7-Day Total 58,860,116
Calls: 15,186,331 (26%)
Puts: 43,673,785 (74%)
Prior 7-Day Average 8,408,588
Calls: 2,169,475 (26%)
Puts: 6,239,112 (74%)
Current vs Prior 7-Day Avg -5.70%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/27) | Next (10/28)Expiry (10/28) | Next (10/30)Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 0.41% | 0.85%0.85% | 1.30%1.30% | 2.02%3.03% | 4.55%
Prior 0.57% | 0.99%0.16% | 0.99%1.44% | 2.18%3.18% | 4.67%
Current vs Prior -27.39% | -13.67%+439.34% | +31.53%-9.84% | -7.47%-4.74% | -2.75%
Prior 7-Day Avg 0.61% | 0.93%0.44% | 0.98%0.92% | 1.91%1.61% | 4.02%
Current vs 7-Day Avg -32.40% | -8.24%+93.05% | +32.72%+41.01% | +5.47%+87.81% | +13.18%
Prior 7-Day Eod 0.57% | 0.99%0.16% | 0.99%1.44% | 2.18%3.18% | 4.67%
Current vs 7-Day Eod -27.39% | -13.67%+439.34% | +31.53%-9.84% | -7.47%-4.74% | -2.75%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.64% | 0.30%
Calls: 0.72% | 0.32%
Puts: 0.56% | 0.29%
Prior 1.33% | 0.80%
Calls: 0.49% | 0.81%
Puts: 2.17% | 0.78%
Current vs Prior -51.88% | -62.50%
Prior 7-Day Avg 1.08% | 0.63%
Calls: 1.09% | 0.59%
Puts: 1.07% | 0.65%
Current vs 7-Day Avg -40.82% | -52.05%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($35.61M). Put-heavy open interest (5,945,925 puts vs 1,983,025 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current NEUTRAL
Prior NEUTRAL
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
09:40BULLISHBULLISHBULLISH
09:35BULLISHNEUTRALBULLISH

📈 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 2,149 of results (avg 2.2%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Nov 2071.6271.74$71.680.2%--0.946.4K
$764.00Oct 274.374.38$4.380.2%8450.872.0K
$625.00Oct 27142.93143.31$143.120.3%--1.0029
$768.00Nov 3014.5614.60$14.580.3%10.51734
$765.00Oct 273.513.52$3.510.3%2.5K0.816.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Oct 304.504.51$4.510.2%4460.492.3K
$765.00Nov 23.933.94$3.940.3%1.0K0.414.4K
$764.00Nov 23.613.62$3.620.3%260.38423
$768.00Nov 2010.2810.31$10.300.3%1370.494.8K
$769.00Oct 283.403.41$3.410.3%3890.551.3K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 586 found (avg $0.39, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 270.070.08$0.0812.5%9.5K0.055.3K
$773.00Oct 270.120.13$0.137.7%10.6K0.086.4K
$772.00Oct 270.190.20$0.205.0%9.9K0.126.6K
$775.00Oct 270.050.06$0.0616.7%8.3K0.048.1K
$771.00Oct 270.330.34$0.342.9%13.0K0.195.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$762.00Oct 270.110.12$0.128.3%4.3K0.0718.2K
$761.00Oct 270.080.09$0.0911.1%4.7K0.053.8K
$763.00Oct 270.170.18$0.185.6%5.3K0.104.2K
$764.00Oct 270.250.26$0.263.8%8.2K0.145.2K
$760.00Oct 270.060.07$0.0714.3%7.0K0.049.0K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 924 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Oct 27142.93143.31$143.120.3%--1.0029
$640.00Oct 27127.91128.34$128.130.3%--1.0011
$645.00Oct 27122.93123.31$123.120.3%--1.0016
$650.00Oct 27117.91118.32$118.120.3%--1.0013
$655.00Oct 27112.93113.32$113.130.3%--1.0024
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$788.00Oct 3018.6821.20$19.9412.6%301.007
$790.00Oct 3020.6523.24$21.9511.8%--1.0020
$792.00Oct 3022.5225.27$23.9011.5%--1.0010
$800.00Oct 3030.5333.31$31.928.7%--1.0024
$810.00Oct 3040.5343.23$41.886.4%--1.0017

Most actively traded options today. High liquidity = easy entry/exit. 1,417 active (total vol 430.9K, top 37.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Oct 271.371.38$1.380.7%37.9K0.517.8K
$770.00Oct 270.550.56$0.561.8%30.4K0.289.0K
$769.00Oct 270.900.91$0.911.1%25.5K0.393.9K
$767.00Oct 271.981.99$1.990.5%17.8K0.637.4K
$771.00Oct 270.330.34$0.342.9%13.0K0.195.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$767.00Oct 270.860.87$0.871.1%22.9K0.3720.5K
$766.00Oct 270.580.59$0.591.7%11.3K0.274.1K
$765.00Oct 270.390.40$0.402.5%10.3K0.1912.5K
$671.00Oct 300.020.03$0.0333.3%10.1K0.00766
$768.00Oct 271.251.26$1.250.8%10.1K0.491.8K

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 24.5%, max 29.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$765.00Oct 27Dec 417.0%13.2%29.0%2.6K6.4K
$766.00Oct 27Dec 416.5%13.1%26.3%4.5K5.1K
$771.00Oct 27Dec 415.6%12.4%25.8%13.0K5.2K
$767.00Oct 27Dec 415.9%12.9%23.2%17.8K7.5K
$770.00Oct 27Dec 415.4%12.5%23.2%30.4K9.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$765.00Oct 27Dec 417.0%13.2%29.0%10.3K12.5K
$766.00Oct 27Dec 416.5%13.1%26.3%11.3K4.1K
$771.00Oct 27Dec 415.6%12.4%25.8%388630
$767.00Oct 27Dec 415.9%12.9%23.2%23.0K20.6K
$770.00Oct 27Dec 415.4%12.5%23.2%1.4K1.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 880 found (best R:R 8.09, avg 4.83)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$737.00$738.00Nov 13$0.27$0.73$0.2785%2.70$737.27
$695.00$696.00Oct 30$0.42$0.58$0.42100%1.38$695.42
$721.00$722.00Nov 30$0.29$0.71$0.2986%2.45$721.29
$747.00$748.00Nov 30$0.17$0.83$0.1773%4.88$747.17
$744.00$745.00Dec 4$0.18$0.82$0.1874%4.56$744.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$790.00$789.00Nov 20$0.11$0.89$0.1179%8.09$789.89
$787.00$786.00Nov 13$0.16$0.84$0.1680%5.25$786.84
$793.00$792.00Nov 30$0.16$0.84$0.1679%5.25$792.84
$785.00$776.00Dec 4$5.06$3.94$5.0668%0.78$779.94
$793.00$792.00Nov 20$0.20$0.80$0.2083%4.00$792.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 652 found (best R:R 1.02, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 9$2.53$2.53$2.4753%1.02$772.53
$770.00$775.00Nov 10$2.57$2.57$2.4353%1.06$772.57
$770.00$775.00Nov 5$2.42$2.42$2.5854%0.94$772.42
$775.00$780.00Nov 10$1.99$1.99$3.0162%0.66$776.99
$775.00$780.00Nov 9$1.91$1.91$3.0963%0.62$776.91
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$764.00Oct 27$0.14$0.14$0.8681%0.16$764.86
$759.00$758.00Oct 28$0.11$0.11$0.8986%0.12$758.89
$761.00$760.00Oct 28$0.16$0.16$0.8481%0.19$760.84
$760.00$759.00Oct 28$0.13$0.13$0.8784%0.15$759.87
$764.00$763.00Oct 28$0.26$0.26$0.7470%0.35$763.74

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.69, cheapest $1.64)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$767.00Oct 27Oct 28$1.7315.9%16.7%
$768.00Oct 27Oct 28$1.7615.5%16.5%
$769.00Oct 27Oct 28$1.7015.5%16.8%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$767.00Oct 27Oct 28$1.6415.9%16.7%
$768.00Oct 27Oct 28$1.6915.5%16.5%
$769.00Oct 27Oct 28$1.6215.5%16.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 825 found (cheapest 0.34% of stock, avg 3.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$768.00Oct 27$1.38$1.25$2.63$765.37$770.630.34%
$769.00Oct 27$0.91$1.79$2.70$766.30$771.700.35%
$767.00Oct 27$1.99$0.87$2.86$764.14$769.860.37%
$770.00Oct 27$0.56$2.45$3.01$766.99$773.010.39%
$766.00Oct 27$2.71$0.59$3.30$762.70$769.300.43%
$771.00Oct 27$0.34$3.22$3.56$767.44$774.560.46%
$765.00Oct 27$3.51$0.40$3.91$761.09$768.910.51%
$772.00Oct 27$0.20$4.08$4.28$767.72$776.280.56%
$764.00Oct 27$4.38$0.26$4.64$759.36$768.640.60%
$773.00Oct 27$0.13$5.01$5.14$767.86$778.140.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.05% of stock, avg 1.55%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$773.00$764.00Oct 27$0.13$0.26$0.39$763.61$773.39
$772.00$764.00Oct 27$0.20$0.26$0.46$763.54$772.46
$773.00$765.00Oct 27$0.13$0.40$0.53$764.47$773.53
$771.00$764.00Oct 27$0.34$0.26$0.60$763.40$771.60
$772.00$765.00Oct 27$0.20$0.40$0.60$764.40$772.60
$771.00$765.00Oct 27$0.34$0.40$0.74$764.26$771.74
$773.00$766.00Oct 27$0.13$0.59$0.72$765.28$773.72
$772.00$766.00Oct 27$0.20$0.59$0.79$765.21$772.79
$770.00$764.00Oct 27$0.56$0.26$0.82$763.18$770.82
$770.00$765.00Oct 27$0.56$0.40$0.96$764.04$770.96

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 466 found (best R:R 1.08, avg credit $0.64)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
739/740778/779Nov 13$0.52$0.4849%1.08$739.48$778.52
743/744776/777Nov 6$0.49$0.5152%0.96$743.51$776.49
747/748776/777Nov 4$0.47$0.5353%0.89$747.53$776.47
749/750776/777Nov 6$0.54$0.4646%1.17$749.46$776.54
742/743778/779Nov 13$0.53$0.4747%1.13$742.47$778.53
747/748775/776Nov 4$0.49$0.5151%0.96$747.51$775.49
753/754773/774Oct 30$0.49$0.5151%0.96$753.51$773.49
755/756773/774Oct 30$0.52$0.4848%1.08$755.48$773.52
747/748777/778Nov 4$0.44$0.5656%0.79$747.56$777.44
743/744778/779Nov 6$0.44$0.5656%0.79$743.56$778.44

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 257 found (best R:R 12.16, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Nov 5$0.38$4.6218%12.16
$750.00$755.00$760.00Nov 5$0.28$4.7214%16.86
$760.00$765.00$770.00Nov 5$0.50$4.5021%9.00
$640.00$645.00$650.00Nov 30$0.09$4.916%54.56
$760.00$765.00$770.00Nov 9$0.46$4.5419%9.87
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Nov 5$0.39$4.6118%11.82
$750.00$755.00$760.00Nov 5$0.28$4.7214%16.86
$750.00$755.00$760.00Nov 9$0.27$4.7313%17.52
$755.00$760.00$765.00Nov 9$0.36$4.6416%12.89
$745.00$750.00$755.00Nov 10$0.19$4.8110%25.32

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 936 found (best net $-23.17, 930 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Oct 28-$23.17$36.83
$650.00$700.001:2Nov 27-$23.93$26.07
$620.00$675.001:2Nov 3-$38.63$16.37
$675.00$710.001:2Oct 29-$22.69$12.31
$700.00$725.001:2Nov 3-$19.27$5.73
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$791.00$781.001:2Oct 27-$2.91$7.09
$725.00$700.001:2Nov 10$0.00$25.00
$715.00$700.001:2Nov 9-$0.27$14.73
$765.00$764.001:2Oct 27-$0.12$0.88
$763.00$762.001:2Oct 27-$0.06$0.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 372 found (best yield 2.00%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$769.00Dec 4$15.400.500.1%2.00%2.12%9171
$770.00Dec 4$14.780.490.2%1.92%2.17%28442
$771.00Dec 4$14.170.470.4%1.84%2.22%--101
$772.00Dec 4$13.570.470.5%1.77%2.27%--85
$773.00Dec 4$12.990.460.6%1.69%2.33%8143
$774.00Dec 4$12.420.450.8%1.62%2.38%--35
$775.00Dec 4$11.860.440.9%1.54%2.44%150297
$776.00Dec 4$11.320.431.0%1.47%2.50%2192
$777.00Dec 4$10.790.421.2%1.40%2.56%--123
$769.00Nov 30$13.930.490.1%1.81%1.93%--390

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 229,656
Total Puts 201,636
Put/Call Ratio 0.88
Net Difference 28,020

Prior's Put/Call Breakdown

Total Calls 255,975
Total Puts 238,397
Put/Call Ratio 0.93
Net Difference 17,578

Prior 7-Day Put/Call Summary

Total Calls 32,200,377
Total Puts 37,601,196
Average Put/Call Ratio 1.17
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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