Tour
v536
SPX
S & P 500 INDEX
$7401.37
+0.65%
Option Volume
Detail
Current (11/06)
3,727,334
Calls:
1,743,761
(47%)
Puts:
1,983,573
(53%)
Prior (11/05)
6,417,098
Calls:
2,852,516
(44%)
Puts:
3,564,582
(56%)
Current vs Prior
-41.92%
Calls:
-38.87%
(Calls)
Puts:
-44.35%
(Puts)
Prior 7-Day Total
32,917,420
Calls:
15,304,964
(46%)
Puts:
17,612,456
(54%)
Prior 7-Day Average
5,486,236
Calls:
2,186,423
(46%)
Puts:
2,516,065
(54%)
Current vs Prior 7-Day Avg
-32.06%
Calls:
-20.25%
Puts:
-21.16%
Sentiment
BEARISH
Dollar Volume
Detail
Current (11/06)
$3.47B
Calls:
$888.16M
(26%)
Puts:
$2.58B
(74%)
Prior (11/05)
$29.48B
Calls:
$529.32M
(2%)
Puts:
$28.95B
(98%)
Current vs Prior
-88.24%
Calls:
+67.79%
Puts:
-91.09%
Prior 7-Day Total
$55.46B
Calls:
$7.80B
(14%)
Puts:
$47.66B
(86%)
Prior 7-Day Average
$9.24B
Calls:
$1.11B
(14%)
Puts:
$6.81B
(86%)
Current vs Prior 7-Day Avg
-62.48%
Calls:
-20.34%
Puts:
-62.10%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (11/06)
1.14
Prior (11/05)
1.25
Current vs Prior
-8.97%
Prior 7-Day Average
1.15
Current vs Prior 7-Day Avg
-0.65%
Sentiment
BEARISH
Open Interest
Detail
Current (11/06)
2,046,074
Calls:
629,829
(31%)
Puts:
1,416,245
(69%)
Prior (11/05)
--
Calls:
--
(--)
Puts:
--
(--)
Current vs Prior
+0.00%
Prior 7-Day Total
33,651
Calls:
33,651
(100%)
Puts:
--
(0%)
Prior 7-Day Average
16,825
Calls:
16,825
(100%)
Puts:
--
(0%)
Current vs Prior 7-Day Avg
+12060.55%
Sentiment
BULLISH
Expected Move
Detail
Expiry (11/06) | Next (11/09)Expiry (11/06) | Next (11/09)Expiry (11/06) | Next (11/13)
Current
0.25% | 1.25%0.25% | 1.25%0.25% | 2.39%
Prior
1.65% | 2.27%1.65% | 2.27%1.65% | --
Current vs Prior
-85.05% | -45.17%-85.04% | -45.16%-85.04% | --
Prior 7-Day Avg
0.97% | 1.32%0.65% | 1.27%1.18% | 1.91%
Current vs 7-Day Avg
-74.49% | -5.45%-61.82% | -1.69%-79.17% | +24.90%
Prior 7-Day Eod
1.65% | 2.27%1.65% | 2.27%1.65% | --
Current vs 7-Day Eod
-85.05% | -45.17%-85.04% | -45.16%-85.04% | --
Sentiment
BULLISHBULLISHBULLISH
Relative Spread
Detail
Expiry | Next
Current
1.62% | 0.54%
Calls:
1.14% | 0.65%
Puts:
2.11% | 0.43%
Prior
0.81% | 0.74%
Calls:
0.48% | 0.70%
Puts:
1.14% | 0.78%
Current vs Prior
+100.00% | -27.03%
Prior 7-Day Avg
1.72% | 0.73%
Calls:
1.72% | 0.71%
Puts:
1.72% | 0.75%
Current vs 7-Day Avg
-5.81% | -26.03%
Liquidity
Excellent
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AI Insights
Moderately bearish flow with 74% put dollar volume ($2.58B). Light premium activity with dollar volume down 88% vs prior. Below-average activity with volume down 42% vs prior. Slightly bearish P/C ratio of 1.14.
Smart Money
BEARISH
Retail Flow
BEARISH
Overall
BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current
BEARISH
Prior
BEARISH
7-Day Avg
BEARISH
Current
NEUTRAL
Prior
BEARISH
7-Day Avg
NEUTRAL
Current
NEUTRAL
Prior
BEARISH
7-Day Avg
NEUTRAL
Current
BEARISH
Prior
NEUTRAL
7-Day Avg
NEUTRAL
Current
BULLISH
Prior
BULLISH
7-Day Avg
BULLISH
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
1,743,761
Total Puts
1,983,573
Put/Call Ratio
1.14
Net Difference
-239,812
Prior's Put/Call Breakdown
Total Calls
2,852,516
Total Puts
3,564,582
Put/Call Ratio
1.25
Net Difference
-712,066
Prior 7-Day Put/Call Summary
Total Calls
15,304,964
Total Puts
17,612,456
Average Put/Call Ratio
1.15
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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