Options Analytics

Unusual Options Activity

Rank delayed options flow by conviction and confidence. Best used as a watchlist generator, not a tape-reading substitute.

Grid List

Term Structure Sentiment (Weighted)

0-3 Days (Micro)
BULLISH
$9,285,110 Total Flow
85.1% Bull 14.9% Bear
4-14 Days (Swing)
BULLISH
$123,057,821 Total Flow
84.4% Bull 15.6% Bear
15+ Days (Macro)
BULLISH
$76,220,865 Total Flow
91.3% Bull 8.7% Bear
SPY 777.0 CALL Directional Flow
2026-10-13 · 3 DTE
S 95 C 95 HIGH
Premium
$3,406,152
Delta Notional
$476,185,295
Volume / OI
9,816 / 2,398
V/OI Ratio
4.09x
Exec Price / IV
$3.47 / 7.30%
Spread
1.2%
ASK BULLISH
SPY 778.0 PUT Put Hedge Candidate
2026-10-16 · 6 DTE
S 93 C 95 HIGH
Premium
$3,075,699
Delta Notional
$301,944,401
Volume / OI
8,473 / 2,151
V/OI Ratio
3.94x
Exec Price / IV
$3.63 / 9.66%
Spread
0.6%
ASK BEARISH
SPY 777.0 CALL Directional Flow
2026-10-14 · 4 DTE
S 94 C 94 HIGH
Premium
$2,228,701
Delta Notional
$240,627,043
Volume / OI
5,171 / 1,224
V/OI Ratio
4.22x
Exec Price / IV
$4.31 / 8.79%
Spread
0.5%
ASK BULLISH
SPY 777.0 CALL Directional Flow
2026-10-16 · 6 DTE
S 93 C 96 HIGH
Premium
$8,221,400
Delta Notional
$684,651,776
Volume / OI
14,948 / 4,269
V/OI Ratio
3.50x
Exec Price / IV
$5.50 / 9.80%
Spread
0.9%
ASK BULLISH
SPY 772.0 PUT Premium Sale
2026-10-16 · 6 DTE
S 90 C 97 HIGH
Premium
$5,511,768
Delta Notional
$627,271,573
Volume / OI
30,792 / 15,109
V/OI Ratio
2.04x
Exec Price / IV
$1.79 / 10.44%
Spread
0.6%
BID BULLISH
SPY 782.0 CALL Premium Sale
2026-10-13 · 3 DTE
S 91 C 94 HIGH
Premium
$359,856
Delta Notional
$79,696,632
Volume / OI
3,528 / 1,557
V/OI Ratio
2.27x
Exec Price / IV
$1.02 / 6.82%
Spread
1.0%
BID BEARISH
SPY 779.0 CALL Directional Flow
2026-10-14 · 4 DTE
S 91 C 94 HIGH
Premium
$749,322
Delta Notional
$93,176,874
Volume / OI
2,394 / 909
V/OI Ratio
2.63x
Exec Price / IV
$3.13 / 8.58%
Spread
0.3%
ASK BULLISH
SPY 782.0 CALL Directional Flow
2026-10-14 · 4 DTE
S 92 C 92 HIGH
Premium
$347,990
Delta Notional
$52,913,372
Volume / OI
1,955 / 527
V/OI Ratio
3.71x
Exec Price / IV
$1.78 / 8.33%
Spread
0.6%
ASK BULLISH
SPY 776.0 PUT Premium Sale
2026-10-15 · 5 DTE
S 91 C 93 HIGH
Premium
$551,778
Delta Notional
$65,352,633
Volume / OI
2,243 / 767
V/OI Ratio
2.92x
Exec Price / IV
$2.46 / 9.43%
Spread
0.4%
BID BULLISH
SPY 779.0 PUT Premium Sale
2026-10-14 · 4 DTE
S 91 C 93 HIGH
Premium
$580,110
Delta Notional
$71,695,518
Volume / OI
1,830 / 683
V/OI Ratio
2.68x
Exec Price / IV
$3.17 / 8.56%
Spread
0.3%
BID BULLISH
SPY 779.0 CALL Premium Sale
2026-10-15 · 5 DTE
S 91 C 93 HIGH
Premium
$655,462
Delta Notional
$70,138,522
Volume / OI
1,786 / 696
V/OI Ratio
2.57x
Exec Price / IV
$3.67 / 9.11%
Spread
0.3%
BID BEARISH
SPY 780.0 CALL Premium Sale
2026-10-14 · 4 DTE
S 89 C 95 HIGH
Premium
$817,440
Delta Notional
$109,047,301
Volume / OI
3,120 / 1,986
V/OI Ratio
1.57x
Exec Price / IV
$2.62 / 8.50%
Spread
0.4%
BID BEARISH
SPY 776.0 CALL Directional Flow
2026-10-15 · 5 DTE
S 91 C 92 HIGH
Premium
$696,850
Delta Notional
$61,946,874
Volume / OI
1,267 / 497
V/OI Ratio
2.55x
Exec Price / IV
$5.50 / 9.44%
Spread
0.9%
ASK BULLISH
SPY 777.0 PUT Premium Sale
2026-10-19 · 9 DTE
S 91 C 89 HIGH
Premium
$355,946
Delta Notional
$32,443,160
Volume / OI
986 / 103
V/OI Ratio
9.57x
Exec Price / IV
$3.61 / 9.13%
Spread
0.6%
BID BULLISH
SPY 776.0 CALL Directional Flow
2026-10-14 · 4 DTE
S 92 C 86 HIGH
Premium
$1,312,710
Delta Notional
$133,139,400
Volume / OI
2,660 / 803
V/OI Ratio
3.31x
Exec Price / IV
$4.94 / 8.93%
Spread
0.2%
ASK BULLISH
SPY 778.0 CALL Directional Flow
2026-10-16 · 6 DTE
S 87 C 96 HIGH
Premium
$2,483,213
Delta Notional
$219,097,830
Volume / OI
5,099 / 6,334
V/OI Ratio
0.81x
Exec Price / IV
$4.87 / 9.68%
Spread
1.0%
ASK BULLISH
SPY 778.0 PUT Premium Sale
2026-10-20 · 10 DTE
S 91 C 88 HIGH
Premium
$294,550
Delta Notional
$24,373,381
Volume / OI
685 / 62
V/OI Ratio
11.05x
Exec Price / IV
$4.30 / 9.23%
Spread
0.7%
BID BULLISH
SPY 777.0 CALL Directional Flow
2026-10-15 · 5 DTE
S 93 C 84 HIGH
Premium
$1,119,008
Delta Notional
$105,948,753
Volume / OI
2,312 / 626
V/OI Ratio
3.69x
Exec Price / IV
$4.84 / 9.34%
Spread
0.8%
ASK BULLISH
SPY 762.0 PUT Premium Sale
2026-10-23 · 13 DTE
S 88 C 93 HIGH
Premium
$216,081
Delta Notional
$17,349,114
Volume / OI
1,359 / 1,052
V/OI Ratio
1.29x
Exec Price / IV
$1.59 / 12.05%
Spread
1.3%
BID BULLISH
SPY 776.0 PUT Put Hedge Candidate
2026-10-19 · 9 DTE
S 89 C 90 HIGH
Premium
$249,480
Delta Notional
$22,974,475
Volume / OI
756 / 201
V/OI Ratio
3.76x
Exec Price / IV
$3.30 / 9.24%
Spread
0.6%
ASK BEARISH
SPY 760.0 PUT Premium Sale
2026-10-22 · 12 DTE
S 88 C 91 HIGH
Premium
$89,320
Delta Notional
$7,953,818
Volume / OI
770 / 341
V/OI Ratio
2.26x
Exec Price / IV
$1.16 / 12.14%
Spread
0.8%
BID BULLISH
SPY 766.0 PUT Premium Sale
2026-10-15 · 5 DTE
S 89 C 89 HIGH
Premium
$43,554
Delta Notional
$6,502,765
Volume / OI
714 / 308
V/OI Ratio
2.32x
Exec Price / IV
$0.61 / 11.03%
Spread
1.6%
BID BULLISH
SPY 776.0 CALL Directional Flow
2026-10-16 · 6 DTE
S 90 C 88 HIGH
Premium
$6,168,488
Delta Notional
$488,555,635
Volume / OI
10,071 / 5,911
V/OI Ratio
1.70x
Exec Price / IV
$6.12 / 9.92%
Spread
0.8%
ASK BULLISH
SPY 775.0 CALL Directional Flow
2026-10-16 · 6 DTE
S 85 C 97 HIGH
Premium
$7,016,416
Delta Notional
$525,510,221
Volume / OI
10,288 / 23,112
V/OI Ratio
0.45x
Exec Price / IV
$6.82 / 10.02%
Spread
0.6%
ASK BULLISH
SPY 782.0 CALL Directional Flow
2026-10-16 · 6 DTE
S 85 C 96 HIGH
Premium
$916,637
Delta Notional
$100,272,196
Volume / OI
3,239 / 5,564
V/OI Ratio
0.58x
Exec Price / IV
$2.83 / 9.28%
Spread
0.7%
ASK BULLISH
SPY 778.0 CALL Directional Flow
2026-10-21 · 11 DTE
S 89 C 88 HIGH
Premium
$412,965
Delta Notional
$28,429,300
Volume / OI
665 / 192
V/OI Ratio
3.46x
Exec Price / IV
$6.21 / 9.48%
Spread
1.6%
ASK BULLISH
SPY 782.0 CALL Premium Sale
2026-10-19 · 9 DTE
S 87 C 91 HIGH
Premium
$277,816
Delta Notional
$27,084,937
Volume / OI
847 / 330
V/OI Ratio
2.57x
Exec Price / IV
$3.28 / 8.64%
Spread
0.6%
BID BEARISH
SPY 747.0 PUT Speculative Long
2026-10-19 · 9 DTE
S 87 C 91 HIGH
Premium
$181,278
Delta Notional
$18,135,302
Volume / OI
6,714 / 6,002
V/OI Ratio
1.12x
Exec Price / IV
$0.27 / 14.12%
Spread
4.1%
ASK BEARISH
SPY 774.0 PUT Put Hedge Candidate
2026-10-16 · 6 DTE
S 84 C 97 HIGH
Premium
$809,172
Delta Notional
$88,072,089
Volume / OI
3,549 / 7,573
V/OI Ratio
0.47x
Exec Price / IV
$2.28 / 10.15%
Spread
0.4%
ASK BEARISH
SPY 786.0 CALL Directional Flow
2026-10-14 · 4 DTE
S 87 C 93 HIGH
Premium
$121,380
Delta Notional
$23,486,177
Volume / OI
1,734 / 1,057
V/OI Ratio
1.64x
Exec Price / IV
$0.70 / 8.05%
Spread
1.5%
ASK BULLISH
SPY 783.0 CALL Directional Flow
2026-10-15 · 5 DTE
S 86 C 94 HIGH
Premium
$203,110
Delta Notional
$27,443,680
Volume / OI
1,069 / 922
V/OI Ratio
1.16x
Exec Price / IV
$1.90 / 8.77%
Spread
0.5%
ASK BULLISH
SPY 785.0 CALL Directional Flow
2026-10-23 · 13 DTE
S 85 C 96 HIGH
Premium
$991,224
Delta Notional
$79,956,687
Volume / OI
2,808 / 2,892
V/OI Ratio
0.97x
Exec Price / IV
$3.53 / 9.30%
Spread
0.6%
ASK BULLISH
SPY 775.0 CALL Directional Flow
2026-10-19 · 9 DTE
S 87 C 92 HIGH
Premium
$949,440
Delta Notional
$64,637,895
Volume / OI
1,290 / 839
V/OI Ratio
1.54x
Exec Price / IV
$7.36 / 9.36%
Spread
1.4%
ASK BULLISH
SPY 776.0 PUT Premium Sale
2026-10-30 · 20 DTE
S 85 C 95 HIGH
Premium
$861,944
Delta Notional
$42,937,024
Volume / OI
1,304 / 1,121
V/OI Ratio
1.16x
Exec Price / IV
$6.61 / 11.53%
Spread
0.3%
BID BULLISH
SPY 775.0 PUT Premium Sale
2026-10-19 · 9 DTE
S 85 C 94 HIGH
Premium
$406,391
Delta Notional
$38,868,067
Volume / OI
1,387 / 1,028
V/OI Ratio
1.35x
Exec Price / IV
$2.93 / 9.32%
Spread
0.3%
BID BULLISH
SPY 785.0 CALL Directional Flow
2026-10-15 · 5 DTE
S 87 C 92 HIGH
Premium
$148,096
Delta Notional
$22,425,735
Volume / OI
1,157 / 744
V/OI Ratio
1.56x
Exec Price / IV
$1.28 / 8.63%
Spread
1.6%
ASK BULLISH
SPY 762.0 PUT Premium Sale
2026-10-16 · 6 DTE
S 85 C 95 HIGH
Premium
$146,960
Delta Notional
$19,405,824
Volume / OI
2,672 / 8,283
V/OI Ratio
0.32x
Exec Price / IV
$0.55 / 12.19%
Spread
1.8%
BID BULLISH
SPY 746.0 PUT Premium Sale
2026-10-30 · 20 DTE
S 85 C 95 HIGH
Premium
$169,218
Delta Notional
$9,547,742
Volume / OI
1,106 / 1,615
V/OI Ratio
0.68x
Exec Price / IV
$1.53 / 15.48%
Spread
0.6%
BID BULLISH
SPY 776.0 PUT Premium Sale
2026-10-20 · 10 DTE
S 92 C 81 HIGH
Premium
$583,440
Delta Notional
$50,256,290
Volume / OI
1,632 / 99
V/OI Ratio
16.48x
Exec Price / IV
$3.58 / 9.44%
Spread
0.3%
BID BULLISH
SPY 766.0 PUT Premium Sale
2026-10-23 · 13 DTE
S 85 C 95 HIGH
Premium
$182,070
Delta Notional
$14,429,151
Volume / OI
867 / 1,362
V/OI Ratio
0.64x
Exec Price / IV
$2.10 / 11.46%
Spread
0.5%
BID BULLISH
SPY 769.0 PUT Premium Sale
2026-10-20 · 10 DTE
S 88 C 88 HIGH
Premium
$83,951
Delta Notional
$8,254,436
Volume / OI
469 / 86
V/OI Ratio
5.45x
Exec Price / IV
$1.79 / 10.30%
Spread
1.1%
BID BULLISH
SPY 775.0 CALL Directional Flow
2026-10-15 · 5 DTE
S 85 C 94 HIGH
Premium
$586,224
Delta Notional
$48,888,139
Volume / OI
944 / 1,397
V/OI Ratio
0.68x
Exec Price / IV
$6.21 / 9.56%
Spread
1.0%
ASK BULLISH
SPY 778.0 PUT Unclear Flow
2026-10-13 · 3 DTE
S 96 C 73 HIGH
Premium
$2,501,473
Delta Notional
$445,534,728
Volume / OI
12,961 / 1,275
V/OI Ratio
10.17x
Exec Price / IV
$1.93 / 7.16%
Spread
0.5%
MID NEUTRAL
SPY 779.0 CALL Unclear Flow
2026-10-13 · 3 DTE
S 96 C 74 HIGH
Premium
$1,453,737
Delta Notional
$249,666,383
Volume / OI
6,519 / 1,287
V/OI Ratio
5.07x
Exec Price / IV
$2.23 / 7.04%
Spread
0.4%
MID NEUTRAL
SPY 777.0 PUT Unclear Flow
2026-10-13 · 3 DTE
S 96 C 73 HIGH
Premium
$1,702,508
Delta Notional
$318,739,201
Volume / OI
10,844 / 1,268
V/OI Ratio
8.55x
Exec Price / IV
$1.57 / 7.29%
Spread
0.6%
MID NEUTRAL
SPY 785.0 CALL Directional Flow
2026-10-21 · 11 DTE
S 90 C 83 HIGH
Premium
$318,848
Delta Notional
$30,186,155
Volume / OI
1,149 / 252
V/OI Ratio
4.56x
Exec Price / IV
$2.77 / 8.91%
Spread
0.4%
ASK BULLISH
SPY 778.0 CALL Unclear Flow
2026-10-13 · 3 DTE
S 96 C 73 HIGH
Premium
$3,351,600
Delta Notional
$521,417,787
Volume / OI
11,970 / 1,114
V/OI Ratio
10.75x
Exec Price / IV
$2.80 / 7.17%
Spread
0.7%
MID NEUTRAL
SPY 780.0 CALL Directional Flow
2026-10-16 · 6 DTE
S 87 C 89 HIGH
Premium
$6,616,125
Delta Notional
$653,447,736
Volume / OI
17,643 / 20,909
V/OI Ratio
0.84x
Exec Price / IV
$3.75 / 9.47%
Spread
0.5%
ASK BULLISH
SPY 771.0 PUT Put Hedge Candidate
2026-10-16 · 6 DTE
S 84 C 95 HIGH
Premium
$350,436
Delta Notional
$40,574,831
Volume / OI
2,204 / 4,163
V/OI Ratio
0.53x
Exec Price / IV
$1.59 / 10.59%
Spread
1.3%
ASK BEARISH
SPY 770.0 PUT Premium Sale
2026-10-15 · 5 DTE
S 84 C 96 HIGH
Premium
$224,805
Delta Notional
$31,565,351
Volume / OI
2,141 / 3,773
V/OI Ratio
0.57x
Exec Price / IV
$1.05 / 10.29%
Spread
0.9%
BID BULLISH
SPY 780.0 CALL Directional Flow
2026-10-20 · 10 DTE
S 85 C 94 HIGH
Premium
$425,034
Delta Notional
$34,714,761
Volume / OI
918 / 824
V/OI Ratio
1.11x
Exec Price / IV
$4.63 / 9.04%
Spread
0.4%
ASK BULLISH
SPY 770.0 CALL Directional Flow
2026-10-15 · 5 DTE
S 91 C 82 HIGH
Premium
$908,776
Delta Notional
$56,704,596
Volume / OI
898 / 344
V/OI Ratio
2.61x
Exec Price / IV
$10.12 / 10.34%
Spread
1.6%
ASK BULLISH
SPY 791.0 CALL Call Overwrite/Sale
2026-10-30 · 20 DTE
S 84 C 94 HIGH
Premium
$197,828
Delta Notional
$12,839,882
Volume / OI
548 / 1,035
V/OI Ratio
0.53x
Exec Price / IV
$3.61 / 10.25%
Spread
0.3%
BID BEARISH
SPY 758.0 PUT Premium Sale
2026-10-30 · 20 DTE
S 83 C 96 HIGH
Premium
$212,504
Delta Notional
$11,837,090
Volume / OI
808 / 2,024
V/OI Ratio
0.40x
Exec Price / IV
$2.63 / 13.79%
Spread
0.4%
BID BULLISH
SPY 787.0 CALL Premium Sale
2026-10-15 · 5 DTE
S 86 C 90 HIGH
Premium
$63,661
Delta Notional
$10,711,044
Volume / OI
767 / 378
V/OI Ratio
2.03x
Exec Price / IV
$0.83 / 8.52%
Spread
1.2%
BID BEARISH
SPY 781.0 CALL Directional Flow
2026-10-15 · 5 DTE
S 84 C 95 HIGH
Premium
$246,780
Delta Notional
$29,632,970
Volume / OI
914 / 1,608
V/OI Ratio
0.57x
Exec Price / IV
$2.70 / 8.94%
Spread
0.4%
ASK BULLISH
SPY 783.0 CALL Directional Flow
2026-10-16 · 6 DTE
S 83 C 97 HIGH
Premium
$549,666
Delta Notional
$63,212,219
Volume / OI
2,262 / 8,746
V/OI Ratio
0.26x
Exec Price / IV
$2.43 / 9.20%
Spread
0.4%
ASK BULLISH
SPY 770.0 PUT Premium Sale
2026-10-23 · 13 DTE
S 83 C 96 HIGH
Premium
$559,937
Delta Notional
$42,295,723
Volume / OI
1,951 / 3,099
V/OI Ratio
0.63x
Exec Price / IV
$2.87 / 10.91%
Spread
0.4%
BID BULLISH
SPY 781.0 CALL Directional Flow
2026-10-14 · 4 DTE
S 89 C 85 HIGH
Premium
$348,730
Delta Notional
$50,238,744
Volume / OI
1,622 / 891
V/OI Ratio
1.82x
Exec Price / IV
$2.15 / 8.39%
Spread
0.9%
ASK BULLISH
SPY 777.0 PUT Unclear Flow
2026-10-16 · 6 DTE
S 95 C 74 HIGH
Premium
$3,750,656
Delta Notional
$381,178,200
Volume / OI
11,648 / 2,135
V/OI Ratio
5.46x
Exec Price / IV
$3.22 / 9.78%
Spread
0.6%
MID NEUTRAL
SPY 735.0 PUT Premium Sale
2026-11-13 · 34 DTE
S 84 C 93 HIGH
Premium
$186,582
Delta Notional
$7,001,997
Volume / OI
726 / 668
V/OI Ratio
1.09x
Exec Price / IV
$2.57 / 17.46%
Spread
0.4%
BID BULLISH
SPY 780.0 CALL Directional Flow
2026-10-22 · 12 DTE
S 89 C 84 HIGH
Premium
$583,739
Delta Notional
$41,483,411
Volume / OI
1,079 / 348
V/OI Ratio
3.10x
Exec Price / IV
$5.41 / 9.52%
Spread
0.4%
ASK BULLISH
SPY 776.0 PUT Unclear Flow
2026-10-13 · 3 DTE
S 96 C 72 HIGH
Premium
$698,250
Delta Notional
$138,796,272
Volume / OI
5,586 / 985
V/OI Ratio
5.67x
Exec Price / IV
$1.25 / 7.42%
Spread
0.8%
MID NEUTRAL
SPY 759.0 PUT Premium Sale
2026-10-16 · 6 DTE
S 84 C 94 HIGH
Premium
$88,929
Delta Notional
$11,751,215
Volume / OI
2,169 / 6,614
V/OI Ratio
0.33x
Exec Price / IV
$0.41 / 12.87%
Spread
2.4%
BID BULLISH
SPY 777.0 CALL Premium Sale
2026-10-23 · 13 DTE
S 84 C 94 HIGH
Premium
$847,535
Delta Notional
$49,828,727
Volume / OI
1,105 / 1,384
V/OI Ratio
0.80x
Exec Price / IV
$7.67 / 10.06%
Spread
1.0%
BID BEARISH
SPY 785.0 PUT Premium Sale
2026-10-13 · 3 DTE
S 94 C 75 HIGH
Premium
$290,326
Delta Notional
$30,160,630
Volume / OI
447 / 23
V/OI Ratio
19.43x
Exec Price / IV
$6.49 / 6.50%
Spread
3.2%
BID BULLISH
SPY 783.0 PUT Premium Sale
2026-10-15 · 5 DTE
S 93 C 77 HIGH
Premium
$340,460
Delta Notional
$30,615,103
Volume / OI
580 / 11
V/OI Ratio
52.73x
Exec Price / IV
$5.87 / 8.73%
Spread
1.4%
BID BULLISH
SPY 781.0 CALL Directional Flow
2026-10-16 · 6 DTE
S 82 C 97 HIGH
Premium
$722,813
Delta Notional
$74,701,044
Volume / OI
2,197 / 9,780
V/OI Ratio
0.22x
Exec Price / IV
$3.29 / 9.38%
Spread
0.6%
ASK BULLISH
SPY 777.0 CALL Directional Flow
2026-10-30 · 20 DTE
S 84 C 94 HIGH
Premium
$1,105,580
Delta Notional
$47,246,669
Volume / OI
1,060 / 1,516
V/OI Ratio
0.70x
Exec Price / IV
$10.43 / 11.37%
Spread
0.9%
ASK BULLISH
SPY 776.0 CALL Unclear Flow
2026-10-13 · 3 DTE
S 94 C 74 HIGH
Premium
$4,377,088
Delta Notional
$563,513,308
Volume / OI
10,624 / 3,050
V/OI Ratio
3.48x
Exec Price / IV
$4.12 / 7.43%
Spread
1.0%
MID NEUTRAL
SPY 784.0 CALL Directional Flow
2026-10-16 · 6 DTE
S 82 C 97 HIGH
Premium
$413,442
Delta Notional
$50,165,098
Volume / OI
2,007 / 7,577
V/OI Ratio
0.26x
Exec Price / IV
$2.06 / 9.13%
Spread
0.5%
ASK BULLISH
SPY 759.0 PUT Premium Sale
2026-10-30 · 20 DTE
S 83 C 95 HIGH
Premium
$157,300
Delta Notional
$8,753,738
Volume / OI
572 / 1,185
V/OI Ratio
0.48x
Exec Price / IV
$2.75 / 13.64%
Spread
0.4%
BID BULLISH
SPY 765.0 PUT Premium Sale
2026-10-13 · 3 DTE
S 88 C 85 HIGH
Premium
$30,160
Delta Notional
$6,514,908
Volume / OI
1,885 / 1,240
V/OI Ratio
1.52x
Exec Price / IV
$0.16 / 10.03%
Spread
6.9%
BID BULLISH
SPY 786.0 CALL Directional Flow
2026-10-15 · 5 DTE
S 89 C 83 HIGH
Premium
$125,353
Delta Notional
$20,447,887
Volume / OI
1,235 / 423
V/OI Ratio
2.92x
Exec Price / IV
$1.02 / 8.59%
Spread
1.0%
ASK BULLISH
SPY 752.0 PUT Unclear Flow
2026-10-16 · 6 DTE
S 97 C 70 HIGH
Premium
$534,543
Delta Notional
$69,651,348
Volume / OI
23,241 / 5,244
V/OI Ratio
4.43x
Exec Price / IV
$0.23 / 14.49%
Spread
4.3%
MID NEUTRAL
SPY 772.0 PUT Premium Sale
2026-10-23 · 13 DTE
S 83 C 96 HIGH
Premium
$429,858
Delta Notional
$31,777,938
Volume / OI
1,287 / 1,986
V/OI Ratio
0.65x
Exec Price / IV
$3.34 / 10.65%
Spread
0.3%
BID BULLISH
SPY 780.0 CALL Unclear Flow
2026-10-13 · 3 DTE
S 94 C 75 HIGH
Premium
$1,479,275
Delta Notional
$278,201,735
Volume / OI
8,453 / 2,628
V/OI Ratio
3.22x
Exec Price / IV
$1.75 / 6.97%
Spread
0.6%
MID NEUTRAL
SPY 790.0 CALL Premium Sale
2026-10-16 · 6 DTE
S 83 C 96 HIGH
Premium
$453,096
Delta Notional
$76,626,700
Volume / OI
7,308 / 28,870
V/OI Ratio
0.25x
Exec Price / IV
$0.62 / 8.79%
Spread
1.6%
BID BEARISH
SPY 767.0 PUT Premium Sale
2026-10-16 · 6 DTE
S 82 C 96 HIGH
Premium
$296,400
Delta Notional
$36,015,968
Volume / OI
2,964 / 9,826
V/OI Ratio
0.30x
Exec Price / IV
$1.00 / 11.26%
Spread
1.0%
BID BULLISH
SPY 788.0 CALL Directional Flow
2026-10-16 · 6 DTE
S 87 C 87 HIGH
Premium
$271,068
Delta Notional
$40,889,079
Volume / OI
2,809 / 2,183
V/OI Ratio
1.29x
Exec Price / IV
$0.96 / 8.86%
Spread
1.0%
ASK BULLISH
SPY 789.0 CALL Premium Sale
2026-10-16 · 6 DTE
S 83 C 94 HIGH
Premium
$121,200
Delta Notional
$18,809,935
Volume / OI
1,515 / 2,425
V/OI Ratio
0.62x
Exec Price / IV
$0.80 / 8.82%
Spread
1.3%
BID BEARISH
SPY 755.0 PUT Premium Sale
2026-10-23 · 13 DTE
S 82 C 96 HIGH
Premium
$162,960
Delta Notional
$13,587,477
Volume / OI
1,680 / 6,949
V/OI Ratio
0.24x
Exec Price / IV
$0.97 / 13.14%
Spread
1.0%
BID BULLISH
SPY 782.0 PUT Premium Sale
2026-10-23 · 13 DTE
S 86 C 88 HIGH
Premium
$174,382
Delta Notional
$10,953,607
Volume / OI
247 / 95
V/OI Ratio
2.60x
Exec Price / IV
$7.06 / 9.56%
Spread
1.1%
BID BULLISH
SPY 778.0 CALL Unclear Flow
2026-10-14 · 4 DTE
S 94 C 74 HIGH
Premium
$2,191,724
Delta Notional
$255,633,346
Volume / OI
5,972 / 1,402
V/OI Ratio
4.26x
Exec Price / IV
$3.67 / 8.69%
Spread
0.3%
MID NEUTRAL
SPY 774.0 CALL Directional Flow
2026-10-13 · 3 DTE
S 86 C 87 HIGH
Premium
$806,403
Delta Notional
$86,337,894
Volume / OI
1,426 / 2,496
V/OI Ratio
0.57x
Exec Price / IV
$5.65 / 7.73%
Spread
0.9%
ASK BULLISH
SPY 778.0 CALL Directional Flow
2026-10-20 · 10 DTE
S 90 C 80 HIGH
Premium
$425,130
Delta Notional
$31,652,892
Volume / OI
740 / 183
V/OI Ratio
4.04x
Exec Price / IV
$5.75 / 9.22%
Spread
1.6%
ASK BULLISH
SPY 771.0 PUT Premium Sale
2026-10-21 · 11 DTE
S 91 C 79 HIGH
Premium
$215,609
Delta Notional
$18,662,378
Volume / OI
859 / 53
V/OI Ratio
16.21x
Exec Price / IV
$2.51 / 10.32%
Spread
0.8%
BID BULLISH
SPY 760.0 PUT Premium Sale
2026-10-30 · 20 DTE
S 85 C 89 HIGH
Premium
$1,482,860
Delta Notional
$81,493,148
Volume / OI
5,087 / 15,795
V/OI Ratio
0.32x
Exec Price / IV
$2.92 / 13.51%
Spread
0.3%
BID BULLISH
SPY 775.0 PUT Premium Sale
2026-10-20 · 10 DTE
S 83 C 93 HIGH
Premium
$212,842
Delta Notional
$18,873,167
Volume / OI
661 / 620
V/OI Ratio
1.07x
Exec Price / IV
$3.22 / 9.54%
Spread
0.3%
BID BULLISH
SPY 760.0 PUT Premium Sale
2026-10-20 · 10 DTE
S 84 C 92 HIGH
Premium
$59,211
Delta Notional
$6,048,736
Volume / OI
731 / 821
V/OI Ratio
0.89x
Exec Price / IV
$0.81 / 11.66%
Spread
1.3%
BID BULLISH
SPY 736.0 PUT Premium Sale
2026-11-20 · 41 DTE
S 81 C 98 HIGH
Premium
$1,450,095
Delta Notional
$47,512,383
Volume / OI
4,155 / 31,013
V/OI Ratio
0.13x
Exec Price / IV
$3.49 / 17.45%
Spread
0.3%
BID BULLISH
SPY 825.0 CALL Call Overwrite/Sale
2026-11-20 · 41 DTE
S 82 C 96 HIGH
Premium
$259,488
Delta Notional
$16,285,496
Volume / OI
2,703 / 7,228
V/OI Ratio
0.37x
Exec Price / IV
$0.96 / 10.70%
Spread
1.1%
BID BEARISH
SPY 779.0 PUT Unclear Flow
2026-10-13 · 3 DTE
S 94 C 73 HIGH
Premium
$741,810
Delta Notional
$124,161,726
Volume / OI
3,130 / 798
V/OI Ratio
3.92x
Exec Price / IV
$2.37 / 7.04%
Spread
0.4%
MID NEUTRAL
SPY 769.0 PUT Premium Sale
2026-10-16 · 6 DTE
S 82 C 96 HIGH
Premium
$186,125
Delta Notional
$22,300,456
Volume / OI
1,489 / 4,160
V/OI Ratio
0.36x
Exec Price / IV
$1.25 / 10.89%
Spread
0.8%
BID BULLISH
SPY 781.0 CALL Unclear Flow
2026-10-13 · 3 DTE
S 94 C 73 HIGH
Premium
$633,960
Delta Notional
$129,659,178
Volume / OI
4,696 / 1,292
V/OI Ratio
3.63x
Exec Price / IV
$1.35 / 6.89%
Spread
0.7%
MID NEUTRAL
SPY 765.0 PUT Premium Sale
2026-10-22 · 12 DTE
S 87 C 85 HIGH
Premium
$153,200
Delta Notional
$13,004,565
Volume / OI
883 / 634
V/OI Ratio
1.39x
Exec Price / IV
$1.73 / 11.39%
Spread
0.6%
BID BULLISH
SPY 780.0 CALL Directional Flow
2026-10-23 · 13 DTE
S 86 C 88 HIGH
Premium
$1,758,200
Delta Notional
$116,518,109
Volume / OI
2,980 / 2,724
V/OI Ratio
1.09x
Exec Price / IV
$5.90 / 9.74%
Spread
0.3%
ASK BULLISH
SPY 768.0 PUT Premium Sale
2026-10-16 · 6 DTE
S 81 C 97 HIGH
Premium
$352,092
Delta Notional
$42,790,339
Volume / OI
3,172 / 16,595
V/OI Ratio
0.19x
Exec Price / IV
$1.11 / 11.05%
Spread
0.9%
BID BULLISH
SPY 750.0 PUT Premium Sale
2026-10-23 · 13 DTE
S 82 C 95 HIGH
Premium
$103,447
Delta Notional
$8,653,625
Volume / OI
1,457 / 3,944
V/OI Ratio
0.37x
Exec Price / IV
$0.71 / 13.97%
Spread
1.4%
BID BULLISH
SPY 791.0 CALL Speculative Long
2026-10-16 · 6 DTE
S 83 C 94 HIGH
Premium
$54,113
Delta Notional
$8,964,970
Volume / OI
1,021 / 3,096
V/OI Ratio
0.33x
Exec Price / IV
$0.53 / 8.74%
Spread
2.0%
ASK BULLISH
SPY 778.0 CALL Directional Flow
2026-11-13 · 34 DTE
S 85 C 89 HIGH
Premium
$523,481
Delta Notional
$16,166,678
Volume / OI
371 / 173
V/OI Ratio
2.14x
Exec Price / IV
$14.11 / 12.44%
Spread
0.8%
ASK BULLISH
SPY 725.0 PUT Premium Sale
2026-11-20 · 41 DTE
S 81 C 98 HIGH
Premium
$963,090
Delta Notional
$31,098,190
Volume / OI
3,567 / 26,747
V/OI Ratio
0.13x
Exec Price / IV
$2.70 / 18.79%
Spread
0.4%
BID BULLISH
SPY 797.0 PUT Put Hedge Candidate
2026-11-20 · 41 DTE
S 86 C 87 HIGH
Premium
$650,160
Delta Notional
$16,799,627
Volume / OI
301 / 29
V/OI Ratio
10.38x
Exec Price / IV
$21.60 / 11.38%
Spread
0.7%
ASK BEARISH
SPY 780.0 PUT Premium Sale
2026-10-15 · 5 DTE
S 83 C 93 HIGH
Premium
$158,592
Delta Notional
$16,272,839
Volume / OI
384 / 638
V/OI Ratio
0.60x
Exec Price / IV
$4.13 / 9.00%
Spread
0.2%
BID BULLISH
SPY 779.0 PUT Premium Sale
2026-10-20 · 10 DTE
S 89 C 80 HIGH
Premium
$161,025
Delta Notional
$12,925,057
Volume / OI
339 / 71
V/OI Ratio
4.77x
Exec Price / IV
$4.75 / 9.12%
Spread
0.4%
BID BULLISH
SPY 777.0 PUT Unclear Flow
2026-10-15 · 5 DTE
S 94 C 71 HIGH
Premium
$1,043,280
Delta Notional
$120,163,279
Volume / OI
3,726 / 487
V/OI Ratio
7.65x
Exec Price / IV
$2.80 / 9.31%
Spread
0.4%
MID NEUTRAL
SPY 785.0 CALL Unclear Flow
2026-10-13 · 3 DTE
S 95 C 71 HIGH
Premium
$321,493
Delta Notional
$92,662,572
Volume / OI
8,689 / 1,850
V/OI Ratio
4.70x
Exec Price / IV
$0.37 / 6.76%
Spread
2.7%
MID NEUTRAL
SPY 773.0 CALL Directional Flow
2026-10-13 · 3 DTE
S 87 C 83 HIGH
Premium
$462,920
Delta Notional
$45,098,541
Volume / OI
710 / 746
V/OI Ratio
0.95x
Exec Price / IV
$6.52 / 8.00%
Spread
1.8%
ASK BULLISH
SPY 748.0 PUT Premium Sale
2026-10-30 · 20 DTE
S 82 C 94 HIGH
Premium
$90,802
Delta Notional
$5,135,097
Volume / OI
547 / 1,197
V/OI Ratio
0.46x
Exec Price / IV
$1.66 / 15.21%
Spread
0.6%
BID BULLISH
SPY 783.0 CALL Directional Flow
2026-10-19 · 9 DTE
S 84 C 91 HIGH
Premium
$134,890
Delta Notional
$13,741,604
Volume / OI
470 / 333
V/OI Ratio
1.41x
Exec Price / IV
$2.87 / 8.57%
Spread
0.7%
ASK BULLISH
SPY 782.0 CALL Directional Flow
2026-10-15 · 5 DTE
S 87 C 85 HIGH
Premium
$223,875
Delta Notional
$28,866,655
Volume / OI
995 / 714
V/OI Ratio
1.39x
Exec Price / IV
$2.25 / 8.83%
Spread
0.9%
ASK BULLISH
SPY 767.0 PUT Premium Sale
2026-10-21 · 11 DTE
S 86 C 86 HIGH
Premium
$36,256
Delta Notional
$3,298,492
Volume / OI
206 / 30
V/OI Ratio
6.87x
Exec Price / IV
$1.76 / 10.88%
Spread
1.1%
BID BULLISH
SPY 790.0 CALL Unclear Flow
2026-10-23 · 13 DTE
S 92 C 75 HIGH
Premium
$4,472,708
Delta Notional
$440,205,906
Volume / OI
23,791 / 5,254
V/OI Ratio
4.53x
Exec Price / IV
$1.88 / 9.00%
Spread
1.1%
MID NEUTRAL
SPY 777.0 CALL Directional Flow
2026-10-19 · 9 DTE
S 88 C 82 HIGH
Premium
$443,716
Delta Notional
$33,638,704
Volume / OI
742 / 295
V/OI Ratio
2.52x
Exec Price / IV
$5.98 / 9.12%
Spread
1.0%
ASK BULLISH
SPY 756.0 PUT Speculative Long
2026-10-30 · 20 DTE
S 82 C 94 HIGH
Premium
$97,929
Delta Notional
$5,383,148
Volume / OI
403 / 879
V/OI Ratio
0.46x
Exec Price / IV
$2.43 / 14.04%
Spread
0.4%
ASK BEARISH
SPY 775.0 PUT Unclear Flow
2026-10-13 · 3 DTE
S 92 C 74 HIGH
Premium
$742,662
Delta Notional
$151,553,657
Volume / OI
7,281 / 2,861
V/OI Ratio
2.54x
Exec Price / IV
$1.02 / 7.61%
Spread
1.0%
MID NEUTRAL
SPY 757.0 PUT Premium Sale
2026-10-30 · 20 DTE
S 81 C 95 HIGH
Premium
$120,250
Delta Notional
$6,732,072
Volume / OI
481 / 1,652
V/OI Ratio
0.29x
Exec Price / IV
$2.50 / 13.91%
Spread
0.4%
BID BULLISH
SPY 779.0 CALL Directional Flow
2026-10-23 · 13 DTE
S 81 C 95 HIGH
Premium
$436,128
Delta Notional
$27,650,973
Volume / OI
672 / 1,465
V/OI Ratio
0.46x
Exec Price / IV
$6.49 / 9.84%
Spread
0.3%
ASK BULLISH
SPY 760.0 PUT Premium Sale
2026-11-13 · 34 DTE
S 85 C 87 HIGH
Premium
$637,695
Delta Notional
$23,442,344
Volume / OI
1,149 / 1,328
V/OI Ratio
0.87x
Exec Price / IV
$5.55 / 14.41%
Spread
0.4%
BID BULLISH
SPY 777.0 PUT Unclear Flow
2026-10-14 · 4 DTE
S 93 C 73 HIGH
Premium
$934,032
Delta Notional
$126,704,342
Volume / OI
4,026 / 1,062
V/OI Ratio
3.79x
Exec Price / IV
$2.32 / 8.78%
Spread
0.4%
MID NEUTRAL
SPY 805.0 CALL Speculative Long
2026-11-13 · 34 DTE
S 81 C 96 HIGH
Premium
$371,686
Delta Notional
$20,502,727
Volume / OI
1,337 / 6,840
V/OI Ratio
0.20x
Exec Price / IV
$2.78 / 10.71%
Spread
0.7%
ASK BULLISH
SPY 775.0 CALL Directional Flow
2026-10-14 · 4 DTE
S 86 C 86 HIGH
Premium
$707,318
Delta Notional
$66,821,931
Volume / OI
1,253 / 1,638
V/OI Ratio
0.76x
Exec Price / IV
$5.64 / 9.04%
Spread
1.2%
ASK BULLISH
SPY 779.0 PUT Premium Sale
2026-10-23 · 13 DTE
S 86 C 85 HIGH
Premium
$566,365
Delta Notional
$37,677,863
Volume / OI
998 / 612
V/OI Ratio
1.63x
Exec Price / IV
$5.68 / 9.86%
Spread
0.5%
BID BULLISH
SPY 770.0 PUT Premium Sale
2026-10-19 · 9 DTE
S 81 C 95 HIGH
Premium
$243,775
Delta Notional
$25,265,100
Volume / OI
1,393 / 2,793
V/OI Ratio
0.50x
Exec Price / IV
$1.75 / 9.98%
Spread
1.1%
BID BULLISH
SPY 781.0 CALL Directional Flow
2026-11-06 · 27 DTE
S 82 C 93 HIGH
Premium
$676,389
Delta Notional
$25,940,605
Volume / OI
651 / 672
V/OI Ratio
0.97x
Exec Price / IV
$10.39 / 11.86%
Spread
0.7%
ASK BULLISH
SPY 792.0 CALL Call Overwrite/Sale
2026-10-23 · 13 DTE
S 82 C 92 HIGH
Premium
$68,640
Delta Notional
$7,226,229
Volume / OI
480 / 889
V/OI Ratio
0.54x
Exec Price / IV
$1.43 / 8.90%
Spread
1.4%
BID BEARISH
SPY 778.0 PUT Premium Sale
2026-11-06 · 27 DTE
S 83 C 91 HIGH
Premium
$441,709
Delta Notional
$17,377,510
Volume / OI
487 / 380
V/OI Ratio
1.28x
Exec Price / IV
$9.07 / 12.14%
Spread
0.7%
BID BULLISH
SPY 802.0 CALL Call Overwrite/Sale
2026-10-30 · 20 DTE
S 82 C 93 HIGH
Premium
$84,216
Delta Notional
$7,307,169
Volume / OI
726 / 1,918
V/OI Ratio
0.38x
Exec Price / IV
$1.16 / 9.78%
Spread
1.7%
BID BEARISH
SPY 771.0 CALL Premium Sale
2026-10-15 · 5 DTE
S 87 C 82 HIGH
Premium
$558,981
Delta Notional
$36,959,553
Volume / OI
603 / 465
V/OI Ratio
1.30x
Exec Price / IV
$9.27 / 10.15%
Spread
1.7%
BID BEARISH
SPY 777.0 PUT Premium Sale
2026-10-20 · 10 DTE
S 87 C 83 HIGH
Premium
$246,724
Delta Notional
$20,781,992
Volume / OI
627 / 273
V/OI Ratio
2.30x
Exec Price / IV
$3.94 / 9.32%
Spread
0.3%
BID BULLISH
SPY 776.0 PUT Unclear Flow
2026-10-16 · 6 DTE
S 91 C 75 HIGH
Premium
$1,811,810
Delta Notional
$189,657,440
Volume / OI
6,335 / 2,471
V/OI Ratio
2.56x
Exec Price / IV
$2.86 / 9.90%
Spread
0.3%
MID NEUTRAL
SPY 781.0 PUT Premium Sale
2026-10-13 · 3 DTE
S 86 C 85 HIGH
Premium
$223,011
Delta Notional
$32,232,193
Volume / OI
639 / 827
V/OI Ratio
0.77x
Exec Price / IV
$3.49 / 6.88%
Spread
1.1%
BID BULLISH
SPY 786.0 PUT Premium Sale
2026-10-23 · 13 DTE
S 90 C 77 HIGH
Premium
$241,485
Delta Notional
$13,622,856
Volume / OI
255 / 19
V/OI Ratio
13.42x
Exec Price / IV
$9.47 / 9.25%
Spread
1.5%
BID BULLISH
SPY 805.0 CALL Speculative Long
2026-11-20 · 41 DTE
S 80 C 97 MED
Premium
$400,467
Delta Notional
$18,576,978
Volume / OI
1,019 / 7,658
V/OI Ratio
0.13x
Exec Price / IV
$3.93 / 11.09%
Spread
0.5%
ASK BULLISH
SPY 741.0 PUT Unclear Flow
2026-11-20 · 41 DTE
S 93 C 72 HIGH
Premium
$1,095,654
Delta Notional
$35,675,565
Volume / OI
2,746 / 630
V/OI Ratio
4.36x
Exec Price / IV
$3.99 / 16.84%
Spread
0.5%
MID NEUTRAL
SPY 779.0 CALL Directional Flow
2026-10-19 · 9 DTE
S 87 C 81 HIGH
Premium
$176,860
Delta Notional
$14,861,595
Volume / OI
370 / 119
V/OI Ratio
3.11x
Exec Price / IV
$4.78 / 8.92%
Spread
0.4%
ASK BULLISH
SPY 771.0 PUT Premium Sale
2026-10-30 · 20 DTE
S 84 C 87 HIGH
Premium
$770,100
Delta Notional
$39,940,575
Volume / OI
1,510 / 1,767
V/OI Ratio
0.85x
Exec Price / IV
$5.10 / 12.12%
Spread
0.4%
BID BULLISH
SPY 784.0 CALL Directional Flow
2026-10-15 · 5 DTE
S 86 C 84 HIGH
Premium
$119,583
Delta Notional
$17,388,066
Volume / OI
774 / 547
V/OI Ratio
1.41x
Exec Price / IV
$1.54 / 8.69%
Spread
0.6%
ASK BULLISH
SPY 767.0 CALL Directional Flow
2026-10-23 · 13 DTE
S 87 C 81 HIGH
Premium
$1,681,533
Delta Notional
$66,860,152
Volume / OI
1,107 / 649
V/OI Ratio
1.71x
Exec Price / IV
$15.19 / 11.34%
Spread
1.1%
BUY_LEAN BULLISH
SPY 777.0 PUT Premium Sale
2026-10-21 · 11 DTE
S 89 C 78 HIGH
Premium
$113,420
Delta Notional
$8,841,217
Volume / OI
265 / 17
V/OI Ratio
15.59x
Exec Price / IV
$4.28 / 9.62%
Spread
0.5%
BID BULLISH
SPY 776.0 PUT Unclear Flow
2026-10-14 · 4 DTE
S 91 C 74 HIGH
Premium
$920,773
Delta Notional
$129,194,749
Volume / OI
4,627 / 1,740
V/OI Ratio
2.66x
Exec Price / IV
$1.99 / 8.91%
Spread
0.5%
MID NEUTRAL
SPY 778.0 PUT Premium Sale
2026-11-20 · 41 DTE
S 85 C 86 HIGH
Premium
$1,413,842
Delta Notional
$42,891,331
Volume / OI
1,211 / 730
V/OI Ratio
1.66x
Exec Price / IV
$11.68 / 12.84%
Spread
0.3%
BID BULLISH
SPY 800.0 CALL Call Overwrite/Sale
2026-10-23 · 13 DTE
S 81 C 94 HIGH
Premium
$83,916
Delta Notional
$11,026,958
Volume / OI
1,998 / 9,303
V/OI Ratio
0.21x
Exec Price / IV
$0.42 / 8.72%
Spread
2.5%
BID BEARISH
SPY 750.0 PUT Speculative Long
2026-11-13 · 34 DTE
S 81 C 94 HIGH
Premium
$164,424
Delta Notional
$6,113,711
Volume / OI
408 / 923
V/OI Ratio
0.44x
Exec Price / IV
$4.03 / 15.59%
Spread
0.5%
ASK BEARISH
SPY 779.0 PUT Unclear Flow
2026-10-16 · 6 DTE
S 91 C 74 HIGH
Premium
$1,431,556
Delta Notional
$136,302,245
Volume / OI
3,526 / 1,364
V/OI Ratio
2.59x
Exec Price / IV
$4.06 / 9.55%
Spread
0.5%
MID NEUTRAL
SPY 778.0 PUT Unclear Flow
2026-10-15 · 5 DTE
S 94 C 69 HIGH
Premium
$634,491
Delta Notional
$70,647,897
Volume / OI
1,989 / 156
V/OI Ratio
12.75x
Exec Price / IV
$3.19 / 9.21%
Spread
0.3%
MID NEUTRAL
SPY 769.0 CALL Directional Flow
2026-10-23 · 13 DTE
S 85 C 85 HIGH
Premium
$1,273,113
Delta Notional
$54,599,406
Volume / OI
942 / 897
V/OI Ratio
1.05x
Exec Price / IV
$13.52 / 11.06%
Spread
1.3%
ASK BULLISH
SPY 775.0 CALL Directional Flow
2026-10-30 · 20 DTE
S 79 C 97 MED
Premium
$1,029,875
Delta Notional
$41,350,643
Volume / OI
875 / 5,987
V/OI Ratio
0.15x
Exec Price / IV
$11.77 / 11.60%
Spread
0.6%
ASK BULLISH
SPY 770.0 CALL Premium Sale
2026-10-13 · 3 DTE
S 89 C 77 HIGH
Premium
$673,251
Delta Notional
$50,978,952
Volume / OI
731 / 539
V/OI Ratio
1.36x
Exec Price / IV
$9.21 / 9.35%
Spread
3.9%
SELL_LEAN BEARISH
SPY 770.0 CALL Premium Sale
2026-10-23 · 13 DTE
S 85 C 85 HIGH
Premium
$4,217,046
Delta Notional
$188,582,855
Volume / OI
3,331 / 3,969
V/OI Ratio
0.84x
Exec Price / IV
$12.66 / 10.85%
Spread
0.9%
SELL_LEAN BEARISH
SPY 770.0 CALL Directional Flow
2026-10-14 · 4 DTE
S 85 C 84 HIGH
Premium
$618,510
Delta Notional
$41,650,670
Volume / OI
636 / 822
V/OI Ratio
0.77x
Exec Price / IV
$9.73 / 9.94%
Spread
1.7%
ASK BULLISH
SPY 791.0 CALL Speculative Long
2026-11-13 · 34 DTE
S 87 C 81 HIGH
Premium
$132,618
Delta Notional
$5,510,560
Volume / OI
186 / 66
V/OI Ratio
2.82x
Exec Price / IV
$7.13 / 11.40%
Spread
0.3%
ASK BULLISH
SPY 783.0 PUT Premium Sale
2026-10-16 · 6 DTE
S 82 C 91 HIGH
Premium
$156,972
Delta Notional
$12,996,049
Volume / OI
254 / 503
V/OI Ratio
0.50x
Exec Price / IV
$6.18 / 9.18%
Spread
1.4%
BID BULLISH
SPY 767.0 PUT Premium Sale
2026-10-14 · 4 DTE
S 81 C 92 HIGH
Premium
$41,262
Delta Notional
$7,268,707
Volume / OI
897 / 1,109
V/OI Ratio
0.81x
Exec Price / IV
$0.46 / 10.49%
Spread
2.1%
BID BULLISH
SPY 780.0 CALL Directional Flow
2026-11-13 · 34 DTE
S 85 C 85 HIGH
Premium
$1,179,340
Delta Notional
$38,283,785
Volume / OI
921 / 566
V/OI Ratio
1.63x
Exec Price / IV
$12.80 / 12.26%
Spread
0.2%
ASK BULLISH
SPY 781.0 CALL Directional Flow
2026-10-20 · 10 DTE
S 86 C 81 HIGH
Premium
$154,570
Delta Notional
$13,296,869
Volume / OI
377 / 139
V/OI Ratio
2.71x
Exec Price / IV
$4.10 / 8.94%
Spread
0.5%
ASK BULLISH
SPY 744.0 PUT Premium Sale
2026-11-20 · 41 DTE
S 84 C 86 HIGH
Premium
$324,597
Delta Notional
$10,588,193
Volume / OI
754 / 988
V/OI Ratio
0.76x
Exec Price / IV
$4.30 / 16.50%
Spread
0.2%
BID BULLISH
SPY 765.0 PUT Premium Sale
2026-10-14 · 4 DTE
S 81 C 93 HIGH
Premium
$31,008
Delta Notional
$5,650,956
Volume / OI
912 / 3,419
V/OI Ratio
0.27x
Exec Price / IV
$0.34 / 10.91%
Spread
2.8%
BID BULLISH
SPY 779.0 CALL Unclear Flow
2026-10-16 · 6 DTE
S 90 C 75 HIGH
Premium
$2,414,348
Delta Notional
$225,876,498
Volume / OI
5,641 / 3,070
V/OI Ratio
1.84x
Exec Price / IV
$4.28 / 9.57%
Spread
0.5%
MID NEUTRAL
SPY 773.0 PUT Premium Sale
2026-10-16 · 6 DTE
S 83 C 88 HIGH
Premium
$315,609
Delta Notional
$35,613,836
Volume / OI
1,582 / 4,296
V/OI Ratio
0.37x
Exec Price / IV
$2.00 / 10.30%
Spread
0.5%
BID BULLISH
SPY 772.0 CALL Directional Flow
2026-10-16 · 6 DTE
S 83 C 89 HIGH
Premium
$1,385,969
Delta Notional
$88,709,413
Volume / OI
1,534 / 7,410
V/OI Ratio
0.21x
Exec Price / IV
$9.04 / 10.40%
Spread
0.6%
ASK BULLISH
SPY 787.0 CALL Directional Flow
2026-11-13 · 34 DTE
S 87 C 80 HIGH
Premium
$182,988
Delta Notional
$6,944,223
Volume / OI
204 / 40
V/OI Ratio
5.10x
Exec Price / IV
$8.97 / 11.69%
Spread
0.2%
ASK BULLISH
SPY 778.0 CALL Directional Flow
2026-10-19 · 9 DTE
S 86 C 82 HIGH
Premium
$393,592
Delta Notional
$31,456,186
Volume / OI
735 / 458
V/OI Ratio
1.60x
Exec Price / IV
$5.36 / 9.00%
Spread
1.7%
ASK BULLISH
SPY 748.0 PUT Speculative Long
2026-10-23 · 13 DTE
S 85 C 83 HIGH
Premium
$53,471
Delta Notional
$4,394,562
Volume / OI
829 / 528
V/OI Ratio
1.57x
Exec Price / IV
$0.65 / 14.30%
Spread
1.6%
ASK BEARISH
SPY 772.0 CALL Directional Flow
2026-10-13 · 3 DTE
S 85 C 83 HIGH
Premium
$368,526
Delta Notional
$32,803,109
Volume / OI
497 / 863
V/OI Ratio
0.58x
Exec Price / IV
$7.42 / 8.32%
Spread
2.3%
ASK BULLISH
SPY 773.0 PUT Unclear Flow
2026-10-13 · 3 DTE
S 92 C 72 HIGH
Premium
$211,510
Delta Notional
$46,632,137
Volume / OI
3,254 / 1,161
V/OI Ratio
2.80x
Exec Price / IV
$0.65 / 7.99%
Spread
1.5%
MID NEUTRAL
SPY 787.0 CALL Premium Sale
2026-10-30 · 20 DTE
S 80 C 94 MED
Premium
$197,104
Delta Notional
$11,446,822
Volume / OI
388 / 898
V/OI Ratio
0.43x
Exec Price / IV
$5.08 / 10.50%
Spread
0.2%
BID BEARISH
SPY 738.0 PUT Premium Sale
2026-11-20 · 41 DTE
S 79 C 95 MED
Premium
$168,086
Delta Notional
$5,504,613
Volume / OI
458 / 1,798
V/OI Ratio
0.25x
Exec Price / IV
$3.67 / 17.20%
Spread
0.5%
BID BULLISH
SPY 778.0 PUT Premium Sale
2026-10-30 · 20 DTE
S 83 C 88 HIGH
Premium
$858,294
Delta Notional
$41,662,019
Volume / OI
1,163 / 2,019
V/OI Ratio
0.58x
Exec Price / IV
$7.38 / 11.31%
Spread
0.3%
BID BULLISH
SPY 772.0 PUT Premium Sale
2026-10-14 · 4 DTE
S 84 C 86 HIGH
Premium
$110,745
Delta Notional
$17,566,059
Volume / OI
1,070 / 1,266
V/OI Ratio
0.85x
Exec Price / IV
$1.04 / 9.50%
Spread
1.0%
BID BULLISH
SPY 801.0 CALL Speculative Long
2026-11-06 · 27 DTE
S 82 C 90 HIGH
Premium
$67,591
Delta Notional
$4,176,379
Volume / OI
263 / 253
V/OI Ratio
1.04x
Exec Price / IV
$2.57 / 10.57%
Spread
1.2%
ASK BULLISH
SPY 769.0 CALL Directional Flow
2026-10-13 · 3 DTE
S 82 C 89 HIGH
Premium
$180,775
Delta Notional
$12,442,654
Volume / OI
175 / 584
V/OI Ratio
0.30x
Exec Price / IV
$10.33 / 9.42%
Spread
2.7%
ASK BULLISH
SPY 784.0 CALL Unclear Flow
2026-10-13 · 3 DTE
S 91 C 72 HIGH
Premium
$270,108
Delta Notional
$70,319,443
Volume / OI
5,002 / 2,242
V/OI Ratio
2.23x
Exec Price / IV
$0.54 / 6.77%
Spread
1.9%
MID NEUTRAL
SPY 781.0 PUT Premium Sale
2026-10-23 · 13 DTE
S 80 C 94 MED
Premium
$253,330
Delta Notional
$16,210,324
Volume / OI
385 / 1,183
V/OI Ratio
0.33x
Exec Price / IV
$6.58 / 9.65%
Spread
0.5%
BID BULLISH
SPY 778.0 CALL Directional Flow
2026-11-20 · 41 DTE
S 79 C 95 MED
Premium
$1,033,259
Delta Notional
$28,329,623
Volume / OI
647 / 1,914
V/OI Ratio
0.34x
Exec Price / IV
$15.97 / 12.85%
Spread
0.6%
ASK BULLISH
SPY 775.0 CALL Directional Flow
2026-10-23 · 13 DTE
S 83 C 87 HIGH
Premium
$1,202,130
Delta Notional
$64,958,993
Volume / OI
1,332 / 2,371
V/OI Ratio
0.56x
Exec Price / IV
$9.03 / 10.29%
Spread
1.0%
ASK BULLISH
SPY 769.0 PUT Unclear Flow
2026-10-13 · 3 DTE
S 93 C 68 HIGH
Premium
$128,905
Delta Notional
$29,998,867
Volume / OI
4,445 / 958
V/OI Ratio
4.64x
Exec Price / IV
$0.29 / 8.86%
Spread
3.5%
MID NEUTRAL
SPY 765.0 PUT Unclear Flow
2026-10-30 · 20 DTE
S 88 C 77 HIGH
Premium
$8,790,750
Delta Notional
$471,886,082
Volume / OI
23,442 / 30,156
V/OI Ratio
0.78x
Exec Price / IV
$3.75 / 12.87%
Spread
0.3%
MID NEUTRAL
SPY 774.0 CALL Directional Flow
2026-10-14 · 4 DTE
S 85 C 82 HIGH
Premium
$515,840
Delta Notional
$45,399,136
Volume / OI
806 / 1,127
V/OI Ratio
0.72x
Exec Price / IV
$6.40 / 9.17%
Spread
1.4%
BUY_LEAN BULLISH
SPY 762.0 PUT Premium Sale
2026-10-30 · 20 DTE
S 83 C 88 HIGH
Premium
$190,275
Delta Notional
$10,356,489
Volume / OI
590 / 1,893
V/OI Ratio
0.31x
Exec Price / IV
$3.23 / 13.26%
Spread
0.3%
BID BULLISH
SPY 768.0 PUT Premium Sale
2026-10-15 · 5 DTE
S 80 C 93 HIGH
Premium
$42,423
Delta Notional
$6,224,192
Volume / OI
537 / 913
V/OI Ratio
0.59x
Exec Price / IV
$0.79 / 10.66%
Spread
1.2%
BID BULLISH
SPY 779.0 CALL Directional Flow
2026-10-20 · 10 DTE
S 86 C 82 HIGH
Premium
$157,896
Delta Notional
$12,338,580
Volume / OI
306 / 136
V/OI Ratio
2.25x
Exec Price / IV
$5.16 / 9.13%
Spread
0.4%
ASK BULLISH
SPY 783.0 PUT Premium Sale
2026-10-19 · 9 DTE
S 89 C 75 HIGH
Premium
$125,296
Delta Notional
$9,479,723
Volume / OI
191 / 7
V/OI Ratio
27.29x
Exec Price / IV
$6.56 / 8.58%
Spread
1.8%
BID BULLISH
SPY 747.0 CALL Premium Sale
2026-10-14 · 4 DTE
S 88 C 76 HIGH
Premium
$314,100
Delta Notional
$7,661,988
Volume / OI
100 / 15
V/OI Ratio
6.67x
Exec Price / IV
$31.41 / 20.41%
Spread
7.2%
BID BEARISH
SPY 785.0 CALL Unclear Flow
2026-10-16 · 6 DTE
S 88 C 76 HIGH
Premium
$8,918,163
Delta Notional
$1,155,388,863
Volume / OI
52,153 / 44,310
V/OI Ratio
1.18x
Exec Price / IV
$1.71 / 9.05%
Spread
0.6%
MID NEUTRAL
SPY 783.0 PUT Premium Sale
2026-10-23 · 13 DTE
S 87 C 79 HIGH
Premium
$159,780
Delta Notional
$9,741,864
Volume / OI
209 / 64
V/OI Ratio
3.27x
Exec Price / IV
$7.64 / 9.48%
Spread
1.4%
BID BULLISH
SPY 780.0 PUT Premium Sale
2026-10-30 · 20 DTE
S 83 C 87 HIGH
Premium
$757,218
Delta Notional
$35,919,848
Volume / OI
924 / 1,691
V/OI Ratio
0.55x
Exec Price / IV
$8.20 / 11.10%
Spread
0.4%
BID BULLISH
SPY 776.0 CALL Directional Flow
2026-10-19 · 9 DTE
S 86 C 81 HIGH
Premium
$233,862
Delta Notional
$16,866,135
Volume / OI
353 / 177
V/OI Ratio
1.99x
Exec Price / IV
$6.62 / 9.23%
Spread
1.1%
ASK BULLISH
SPY 781.0 CALL Directional Flow
2026-11-20 · 41 DTE
S 80 C 93 MED
Premium
$513,604
Delta Notional
$14,960,610
Volume / OI
364 / 679
V/OI Ratio
0.54x
Exec Price / IV
$14.11 / 12.57%
Spread
0.2%
ASK BULLISH
SPY 787.0 CALL Directional Flow
2026-10-21 · 11 DTE
S 82 C 88 HIGH
Premium
$39,831
Delta Notional
$4,064,162
Volume / OI
187 / 86
V/OI Ratio
2.17x
Exec Price / IV
$2.13 / 8.78%
Spread
0.9%
ASK BULLISH
SPY 777.0 CALL Directional Flow
2026-10-20 · 10 DTE
S 86 C 80 HIGH
Premium
$185,858
Delta Notional
$13,183,321
Volume / OI
292 / 124
V/OI Ratio
2.35x
Exec Price / IV
$6.37 / 9.34%
Spread
1.1%
ASK BULLISH
SPY 784.0 PUT Premium Sale
2026-10-16 · 6 DTE
S 85 C 82 HIGH
Premium
$249,744
Delta Notional
$19,680,754
Volume / OI
363 / 363
V/OI Ratio
1.00x
Exec Price / IV
$6.88 / 9.11%
Spread
1.5%
BID BULLISH
SPY 775.0 PUT Unclear Flow
2026-10-15 · 5 DTE
S 90 C 73 HIGH
Premium
$467,322
Delta Notional
$57,503,427
Volume / OI
2,194 / 906
V/OI Ratio
2.42x
Exec Price / IV
$2.13 / 9.56%
Spread
0.5%
MID NEUTRAL
SPY 785.0 CALL Directional Flow
2026-11-20 · 41 DTE
S 78 C 98 MED
Premium
$1,853,780
Delta Notional
$58,650,179
Volume / OI
1,571 / 11,443
V/OI Ratio
0.14x
Exec Price / IV
$11.80 / 12.24%
Spread
0.2%
ASK BULLISH
SPY 789.0 PUT Put Hedge Candidate
2026-10-23 · 13 DTE
S 87 C 78 HIGH
Premium
$116,806
Delta Notional
$6,053,772
Volume / OI
101 / 22
V/OI Ratio
4.59x
Exec Price / IV
$11.57 / 9.03%
Spread
1.3%
ASK BEARISH
SPY 768.0 PUT Premium Sale
2026-10-23 · 13 DTE
S 82 C 87 HIGH
Premium
$297,300
Delta Notional
$23,019,919
Volume / OI
1,211 / 1,800
V/OI Ratio
0.67x
Exec Price / IV
$2.46 / 11.18%
Spread
0.4%
BID BULLISH
SPY 737.0 PUT Premium Sale
2026-11-20 · 41 DTE
S 78 C 96 MED
Premium
$188,803
Delta Notional
$6,131,132
Volume / OI
523 / 4,064
V/OI Ratio
0.13x
Exec Price / IV
$3.61 / 17.32%
Spread
0.6%
BID BULLISH
SPY 778.0 PUT Unclear Flow
2026-10-14 · 4 DTE
S 89 C 74 HIGH
Premium
$827,696
Delta Notional
$107,256,188
Volume / OI
3,043 / 1,743
V/OI Ratio
1.75x
Exec Price / IV
$2.72 / 8.66%
Spread
0.4%
MID NEUTRAL
SPY 784.0 PUT Premium Sale
2026-10-13 · 3 DTE
S 84 C 84 HIGH
Premium
$63,498
Delta Notional
$7,307,729
Volume / OI
114 / 108
V/OI Ratio
1.06x
Exec Price / IV
$5.57 / 6.62%
Spread
3.5%
BID BULLISH
SPY 798.0 CALL Call Overwrite/Sale
2026-10-23 · 13 DTE
S 80 C 93 MED
Premium
$33,640
Delta Notional
$4,203,312
Volume / OI
580 / 1,426
V/OI Ratio
0.41x
Exec Price / IV
$0.58 / 8.74%
Spread
1.8%
BID BEARISH
SPY 786.0 CALL Premium Sale
2026-10-23 · 13 DTE
S 79 C 95 MED
Premium
$146,170
Delta Notional
$12,384,273
Volume / OI
470 / 1,483
V/OI Ratio
0.32x
Exec Price / IV
$3.11 / 9.24%
Spread
0.3%
BID BEARISH
SPY 771.0 CALL Directional Flow
2026-10-13 · 3 DTE
S 87 C 78 HIGH
Premium
$343,170
Delta Notional
$27,903,477
Volume / OI
410 / 411
V/OI Ratio
1.00x
Exec Price / IV
$8.37 / 8.65%
Spread
2.6%
BUY_LEAN BULLISH
SPY 772.0 PUT Premium Sale
2026-10-21 · 11 DTE
S 82 C 88 HIGH
Premium
$33,306
Delta Notional
$2,854,715
Volume / OI
122 / 49
V/OI Ratio
2.49x
Exec Price / IV
$2.73 / 10.19%
Spread
0.4%
BID BULLISH
SPY 785.0 CALL Directional Flow
2026-11-06 · 27 DTE
S 80 C 93 MED
Premium
$318,888
Delta Notional
$13,514,010
Volume / OI
387 / 606
V/OI Ratio
0.64x
Exec Price / IV
$8.24 / 11.52%
Spread
0.6%
ASK BULLISH
SPY 790.0 CALL Directional Flow
2026-11-20 · 41 DTE
S 81 C 90 HIGH
Premium
$6,792,210
Delta Notional
$237,866,548
Volume / OI
7,335 / 15,434
V/OI Ratio
0.48x
Exec Price / IV
$9.26 / 11.87%
Spread
0.2%
ASK BULLISH
SPY 759.0 PUT Premium Sale
2026-10-23 · 13 DTE
S 78 C 96 MED
Premium
$56,070
Delta Notional
$4,659,038
Volume / OI
445 / 3,092
V/OI Ratio
0.14x
Exec Price / IV
$1.26 / 12.52%
Spread
0.8%
BID BULLISH
SPY 775.0 CALL Directional Flow
2026-11-20 · 41 DTE
S 78 C 97 MED
Premium
$2,426,396
Delta Notional
$62,593,935
Volume / OI
1,351 / 10,465
V/OI Ratio
0.13x
Exec Price / IV
$17.96 / 13.11%
Spread
0.4%
ASK BULLISH
SPY 780.0 CALL Directional Flow
2026-10-30 · 20 DTE
S 81 C 89 HIGH
Premium
$2,071,049
Delta Notional
$97,047,809
Volume / OI
2,411 / 9,744
V/OI Ratio
0.25x
Exec Price / IV
$8.59 / 11.10%
Spread
0.2%
ASK BULLISH
SPY 768.0 CALL Directional Flow
2026-10-23 · 13 DTE
S 83 C 86 HIGH
Premium
$1,474,042
Delta Notional
$60,939,637
Volume / OI
1,029 / 2,105
V/OI Ratio
0.49x
Exec Price / IV
$14.32 / 11.19%
Spread
1.2%
ASK BULLISH
SPY 784.0 CALL Directional Flow
2026-10-23 · 13 DTE
S 82 C 86 HIGH
Premium
$303,010
Delta Notional
$23,598,923
Volume / OI
772 / 1,066
V/OI Ratio
0.72x
Exec Price / IV
$3.92 / 9.39%
Spread
0.3%
ASK BULLISH
SPY 793.0 PUT Put Hedge Candidate
2026-11-20 · 41 DTE
S 86 C 79 HIGH
Premium
$760,296
Delta Notional
$20,557,963
Volume / OI
401 / 28
V/OI Ratio
14.32x
Exec Price / IV
$18.96 / 11.64%
Spread
0.6%
ASK BEARISH
SPY 806.0 CALL Call Overwrite/Sale
2026-11-13 · 34 DTE
S 84 C 84 HIGH
Premium
$135,424
Delta Notional
$7,663,304
Volume / OI
529 / 492
V/OI Ratio
1.08x
Exec Price / IV
$2.56 / 10.68%
Spread
0.8%
BID BEARISH
SPY 780.0 PUT Unclear Flow
2026-10-23 · 13 DTE
S 90 C 72 HIGH
Premium
$1,402,245
Delta Notional
$91,592,517
Volume / OI
2,295 / 740
V/OI Ratio
3.10x
Exec Price / IV
$6.11 / 9.75%
Spread
0.3%
MID NEUTRAL
SPY 778.0 CALL Unclear Flow
2026-10-15 · 5 DTE
S 91 C 71 HIGH
Premium
$639,816
Delta Notional
$64,287,816
Volume / OI
1,509 / 547
V/OI Ratio
2.76x
Exec Price / IV
$4.24 / 9.24%
Spread
0.9%
MID NEUTRAL
SPY 783.0 CALL Directional Flow
2026-10-23 · 13 DTE
S 83 C 86 HIGH
Premium
$311,500
Delta Notional
$23,316,668
Volume / OI
712 / 969
V/OI Ratio
0.73x
Exec Price / IV
$4.38 / 9.46%
Spread
0.2%
ASK BULLISH
SPY 774.0 CALL Directional Flow
2026-10-15 · 5 DTE
S 80 C 91 HIGH
Premium
$130,660
Delta Notional
$10,242,544
Volume / OI
188 / 494
V/OI Ratio
0.38x
Exec Price / IV
$6.95 / 9.68%
Spread
1.6%
ASK BULLISH
SPY 763.0 PUT Unclear Flow
2026-10-19 · 9 DTE
S 93 C 68 HIGH
Premium
$97,070
Delta Notional
$10,871,927
Volume / OI
1,142 / 188
V/OI Ratio
6.07x
Exec Price / IV
$0.85 / 11.02%
Spread
1.2%
MID NEUTRAL
SPY 774.0 PUT Unclear Flow
2026-10-14 · 4 DTE
S 89 C 73 HIGH
Premium
$376,704
Delta Notional
$56,488,258
Volume / OI
2,616 / 1,202
V/OI Ratio
2.18x
Exec Price / IV
$1.44 / 9.18%
Spread
0.7%
MID NEUTRAL
SPY 761.0 PUT Unclear Flow
2026-10-23 · 13 DTE
S 88 C 75 HIGH
Premium
$825,846
Delta Notional
$67,084,329
Volume / OI
5,618 / 6,287
V/OI Ratio
0.89x
Exec Price / IV
$1.47 / 12.20%
Spread
0.7%
MID NEUTRAL
SPY 775.0 CALL Unclear Flow
2026-10-13 · 3 DTE
S 88 C 75 HIGH
Premium
$1,566,192
Delta Notional
$183,499,126
Volume / OI
3,216 / 3,597
V/OI Ratio
0.89x
Exec Price / IV
$4.87 / 7.61%
Spread
0.6%
MID NEUTRAL
SPY 784.0 CALL Directional Flow
2026-10-30 · 20 DTE
S 82 C 87 HIGH
Premium
$448,970
Delta Notional
$23,749,983
Volume / OI
695 / 1,138
V/OI Ratio
0.61x
Exec Price / IV
$6.46 / 10.74%
Spread
0.3%
ASK BULLISH
SPY 770.0 PUT Unclear Flow
2026-10-21 · 11 DTE
S 91 C 70 HIGH
Premium
$426,650
Delta Notional
$37,369,920
Volume / OI
1,855 / 339
V/OI Ratio
5.47x
Exec Price / IV
$2.30 / 10.46%
Spread
0.9%
MID NEUTRAL
SPY 783.0 CALL Unclear Flow
2026-10-14 · 4 DTE
S 90 C 72 HIGH
Premium
$285,384
Delta Notional
$47,155,376
Volume / OI
2,024 / 748
V/OI Ratio
2.71x
Exec Price / IV
$1.41 / 8.23%
Spread
0.7%
MID NEUTRAL
SPY 775.0 PUT Unclear Flow
2026-10-16 · 6 DTE
S 88 C 76 HIGH
Premium
$2,295,144
Delta Notional
$246,675,475
Volume / OI
9,036 / 8,689
V/OI Ratio
1.04x
Exec Price / IV
$2.54 / 10.03%
Spread
0.4%
MID NEUTRAL
SPY 772.0 PUT Premium Sale
2026-10-19 · 9 DTE
S 85 C 82 HIGH
Premium
$83,226
Delta Notional
$8,408,431
Volume / OI
388 / 167
V/OI Ratio
2.32x
Exec Price / IV
$2.15 / 9.70%
Spread
0.5%
BID BULLISH
SPY 776.0 CALL Directional Flow
2026-11-20 · 41 DTE
S 78 C 95 MED
Premium
$806,646
Delta Notional
$21,202,370
Volume / OI
466 / 1,607
V/OI Ratio
0.29x
Exec Price / IV
$17.31 / 13.02%
Spread
0.7%
ASK BULLISH
SPY 785.0 CALL Directional Flow
2026-10-19 · 9 DTE
S 83 C 85 HIGH
Premium
$184,590
Delta Notional
$20,992,213
Volume / OI
879 / 942
V/OI Ratio
0.93x
Exec Price / IV
$2.10 / 8.40%
Spread
1.0%
ASK BULLISH
SPY 775.0 CALL Directional Flow
2026-11-06 · 27 DTE
S 78 C 95 MED
Premium
$672,132
Delta Notional
$22,116,127
Volume / OI
474 / 1,601
V/OI Ratio
0.30x
Exec Price / IV
$14.18 / 12.45%
Spread
0.7%
ASK BULLISH
SPY 787.0 PUT Put Hedge Candidate
2026-10-23 · 13 DTE
S 87 C 78 HIGH
Premium
$115,596
Delta Notional
$6,344,014
Volume / OI
114 / 30
V/OI Ratio
3.80x
Exec Price / IV
$10.14 / 9.19%
Spread
1.4%
ASK BEARISH
SPY 748.0 CALL Directional Flow
2026-10-30 · 20 DTE
S 85 C 80 HIGH
Premium
$853,125
Delta Notional
$17,152,485
Volume / OI
250 / 88
V/OI Ratio
2.84x
Exec Price / IV
$34.12 / 14.97%
Spread
0.7%
ASK BULLISH
SPY 780.0 CALL Unclear Flow
2026-10-15 · 5 DTE
S 89 C 74 HIGH
Premium
$688,275
Delta Notional
$78,358,054
Volume / OI
2,185 / 1,334
V/OI Ratio
1.64x
Exec Price / IV
$3.15 / 9.00%
Spread
0.3%
MID NEUTRAL
SPY 745.0 PUT Speculative Long
2026-10-16 · 6 DTE
S 81 C 88 HIGH
Premium
$68,000
Delta Notional
$7,472,832
Volume / OI
4,000 / 32,175
V/OI Ratio
0.12x
Exec Price / IV
$0.17 / 16.41%
Spread
6.5%
ASK BEARISH
SPY 776.0 CALL Directional Flow
2026-10-23 · 13 DTE
S 82 C 86 HIGH
Premium
$708,080
Delta Notional
$39,823,843
Volume / OI
848 / 1,639
V/OI Ratio
0.52x
Exec Price / IV
$8.35 / 10.17%
Spread
1.2%
ASK BULLISH
SPY 787.0 CALL Unclear Flow
2026-10-16 · 6 DTE
S 89 C 73 HIGH
Premium
$643,926
Delta Notional
$92,263,040
Volume / OI
5,457 / 3,158
V/OI Ratio
1.73x
Exec Price / IV
$1.18 / 8.94%
Spread
1.7%
MID NEUTRAL
SPY 783.0 CALL Unclear Flow
2026-10-13 · 3 DTE
S 90 C 72 HIGH
Premium
$186,525
Delta Notional
$44,855,511
Volume / OI
2,487 / 1,301
V/OI Ratio
1.91x
Exec Price / IV
$0.75 / 6.80%
Spread
1.3%
MID NEUTRAL
SPY 793.0 CALL Speculative Long
2026-10-23 · 13 DTE
S 79 C 94 MED
Premium
$37,875
Delta Notional
$4,085,117
Volume / OI
303 / 1,156
V/OI Ratio
0.26x
Exec Price / IV
$1.25 / 8.86%
Spread
0.8%
ASK BULLISH
SPY 783.0 PUT Premium Sale
2026-10-14 · 4 DTE
S 81 C 88 HIGH
Premium
$60,060
Delta Notional
$6,054,629
Volume / OI
110 / 135
V/OI Ratio
0.81x
Exec Price / IV
$5.46 / 8.21%
Spread
1.1%
BID BULLISH
SPY 793.0 CALL Speculative Long
2026-10-30 · 20 DTE
S 78 C 94 MED
Premium
$63,600
Delta Notional
$4,358,311
Volume / OI
212 / 1,342
V/OI Ratio
0.16x
Exec Price / IV
$3.00 / 10.13%
Spread
0.7%
ASK BULLISH
SPY 753.0 PUT Premium Sale
2026-11-20 · 41 DTE
S 82 C 87 HIGH
Premium
$312,381
Delta Notional
$10,169,466
Volume / OI
569 / 1,420
V/OI Ratio
0.40x
Exec Price / IV
$5.49 / 15.47%
Spread
0.4%
BID BULLISH
SPY 769.0 PUT Unclear Flow
2026-10-15 · 5 DTE
S 91 C 70 HIGH
Premium
$147,684
Delta Notional
$20,754,639
Volume / OI
1,588 / 387
V/OI Ratio
4.10x
Exec Price / IV
$0.93 / 10.49%
Spread
1.1%
MID NEUTRAL
SPY 795.0 CALL Speculative Long
2026-11-06 · 27 DTE
S 79 C 93 MED
Premium
$110,240
Delta Notional
$5,953,278
Volume / OI
265 / 998
V/OI Ratio
0.27x
Exec Price / IV
$4.16 / 10.84%
Spread
1.0%
ASK BULLISH
SPY 773.0 PUT Unclear Flow
2026-10-14 · 4 DTE
S 90 C 72 HIGH
Premium
$228,506
Delta Notional
$35,326,871
Volume / OI
1,873 / 691
V/OI Ratio
2.71x
Exec Price / IV
$1.22 / 9.33%
Spread
0.8%
MID NEUTRAL
SPY 774.0 PUT Unclear Flow
2026-10-13 · 3 DTE
S 88 C 74 HIGH
Premium
$382,202
Delta Notional
$80,691,515
Volume / OI
4,661 / 4,441
V/OI Ratio
1.05x
Exec Price / IV
$0.82 / 7.79%
Spread
1.2%
MID NEUTRAL
SPY 775.0 PUT Unclear Flow
2026-10-14 · 4 DTE
S 88 C 74 HIGH
Premium
$507,507
Delta Notional
$73,914,762
Volume / OI
3,003 / 1,990
V/OI Ratio
1.51x
Exec Price / IV
$1.69 / 9.03%
Spread
0.6%
MID NEUTRAL
SPY 767.0 PUT Unclear Flow
2026-10-30 · 20 DTE
S 88 C 74 HIGH
Premium
$1,602,848
Delta Notional
$85,088,787
Volume / OI
3,853 / 1,884
V/OI Ratio
2.05x
Exec Price / IV
$4.16 / 12.61%
Spread
0.5%
MID NEUTRAL
SPY 761.0 PUT Unclear Flow
2026-10-19 · 9 DTE
S 92 C 68 HIGH
Premium
$83,790
Delta Notional
$9,513,359
Volume / OI
1,197 / 269
V/OI Ratio
4.45x
Exec Price / IV
$0.70 / 11.34%
Spread
1.4%
MID NEUTRAL
SPY 795.0 CALL Speculative Long
2026-11-20 · 41 DTE
S 80 C 89 HIGH
Premium
$769,472
Delta Notional
$29,758,919
Volume / OI
1,083 / 8,559
V/OI Ratio
0.13x
Exec Price / IV
$7.11 / 11.56%
Spread
0.4%
ASK BULLISH
SPY 793.0 CALL Speculative Long
2026-11-20 · 41 DTE
S 81 C 87 HIGH
Premium
$377,784
Delta Notional
$14,050,232
Volume / OI
477 / 1,551
V/OI Ratio
0.31x
Exec Price / IV
$7.92 / 11.68%
Spread
0.3%
ASK BULLISH
SPY 759.0 PUT Unclear Flow
2026-10-20 · 10 DTE
S 92 C 68 HIGH
Premium
$78,256
Delta Notional
$8,177,769
Volume / OI
1,072 / 171
V/OI Ratio
6.27x
Exec Price / IV
$0.73 / 11.85%
Spread
1.4%
MID NEUTRAL
SPY 778.0 CALL Unclear Flow
2026-10-23 · 13 DTE
S 90 C 71 HIGH
Premium
$1,587,451
Delta Notional
$96,607,970
Volume / OI
2,239 / 761
V/OI Ratio
2.94x
Exec Price / IV
$7.09 / 9.96%
Spread
1.1%
MID NEUTRAL
SPY 772.0 CALL Directional Flow
2026-10-14 · 4 DTE
S 80 C 89 HIGH
Premium
$119,732
Delta Notional
$9,096,678
Volume / OI
148 / 369
V/OI Ratio
0.40x
Exec Price / IV
$8.09 / 9.54%
Spread
2.0%
ASK BULLISH
SPY 773.0 CALL Directional Flow
2026-10-19 · 9 DTE
S 81 C 89 HIGH
Premium
$125,554
Delta Notional
$7,777,513
Volume / OI
143 / 175
V/OI Ratio
0.82x
Exec Price / IV
$8.78 / 9.55%
Spread
1.3%
ASK BULLISH
SPY 784.0 CALL Directional Flow
2026-10-21 · 11 DTE
S 80 C 90 MED
Premium
$65,508
Delta Notional
$5,894,632
Volume / OI
206 / 227
V/OI Ratio
0.91x
Exec Price / IV
$3.18 / 8.97%
Spread
0.6%
ASK BULLISH
SPY 780.0 PUT Unclear Flow
2026-10-14 · 4 DTE
S 91 C 69 HIGH
Premium
$302,775
Delta Notional
$35,635,484
Volume / OI
825 / 235
V/OI Ratio
3.51x
Exec Price / IV
$3.67 / 8.49%
Spread
0.8%
MID NEUTRAL
SPY 786.0 CALL Directional Flow
2026-10-30 · 20 DTE
S 81 C 87 HIGH
Premium
$343,655
Delta Notional
$19,318,672
Volume / OI
622 / 1,191
V/OI Ratio
0.52x
Exec Price / IV
$5.53 / 10.59%
Spread
0.2%
ASK BULLISH
SPY 779.0 CALL Directional Flow
2026-10-30 · 20 DTE
S 81 C 87 HIGH
Premium
$543,456
Delta Notional
$24,695,592
Volume / OI
592 / 1,380
V/OI Ratio
0.43x
Exec Price / IV
$9.18 / 11.19%
Spread
0.2%
ASK BULLISH
SPY 773.0 PUT Premium Sale
2026-10-30 · 20 DTE
S 77 C 95 MED
Premium
$179,670
Delta Notional
$9,193,545
Volume / OI
318 / 1,718
V/OI Ratio
0.19x
Exec Price / IV
$5.65 / 11.87%
Spread
0.4%
BID BULLISH
SPY 774.0 PUT Premium Sale
2026-10-23 · 13 DTE
S 78 C 95 MED
Premium
$122,430
Delta Notional
$8,911,352
Volume / OI
318 / 1,194
V/OI Ratio
0.27x
Exec Price / IV
$3.85 / 10.42%
Spread
0.3%
BID BULLISH
SPY 775.0 PUT Premium Sale
2026-11-13 · 34 DTE
S 83 C 84 HIGH
Premium
$522,760
Delta Notional
$18,195,100
Volume / OI
560 / 485
V/OI Ratio
1.15x
Exec Price / IV
$9.34 / 12.77%
Spread
0.3%
BID BULLISH
SPY 761.0 PUT Premium Sale
2026-10-30 · 20 DTE
S 81 C 87 HIGH
Premium
$119,842
Delta Notional
$6,549,875
Volume / OI
391 / 1,278
V/OI Ratio
0.31x
Exec Price / IV
$3.06 / 13.39%
Spread
0.3%
BID BULLISH
SPY 789.0 CALL Directional Flow
2026-11-20 · 41 DTE
S 78 C 93 MED
Premium
$268,675
Delta Notional
$9,191,973
Volume / OI
275 / 540
V/OI Ratio
0.51x
Exec Price / IV
$9.77 / 11.94%
Spread
0.2%
ASK BULLISH
SPY 787.0 PUT Put Hedge Candidate
2026-10-16 · 6 DTE
S 84 C 81 HIGH
Premium
$176,768
Delta Notional
$12,204,069
Volume / OI
195 / 190
V/OI Ratio
1.03x
Exec Price / IV
$9.07 / 8.85%
Spread
1.4%
ASK BEARISH
SPY 780.0 PUT Premium Sale
2026-10-20 · 10 DTE
S 83 C 84 HIGH
Premium
$190,686
Delta Notional
$14,903,209
Volume / OI
366 / 363
V/OI Ratio
1.01x
Exec Price / IV
$5.21 / 9.02%
Spread
0.4%
BID BULLISH
SPY 770.0 PUT Unclear Flow
2026-10-13 · 3 DTE
S 90 C 71 HIGH
Premium
$137,292
Delta Notional
$32,752,769
Volume / OI
4,038 / 1,772
V/OI Ratio
2.28x
Exec Price / IV
$0.34 / 8.60%
Spread
2.9%
MID NEUTRAL
SPY 782.0 PUT Premium Sale
2026-10-30 · 20 DTE
S 83 C 84 HIGH
Premium
$289,539
Delta Notional
$13,374,454
Volume / OI
318 / 347
V/OI Ratio
0.92x
Exec Price / IV
$9.11 / 10.89%
Spread
0.3%
BID BULLISH
SPY 774.0 CALL Directional Flow
2026-10-16 · 6 DTE
S 81 C 87 HIGH
Premium
$513,887
Delta Notional
$36,482,241
Volume / OI
682 / 4,779
V/OI Ratio
0.14x
Exec Price / IV
$7.54 / 10.19%
Spread
1.2%
ASK BULLISH
SPY 765.0 PUT Premium Sale
2026-11-13 · 34 DTE
S 82 C 84 HIGH
Premium
$201,042
Delta Notional
$7,295,959
Volume / OI
306 / 488
V/OI Ratio
0.63x
Exec Price / IV
$6.57 / 13.84%
Spread
0.3%
BID BULLISH
SPY 787.0 CALL Premium Sale
2026-10-19 · 9 DTE
S 79 C 90 MED
Premium
$38,250
Delta Notional
$4,738,632
Volume / OI
250 / 240
V/OI Ratio
1.04x
Exec Price / IV
$1.53 / 8.30%
Spread
0.7%
BID BEARISH
SPY 772.0 PUT Unclear Flow
2026-10-13 · 3 DTE
S 89 C 72 HIGH
Premium
$139,828
Delta Notional
$31,920,864
Volume / OI
2,689 / 1,427
V/OI Ratio
1.88x
Exec Price / IV
$0.52 / 8.16%
Spread
1.9%
MID NEUTRAL
SPY 779.0 CALL Directional Flow
2026-11-13 · 34 DTE
S 84 C 82 HIGH
Premium
$403,641
Delta Notional
$12,816,452
Volume / OI
301 / 171
V/OI Ratio
1.76x
Exec Price / IV
$13.41 / 12.35%
Spread
0.6%
ASK BULLISH
SPY 773.0 CALL Directional Flow
2026-10-16 · 6 DTE
S 81 C 87 HIGH
Premium
$432,216
Delta Notional
$29,097,667
Volume / OI
522 / 3,111
V/OI Ratio
0.17x
Exec Price / IV
$8.28 / 10.32%
Spread
1.2%
ASK BULLISH
SPY 780.0 CALL Directional Flow
2026-10-21 · 11 DTE
S 81 C 86 HIGH
Premium
$265,081
Delta Notional
$20,105,242
Volume / OI
527 / 932
V/OI Ratio
0.57x
Exec Price / IV
$5.03 / 9.31%
Spread
0.4%
ASK BULLISH
SPY 766.0 PUT Unclear Flow
2026-10-16 · 6 DTE
S 87 C 75 HIGH
Premium
$272,832
Delta Notional
$34,346,630
Volume / OI
3,136 / 6,142
V/OI Ratio
0.51x
Exec Price / IV
$0.87 / 11.43%
Spread
1.1%
MID NEUTRAL
SPY 760.0 PUT Premium Sale
2026-11-06 · 27 DTE
S 77 C 95 MED
Premium
$119,136
Delta Notional
$5,113,285
Volume / OI
272 / 1,968
V/OI Ratio
0.14x
Exec Price / IV
$4.38 / 14.20%
Spread
0.9%
BID BULLISH
SPY 768.0 PUT Premium Sale
2026-10-21 · 11 DTE
S 80 C 88 HIGH
Premium
$30,264
Delta Notional
$2,697,038
Volume / OI
156 / 86
V/OI Ratio
1.81x
Exec Price / IV
$1.94 / 10.74%
Spread
1.0%
BID BULLISH
SPY 781.0 CALL Directional Flow
2026-10-30 · 20 DTE
S 81 C 87 HIGH
Premium
$432,014
Delta Notional
$20,855,740
Volume / OI
538 / 1,417
V/OI Ratio
0.38x
Exec Price / IV
$8.03 / 11.01%
Spread
0.2%
ASK BULLISH
SPY 769.0 PUT Premium Sale
2026-10-23 · 13 DTE
S 81 C 87 HIGH
Premium
$214,774
Delta Notional
$16,490,890
Volume / OI
812 / 1,764
V/OI Ratio
0.46x
Exec Price / IV
$2.65 / 11.04%
Spread
0.4%
BID BULLISH
SPY 768.0 CALL Directional Flow
2026-10-14 · 4 DTE
S 84 C 81 HIGH
Premium
$222,240
Delta Notional
$13,225,192
Volume / OI
193 / 236
V/OI Ratio
0.82x
Exec Price / IV
$11.52 / 10.31%
Spread
1.7%
ASK BULLISH
SPY 780.0 PUT Unclear Flow
2026-10-13 · 3 DTE
S 87 C 74 HIGH
Premium
$474,048
Delta Notional
$74,224,511
Volume / OI
1,646 / 1,976
V/OI Ratio
0.83x
Exec Price / IV
$2.88 / 6.92%
Spread
0.7%
MID NEUTRAL
SPY 791.0 CALL Speculative Long
2026-11-20 · 41 DTE
S 77 C 94 MED
Premium
$131,418
Delta Notional
$4,684,617
Volume / OI
149 / 952
V/OI Ratio
0.16x
Exec Price / IV
$8.82 / 11.81%
Spread
0.2%
ASK BULLISH
SPY 771.0 PUT Premium Sale
2026-10-15 · 5 DTE
S 82 C 85 HIGH
Premium
$65,538
Delta Notional
$8,887,143
Volume / OI
535 / 749
V/OI Ratio
0.71x
Exec Price / IV
$1.23 / 10.14%
Spread
0.8%
BID BULLISH
SPY 770.0 PUT Unclear Flow
2026-10-14 · 4 DTE
S 87 C 74 HIGH
Premium
$370,074
Delta Notional
$61,896,767
Volume / OI
5,001 / 3,898
V/OI Ratio
1.28x
Exec Price / IV
$0.74 / 9.84%
Spread
1.3%
MID NEUTRAL
SPY 778.0 CALL Directional Flow
2026-11-06 · 27 DTE
S 78 C 93 MED
Premium
$338,217
Delta Notional
$12,001,539
Volume / OI
277 / 763
V/OI Ratio
0.36x
Exec Price / IV
$12.21 / 12.14%
Spread
0.7%
ASK BULLISH
SPY 784.0 CALL Directional Flow
2026-10-20 · 10 DTE
S 79 C 90 MED
Premium
$51,423
Delta Notional
$5,051,307
Volume / OI
183 / 204
V/OI Ratio
0.90x
Exec Price / IV
$2.81 / 8.70%
Spread
0.7%
ASK BULLISH
SPY 780.0 PUT Unclear Flow
2026-10-16 · 6 DTE
S 86 C 76 HIGH
Premium
$2,094,116
Delta Notional
$193,448,361
Volume / OI
4,633 / 6,928
V/OI Ratio
0.67x
Exec Price / IV
$4.52 / 9.45%
Spread
0.2%
MID NEUTRAL
SPY 786.0 PUT Premium Sale
2026-10-16 · 6 DTE
S 83 C 81 HIGH
Premium
$170,980
Delta Notional
$12,350,505
Volume / OI
206 / 262
V/OI Ratio
0.79x
Exec Price / IV
$8.30 / 8.94%
Spread
1.4%
BID BULLISH
SPY 771.0 PUT Premium Sale
2026-10-19 · 9 DTE
S 79 C 90 MED
Premium
$48,306
Delta Notional
$4,938,701
Volume / OI
249 / 303
V/OI Ratio
0.82x
Exec Price / IV
$1.94 / 9.84%
Spread
1.0%
BID BULLISH
SPY 810.0 CALL Speculative Long
2026-11-06 · 27 DTE
S 76 C 96 MED
Premium
$64,584
Delta Notional
$4,692,191
Volume / OI
552 / 4,091
V/OI Ratio
0.13x
Exec Price / IV
$1.17 / 10.36%
Spread
0.9%
ASK BULLISH
SPY 773.0 CALL Directional Flow
2026-10-14 · 4 DTE
S 82 C 83 HIGH
Premium
$267,282
Delta Notional
$21,964,054
Volume / OI
372 / 955
V/OI Ratio
0.39x
Exec Price / IV
$7.19 / 9.38%
Spread
2.1%
ASK BULLISH
SPY 760.0 PUT Unclear Flow
2026-10-23 · 13 DTE
S 86 C 75 HIGH
Premium
$456,347
Delta Notional
$37,260,218
Volume / OI
3,331 / 5,299
V/OI Ratio
0.63x
Exec Price / IV
$1.37 / 12.34%
Spread
0.7%
MID NEUTRAL
SPY 785.0 PUT Premium Sale
2026-10-23 · 13 DTE
S 83 C 81 HIGH
Premium
$246,775
Delta Notional
$14,275,188
Volume / OI
279 / 267
V/OI Ratio
1.04x
Exec Price / IV
$8.84 / 9.34%
Spread
1.5%
BID BULLISH
SPY 759.0 PUT Unclear Flow
2026-10-15 · 5 DTE
S 92 C 65 HIGH
Premium
$36,176
Delta Notional
$5,350,423
Volume / OI
1,292 / 246
V/OI Ratio
5.25x
Exec Price / IV
$0.28 / 12.53%
Spread
3.6%
MID NEUTRAL
SPY 784.0 PUT Put Hedge Candidate
2026-11-20 · 41 DTE
S 82 C 83 HIGH
Premium
$429,048
Delta Notional
$12,543,102
Volume / OI
303 / 244
V/OI Ratio
1.24x
Exec Price / IV
$14.16 / 12.32%
Spread
0.3%
ASK BEARISH
SPY 770.0 PUT Unclear Flow
2026-10-16 · 6 DTE
S 86 C 76 HIGH
Premium
$1,941,100
Delta Notional
$230,210,281
Volume / OI
13,865 / 22,525
V/OI Ratio
0.62x
Exec Price / IV
$1.40 / 10.78%
Spread
0.7%
MID NEUTRAL
SPY 773.0 PUT Premium Sale
2026-10-21 · 11 DTE
S 84 C 80 HIGH
Premium
$55,200
Delta Notional
$4,637,764
Volume / OI
184 / 71
V/OI Ratio
2.59x
Exec Price / IV
$3.00 / 10.08%
Spread
0.7%
BID BULLISH
SPY 765.0 PUT Unclear Flow
2026-10-16 · 6 DTE
S 86 C 75 HIGH
Premium
$582,704
Delta Notional
$72,746,400
Volume / OI
7,376 / 30,167
V/OI Ratio
0.24x
Exec Price / IV
$0.79 / 11.63%
Spread
1.3%
MID NEUTRAL
SPY 765.0 PUT Premium Sale
2026-11-06 · 27 DTE
S 77 C 94 MED
Premium
$109,592
Delta Notional
$4,640,660
Volume / OI
206 / 1,635
V/OI Ratio
0.13x
Exec Price / IV
$5.32 / 13.60%
Spread
0.9%
BID BULLISH
SPY 774.0 PUT Premium Sale
2026-10-20 · 10 DTE
S 83 C 82 HIGH
Premium
$82,026
Delta Notional
$7,371,061
Volume / OI
279 / 176
V/OI Ratio
1.59x
Exec Price / IV
$2.94 / 9.65%
Spread
0.7%
BID BULLISH
SPY 782.0 PUT Premium Sale
2026-10-16 · 6 DTE
S 78 C 91 MED
Premium
$77,562
Delta Notional
$6,678,127
Volume / OI
139 / 576
V/OI Ratio
0.24x
Exec Price / IV
$5.58 / 9.32%
Spread
1.6%
BID BULLISH
SPY 760.0 PUT Unclear Flow
2026-10-16 · 6 DTE
S 87 C 74 HIGH
Premium
$401,074
Delta Notional
$51,988,757
Volume / OI
8,719 / 24,185
V/OI Ratio
0.36x
Exec Price / IV
$0.46 / 12.63%
Spread
2.2%
MID NEUTRAL
SPY 777.0 CALL Directional Flow
2026-11-13 · 34 DTE
S 82 C 82 HIGH
Premium
$455,235
Delta Notional
$13,805,357
Volume / OI
310 / 260
V/OI Ratio
1.19x
Exec Price / IV
$14.69 / 12.54%
Spread
0.7%
ASK BULLISH
SPY 793.0 CALL Call Overwrite/Sale
2026-11-13 · 34 DTE
S 82 C 84 HIGH
Premium
$141,975
Delta Notional
$6,166,838
Volume / OI
225 / 339
V/OI Ratio
0.66x
Exec Price / IV
$6.31 / 11.27%
Spread
0.3%
BID BEARISH
SPY 786.0 CALL Premium Sale
2026-10-19 · 9 DTE
S 77 C 94 MED
Premium
$59,006
Delta Notional
$6,968,385
Volume / OI
326 / 1,031
V/OI Ratio
0.32x
Exec Price / IV
$1.81 / 8.35%
Spread
0.6%
BID BEARISH
SPY 785.0 CALL Directional Flow
2026-10-30 · 20 DTE
S 79 C 89 MED
Premium
$802,516
Delta Notional
$43,770,401
Volume / OI
1,342 / 12,748
V/OI Ratio
0.11x
Exec Price / IV
$5.98 / 10.66%
Spread
0.3%
ASK BULLISH
SPY 778.0 CALL Directional Flow
2026-10-30 · 20 DTE
S 80 C 87 MED
Premium
$538,450
Delta Notional
$23,731,301
Volume / OI
550 / 2,271
V/OI Ratio
0.24x
Exec Price / IV
$9.79 / 11.30%
Spread
0.8%
ASK BULLISH
SPY 781.0 PUT Premium Sale
2026-10-15 · 5 DTE
S 83 C 80 HIGH
Premium
$95,530
Delta Notional
$9,405,415
Volume / OI
205 / 209
V/OI Ratio
0.98x
Exec Price / IV
$4.66 / 8.91%
Spread
1.7%
BID BULLISH
SPY 776.0 PUT Put Hedge Candidate
2026-11-06 · 27 DTE
S 77 C 92 MED
Premium
$209,160
Delta Notional
$8,297,716
Volume / OI
249 / 611
V/OI Ratio
0.41x
Exec Price / IV
$8.40 / 12.35%
Spread
0.8%
ASK BEARISH
SPY 758.0 PUT Unclear Flow
2026-10-16 · 6 DTE
S 87 C 73 HIGH
Premium
$176,624
Delta Notional
$22,938,730
Volume / OI
4,648 / 7,489
V/OI Ratio
0.62x
Exec Price / IV
$0.38 / 13.07%
Spread
2.6%
MID NEUTRAL
SPY 781.0 PUT Premium Sale
2026-10-14 · 4 DTE
S 82 C 81 HIGH
Premium
$94,528
Delta Notional
$10,580,534
Volume / OI
224 / 281
V/OI Ratio
0.80x
Exec Price / IV
$4.22 / 8.40%
Spread
1.4%
BID BULLISH
SPY 774.0 PUT Unclear Flow
2026-10-15 · 5 DTE
S 87 C 74 HIGH
Premium
$305,040
Delta Notional
$38,528,054
Volume / OI
1,640 / 1,405
V/OI Ratio
1.17x
Exec Price / IV
$1.86 / 9.71%
Spread
0.5%
MID NEUTRAL
SPY 780.0 PUT Premium Sale
2026-10-21 · 11 DTE
S 82 C 82 HIGH
Premium
$130,308
Delta Notional
$9,495,829
Volume / OI
235 / 215
V/OI Ratio
1.09x
Exec Price / IV
$5.54 / 9.31%
Spread
0.5%
BID BULLISH
SPY 754.0 PUT Unclear Flow
2026-10-15 · 5 DTE
S 93 C 63 HIGH
Premium
$44,455
Delta Notional
$6,778,442
Volume / OI
2,615 / 366
V/OI Ratio
7.14x
Exec Price / IV
$0.17 / 13.82%
Spread
5.7%
MID NEUTRAL
SPY 792.0 CALL Speculative Long
2026-10-30 · 20 DTE
S 79 C 88 MED
Premium
$105,127
Delta Notional
$7,053,910
Volume / OI
321 / 2,616
V/OI Ratio
0.12x
Exec Price / IV
$3.27 / 10.19%
Spread
0.3%
ASK BULLISH
SPY 748.0 PUT Unclear Flow
2026-10-16 · 6 DTE
S 89 C 69 HIGH
Premium
$350,856
Delta Notional
$43,698,132
Volume / OI
19,492 / 22,265
V/OI Ratio
0.88x
Exec Price / IV
$0.18 / 15.47%
Spread
5.7%
MID NEUTRAL
SPY 765.0 PUT Unclear Flow
2026-10-23 · 13 DTE
S 85 C 75 HIGH
Premium
$410,942
Delta Notional
$32,475,682
Volume / OI
2,086 / 4,102
V/OI Ratio
0.51x
Exec Price / IV
$1.97 / 11.60%
Spread
0.5%
MID NEUTRAL
SPY 784.0 CALL Directional Flow
2026-11-06 · 27 DTE
S 78 C 91 MED
Premium
$164,186
Delta Notional
$6,764,384
Volume / OI
187 / 352
V/OI Ratio
0.53x
Exec Price / IV
$8.78 / 11.60%
Spread
0.6%
ASK BULLISH
SPY 755.0 PUT Unclear Flow
2026-10-16 · 6 DTE
S 87 C 72 HIGH
Premium
$355,714
Delta Notional
$46,690,208
Volume / OI
12,266 / 27,821
V/OI Ratio
0.44x
Exec Price / IV
$0.29 / 13.75%
Spread
3.4%
MID NEUTRAL
SPY 787.0 CALL Directional Flow
2026-10-23 · 13 DTE
S 80 C 85 HIGH
Premium
$136,284
Delta Notional
$11,952,888
Volume / OI
492 / 885
V/OI Ratio
0.56x
Exec Price / IV
$2.77 / 9.16%
Spread
0.7%
ASK BULLISH
SPY 788.0 CALL Directional Flow
2026-10-30 · 20 DTE
S 79 C 87 MED
Premium
$199,581
Delta Notional
$11,911,321
Volume / OI
426 / 1,164
V/OI Ratio
0.37x
Exec Price / IV
$4.69 / 10.43%
Spread
0.2%
ASK BULLISH
SPY 776.0 CALL Directional Flow
2026-11-06 · 27 DTE
S 81 C 84 HIGH
Premium
$527,240
Delta Notional
$17,865,984
Volume / OI
392 / 503
V/OI Ratio
0.78x
Exec Price / IV
$13.45 / 12.31%
Spread
0.9%
ASK BULLISH
SPY 784.0 CALL Unclear Flow
2026-10-14 · 4 DTE
S 88 C 71 HIGH
Premium
$177,636
Delta Notional
$31,056,903
Volume / OI
1,572 / 814
V/OI Ratio
1.93x
Exec Price / IV
$1.13 / 8.18%
Spread
1.8%
MID NEUTRAL
SPY 778.0 PUT Unclear Flow
2026-10-21 · 11 DTE
S 91 C 64 HIGH
Premium
$412,876
Delta Notional
$31,573,556
Volume / OI
886 / 7
V/OI Ratio
126.57x
Exec Price / IV
$4.66 / 9.51%
Spread
0.4%
MID NEUTRAL
SPY 787.0 CALL Directional Flow
2026-10-20 · 10 DTE
S 83 C 80 HIGH
Premium
$32,130
Delta Notional
$3,657,017
Volume / OI
180 / 66
V/OI Ratio
2.73x
Exec Price / IV
$1.79 / 8.48%
Spread
0.6%
ASK BULLISH
SPY 788.0 PUT Premium Sale
2026-10-16 · 6 DTE
S 83 C 79 HIGH
Premium
$108,680
Delta Notional
$7,149,788
Volume / OI
110 / 106
V/OI Ratio
1.04x
Exec Price / IV
$9.88 / 8.81%
Spread
1.6%
BID BULLISH
SPY 764.0 PUT Unclear Flow
2026-10-16 · 6 DTE
S 86 C 74 HIGH
Premium
$140,350
Delta Notional
$17,839,168
Volume / OI
2,005 / 4,062
V/OI Ratio
0.49x
Exec Price / IV
$0.70 / 11.82%
Spread
1.4%
MID NEUTRAL
SPY 776.0 CALL Directional Flow
2026-10-30 · 20 DTE
S 79 C 87 MED
Premium
$462,517
Delta Notional
$19,187,633
Volume / OI
418 / 1,929
V/OI Ratio
0.22x
Exec Price / IV
$11.06 / 11.50%
Spread
0.8%
ASK BULLISH
SPY 773.0 CALL Directional Flow
2026-10-15 · 5 DTE
S 81 C 83 HIGH
Premium
$167,206
Delta Notional
$12,418,321
Volume / OI
218 / 545
V/OI Ratio
0.40x
Exec Price / IV
$7.67 / 9.87%
Spread
1.6%
ASK BULLISH
SPY 784.0 PUT Premium Sale
2026-10-23 · 13 DTE
S 82 C 80 HIGH
Premium
$163,578
Delta Notional
$9,729,619
Volume / OI
199 / 181
V/OI Ratio
1.10x
Exec Price / IV
$8.22 / 9.41%
Spread
1.5%
BID BULLISH
SPY 780.0 PUT Premium Sale
2026-10-19 · 9 DTE
S 81 C 83 HIGH
Premium
$111,192
Delta Notional
$9,269,379
Volume / OI
226 / 231
V/OI Ratio
0.98x
Exec Price / IV
$4.92 / 8.83%
Spread
0.4%
BID BULLISH
SPY 782.0 CALL Directional Flow
2026-10-20 · 10 DTE
S 82 C 82 HIGH
Premium
$85,668
Delta Notional
$7,719,373
Volume / OI
236 / 203
V/OI Ratio
1.16x
Exec Price / IV
$3.63 / 8.86%
Spread
0.6%
ASK BULLISH
SPY 785.0 PUT Premium Sale
2026-11-20 · 41 DTE
S 78 C 89 MED
Premium
$1,682,450
Delta Notional
$48,823,281
Volume / OI
1,150 / 6,330
V/OI Ratio
0.18x
Exec Price / IV
$14.63 / 12.22%
Spread
0.3%
BID BULLISH
SPY 782.0 CALL Directional Flow
2026-10-30 · 20 DTE
S 79 C 87 MED
Premium
$300,696
Delta Notional
$14,976,583
Volume / OI
402 / 1,766
V/OI Ratio
0.23x
Exec Price / IV
$7.48 / 10.91%
Spread
0.3%
ASK BULLISH
SPY 763.0 PUT Unclear Flow
2026-10-16 · 6 DTE
S 85 C 74 HIGH
Premium
$183,834
Delta Notional
$23,441,153
Volume / OI
2,918 / 8,405
V/OI Ratio
0.35x
Exec Price / IV
$0.63 / 12.03%
Spread
1.6%
MID NEUTRAL
SPY 796.0 CALL Speculative Long
2026-10-30 · 20 DTE
S 76 C 94 MED
Premium
$33,152
Delta Notional
$2,453,891
Volume / OI
148 / 1,233
V/OI Ratio
0.12x
Exec Price / IV
$2.24 / 9.98%
Spread
0.9%
ASK BULLISH
SPY 791.0 CALL Unclear Flow
2026-10-19 · 9 DTE
S 91 C 65 HIGH
Premium
$42,912
Delta Notional
$6,406,988
Volume / OI
596 / 36
V/OI Ratio
16.56x
Exec Price / IV
$0.72 / 8.09%
Spread
1.4%
MID NEUTRAL
SPY 759.0 PUT Premium Sale
2026-11-20 · 41 DTE
S 80 C 86 MED
Premium
$164,956
Delta Notional
$5,323,295
Volume / OI
253 / 811
V/OI Ratio
0.31x
Exec Price / IV
$6.52 / 14.79%
Spread
0.3%
BID BULLISH
SPY 777.0 PUT Premium Sale
2026-11-20 · 41 DTE
S 79 C 87 MED
Premium
$560,728
Delta Notional
$17,096,345
Volume / OI
496 / 1,155
V/OI Ratio
0.43x
Exec Price / IV
$11.30 / 12.94%
Spread
0.3%
BID BULLISH
SPY 757.0 PUT Unclear Flow
2026-10-23 · 13 DTE
S 86 C 74 HIGH
Premium
$181,328
Delta Notional
$14,896,297
Volume / OI
1,619 / 2,158
V/OI Ratio
0.75x
Exec Price / IV
$1.12 / 12.83%
Spread
0.9%
MID NEUTRAL
SPY 796.0 CALL Speculative Long
2026-11-20 · 41 DTE
S 79 C 86 MED
Premium
$163,968
Delta Notional
$6,467,269
Volume / OI
244 / 873
V/OI Ratio
0.28x
Exec Price / IV
$6.72 / 11.50%
Spread
0.3%
ASK BULLISH
SPY 770.0 PUT Unclear Flow
2026-11-06 · 27 DTE
S 86 C 73 HIGH
Premium
$1,710,864
Delta Notional
$70,620,504
Volume / OI
2,616 / 1,313
V/OI Ratio
1.99x
Exec Price / IV
$6.54 / 13.02%
Spread
0.8%
MID NEUTRAL
SPY 785.0 CALL Unclear Flow
2026-10-14 · 4 DTE
S 85 C 75 HIGH
Premium
$426,561
Delta Notional
$80,720,947
Volume / OI
4,903 / 7,915
V/OI Ratio
0.62x
Exec Price / IV
$0.87 / 8.12%
Spread
1.1%
MID NEUTRAL
SPY 780.0 PUT Premium Sale
2026-11-06 · 27 DTE
S 80 C 85 MED
Premium
$409,489
Delta Notional
$15,759,315
Volume / OI
413 / 653
V/OI Ratio
0.63x
Exec Price / IV
$9.91 / 11.94%
Spread
0.7%
BID BULLISH
SPY 776.0 PUT Premium Sale
2026-11-20 · 41 DTE
S 80 C 85 MED
Premium
$400,770
Delta Notional
$12,287,811
Volume / OI
366 / 563
V/OI Ratio
0.65x
Exec Price / IV
$10.95 / 13.03%
Spread
0.4%
BID BULLISH
SPY 762.0 PUT Unclear Flow
2026-11-06 · 27 DTE
S 85 C 74 HIGH
Premium
$734,700
Delta Notional
$31,309,998
Volume / OI
1,550 / 1,944
V/OI Ratio
0.80x
Exec Price / IV
$4.74 / 13.96%
Spread
0.6%
MID NEUTRAL
SPY 773.0 CALL Directional Flow
2026-10-23 · 13 DTE
S 79 C 86 MED
Premium
$399,852
Delta Notional
$19,972,054
Volume / OI
383 / 1,830
V/OI Ratio
0.21x
Exec Price / IV
$10.44 / 10.52%
Spread
1.0%
ASK BULLISH
SPY 755.0 PUT Unclear Flow
2026-10-20 · 10 DTE
S 90 C 66 HIGH
Premium
$35,192
Delta Notional
$3,716,302
Volume / OI
664 / 128
V/OI Ratio
5.19x
Exec Price / IV
$0.53 / 12.55%
Spread
1.9%
MID NEUTRAL
SPY 774.0 PUT Premium Sale
2026-11-20 · 41 DTE
S 76 C 94 MED
Premium
$198,656
Delta Notional
$6,170,411
Volume / OI
194 / 817
V/OI Ratio
0.24x
Exec Price / IV
$10.24 / 13.22%
Spread
0.3%
BID BULLISH
SPY 784.0 CALL Directional Flow
2026-10-19 · 9 DTE
S 81 C 82 HIGH
Premium
$72,030
Delta Notional
$7,794,818
Volume / OI
294 / 287
V/OI Ratio
1.02x
Exec Price / IV
$2.45 / 8.47%
Spread
0.8%
ASK BULLISH
SPY 755.0 CALL Directional Flow
2026-11-20 · 41 DTE
S 75 C 95 MED
Premium
$1,451,444
Delta Notional
$25,905,724
Volume / OI
436 / 2,039
V/OI Ratio
0.21x
Exec Price / IV
$33.29 / 15.22%
Spread
0.6%
ASK BULLISH
SPY 794.0 CALL Speculative Long
2026-11-20 · 41 DTE
S 79 C 85 MED
Premium
$160,607
Delta Notional
$6,100,228
Volume / OI
214 / 736
V/OI Ratio
0.29x
Exec Price / IV
$7.50 / 11.62%
Spread
0.4%
ASK BULLISH
SPY 778.0 PUT Unclear Flow
2026-10-23 · 13 DTE
S 86 C 72 HIGH
Premium
$614,482
Delta Notional
$41,587,960
Volume / OI
1,166 / 786
V/OI Ratio
1.48x
Exec Price / IV
$5.27 / 9.96%
Spread
0.6%
MID NEUTRAL
SPY 792.0 CALL Speculative Long
2026-11-20 · 41 DTE
S 79 C 86 MED
Premium
$167,100
Delta Notional
$6,088,801
Volume / OI
200 / 891
V/OI Ratio
0.22x
Exec Price / IV
$8.36 / 11.74%
Spread
0.4%
ASK BULLISH
SPY 795.0 PUT Put Hedge Candidate
2026-11-06 · 27 DTE
S 82 C 79 HIGH
Premium
$324,016
Delta Notional
$10,306,654
Volume / OI
176 / 64
V/OI Ratio
2.75x
Exec Price / IV
$18.41 / 10.72%
Spread
1.0%
ASK BEARISH
SPY 781.0 PUT Premium Sale
2026-10-30 · 20 DTE
S 79 C 85 MED
Premium
$191,697
Delta Notional
$8,980,896
Volume / OI
222 / 512
V/OI Ratio
0.43x
Exec Price / IV
$8.63 / 10.99%
Spread
0.3%
BID BULLISH
SPY 775.0 PUT Unclear Flow
2026-10-23 · 13 DTE
S 84 C 75 HIGH
Premium
$935,208
Delta Notional
$66,561,075
Volume / OI
2,232 / 2,867
V/OI Ratio
0.78x
Exec Price / IV
$4.19 / 10.30%
Spread
0.2%
MID NEUTRAL
SPY 772.0 PUT Premium Sale
2026-10-30 · 20 DTE
S 78 C 88 MED
Premium
$220,042
Delta Notional
$11,311,820
Volume / OI
409 / 2,326
V/OI Ratio
0.18x
Exec Price / IV
$5.38 / 11.99%
Spread
0.4%
BID BULLISH
SPY 786.0 CALL Directional Flow
2026-10-20 · 10 DTE
S 81 C 81 HIGH
Premium
$37,947
Delta Notional
$4,122,668
Volume / OI
182 / 102
V/OI Ratio
1.78x
Exec Price / IV
$2.08 / 8.55%
Spread
0.5%
ASK BULLISH
SPY 779.0 CALL Directional Flow
2026-11-06 · 27 DTE
S 79 C 85 MED
Premium
$420,602
Delta Notional
$15,354,459
Volume / OI
364 / 724
V/OI Ratio
0.50x
Exec Price / IV
$11.55 / 12.03%
Spread
0.8%
ASK BULLISH
SPY 770.0 CALL Directional Flow
2026-10-19 · 9 DTE
S 77 C 90 MED
Premium
$105,925
Delta Notional
$5,683,789
Volume / OI
95 / 355
V/OI Ratio
0.27x
Exec Price / IV
$11.15 / 9.95%
Spread
1.2%
ASK BULLISH
SPY 754.0 PUT Premium Sale
2026-11-20 · 41 DTE
S 78 C 87 MED
Premium
$141,250
Delta Notional
$4,588,786
Volume / OI
250 / 1,172
V/OI Ratio
0.21x
Exec Price / IV
$5.65 / 15.35%
Spread
0.4%
BID BULLISH
SPY 798.0 PUT Put Hedge Candidate
2026-11-20 · 41 DTE
S 85 C 73 HIGH
Premium
$347,568
Delta Notional
$8,882,862
Volume / OI
156 / 2
V/OI Ratio
78.00x
Exec Price / IV
$22.28 / 11.34%
Spread
0.8%
BUY_LEAN BEARISH
SPY 782.0 PUT Unclear Flow
2026-10-13 · 3 DTE
S 85 C 73 HIGH
Premium
$288,010
Delta Notional
$38,517,934
Volume / OI
694 / 1,192
V/OI Ratio
0.58x
Exec Price / IV
$4.15 / 6.80%
Spread
1.0%
MID NEUTRAL
SPY 786.0 CALL Unclear Flow
2026-10-16 · 6 DTE
S 84 C 75 HIGH
Premium
$427,141
Delta Notional
$58,105,262
Volume / OI
2,987 / 6,725
V/OI Ratio
0.44x
Exec Price / IV
$1.43 / 9.00%
Spread
0.7%
MID NEUTRAL
SPY 776.0 CALL Unclear Flow
2026-10-20 · 10 DTE
S 89 C 67 HIGH
Premium
$262,548
Delta Notional
$17,738,495
Volume / OI
374 / 103
V/OI Ratio
3.63x
Exec Price / IV
$7.02 / 9.45%
Spread
1.1%
MID NEUTRAL
SPY 795.0 CALL Unclear Flow
2026-10-19 · 9 DTE
S 90 C 65 HIGH
Premium
$31,000
Delta Notional
$5,410,019
Volume / OI
1,000 / 211
V/OI Ratio
4.74x
Exec Price / IV
$0.31 / 8.00%
Spread
3.3%
MID NEUTRAL
SPY 773.0 PUT Premium Sale
2026-10-19 · 9 DTE
S 80 C 83 MED
Premium
$59,148
Delta Notional
$5,864,803
Volume / OI
248 / 254
V/OI Ratio
0.98x
Exec Price / IV
$2.38 / 9.57%
Spread
0.4%
BID BULLISH
SPY 771.0 CALL Directional Flow
2026-10-14 · 4 DTE
S 80 C 82 HIGH
Premium
$135,405
Delta Notional
$9,732,710
Volume / OI
153 / 398
V/OI Ratio
0.38x
Exec Price / IV
$8.85 / 9.73%
Spread
1.8%
ASK BULLISH
SPY 770.0 PUT Unclear Flow
2026-10-30 · 20 DTE
S 83 C 76 HIGH
Premium
$2,390,476
Delta Notional
$124,757,802
Volume / OI
4,939 / 9,864
V/OI Ratio
0.50x
Exec Price / IV
$4.84 / 12.23%
Spread
0.2%
MID NEUTRAL
SPY 773.0 PUT Premium Sale
2026-11-20 · 41 DTE
S 75 C 94 MED
Premium
$175,938
Delta Notional
$5,479,524
Volume / OI
177 / 1,066
V/OI Ratio
0.17x
Exec Price / IV
$9.94 / 13.32%
Spread
0.3%
BID BULLISH
SPY 773.0 PUT Unclear Flow
2026-10-15 · 5 DTE
S 85 C 72 HIGH
Premium
$148,068
Delta Notional
$19,174,275
Volume / OI
914 / 785
V/OI Ratio
1.16x
Exec Price / IV
$1.62 / 9.83%
Spread
0.6%
MID NEUTRAL
SPY 760.0 CALL Directional Flow
2026-10-30 · 20 DTE
S 77 C 88 MED
Premium
$2,188,368
Delta Notional
$58,186,085
Volume / OI
936 / 4,576
V/OI Ratio
0.20x
Exec Price / IV
$23.38 / 13.35%
Spread
0.9%
ASK BULLISH
SPY 786.0 CALL Directional Flow
2026-11-13 · 34 DTE
S 80 C 82 HIGH
Premium
$153,414
Delta Notional
$5,692,336
Volume / OI
162 / 129
V/OI Ratio
1.26x
Exec Price / IV
$9.47 / 11.76%
Spread
0.2%
ASK BULLISH
SPY 752.0 PUT Premium Sale
2026-11-13 · 34 DTE
S 76 C 91 MED
Premium
$40,896
Delta Notional
$1,528,194
Volume / OI
96 / 284
V/OI Ratio
0.34x
Exec Price / IV
$4.26 / 15.35%
Spread
0.5%
BID BULLISH
SPY 788.0 CALL Unclear Flow
2026-10-14 · 4 DTE
S 86 C 71 HIGH
Premium
$87,480
Delta Notional
$19,083,955
Volume / OI
2,187 / 1,330
V/OI Ratio
1.64x
Exec Price / IV
$0.40 / 8.03%
Spread
2.5%
MID NEUTRAL
SPY 779.0 PUT Unclear Flow
2026-10-15 · 5 DTE
S 85 C 73 HIGH
Premium
$240,968
Delta Notional
$25,755,396
Volume / OI
662 / 755
V/OI Ratio
0.88x
Exec Price / IV
$3.64 / 9.10%
Spread
0.3%
MID NEUTRAL
SPY 739.0 PUT Unclear Flow
2026-11-20 · 41 DTE
S 83 C 77 HIGH
Premium
$1,700,952
Delta Notional
$55,337,816
Volume / OI
4,488 / 16,857
V/OI Ratio
0.27x
Exec Price / IV
$3.79 / 17.08%
Spread
0.3%
MID NEUTRAL
SPY 797.0 CALL Speculative Long
2026-11-20 · 41 DTE
S 78 C 86 MED
Premium
$125,095
Delta Notional
$5,034,439
Volume / OI
197 / 987
V/OI Ratio
0.20x
Exec Price / IV
$6.35 / 11.44%
Spread
0.3%
ASK BULLISH
SPY 772.0 CALL Directional Flow
2026-10-15 · 5 DTE
S 76 C 91 MED
Premium
$67,308
Delta Notional
$4,679,783
Volume / OI
79 / 670
V/OI Ratio
0.12x
Exec Price / IV
$8.52 / 10.00%
Spread
1.8%
ASK BULLISH
SPY 789.0 CALL Directional Flow
2026-10-30 · 20 DTE
S 78 C 87 MED
Premium
$147,060
Delta Notional
$9,038,157
Volume / OI
342 / 1,468
V/OI Ratio
0.23x
Exec Price / IV
$4.30 / 10.37%
Spread
0.5%
ASK BULLISH
SPY 777.0 CALL Directional Flow
2026-11-20 · 41 DTE
S 74 C 94 MED
Premium
$256,410
Delta Notional
$6,876,126
Volume / OI
154 / 1,382
V/OI Ratio
0.11x
Exec Price / IV
$16.65 / 12.94%
Spread
0.7%
ASK BULLISH
SPY 786.0 PUT Unclear Flow
2026-11-20 · 41 DTE
S 87 C 68 HIGH
Premium
$546,620
Delta Notional
$15,757,587
Volume / OI
362 / 97
V/OI Ratio
3.73x
Exec Price / IV
$15.10 / 12.14%
Spread
0.3%
MID NEUTRAL
SPY 764.0 PUT Premium Sale
2026-11-20 · 41 DTE
S 77 C 87 MED
Premium
$163,188
Delta Notional
$5,215,663
Volume / OI
216 / 1,822
V/OI Ratio
0.12x
Exec Price / IV
$7.55 / 14.25%
Spread
0.4%
BID BULLISH
SPY 766.0 PUT Unclear Flow
2026-10-30 · 20 DTE
S 84 C 74 HIGH
Premium
$268,205
Delta Notional
$14,323,629
Volume / OI
679 / 1,746
V/OI Ratio
0.39x
Exec Price / IV
$3.95 / 12.74%
Spread
0.3%
MID NEUTRAL
SPY 777.0 CALL Directional Flow
2026-11-06 · 27 DTE
S 78 C 86 MED
Premium
$426,739
Delta Notional
$14,803,704
Volume / OI
333 / 985
V/OI Ratio
0.34x
Exec Price / IV
$12.81 / 12.24%
Spread
0.7%
ASK BULLISH
SPY 743.0 PUT Unclear Flow
2026-11-20 · 41 DTE
S 85 C 72 HIGH
Premium
$251,819
Delta Notional
$8,224,459
Volume / OI
601 / 507
V/OI Ratio
1.19x
Exec Price / IV
$4.19 / 16.62%
Spread
0.2%
MID NEUTRAL
SPY 745.0 PUT Unclear Flow
2026-11-13 · 34 DTE
S 84 C 73 HIGH
Premium
$324,645
Delta Notional
$12,122,763
Volume / OI
941 / 1,203
V/OI Ratio
0.78x
Exec Price / IV
$3.45 / 16.20%
Spread
0.6%
MID NEUTRAL
SPY 788.0 CALL Unclear Flow
2026-10-23 · 13 DTE
S 84 C 73 HIGH
Premium
$312,865
Delta Notional
$28,469,373
Volume / OI
1,277 / 1,115
V/OI Ratio
1.15x
Exec Price / IV
$2.45 / 9.10%
Spread
0.8%
MID NEUTRAL
SPY 788.0 CALL Directional Flow
2026-10-19 · 9 DTE
S 75 C 93 MED
Premium
$36,249
Delta Notional
$4,674,389
Volume / OI
281 / 1,339
V/OI Ratio
0.21x
Exec Price / IV
$1.29 / 8.23%
Spread
1.6%
ASK BULLISH
SPY 799.0 CALL Speculative Long
2026-11-13 · 34 DTE
S 80 C 82 MED
Premium
$53,676
Delta Notional
$2,644,262
Volume / OI
126 / 165
V/OI Ratio
0.76x
Exec Price / IV
$4.26 / 10.95%
Spread
0.5%
ASK BULLISH
SPY 765.0 PUT Unclear Flow
2026-10-15 · 5 DTE
S 85 C 71 HIGH
Premium
$44,385
Delta Notional
$6,539,405
Volume / OI
807 / 848
V/OI Ratio
0.95x
Exec Price / IV
$0.55 / 11.23%
Spread
1.8%
MID NEUTRAL
SPY 764.0 PUT Premium Sale
2026-10-30 · 20 DTE
S 77 C 87 MED
Premium
$61,232
Delta Notional
$3,308,378
Volume / OI
172 / 1,625
V/OI Ratio
0.11x
Exec Price / IV
$3.56 / 13.00%
Spread
0.6%
BID BULLISH
SPY 779.0 PUT Premium Sale
2026-11-06 · 27 DTE
S 74 C 94 MED
Premium
$156,870
Delta Notional
$6,126,212
Volume / OI
166 / 1,125
V/OI Ratio
0.15x
Exec Price / IV
$9.45 / 12.03%
Spread
0.9%
BID BULLISH
SPY 799.0 CALL Speculative Long
2026-11-20 · 41 DTE
S 77 C 87 MED
Premium
$110,740
Delta Notional
$4,628,984
Volume / OI
196 / 1,214
V/OI Ratio
0.16x
Exec Price / IV
$5.65 / 11.34%
Spread
0.4%
ASK BULLISH
SPY 738.0 PUT Premium Sale
2026-11-06 · 27 DTE
S 75 C 91 MED
Premium
$29,088
Delta Notional
$1,263,282
Volume / OI
144 / 443
V/OI Ratio
0.33x
Exec Price / IV
$2.02 / 17.07%
Spread
1.0%
BID BULLISH
SPY 789.0 CALL Unclear Flow
2026-10-15 · 5 DTE
S 86 C 70 HIGH
Premium
$70,737
Delta Notional
$13,269,126
Volume / OI
1,387 / 832
V/OI Ratio
1.67x
Exec Price / IV
$0.51 / 8.44%
Spread
2.0%
MID NEUTRAL
SPY 777.0 PUT Unclear Flow
2026-10-23 · 13 DTE
S 83 C 74 HIGH
Premium
$650,859
Delta Notional
$44,768,888
Volume / OI
1,331 / 1,992
V/OI Ratio
0.67x
Exec Price / IV
$4.89 / 10.07%
Spread
0.4%
MID NEUTRAL
SPY 763.0 PUT Premium Sale
2026-11-20 · 41 DTE
S 77 C 87 MED
Premium
$140,003
Delta Notional
$4,491,569
Volume / OI
191 / 1,557
V/OI Ratio
0.12x
Exec Price / IV
$7.33 / 14.36%
Spread
0.3%
BID BULLISH
SPY 772.0 PUT Premium Sale
2026-10-20 · 10 DTE
S 80 C 82 MED
Premium
$42,437
Delta Notional
$3,943,670
Volume / OI
175 / 158
V/OI Ratio
1.11x
Exec Price / IV
$2.42 / 9.90%
Spread
0.4%
BID BULLISH
SPY 780.0 CALL Unclear Flow
2026-10-19 · 9 DTE
S 84 C 73 HIGH
Premium
$451,775
Delta Notional
$39,833,947
Volume / OI
1,063 / 1,251
V/OI Ratio
0.85x
Exec Price / IV
$4.25 / 8.82%
Spread
0.5%
MID NEUTRAL
SPY 742.0 PUT Premium Sale
2026-11-06 · 27 DTE
S 75 C 92 MED
Premium
$33,972
Delta Notional
$1,490,402
Volume / OI
149 / 644
V/OI Ratio
0.23x
Exec Price / IV
$2.28 / 16.53%
Spread
1.3%
BID BULLISH
SPY 777.0 PUT Unclear Flow
2026-10-30 · 20 DTE
S 83 C 75 HIGH
Premium
$1,064,118
Delta Notional
$52,157,658
Volume / OI
1,518 / 2,905
V/OI Ratio
0.52x
Exec Price / IV
$7.01 / 11.41%
Spread
0.3%
MID NEUTRAL
SPY 792.0 CALL Speculative Long
2026-11-06 · 27 DTE
S 76 C 90 MED
Premium
$39,000
Delta Notional
$1,957,532
Volume / OI
75 / 245
V/OI Ratio
0.31x
Exec Price / IV
$5.20 / 11.02%
Spread
1.0%
ASK BULLISH
SPY 770.0 CALL Directional Flow
2026-11-06 · 27 DTE
S 74 C 94 MED
Premium
$219,480
Delta Notional
$6,399,547
Volume / OI
124 / 1,146
V/OI Ratio
0.11x
Exec Price / IV
$17.70 / 12.98%
Spread
0.7%
ASK BULLISH
SPY 771.0 PUT Unclear Flow
2026-10-14 · 4 DTE
S 84 C 73 HIGH
Premium
$128,847
Delta Notional
$21,131,558
Volume / OI
1,481 / 1,929
V/OI Ratio
0.77x
Exec Price / IV
$0.87 / 9.66%
Spread
1.1%
MID NEUTRAL
SPY 798.0 CALL Call Overwrite/Sale
2026-11-13 · 34 DTE
S 79 C 82 MED
Premium
$58,824
Delta Notional
$2,839,770
Volume / OI
129 / 209
V/OI Ratio
0.62x
Exec Price / IV
$4.56 / 11.00%
Spread
0.4%
BID BEARISH
SPY 774.0 CALL Directional Flow
2026-10-23 · 13 DTE
S 78 C 85 MED
Premium
$209,844
Delta Notional
$10,907,159
Volume / OI
216 / 1,109
V/OI Ratio
0.19x
Exec Price / IV
$9.71 / 10.39%
Spread
1.1%
ASK BULLISH
SPY 772.0 CALL Directional Flow
2026-11-13 · 34 DTE
S 76 C 89 MED
Premium
$117,845
Delta Notional
$3,193,702
Volume / OI
65 / 121
V/OI Ratio
0.54x
Exec Price / IV
$18.13 / 13.04%
Spread
0.7%
ASK BULLISH
SPY 790.0 PUT Premium Sale
2026-10-16 · 6 DTE
S 76 C 88 MED
Premium
$79,450
Delta Notional
$4,839,749
Volume / OI
70 / 559
V/OI Ratio
0.13x
Exec Price / IV
$11.35 / 8.23%
Spread
3.2%
BID BULLISH
SPY 776.0 PUT Unclear Flow
2026-10-23 · 13 DTE
S 83 C 74 HIGH
Premium
$499,912
Delta Notional
$35,048,563
Volume / OI
1,106 / 1,477
V/OI Ratio
0.75x
Exec Price / IV
$4.52 / 10.18%
Spread
0.4%
MID NEUTRAL
SPY 787.0 CALL Directional Flow
2026-11-20 · 41 DTE
S 78 C 85 MED
Premium
$270,522
Delta Notional
$8,919,479
Volume / OI
252 / 632
V/OI Ratio
0.40x
Exec Price / IV
$10.73 / 12.09%
Spread
0.3%
ASK BULLISH
SPY 754.0 PUT Unclear Flow
2026-10-19 · 9 DTE
S 85 C 70 HIGH
Premium
$54,682
Delta Notional
$6,396,036
Volume / OI
1,439 / 1,057
V/OI Ratio
1.36x
Exec Price / IV
$0.38 / 12.60%
Spread
2.6%
MID NEUTRAL
SPY 749.0 PUT Premium Sale
2026-11-20 · 41 DTE
S 77 C 86 MED
Premium
$92,004
Delta Notional
$2,998,630
Volume / OI
187 / 870
V/OI Ratio
0.21x
Exec Price / IV
$4.92 / 15.92%
Spread
0.4%
BID BULLISH
SPY 766.0 CALL Directional Flow
2026-10-23 · 13 DTE
S 77 C 85 MED
Premium
$589,846
Delta Notional
$22,694,594
Volume / OI
369 / 1,117
V/OI Ratio
0.33x
Exec Price / IV
$15.98 / 11.44%
Spread
1.1%
ASK BULLISH
SPY 766.0 PUT Unclear Flow
2026-10-13 · 3 DTE
S 88 C 65 HIGH
Premium
$31,960
Delta Notional
$7,565,931
Volume / OI
1,880 / 1,372
V/OI Ratio
1.37x
Exec Price / IV
$0.17 / 9.68%
Spread
6.1%
MID NEUTRAL
SPY 778.0 PUT Premium Sale
2026-11-13 · 34 DTE
S 78 C 84 MED
Premium
$202,898
Delta Notional
$6,935,372
Volume / OI
195 / 335
V/OI Ratio
0.58x
Exec Price / IV
$10.41 / 12.47%
Spread
0.3%
BID BULLISH
SPY 775.0 PUT Premium Sale
2026-11-06 · 27 DTE
S 77 C 86 MED
Premium
$287,832
Delta Notional
$11,523,185
Volume / OI
358 / 1,398
V/OI Ratio
0.26x
Exec Price / IV
$8.04 / 12.47%
Spread
0.7%
BID BULLISH
SPY 781.0 CALL Unclear Flow
2026-10-19 · 9 DTE
S 85 C 71 HIGH
Premium
$209,066
Delta Notional
$19,415,803
Volume / OI
559 / 370
V/OI Ratio
1.51x
Exec Price / IV
$3.74 / 8.74%
Spread
0.3%
MID NEUTRAL
SPY 786.0 CALL Unclear Flow
2026-10-13 · 3 DTE
S 86 C 69 HIGH
Premium
$58,158
Delta Notional
$17,119,277
Volume / OI
2,154 / 1,818
V/OI Ratio
1.18x
Exec Price / IV
$0.27 / 6.80%
Spread
3.8%
MID NEUTRAL
SPY 775.0 CALL Directional Flow
2026-10-20 · 10 DTE
S 79 C 82 MED
Premium
$123,648
Delta Notional
$7,988,255
Volume / OI
161 / 337
V/OI Ratio
0.48x
Exec Price / IV
$7.68 / 9.55%
Spread
1.3%
ASK BULLISH
SPY 778.0 PUT Unclear Flow
2026-10-19 · 9 DTE
S 84 C 71 HIGH
Premium
$235,572
Delta Notional
$20,809,751
Volume / OI
586 / 436
V/OI Ratio
1.34x
Exec Price / IV
$4.02 / 9.04%
Spread
0.2%
MID NEUTRAL
SPY 767.0 PUT Unclear Flow
2026-10-23 · 13 DTE
S 82 C 75 HIGH
Premium
$505,476
Delta Notional
$39,416,293
Volume / OI
2,217 / 4,456
V/OI Ratio
0.50x
Exec Price / IV
$2.28 / 11.33%
Spread
0.4%
MID NEUTRAL
SPY 785.0 CALL Directional Flow
2026-10-22 · 12 DTE
S 78 C 84 MED
Premium
$60,662
Delta Notional
$5,326,230
Volume / OI
196 / 344
V/OI Ratio
0.57x
Exec Price / IV
$3.09 / 9.09%
Spread
0.3%
ASK BULLISH
SPY 782.0 CALL Directional Flow
2026-10-21 · 11 DTE
S 79 C 81 MED
Premium
$51,584
Delta Notional
$4,274,460
Volume / OI
128 / 138
V/OI Ratio
0.93x
Exec Price / IV
$4.03 / 9.13%
Spread
0.5%
ASK BULLISH
SPY 773.0 CALL Directional Flow
2026-10-30 · 20 DTE
S 77 C 85 MED
Premium
$201,817
Delta Notional
$7,664,915
Volume / OI
154 / 856
V/OI Ratio
0.18x
Exec Price / IV
$13.11 / 11.82%
Spread
0.7%
ASK BULLISH
SPY 756.0 PUT Unclear Flow
2026-10-16 · 6 DTE
S 84 C 71 HIGH
Premium
$68,736
Delta Notional
$8,861,845
Volume / OI
2,148 / 4,861
V/OI Ratio
0.44x
Exec Price / IV
$0.32 / 13.46%
Spread
3.2%
MID NEUTRAL
SPY 757.0 PUT Unclear Flow
2026-10-16 · 6 DTE
S 83 C 73 HIGH
Premium
$157,220
Delta Notional
$20,245,677
Volume / OI
4,492 / 29,146
V/OI Ratio
0.15x
Exec Price / IV
$0.35 / 13.24%
Spread
2.9%
MID NEUTRAL
SPY 771.0 PUT Premium Sale
2026-11-20 · 41 DTE
S 73 C 95 MED
Premium
$130,760
Delta Notional
$4,103,052
Volume / OI
140 / 1,308
V/OI Ratio
0.11x
Exec Price / IV
$9.34 / 13.52%
Spread
0.3%
BID BULLISH
SPY 790.0 CALL Directional Flow
2026-11-13 · 34 DTE
S 76 C 87 MED
Premium
$234,360
Delta Notional
$9,524,514
Volume / OI
310 / 1,344
V/OI Ratio
0.23x
Exec Price / IV
$7.56 / 11.47%
Spread
0.3%
ASK BULLISH
SPY 777.0 PUT Premium Sale
2026-11-13 · 34 DTE
S 78 C 84 MED
Premium
$205,718
Delta Notional
$7,075,604
Volume / OI
205 / 440
V/OI Ratio
0.47x
Exec Price / IV
$10.04 / 12.57%
Spread
0.3%
BID BULLISH
SPY 792.0 CALL Unclear Flow
2026-10-16 · 6 DTE
S 84 C 72 HIGH
Premium
$51,120
Delta Notional
$9,331,419
Volume / OI
1,278 / 2,602
V/OI Ratio
0.49x
Exec Price / IV
$0.40 / 8.74%
Spread
2.5%
MID NEUTRAL
SPY 774.0 CALL Directional Flow
2026-10-19 · 9 DTE
S 79 C 81 MED
Premium
$102,336
Delta Notional
$6,695,657
Volume / OI
128 / 212
V/OI Ratio
0.60x
Exec Price / IV
$8.00 / 9.42%
Spread
1.4%
ASK BULLISH
SPY 770.0 PUT Premium Sale
2026-11-13 · 34 DTE
S 76 C 87 MED
Premium
$235,232
Delta Notional
$8,388,098
Volume / OI
301 / 1,186
V/OI Ratio
0.25x
Exec Price / IV
$7.81 / 13.30%
Spread
0.4%
BID BULLISH
SPY 775.0 PUT Unclear Flow
2026-10-30 · 20 DTE
S 82 C 75 HIGH
Premium
$771,750
Delta Notional
$38,638,434
Volume / OI
1,225 / 2,726
V/OI Ratio
0.45x
Exec Price / IV
$6.30 / 11.64%
Spread
0.3%
MID NEUTRAL
SPY 763.0 PUT Unclear Flow
2026-10-30 · 20 DTE
S 82 C 75 HIGH
Premium
$200,010
Delta Notional
$10,857,091
Volume / OI
590 / 2,471
V/OI Ratio
0.24x
Exec Price / IV
$3.39 / 13.12%
Spread
0.3%
MID NEUTRAL
SPY 786.0 CALL Directional Flow
2026-10-21 · 11 DTE
S 78 C 83 MED
Premium
$53,482
Delta Notional
$5,295,109
Volume / OI
221 / 384
V/OI Ratio
0.58x
Exec Price / IV
$2.42 / 8.81%
Spread
0.8%
ASK BULLISH
SPY 735.0 PUT Unclear Flow
2026-10-30 · 20 DTE
S 82 C 75 HIGH
Premium
$215,600
Delta Notional
$11,949,307
Volume / OI
2,156 / 12,928
V/OI Ratio
0.17x
Exec Price / IV
$1.00 / 17.16%
Spread
1.0%
MID NEUTRAL
SPY 754.0 PUT Unclear Flow
2026-10-16 · 6 DTE
S 84 C 70 HIGH
Premium
$58,509
Delta Notional
$7,590,763
Volume / OI
2,167 / 3,968
V/OI Ratio
0.55x
Exec Price / IV
$0.27 / 13.92%
Spread
3.8%
MID NEUTRAL
SPY 790.0 CALL Unclear Flow
2026-10-14 · 4 DTE
S 84 C 70 HIGH
Premium
$341,460
Delta Notional
$86,448,056
Volume / OI
16,260 / 28,501
V/OI Ratio
0.57x
Exec Price / IV
$0.21 / 7.99%
Spread
4.7%
MID NEUTRAL
SPY 771.0 PUT Unclear Flow
2026-10-13 · 3 DTE
S 84 C 71 HIGH
Premium
$52,374
Delta Notional
$11,936,775
Volume / OI
1,218 / 1,308
V/OI Ratio
0.93x
Exec Price / IV
$0.43 / 8.38%
Spread
2.4%
MID NEUTRAL
SPY 774.0 PUT Unclear Flow
2026-10-30 · 20 DTE
S 82 C 74 HIGH
Premium
$515,808
Delta Notional
$26,095,129
Volume / OI
864 / 1,466
V/OI Ratio
0.59x
Exec Price / IV
$5.97 / 11.76%
Spread
0.3%
MID NEUTRAL
SPY 761.0 PUT Unclear Flow
2026-10-16 · 6 DTE
S 83 C 73 HIGH
Premium
$69,870
Delta Notional
$9,011,379
Volume / OI
1,370 / 5,454
V/OI Ratio
0.25x
Exec Price / IV
$0.51 / 12.43%
Spread
1.9%
MID NEUTRAL
SPY 760.0 PUT Unclear Flow
2026-10-15 · 5 DTE
S 84 C 71 HIGH
Premium
$46,230
Delta Notional
$7,065,321
Volume / OI
1,541 / 2,574
V/OI Ratio
0.60x
Exec Price / IV
$0.30 / 12.29%
Spread
3.3%
MID NEUTRAL
SPY 759.0 CALL Directional Flow
2026-10-30 · 20 DTE
S 77 C 85 MED
Premium
$580,770
Delta Notional
$15,021,062
Volume / OI
239 / 746
V/OI Ratio
0.32x
Exec Price / IV
$24.30 / 12.20%
Spread
6.2%
ASK BULLISH
SPY 781.0 PUT Premium Sale
2026-11-06 · 27 DTE
S 78 C 84 MED
Premium
$207,000
Delta Notional
$7,885,395
Volume / OI
200 / 443
V/OI Ratio
0.45x
Exec Price / IV
$10.35 / 11.83%
Spread
0.8%
BID BULLISH
SPY 788.0 CALL Unclear Flow
2026-10-15 · 5 DTE
S 84 C 70 HIGH
Premium
$54,784
Delta Notional
$9,954,933
Volume / OI
856 / 576
V/OI Ratio
1.49x
Exec Price / IV
$0.64 / 8.48%
Spread
1.6%
MID NEUTRAL
SPY 740.0 PUT Unclear Flow
2026-10-23 · 13 DTE
S 83 C 73 HIGH
Premium
$152,628
Delta Notional
$12,503,200
Volume / OI
3,634 / 12,429
V/OI Ratio
0.29x
Exec Price / IV
$0.42 / 15.73%
Spread
2.4%
MID NEUTRAL
SPY 775.0 PUT Unclear Flow
2026-11-20 · 41 DTE
S 81 C 76 HIGH
Premium
$4,288,760
Delta Notional
$132,246,973
Volume / OI
4,046 / 8,724
V/OI Ratio
0.46x
Exec Price / IV
$10.60 / 13.12%
Spread
0.3%
MID NEUTRAL
SPY 774.0 CALL Directional Flow
2026-10-20 · 10 DTE
S 79 C 80 MED
Premium
$87,100
Delta Notional
$5,376,267
Volume / OI
104 / 162
V/OI Ratio
0.64x
Exec Price / IV
$8.38 / 9.67%
Spread
1.3%
ASK BULLISH
SPY 782.0 CALL Unclear Flow
2026-10-23 · 13 DTE
S 82 C 74 HIGH
Premium
$406,430
Delta Notional
$29,230,278
Volume / OI
838 / 1,565
V/OI Ratio
0.54x
Exec Price / IV
$4.85 / 9.55%
Spread
0.2%
MID NEUTRAL
SPY 775.0 CALL Directional Flow
2026-10-22 · 12 DTE
S 77 C 85 MED
Premium
$140,168
Delta Notional
$8,045,438
Volume / OI
165 / 920
V/OI Ratio
0.18x
Exec Price / IV
$8.49 / 10.05%
Spread
1.1%
ASK BULLISH
SPY 776.0 PUT Unclear Flow
2026-10-21 · 11 DTE
S 86 C 67 HIGH
Premium
$69,989
Delta Notional
$5,581,847
Volume / OI
179 / 46
V/OI Ratio
3.89x
Exec Price / IV
$3.91 / 9.73%
Spread
0.5%
MID NEUTRAL
SPY 789.0 CALL Directional Flow
2026-10-23 · 13 DTE
S 75 C 87 MED
Premium
$68,426
Delta Notional
$6,495,946
Volume / OI
319 / 1,942
V/OI Ratio
0.16x
Exec Price / IV
$2.15 / 9.04%
Spread
0.5%
ASK BULLISH
SPY 792.0 CALL Speculative Long
2026-11-13 · 34 DTE
S 76 C 86 MED
Premium
$87,230
Delta Notional
$3,701,698
Volume / OI
130 / 1,111
V/OI Ratio
0.12x
Exec Price / IV
$6.71 / 11.34%
Spread
0.3%
ASK BULLISH
SPY 783.0 CALL Directional Flow
2026-10-20 · 10 DTE
S 78 C 81 MED
Premium
$41,789
Delta Notional
$3,948,395
Volume / OI
131 / 160
V/OI Ratio
0.82x
Exec Price / IV
$3.19 / 8.78%
Spread
0.6%
ASK BULLISH
SPY 787.0 CALL Unclear Flow
2026-10-14 · 4 DTE
S 84 C 71 HIGH
Premium
$55,692
Delta Notional
$11,729,988
Volume / OI
1,071 / 912
V/OI Ratio
1.17x
Exec Price / IV
$0.52 / 8.02%
Spread
1.9%
MID NEUTRAL
SPY 777.0 PUT Premium Sale
2026-11-06 · 27 DTE
S 76 C 85 MED
Premium
$204,633
Delta Notional
$8,069,257
Volume / OI
234 / 922
V/OI Ratio
0.25x
Exec Price / IV
$8.75 / 12.25%
Spread
0.8%
BID BULLISH
SPY 736.0 PUT Unclear Flow
2026-10-30 · 20 DTE
S 82 C 72 HIGH
Premium
$71,136
Delta Notional
$3,940,051
Volume / OI
684 / 1,092
V/OI Ratio
0.63x
Exec Price / IV
$1.04 / 17.01%
Spread
1.0%
MID NEUTRAL
SPY 785.0 PUT Premium Sale
2026-10-30 · 20 DTE
S 77 C 83 MED
Premium
$122,418
Delta Notional
$5,401,534
Volume / OI
115 / 380
V/OI Ratio
0.30x
Exec Price / IV
$10.64 / 10.61%
Spread
0.8%
BID BULLISH
SPY 794.0 CALL Unclear Flow
2026-10-30 · 20 DTE
S 81 C 75 HIGH
Premium
$140,920
Delta Notional
$9,973,740
Volume / OI
520 / 2,444
V/OI Ratio
0.21x
Exec Price / IV
$2.71 / 10.08%
Spread
0.4%
MID NEUTRAL
SPY 773.0 PUT Premium Sale
2026-11-13 · 34 DTE
S 76 C 85 MED
Premium
$166,848
Delta Notional
$5,869,162
Volume / OI
192 / 589
V/OI Ratio
0.33x
Exec Price / IV
$8.69 / 12.98%
Spread
0.2%
BID BULLISH
SPY 758.0 PUT Premium Sale
2026-11-20 · 41 DTE
S 76 C 85 MED
Premium
$73,428
Delta Notional
$2,376,610
Volume / OI
116 / 666
V/OI Ratio
0.17x
Exec Price / IV
$6.33 / 14.90%
Spread
0.3%
BID BULLISH
SPY 765.0 PUT Unclear Flow
2026-10-19 · 9 DTE
S 82 C 73 HIGH
Premium
$69,680
Delta Notional
$7,661,443
Volume / OI
670 / 1,374
V/OI Ratio
0.49x
Exec Price / IV
$1.04 / 10.68%
Spread
1.0%
MID NEUTRAL
SPY 768.0 PUT Unclear Flow
2026-10-13 · 3 DTE
S 85 C 67 HIGH
Premium
$31,142
Delta Notional
$7,599,201
Volume / OI
1,354 / 764
V/OI Ratio
1.77x
Exec Price / IV
$0.23 / 9.15%
Spread
4.3%
MID NEUTRAL
SPY 767.0 CALL Premium Sale
2026-10-14 · 4 DTE
S 81 C 75 HIGH
Premium
$174,196
Delta Notional
$9,554,195
Volume / OI
137 / 349
V/OI Ratio
0.39x
Exec Price / IV
$12.71 / 12.04%
Spread
6.1%
BID BEARISH
SPY 767.0 PUT Premium Sale
2026-11-20 · 41 DTE
S 75 C 86 MED
Premium
$187,015
Delta Notional
$5,933,880
Volume / OI
226 / 1,118
V/OI Ratio
0.20x
Exec Price / IV
$8.27 / 13.94%
Spread
0.4%
BID BULLISH
SPY 761.0 PUT Premium Sale
2026-11-20 · 41 DTE
S 75 C 86 MED
Premium
$80,156
Delta Notional
$2,577,068
Volume / OI
116 / 1,084
V/OI Ratio
0.11x
Exec Price / IV
$6.91 / 14.58%
Spread
0.3%
BID BULLISH
SPY 772.0 CALL Directional Flow
2026-10-19 · 9 DTE
S 78 C 81 MED
Premium
$82,650
Delta Notional
$4,900,403
Volume / OI
87 / 157
V/OI Ratio
0.55x
Exec Price / IV
$9.50 / 9.68%
Spread
1.3%
ASK BULLISH
SPY 795.0 CALL Unclear Flow
2026-10-16 · 6 DTE
S 83 C 70 HIGH
Premium
$131,220
Delta Notional
$26,812,872
Volume / OI
6,561 / 38,398
V/OI Ratio
0.17x
Exec Price / IV
$0.20 / 8.80%
Spread
4.9%
MID NEUTRAL
SPY 783.0 CALL Directional Flow
2026-11-13 · 34 DTE
S 77 C 83 MED
Premium
$132,780
Delta Notional
$4,610,737
Volume / OI
120 / 206
V/OI Ratio
0.58x
Exec Price / IV
$11.07 / 12.01%
Spread
0.3%
ASK BULLISH
SPY 753.0 PUT Unclear Flow
2026-10-16 · 6 DTE
S 83 C 71 HIGH
Premium
$121,100
Delta Notional
$15,648,266
Volume / OI
4,844 / 33,537
V/OI Ratio
0.14x
Exec Price / IV
$0.25 / 14.16%
Spread
4.1%
MID NEUTRAL
SPY 776.0 CALL Premium Sale
2026-10-21 · 11 DTE
S 78 C 80 MED
Premium
$68,402
Delta Notional
$4,331,253
Volume / OI
92 / 147
V/OI Ratio
0.63x
Exec Price / IV
$7.44 / 9.72%
Spread
1.2%
BID BEARISH
SPY 779.0 PUT Premium Sale
2026-10-19 · 9 DTE
S 77 C 81 MED
Premium
$40,495
Delta Notional
$3,480,183
Volume / OI
91 / 122
V/OI Ratio
0.75x
Exec Price / IV
$4.45 / 8.91%
Spread
0.4%
BID BULLISH
SPY 781.0 PUT Premium Sale
2026-10-16 · 6 DTE
S 76 C 85 MED
Premium
$55,495
Delta Notional
$4,938,919
Volume / OI
110 / 917
V/OI Ratio
0.12x
Exec Price / IV
$5.04 / 9.35%
Spread
1.0%
BID BULLISH
SPY 759.0 CALL Premium Sale
2026-10-15 · 5 DTE
S 89 C 60 HIGH
Premium
$280,416
Delta Notional
$10,170,711
Volume / OI
138 / 5
V/OI Ratio
27.60x
Exec Price / IV
$20.32 / 14.32%
Spread
9.9%
SELL_LEAN BEARISH
SPY 783.0 CALL Directional Flow
2026-11-06 · 27 DTE
S 76 C 84 MED
Premium
$140,904
Delta Notional
$5,686,452
Volume / OI
152 / 388
V/OI Ratio
0.39x
Exec Price / IV
$9.27 / 11.68%
Spread
0.4%
ASK BULLISH
SPY 774.0 PUT Unclear Flow
2026-10-19 · 9 DTE
S 84 C 69 HIGH
Premium
$105,205
Delta Notional
$10,228,984
Volume / OI
397 / 246
V/OI Ratio
1.61x
Exec Price / IV
$2.65 / 9.46%
Spread
0.8%
MID NEUTRAL
SPY 800.0 PUT Premium Sale
2026-11-20 · 41 DTE
S 75 C 85 MED
Premium
$711,865
Delta Notional
$17,816,508
Volume / OI
301 / 911
V/OI Ratio
0.33x
Exec Price / IV
$23.65 / 11.21%
Spread
0.8%
BID BULLISH
SPY 768.0 PUT Unclear Flow
2026-10-14 · 4 DTE
S 83 C 71 HIGH
Premium
$50,820
Delta Notional
$8,616,736
Volume / OI
924 / 929
V/OI Ratio
0.99x
Exec Price / IV
$0.55 / 10.29%
Spread
1.8%
MID NEUTRAL
SPY 781.0 CALL Directional Flow
2026-11-13 · 34 DTE
S 77 C 82 MED
Premium
$116,042
Delta Notional
$3,850,571
Volume / OI
95 / 143
V/OI Ratio
0.66x
Exec Price / IV
$12.21 / 12.18%
Spread
0.2%
ASK BULLISH
SPY 800.0 CALL Unclear Flow
2026-11-06 · 27 DTE
S 81 C 73 HIGH
Premium
$243,806
Delta Notional
$14,820,860
Volume / OI
877 / 2,790
V/OI Ratio
0.31x
Exec Price / IV
$2.78 / 10.61%
Spread
1.4%
MID NEUTRAL
SPY 776.0 CALL Directional Flow
2026-11-13 · 34 DTE
S 76 C 83 MED
Premium
$183,960
Delta Notional
$5,461,706
Volume / OI
120 / 308
V/OI Ratio
0.39x
Exec Price / IV
$15.33 / 12.64%
Spread
0.7%
ASK BULLISH
SPY 782.0 CALL Directional Flow
2026-11-06 · 27 DTE
S 75 C 85 MED
Premium
$168,732
Delta Notional
$6,646,212
Volume / OI
172 / 720
V/OI Ratio
0.24x
Exec Price / IV
$9.81 / 11.77%
Spread
0.6%
ASK BULLISH
SPY 774.0 PUT Premium Sale
2026-11-06 · 27 DTE
S 73 C 91 MED
Premium
$66,816
Delta Notional
$2,704,161
Volume / OI
87 / 430
V/OI Ratio
0.20x
Exec Price / IV
$7.68 / 12.57%
Spread
0.9%
BID BULLISH
SPY 793.0 CALL Unclear Flow
2026-10-16 · 6 DTE
S 82 C 72 HIGH
Premium
$51,584
Delta Notional
$9,749,897
Volume / OI
1,612 / 8,177
V/OI Ratio
0.20x
Exec Price / IV
$0.32 / 8.77%
Spread
3.1%
MID NEUTRAL
SPY 770.0 PUT Unclear Flow
2026-10-22 · 12 DTE
S 82 C 71 HIGH
Premium
$114,036
Delta Notional
$9,279,342
Volume / OI
442 / 390
V/OI Ratio
1.13x
Exec Price / IV
$2.58 / 10.68%
Spread
0.4%
MID NEUTRAL
SPY 767.0 CALL Unclear Flow
2026-10-13 · 3 DTE
S 86 C 64 HIGH
Premium
$511,704
Delta Notional
$30,254,321
Volume / OI
414 / 617
V/OI Ratio
0.67x
Exec Price / IV
$12.36 / 11.68%
Spread
5.7%
MID NEUTRAL
SPY 781.0 CALL Unclear Flow
2026-10-23 · 13 DTE
S 81 C 74 HIGH
Premium
$319,456
Delta Notional
$22,055,628
Volume / OI
596 / 1,522
V/OI Ratio
0.39x
Exec Price / IV
$5.36 / 9.65%
Spread
0.4%
MID NEUTRAL
SPY 773.0 CALL Directional Flow
2026-11-13 · 34 DTE
S 76 C 82 MED
Premium
$182,333
Delta Notional
$5,068,332
Volume / OI
105 / 267
V/OI Ratio
0.39x
Exec Price / IV
$17.37 / 12.95%
Spread
0.7%
ASK BULLISH
SPY 772.0 CALL Directional Flow
2026-11-06 · 27 DTE
S 76 C 83 MED
Premium
$181,440
Delta Notional
$5,567,509
Volume / OI
112 / 337
V/OI Ratio
0.33x
Exec Price / IV
$16.20 / 12.74%
Spread
0.6%
ASK BULLISH
SPY 774.0 CALL Premium Sale
2026-11-06 · 27 DTE
S 76 C 84 MED
Premium
$190,856
Delta Notional
$6,153,504
Volume / OI
129 / 492
V/OI Ratio
0.26x
Exec Price / IV
$14.79 / 12.52%
Spread
0.9%
BID BEARISH
SPY 698.0 CALL Premium Sale
2026-10-30 · 20 DTE
S 75 C 85 MED
Premium
$1,390,192
Delta Notional
$12,699,323
Volume / OI
167 / 1,582
V/OI Ratio
0.11x
Exec Price / IV
$83.25 / 27.09%
Spread
1.5%
BID BEARISH
SPY 768.0 PUT Premium Sale
2026-11-06 · 27 DTE
S 72 C 92 MED
Premium
$57,696
Delta Notional
$2,409,241
Volume / OI
96 / 523
V/OI Ratio
0.18x
Exec Price / IV
$6.01 / 13.25%
Spread
1.0%
BID BULLISH
SPY 770.0 PUT Unclear Flow
2026-11-20 · 41 DTE
S 79 C 77 MED
Premium
$3,793,981
Delta Notional
$119,272,073
Volume / OI
4,183 / 20,082
V/OI Ratio
0.21x
Exec Price / IV
$9.07 / 13.62%
Spread
0.2%
MID NEUTRAL
SPY 746.0 PUT Premium Sale
2026-11-20 · 41 DTE
S 75 C 86 MED
Premium
$53,572
Delta Notional
$1,747,973
Volume / OI
118 / 936
V/OI Ratio
0.13x
Exec Price / IV
$4.54 / 16.26%
Spread
0.4%
BID BULLISH
SPY 760.0 CALL Premium Sale
2026-10-15 · 5 DTE
S 77 C 80 MED
Premium
$165,451
Delta Notional
$6,518,497
Volume / OI
89 / 220
V/OI Ratio
0.40x
Exec Price / IV
$18.59 / 11.84%
Spread
7.5%
BID BEARISH
SPY 779.0 PUT Unclear Flow
2026-10-30 · 20 DTE
S 81 C 73 HIGH
Premium
$310,023
Delta Notional
$14,895,876
Volume / OI
399 / 806
V/OI Ratio
0.50x
Exec Price / IV
$7.77 / 11.21%
Spread
0.4%
MID NEUTRAL
SPY 790.0 PUT Premium Sale
2026-10-23 · 13 DTE
S 76 C 82 MED
Premium
$101,188
Delta Notional
$5,081,541
Volume / OI
82 / 317
V/OI Ratio
0.26x
Exec Price / IV
$12.34 / 8.97%
Spread
1.3%
BID BULLISH
SPY 747.0 PUT Premium Sale
2026-11-20 · 41 DTE
S 75 C 86 MED
Premium
$52,192
Delta Notional
$1,704,428
Volume / OI
112 / 845
V/OI Ratio
0.13x
Exec Price / IV
$4.66 / 16.15%
Spread
0.4%
BID BULLISH
SPY 783.0 PUT Unclear Flow
2026-10-13 · 3 DTE
S 84 C 67 HIGH
Premium
$64,548
Delta Notional
$7,932,411
Volume / OI
132 / 124
V/OI Ratio
1.06x
Exec Price / IV
$4.89 / 6.77%
Spread
1.6%
MID NEUTRAL
SPY 780.0 CALL Unclear Flow
2026-11-06 · 27 DTE
S 80 C 74 MED
Premium
$892,144
Delta Notional
$33,405,178
Volume / OI
814 / 1,880
V/OI Ratio
0.43x
Exec Price / IV
$10.96 / 11.95%
Spread
0.6%
MID NEUTRAL
SPY 753.0 PUT Unclear Flow
2026-10-23 · 13 DTE
S 79 C 75 MED
Premium
$74,390
Delta Notional
$6,174,466
Volume / OI
865 / 5,211
V/OI Ratio
0.17x
Exec Price / IV
$0.86 / 13.44%
Spread
1.2%
MID NEUTRAL
SPY 757.0 CALL Premium Sale
2026-10-16 · 6 DTE
S 75 C 83 MED
Premium
$222,999
Delta Notional
$7,189,876
Volume / OI
98 / 757
V/OI Ratio
0.13x
Exec Price / IV
$22.76 / 14.17%
Spread
1.8%
BID BEARISH
SPY 788.0 CALL Directional Flow
2026-11-20 · 41 DTE
S 74 C 85 MED
Premium
$131,967
Delta Notional
$4,438,395
Volume / OI
129 / 583
V/OI Ratio
0.22x
Exec Price / IV
$10.23 / 12.01%
Spread
0.2%
ASK BULLISH
SPY 789.0 CALL Unclear Flow
2026-10-14 · 4 DTE
S 82 C 69 HIGH
Premium
$36,569
Delta Notional
$8,647,787
Volume / OI
1,261 / 1,189
V/OI Ratio
1.06x
Exec Price / IV
$0.29 / 8.02%
Spread
3.4%
MID NEUTRAL
SPY 772.0 PUT Unclear Flow
2026-10-15 · 5 DTE
S 79 C 75 MED
Premium
$104,020
Delta Notional
$13,886,569
Volume / OI
743 / 4,057
V/OI Ratio
0.18x
Exec Price / IV
$1.40 / 9.97%
Spread
0.7%
MID NEUTRAL
SPY 782.0 CALL Directional Flow
2026-11-13 · 34 DTE
S 75 C 83 MED
Premium
$108,206
Delta Notional
$3,671,776
Volume / OI
93 / 220
V/OI Ratio
0.42x
Exec Price / IV
$11.63 / 12.09%
Spread
0.3%
ASK BULLISH
SPY 756.0 PUT Unclear Flow
2026-10-23 · 13 DTE
S 80 C 73 HIGH
Premium
$50,400
Delta Notional
$4,136,213
Volume / OI
480 / 1,265
V/OI Ratio
0.38x
Exec Price / IV
$1.05 / 13.00%
Spread
0.9%
MID NEUTRAL
SPY 789.0 CALL Premium Sale
2026-11-13 · 34 DTE
S 75 C 83 MED
Premium
$88,911
Delta Notional
$3,531,357
Volume / OI
111 / 263
V/OI Ratio
0.42x
Exec Price / IV
$8.01 / 11.54%
Spread
0.2%
BID BEARISH
SPY 784.0 CALL Premium Sale
2026-11-13 · 34 DTE
S 75 C 84 MED
Premium
$117,768
Delta Notional
$4,183,042
Volume / OI
112 / 392
V/OI Ratio
0.29x
Exec Price / IV
$10.52 / 11.92%
Spread
0.3%
BID BEARISH
SPY 791.0 CALL Unclear Flow
2026-10-23 · 13 DTE
S 80 C 74 MED
Premium
$61,992
Delta Notional
$6,323,277
Volume / OI
378 / 1,641
V/OI Ratio
0.23x
Exec Price / IV
$1.64 / 8.94%
Spread
0.6%
MID NEUTRAL
SPY 779.0 CALL Directional Flow
2026-11-20 · 41 DTE
S 74 C 85 MED
Premium
$169,996
Delta Notional
$4,762,623
Volume / OI
111 / 603
V/OI Ratio
0.18x
Exec Price / IV
$15.31 / 12.75%
Spread
0.6%
ASK BULLISH
SPY 830.0 CALL Unclear Flow
2026-11-20 · 41 DTE
S 79 C 74 MED
Premium
$104,940
Delta Notional
$7,017,690
Volume / OI
1,590 / 5,965
V/OI Ratio
0.27x
Exec Price / IV
$0.66 / 10.73%
Spread
1.5%
MID NEUTRAL
SPY 788.0 CALL Directional Flow
2026-11-06 · 27 DTE
S 75 C 82 MED
Premium
$76,840
Delta Notional
$3,517,579
Volume / OI
113 / 248
V/OI Ratio
0.46x
Exec Price / IV
$6.80 / 11.29%
Spread
0.6%
ASK BULLISH
SPY 788.0 CALL Unclear Flow
2026-11-13 · 34 DTE
S 82 C 68 HIGH
Premium
$135,680
Delta Notional
$5,268,347
Volume / OI
160 / 73
V/OI Ratio
2.19x
Exec Price / IV
$8.48 / 11.62%
Spread
0.2%
MID NEUTRAL
SPY 590.0 CALL Premium Sale
2026-10-16 · 6 DTE
S 75 C 82 MED
Premium
$680,796
Delta Notional
$2,799,790
Volume / OI
36 / 285
V/OI Ratio
0.13x
Exec Price / IV
$189.11 / 1.00%
Spread
0.8%
BID BEARISH
SPY 745.0 CALL Directional Flow
2026-11-20 · 41 DTE
S 74 C 85 MED
Premium
$1,526,065
Delta Notional
$23,246,968
Volume / OI
365 / 3,075
V/OI Ratio
0.12x
Exec Price / IV
$41.81 / 16.33%
Spread
0.6%
BUY_LEAN BULLISH
SPY 755.0 PUT Unclear Flow
2026-11-06 · 27 DTE
S 80 C 71 HIGH
Premium
$121,994
Delta Notional
$5,288,523
Volume / OI
337 / 779
V/OI Ratio
0.43x
Exec Price / IV
$3.62 / 14.82%
Spread
1.1%
MID NEUTRAL
SPY 769.0 CALL Unclear Flow
2026-10-14 · 4 DTE
S 81 C 69 HIGH
Premium
$202,460
Delta Notional
$12,819,036
Volume / OI
191 / 483
V/OI Ratio
0.40x
Exec Price / IV
$10.60 / 10.07%
Spread
1.9%
MID NEUTRAL
SPY 769.0 PUT Unclear Flow
2026-10-14 · 4 DTE
S 80 C 72 MED
Premium
$45,486
Delta Notional
$7,755,866
Volume / OI
722 / 1,662
V/OI Ratio
0.43x
Exec Price / IV
$0.63 / 10.03%
Spread
1.6%
MID NEUTRAL
SPY 780.0 PUT Unclear Flow
2026-11-20 · 41 DTE
S 78 C 76 MED
Premium
$1,455,405
Delta Notional
$43,660,504
Volume / OI
1,169 / 8,103
V/OI Ratio
0.14x
Exec Price / IV
$12.45 / 12.66%
Spread
0.3%
MID NEUTRAL
SPY 782.0 CALL Directional Flow
2026-11-20 · 41 DTE
S 73 C 86 MED
Premium
$133,502
Delta Notional
$3,977,251
Volume / OI
99 / 712
V/OI Ratio
0.14x
Exec Price / IV
$13.48 / 12.48%
Spread
0.2%
ASK BULLISH
SPY 749.0 CALL Premium Sale
2026-10-16 · 6 DTE
S 77 C 77 MED
Premium
$272,963
Delta Notional
$6,713,865
Volume / OI
89 / 313
V/OI Ratio
0.28x
Exec Price / IV
$30.67 / 18.35%
Spread
2.7%
SELL_LEAN BEARISH
SPY 787.0 CALL Directional Flow
2026-11-06 · 27 DTE
S 75 C 82 MED
Premium
$66,746
Delta Notional
$2,977,737
Volume / OI
92 / 187
V/OI Ratio
0.49x
Exec Price / IV
$7.26 / 11.36%
Spread
0.7%
ASK BULLISH
SPY 785.0 CALL Unclear Flow
2026-11-13 · 34 DTE
S 80 C 72 MED
Premium
$363,272
Delta Notional
$13,189,704
Volume / OI
364 / 594
V/OI Ratio
0.61x
Exec Price / IV
$9.98 / 11.84%
Spread
0.3%
MID NEUTRAL
SPY 767.0 PUT Unclear Flow
2026-10-15 · 5 DTE
S 81 C 69 HIGH
Premium
$29,039
Delta Notional
$4,199,350
Volume / OI
409 / 377
V/OI Ratio
1.08x
Exec Price / IV
$0.71 / 10.86%
Spread
1.4%
MID NEUTRAL
SPY 779.0 PUT Premium Sale
2026-11-20 · 41 DTE
S 74 C 85 MED
Premium
$116,885
Delta Notional
$3,528,430
Volume / OI
97 / 541
V/OI Ratio
0.18x
Exec Price / IV
$12.05 / 12.75%
Spread
0.3%
BID BULLISH
SPY 775.0 PUT Unclear Flow
2026-10-22 · 12 DTE
S 79 C 72 MED
Premium
$127,920
Delta Notional
$9,674,141
Volume / OI
328 / 708
V/OI Ratio
0.46x
Exec Price / IV
$3.90 / 10.05%
Spread
0.3%
MID NEUTRAL
SPY 771.0 PUT Unclear Flow
2026-10-23 · 13 DTE
S 78 C 75 MED
Premium
$177,675
Delta Notional
$13,306,895
Volume / OI
575 / 2,669
V/OI Ratio
0.22x
Exec Price / IV
$3.09 / 10.78%
Spread
0.6%
MID NEUTRAL
SPY 780.0 CALL Unclear Flow
2026-11-20 · 41 DTE
S 77 C 77 MED
Premium
$1,991,964
Delta Notional
$56,956,805
Volume / OI
1,356 / 12,847
V/OI Ratio
0.11x
Exec Price / IV
$14.69 / 12.65%
Spread
0.1%
MID NEUTRAL
SPY 797.0 CALL Speculative Long
2026-11-13 · 34 DTE
S 74 C 84 MED
Premium
$36,075
Delta Notional
$1,706,203
Volume / OI
74 / 560
V/OI Ratio
0.13x
Exec Price / IV
$4.88 / 11.05%
Spread
0.6%
ASK BULLISH
SPY 783.0 PUT Premium Sale
2026-10-30 · 20 DTE
S 70 C 91 MED
Premium
$31,581
Delta Notional
$1,440,318
Volume / OI
33 / 330
V/OI Ratio
0.10x
Exec Price / IV
$9.57 / 10.79%
Spread
0.4%
BID BULLISH
SPY 783.0 CALL Unclear Flow
2026-10-21 · 11 DTE
S 82 C 67 HIGH
Premium
$49,542
Delta Notional
$4,277,542
Volume / OI
138 / 72
V/OI Ratio
1.92x
Exec Price / IV
$3.59 / 9.04%
Spread
0.6%
MID NEUTRAL
SPY 754.0 PUT Unclear Flow
2026-10-23 · 13 DTE
S 79 C 73 MED
Premium
$39,468
Delta Notional
$3,259,276
Volume / OI
429 / 1,681
V/OI Ratio
0.26x
Exec Price / IV
$0.92 / 13.30%
Spread
1.1%
MID NEUTRAL
SPY 771.0 PUT Premium Sale
2026-11-13 · 34 DTE
S 74 C 82 MED
Premium
$63,141
Delta Notional
$2,241,663
Volume / OI
78 / 165
V/OI Ratio
0.47x
Exec Price / IV
$8.09 / 13.19%
Spread
0.4%
BID BULLISH
SPY 799.0 CALL Unclear Flow
2026-10-30 · 20 DTE
S 79 C 72 MED
Premium
$51,198
Delta Notional
$4,151,205
Volume / OI
318 / 1,342
V/OI Ratio
0.24x
Exec Price / IV
$1.61 / 9.87%
Spread
1.2%
MID NEUTRAL
SPY 794.0 CALL Speculative Long
2026-11-13 · 34 DTE
S 74 C 83 MED
Premium
$34,958
Delta Notional
$1,550,488
Volume / OI
59 / 368
V/OI Ratio
0.16x
Exec Price / IV
$5.93 / 11.21%
Spread
0.5%
ASK BULLISH
SPY 747.0 PUT Unclear Flow
2026-10-30 · 20 DTE
S 79 C 73 MED
Premium
$46,207
Delta Notional
$2,584,814
Volume / OI
287 / 1,116
V/OI Ratio
0.26x
Exec Price / IV
$1.61 / 15.34%
Spread
0.6%
MID NEUTRAL
SPY 750.0 PUT Unclear Flow
2026-10-19 · 9 DTE
S 80 C 71 MED
Premium
$34,249
Delta Notional
$3,897,891
Volume / OI
1,181 / 2,933
V/OI Ratio
0.40x
Exec Price / IV
$0.29 / 13.46%
Spread
3.4%
MID NEUTRAL
SPY 770.0 CALL Directional Flow
2026-11-13 · 34 DTE
S 74 C 82 MED
Premium
$117,030
Delta Notional
$3,048,915
Volume / OI
60 / 202
V/OI Ratio
0.30x
Exec Price / IV
$19.50 / 13.24%
Spread
0.6%
ASK BULLISH
SPY 768.0 PUT Unclear Flow
2026-10-30 · 20 DTE
S 78 C 74 MED
Premium
$174,800
Delta Notional
$9,235,175
Volume / OI
400 / 1,803
V/OI Ratio
0.22x
Exec Price / IV
$4.37 / 12.49%
Spread
0.5%
MID NEUTRAL
SPY 600.0 PUT Unclear Flow
2026-11-20 · 41 DTE
S 78 C 73 MED
Premium
$104,361
Delta Notional
$2,493,777
Volume / OI
2,427 / 11,267
V/OI Ratio
0.22x
Exec Price / IV
$0.43 / 36.05%
Spread
2.3%
MID NEUTRAL
SPY 740.0 PUT Unclear Flow
2026-10-16 · 6 DTE
S 83 C 65 HIGH
Premium
$99,931
Delta Notional
$11,010,035
Volume / OI
7,687 / 50,655
V/OI Ratio
0.15x
Exec Price / IV
$0.13 / 17.88%
Spread
8.0%
MID NEUTRAL
SPY 790.0 CALL Unclear Flow
2026-10-19 · 9 DTE
S 78 C 74 MED
Premium
$78,320
Delta Notional
$11,188,620
Volume / OI
890 / 2,786
V/OI Ratio
0.32x
Exec Price / IV
$0.88 / 8.14%
Spread
1.1%
MID NEUTRAL
SPY 764.0 PUT Unclear Flow
2026-10-23 · 13 DTE
S 78 C 74 MED
Premium
$51,606
Delta Notional
$4,107,115
Volume / OI
282 / 2,191
V/OI Ratio
0.13x
Exec Price / IV
$1.83 / 11.74%
Spread
0.5%
MID NEUTRAL
SPY 773.0 PUT Unclear Flow
2026-10-23 · 13 DTE
S 78 C 74 MED
Premium
$139,292
Delta Notional
$10,208,511
Volume / OI
388 / 1,538
V/OI Ratio
0.25x
Exec Price / IV
$3.59 / 10.54%
Spread
0.6%
MID NEUTRAL
SPY 753.0 PUT Unclear Flow
2026-10-30 · 20 DTE
S 78 C 74 MED
Premium
$49,350
Delta Notional
$2,749,418
Volume / OI
235 / 1,266
V/OI Ratio
0.19x
Exec Price / IV
$2.10 / 14.47%
Spread
0.5%
MID NEUTRAL
SPY 700.0 PUT Unclear Flow
2026-11-13 · 34 DTE
S 80 C 70 MED
Premium
$40,250
Delta Notional
$1,400,378
Volume / OI
350 / 375
V/OI Ratio
0.93x
Exec Price / IV
$1.15 / 22.20%
Spread
0.9%
MID NEUTRAL
SPY 715.0 PUT Unclear Flow
2026-11-06 · 27 DTE
S 79 C 72 MED
Premium
$49,290
Delta Notional
$2,045,104
Volume / OI
465 / 877
V/OI Ratio
0.53x
Exec Price / IV
$1.06 / 20.38%
Spread
0.9%
MID NEUTRAL
SPY 775.0 CALL Directional Flow
2026-10-21 · 11 DTE
S 74 C 81 MED
Premium
$39,690
Delta Notional
$2,406,797
Volume / OI
49 / 146
V/OI Ratio
0.34x
Exec Price / IV
$8.10 / 9.82%
Spread
1.0%
ASK BULLISH
SPY 737.0 PUT Unclear Flow
2026-10-30 · 20 DTE
S 79 C 72 MED
Premium
$33,705
Delta Notional
$1,885,606
Volume / OI
315 / 835
V/OI Ratio
0.38x
Exec Price / IV
$1.07 / 16.82%
Spread
0.9%
MID NEUTRAL
SPY 779.0 PUT Premium Sale
2026-11-13 · 34 DTE
S 74 C 81 MED
Premium
$64,710
Delta Notional
$2,196,546
Volume / OI
60 / 137
V/OI Ratio
0.44x
Exec Price / IV
$10.79 / 12.37%
Spread
0.5%
BID BULLISH
SPY 685.0 PUT Unclear Flow
2026-11-13 · 34 DTE
S 79 C 72 MED
Premium
$46,288
Delta Notional
$1,539,528
Volume / OI
526 / 883
V/OI Ratio
0.60x
Exec Price / IV
$0.88 / 24.38%
Spread
1.1%
MID NEUTRAL
SPY 721.0 PUT Unclear Flow
2026-11-20 · 41 DTE
S 79 C 72 MED
Premium
$70,184
Delta Notional
$2,242,581
Volume / OI
283 / 653
V/OI Ratio
0.43x
Exec Price / IV
$2.48 / 19.28%
Spread
0.4%
MID NEUTRAL
SPY 765.0 CALL Directional Flow
2026-10-14 · 4 DTE
S 74 C 82 MED
Premium
$94,710
Delta Notional
$4,730,163
Volume / OI
66 / 453
V/OI Ratio
0.15x
Exec Price / IV
$14.35 / 11.21%
Spread
2.0%
ASK BULLISH
SPY 765.0 CALL Directional Flow
2026-10-13 · 3 DTE
S 76 C 77 MED
Premium
$123,754
Delta Notional
$6,395,172
Volume / OI
86 / 565
V/OI Ratio
0.15x
Exec Price / IV
$14.39 / 12.22%
Spread
4.0%
BUY_LEAN BULLISH
SPY 783.0 CALL Unclear Flow
2026-11-20 · 41 DTE
S 78 C 72 MED
Premium
$344,430
Delta Notional
$10,477,121
Volume / OI
267 / 576
V/OI Ratio
0.46x
Exec Price / IV
$12.90 / 12.40%
Spread
0.2%
MID NEUTRAL
SPY 742.0 PUT Unclear Flow
2026-10-30 · 20 DTE
S 79 C 72 MED
Premium
$33,410
Delta Notional
$1,876,506
Volume / OI
257 / 676
V/OI Ratio
0.38x
Exec Price / IV
$1.30 / 16.07%
Spread
0.8%
MID NEUTRAL
SPY 774.0 CALL Directional Flow
2026-11-20 · 41 DTE
S 72 C 85 MED
Premium
$126,378
Delta Notional
$3,206,654
Volume / OI
68 / 650
V/OI Ratio
0.10x
Exec Price / IV
$18.59 / 13.21%
Spread
0.6%
ASK BULLISH
SPY 748.0 CALL Premium Sale
2026-10-16 · 6 DTE
S 74 C 80 MED
Premium
$136,074
Delta Notional
$3,250,472
Volume / OI
43 / 229
V/OI Ratio
0.19x
Exec Price / IV
$31.64 / 17.66%
Spread
1.9%
BID BEARISH
SPY 798.0 CALL Unclear Flow
2026-11-20 · 41 DTE
S 78 C 73 MED
Premium
$113,810
Delta Notional
$4,673,634
Volume / OI
190 / 1,068
V/OI Ratio
0.18x
Exec Price / IV
$5.99 / 11.39%
Spread
0.3%
MID NEUTRAL
SPY 785.0 CALL Unclear Flow
2026-10-20 · 10 DTE
S 78 C 72 MED
Premium
$74,536
Delta Notional
$7,724,853
Volume / OI
308 / 729
V/OI Ratio
0.42x
Exec Price / IV
$2.42 / 8.61%
Spread
0.4%
MID NEUTRAL
SPY 740.0 PUT Unclear Flow
2026-11-13 · 34 DTE
S 78 C 73 MED
Premium
$79,566
Delta Notional
$2,970,007
Volume / OI
267 / 1,039
V/OI Ratio
0.26x
Exec Price / IV
$2.98 / 16.82%
Spread
0.7%
MID NEUTRAL
SPY 787.0 PUT Premium Sale
2026-11-20 · 41 DTE
S 72 C 84 MED
Premium
$92,099
Delta Notional
$2,631,604
Volume / OI
59 / 371
V/OI Ratio
0.16x
Exec Price / IV
$15.61 / 12.06%
Spread
0.3%
BID BULLISH
SPY 761.0 PUT Premium Sale
2026-11-06 · 27 DTE
S 72 C 84 MED
Premium
$29,152
Delta Notional
$1,246,967
Volume / OI
64 / 572
V/OI Ratio
0.11x
Exec Price / IV
$4.55 / 14.07%
Spread
1.1%
BID BULLISH
SPY 790.0 PUT Premium Sale
2026-10-30 · 20 DTE
S 75 C 79 MED
Premium
$96,560
Delta Notional
$3,928,989
Volume / OI
71 / 502
V/OI Ratio
0.14x
Exec Price / IV
$13.60 / 11.15%
Spread
9.5%
BID BULLISH
SPY 700.0 PUT Unclear Flow
2026-10-30 · 20 DTE
S 77 C 73 MED
Premium
$50,310
Delta Notional
$2,420,030
Volume / OI
1,290 / 12,622
V/OI Ratio
0.10x
Exec Price / IV
$0.39 / 23.17%
Spread
2.6%
MID NEUTRAL
SPY 776.0 PUT Put Hedge Candidate
2026-11-13 · 34 DTE
S 72 C 83 MED
Premium
$64,822
Delta Notional
$2,244,193
Volume / OI
67 / 327
V/OI Ratio
0.20x
Exec Price / IV
$9.68 / 12.67%
Spread
0.3%
ASK BEARISH
SPY 745.0 PUT Unclear Flow
2026-11-06 · 27 DTE
S 78 C 71 MED
Premium
$75,600
Delta Notional
$3,323,075
Volume / OI
300 / 1,050
V/OI Ratio
0.29x
Exec Price / IV
$2.52 / 16.11%
Spread
1.6%
MID NEUTRAL
SPY 786.0 CALL Unclear Flow
2026-11-06 · 27 DTE
S 79 C 69 MED
Premium
$126,772
Delta Notional
$5,514,950
Volume / OI
164 / 158
V/OI Ratio
1.04x
Exec Price / IV
$7.73 / 11.44%
Spread
0.5%
MID NEUTRAL
SPY 801.0 CALL Unclear Flow
2026-10-30 · 20 DTE
S 77 C 72 MED
Premium
$35,733
Delta Notional
$3,046,744
Volume / OI
277 / 1,497
V/OI Ratio
0.19x
Exec Price / IV
$1.29 / 9.82%
Spread
1.6%
MID NEUTRAL
SPY 770.0 PUT Unclear Flow
2026-10-20 · 10 DTE
S 77 C 72 MED
Premium
$61,889
Delta Notional
$5,945,697
Volume / OI
311 / 742
V/OI Ratio
0.42x
Exec Price / IV
$1.99 / 10.16%
Spread
0.5%
MID NEUTRAL
SPY 748.0 CALL Unclear Flow
2026-10-15 · 5 DTE
S 89 C 52 HIGH
Premium
$351,904
Delta Notional
$8,529,989
Volume / OI
112 / 1
V/OI Ratio
112.00x
Exec Price / IV
$31.42 / 18.80%
Spread
7.3%
MID NEUTRAL
SPY 768.0 CALL Unclear Flow
2026-10-15 · 5 DTE
S 80 C 67 HIGH
Premium
$86,505
Delta Notional
$4,839,188
Volume / OI
73 / 120
V/OI Ratio
0.61x
Exec Price / IV
$11.85 / 10.67%
Spread
1.5%
MID NEUTRAL
SPY 745.0 CALL Premium Sale
2026-10-13 · 3 DTE
S 73 C 80 MED
Premium
$99,180
Delta Notional
$2,235,295
Volume / OI
29 / 286
V/OI Ratio
0.10x
Exec Price / IV
$34.20 / 24.64%
Spread
2.2%
BID BEARISH
SPY 780.0 PUT Unclear Flow
2026-11-13 · 34 DTE
S 78 C 70 MED
Premium
$190,230
Delta Notional
$6,408,810
Volume / OI
170 / 311
V/OI Ratio
0.55x
Exec Price / IV
$11.19 / 12.28%
Spread
0.3%
MID NEUTRAL
SPY 797.0 CALL Unclear Flow
2026-10-16 · 6 DTE
S 80 C 65 HIGH
Premium
$34,332
Delta Notional
$7,928,332
Volume / OI
2,861 / 17,158
V/OI Ratio
0.17x
Exec Price / IV
$0.12 / 8.82%
Spread
8.0%
MID NEUTRAL
SPY 775.0 CALL Unclear Flow
2026-11-13 · 34 DTE
S 77 C 71 MED
Premium
$286,221
Delta Notional
$8,314,250
Volume / OI
179 / 480
V/OI Ratio
0.37x
Exec Price / IV
$15.99 / 12.73%
Spread
0.6%
MID NEUTRAL
SPY 768.0 CALL Premium Sale
2026-10-13 · 3 DTE
S 77 C 71 MED
Premium
$72,410
Delta Notional
$4,692,900
Volume / OI
65 / 586
V/OI Ratio
0.11x
Exec Price / IV
$11.14 / 9.50%
Spread
9.5%
BID BEARISH
SPY 775.0 PUT Unclear Flow
2026-10-21 · 11 DTE
S 78 C 70 MED
Premium
$60,144
Delta Notional
$4,887,045
Volume / OI
168 / 321
V/OI Ratio
0.52x
Exec Price / IV
$3.58 / 9.82%
Spread
0.6%
MID NEUTRAL
SPY 760.0 CALL Directional Flow
2026-10-13 · 3 DTE
S 76 C 72 MED
Premium
$92,544
Delta Notional
$3,645,995
Volume / OI
48 / 155
V/OI Ratio
0.31x
Exec Price / IV
$19.28 / 12.41%
Spread
5.1%
BUY_LEAN BULLISH
SPY 766.0 CALL Directional Flow
2026-10-13 · 3 DTE
S 76 C 73 MED
Premium
$81,740
Delta Notional
$4,501,447
Volume / OI
61 / 279
V/OI Ratio
0.22x
Exec Price / IV
$13.40 / 12.11%
Spread
5.1%
BUY_LEAN BULLISH
SPY 772.0 PUT Premium Sale
2026-11-06 · 27 DTE
S 71 C 83 MED
Premium
$46,860
Delta Notional
$1,911,691
Volume / OI
66 / 341
V/OI Ratio
0.19x
Exec Price / IV
$7.10 / 12.79%
Spread
0.8%
BID BULLISH
SPY 790.0 CALL Unclear Flow
2026-10-21 · 11 DTE
S 77 C 71 MED
Premium
$37,395
Delta Notional
$4,340,478
Volume / OI
277 / 560
V/OI Ratio
0.49x
Exec Price / IV
$1.35 / 8.62%
Spread
0.7%
MID NEUTRAL
SPY 773.0 PUT Unclear Flow
2026-10-20 · 10 DTE
S 78 C 69 MED
Premium
$41,118
Delta Notional
$3,760,531
Volume / OI
154 / 206
V/OI Ratio
0.75x
Exec Price / IV
$2.67 / 9.79%
Spread
0.7%
MID NEUTRAL
SPY 795.0 CALL Unclear Flow
2026-11-13 · 34 DTE
S 76 C 72 MED
Premium
$65,052
Delta Notional
$2,947,192
Volume / OI
117 / 558
V/OI Ratio
0.21x
Exec Price / IV
$5.56 / 11.15%
Spread
0.4%
MID NEUTRAL
SPY 774.0 CALL Premium Sale
2026-10-21 · 11 DTE
S 72 C 82 MED
Premium
$35,160
Delta Notional
$2,042,574
Volume / OI
40 / 302
V/OI Ratio
0.13x
Exec Price / IV
$8.79 / 9.92%
Spread
1.4%
BID BEARISH
SPY 781.0 CALL Unclear Flow
2026-10-21 · 11 DTE
S 77 C 70 MED
Premium
$59,400
Delta Notional
$4,723,484
Volume / OI
132 / 267
V/OI Ratio
0.49x
Exec Price / IV
$4.50 / 9.22%
Spread
0.4%
MID NEUTRAL
SPY 733.0 CALL Directional Flow
2026-10-16 · 6 DTE
S 74 C 76 MED
Premium
$143,778
Delta Notional
$2,379,560
Volume / OI
31 / 149
V/OI Ratio
0.21x
Exec Price / IV
$46.38 / 1.00%
Spread
2.6%
BUY_LEAN BULLISH
SPY 755.0 CALL Premium Sale
2026-11-13 · 34 DTE
S 71 C 83 MED
Premium
$109,410
Delta Notional
$2,126,449
Volume / OI
35 / 102
V/OI Ratio
0.34x
Exec Price / IV
$31.26 / 15.82%
Spread
4.7%
BID BEARISH
SPY 720.0 PUT Unclear Flow
2026-11-13 · 34 DTE
S 76 C 72 MED
Premium
$35,904
Delta Notional
$1,314,845
Volume / OI
204 / 666
V/OI Ratio
0.31x
Exec Price / IV
$1.76 / 19.42%
Spread
0.6%
MID NEUTRAL
SPY 748.0 PUT Unclear Flow
2026-11-20 · 41 DTE
S 75 C 74 MED
Premium
$65,008
Delta Notional
$2,122,596
Volume / OI
136 / 1,326
V/OI Ratio
0.10x
Exec Price / IV
$4.78 / 16.03%
Spread
0.4%
MID NEUTRAL
SPY 790.0 CALL Unclear Flow
2026-11-06 · 27 DTE
S 75 C 74 MED
Premium
$152,064
Delta Notional
$7,313,412
Volume / OI
256 / 1,676
V/OI Ratio
0.15x
Exec Price / IV
$5.94 / 11.15%
Spread
0.7%
MID NEUTRAL
SPY 777.0 CALL Unclear Flow
2026-10-21 · 11 DTE
S 76 C 70 MED
Premium
$80,682
Delta Notional
$5,350,423
Volume / OI
119 / 405
V/OI Ratio
0.29x
Exec Price / IV
$6.78 / 9.61%
Spread
1.2%
MID NEUTRAL
SPY 772.0 PUT Unclear Flow
2026-11-20 · 41 DTE
S 75 C 72 MED
Premium
$150,540
Delta Notional
$4,699,477
Volume / OI
156 / 533
V/OI Ratio
0.29x
Exec Price / IV
$9.65 / 13.42%
Spread
0.3%
MID NEUTRAL
SPY 772.0 PUT Put Hedge Candidate
2026-11-13 · 34 DTE
S 70 C 84 MED
Premium
$41,086
Delta Notional
$1,452,469
Volume / OI
49 / 364
V/OI Ratio
0.13x
Exec Price / IV
$8.38 / 13.08%
Spread
0.4%
ASK BEARISH
SPY 774.0 CALL Premium Sale
2026-11-13 · 34 DTE
S 70 C 82 MED
Premium
$56,695
Delta Notional
$1,610,208
Volume / OI
34 / 240
V/OI Ratio
0.14x
Exec Price / IV
$16.67 / 12.82%
Spread
0.5%
BID BEARISH
SPY 767.0 PUT Unclear Flow
2026-10-19 · 9 DTE
S 75 C 73 MED
Premium
$43,180
Delta Notional
$4,676,592
Volume / OI
340 / 1,874
V/OI Ratio
0.18x
Exec Price / IV
$1.27 / 10.40%
Spread
1.6%
MID NEUTRAL
SPY 725.0 CALL Premium Sale
2026-10-23 · 13 DTE
S 69 C 86 MED
Premium
$81,720
Delta Notional
$1,140,191
Volume / OI
15 / 133
V/OI Ratio
0.11x
Exec Price / IV
$54.48 / 17.93%
Spread
2.8%
BID BEARISH
SPY 782.0 PUT Unclear Flow
2026-11-13 · 34 DTE
S 76 C 69 MED
Premium
$120,400
Delta Notional
$3,994,851
Volume / OI
100 / 214
V/OI Ratio
0.47x
Exec Price / IV
$12.04 / 12.09%
Spread
0.4%
MID NEUTRAL
SPY 742.0 CALL Premium Sale
2026-10-16 · 6 DTE
S 73 C 74 MED
Premium
$125,664
Delta Notional
$2,592,372
Volume / OI
34 / 237
V/OI Ratio
0.14x
Exec Price / IV
$36.96 / 15.99%
Spread
4.4%
SELL_LEAN BEARISH
SPY 760.0 CALL Directional Flow
2026-11-13 · 34 DTE
S 69 C 82 MED
Premium
$103,626
Delta Notional
$2,201,045
Volume / OI
38 / 233
V/OI Ratio
0.16x
Exec Price / IV
$27.27 / 14.35%
Spread
0.5%
ASK BULLISH
SPY 735.0 PUT Unclear Flow
2026-11-06 · 27 DTE
S 73 C 73 MED
Premium
$32,574
Delta Notional
$1,416,071
Volume / OI
178 / 1,770
V/OI Ratio
0.10x
Exec Price / IV
$1.83 / 17.48%
Spread
1.1%
MID NEUTRAL
SPY 790.0 PUT Premium Sale
2026-11-06 · 27 DTE
S 70 C 81 MED
Premium
$34,650
Delta Notional
$1,188,266
Volume / OI
23 / 125
V/OI Ratio
0.18x
Exec Price / IV
$15.06 / 11.08%
Spread
0.7%
BID BULLISH
SPY 742.0 PUT Unclear Flow
2026-10-14 · 4 DTE
S 93 C 39 HIGH
Premium
$37,904
Delta Notional
$4,573,311
Volume / OI
4,738 / 52
V/OI Ratio
91.12x
Exec Price / IV
$0.08 / 18.29%
Spread
15.4%
WIDE NEUTRAL
SPY 761.0 CALL Directional Flow
2026-10-14 · 4 DTE
S 71 C 75 MED
Premium
$53,911
Delta Notional
$2,148,610
Volume / OI
29 / 285
V/OI Ratio
0.10x
Exec Price / IV
$18.59 / 14.27%
Spread
4.0%
BUY_LEAN BULLISH
SPY 763.0 CALL Premium Sale
2026-10-14 · 4 DTE
S 72 C 71 MED
Premium
$55,046
Delta Notional
$2,484,390
Volume / OI
34 / 247
V/OI Ratio
0.14x
Exec Price / IV
$16.19 / 11.05%
Spread
8.4%
BID BEARISH
SPY 766.0 CALL Premium Sale
2026-10-14 · 4 DTE
S 74 C 65 MED
Premium
$90,183
Delta Notional
$4,883,939
Volume / OI
69 / 456
V/OI Ratio
0.15x
Exec Price / IV
$13.07 / 10.13%
Spread
11.4%
SELL_LEAN BEARISH
SPY 797.0 PUT Put Hedge Candidate
2026-11-13 · 34 DTE
S 66 C 81 MED
Premium
$45,441
Delta Notional
$1,283,023
Volume / OI
22 / 199
V/OI Ratio
0.11x
Exec Price / IV
$20.66 / 10.94%
Spread
0.9%
ASK BEARISH
SPY 800.0 PUT Unclear Flow
2026-10-30 · 20 DTE
S 87 C 42 HIGH
Premium
$305,300
Delta Notional
$9,918,363
Volume / OI
142 / 20
V/OI Ratio
7.10x
Exec Price / IV
$21.50 / 9.64%
Spread
12.4%
WIDE NEUTRAL
SPY 685.0 PUT Unclear Flow
2026-10-16 · 6 DTE
S 86 C 42 HIGH
Premium
$57,710
Delta Notional
$3,683,655
Volume / OI
11,542 / 11,448
V/OI Ratio
1.01x
Exec Price / IV
$0.05 / 35.27%
Spread
22.2%
WIDE NEUTRAL
SPY 736.0 CALL Unclear Flow
2026-10-16 · 6 DTE
S 70 C 64 MED
Premium
$69,120
Delta Notional
$1,226,043
Volume / OI
16 / 158
V/OI Ratio
0.10x
Exec Price / IV
$43.20 / 18.42%
Spread
3.7%
MID NEUTRAL
SPY 764.0 CALL Unclear Flow
2026-10-13 · 3 DTE
S 73 C 57 MED
Premium
$47,648
Delta Notional
$2,394,544
Volume / OI
32 / 278
V/OI Ratio
0.12x
Exec Price / IV
$14.89 / 4.54%
Spread
8.9%
MID NEUTRAL
SPY 760.0 CALL Unclear Flow
2026-10-14 · 4 DTE
S 72 C 53 MED
Premium
$56,637
Delta Notional
$2,160,123
Volume / OI
29 / 171
V/OI Ratio
0.17x
Exec Price / IV
$19.53 / 14.08%
Spread
10.8%
MID NEUTRAL

Understanding Unusual Options Activity (UOA)

What is UOA?

Unusual options activity highlights trades that stand out for their size, urgency, or aggressiveness — often signaling strong conviction or informational edge.

How to interpret the table

  • Signal score: Cross-sectional rank blending premium, V/OI, urgency, and delta notional.
  • Confidence score: Higher when spreads are tighter and the print looks closer to bid or ask.
  • Flow type: Heuristic tag such as speculative long, hedge candidate, or overwrite sale.
  • Delta notional: Better measure of directional size than raw premium alone.

Practical applications

  • Generate idea flow for follow-up research.
  • Filter for cleaner setups by requiring both high signal and high confidence.
  • Pair with chart, catalyst, and IV work to confirm or fade the flow.