Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$770.28 +0.64%
◀ 10/27 11:45 ▶

Option Volume

Detail
ℹ
Current (10/27 11:45am) 5,041,818
Calls: 2,605,088 (52%)
Puts: 2,436,730 (48%)
Prior (10/26) 4,743,208
Calls: 2,444,993 (52%)
Puts: 2,298,215 (48%)
Current vs Prior +6.30%
Calls: +6.55% (Calls)
Puts: +6.03% (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 -49.44%
Calls: -43.37%
Puts: -54.64%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/27 11:45am) $753.13M
Calls: $624.89M (83%)
Puts: $128.24M (17%)
Prior (10/26) $735.41M
Calls: $489.53M (67%)
Puts: $245.88M (33%)
Current vs Prior +2.41%
Calls: +27.65%
Puts: -47.85%
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 -29.31%
Calls: +21.27%
Puts: -76.69%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/27 11:45am) 0.94
Prior (10/26) 0.94
Current vs Prior -0.49%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -20.38%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/27 11:45am) 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 0.30% | 0.82%0.82% | 1.25%1.25% | 1.98%3.00% | 4.51%
Prior 0.57% | 0.99%0.16% | 0.99%1.44% | 2.18%3.18% | 4.67%
Current vs Prior -46.78% | -17.20%+417.33% | +26.96%-12.98% | -9.22%-5.74% | -3.58%
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 -50.45% | -11.99%+85.17% | +28.10%+36.11% | +3.48%+85.83% | +12.22%
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 -46.78% | -17.20%+417.33% | +26.96%-12.98% | -9.22%-5.74% | -3.58%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.87% | 0.64%
Calls: 0.98% | 0.65%
Puts: 0.76% | 0.62%
Prior 1.33% | 0.80%
Calls: 0.49% | 0.81%
Puts: 2.17% | 0.78%
Current vs Prior -34.59% | -20.00%
Prior 7-Day Avg 1.08% | 0.63%
Calls: 1.09% | 0.59%
Puts: 1.07% | 0.65%
Current vs 7-Day Avg -19.55% | +2.28%
Liquidity Excellent
+
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🤖 AI Insights

Strong bullish conviction with 83% of dollar volume in calls ($624.89M) vs puts ($128.24M). 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 BULLISH
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
11:45BULLISHNEUTRALBULLISH
11:40BULLISHNEUTRALBULLISH
11:35BULLISHNEUTRALBULLISH
11:30BULLISHNEUTRALBULLISH
11:25BULLISHNEUTRALBULLISH
11:20BULLISHNEUTRALBULLISH
11:15BULLISHBULLISHBULLISH
11:10BULLISHBULLISHBULLISH
11:05BULLISHBULLISHBULLISH
11:00BULLISHNEUTRALBULLISH
10:55BULLISHNEUTRALBULLISH
10:50BULLISHNEUTRALBULLISH
10:45BULLISHNEUTRALBULLISH
10:40BULLISHNEUTRALBULLISH
10:35BULLISHNEUTRALBULLISH
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 2,302 of results (avg 2.2%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Oct 2710.2710.28$10.270.1%1.8K1.001.1K
$762.00Oct 278.288.29$8.290.1%4.8K1.002.9K
$700.00Nov 2073.6873.78$73.730.1%230.946.4K
$768.00Oct 306.176.18$6.180.2%7.6K0.583.9K
$775.00Nov 209.639.65$9.640.2%1.5K0.4511.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 273.813.82$3.820.3%1.1K0.9418
$770.00Nov 2010.1210.15$10.140.3%6700.4924.2K
$775.00Nov 2012.2212.26$12.240.3%1830.5613.8K
$767.00Nov 209.049.07$9.060.3%3100.443.6K
$766.00Nov 208.718.74$8.730.3%2310.434.0K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 620 found (avg $0.38, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Oct 270.060.07$0.0714.3%63.9K0.065.3K
$773.00Oct 270.120.13$0.137.7%147.7K0.116.4K
$772.00Oct 270.260.27$0.273.7%165.0K0.216.6K
$771.00Oct 270.550.56$0.561.8%163.4K0.365.1K
$783.00Oct 280.060.07$0.0714.3%1.1K0.031.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$767.00Oct 270.150.16$0.166.3%239.5K0.1220.5K
$766.00Oct 270.100.11$0.119.1%229.0K0.084.1K
$768.00Oct 270.250.26$0.263.8%156.5K0.181.8K
$765.00Oct 270.070.08$0.0812.5%261.8K0.0512.5K
$769.00Oct 270.440.45$0.452.2%148.5K0.301.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,071 found (avg delta 0.83, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Oct 27145.09145.41$145.250.2%--1.0029
$635.00Oct 27135.09135.41$135.250.2%21.005
$640.00Oct 27130.11130.41$130.260.2%21.0011
$645.00Oct 27125.11125.40$125.260.2%21.0016
$650.00Oct 27120.09120.41$120.250.3%21.0013
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$790.00Oct 3018.5621.16$19.8613.1%11.0020
$792.00Oct 3020.5523.18$21.8712.0%--1.0010
$795.00Oct 3023.3826.16$24.7711.2%31.008
$800.00Oct 3028.3831.16$29.779.3%--1.0024
$810.00Oct 3038.3841.16$39.777.0%--1.0017

Most actively traded options today. High liquidity = easy entry/exit. 2,309 active (total vol 5.0M, top 367.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Oct 271.021.03$1.021.0%367.2K0.549.0K
$768.00Oct 272.492.50$2.500.4%361.7K0.827.8K
$769.00Oct 271.681.69$1.690.6%352.5K0.703.9K
$767.00Oct 273.393.41$3.400.6%231.6K0.897.4K
$772.00Oct 270.260.27$0.273.7%165.0K0.216.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Oct 270.070.08$0.0812.5%261.8K0.0512.5K
$767.00Oct 270.150.16$0.166.3%239.5K0.1220.5K
$766.00Oct 270.100.11$0.119.1%229.0K0.084.1K
$768.00Oct 270.250.26$0.263.8%156.5K0.181.8K
$769.00Oct 270.440.45$0.452.2%148.5K0.301.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 3.6%, max 8.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$768.00Oct 27Dec 414.0%12.9%8.6%361.8K7.8K
$769.00Oct 27Dec 413.3%12.8%3.9%352.5K4.1K
$772.00Oct 27Dec 412.8%12.4%3.0%165.1K6.7K
$771.00Oct 27Dec 412.8%12.5%1.8%163.4K5.2K
$770.00Oct 27Dec 412.8%12.7%1.2%367.3K9.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$768.00Oct 27Dec 414.1%12.9%8.7%156.5K1.8K
$769.00Oct 27Dec 413.3%12.8%4.0%148.6K1.1K
$772.00Oct 27Dec 412.8%12.4%3.0%6.4K701
$797.00Nov 20Nov 3012.7%12.4%2.0%--664
$771.00Oct 27Dec 412.8%12.5%1.8%17.5K630

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 864 found (best R:R 1.17, avg 4.54)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$754.00$755.00Oct 29$0.22$0.78$0.2291%3.55$754.22
$733.00$734.00Nov 30$0.21$0.79$0.2183%3.76$733.21
$733.00$734.00Oct 30$0.38$0.62$0.3898%1.63$733.38
$730.00$731.00Nov 30$0.24$0.76$0.2484%3.17$730.24
$728.00$729.00Nov 30$0.27$0.73$0.2785%2.70$728.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$802.00$800.00Nov 30$0.92$1.08$0.9286%1.17$801.08
$794.00$793.00Nov 13$0.20$0.80$0.2087%4.00$793.80
$793.00$792.00Nov 20$0.14$0.86$0.1480%6.14$792.86
$795.00$794.00Nov 30$0.14$0.86$0.1479%6.14$794.86
$785.00$777.00Dec 4$4.26$3.74$4.2665%0.88$780.74

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 648 found (best R:R 0.80, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$775.00$780.00Nov 10$2.22$2.22$2.7858%0.80$777.22
$775.00$780.00Nov 9$2.15$2.15$2.8559%0.75$777.15
$775.00$780.00Nov 5$1.99$1.99$3.0161%0.66$776.99
$780.00$785.00Nov 10$1.63$1.63$3.3768%0.48$781.63
$780.00$785.00Nov 9$1.53$1.53$3.4769%0.44$781.53
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$761.00$760.00Oct 28$0.10$0.10$0.9087%0.11$760.90
$769.00$768.00Oct 27$0.19$0.19$0.8170%0.23$768.81
$770.00$769.00Oct 27$0.34$0.34$0.6654%0.52$769.66
$764.00$763.00Oct 28$0.17$0.17$0.8379%0.20$763.83
$763.00$762.00Oct 28$0.14$0.14$0.8682%0.16$762.86

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.96, cheapest $1.89)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$769.00Oct 27Oct 28$1.9713.3%16.7%
$770.00Oct 27Oct 28$2.0612.8%16.3%
$771.00Oct 27Oct 28$1.9912.8%16.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$769.00Oct 27Oct 28$1.8913.3%16.7%
$770.00Oct 27Oct 28$1.9712.8%16.3%
$771.00Oct 27Oct 28$1.9112.8%16.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 937 found (cheapest 0.23% of stock, avg 3.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$770.00Oct 27$1.02$0.79$1.81$768.19$771.810.23%
$771.00Oct 27$0.56$1.31$1.87$769.13$772.870.24%
$769.00Oct 27$1.69$0.45$2.14$766.86$771.140.28%
$772.00Oct 27$0.27$2.02$2.29$769.71$774.290.30%
$768.00Oct 27$2.50$0.26$2.76$765.24$770.760.36%
$773.00Oct 27$0.13$2.88$3.01$769.99$776.010.39%
$767.00Oct 27$3.40$0.16$3.56$763.44$770.560.46%
$774.00Oct 27$0.07$3.82$3.89$770.11$777.890.51%
$766.00Oct 27$4.35$0.11$4.46$761.54$770.460.58%
$775.00Oct 27$0.04$4.79$4.83$770.17$779.830.63%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 390 found (cheapest 0.02% of stock, avg 1.54%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$774.00$766.00Oct 27$0.07$0.11$0.18$765.82$774.18
$773.00$766.00Oct 27$0.13$0.11$0.24$765.76$773.24
$774.00$767.00Oct 27$0.07$0.16$0.23$766.77$774.23
$773.00$767.00Oct 27$0.13$0.16$0.29$766.71$773.29
$774.00$768.00Oct 27$0.07$0.26$0.33$767.67$774.33
$773.00$768.00Oct 27$0.13$0.26$0.39$767.61$773.39
$772.00$766.00Oct 27$0.27$0.11$0.38$765.62$772.38
$772.00$767.00Oct 27$0.27$0.16$0.43$766.57$772.43
$772.00$768.00Oct 27$0.27$0.26$0.53$767.47$772.53
$774.00$769.00Oct 27$0.07$0.45$0.52$768.48$774.52

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 452 found (best R:R 1.08, avg credit $0.64)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
742/743780/781Nov 13$0.52$0.4849%1.08$742.48$780.52
746/747778/779Nov 6$0.49$0.5151%0.96$746.51$778.49
749/750778/779Nov 4$0.46$0.5454%0.85$749.54$778.46
746/747780/781Nov 13$0.54$0.4646%1.17$746.46$780.54
745/746780/781Nov 13$0.53$0.4747%1.13$745.47$780.53
749/750778/779Nov 6$0.51$0.4949%1.04$749.49$778.51
749/750777/778Nov 4$0.48$0.5252%0.92$749.52$777.48
749/750779/780Nov 4$0.43$0.5756%0.75$749.57$779.43
746/747780/781Nov 6$0.44$0.5656%0.79$746.56$780.44
748/749778/779Nov 6$0.50$0.5050%1.00$748.50$778.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 285 found (best R:R 10.63, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Nov 9$0.35$4.6518%13.29
$755.00$760.00$765.00Nov 5$0.33$4.6716%14.15
$760.00$765.00$770.00Nov 5$0.47$4.5320%9.64
$750.00$755.00$760.00Nov 5$0.25$4.7512%19.00
$760.00$765.00$770.00Nov 10$0.41$4.5917%11.20
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$780.00$790.00$800.00Nov 9$0.86$9.1425%10.63
$755.00$760.00$765.00Nov 5$0.34$4.6616%13.71
$750.00$755.00$760.00Nov 9$0.23$4.7712%20.74
$760.00$765.00$770.00Nov 9$0.42$4.5818%10.90
$760.00$765.00$770.00Nov 10$0.39$4.6117%11.82

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 963 found (best net $-3.46, 958 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$650.00$700.001:2Nov 27-$25.86$24.14
$735.00$755.001:2Nov 10-$0.58$19.42
$780.00$785.001:2Nov 5-$0.09$4.91
$775.00$780.001:2Nov 5-$0.70$4.30
$780.00$785.001:2Nov 9-$0.59$4.41
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$835.00$804.001:2Dec 4-$3.46$27.54
$820.00$800.001:2Nov 9-$10.26$9.74
$790.00$780.001:2Nov 9-$3.92$6.08
$771.00$770.001:2Oct 27-$0.27$0.73
$770.00$769.001:2Oct 27-$0.11$0.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 360 found (best yield 2.00%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$771.00Dec 4$15.370.500.1%2.00%2.09%2101
$772.00Dec 4$14.750.490.2%1.91%2.14%5785
$773.00Dec 4$14.140.470.3%1.84%2.19%117143
$774.00Dec 4$13.550.470.5%1.76%2.24%735
$775.00Dec 4$12.970.460.6%1.68%2.30%204297
$776.00Dec 4$12.400.450.7%1.61%2.35%15192
$777.00Dec 4$11.840.440.9%1.54%2.41%1123
$778.00Dec 4$11.300.431.0%1.47%2.47%16781
$779.00Dec 4$10.780.421.1%1.40%2.53%738
$771.00Nov 30$13.900.500.1%1.80%1.90%58612

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 2,605,088
Total Puts 2,436,730
Put/Call Ratio 0.94
Net Difference 168,358

Prior's Put/Call Breakdown

Total Calls 2,444,993
Total Puts 2,298,215
Put/Call Ratio 0.94
Net Difference 146,778

Prior 7-Day Put/Call Summary

Total Calls 32,200,377
Total Puts 37,601,196
Average Put/Call Ratio 1.17
Ratio Trend Falling

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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