Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$765.98 +0.08%
◀ 10/27 10:05 ▶

Option Volume

Detail
ℹ
Current (10/27 10:05am) 1,467,268
Calls: 699,462 (48%)
Puts: 767,806 (52%)
Prior (10/26) 1,361,533
Calls: 768,123 (56%)
Puts: 593,410 (44%)
Current vs Prior +7.77%
Calls: -8.94% (Calls)
Puts: +29.39% (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 -85.29%
Calls: -84.79%
Puts: -85.71%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/27 10:05am) $186.00M
Calls: $78.87M (42%)
Puts: $107.13M (58%)
Prior (10/26) $211.20M
Calls: $128.17M (61%)
Puts: $83.04M (39%)
Current vs Prior -11.93%
Calls: -38.46%
Puts: +29.02%
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 -82.54%
Calls: -84.69%
Puts: -80.52%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/27 10:05am) 1.10
Prior (10/26) 0.77
Current vs Prior +42.09%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -6.57%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/27 10:05am) 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% | 0.89%0.89% | 1.36%1.36% | 2.09%3.12% | 4.63%
Prior 0.57% | 0.99%0.16% | 0.99%1.44% | 2.18%3.18% | 4.67%
Current vs Prior -24.89% | -9.46%+465.65% | +37.19%-5.96% | -4.15%-2.05% | -0.94%
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 -30.07% | -3.77%+102.47% | +38.43%+47.08% | +9.26%+93.11% | +15.29%
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 -24.89% | -9.46%+465.65% | +37.19%-5.96% | -4.15%-2.05% | -0.94%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.63% | 0.30%
Calls: 0.52% | 0.27%
Puts: 0.74% | 0.32%
Prior 1.33% | 0.80%
Calls: 0.49% | 0.81%
Puts: 2.17% | 0.78%
Current vs Prior -52.63% | -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 -41.74% | -52.05%
Liquidity Excellent
+
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🤖 AI Insights

Slightly bearish P/C ratio of 1.10. P/C ratio rising 42% - 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
10:05BEARISHNEUTRALBEARISH
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 2,229 of results (avg 2.1%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Nov 2012.6812.70$12.690.2%2880.513.2K
$700.00Nov 2069.6369.74$69.690.2%60.936.4K
$778.00Nov 206.316.32$6.320.2%1020.343.9K
$767.00Nov 2012.0512.07$12.060.2%1250.492.9K
$640.00Oct 27125.88126.09$125.990.2%21.0011
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Oct 304.264.27$4.260.2%2.1K0.4644.6K
$767.00Oct 283.573.58$3.580.3%9.6K0.552.6K
$773.00Oct 277.057.07$7.060.3%6080.9593
$769.00Nov 3012.9913.03$13.010.3%--0.53908
$768.00Nov 3012.5812.62$12.600.3%120.52627

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 582 found (avg $0.39, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Oct 270.070.08$0.0812.5%30.2K0.056.6K
$771.00Oct 270.110.12$0.128.3%34.8K0.075.1K
$770.00Oct 270.190.20$0.205.0%81.4K0.129.0K
$769.00Oct 270.330.34$0.342.9%97.8K0.183.9K
$768.00Oct 270.540.55$0.551.8%112.7K0.277.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Oct 270.130.14$0.147.1%28.1K0.079.0K
$759.00Oct 270.090.10$0.1010.0%15.0K0.052.9K
$761.00Oct 270.190.20$0.205.0%19.3K0.103.8K
$758.00Oct 270.060.07$0.0714.3%16.1K0.044.2K
$762.00Oct 270.280.29$0.293.4%35.9K0.1518.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,003 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Oct 27140.82141.11$140.970.2%--1.0029
$635.00Oct 27130.80131.10$130.950.2%21.005
$640.00Oct 27125.88126.09$125.990.2%21.0011
$645.00Oct 27120.88121.09$120.990.2%21.0016
$650.00Oct 27115.82116.11$115.970.3%21.0013
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 277.958.08$8.021.6%811.0018
$775.00Oct 278.949.07$9.001.4%941.0045
$776.00Oct 279.9410.07$10.001.3%781.0014
$777.00Oct 2710.9411.07$11.011.2%821.0013
$778.00Oct 2711.9312.07$12.001.2%451.001

Most actively traded options today. High liquidity = easy entry/exit. 1,856 active (total vol 1.5M, top 112.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Oct 270.540.55$0.551.8%112.7K0.277.8K
$769.00Oct 270.330.34$0.342.9%97.8K0.183.9K
$770.00Oct 270.190.20$0.205.0%81.4K0.129.0K
$767.00Oct 270.870.88$0.881.1%71.5K0.387.4K
$766.00Oct 271.321.33$1.330.8%35.8K0.505.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Oct 270.930.94$0.941.1%97.5K0.3912.5K
$766.00Oct 271.341.35$1.350.7%90.4K0.504.1K
$767.00Oct 271.881.89$1.880.5%86.6K0.6220.5K
$764.00Oct 270.630.64$0.641.6%45.6K0.295.2K
$762.00Oct 270.280.29$0.293.4%35.9K0.1518.2K

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 29.7%, max 34.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Oct 27Dec 418.0%13.4%34.0%2.0K2.7K
$764.00Oct 27Dec 417.4%13.3%31.1%2.7K2.1K
$769.00Oct 27Dec 416.5%12.6%31.1%97.9K4.1K
$768.00Oct 27Dec 416.4%12.7%29.0%112.7K7.8K
$766.00Oct 27Dec 416.7%13.0%28.1%35.8K5.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Oct 27Dec 418.0%13.4%34.0%28.9K4.3K
$764.00Oct 27Dec 417.4%13.3%31.1%45.7K5.2K
$769.00Oct 27Dec 416.5%12.6%31.1%11.6K1.1K
$768.00Oct 27Dec 416.4%12.7%29.0%31.4K1.8K
$766.00Oct 27Dec 416.7%13.0%28.1%90.4K4.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 883 found (best R:R 3.65, avg 5.11)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$725.00$727.00Nov 20$0.43$1.57$0.4386%3.65$725.43
$705.00$706.00Nov 30$0.16$0.84$0.1690%5.25$705.16
$740.00$741.00Nov 20$0.19$0.81$0.1978%4.26$740.19
$730.00$731.00Nov 30$0.24$0.76$0.2482%3.17$730.24
$704.00$705.00Oct 30$0.42$0.58$0.4299%1.38$704.42
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$793.00$791.00Dec 4$0.92$1.08$0.9278%1.17$792.08
$782.00$781.00Oct 28$0.38$0.62$0.38100%1.63$781.62
$782.00$781.00Nov 13$0.13$0.87$0.1376%6.69$781.87
$787.00$786.00Nov 20$0.18$0.82$0.1878%4.56$786.82
$785.00$776.00Dec 4$5.33$3.67$5.3370%0.69$779.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 667 found (best R:R 0.89, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 10$2.36$2.36$2.6456%0.89$772.36
$770.00$775.00Nov 9$2.30$2.30$2.7057%0.85$772.30
$770.00$775.00Nov 5$2.15$2.15$2.8558%0.75$772.15
$775.00$780.00Nov 10$1.77$1.77$3.2366%0.55$776.77
$775.00$780.00Nov 9$1.68$1.68$3.3267%0.51$776.68
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$756.00$755.00Oct 28$0.10$0.10$0.9088%0.11$755.90
$757.00$756.00Oct 28$0.12$0.12$0.8885%0.14$756.88
$758.00$757.00Oct 28$0.14$0.14$0.8683%0.16$757.86
$762.00$761.00Oct 28$0.27$0.27$0.7369%0.37$761.73
$764.00$763.00Oct 27$0.21$0.21$0.7971%0.27$763.79

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.78, cheapest $1.75)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$766.00Oct 27Oct 28$1.8616.7%17.2%
$765.00Oct 27Oct 28$1.8316.8%17.4%
$767.00Oct 27Oct 28$1.7816.4%17.5%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$766.00Oct 27Oct 28$1.7516.7%17.2%
$765.00Oct 27Oct 28$1.7316.8%17.4%
$767.00Oct 27Oct 28$1.7016.4%17.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 894 found (cheapest 0.35% of stock, avg 3.85%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$766.00Oct 27$1.33$1.35$2.68$763.32$768.680.35%
$767.00Oct 27$0.88$1.88$2.76$764.24$769.760.36%
$765.00Oct 27$1.92$0.94$2.86$762.14$767.860.37%
$768.00Oct 27$0.55$2.56$3.11$764.89$771.110.41%
$764.00Oct 27$2.62$0.64$3.26$760.74$767.260.43%
$769.00Oct 27$0.34$3.34$3.68$765.32$772.680.48%
$763.00Oct 27$3.41$0.43$3.84$759.16$766.840.50%
$770.00Oct 27$0.20$4.21$4.41$765.59$774.410.58%
$762.00Oct 27$4.27$0.29$4.56$757.44$766.560.60%
$771.00Oct 27$0.12$5.13$5.25$765.75$776.250.69%

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
$770.00$761.00Oct 27$0.20$0.20$0.40$760.60$770.40
$770.00$762.00Oct 27$0.20$0.29$0.49$761.51$770.49
$769.00$761.00Oct 27$0.34$0.20$0.54$760.46$769.54
$769.00$762.00Oct 27$0.34$0.29$0.63$761.37$769.63
$770.00$763.00Oct 27$0.20$0.43$0.63$762.37$770.63
$769.00$763.00Oct 27$0.34$0.43$0.77$762.23$769.77
$768.00$761.00Oct 27$0.55$0.20$0.75$760.25$768.75
$768.00$762.00Oct 27$0.55$0.29$0.84$761.16$768.84
$770.00$764.00Oct 27$0.20$0.64$0.84$763.16$770.84
$768.00$763.00Oct 27$0.55$0.43$0.98$762.02$768.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 400 found (best R:R 1.04, avg credit $0.70)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
742/743774/775Nov 6$0.51$0.4950%1.04$742.49$774.51
748/749773/774Nov 3$0.49$0.5152%0.96$748.51$773.49
744/745774/775Nov 6$0.52$0.4848%1.08$744.48$774.52
746/747773/774Nov 4$0.51$0.4949%1.04$746.49$773.51
743/744774/775Nov 6$0.51$0.4949%1.04$743.49$774.51
745/746773/774Nov 4$0.50$0.5050%1.00$745.50$773.50
746/747775/776Nov 4$0.46$0.5454%0.85$746.54$775.46
752/753773/774Nov 4$0.58$0.4242%1.38$752.42$773.58
745/746775/776Nov 4$0.45$0.5555%0.82$745.55$775.45
748/749772/773Nov 3$0.51$0.4949%1.04$748.49$772.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 250 found (best R:R 19.20, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Nov 5$0.42$4.5819%10.90
$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
$760.00$765.00$770.00Nov 9$0.47$4.5319%9.64
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$780.00$800.00$820.00Nov 9$0.99$19.0123%19.20
$755.00$760.00$765.00Nov 5$0.43$4.5719%10.63
$750.00$755.00$760.00Nov 5$0.32$4.6815%14.63
$750.00$755.00$760.00Nov 10$0.28$4.7214%16.86
$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. 932 found (best net $-22.30, 924 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$650.00$700.001:2Nov 27-$22.30$27.70
$620.00$675.001:2Nov 3-$36.83$18.17
$700.00$725.001:2Nov 3-$17.24$7.76
$739.00$752.001:2Nov 4-$5.77$7.23
$755.00$765.001:2Nov 10-$2.87$7.13
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$820.00$800.001:2Nov 9-$14.54$5.46
$805.00$791.001:2Oct 27-$10.97$3.03
$715.00$700.001:2Nov 10-$0.33$14.67
$725.00$715.001:2Nov 10-$0.55$9.45
$763.00$762.001:2Oct 27-$0.15$0.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 383 found (best yield 2.10%, avg 0.50%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$766.00Dec 4$16.070.510.0%2.10%2.10%126
$767.00Dec 4$15.470.500.1%2.02%2.15%3734
$768.00Dec 4$14.840.480.3%1.94%2.20%729
$769.00Dec 4$14.230.470.4%1.86%2.25%13171
$770.00Dec 4$13.630.470.5%1.78%2.30%42442
$771.00Dec 4$13.040.460.7%1.70%2.36%--101
$772.00Dec 4$12.460.450.8%1.63%2.41%285
$773.00Dec 4$11.930.440.9%1.56%2.47%95143
$774.00Dec 4$11.380.431.1%1.49%2.53%435
$766.00Nov 30$14.630.510.0%1.91%1.91%21569

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 699,462
Total Puts 767,806
Put/Call Ratio 1.10
Net Difference -68,344

Prior's Put/Call Breakdown

Total Calls 768,123
Total Puts 593,410
Put/Call Ratio 0.77
Net Difference 174,713

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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