Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$766.16 +0.10%
◀ 10/27 09:55 ▶

Option Volume

Detail
ℹ
Current (10/27 9:55am) 1,110,502
Calls: 536,855 (48%)
Puts: 573,647 (52%)
Prior (10/26) 971,684
Calls: 538,543 (55%)
Puts: 433,141 (45%)
Current vs Prior +14.29%
Calls: -0.31% (Calls)
Puts: +32.44% (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 -88.86%
Calls: -88.33%
Puts: -89.32%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/27 9:55am) $143.24M
Calls: $59.82M (42%)
Puts: $83.42M (58%)
Prior (10/26) $154.40M
Calls: $95.53M (62%)
Puts: $58.86M (38%)
Current vs Prior -7.23%
Calls: -37.38%
Puts: +41.71%
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 -86.56%
Calls: -88.39%
Puts: -84.84%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/27 9:55am) 1.07
Prior (10/26) 0.80
Current vs Prior +32.86%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -9.05%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/27 9:55am) 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 0.43% | 0.88%0.88% | 1.34%1.34% | 2.06%3.09% | 4.60%
Prior 0.57% | 0.99%0.16% | 0.99%1.44% | 2.18%3.18% | 4.67%
Current vs Prior -24.22% | -10.94%+456.42% | +35.17%-7.35% | -5.32%-2.98% | -1.58%
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 -29.45% | -5.34%+99.16% | +36.38%+44.91% | +7.93%+91.28% | +14.54%
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 -24.22% | -10.94%+456.42% | +35.17%-7.35% | -5.32%-2.98% | -1.58%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.61% | 0.59%
Calls: 0.68% | 0.61%
Puts: 0.55% | 0.57%
Prior 1.33% | 0.80%
Calls: 0.49% | 0.81%
Puts: 2.17% | 0.78%
Current vs Prior -54.14% | -26.25%
Prior 7-Day Avg 1.08% | 0.63%
Calls: 1.09% | 0.59%
Puts: 1.07% | 0.65%
Current vs 7-Day Avg -43.59% | -5.71%
Liquidity Excellent
+
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🤖 AI Insights

Slightly bearish P/C ratio of 1.07. P/C ratio rising 33% - increased hedging/bearish positioning. Put-heavy open interest (5,945,925 puts vs 1,983,025 calls) suggests hedging or bearish positioning.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
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
09:55BEARISHNEUTRALBEARISH
09:50BEARISHNEUTRALMIXED
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 2,205 of results (avg 2.1%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Nov 2012.7912.80$12.800.1%780.513.2K
$700.00Nov 2069.8069.92$69.860.2%40.936.4K
$768.00Nov 2011.5511.57$11.560.2%1360.484.0K
$768.00Nov 35.285.29$5.290.2%2110.46210
$781.00Nov 205.205.21$5.210.2%390.302.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Nov 2011.6411.66$11.650.2%210.533.4K
$766.00Nov 2711.4311.45$11.440.2%220.49651
$770.00Nov 3013.3313.36$13.350.2%270.542.6K
$767.00Oct 294.424.43$4.430.2%9230.531.4K
$767.00Dec 413.0813.11$13.100.2%90.5042

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 576 found (avg $0.40, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Oct 270.070.08$0.0812.5%21.5K0.056.6K
$771.00Oct 270.120.13$0.137.7%28.8K0.085.1K
$770.00Oct 270.220.23$0.234.3%69.4K0.139.0K
$769.00Oct 270.380.39$0.392.6%80.7K0.203.9K
$768.00Oct 270.620.63$0.631.6%91.8K0.297.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$759.00Oct 270.090.10$0.1010.0%11.2K0.062.9K
$760.00Oct 270.130.14$0.147.1%23.7K0.079.0K
$761.00Oct 270.190.20$0.205.0%14.2K0.103.8K
$762.00Oct 270.280.29$0.293.4%17.8K0.1518.2K
$758.00Oct 270.070.08$0.0812.5%10.5K0.044.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 976 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Oct 27140.98141.34$141.160.3%--1.0029
$640.00Oct 27125.96126.35$126.160.3%--1.0011
$645.00Oct 27120.98121.35$121.170.3%--1.0016
$650.00Oct 27115.96116.35$116.160.3%--1.0013
$655.00Oct 27110.96111.34$111.150.3%--1.0024
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Oct 2812.9014.00$13.458.2%31.0010
$781.00Oct 2813.5616.21$14.8917.8%21.00--
$782.00Oct 2814.5515.97$15.269.3%--1.0012
$784.00Oct 2816.5519.22$17.8814.9%21.00--
$787.00Oct 2819.5922.22$20.9112.6%21.00--

Most actively traded options today. High liquidity = easy entry/exit. 1,752 active (total vol 1.1M, top 91.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Oct 270.620.63$0.631.6%91.8K0.297.8K
$769.00Oct 270.380.39$0.392.6%80.7K0.203.9K
$770.00Oct 270.220.23$0.234.3%69.4K0.139.0K
$767.00Oct 270.980.99$0.991.0%45.3K0.407.4K
$771.00Oct 270.120.13$0.137.7%28.8K0.085.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$767.00Oct 271.811.82$1.820.5%77.8K0.6020.5K
$766.00Oct 271.291.30$1.300.8%60.3K0.484.1K
$765.00Oct 270.900.91$0.911.1%54.2K0.3812.5K
$768.00Oct 272.452.47$2.460.8%28.2K0.711.8K
$764.00Oct 270.620.63$0.631.6%27.9K0.285.2K

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 31.6%, max 37.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Oct 27Dec 418.4%13.4%37.3%1.6K2.7K
$764.00Oct 27Dec 417.8%13.3%33.8%1.6K2.1K
$765.00Oct 27Dec 417.2%13.1%31.2%7.7K6.4K
$769.00Oct 27Dec 416.5%12.6%31.0%80.7K4.1K
$767.00Oct 27Dec 416.7%12.9%29.9%45.4K7.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Oct 27Dec 418.4%13.4%37.4%19.6K4.3K
$764.00Oct 27Dec 417.8%13.3%33.8%27.9K5.2K
$765.00Oct 27Dec 417.2%13.1%31.2%54.2K12.5K
$769.00Oct 27Dec 416.5%12.6%31.0%10.0K1.1K
$767.00Oct 27Dec 416.7%12.9%29.9%77.9K20.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 881 found (best R:R 4.00, avg 4.92)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$702.00$703.00Nov 30$0.20$0.80$0.2090%4.00$702.20
$715.00$717.00Nov 20$1.13$0.87$1.1390%0.77$716.13
$711.00$712.00Nov 20$0.30$0.70$0.3091%2.33$711.30
$735.00$736.00Nov 20$0.23$0.77$0.2382%3.35$735.23
$729.00$730.00Nov 13$0.31$0.69$0.3188%2.23$729.31
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$782.00$781.00Oct 28$0.37$0.63$0.37100%1.70$781.63
$785.00$776.00Dec 4$5.32$3.68$5.3270%0.69$779.68
$792.00$791.00Nov 20$0.25$0.75$0.2584%3.00$791.75
$793.00$791.00Dec 4$0.97$1.03$0.9778%1.06$792.03
$789.00$788.00Nov 20$0.23$0.77$0.2380%3.35$788.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 665 found (best R:R 0.91, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 10$2.38$2.38$2.6256%0.91$772.38
$770.00$775.00Nov 9$2.31$2.31$2.6957%0.86$772.31
$770.00$775.00Nov 5$2.18$2.18$2.8258%0.77$772.18
$775.00$780.00Nov 9$1.71$1.71$3.2967%0.52$776.71
$775.00$780.00Nov 10$1.79$1.79$3.2166%0.56$776.79
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$757.00$756.00Oct 28$0.12$0.12$0.8886%0.14$756.88
$763.00$762.00Oct 27$0.14$0.14$0.8680%0.16$762.86
$759.00$758.00Oct 28$0.16$0.16$0.8480%0.19$758.84
$760.00$759.00Oct 28$0.19$0.19$0.8177%0.23$759.81
$758.00$757.00Oct 28$0.13$0.13$0.8783%0.15$757.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.72, cheapest $1.68)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Oct 27Oct 28$1.7617.2%17.4%
$766.00Oct 27Oct 28$1.7816.7%17.1%
$767.00Oct 27Oct 28$1.7416.7%17.5%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Oct 27Oct 28$1.6817.2%17.4%
$766.00Oct 27Oct 28$1.7116.7%17.1%
$767.00Oct 27Oct 28$1.6616.7%17.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 869 found (cheapest 0.36% of stock, avg 3.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$766.00Oct 27$1.48$1.30$2.78$763.22$768.780.36%
$767.00Oct 27$0.99$1.82$2.81$764.19$769.810.37%
$765.00Oct 27$2.08$0.91$2.99$762.01$767.990.39%
$768.00Oct 27$0.63$2.46$3.09$764.91$771.090.40%
$764.00Oct 27$2.79$0.63$3.42$760.58$767.420.45%
$769.00Oct 27$0.39$3.22$3.61$765.39$772.610.47%
$763.00Oct 27$3.60$0.43$4.03$758.97$767.030.53%
$770.00Oct 27$0.23$4.06$4.29$765.71$774.290.56%
$762.00Oct 27$4.45$0.29$4.74$757.26$766.740.62%
$771.00Oct 27$0.13$4.97$5.10$765.90$776.100.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.05% of stock, avg 1.59%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$771.00$762.00Oct 27$0.13$0.29$0.42$761.58$771.42
$770.00$762.00Oct 27$0.23$0.29$0.52$761.48$770.52
$771.00$763.00Oct 27$0.13$0.43$0.56$762.44$771.56
$769.00$762.00Oct 27$0.39$0.29$0.68$761.32$769.68
$770.00$763.00Oct 27$0.23$0.43$0.66$762.34$770.66
$769.00$763.00Oct 27$0.39$0.43$0.82$762.18$769.82
$771.00$764.00Oct 27$0.13$0.63$0.76$763.24$771.76
$770.00$764.00Oct 27$0.23$0.63$0.86$763.14$770.86
$768.00$762.00Oct 27$0.63$0.29$0.92$761.08$768.92
$769.00$764.00Oct 27$0.39$0.63$1.02$762.98$770.02

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 456 found (best R:R 1.13, avg credit $0.67)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
737/738776/777Nov 13$0.53$0.4748%1.13$737.47$776.53
739/740776/777Nov 13$0.54$0.4647%1.17$739.46$776.54
736/737776/777Nov 13$0.52$0.4849%1.08$736.48$776.52
746/747774/775Nov 4$0.49$0.5152%0.96$746.51$774.49
740/741776/777Nov 13$0.54$0.4646%1.17$740.46$776.54
744/745774/775Nov 4$0.47$0.5353%0.89$744.53$774.47
746/747776/777Nov 4$0.44$0.5656%0.79$746.56$776.44
752/753771/772Oct 30$0.52$0.4848%1.08$752.48$771.52
744/745774/775Nov 6$0.52$0.4848%1.08$744.48$774.52
744/745776/777Nov 4$0.42$0.5858%0.72$744.58$776.42

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 251 found (best R:R 12.16, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Nov 5$0.38$4.6219%12.16
$640.00$645.00$650.00Nov 30$0.06$4.946%82.33
$750.00$755.00$760.00Nov 5$0.34$4.6615%13.71
$760.00$765.00$770.00Nov 9$0.46$4.5419%9.87
$745.00$750.00$755.00Nov 5$0.25$4.7512%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Nov 5$0.43$4.5719%10.63
$750.00$755.00$760.00Nov 5$0.32$4.6815%14.62
$755.00$760.00$765.00Nov 9$0.38$4.6217%12.16
$745.00$750.00$755.00Nov 5$0.23$4.7712%20.74
$750.00$755.00$760.00Nov 9$0.30$4.7014%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 933 found (best net $-22.04, 925 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$650.00$700.001:2Nov 27-$22.04$27.96
$620.00$675.001:2Nov 3-$37.05$17.95
$675.00$710.001:2Oct 29-$21.44$13.56
$739.00$755.001:2Nov 4-$1.01$14.99
$700.00$725.001:2Nov 3-$17.26$7.74
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$815.00$791.001:2Oct 27-$0.91$23.09
$715.00$700.001:2Nov 10-$0.32$14.68
$725.00$715.001:2Nov 10-$0.57$9.43
$763.00$762.001:2Oct 27-$0.15$0.85
$700.00$695.001:2Oct 28$0.00$5.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 373 found (best yield 2.03%, avg 0.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$767.00Dec 4$15.570.500.1%2.03%2.14%2734
$768.00Dec 4$14.940.490.2%1.95%2.19%729
$769.00Dec 4$14.330.470.4%1.87%2.24%13171
$770.00Dec 4$13.730.470.5%1.79%2.29%39442
$771.00Dec 4$13.140.460.6%1.72%2.35%--101
$772.00Dec 4$12.570.450.8%1.64%2.40%--85
$773.00Dec 4$12.010.440.9%1.57%2.46%9143
$774.00Dec 4$11.460.431.0%1.50%2.52%435
$775.00Dec 4$10.930.421.1%1.43%2.58%150297
$767.00Nov 30$14.100.490.1%1.84%1.95%23555

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 536,855
Total Puts 573,647
Put/Call Ratio 1.07
Net Difference -36,792

Prior's Put/Call Breakdown

Total Calls 538,543
Total Puts 433,141
Put/Call Ratio 0.80
Net Difference 105,402

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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