Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$765.45 +0.01%
◀ 10/27 10:20 ▶

Option Volume

Detail
ℹ
Current (10/27 10:20am) 1,897,280
Calls: 904,885 (48%)
Puts: 992,395 (52%)
Prior (10/26) 2,232,743
Calls: 1,150,290 (52%)
Puts: 1,082,453 (48%)
Current vs Prior -15.02%
Calls: -21.33% (Calls)
Puts: -8.32% (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 -80.97%
Calls: -80.33%
Puts: -81.53%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/27 10:20am) $239.68M
Calls: $95.10M (40%)
Puts: $144.58M (60%)
Prior (10/26) $418.16M
Calls: $261.02M (62%)
Puts: $157.14M (38%)
Current vs Prior -42.68%
Calls: -63.57%
Puts: -7.99%
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 -77.50%
Calls: -81.54%
Puts: -73.72%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/27 10:20am) 1.10
Prior (10/26) 0.94
Current vs Prior +16.54%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -6.65%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/27 10:20am) 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% | 1.36%1.36% | 2.10%3.13% | 4.64%
Prior 0.57% | 0.99%0.16% | 0.99%1.44% | 2.18%3.18% | 4.67%
Current vs Prior -30.12% | -9.80%+463.57% | +37.94%-5.45% | -3.73%-1.69% | -0.77%
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 -34.94% | -4.13%+101.72% | +39.18%+47.88% | +9.74%+93.80% | +15.50%
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 -30.12% | -9.80%+463.57% | +37.94%-5.45% | -3.73%-1.69% | -0.77%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.32% | 0.59%
Calls: 1.32% | 0.58%
Puts: 1.32% | 0.60%
Prior 1.33% | 0.80%
Calls: 0.49% | 0.81%
Puts: 2.17% | 0.78%
Current vs Prior -0.75% | -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 +22.06% | -5.71%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 60% put dollar volume ($144.58M). 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
10:20BEARISHNEUTRALBEARISH
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 2,227 of results (avg 2.2%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Nov 2012.4612.48$12.470.2%3420.503.2K
$778.00Nov 206.186.19$6.190.2%1050.343.9K
$767.00Nov 2011.8511.87$11.860.2%1490.492.9K
$768.00Nov 2011.2511.27$11.260.2%1640.484.0K
$700.00Nov 2069.1669.29$69.220.2%80.936.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$771.00Oct 275.585.59$5.590.2%2.4K0.95618
$770.00Dec 414.6714.70$14.680.2%30.5457
$769.00Dec 414.2514.28$14.270.2%30.537
$770.00Oct 274.634.64$4.640.2%5.9K0.921.6K
$768.00Dec 413.8413.87$13.860.2%--0.5214

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 579 found (avg $0.39, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$771.00Oct 270.070.08$0.0812.5%44.7K0.055.1K
$770.00Oct 270.110.12$0.128.3%102.1K0.089.0K
$769.00Oct 270.200.21$0.214.8%118.9K0.133.9K
$768.00Oct 270.360.37$0.372.7%142.0K0.207.8K
$767.00Oct 270.620.63$0.631.6%106.6K0.317.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$761.00Oct 270.190.20$0.205.0%25.1K0.113.8K
$760.00Oct 270.130.14$0.147.1%34.9K0.089.0K
$759.00Oct 270.090.10$0.1010.0%24.5K0.062.9K
$758.00Oct 270.060.07$0.0714.3%28.6K0.044.2K
$762.00Oct 270.290.30$0.303.3%53.8K0.1618.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,014 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Oct 27140.34140.69$140.510.2%--1.0029
$635.00Oct 27130.36130.67$130.510.2%21.005
$640.00Oct 27125.33125.69$125.510.3%21.0011
$645.00Oct 27120.33120.69$120.510.3%21.0016
$650.00Oct 27115.34115.69$115.520.3%21.0013
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Oct 277.547.56$7.550.3%6981.0093
$774.00Oct 278.468.59$8.531.5%1031.0018
$775.00Oct 279.459.56$9.501.2%1471.0045
$776.00Oct 2710.4810.55$10.520.7%1571.0014
$777.00Oct 2711.4511.58$11.521.1%831.0013

Most actively traded options today. High liquidity = easy entry/exit. 1,936 active (total vol 1.9M, top 148.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Oct 270.360.37$0.372.7%142.0K0.207.8K
$769.00Oct 270.200.21$0.214.8%118.9K0.133.9K
$767.00Oct 270.620.63$0.631.6%106.6K0.317.4K
$770.00Oct 270.110.12$0.128.3%102.1K0.089.0K
$766.00Oct 271.001.01$1.001.0%66.1K0.435.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Oct 271.041.05$1.051.0%148.9K0.4412.5K
$766.00Oct 271.511.53$1.521.3%119.5K0.574.1K
$767.00Oct 272.132.14$2.130.5%97.6K0.6920.5K
$764.00Oct 270.690.70$0.701.4%65.3K0.335.2K
$762.00Oct 270.290.30$0.303.3%53.8K0.1618.2K

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 23.8%, max 30.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$762.00Oct 27Dec 417.7%13.6%30.6%3.0K3.0K
$763.00Oct 27Dec 417.0%13.4%26.8%4.5K2.7K
$764.00Oct 27Dec 416.4%13.3%23.5%5.5K2.1K
$768.00Oct 27Dec 415.6%12.7%22.2%142.0K7.8K
$766.00Oct 27Dec 415.8%13.0%21.6%66.2K5.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$762.00Oct 27Dec 417.7%13.6%30.6%53.8K18.4K
$763.00Oct 27Dec 417.0%13.4%26.8%40.1K4.3K
$764.00Oct 27Dec 416.4%13.3%23.5%65.3K5.2K
$768.00Oct 27Dec 415.6%12.7%22.2%34.6K1.8K
$766.00Oct 27Dec 415.8%13.0%21.6%119.5K4.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 903 found (best R:R 1.67, avg 4.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$723.00$724.00Oct 30$0.22$0.78$0.2298%3.55$723.22
$720.00$721.00Nov 30$0.10$0.90$0.1085%9.00$720.10
$724.00$725.00Nov 30$0.20$0.80$0.2084%4.00$724.20
$694.00$695.00Oct 30$0.40$0.60$0.4099%1.50$694.40
$720.00$721.00Nov 20$0.30$0.70$0.3088%2.33$720.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$793.00$791.00Dec 4$0.75$1.25$0.7579%1.67$792.25
$782.00$781.00Oct 28$0.20$0.80$0.20100%4.00$781.80
$780.00$775.00Nov 9$2.92$2.08$2.9278%0.71$777.08
$789.00$788.00Dec 4$0.12$0.88$0.1275%7.33$788.88
$783.00$782.00Nov 20$0.12$0.88$0.1273%7.33$782.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 665 found (best R:R 0.87, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 10$2.32$2.32$2.6857%0.87$772.32
$770.00$775.00Nov 9$2.26$2.26$2.7458%0.82$772.26
$770.00$775.00Nov 5$2.11$2.11$2.8959%0.73$772.11
$775.00$780.00Nov 10$1.73$1.73$3.2767%0.53$776.73
$775.00$780.00Nov 9$1.63$1.63$3.3768%0.48$776.63
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$756.00$755.00Oct 28$0.11$0.11$0.8986%0.12$755.89
$757.00$756.00Oct 28$0.13$0.13$0.8784%0.15$756.87
$763.00$762.00Oct 27$0.16$0.16$0.8477%0.19$762.84
$759.00$758.00Oct 28$0.18$0.18$0.8278%0.22$758.82
$758.00$757.00Oct 28$0.15$0.15$0.8581%0.18$757.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $1.85, cheapest $1.79)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Oct 27Oct 28$1.8916.4%17.8%
$765.00Oct 27Oct 28$1.9515.9%17.6%
$766.00Oct 27Oct 28$1.9315.8%17.7%
$767.00Oct 27Oct 28$1.8115.5%17.5%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Oct 27Oct 28$1.7916.4%17.8%
$765.00Oct 27Oct 28$1.8515.9%17.6%
$766.00Oct 27Oct 28$1.8315.8%17.7%
$767.00Oct 27Oct 28$1.7315.5%17.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 907 found (cheapest 0.33% of stock, avg 3.85%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$766.00Oct 27$1.00$1.52$2.52$763.48$768.520.33%
$765.00Oct 27$1.52$1.05$2.57$762.43$767.570.34%
$767.00Oct 27$0.63$2.13$2.76$764.24$769.760.36%
$764.00Oct 27$2.17$0.70$2.87$761.13$766.870.37%
$768.00Oct 27$0.37$2.88$3.25$764.75$771.250.42%
$763.00Oct 27$2.94$0.46$3.40$759.60$766.400.44%
$769.00Oct 27$0.21$3.73$3.94$765.06$772.940.51%
$762.00Oct 27$3.78$0.30$4.08$757.92$766.080.53%
$770.00Oct 27$0.12$4.64$4.76$765.24$774.760.62%
$761.00Oct 27$4.68$0.20$4.88$756.12$765.880.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.04% of stock, avg 1.60%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$770.00$761.00Oct 27$0.12$0.20$0.32$760.68$770.32
$769.00$761.00Oct 27$0.21$0.20$0.41$760.59$769.41
$770.00$762.00Oct 27$0.12$0.30$0.42$761.58$770.42
$769.00$762.00Oct 27$0.21$0.30$0.51$761.49$769.51
$768.00$761.00Oct 27$0.37$0.20$0.57$760.43$768.57
$768.00$762.00Oct 27$0.37$0.30$0.67$761.33$768.67
$770.00$763.00Oct 27$0.12$0.46$0.58$762.42$770.58
$769.00$763.00Oct 27$0.21$0.46$0.67$762.33$769.67
$768.00$763.00Oct 27$0.37$0.46$0.83$762.17$768.83
$767.00$761.00Oct 27$0.63$0.20$0.83$760.17$767.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 416 found (best R:R 0.92, avg credit $0.69)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
742/743773/774Nov 4$0.48$0.5253%0.92$742.52$773.48
742/743775/776Nov 4$0.43$0.5758%0.75$742.57$775.43
742/743774/775Nov 4$0.45$0.5556%0.82$742.55$774.45
743/744775/776Nov 6$0.49$0.5152%0.96$743.51$775.49
745/746773/774Nov 4$0.50$0.5051%1.00$745.50$773.50
743/744774/775Nov 6$0.51$0.4950%1.04$743.49$774.51
746/747772/773Nov 3$0.49$0.5152%0.96$746.51$772.49
742/743775/776Nov 6$0.48$0.5252%0.92$742.52$775.48
745/746775/776Nov 4$0.45$0.5555%0.82$745.55$775.45
748/749773/774Nov 4$0.53$0.4747%1.13$748.47$773.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 267 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Nov 5$0.42$4.5819%10.90
$745.00$750.00$755.00Nov 5$0.22$4.7812%21.73
$755.00$760.00$765.00Nov 9$0.38$4.6217%12.16
$750.00$755.00$760.00Nov 5$0.36$4.6416%12.89
$760.00$765.00$770.00Nov 5$0.56$4.4422%7.93
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$770.00$775.00$780.00Nov 9$0.10$4.9020%49.00
$750.00$755.00$760.00Nov 5$0.33$4.6716%14.15
$745.00$750.00$755.00Nov 5$0.24$4.7612%19.83
$750.00$755.00$760.00Nov 9$0.30$4.7014%15.67
$745.00$750.00$755.00Nov 10$0.22$4.7811%21.73

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 $-21.82, 928 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$650.00$700.001:2Nov 27-$21.82$28.18
$620.00$675.001:2Nov 3-$36.31$18.69
$700.00$725.001:2Nov 3-$16.54$8.46
$739.00$752.001:2Nov 4-$5.48$7.52
$755.00$765.001:2Nov 10-$2.68$7.32
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$820.00$800.001:2Nov 9-$15.90$4.10
$805.00$791.001:2Oct 27-$11.63$2.37
$715.00$700.001:2Nov 10-$0.33$14.67
$725.00$715.001:2Nov 10-$0.57$9.43
$764.00$763.001:2Oct 27-$0.22$0.78

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 378 found (best yield 2.07%, avg 0.50%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$766.00Dec 4$15.870.500.1%2.07%2.15%226
$767.00Dec 4$15.240.490.2%1.99%2.19%3734
$768.00Dec 4$14.620.480.3%1.91%2.24%1229
$769.00Dec 4$14.010.470.5%1.83%2.29%13171
$770.00Dec 4$13.430.470.6%1.75%2.35%56442
$771.00Dec 4$12.840.450.7%1.68%2.40%--101
$772.00Dec 4$12.280.440.9%1.60%2.46%4585
$773.00Dec 4$11.730.431.0%1.53%2.52%96143
$774.00Dec 4$11.190.421.1%1.46%2.58%535
$766.00Nov 30$14.410.500.1%1.88%1.95%23569

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 904,885
Total Puts 992,395
Put/Call Ratio 1.10
Net Difference -87,510

Prior's Put/Call Breakdown

Total Calls 1,150,290
Total Puts 1,082,453
Put/Call Ratio 0.94
Net Difference 67,837

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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