Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$767.79 +0.32%
◀ 10/27 09:45 ▶

Option Volume

Detail
ℹ
Current (10/27 9:45am) 586,650
Calls: 305,301 (52%)
Puts: 281,349 (48%)
Prior (10/26) 664,339
Calls: 349,823 (53%)
Puts: 314,516 (47%)
Current vs Prior -11.69%
Calls: -12.73% (Calls)
Puts: -10.55% (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 -94.12%
Calls: -93.36%
Puts: -94.76%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/27 9:45am) $76.70M
Calls: $46.30M (60%)
Puts: $30.41M (40%)
Prior (10/26) $104.46M
Calls: $50.36M (48%)
Puts: $54.10M (52%)
Current vs Prior -26.57%
Calls: -8.06%
Puts: -43.80%
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 -92.80%
Calls: -91.01%
Puts: -94.47%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/27 9:45am) 0.92
Prior (10/26) 0.90
Current vs Prior +2.50%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -21.56%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/27 9:45am) 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% | 0.86%0.86% | 1.31%1.31% | 2.03%3.05% | 4.58%
Prior 0.57% | 0.99%0.16% | 0.99%1.44% | 2.18%3.18% | 4.67%
Current vs Prior -27.13% | -13.24%+442.06% | +32.65%-9.08% | -6.65%-4.08% | -2.10%
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 -32.16% | -7.78%+94.02% | +33.84%+42.21% | +6.41%+89.09% | +13.94%
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 -27.13% | -13.24%+442.06% | +32.65%-9.08% | -6.65%-4.08% | -2.10%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.92% | 0.47%
Calls: 1.14% | 0.29%
Puts: 0.70% | 0.65%
Prior 1.33% | 0.80%
Calls: 0.49% | 0.81%
Puts: 2.17% | 0.78%
Current vs Prior -30.83% | -41.25%
Prior 7-Day Avg 1.08% | 0.63%
Calls: 1.09% | 0.59%
Puts: 1.07% | 0.65%
Current vs 7-Day Avg -14.93% | -24.89%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 60% call dollar volume ($46.30M). Put-heavy open interest (5,945,925 puts vs 1,983,025 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
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
09:45BULLISHNEUTRALBULLISH
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 2,160 of results (avg 2.1%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Nov 2071.3171.43$71.370.2%30.936.4K
$765.00Oct 284.764.77$4.760.2%3730.642.0K
$767.00Oct 294.534.54$4.540.2%4260.53693
$771.00Nov 2712.0912.12$12.110.2%80.47173
$768.00Oct 293.963.97$3.970.3%2750.492.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Oct 304.634.64$4.640.2%6530.502.3K
$769.00Nov 2010.8210.85$10.840.3%170.513.4K
$769.00Oct 283.573.58$3.580.3%8280.561.3K
$768.00Nov 2010.4210.45$10.430.3%1530.494.8K
$771.00Nov 3012.9212.96$12.940.3%10.53569

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 581 found (avg $0.39, cheapest $0.10)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Oct 270.090.10$0.1010.0%14.3K0.066.4K
$774.00Oct 270.060.07$0.0714.3%11.8K0.045.3K
$772.00Oct 270.160.17$0.175.9%12.8K0.106.6K
$771.00Oct 270.280.29$0.293.4%17.7K0.165.1K
$770.00Oct 270.460.47$0.472.1%41.3K0.259.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$762.00Oct 270.130.14$0.147.1%6.8K0.0718.2K
$761.00Oct 270.090.10$0.1010.0%8.2K0.053.8K
$763.00Oct 270.190.20$0.205.0%6.7K0.114.2K
$760.00Oct 270.060.07$0.0714.3%9.7K0.049.0K
$764.00Oct 270.290.30$0.303.3%11.5K0.155.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 946 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Oct 27142.62142.99$142.810.3%--1.0029
$640.00Oct 27127.63127.99$127.810.3%--1.0011
$645.00Oct 27122.62122.96$122.790.3%--1.0016
$650.00Oct 27117.62117.96$117.790.3%--1.0013
$655.00Oct 27112.62112.96$112.790.3%--1.0024
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$788.00Oct 3018.9721.72$20.3513.5%301.007
$790.00Oct 3020.9623.60$22.2811.8%--1.0020
$792.00Oct 3022.8125.62$24.2211.6%--1.0010
$800.00Oct 3030.8533.61$32.238.6%--1.0024
$810.00Oct 3040.8543.61$42.236.5%--1.0017

Most actively traded options today. High liquidity = easy entry/exit. 1,547 active (total vol 586.0K, top 52.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Oct 271.201.21$1.210.8%52.9K0.477.8K
$770.00Oct 270.460.47$0.472.1%41.3K0.259.0K
$769.00Oct 270.770.78$0.781.3%37.8K0.353.9K
$767.00Oct 271.751.77$1.761.1%21.8K0.597.4K
$771.00Oct 270.280.29$0.293.4%17.7K0.165.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$767.00Oct 270.980.99$0.991.0%34.3K0.4120.5K
$670.00Oct 300.030.04$0.0425.0%16.5K0.0078.5K
$768.00Oct 271.421.43$1.420.7%16.5K0.531.8K
$766.00Oct 270.660.67$0.671.5%16.4K0.304.1K
$671.00Oct 300.020.03$0.0333.3%16.4K0.00766

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 26.4%, max 33.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$764.00Oct 27Dec 417.7%13.3%33.0%9742.1K
$765.00Oct 27Dec 417.1%13.2%29.6%3.6K6.4K
$771.00Oct 27Dec 415.8%12.4%27.4%17.7K5.2K
$766.00Oct 27Dec 416.5%13.0%26.4%5.9K5.1K
$770.00Oct 27Dec 415.5%12.5%24.4%41.3K9.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$764.00Oct 27Dec 417.7%13.3%33.0%11.5K5.2K
$765.00Oct 27Dec 417.1%13.2%29.5%13.4K12.5K
$771.00Oct 27Dec 415.8%12.4%27.4%591630
$766.00Oct 27Dec 416.5%13.1%26.3%16.4K4.1K
$770.00Oct 27Dec 415.5%12.5%24.4%2.0K1.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 849 found (best R:R 8.09, avg 4.95)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$747.00$748.00Nov 13$0.11$0.89$0.1178%8.09$747.11
$729.00$730.00Nov 13$0.32$0.68$0.3289%2.12$729.32
$708.00$709.00Nov 30$0.39$0.61$0.3990%1.56$708.39
$746.00$747.00Nov 27$0.26$0.74$0.2674%2.85$746.26
$742.00$743.00Oct 30$0.53$0.47$0.5395%0.89$742.53
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$793.00$792.00Nov 20$0.16$0.84$0.1683%5.25$792.84
$785.00$784.00Nov 13$0.11$0.89$0.1178%8.09$784.89
$790.00$789.00Nov 13$0.21$0.79$0.2185%3.76$789.79
$785.00$776.00Dec 4$5.10$3.90$5.1068%0.76$779.90
$787.00$786.00Nov 13$0.18$0.82$0.1881%4.56$786.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 654 found (best R:R 1.00, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 9$2.50$2.50$2.5054%1.00$772.50
$770.00$775.00Nov 10$2.54$2.54$2.4653%1.03$772.54
$770.00$775.00Nov 5$2.38$2.38$2.6254%0.91$772.38
$775.00$780.00Nov 10$1.95$1.95$3.0563%0.64$776.95
$775.00$780.00Nov 9$1.86$1.86$3.1464%0.59$776.86
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$759.00$758.00Oct 28$0.12$0.12$0.8885%0.14$758.88
$760.00$759.00Oct 28$0.14$0.14$0.8683%0.16$759.86
$765.00$764.00Oct 27$0.15$0.15$0.8578%0.18$764.85
$764.00$763.00Oct 28$0.27$0.27$0.7369%0.37$763.73
$766.00$765.00Oct 27$0.22$0.22$0.7870%0.28$765.78

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $1.66, cheapest $1.59)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$766.00Oct 27Oct 28$1.6616.5%16.9%
$767.00Oct 27Oct 28$1.7415.9%16.6%
$769.00Oct 27Oct 28$1.6615.6%16.7%
$768.00Oct 27Oct 28$1.7415.8%17.0%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$766.00Oct 27Oct 28$1.5916.5%16.9%
$767.00Oct 27Oct 28$1.6615.9%16.6%
$769.00Oct 27Oct 28$1.5815.6%16.7%
$768.00Oct 27Oct 28$1.6615.8%17.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 842 found (cheapest 0.34% of stock, avg 3.81%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$768.00Oct 27$1.21$1.42$2.63$765.37$770.630.34%
$767.00Oct 27$1.76$0.99$2.75$764.25$769.750.36%
$769.00Oct 27$0.78$2.00$2.78$766.22$771.780.36%
$766.00Oct 27$2.45$0.67$3.12$762.88$769.120.41%
$770.00Oct 27$0.47$2.70$3.17$766.83$773.170.41%
$765.00Oct 27$3.22$0.45$3.67$761.33$768.670.48%
$771.00Oct 27$0.29$3.50$3.79$767.21$774.790.49%
$764.00Oct 27$4.07$0.30$4.37$759.63$768.370.57%
$772.00Oct 27$0.17$4.39$4.56$767.44$776.560.59%
$763.00Oct 27$4.97$0.20$5.17$757.83$768.170.67%

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
$772.00$763.00Oct 27$0.17$0.20$0.37$762.63$772.37
$772.00$764.00Oct 27$0.17$0.30$0.47$763.53$772.47
$771.00$763.00Oct 27$0.29$0.20$0.49$762.51$771.49
$771.00$764.00Oct 27$0.29$0.30$0.59$763.41$771.59
$772.00$765.00Oct 27$0.17$0.45$0.62$764.38$772.62
$770.00$763.00Oct 27$0.47$0.20$0.67$762.33$770.67
$771.00$765.00Oct 27$0.29$0.45$0.74$764.26$771.74
$770.00$764.00Oct 27$0.47$0.30$0.77$763.23$770.77
$770.00$765.00Oct 27$0.47$0.45$0.92$764.08$770.92
$772.00$766.00Oct 27$0.17$0.67$0.84$765.16$772.84

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 397 found (best R:R 0.89, avg credit $0.65)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
749/750774/775Nov 2$0.47$0.5355%0.89$749.53$774.47
749/750773/774Nov 2$0.49$0.5152%0.96$749.51$773.49
747/748776/777Nov 6$0.52$0.4849%1.08$747.48$776.52
749/750776/777Nov 6$0.54$0.4647%1.17$749.46$776.54
748/749775/776Nov 4$0.50$0.5050%1.00$748.50$775.50
751/752774/775Nov 2$0.48$0.5252%0.92$751.52$774.48
748/749774/775Nov 3$0.48$0.5252%0.92$748.52$774.48
748/749777/778Nov 4$0.45$0.5555%0.82$748.55$777.45
745/746776/777Nov 6$0.50$0.5050%1.00$745.50$776.50
746/747775/776Nov 4$0.48$0.5252%0.92$746.52$775.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 220 found (best R:R 20.74, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Nov 5$0.23$4.7714%20.74
$760.00$765.00$770.00Nov 5$0.51$4.4922%8.80
$755.00$760.00$765.00Nov 5$0.41$4.5918%11.20
$760.00$765.00$770.00Nov 9$0.47$4.5319%9.64
$765.00$766.00$767.00Oct 27$0.08$0.9219%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Nov 5$0.28$4.7214%16.86
$755.00$760.00$765.00Nov 10$0.33$4.6716%14.15
$755.00$760.00$765.00Nov 9$0.36$4.6416%12.89
$750.00$755.00$760.00Nov 9$0.27$4.7313%17.52
$755.00$760.00$765.00Nov 5$0.41$4.5918%11.20

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 934 found (best net $-22.88, 925 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$685.001:2Oct 28-$22.88$37.12
$650.00$700.001:2Nov 27-$23.47$26.53
$620.00$675.001:2Nov 3-$38.51$16.49
$675.00$710.001:2Oct 29-$22.97$12.03
$700.00$725.001:2Nov 3-$18.80$6.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$791.00$781.001:2Oct 27-$3.22$6.78
$715.00$700.001:2Nov 9-$0.26$14.74
$765.00$764.001:2Oct 27-$0.15$0.85
$764.00$763.001:2Oct 27-$0.10$0.90
$766.00$765.001:2Oct 27-$0.23$0.77

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 380 found (best yield 2.06%, avg 0.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$768.00Dec 4$15.820.510.0%2.06%2.09%729
$769.00Dec 4$15.190.490.2%1.98%2.14%9171
$770.00Dec 4$14.570.480.3%1.90%2.19%31442
$771.00Dec 4$13.960.470.4%1.82%2.24%--101
$772.00Dec 4$13.370.470.6%1.74%2.29%--85
$773.00Dec 4$12.790.460.7%1.67%2.34%9143
$774.00Dec 4$12.230.450.8%1.59%2.40%--35
$775.00Dec 4$11.680.430.9%1.52%2.46%150297
$776.00Dec 4$11.140.421.1%1.45%2.52%3192
$768.00Nov 30$14.350.500.0%1.87%1.90%3734

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 305,301
Total Puts 281,349
Put/Call Ratio 0.92
Net Difference 23,952

Prior's Put/Call Breakdown

Total Calls 349,823
Total Puts 314,516
Put/Call Ratio 0.90
Net Difference 35,307

Prior 7-Day Put/Call Summary

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