Tour v531
SPY
State Street SPDR S&P 500 ETF Trust
$769.66 +0.56%
$769.83 (+0.02%)🌙
as of 10/27 04:05 PM
◀ 10/27 16:05 ▶

Option Volume

Detail
ℹ
Current (10/27 4:05pm) 10,817,919
Calls: 5,157,193 (48%)
Puts: 5,660,726 (52%)
Prior (10/26) 10,638,822
Calls: 5,155,901 (48%)
Puts: 5,482,921 (52%)
Current vs Prior +1.68%
Calls: +0.03% (Calls)
Puts: +3.24% (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 +8.49%
Calls: +12.11%
Puts: +5.38%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/27 4:05pm) $1.11B
Calls: $801.84M (72%)
Puts: $307.15M (28%)
Prior (10/26) $1.03B
Calls: $491.21M (48%)
Puts: $538.88M (52%)
Current vs Prior +7.66%
Calls: +63.24%
Puts: -43.00%
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 +4.09%
Calls: +55.61%
Puts: -44.16%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/27 4:05pm) 1.10
Prior (10/26) 1.06
Current vs Prior +3.22%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -6.57%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/27 4:05pm) 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 0.18% | 0.77%0.77% | 1.24%1.24% | 2.01%3.03% | 4.56%
Prior 0.57% | 0.99%0.16% | 0.99%1.44% | 2.18%3.18% | 4.67%
Current vs Prior +34.88% | +5.76%+384.88% | +26.01%-13.63% | -7.83%-4.64% | -2.53%
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 +25.57% | +12.40%+73.56% | +27.14%+35.09% | +5.06%+87.99% | +13.44%
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 +34.88% | +5.76%+384.88% | +26.01%-13.63% | -7.83%-4.64% | -2.53%
Sentiment BEARISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.84% | 0.52%
Calls: 0.88% | 0.71%
Puts: 0.80% | 0.33%
Prior 1.33% | 0.80%
Calls: 0.49% | 0.81%
Puts: 2.17% | 0.78%
Current vs Prior -36.84% | -35.00%
Prior 7-Day Avg 1.08% | 0.63%
Calls: 1.09% | 0.59%
Puts: 1.07% | 0.65%
Current vs 7-Day Avg -22.32% | -16.89%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($801.84M). 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 BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
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
16:05BULLISHNEUTRALMIXED
16:00BULLISHNEUTRALMIXED
15:55BULLISHNEUTRALMIXED
15:50BULLISHNEUTRALMIXED
15:45BULLISHNEUTRALMIXED
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11:00BULLISHNEUTRALBULLISH
10:55BULLISHNEUTRALBULLISH
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10:40BULLISHNEUTRALBULLISH
10:35BULLISHNEUTRALBULLISH
10:30BULLISHNEUTRALMIXED
10:25BEARISHNEUTRALBEARISH
10:20BEARISHNEUTRALBEARISH
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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 2,282 of results (avg 2.4%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$771.00Nov 2713.4213.45$13.430.2%2820.50173
$640.00Oct 27130.02130.32$130.170.2%21.0011
$625.00Oct 27144.95145.30$145.130.2%--1.0029
$635.00Oct 27134.98135.32$135.150.3%21.005
$700.00Nov 2073.5073.70$73.600.3%1200.946.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Nov 209.799.82$9.810.3%5430.473.4K
$775.00Nov 2012.2812.32$12.300.3%6090.5613.8K
$774.00Nov 3013.0713.12$13.100.4%440.54885
$777.00Dec 415.3815.44$15.410.4%160.566
$776.00Nov 2012.7512.80$12.780.4%910.571.5K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 561 found (avg $0.40, cheapest $0.15)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Oct 270.340.36$0.355.7%1.0M0.549.0K
$782.00Oct 280.050.06$0.0616.7%3.2K0.021.4K
$780.00Oct 280.120.13$0.137.7%21.7K0.056.1K
$781.00Oct 280.080.09$0.0911.1%10.9K0.032.1K
$779.00Oct 280.190.20$0.205.0%13.9K0.072.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Oct 270.140.15$0.156.7%660.7K0.461.6K
$771.00Oct 270.820.87$0.855.9%195.1K0.91618
$756.00Oct 280.090.10$0.1010.0%5.4K0.03715
$758.00Oct 280.160.17$0.175.9%12.2K0.051.0K
$757.00Oct 280.120.13$0.137.7%3.9K0.04839

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,119 found (avg delta 0.84, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Oct 27144.95145.30$145.130.2%--1.0029
$635.00Oct 27134.98135.32$135.150.3%21.005
$640.00Oct 27130.02130.32$130.170.2%21.0011
$645.00Oct 27124.96125.32$125.140.3%21.0016
$650.00Oct 27119.95120.30$120.130.3%21.0013
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Oct 272.782.84$2.812.1%20.7K1.0093
$774.00Oct 273.783.83$3.811.3%6.1K1.0018
$775.00Oct 274.784.83$4.811.0%2.4K1.0045
$776.00Oct 275.765.92$5.842.7%7321.0014
$777.00Oct 276.756.92$6.842.5%7561.0013

Most actively traded options today. High liquidity = easy entry/exit. 2,556 active (total vol 10.8M, top 1.0M)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Oct 270.340.36$0.355.7%1.0M0.549.0K
$771.00Oct 270.030.04$0.0425.0%688.0K0.105.1K
$769.00Oct 271.201.26$1.234.9%625.1K0.933.9K
$772.00Oct 270.010.02$0.0250.0%445.9K0.046.6K
$768.00Oct 272.192.24$2.222.3%419.8K0.977.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Oct 270.020.03$0.0333.3%793.2K0.071.1K
$770.00Oct 270.140.15$0.156.7%660.7K0.461.6K
$767.00Oct 270.000.01$0.01100.0%507.7K0.0120.5K
$768.00Oct 270.010.02$0.0250.0%421.7K0.031.8K
$765.00Oct 270.010.02$0.0250.0%371.5K0.0212.5K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 1 strikes (avg 2.2%, max 2.2%)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$797.00Nov 20Nov 3012.8%12.5%2.2%--664

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 833 found (best R:R 0.53, avg 4.60)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$745.00$746.00Nov 13$0.24$0.76$0.2482%3.17$745.24
$736.00$737.00Nov 30$0.25$0.75$0.2581%3.00$736.25
$738.00$739.00Nov 20$0.27$0.73$0.2783%2.70$738.27
$739.00$740.00Dec 4$0.27$0.73$0.2778%2.70$739.27
$729.00$730.00Nov 30$0.34$0.66$0.3484%1.94$729.34
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$790.00$785.00Nov 10$3.26$1.74$3.2685%0.53$786.74
$796.00$795.00Nov 20$0.16$0.84$0.1684%5.25$795.84
$788.00$787.00Nov 27$0.11$0.89$0.1172%8.09$787.89
$788.00$787.00Nov 30$0.11$0.89$0.1171%8.09$787.89
$793.00$791.00Dec 4$0.88$1.12$0.8874%1.27$792.12

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 640 found (best R:R 1.26, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 10$2.79$2.79$2.2149%1.26$772.79
$770.00$775.00Nov 9$2.76$2.76$2.2449%1.23$772.76
$775.00$780.00Nov 10$2.22$2.22$2.7858%0.80$777.22
$770.00$775.00Nov 5$2.67$2.67$2.3349%1.15$772.67
$775.00$780.00Nov 9$2.14$2.14$2.8659%0.75$777.14
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$763.00$762.00Oct 28$0.13$0.13$0.8784%0.15$762.87
$765.00$764.00Oct 28$0.19$0.19$0.8177%0.23$764.81
$758.00$757.00Oct 29$0.10$0.10$0.9087%0.11$757.90
$764.00$763.00Oct 28$0.15$0.15$0.8580%0.18$763.85
$761.00$760.00Oct 29$0.15$0.15$0.8581%0.18$760.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $2.41, cheapest $2.46)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$770.00Oct 27Oct 28$2.469.9%16.2%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$770.00Oct 27Oct 28$2.369.7%16.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 979 found (cheapest 0.06% of stock, avg 3.95%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$770.00Oct 27$0.35$0.15$0.50$769.50$770.500.06%
$771.00Oct 27$0.04$0.85$0.89$770.11$771.890.12%
$769.00Oct 27$1.23$0.03$1.26$767.74$770.260.16%
$772.00Oct 27$0.02$1.81$1.83$770.17$773.830.24%
$768.00Oct 27$2.22$0.02$2.24$765.76$770.240.29%
$773.00Oct 27$0.01$2.81$2.82$770.18$775.820.37%
$767.00Oct 27$3.21$0.01$3.22$763.78$770.220.42%
$774.00Oct 27$0.01$3.81$3.82$770.18$777.820.50%
$766.00Oct 27$4.21$0.02$4.23$761.77$770.230.55%
$775.00Oct 27$0.01$4.81$4.82$770.18$779.820.63%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 372 found (cheapest 0.01% of stock, avg 1.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$771.00$769.00Oct 27$0.04$0.03$0.07$768.93$771.07
$771.00$770.00Oct 27$0.04$0.15$0.19$769.81$771.19
$775.00$766.00Oct 28$0.82$1.16$1.98$764.02$776.98
$774.00$766.00Oct 28$1.10$1.16$2.26$763.74$776.26
$775.00$767.00Oct 28$0.82$1.42$2.24$764.76$777.24
$790.00$750.00Nov 5$0.63$1.76$2.39$747.61$792.39
$774.00$767.00Oct 28$1.10$1.42$2.52$764.48$776.52
$773.00$766.00Oct 28$1.43$1.16$2.59$763.41$775.59
$773.00$767.00Oct 28$1.43$1.42$2.85$764.15$775.85
$775.00$768.00Oct 28$0.82$1.74$2.56$765.44$777.56

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 367 found (best R:R 0.89, avg credit $0.68)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
752/753777/778Nov 3$0.47$0.5354%0.89$752.53$777.47
750/751777/778Nov 4$0.50$0.5051%1.00$750.50$777.50
750/751779/780Nov 6$0.51$0.4950%1.04$750.49$779.51
752/753777/778Nov 4$0.52$0.4849%1.08$752.48$777.52
747/748779/780Nov 6$0.48$0.5253%0.92$747.52$779.48
750/751778/779Nov 6$0.53$0.4748%1.13$750.47$778.53
753/754776/777Nov 2$0.47$0.5354%0.89$753.53$776.47
746/747779/780Nov 6$0.47$0.5354%0.89$746.53$779.47
747/748778/779Nov 6$0.50$0.5051%1.00$747.50$778.50
754/755777/778Nov 4$0.54$0.4647%1.17$754.46$777.54

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 245 found (best R:R 8.09, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$768.00$769.00$770.00Oct 27$0.11$0.8942%8.09
$760.00$765.00$770.00Nov 5$0.45$4.5521%10.11
$755.00$760.00$765.00Nov 5$0.34$4.6616%13.71
$755.00$760.00$765.00Nov 9$0.31$4.6915%15.13
$769.00$770.00$771.00Oct 27$0.57$0.4382%0.75
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$768.00$769.00$770.00Oct 27$0.11$0.8942%8.09
$760.00$765.00$770.00Nov 5$0.47$4.5321%9.64
$755.00$760.00$765.00Nov 5$0.35$4.6516%13.29
$750.00$755.00$760.00Nov 9$0.23$4.7712%20.74
$745.00$750.00$755.00Nov 5$0.17$4.8310%28.41

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 933 found (best net $-0.25, 920 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$650.00$700.001:2Nov 27-$25.63$24.37
$735.00$750.001:2Nov 10-$10.71$4.29
$780.00$785.001:2Nov 5-$0.08$4.92
$775.00$780.001:2Nov 5-$0.69$4.31
$768.00$769.001:2Oct 27-$0.24$0.76
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$850.00$810.001:2Nov 20-$0.25$39.75
$840.00$810.001:2Oct 30-$9.81$20.19
$835.00$806.001:2Dec 4-$7.46$21.54
$820.00$800.001:2Nov 9-$9.84$10.16
$798.00$785.001:2Nov 2-$2.43$10.57

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 367 found (best yield 2.06%, avg 0.51%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$770.00Dec 4$15.890.510.0%2.06%2.11%339442
$771.00Dec 4$15.330.500.2%1.99%2.17%48101
$772.00Dec 4$14.710.480.3%1.91%2.22%12385
$773.00Dec 4$14.110.470.4%1.83%2.27%127143
$774.00Dec 4$13.510.470.6%1.76%2.32%1435
$775.00Dec 4$12.930.460.7%1.68%2.37%230297
$776.00Dec 4$12.370.450.8%1.61%2.43%22192
$777.00Dec 4$11.820.440.9%1.54%2.49%15123
$778.00Dec 4$11.280.431.1%1.47%2.55%18281
$770.00Nov 30$14.480.510.0%1.88%1.93%4721.9K

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 5,157,193
Total Puts 5,660,726
Put/Call Ratio 1.10
Net Difference -503,533

Prior's Put/Call Breakdown

Total Calls 5,155,901
Total Puts 5,482,921
Put/Call Ratio 1.06
Net Difference -327,020

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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