Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$766.61 +0.16%
◀ 10/27 10:30 ▶

Option Volume

Detail
ℹ
Current (10/27 10:30am) 2,299,988
Calls: 1,114,958 (48%)
Puts: 1,185,030 (52%)
Prior (10/26) 2,618,174
Calls: 1,319,375 (50%)
Puts: 1,298,799 (50%)
Current vs Prior -12.15%
Calls: -15.49% (Calls)
Puts: -8.76% (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 -76.93%
Calls: -75.76%
Puts: -77.94%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/27 10:30am) $269.29M
Calls: $151.20M (56%)
Puts: $118.09M (44%)
Prior (10/26) $442.24M
Calls: $237.01M (54%)
Puts: $205.24M (46%)
Current vs Prior -39.11%
Calls: -36.21%
Puts: -42.46%
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 -74.72%
Calls: -70.66%
Puts: -78.53%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/27 10:30am) 1.06
Prior (10/26) 0.98
Current vs Prior +7.97%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -9.54%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/27 10:30am) 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 0.38% | 0.87%0.87% | 1.32%1.32% | 2.06%3.08% | 4.59%
Prior 0.57% | 0.99%0.16% | 0.99%1.44% | 2.18%3.18% | 4.67%
Current vs Prior -33.21% | -12.05%+449.46% | +34.04%-8.13% | -5.50%-3.20% | -1.78%
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 -37.82% | -6.52%+96.67% | +35.24%+43.69% | +7.72%+90.84% | +14.31%
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 -33.21% | -12.05%+449.46% | +34.04%-8.13% | -5.50%-3.20% | -1.78%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.69% | 0.44%
Calls: 0.64% | 0.57%
Puts: 0.74% | 0.32%
Prior 1.33% | 0.80%
Calls: 0.49% | 0.81%
Puts: 2.17% | 0.78%
Current vs Prior -48.12% | -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 -36.20% | -29.68%
Liquidity Excellent
+
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🤖 AI Insights

Slightly bearish P/C ratio of 1.06. Put-heavy open interest (5,945,925 puts vs 1,983,025 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
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
10:30BULLISHNEUTRALMIXED
10:25BEARISHNEUTRALBEARISH
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 2,197 of results (avg 2.2%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Nov 2070.2470.35$70.290.2%80.936.4K
$770.00Nov 2712.1012.13$12.120.2%1790.47393
$772.00Nov 2710.9510.98$10.970.3%90.45233
$773.00Nov 2710.4010.43$10.420.3%470.43126
$625.00Oct 27141.46141.87$141.670.3%--1.0029
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Oct 303.913.92$3.920.3%3.4K0.4444.6K
$769.00Nov 139.839.86$9.840.3%140.531.2K
$773.00Oct 276.366.38$6.370.3%7500.9793
$767.00Oct 283.163.17$3.170.3%15.4K0.522.6K
$768.00Nov 139.409.43$9.410.3%610.52945

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 588 found (avg $0.39, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Oct 270.070.08$0.0812.5%41.3K0.056.6K
$771.00Oct 270.120.13$0.137.7%52.3K0.095.1K
$770.00Oct 270.200.21$0.214.8%115.9K0.139.0K
$769.00Oct 270.360.37$0.372.7%139.8K0.213.9K
$768.00Oct 270.620.63$0.631.6%168.5K0.327.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$761.00Oct 270.080.09$0.0911.1%32.3K0.063.8K
$762.00Oct 270.130.14$0.147.1%70.4K0.0918.2K
$760.00Oct 270.060.07$0.0714.3%40.1K0.049.0K
$763.00Oct 270.210.22$0.224.5%50.6K0.134.2K
$764.00Oct 270.340.35$0.352.9%82.1K0.205.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,022 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Oct 27141.46141.87$141.670.3%--1.0029
$635.00Oct 27131.44131.86$131.650.3%21.005
$640.00Oct 27126.47126.85$126.660.3%21.0011
$645.00Oct 27121.47121.85$121.660.3%21.0016
$650.00Oct 27116.47116.85$116.660.3%21.0013
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$781.00Oct 2813.0415.75$14.4018.8%21.00--
$782.00Oct 2814.1515.48$14.829.0%--1.0012
$784.00Oct 2816.0318.73$17.3815.5%21.00--
$785.00Oct 2817.0319.76$18.4014.8%21.00--
$787.00Oct 2819.0321.75$20.3913.3%21.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,003 active (total vol 2.3M, top 182.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Oct 270.620.63$0.631.6%168.5K0.327.8K
$767.00Oct 271.011.02$1.021.0%142.5K0.457.4K
$769.00Oct 270.360.37$0.372.7%139.8K0.213.9K
$770.00Oct 270.200.21$0.214.8%115.9K0.139.0K
$766.00Oct 271.551.56$1.560.6%107.2K0.585.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Oct 270.550.56$0.561.8%182.8K0.2912.5K
$766.00Oct 270.880.89$0.891.1%138.0K0.424.1K
$767.00Oct 271.341.35$1.350.7%104.2K0.5520.5K
$764.00Oct 270.340.35$0.352.9%82.1K0.205.2K
$762.00Oct 270.130.14$0.147.1%70.4K0.0918.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 18.4%, max 21.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$769.00Oct 27Dec 415.3%12.6%21.5%139.8K4.1K
$764.00Oct 27Dec 415.9%13.3%19.5%7.5K2.1K
$768.00Oct 27Dec 415.1%12.7%18.3%168.5K7.8K
$767.00Oct 27Dec 415.2%12.9%17.9%142.5K7.5K
$765.00Oct 27Dec 415.4%13.1%17.5%33.5K6.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$769.00Oct 27Dec 415.3%12.6%21.5%15.2K1.1K
$764.00Oct 27Dec 415.9%13.3%19.5%82.2K5.2K
$768.00Oct 27Dec 415.1%12.7%18.3%36.2K1.8K
$767.00Oct 27Dec 415.2%12.9%17.9%104.2K20.6K
$765.00Oct 27Dec 415.4%13.1%17.5%182.8K12.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 872 found (best R:R 0.89, avg 4.79)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$723.00$725.00Nov 20$1.06$0.94$1.0688%0.89$724.06
$736.00$737.00Nov 13$0.18$0.82$0.1885%4.56$736.18
$729.00$730.00Nov 30$0.17$0.83$0.1783%4.88$729.17
$737.00$738.00Nov 30$0.13$0.87$0.1378%6.69$737.13
$721.00$722.00Nov 30$0.21$0.79$0.2186%3.76$721.21
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$793.00$791.00Dec 4$0.90$1.10$0.9078%1.22$792.10
$784.00$783.00Nov 4$0.24$0.76$0.2488%3.17$783.76
$785.00$776.00Dec 4$5.25$3.75$5.2569%0.71$779.75
$782.00$781.00Oct 28$0.42$0.58$0.42100%1.38$781.58
$787.00$785.00Nov 6$1.26$0.74$1.2689%0.59$785.74

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 660 found (best R:R 0.95, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 10$2.43$2.43$2.5755%0.95$772.43
$770.00$775.00Nov 9$2.37$2.37$2.6356%0.90$772.37
$770.00$775.00Nov 5$2.24$2.24$2.7657%0.81$772.24
$775.00$780.00Nov 10$1.84$1.84$3.1665%0.58$776.84
$775.00$780.00Nov 9$1.75$1.75$3.2566%0.54$776.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$766.00$765.00Oct 27$0.33$0.33$0.6758%0.49$765.67
$765.00$764.00Oct 27$0.21$0.21$0.7970%0.27$764.79
$758.00$757.00Oct 28$0.12$0.12$0.8885%0.14$757.88
$764.00$763.00Oct 27$0.13$0.13$0.8780%0.15$763.87
$760.00$759.00Oct 28$0.17$0.17$0.8379%0.20$759.83

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.84, cheapest $1.83)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$766.00Oct 27Oct 28$1.9315.1%17.1%
$768.00Oct 27Oct 28$1.8115.1%17.2%
$767.00Oct 27Oct 28$1.9215.2%17.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$766.00Oct 27Oct 28$1.8315.1%17.1%
$768.00Oct 27Oct 28$1.7115.1%17.2%
$767.00Oct 27Oct 28$1.8215.2%17.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 909 found (cheapest 0.31% of stock, avg 3.84%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$767.00Oct 27$1.02$1.35$2.37$764.63$769.370.31%
$766.00Oct 27$1.56$0.89$2.45$763.55$768.450.32%
$768.00Oct 27$0.63$1.96$2.59$765.41$770.590.34%
$765.00Oct 27$2.23$0.56$2.79$762.21$767.790.36%
$769.00Oct 27$0.37$2.70$3.07$765.93$772.070.40%
$764.00Oct 27$3.01$0.35$3.36$760.64$767.360.44%
$770.00Oct 27$0.21$3.54$3.75$766.25$773.750.49%
$763.00Oct 27$3.88$0.22$4.10$758.90$767.100.53%
$771.00Oct 27$0.13$4.45$4.58$766.42$775.580.60%
$762.00Oct 27$4.80$0.14$4.94$757.06$766.940.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.04% of stock, avg 1.56%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$771.00$762.00Oct 27$0.13$0.14$0.27$761.73$771.27
$771.00$763.00Oct 27$0.13$0.22$0.35$762.65$771.35
$770.00$762.00Oct 27$0.21$0.14$0.35$761.65$770.35
$770.00$763.00Oct 27$0.21$0.22$0.43$762.57$770.43
$771.00$764.00Oct 27$0.13$0.35$0.48$763.52$771.48
$770.00$764.00Oct 27$0.21$0.35$0.56$763.44$770.56
$769.00$762.00Oct 27$0.37$0.14$0.51$761.49$769.51
$769.00$763.00Oct 27$0.37$0.22$0.59$762.41$769.59
$769.00$764.00Oct 27$0.37$0.35$0.72$763.28$769.72
$771.00$765.00Oct 27$0.13$0.56$0.69$764.31$771.69

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 386 found (best R:R 0.96, avg credit $0.66)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
741/742775/776Nov 6$0.49$0.5152%0.96$741.51$775.49
743/744775/776Nov 6$0.50$0.5051%1.00$743.50$775.50
741/742776/777Nov 6$0.46$0.5455%0.85$741.54$776.46
744/745775/776Nov 4$0.45$0.5556%0.82$744.55$775.45
747/748773/774Nov 3$0.48$0.5252%0.92$747.52$773.48
746/747775/776Nov 6$0.52$0.4848%1.08$746.48$775.52
748/749773/774Nov 3$0.49$0.5151%0.96$748.51$773.49
744/745774/775Nov 4$0.47$0.5353%0.89$744.53$774.47
743/744776/777Nov 6$0.47$0.5353%0.89$743.53$776.47
744/745775/776Nov 6$0.50$0.5050%1.00$744.50$775.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 265 found (best R:R 11.99, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Nov 9$0.35$4.6517%13.29
$755.00$760.00$765.00Nov 5$0.41$4.5919%11.20
$750.00$755.00$760.00Nov 5$0.30$4.7015%15.67
$760.00$765.00$770.00Nov 5$0.53$4.4722%8.43
$760.00$765.00$770.00Nov 9$0.45$4.5519%10.11
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$780.00$800.00$820.00Nov 9$1.54$18.4624%11.99
$750.00$755.00$760.00Nov 5$0.31$4.6915%15.13
$750.00$755.00$760.00Nov 9$0.28$4.7214%16.86
$745.00$750.00$755.00Nov 5$0.23$4.7712%20.74
$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. 945 found (best net $-21.98, 937 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$650.00$700.001:2Nov 27-$21.98$28.02
$620.00$675.001:2Nov 3-$36.84$18.16
$700.00$725.001:2Nov 3-$17.64$7.36
$739.00$752.001:2Nov 4-$6.44$6.56
$775.00$780.001:2Nov 5-$0.29$4.71
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$820.00$800.001:2Nov 9-$13.48$6.52
$805.00$791.001:2Oct 27-$10.34$3.66
$715.00$700.001:2Nov 10-$0.31$14.69
$766.00$765.001:2Oct 27-$0.23$0.77
$725.00$715.001:2Nov 10-$0.51$9.49

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 379 found (best yield 2.06%, avg 0.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$767.00Dec 4$15.810.510.1%2.06%2.11%3734
$768.00Dec 4$15.180.490.2%1.98%2.16%1229
$769.00Dec 4$14.570.480.3%1.90%2.21%13171
$770.00Dec 4$13.960.470.4%1.82%2.26%56442
$771.00Dec 4$13.370.470.6%1.74%2.32%--101
$772.00Dec 4$12.790.460.7%1.67%2.37%4585
$773.00Dec 4$12.220.450.8%1.59%2.43%115143
$774.00Dec 4$11.670.431.0%1.52%2.49%535
$775.00Dec 4$11.130.421.1%1.45%2.55%201297
$767.00Nov 30$14.350.500.1%1.87%1.92%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 1,114,958
Total Puts 1,185,030
Put/Call Ratio 1.06
Net Difference -70,072

Prior's Put/Call Breakdown

Total Calls 1,319,375
Total Puts 1,298,799
Put/Call Ratio 0.98
Net Difference 20,576

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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