Tour v536
SPX
S & P 500 INDEX
$7401.37 +0.65%
◀ 11/6 15:18 ▶

Option Volume

Detail
ℹ
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
ℹ
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
ℹ
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
ℹ
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
ℹ
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
ℹ
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

📈 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 1,854 of results (avg 2.8%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6000.00Nov 61400.501402.20$1401.350.1%51.00871
$6500.00Nov 6900.90902.20$901.550.1%51.005
$7300.00Nov 13157.30157.60$157.450.2%1220.6777
$7305.00Nov 13153.60153.90$153.750.2%500.668
$7310.00Nov 13149.90150.20$150.050.2%570.6660
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7825.00Nov 6422.90424.10$423.500.3%221.00604
$7505.00Nov 13137.30137.70$137.500.3%170.70180
$7800.00Nov 6397.90399.10$398.500.3%601.001.1K
$7485.00Nov 13125.50125.90$125.700.3%440.66133
$7805.00Nov 6402.80404.10$403.450.3%1621.00197

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 59 found (avg $0.63, cheapest $0.32)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7440.00Nov 60.300.35$0.3215.6%55.7K0.041.4K
$7435.00Nov 60.450.50$0.4810.4%49.1K0.05403
$7430.00Nov 60.700.75$0.736.8%67.3K0.08627
$7615.00Nov 90.350.40$0.3813.2%6450.01138
$7630.00Nov 90.250.30$0.2817.9%8340.01270
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7355.00Nov 60.750.80$0.786.4%35.4K0.062.8K
$7360.00Nov 60.900.95$0.935.4%42.2K0.071.5K
$7345.00Nov 60.550.60$0.578.8%28.5K0.044.1K
$7350.00Nov 60.650.70$0.687.4%78.8K0.054.8K
$7325.00Nov 60.300.35$0.3215.6%24.7K0.021.9K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 920 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6000.00Nov 61400.501402.20$1401.350.1%51.00871
$6100.00Nov 61293.301312.10$1302.701.4%71.0019
$6150.00Nov 61242.801261.70$1252.251.5%61.0018
$6200.00Nov 61194.101211.40$1202.751.4%11.001
$6300.00Nov 61093.301112.10$1102.701.7%11.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8100.00Nov 6688.00707.30$697.652.8%61.002
$8110.00Nov 6699.20716.60$707.902.5%131.0010
$8125.00Nov 6713.00730.90$721.952.5%221.0020
$8130.00Nov 6718.00736.60$727.302.6%111.0010
$8150.00Nov 6737.90757.20$747.552.6%101.0010

Most actively traded options today. High liquidity = easy entry/exit. 2,402 active (total vol 3.6M, top 92.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7450.00Nov 60.150.20$0.1827.8%78.2K0.023.1K
$7500.00Nov 60.000.05$0.03166.7%75.3K0.005.4K
$7400.00Nov 68.708.80$8.751.1%69.9K0.532.7K
$7420.00Nov 61.751.80$1.782.8%68.8K0.17448
$7430.00Nov 60.700.75$0.736.8%67.3K0.08627
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7400.00Nov 67.007.10$7.051.4%92.0K0.477.8K
$7350.00Nov 60.650.70$0.687.4%78.8K0.054.8K
$7300.00Nov 60.200.25$0.2321.7%64.2K0.017.0K
$7380.00Nov 62.152.20$2.172.3%63.8K0.181.5K
$7390.00Nov 63.803.90$3.852.6%61.2K0.291.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 27.3%, max 44.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7380.00Nov 6Nov 1330.6%21.2%44.7%12.4K588
$7385.00Nov 6Nov 1329.3%21.0%39.3%12.7K394
$7390.00Nov 6Nov 1328.1%20.9%34.5%19.9K421
$7395.00Nov 6Nov 1327.1%20.7%30.8%23.5K407
$7400.00Nov 6Nov 1326.5%20.7%28.0%70.7K4.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7380.00Nov 6Nov 1330.6%21.1%44.8%64.2K2.3K
$7385.00Nov 6Nov 1329.3%21.0%39.3%51.0K1.5K
$7390.00Nov 6Nov 1328.1%20.9%34.3%61.5K2.6K
$7395.00Nov 6Nov 1327.1%20.8%30.5%52.4K1.2K
$7400.00Nov 6Nov 1326.5%20.7%28.0%94.7K12.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 937 found (best R:R 4.56, avg 27.34)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$7300.00$7305.00Nov 10$0.90$4.10$0.9073%4.56$7300.90
$7145.00$7150.00Nov 13$2.10$2.90$2.1083%1.38$7147.10
$7285.00$7290.00Nov 10$1.70$3.30$1.7075%1.94$7286.70
$7270.00$7285.00Nov 12$8.75$6.25$8.7572%0.71$7278.75
$7290.00$7295.00Nov 12$2.10$2.90$2.1070%1.38$7292.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$7505.00$7500.00Nov 12$1.05$3.95$1.0572%3.76$7503.95
$7535.00$7530.00Nov 12$1.80$3.20$1.8078%1.78$7533.20
$7630.00$7625.00Nov 12$2.80$2.20$2.8094%0.79$7627.20
$7565.00$7560.00Nov 12$2.45$2.55$2.4584%1.04$7562.55
$7490.00$7485.00Nov 11$2.05$2.95$2.0571%1.44$7487.95

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 780 found (best R:R 1.44, avg 0.25)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$7405.00$7410.00Nov 13$2.95$2.95$2.0550%1.44$7407.95
$7415.00$7420.00Nov 13$2.85$2.85$2.1552%1.33$7417.85
$7425.00$7430.00Nov 13$2.75$2.75$2.2554%1.22$7427.75
$7430.00$7435.00Nov 13$2.70$2.70$2.3055%1.17$7432.70
$7445.00$7450.00Nov 13$2.55$2.55$2.4558%1.04$7447.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$6830.00$6825.00Nov 10$0.10$0.10$4.9097%0.02$6829.90
$6680.00$6675.00Nov 13$0.10$0.10$4.9097%0.02$6679.90
$6725.00$6720.00Nov 13$0.10$0.10$4.9096%0.02$6724.90
$7050.00$7045.00Nov 10$0.20$0.20$4.8094%0.04$7049.80
$7350.00$7345.00Nov 6$0.11$0.11$4.8995%0.02$7349.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $36.81, cheapest $36.60)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7395.00Nov 6Nov 9$37.2527.1%16.4%
$7400.00Nov 6Nov 9$37.4026.5%16.3%
$7410.00Nov 6Nov 9$36.5024.9%16.9%
$7405.00Nov 6Nov 9$37.2524.9%17.0%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7395.00Nov 6Nov 9$36.6027.1%16.4%
$7400.00Nov 6Nov 9$36.9026.5%16.3%
$7410.00Nov 6Nov 9$35.9524.9%16.9%
$7405.00Nov 6Nov 9$36.6024.9%17.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 883 found (cheapest 0.21% of stock, avg 3.45%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$7400.00Nov 6$8.75$7.05$15.80$7384.20$7415.800.21%
$7405.00Nov 6$6.15$9.50$15.65$7389.35$7420.650.21%
$7395.00Nov 6$11.90$5.25$17.15$7377.85$7412.150.23%
$7410.00Nov 6$4.20$12.50$16.70$7393.30$7426.700.23%
$7390.00Nov 6$15.50$3.85$19.35$7370.65$7409.350.26%
$7415.00Nov 6$2.78$16.15$18.93$7396.07$7433.930.26%
$7385.00Nov 6$19.55$2.85$22.40$7362.60$7407.400.30%
$7420.00Nov 6$1.78$20.15$21.93$7398.07$7441.930.30%
$7380.00Nov 6$23.85$2.17$26.02$7353.98$7406.020.35%
$7425.00Nov 6$1.13$24.50$25.63$7399.37$7450.630.35%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.04% of stock, avg 1.43%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$7425.00$7380.00Nov 6$1.13$2.17$3.30$7376.70$7428.30
$7420.00$7380.00Nov 6$1.78$2.17$3.95$7376.05$7423.95
$7425.00$7385.00Nov 6$1.13$2.85$3.98$7381.02$7428.98
$7420.00$7385.00Nov 6$1.78$2.85$4.63$7380.37$7424.63
$7415.00$7380.00Nov 6$2.78$2.17$4.95$7375.05$7419.95
$7415.00$7385.00Nov 6$2.78$2.85$5.63$7379.37$7420.63
$7425.00$7390.00Nov 6$1.13$3.85$4.98$7385.02$7429.98
$7420.00$7390.00Nov 6$1.78$3.85$5.63$7384.37$7425.63
$7415.00$7390.00Nov 6$2.78$3.85$6.63$7383.37$7421.63
$7410.00$7380.00Nov 6$4.20$2.17$6.37$7373.63$7416.37

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 68 found (best R:R 0.64, avg credit $1.33)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
7090/70957450/7455Nov 9$1.95$3.0563%0.64$7093.05$7451.95
7150/71557450/7455Nov 9$2.05$2.9561%0.69$7152.95$7452.05
7130/71357450/7455Nov 9$2.00$3.0062%0.67$7133.00$7452.00
7160/71657450/7455Nov 9$2.05$2.9561%0.69$7162.95$7452.05
7110/71157450/7455Nov 9$1.95$3.0563%0.64$7113.05$7451.95
7140/71457450/7455Nov 9$2.00$3.0062%0.67$7143.00$7452.00
7090/70957445/7450Nov 9$2.00$3.0062%0.67$7093.00$7447.00
7120/71257450/7455Nov 9$1.95$3.0562%0.64$7123.05$7451.95
7150/71557445/7450Nov 9$2.10$2.9060%0.72$7152.90$7447.10
7125/71307450/7455Nov 9$1.95$3.0562%0.64$7128.05$7451.95

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 660 found (best R:R 1665.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$7365.00$7370.00$7375.00Nov 6$0.05$4.955%99.00
$7380.00$7385.00$7390.00Nov 6$0.25$4.7512%19.00
$7360.00$7365.00$7370.00Nov 6$0.05$4.954%99.00
$7375.00$7380.00$7385.00Nov 6$0.20$4.809%24.00
$7355.00$7360.00$7365.00Nov 9$0.05$4.953%99.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$6100.00$6200.00$6300.00Nov 10$0.06$99.940%1665.67
$7410.00$7415.00$7420.00Nov 6$0.35$4.6516%13.29
$7390.00$7395.00$7400.00Nov 6$0.40$4.6017%11.50
$7425.00$7430.00$7435.00Nov 6$0.10$4.906%49.00
$7375.00$7380.00$7385.00Nov 6$0.18$4.829%26.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,053 found (best net $-5.00, 1,051 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$6600.00$7000.001:2Nov 9-$5.00$395.00
$6825.00$7120.001:2Nov 10-$8.30$286.70
$6925.00$7100.001:2Nov 12-$152.40$22.60
$7415.00$7420.001:2Nov 6-$0.78$4.22
$7420.00$7425.001:2Nov 6-$0.48$4.52
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$8325.00$7970.001:2Nov 10-$211.80$143.20
$7120.00$7115.001:2Nov 6-$0.01$4.99
$7140.00$7135.001:2Nov 6-$0.02$4.98
$6820.00$6810.001:2Nov 6-$0.03$9.97
$6840.00$6830.001:2Nov 6-$0.03$9.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 219 found (best yield 1.17%, avg 0.36%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$7405.00Nov 13$86.900.500.1%1.17%1.22%22089
$7410.00Nov 13$83.900.490.1%1.13%1.25%39069
$7415.00Nov 13$81.100.480.2%1.10%1.28%20840
$7420.00Nov 13$78.300.470.2%1.06%1.31%22694
$7425.00Nov 13$75.500.460.3%1.02%1.34%74395
$7430.00Nov 13$72.800.450.4%0.98%1.37%21494
$7435.00Nov 13$70.100.440.5%0.95%1.40%16266
$7440.00Nov 13$67.500.430.5%0.91%1.43%165123
$7445.00Nov 13$64.900.420.6%0.88%1.47%7017
$7450.00Nov 13$62.400.410.7%0.84%1.50%1.4K456

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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Chart Title

Price — Past 7 Days

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