Tour v536
SPX
S & P 500 INDEX
$7688.62 +1.58%
◀ 11/4 18:56 ▶

Option Volume

Detail
ℹ
Current (11/04) 5,535,120
Calls: 2,657,584 (48%)
Puts: 2,877,536 (52%)
Prior (11/03) 4,226,396
Calls: 2,031,013 (48%)
Puts: 2,195,383 (52%)
Current vs Prior +30.97%
Calls: +30.85% (Calls)
Puts: +31.07% (Puts)
Prior 7-Day Total 33,586,895
Calls: 15,959,820 (48%)
Puts: 17,627,075 (52%)
Prior 7-Day Average 4,798,127
Calls: 2,279,974 (48%)
Puts: 2,518,153 (52%)
Current vs Prior 7-Day Avg +15.36%
Calls: +16.56%
Puts: +14.27%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04) $4.49B
Calls: $3.38B (75%)
Puts: $1.11B (25%)
Prior (11/03) $2.59B
Calls: $928.14M (36%)
Puts: $1.66B (64%)
Current vs Prior +73.32%
Calls: +263.80%
Puts: -33.17%
Prior 7-Day Total $28.14B
Calls: $8.53B (30%)
Puts: $19.61B (70%)
Prior 7-Day Average $4.02B
Calls: $1.22B (30%)
Puts: $2.80B (70%)
Current vs Prior 7-Day Avg +11.58%
Calls: +177.00%
Puts: -60.40%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04) 1.08
Prior (11/03) 1.08
Current vs Prior +0.17%
Prior 7-Day Average 1.10
Current vs Prior 7-Day Avg -1.28%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/04) --
Calls: -- (--)
Puts: -- (--)
Prior (11/03) --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total 1,649,184
Calls: 573,055 (35%)
Puts: 1,076,129 (65%)
Prior 7-Day Average 412,296
Calls: 191,018 (26%)
Puts: 538,064 (74%)
Current vs Prior 7-Day Avg -100.00%
Sentiment NEUTRAL

Expected Move

Detail
ℹ
Expiry (11/04) | Next (11/05)Expiry (11/04) | Next (11/06)Expiry (11/06) | Next (--)
Current 0.07% | 0.64%0.07% | 0.95%0.95% | --
Prior 1.17% | 1.45%1.17% | 1.71%1.71% | --
Current vs Prior -45.09% | -34.70%-93.92% | -44.72%-44.72% | --
Prior 7-Day Avg 0.81% | 1.08%0.48% | 1.09%1.11% | 1.91%
Current vs 7-Day Avg -20.62% | -12.62%-85.15% | -13.01%-14.61% | --
Prior 7-Day Eod 0.16% | 0.62%1.17% | 1.71%1.71% | --
Current vs 7-Day Eod +308.77% | +53.76%-93.92% | -44.72%-44.72% | --
Sentiment BULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.58% | 0.84%
Calls: 1.74% | 0.84%
Puts: 1.42% | 0.84%
Prior 1.83% | 0.45%
Calls: 1.40% | 0.45%
Puts: 2.27% | 0.45%
Current vs Prior -13.66% | +86.67%
Prior 7-Day Avg 2.43% | 0.80%
Calls: 2.71% | 0.71%
Puts: 2.16% | 0.88%
Current vs 7-Day Avg -35.09% | +5.38%
Liquidity Excellent
+
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🤖 AI Insights

Strong bullish conviction with 75% of dollar volume in calls ($3.38B) vs puts ($1.11B). Elevated premium activity with dollar volume up 73% vs prior. Slightly bearish P/C ratio of 1.08.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 997 of results (avg 3.4%, best 0.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7000.00Nov 6707.40709.30$708.350.3%101.00--
$7300.00Nov 6407.90409.50$408.700.4%61.00--
$7350.00Nov 6358.00359.70$358.850.5%840.99--
$7635.00Nov 11104.20104.70$104.450.5%240.69--
$7400.00Nov 5305.60307.10$306.350.5%61.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8200.00Nov 5492.90494.50$493.700.3%11.00--
$8100.00Nov 5393.00394.50$393.750.4%21.00--
$8000.00Nov 6290.60292.30$291.450.6%61.00--
$7770.00Nov 1183.8084.30$84.050.6%230.69--
$7950.00Nov 5243.00244.50$243.750.6%11.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 36 found (avg $0.82, cheapest $0.28)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7810.00Nov 50.250.30$0.2817.9%3.2K0.02--
$7800.00Nov 50.400.45$0.4311.6%15.6K0.02--
$7785.00Nov 50.700.85$0.7719.5%3.4K0.04--
$7780.00Nov 50.901.05$0.9815.3%5.3K0.05--
$7840.00Nov 60.700.85$0.7719.5%9280.03--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7565.00Nov 50.750.90$0.8318.1%3.1K0.03--
$7570.00Nov 50.851.00$0.9316.1%4.5K0.03--
$7420.00Nov 60.700.85$0.7719.5%2.4K0.02--
$7400.00Nov 60.600.70$0.6515.4%9.5K0.01--
$7430.00Nov 60.750.90$0.8318.1%1.2K0.02--

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 612 found (avg delta 0.88, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6200.00Nov 51499.101512.40$1505.750.9%11.00--
$6500.00Nov 51198.901212.10$1205.501.1%11.00--
$6550.00Nov 51149.501162.70$1156.101.1%11.00--
$6600.00Nov 51099.201112.40$1105.801.2%11.00--
$6775.00Nov 5924.60937.50$931.051.4%11.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8200.00Nov 5492.90494.50$493.700.3%11.00--
$8300.00Nov 5587.50600.60$594.052.2%41.00--
$8400.00Nov 5687.40700.10$693.751.8%91.00--
$8800.00Nov 61084.901098.20$1091.551.2%11.00--
$7950.00Nov 5243.00244.50$243.750.6%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 1,973 active (total vol 5.5M, top 190.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7700.00Nov 40.000.05$0.03166.7%190.6K0.01--
$7710.00Nov 40.000.05$0.03166.7%184.2K0.01--
$7705.00Nov 40.000.05$0.03166.7%153.4K0.01--
$7715.00Nov 40.000.05$0.03166.7%148.4K0.01--
$7720.00Nov 40.000.05$0.03166.7%138.6K0.01--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7700.00Nov 411.3012.00$11.656.0%166.2K0.99--
$7690.00Nov 41.101.50$1.3030.8%153.6K0.62--
$7695.00Nov 46.107.40$6.7519.3%142.0K0.98--
$7685.00Nov 40.000.05$0.03166.7%120.0K0.03--
$7680.00Nov 40.000.05$0.03166.7%111.8K0.02--

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 525 found (best R:R 13.29, avg 11.77)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$7350.00$7355.00Nov 4$0.35$4.65$0.35100%13.29$7350.35
$7370.00$7375.00Nov 4$0.40$4.60$0.40100%11.50$7370.40
$7240.00$7245.00Nov 4$0.45$4.55$0.45100%10.11$7240.45
$7500.00$7505.00Nov 4$0.55$4.45$0.55100%8.09$7500.55
$7230.00$7235.00Nov 4$0.90$4.10$0.90100%4.56$7230.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$7815.00$7810.00Nov 4$1.05$3.95$1.05100%3.76$7813.95
$7965.00$7960.00Nov 4$1.50$3.50$1.50100%2.33$7963.50
$7800.00$7795.00Nov 9$3.05$1.95$3.0586%0.64$7796.95
$7760.00$7750.00Nov 11$5.70$4.30$5.7066%0.75$7754.30
$7775.00$7765.00Nov 10$6.55$3.45$6.5573%0.53$7768.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 433 found (best R:R 1.38, avg 0.30)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$7710.00$7715.00Nov 11$2.90$2.90$2.1051%1.38$7712.90
$7695.00$7700.00Nov 11$3.10$3.10$1.9047%1.63$7698.10
$7720.00$7725.00Nov 9$2.65$2.65$2.3555%1.13$7722.65
$7705.00$7710.00Nov 10$2.95$2.95$2.0549%1.44$7707.95
$7725.00$7730.00Nov 11$2.65$2.65$2.3555%1.13$7727.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$7330.00$7325.00Nov 10$0.10$0.10$4.9098%0.02$7329.90
$7600.00$7595.00Nov 5$0.25$0.25$4.7594%0.05$7599.75
$7420.00$7415.00Nov 10$0.20$0.20$4.8095%0.04$7419.80
$7490.00$7485.00Nov 6$0.12$0.12$4.8897%0.02$7489.88
$7590.00$7585.00Nov 5$0.18$0.18$4.8295%0.04$7589.82

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $21.91, cheapest $13.45)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7690.00Nov 4Nov 5$30.374.0%14.3%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7690.00Nov 4Nov 5$13.454.0%14.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 589 found (cheapest 0.03% of stock, avg 2.32%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$7690.00Nov 4$0.63$1.30$1.93$7688.07$7691.930.03%
$7685.00Nov 4$4.15$0.03$4.18$7680.82$7689.180.05%
$7695.00Nov 4$0.03$6.75$6.78$7688.22$7701.780.09%
$7680.00Nov 4$8.60$0.03$8.63$7671.37$7688.630.11%
$7700.00Nov 4$0.03$11.65$11.68$7688.32$7711.680.15%
$7675.00Nov 4$13.50$0.03$13.53$7661.47$7688.530.18%
$7705.00Nov 4$0.03$16.75$16.78$7688.22$7721.780.22%
$7670.00Nov 4$18.55$0.03$18.58$7651.42$7688.580.24%
$7710.00Nov 4$0.03$21.45$21.48$7688.52$7731.480.28%
$7665.00Nov 4$23.55$0.03$23.58$7641.42$7688.580.31%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 0.30% of stock, avg 0.87%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$7730.00$7685.00Nov 5$9.80$13.20$23.00$7662.00$7753.00
$7725.00$7685.00Nov 5$11.75$13.20$24.95$7660.05$7749.95
$7730.00$7690.00Nov 5$9.80$14.75$24.55$7665.45$7754.55
$7725.00$7690.00Nov 5$11.75$14.75$26.50$7663.50$7751.50
$7720.00$7685.00Nov 5$13.90$13.20$27.10$7657.90$7747.10
$7720.00$7690.00Nov 5$13.90$14.75$28.65$7661.35$7748.65
$7730.00$7695.00Nov 5$9.80$16.45$26.25$7668.75$7756.25
$7725.00$7695.00Nov 5$11.75$16.45$28.20$7666.80$7753.20
$7720.00$7695.00Nov 5$13.90$16.45$30.35$7664.65$7750.35
$7715.00$7685.00Nov 5$16.30$13.20$29.50$7655.50$7744.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 20 found (best R:R 0.56, avg credit $1.80)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
7565/75707730/7735Nov 5$1.80$3.2066%0.56$7568.20$7731.80
7595/76007730/7735Nov 5$1.95$3.0563%0.64$7598.05$7731.95
7585/75907730/7735Nov 5$1.88$3.1264%0.60$7588.12$7731.88
7565/75707735/7740Nov 5$1.60$3.4070%0.47$7568.40$7736.60
7595/76007735/7740Nov 5$1.75$3.2566%0.54$7598.25$7736.75
7585/75907735/7740Nov 5$1.68$3.3268%0.51$7588.32$7736.68
7580/75857730/7735Nov 5$1.84$3.1664%0.58$7583.16$7731.84
7575/75807730/7735Nov 5$1.81$3.1965%0.57$7578.19$7731.81
7580/75857735/7740Nov 5$1.64$3.3668%0.49$7583.36$7736.64
7575/75807735/7740Nov 5$1.61$3.3969%0.47$7578.39$7736.61

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 470 found (best R:R 4.38, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$7680.00$7685.00$7690.00Nov 4$0.93$4.0760%4.38
$7685.00$7690.00$7695.00Nov 4$2.92$2.0895%0.71
$7690.00$7695.00$7700.00Nov 4$0.60$4.4037%7.33
$7670.00$7675.00$7680.00Nov 5$0.05$4.956%99.00
$7690.00$7695.00$7700.00Nov 5$0.10$4.907%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$7680.00$7685.00$7690.00Nov 4$1.27$3.7360%2.94
$7685.00$7690.00$7695.00Nov 4$4.18$0.8295%0.20
$7720.00$7725.00$7730.00Nov 5$0.10$4.908%49.00
$7665.00$7670.00$7675.00Nov 5$0.05$4.955%99.00
$7650.00$7655.00$7660.00Nov 5$0.05$4.954%99.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,092 found (best net $-213.00, 1,085 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$6600.00$7000.001:2Nov 6-$309.30$90.70
$7675.00$7680.001:2Nov 4-$3.70$1.30
$8350.00$8500.001:2Nov 9-$0.05$149.95
$8225.00$8300.001:2Nov 4-$0.03$74.97
$7695.00$7700.001:2Nov 4-$0.03$4.97
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$8800.00$8350.001:2Nov 4-$213.00$237.00
$7700.00$7695.001:2Nov 4-$1.85$3.15
$7685.00$7680.001:2Nov 4-$0.03$4.97
$6400.00$6300.001:2Nov 9-$0.06$99.94
$6500.00$6400.001:2Nov 11-$0.16$99.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 155 found (best yield 0.85%, avg 0.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$7690.00Nov 11$65.400.550.0%0.85%0.87%169--
$7695.00Nov 11$62.200.530.1%0.81%0.89%111--
$7700.00Nov 11$59.100.520.1%0.77%0.92%790--
$7705.00Nov 11$56.100.500.2%0.73%0.94%154--
$7710.00Nov 11$53.200.490.3%0.69%0.97%244--
$7715.00Nov 11$50.300.470.3%0.65%1.00%537--
$7720.00Nov 11$47.600.460.4%0.62%1.03%305--
$7725.00Nov 11$44.900.450.5%0.58%1.06%216--
$7690.00Nov 10$60.200.560.0%0.78%0.80%1.0K--
$7695.00Nov 10$57.100.540.1%0.74%0.83%70--

Current 5-Minute Volume Snapshots

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

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

Total Calls 2,657,584
Total Puts 2,877,536
Put/Call Ratio 1.08
Net Difference -219,952

Prior's Put/Call Breakdown

Total Calls 2,031,013
Total Puts 2,195,383
Put/Call Ratio 1.08
Net Difference -164,370

Prior 7-Day Put/Call Summary

Total Calls 15,959,820
Total Puts 17,627,075
Average Put/Call Ratio 1.10
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

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

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

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

Price — Past 7 Days

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