Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$766.22 +0.11%
◀ 10/27 10:00 ▶

Option Volume

Detail
ℹ
Current (10/27 10:00am) 1,246,864
Calls: 608,061 (49%)
Puts: 638,803 (51%)
Prior (10/26) 1,189,223
Calls: 664,706 (56%)
Puts: 524,517 (44%)
Current vs Prior +4.85%
Calls: -8.52% (Calls)
Puts: +21.79% (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 -87.50%
Calls: -86.78%
Puts: -88.11%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/27 10:00am) $160.23M
Calls: $70.63M (44%)
Puts: $89.60M (56%)
Prior (10/26) $180.08M
Calls: $98.93M (55%)
Puts: $81.15M (45%)
Current vs Prior -11.02%
Calls: -28.60%
Puts: +10.41%
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 -84.96%
Calls: -86.29%
Puts: -83.71%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/27 10:00am) 1.05
Prior (10/26) 0.79
Current vs Prior +33.13%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -10.57%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/27 10:00am) 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% | 1.33%1.33% | 2.06%3.08% | 4.60%
Prior 0.57% | 0.99%0.16% | 0.99%1.44% | 2.18%3.18% | 4.67%
Current vs Prior -24.91% | -10.68%+458.06% | +34.91%-7.53% | -5.56%-3.23% | -1.67%
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 -30.09% | -5.07%+99.75% | +36.12%+44.63% | +7.65%+90.78% | +14.44%
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 -24.91% | -10.68%+458.06% | +34.91%-7.53% | -5.56%-3.23% | -1.67%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.61% | 0.29%
Calls: 0.67% | 0.30%
Puts: 0.56% | 0.29%
Prior 1.33% | 0.80%
Calls: 0.49% | 0.81%
Puts: 2.17% | 0.78%
Current vs Prior -54.14% | -63.75%
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% | -53.65%
Liquidity Excellent
+
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🤖 AI Insights

Slightly bearish P/C ratio of 1.05. 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
10:00BEARISHNEUTRALBEARISH
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 2,136 of results (avg 2.6%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Nov 1310.6510.67$10.660.2%420.51828
$766.00Oct 305.205.21$5.210.2%5050.527.0K
$767.00Nov 1310.0310.05$10.040.2%2130.49592
$774.00Nov 279.689.70$9.690.2%250.41450
$768.00Nov 139.449.46$9.450.2%1180.481.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Oct 305.465.47$5.470.2%1.0K0.552.3K
$767.00Oct 304.995.00$5.000.2%1.4K0.524.5K
$772.00Nov 3014.1814.21$14.200.2%--0.561.2K
$767.00Nov 139.219.23$9.220.2%850.511.4K
$766.00Oct 304.554.56$4.560.2%1.4K0.492.9K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 579 found (avg $0.40, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Oct 270.050.06$0.0616.7%27.6K0.046.4K
$772.00Oct 270.080.09$0.0911.1%25.0K0.066.6K
$771.00Oct 270.140.15$0.156.7%30.8K0.095.1K
$770.00Oct 270.230.24$0.244.2%75.1K0.149.0K
$769.00Oct 270.390.40$0.402.5%89.2K0.203.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$759.00Oct 270.080.09$0.0911.1%12.8K0.052.9K
$760.00Oct 270.120.13$0.137.7%25.7K0.079.0K
$761.00Oct 270.180.19$0.195.3%16.1K0.103.8K
$758.00Oct 270.060.07$0.0714.3%11.6K0.044.2K
$762.00Oct 270.270.28$0.283.6%21.5K0.1418.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 989 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Oct 27140.09142.32$141.201.6%--1.0029
$635.00Oct 27130.32132.32$131.321.5%21.005
$640.00Oct 27125.12127.22$126.171.7%21.0011
$645.00Oct 27120.13122.41$121.271.9%21.0016
$650.00Oct 27115.09117.32$116.211.9%21.0013
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Oct 278.698.86$8.771.9%461.0045
$776.00Oct 279.699.86$9.771.7%611.0014
$777.00Oct 2710.6810.85$10.771.6%781.0013
$778.00Oct 2711.5512.07$11.814.4%451.001
$779.00Oct 2712.5513.07$12.814.1%151.00--

Most actively traded options today. High liquidity = easy entry/exit. 1,811 active (total vol 1.2M, top 102.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Oct 270.640.65$0.651.5%102.4K0.307.8K
$769.00Oct 270.390.40$0.402.5%89.2K0.203.9K
$770.00Oct 270.230.24$0.244.2%75.1K0.149.0K
$767.00Oct 271.001.01$1.001.0%56.0K0.417.4K
$771.00Oct 270.140.15$0.156.7%30.8K0.095.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$767.00Oct 271.771.78$1.780.6%80.8K0.5920.5K
$766.00Oct 271.261.27$1.270.8%70.5K0.484.1K
$765.00Oct 270.880.89$0.891.1%68.3K0.3712.5K
$764.00Oct 270.600.61$0.611.6%34.1K0.275.2K
$768.00Oct 272.402.44$2.421.7%29.5K0.701.8K

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 31.6%, max 37.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Oct 27Dec 418.4%13.4%37.2%1.8K2.7K
$764.00Oct 27Dec 417.7%13.3%33.2%2.0K2.1K
$769.00Oct 27Dec 416.6%12.6%31.5%89.2K4.1K
$768.00Oct 27Dec 416.6%12.7%30.5%102.4K7.8K
$765.00Oct 27Dec 417.1%13.1%30.4%10.1K6.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Oct 27Dec 418.4%13.4%37.2%22.5K4.3K
$764.00Oct 27Dec 417.7%13.3%33.2%34.1K5.2K
$769.00Oct 27Dec 416.6%12.6%31.5%10.6K1.1K
$768.00Oct 27Dec 416.6%12.7%30.5%29.5K1.8K
$765.00Oct 27Dec 417.1%13.1%30.4%68.3K12.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 885 found (best R:R 1.37, avg 4.94)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$715.00$717.00Nov 20$1.14$0.86$1.1490%0.75$716.14
$710.00$711.00Nov 20$0.27$0.73$0.2791%2.70$710.27
$714.00$715.00Nov 30$0.27$0.73$0.2788%2.70$714.27
$747.00$748.00Nov 13$0.17$0.83$0.1776%4.88$747.17
$754.00$755.00Nov 6$0.13$0.87$0.1373%6.69$754.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$775.00$770.00Nov 9$2.11$2.89$2.1167%1.37$772.89
$784.00$783.00Nov 13$0.13$0.87$0.1378%6.69$783.87
$791.00$790.00Nov 30$0.14$0.86$0.1479%6.14$790.86
$790.00$789.00Nov 13$0.22$0.78$0.2286%3.55$789.78
$788.00$787.00Nov 30$0.13$0.87$0.1375%6.69$787.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 662 found (best R:R 0.92, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 10$2.39$2.39$2.6156%0.92$772.39
$770.00$775.00Nov 9$2.31$2.31$2.6957%0.86$772.31
$770.00$775.00Nov 5$2.17$2.17$2.8358%0.77$772.17
$775.00$780.00Nov 9$1.71$1.71$3.2967%0.52$776.71
$775.00$780.00Nov 10$1.78$1.78$3.2266%0.55$776.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$757.00$756.00Oct 28$0.12$0.12$0.8886%0.14$756.88
$760.00$759.00Oct 28$0.19$0.19$0.8177%0.23$759.81
$764.00$763.00Oct 27$0.20$0.20$0.8073%0.25$763.80
$762.00$761.00Oct 28$0.26$0.26$0.7470%0.35$761.74
$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 $1.74, cheapest $1.68)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Oct 27Oct 28$1.7717.1%17.4%
$766.00Oct 27Oct 28$1.8116.7%17.1%
$767.00Oct 27Oct 28$1.7616.8%17.5%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Oct 27Oct 28$1.6817.1%17.4%
$766.00Oct 27Oct 28$1.7216.7%17.1%
$767.00Oct 27Oct 28$1.6816.8%17.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 881 found (cheapest 0.36% of stock, avg 3.84%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$766.00Oct 27$1.49$1.27$2.76$763.24$768.760.36%
$767.00Oct 27$1.00$1.78$2.78$764.22$769.780.36%
$765.00Oct 27$2.11$0.89$3.00$762.00$768.000.39%
$768.00Oct 27$0.65$2.42$3.07$764.93$771.070.40%
$764.00Oct 27$2.83$0.61$3.44$760.56$767.440.45%
$769.00Oct 27$0.40$3.18$3.58$765.42$772.580.47%
$763.00Oct 27$3.63$0.41$4.04$758.96$767.040.53%
$770.00Oct 27$0.24$4.02$4.26$765.74$774.260.56%
$762.00Oct 27$4.51$0.28$4.79$757.21$766.790.63%
$771.00Oct 27$0.15$4.90$5.05$765.95$776.050.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.06% of stock, avg 1.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$771.00$762.00Oct 27$0.15$0.28$0.43$761.57$771.43
$770.00$762.00Oct 27$0.24$0.28$0.52$761.48$770.52
$771.00$763.00Oct 27$0.15$0.41$0.56$762.44$771.56
$770.00$763.00Oct 27$0.24$0.41$0.65$762.35$770.65
$769.00$762.00Oct 27$0.40$0.28$0.68$761.32$769.68
$769.00$763.00Oct 27$0.40$0.41$0.81$762.19$769.81
$771.00$764.00Oct 27$0.15$0.61$0.76$763.24$771.76
$770.00$764.00Oct 27$0.24$0.61$0.85$763.15$770.85
$769.00$764.00Oct 27$0.40$0.61$1.01$762.99$770.01
$768.00$762.00Oct 27$0.65$0.28$0.93$761.07$768.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 453 found (best R:R 1.17, avg credit $0.66)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
745/746774/775Nov 6$0.54$0.4647%1.17$745.46$774.54
743/744774/775Nov 6$0.52$0.4849%1.08$743.48$774.52
748/749772/773Nov 2$0.49$0.5152%0.96$748.51$772.49
746/747772/773Nov 3$0.50$0.5051%1.00$746.50$772.50
749/750772/773Nov 2$0.50$0.5051%1.00$749.50$772.50
745/746776/777Nov 6$0.49$0.5152%0.96$745.51$776.49
746/747773/774Nov 3$0.47$0.5354%0.89$746.53$773.47
750/751772/773Nov 2$0.51$0.4950%1.04$750.49$772.51
745/746774/775Nov 4$0.48$0.5252%0.92$745.52$774.48
743/744776/777Nov 6$0.47$0.5354%0.89$743.53$776.47

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 308 found (best R:R 25.32, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Nov 5$0.41$4.5919%11.20
$750.00$755.00$760.00Nov 5$0.32$4.6815%14.62
$745.00$750.00$755.00Nov 5$0.24$4.7612%19.83
$760.00$765.00$770.00Nov 5$0.55$4.4522%8.09
$764.00$765.00$766.00Oct 27$0.10$0.9021%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$780.00$800.00$820.00Nov 9$0.76$19.2423%25.32
$755.00$760.00$765.00Nov 9$0.37$4.6317%12.51
$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
$750.00$755.00$760.00Nov 10$0.28$4.7213%16.86

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 $-21.88, 926 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$650.00$700.001:2Nov 27-$21.88$28.12
$620.00$675.001:2Nov 3-$36.83$18.17
$675.00$710.001:2Oct 29-$21.79$13.21
$739.00$755.001:2Nov 4-$0.94$15.06
$700.00$725.001:2Nov 3-$17.43$7.57
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$815.00$791.001:2Oct 27-$0.60$23.40
$820.00$800.001:2Nov 9-$14.54$5.46
$715.00$700.001:2Nov 10-$0.32$14.68
$725.00$715.001:2Nov 10-$0.55$9.45
$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 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$767.00Dec 4$15.570.500.1%2.03%2.13%3734
$768.00Dec 4$14.940.490.2%1.95%2.18%729
$769.00Dec 4$14.330.470.4%1.87%2.23%13171
$770.00Dec 4$13.750.470.5%1.79%2.29%39442
$771.00Dec 4$13.140.460.6%1.71%2.34%--101
$772.00Dec 4$12.570.450.8%1.64%2.39%--85
$773.00Dec 4$12.010.440.9%1.57%2.45%9143
$774.00Dec 4$11.460.431.0%1.50%2.51%435
$775.00Dec 4$10.930.421.1%1.43%2.57%150297
$767.00Nov 30$14.110.500.1%1.84%1.94%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 608,061
Total Puts 638,803
Put/Call Ratio 1.05
Net Difference -30,742

Prior's Put/Call Breakdown

Total Calls 664,706
Total Puts 524,517
Put/Call Ratio 0.79
Net Difference 140,189

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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