Tour v533
SPX
S & P 500 INDEX
$7566.61 +0.33%
◀ 11/3 15:11 ▶

Option Volume

Detail
ℹ
Current (11/03) 3,317,834
Calls: 1,610,442 (49%)
Puts: 1,707,392 (51%)
Prior (11/02) 5,739,272
Calls: 2,719,767 (47%)
Puts: 3,019,505 (53%)
Current vs Prior -42.19%
Calls: -40.79% (Calls)
Puts: -43.45% (Puts)
Prior 7-Day Total 29,525,639
Calls: 14,022,781 (47%)
Puts: 15,502,858 (53%)
Prior 7-Day Average 4,920,939
Calls: 2,003,254 (47%)
Puts: 2,214,694 (53%)
Current vs Prior 7-Day Avg -32.58%
Calls: -19.61%
Puts: -22.91%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/03) $2.44B
Calls: $647.87M (27%)
Puts: $1.79B (73%)
Prior (11/02) $10.64B
Calls: $396.50M (4%)
Puts: $10.24B (96%)
Current vs Prior -77.04%
Calls: +63.40%
Puts: -82.48%
Prior 7-Day Total $24.31B
Calls: $5.91B (24%)
Puts: $18.41B (76%)
Prior 7-Day Average $4.05B
Calls: $843.59M (24%)
Puts: $2.63B (76%)
Current vs Prior 7-Day Avg -39.73%
Calls: -23.20%
Puts: -31.76%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/03) 1.06
Prior (11/02) 1.11
Current vs Prior -4.50%
Prior 7-Day Average 1.10
Current vs Prior 7-Day Avg -3.37%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/03) 1,762,454
Calls: 584,401 (33%)
Puts: 1,178,053 (67%)
Prior (11/02) 4
Calls: 4 (100%)
Puts: -- (0%)
Current vs Prior +44061250.00%
Prior 7-Day Total 33,986
Calls: 33,651 (99%)
Puts: 335 (1%)
Prior 7-Day Average 11,328
Calls: 16,825 (98%)
Puts: 335 (2%)
Current vs Prior 7-Day Avg +15457.47%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/03) | Next (11/04)Expiry (11/04) | Next (11/06)Expiry (11/06) | Next (--)
Current 0.19% | 1.17%1.17% | 1.70%1.70% | --
Prior 0.85% | 1.34%0.07% | 1.34%1.88% | --
Current vs Prior -77.48% | -13.17%+1485.60% | +26.76%-9.37% | --
Prior 7-Day Avg 0.70% | 0.98%0.29% | 0.94%1.02% | 1.91%
Current vs 7-Day Avg -72.49% | +19.05%+296.40% | +80.97%+67.54% | --
Prior 7-Day Eod 0.85% | 1.34%0.07% | 1.34%1.88% | --
Current vs 7-Day Eod -77.48% | -13.17%+1485.60% | +26.76%-9.37% | --
Sentiment BULLISHBEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 2.01% | 0.45%
Calls: 1.50% | 0.45%
Puts: 2.53% | 0.45%
Prior 1.95% | 0.72%
Calls: 1.94% | 0.85%
Puts: 1.96% | 0.59%
Current vs Prior +3.08% | -37.50%
Prior 7-Day Avg 2.44% | 0.87%
Calls: 2.72% | 0.78%
Puts: 2.15% | 0.97%
Current vs 7-Day Avg -17.45% | -48.28%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 73% put dollar volume ($1.79B). Light premium activity with dollar volume down 77% vs prior. Below-average activity with volume down 42% vs prior. Slightly bearish P/C ratio of 1.06.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
⏰ Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
⚡ Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 1,457 of results (avg 2.8%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6200.00Nov 31365.801366.90$1366.350.1%11.001
$6500.00Nov 31065.801066.90$1066.350.1%111.0012
$7465.00Nov 10150.00150.30$150.150.2%40.6912
$7470.00Nov 10146.30146.60$146.450.2%120.6813
$7500.00Nov 596.3096.50$96.400.2%400.69288
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8800.00Nov 31233.101234.20$1233.650.1%11.001
$8400.00Nov 3833.10834.20$833.650.1%21.003
$8300.00Nov 3733.10734.20$733.650.1%11.001
$8275.00Nov 3708.10709.20$708.650.2%11.005
$8250.00Nov 3683.10684.20$683.650.2%11.006

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 119 found (avg $0.66, cheapest $0.73)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7585.00Nov 30.700.75$0.736.8%86.8K0.11446
$7590.00Nov 30.400.45$0.4311.6%109.1K0.06745
$7770.00Nov 40.250.30$0.2817.9%6060.01436
$7760.00Nov 40.350.40$0.3813.2%4.1K0.01483
$7765.00Nov 40.300.35$0.3215.6%1.2K0.01437
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7540.00Nov 30.500.55$0.539.4%63.9K0.072.2K
$7535.00Nov 30.350.40$0.3813.2%36.4K0.051.4K
$7530.00Nov 30.250.30$0.2817.9%44.9K0.041.8K
$7545.00Nov 30.800.85$0.836.0%52.6K0.102.4K
$7190.00Nov 40.350.40$0.3813.2%780.0199

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 665 found (avg delta 0.84, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6200.00Nov 31365.801366.90$1366.350.1%11.001
$6500.00Nov 31065.801066.90$1066.350.1%111.0012
$6200.00Nov 41359.601374.10$1366.851.1%11.00--
$7075.00Nov 3485.40497.40$491.402.4%--1.0077
$7100.00Nov 3460.60472.70$466.652.6%--1.0028
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8275.00Nov 3708.10709.20$708.650.2%11.005
$8300.00Nov 3733.10734.20$733.650.1%11.001
$8400.00Nov 3833.10834.20$833.650.1%21.003
$8800.00Nov 31233.101234.20$1233.650.1%11.001
$8275.00Nov 4701.20714.30$707.751.9%21.00--

Most actively traded options today. High liquidity = easy entry/exit. 1,882 active (total vol 3.3M, top 156.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7600.00Nov 30.150.20$0.1827.8%156.9K0.032.4K
$7590.00Nov 30.400.45$0.4311.6%109.1K0.06745
$7580.00Nov 31.351.40$1.383.6%107.7K0.18602
$7595.00Nov 30.200.25$0.2321.7%89.1K0.04463
$7585.00Nov 30.700.75$0.736.8%86.8K0.11446
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7570.00Nov 37.808.00$7.902.5%109.5K0.603.0K
$7560.00Nov 33.403.50$3.452.9%101.6K0.342.2K
$7575.00Nov 311.1011.20$11.150.9%95.7K0.723.8K
$7550.00Nov 31.301.35$1.333.8%92.0K0.163.8K
$7565.00Nov 35.305.40$5.351.9%81.7K0.462.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 3.5%, max 5.4%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7550.00Nov 3Nov 1019.4%18.6%4.7%15.1K1.2K
$7555.00Nov 3Nov 1018.8%18.4%2.0%16.0K1.5K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7550.00Nov 3Nov 1019.6%18.6%5.4%92.0K4.1K
$7555.00Nov 3Nov 1018.8%18.4%2.0%73.7K2.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 805 found (best R:R 2.03, avg 19.36)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$7435.00$7440.00Nov 4$1.75$3.25$1.7588%1.86$7436.75
$7375.00$7380.00Nov 4$2.40$2.60$2.4095%1.08$7377.40
$7425.00$7430.00Nov 4$2.15$2.85$2.1590%1.33$7427.15
$7355.00$7360.00Nov 9$2.35$2.65$2.3585%1.13$7357.35
$7440.00$7445.00Nov 6$3.25$1.75$3.2578%0.54$7443.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$7725.00$7720.00Nov 5$1.65$3.35$1.6592%2.03$7723.35
$7690.00$7685.00Nov 5$1.35$3.65$1.3585%2.70$7688.65
$7705.00$7700.00Nov 5$1.80$3.20$1.8088%1.78$7703.20
$7700.00$7695.00Nov 9$1.65$3.35$1.6580%2.03$7698.35
$7795.00$7790.00Nov 9$2.70$2.30$2.7094%0.85$7792.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 646 found (best R:R 1.44, avg 0.28)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$7570.00$7575.00Nov 10$2.95$2.95$2.0550%1.44$7572.95
$7600.00$7605.00Nov 10$2.60$2.60$2.4056%1.08$7602.60
$7590.00$7595.00Nov 10$2.70$2.70$2.3054%1.17$7592.70
$7635.00$7640.00Nov 10$2.20$2.20$2.8064%0.79$7637.20
$7630.00$7635.00Nov 10$2.25$2.25$2.7562%0.82$7632.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$7480.00$7475.00Nov 4$1.05$1.05$3.9578%0.27$7478.95
$7560.00$7555.00Nov 3$1.32$1.32$3.6866%0.36$7558.68
$7385.00$7380.00Nov 4$0.28$0.28$4.7294%0.06$7384.72
$7455.00$7450.00Nov 4$0.75$0.75$4.2584%0.18$7454.25
$7465.00$7460.00Nov 4$0.85$0.85$4.1582%0.20$7464.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $36.77, cheapest $36.05)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7560.00Nov 3Nov 4$37.1018.1%26.4%
$7565.00Nov 3Nov 4$37.4517.6%26.2%
$7570.00Nov 3Nov 4$37.2518.1%26.8%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7560.00Nov 3Nov 4$36.0518.3%26.4%
$7565.00Nov 3Nov 4$36.4517.8%26.3%
$7570.00Nov 3Nov 4$36.3018.1%26.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 643 found (cheapest 0.16% of stock, avg 2.74%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$7565.00Nov 3$6.65$5.35$12.00$7553.00$7577.000.16%
$7570.00Nov 3$4.15$7.90$12.05$7557.95$7582.050.16%
$7560.00Nov 3$9.70$3.45$13.15$7546.85$7573.150.17%
$7575.00Nov 3$2.48$11.15$13.63$7561.37$7588.630.18%
$7555.00Nov 3$13.40$2.13$15.53$7539.47$7570.530.21%
$7580.00Nov 3$1.38$15.10$16.48$7563.52$7596.480.22%
$7550.00Nov 3$17.60$1.33$18.93$7531.07$7568.930.25%
$7585.00Nov 3$0.73$19.45$20.18$7564.82$7605.180.27%
$7545.00Nov 3$22.10$0.83$22.93$7522.07$7567.930.30%
$7590.00Nov 3$0.43$24.05$24.48$7565.52$7614.480.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.02% of stock, avg 1.24%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$7585.00$7545.00Nov 3$0.73$0.83$1.56$7543.44$7586.56
$7590.00$7545.00Nov 3$0.43$0.83$1.26$7543.74$7591.26
$7590.00$7550.00Nov 3$0.43$1.33$1.76$7548.24$7591.76
$7585.00$7550.00Nov 3$0.73$1.33$2.06$7547.94$7587.06
$7580.00$7545.00Nov 3$1.38$0.83$2.21$7542.79$7582.21
$7590.00$7555.00Nov 3$0.43$2.13$2.56$7552.44$7592.56
$7580.00$7550.00Nov 3$1.38$1.33$2.71$7547.29$7582.71
$7585.00$7555.00Nov 3$0.73$2.13$2.86$7552.14$7587.86
$7575.00$7545.00Nov 3$2.48$0.83$3.31$7541.69$7578.31
$7580.00$7555.00Nov 3$1.38$2.13$3.51$7551.49$7583.51

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 44 found (best R:R 0.74, avg credit $1.50)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
7380/73857610/7615Nov 4$2.13$2.8760%0.74$7382.87$7612.13
7380/73857615/7620Nov 4$2.03$2.9762%0.68$7382.97$7617.03
7345/73507610/7615Nov 4$2.00$3.0062%0.67$7348.00$7612.00
7345/73507615/7620Nov 4$1.90$3.1064%0.61$7348.10$7616.90
7355/73607610/7615Nov 4$2.00$3.0062%0.67$7358.00$7612.00
7370/73757610/7615Nov 4$2.05$2.9561%0.69$7372.95$7612.05
7335/73407610/7615Nov 4$1.95$3.0563%0.64$7338.05$7611.95
7355/73607615/7620Nov 4$1.90$3.1064%0.61$7358.10$7616.90
7370/73757615/7620Nov 4$1.95$3.0563%0.64$7373.05$7616.95
7335/73407615/7620Nov 4$1.85$3.1565%0.59$7338.15$7616.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 533 found (best R:R 8.09, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$7560.00$7565.00$7570.00Nov 3$0.55$4.4526%8.09
$7585.00$7590.00$7595.00Nov 3$0.10$4.907%49.00
$7570.00$7575.00$7580.00Nov 3$0.57$4.4322%7.77
$7595.00$7600.00$7605.00Nov 4$0.05$4.954%99.00
$7545.00$7550.00$7555.00Nov 3$0.30$4.7013%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$7560.00$7565.00$7570.00Nov 3$0.65$4.3526%6.69
$7555.00$7560.00$7565.00Nov 3$0.58$4.4223%7.62
$7575.00$7580.00$7585.00Nov 3$0.40$4.6017%11.50
$7580.00$7585.00$7590.00Nov 3$0.25$4.7511%19.00
$7545.00$7550.00$7555.00Nov 3$0.30$4.7013%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 983 found (best net $-268.55, 978 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$6200.00$6750.001:2Nov 4-$268.55$281.45
$7570.00$7575.001:2Nov 3-$0.81$4.19
$7575.00$7580.001:2Nov 3-$0.28$4.72
$7565.00$7570.001:2Nov 3-$1.65$3.35
$7580.00$7585.001:2Nov 3-$0.08$4.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$8325.00$8050.001:2Nov 10-$202.75$72.25
$8200.00$7980.001:2Nov 5-$191.00$29.00
$7560.00$7555.001:2Nov 3-$0.81$4.19
$7565.00$7560.001:2Nov 3-$1.55$3.45
$7555.00$7550.001:2Nov 3-$0.53$4.47

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 210 found (best yield 1.06%, avg 0.32%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$7570.00Nov 10$80.000.500.0%1.06%1.10%22123
$7575.00Nov 10$77.100.490.1%1.02%1.13%8347
$7580.00Nov 10$74.300.480.2%0.98%1.16%7713
$7585.00Nov 10$71.600.470.2%0.95%1.19%3852
$7590.00Nov 10$68.900.460.3%0.91%1.22%4323
$7595.00Nov 10$66.200.450.4%0.87%1.25%4213
$7600.00Nov 10$63.600.440.4%0.84%1.28%6843
$7605.00Nov 10$61.000.430.5%0.81%1.31%1716
$7610.00Nov 10$58.500.420.6%0.77%1.35%6738
$7615.00Nov 10$56.100.410.6%0.74%1.38%5661

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 1,610,442
Total Puts 1,707,392
Put/Call Ratio 1.06
Net Difference -96,950

Prior's Put/Call Breakdown

Total Calls 2,719,767
Total Puts 3,019,505
Put/Call Ratio 1.11
Net Difference -299,738

Prior 7-Day Put/Call Summary

Total Calls 14,022,781
Total Puts 15,502,858
Average Put/Call Ratio 1.10
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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