Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$765.84 +0.06%
◀ 10/27 10:15 ▶

Option Volume

Detail
ℹ
Current (10/27 10:15am) 1,718,667
Calls: 819,444 (48%)
Puts: 899,223 (52%)
Prior (10/26) 1,979,593
Calls: 993,120 (50%)
Puts: 986,473 (50%)
Current vs Prior -13.18%
Calls: -17.49% (Calls)
Puts: -8.84% (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 -82.76%
Calls: -82.19%
Puts: -83.26%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/27 10:15am) $210.51M
Calls: $89.41M (42%)
Puts: $121.10M (58%)
Prior (10/26) $355.87M
Calls: $194.11M (55%)
Puts: $161.77M (45%)
Current vs Prior -40.85%
Calls: -53.94%
Puts: -25.14%
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 -80.24%
Calls: -82.65%
Puts: -77.99%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/27 10:15am) 1.10
Prior (10/26) 0.99
Current vs Prior +10.48%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -6.59%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/27 10:15am) 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 0.40% | 0.89%0.89% | 1.35%1.35% | 2.09%3.11% | 4.63%
Prior 0.57% | 0.99%0.16% | 0.99%1.44% | 2.18%3.18% | 4.67%
Current vs Prior -29.01% | -10.37%+459.96% | +36.95%-6.13% | -4.20%-2.12% | -0.98%
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 -33.91% | -4.74%+100.43% | +38.18%+46.82% | +9.21%+92.97% | +15.24%
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 -29.01% | -10.37%+459.96% | +36.95%-6.13% | -4.20%-2.12% | -0.98%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.66% | 0.44%
Calls: 0.56% | 0.55%
Puts: 0.76% | 0.32%
Prior 1.33% | 0.80%
Calls: 0.49% | 0.81%
Puts: 2.17% | 0.78%
Current vs Prior -50.38% | -45.00%
Prior 7-Day Avg 1.08% | 0.63%
Calls: 1.09% | 0.59%
Puts: 1.07% | 0.65%
Current vs 7-Day Avg -38.97% | -29.68%
Liquidity Excellent
+
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🤖 AI Insights

Slightly bearish P/C ratio of 1.10. 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 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
10:15BEARISHNEUTRALBEARISH
10:10BEARISHNEUTRALBEARISH
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 2,245 of results (avg 2.1%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Nov 2069.5369.64$69.590.2%80.936.4K
$760.00Oct 275.996.00$6.000.2%6710.931.1K
$766.00Nov 3014.5814.61$14.600.2%220.51569
$635.00Oct 27130.74131.01$130.880.2%21.005
$766.00Nov 2714.1514.18$14.170.2%510.51222
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Nov 139.009.02$9.010.2%580.492.4K
$765.00Oct 304.314.32$4.310.2%2.5K0.4644.6K
$762.00Nov 137.577.59$7.580.3%180.432.5K
$765.00Oct 293.663.67$3.670.3%8200.462.1K
$763.00Oct 303.573.58$3.580.3%1.4K0.403.9K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 586 found (avg $0.39, cheapest $0.16)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Oct 270.150.16$0.166.3%93.3K0.109.0K
$771.00Oct 270.090.10$0.1010.0%40.7K0.075.1K
$772.00Oct 270.060.07$0.0714.3%32.3K0.046.6K
$769.00Oct 270.260.27$0.273.7%110.5K0.163.9K
$768.00Oct 270.450.46$0.462.2%129.6K0.257.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$759.00Oct 270.070.08$0.0812.5%18.4K0.042.9K
$761.00Oct 270.160.17$0.175.9%22.5K0.103.8K
$760.00Oct 270.110.12$0.128.3%32.0K0.079.0K
$758.00Oct 270.050.06$0.0616.7%25.7K0.034.2K
$762.00Oct 270.250.26$0.263.8%47.9K0.1418.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,011 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Oct 27140.70141.00$140.850.2%--1.0029
$635.00Oct 27130.74131.01$130.880.2%21.005
$640.00Oct 27125.72126.01$125.870.2%21.0011
$645.00Oct 27120.72121.01$120.870.2%21.0016
$650.00Oct 27115.70116.00$115.850.3%21.0013
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 278.118.25$8.181.7%941.0018
$775.00Oct 279.109.22$9.161.3%1271.0045
$776.00Oct 2710.1010.19$10.150.9%941.0014
$777.00Oct 2711.1011.23$11.171.2%821.0013
$778.00Oct 2712.1012.23$12.171.1%451.001

Most actively traded options today. High liquidity = easy entry/exit. 1,911 active (total vol 1.7M, top 129.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Oct 270.450.46$0.462.2%129.6K0.257.8K
$769.00Oct 270.260.27$0.273.7%110.5K0.163.9K
$767.00Oct 270.750.76$0.761.3%94.4K0.367.4K
$770.00Oct 270.150.16$0.166.3%93.3K0.109.0K
$766.00Oct 271.191.20$1.190.8%53.9K0.485.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Oct 270.880.89$0.891.1%123.7K0.3912.5K
$766.00Oct 271.311.32$1.320.8%109.1K0.524.1K
$767.00Oct 271.871.88$1.880.5%94.1K0.6420.5K
$764.00Oct 270.580.59$0.591.7%57.2K0.295.2K
$762.00Oct 270.250.26$0.263.8%47.9K0.1418.2K

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 24.0%, max 28.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Oct 27Dec 417.2%13.4%28.6%2.5K2.7K
$769.00Oct 27Dec 416.0%12.6%26.9%110.5K4.1K
$764.00Oct 27Dec 416.5%13.3%24.6%4.4K2.1K
$768.00Oct 27Dec 415.6%12.7%22.6%129.6K7.8K
$766.00Oct 27Dec 415.9%13.0%22.3%53.9K5.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Oct 27Dec 417.2%13.4%28.6%35.4K4.3K
$769.00Oct 27Dec 416.0%12.6%26.9%12.5K1.1K
$764.00Oct 27Dec 416.5%13.3%24.6%57.2K5.2K
$768.00Oct 27Dec 415.6%12.7%22.6%33.1K1.8K
$766.00Oct 27Dec 415.9%13.0%22.3%109.1K4.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 872 found (best R:R 1.07, avg 4.62)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$725.00$727.00Nov 20$0.62$1.38$0.6286%2.23$725.62
$720.00$721.00Nov 20$0.32$0.68$0.3288%2.12$720.32
$715.00$717.00Nov 20$1.23$0.77$1.2390%0.63$716.23
$714.00$715.00Nov 30$0.32$0.68$0.3287%2.12$714.32
$740.00$741.00Nov 20$0.23$0.77$0.2378%3.35$740.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$780.00$775.00Nov 10$2.42$2.58$2.4276%1.07$777.58
$782.00$781.00Oct 28$0.37$0.63$0.37100%1.70$781.63
$792.00$791.00Nov 20$0.23$0.77$0.2384%3.35$791.77
$793.00$791.00Dec 4$0.95$1.05$0.9579%1.11$792.05
$785.00$776.00Dec 4$5.36$3.64$5.3670%0.68$779.64

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 659 found (best R:R 0.89, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 10$2.35$2.35$2.6557%0.89$772.35
$770.00$775.00Nov 9$2.29$2.29$2.7157%0.85$772.29
$770.00$775.00Nov 5$2.14$2.14$2.8658%0.75$772.14
$775.00$780.00Nov 10$1.76$1.76$3.2466%0.54$776.76
$775.00$780.00Nov 9$1.67$1.67$3.3367%0.50$776.67
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$757.00$756.00Oct 28$0.12$0.12$0.8885%0.14$756.88
$759.00$758.00Oct 28$0.17$0.17$0.8380%0.20$758.83
$758.00$757.00Oct 28$0.14$0.14$0.8682%0.16$757.86
$763.00$762.00Oct 27$0.13$0.13$0.8780%0.15$762.87
$763.00$762.00Oct 28$0.31$0.31$0.6964%0.45$762.69

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.83, cheapest $1.80)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Oct 27Oct 28$1.8916.0%17.4%
$766.00Oct 27Oct 28$1.9115.9%17.7%
$767.00Oct 27Oct 28$1.8315.6%17.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Oct 27Oct 28$1.8016.0%17.4%
$766.00Oct 27Oct 28$1.8015.9%17.7%
$767.00Oct 27Oct 28$1.7315.6%17.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 902 found (cheapest 0.33% of stock, avg 3.84%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$766.00Oct 27$1.19$1.32$2.51$763.49$768.510.33%
$767.00Oct 27$0.76$1.88$2.64$764.36$769.640.34%
$765.00Oct 27$1.77$0.89$2.66$762.34$767.660.35%
$764.00Oct 27$2.47$0.59$3.06$760.94$767.060.40%
$768.00Oct 27$0.46$2.57$3.03$764.97$771.030.40%
$763.00Oct 27$3.26$0.39$3.65$759.35$766.650.48%
$769.00Oct 27$0.27$3.38$3.65$765.35$772.650.48%
$762.00Oct 27$4.14$0.26$4.40$757.60$766.400.57%
$770.00Oct 27$0.16$4.27$4.43$765.57$774.430.58%
$761.00Oct 27$5.05$0.17$5.22$755.78$766.220.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.04% of stock, avg 1.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$770.00$761.00Oct 27$0.16$0.17$0.33$760.67$770.33
$770.00$762.00Oct 27$0.16$0.26$0.42$761.58$770.42
$769.00$761.00Oct 27$0.27$0.17$0.44$760.56$769.44
$769.00$762.00Oct 27$0.27$0.26$0.53$761.47$769.53
$770.00$763.00Oct 27$0.16$0.39$0.55$762.45$770.55
$769.00$763.00Oct 27$0.27$0.39$0.66$762.34$769.66
$768.00$761.00Oct 27$0.46$0.17$0.63$760.37$768.63
$768.00$762.00Oct 27$0.46$0.26$0.72$761.28$768.72
$768.00$763.00Oct 27$0.46$0.39$0.85$762.15$768.85
$770.00$764.00Oct 27$0.16$0.59$0.75$763.25$770.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 389 found (best R:R 0.92, avg credit $0.70)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
742/743775/776Nov 6$0.48$0.5252%0.92$742.52$775.48
747/748772/773Nov 3$0.50$0.5050%1.00$747.50$772.50
749/750773/774Nov 2$0.46$0.5454%0.85$749.54$773.46
747/748773/774Nov 3$0.47$0.5353%0.89$747.53$773.47
749/750772/773Nov 3$0.52$0.4848%1.08$749.48$772.52
746/747774/775Nov 4$0.48$0.5252%0.92$746.52$774.48
745/746774/775Nov 4$0.47$0.5353%0.89$745.53$774.47
747/748775/776Nov 6$0.52$0.4848%1.08$747.48$775.52
747/748774/775Nov 3$0.44$0.5656%0.79$747.56$774.44
749/750773/774Nov 3$0.49$0.5151%0.96$749.51$773.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 247 found (best R:R 13.60, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$745.00$750.00$755.00Nov 5$0.22$4.7812%21.73
$755.00$760.00$765.00Nov 5$0.44$4.5619%10.36
$760.00$765.00$770.00Nov 5$0.53$4.4722%8.43
$750.00$755.00$760.00Nov 5$0.34$4.6615%13.71
$640.00$645.00$650.00Nov 30$0.11$4.896%44.45
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$780.00$800.00$820.00Nov 9$1.37$18.6323%13.60
$755.00$760.00$765.00Nov 5$0.43$4.5719%10.63
$750.00$755.00$760.00Nov 9$0.29$4.7114%16.24
$745.00$750.00$755.00Nov 10$0.21$4.7911%22.81
$750.00$755.00$760.00Nov 5$0.33$4.6715%14.15

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 $-21.89, 928 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$650.00$700.001:2Nov 27-$21.89$28.11
$620.00$675.001:2Nov 3-$36.87$18.13
$700.00$725.001:2Nov 3-$17.11$7.89
$739.00$752.001:2Nov 4-$5.62$7.38
$755.00$765.001:2Nov 10-$2.80$7.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$820.00$800.001:2Nov 9-$14.31$5.69
$805.00$791.001:2Oct 27-$11.10$2.90
$715.00$700.001:2Nov 10-$0.32$14.68
$725.00$715.001:2Nov 10-$0.56$9.44
$764.00$763.001:2Oct 27-$0.19$0.81

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 381 found (best yield 2.09%, avg 0.50%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$766.00Dec 4$16.010.510.0%2.09%2.11%226
$767.00Dec 4$15.400.500.1%2.01%2.16%3734
$768.00Dec 4$14.780.480.3%1.93%2.21%729
$769.00Dec 4$14.170.470.4%1.85%2.26%13171
$770.00Dec 4$13.570.470.5%1.77%2.32%54442
$771.00Dec 4$12.990.460.7%1.70%2.37%--101
$772.00Dec 4$12.420.450.8%1.62%2.43%285
$773.00Dec 4$11.860.440.9%1.55%2.48%95143
$774.00Dec 4$11.320.421.1%1.48%2.54%435
$766.00Nov 30$14.580.510.0%1.90%1.92%22569

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 819,444
Total Puts 899,223
Put/Call Ratio 1.10
Net Difference -79,779

Prior's Put/Call Breakdown

Total Calls 993,120
Total Puts 986,473
Put/Call Ratio 0.99
Net Difference 6,647

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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