Tour
v536
SPX
S & P 500 INDEX
$7376.86
+0.31%
Option Volume
Detail
Current (11/06)
4,666,567
Calls:
2,152,236
(46%)
Puts:
2,514,331
(54%)
Prior (11/05)
6,417,098
Calls:
2,852,516
(44%)
Puts:
3,564,582
(56%)
Current vs Prior
-27.28%
Calls:
-24.55%
(Calls)
Puts:
-29.46%
(Puts)
Prior 7-Day Total
36,644,754
Calls:
17,048,725
(47%)
Puts:
19,596,029
(53%)
Prior 7-Day Average
5,234,964
Calls:
2,435,532
(47%)
Puts:
2,799,432
(53%)
Current vs Prior 7-Day Avg
-10.86%
Calls:
-11.63%
Puts:
-10.18%
Sentiment
BEARISH
Dollar Volume
Detail
Current (11/06)
$4.97B
Calls:
$673.14M
(14%)
Puts:
$4.30B
(86%)
Prior (11/05)
$29.48B
Calls:
$529.32M
(2%)
Puts:
$28.95B
(98%)
Current vs Prior
-83.14%
Calls:
+27.17%
Puts:
-85.15%
Prior 7-Day Total
$58.93B
Calls:
$8.69B
(15%)
Puts:
$50.24B
(85%)
Prior 7-Day Average
$8.42B
Calls:
$1.24B
(15%)
Puts:
$7.18B
(85%)
Current vs Prior 7-Day Avg
-40.94%
Calls:
-45.80%
Puts:
-40.10%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (11/06)
1.17
Prior (11/05)
1.25
Current vs Prior
-6.51%
Prior 7-Day Average
1.14
Current vs Prior 7-Day Avg
+2.12%
Sentiment
BEARISH
Open Interest
Detail
Current (11/06)
--
Calls:
--
(--)
Puts:
--
(--)
Prior (11/05)
--
Calls:
--
(--)
Puts:
--
(--)
Current vs Prior
+0.00%
Prior 7-Day Total
2,079,725
Calls:
663,480
(32%)
Puts:
1,416,245
(68%)
Prior 7-Day Average
693,241
Calls:
221,160
(14%)
Puts:
1,416,245
(86%)
Current vs Prior 7-Day Avg
-100.00%
Sentiment
NEUTRAL
Expected Move
Detail
Expiry (11/06) | Next (11/09)Expiry (11/06) | Next (11/09)Expiry (11/06) | Next (11/13)
Current
0.07% | 1.31%0.07% | 1.31%0.07% | 2.57%
Prior
1.65% | 2.27%1.65% | 2.27%1.65% | --
Current vs Prior
-20.46% | -21.96%-95.98% | -42.30%-95.98% | --
Prior 7-Day Avg
0.97% | 1.32%0.65% | 1.27%1.18% | 1.91%
Current vs 7-Day Avg
+35.67% | +34.56%-89.75% | +3.45%-94.41% | +34.54%
Prior 7-Day Eod
0.25% | 1.25%1.65% | 2.27%1.65% | --
Current vs 7-Day Eod
+431.90% | +42.31%-95.98% | -42.30%-95.98% | --
Sentiment
BULLISHBULLISHBULLISH
Relative Spread
Detail
Expiry | Next
Current
1.64% | 0.55%
Calls:
2.33% | 0.44%
Puts:
0.95% | 0.65%
Prior
0.81% | 0.74%
Calls:
0.48% | 0.70%
Puts:
1.14% | 0.78%
Current vs Prior
+102.47% | -25.68%
Prior 7-Day Avg
1.71% | 0.70%
Calls:
1.72% | 0.71%
Puts:
1.72% | 0.75%
Current vs 7-Day Avg
-3.85% | -21.75%
Liquidity
Excellent
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AI Insights
Strong bearish conviction with 86% of dollar volume in puts ($4.30B) vs calls ($673.14M). Light premium activity with dollar volume down 83% vs prior. Slightly bearish P/C ratio of 1.17.
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
NEUTRAL
Prior
NEUTRAL
7-Day Avg
NEUTRAL
Current
BEARISH
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
2,152,236
Total Puts
2,514,331
Put/Call Ratio
1.17
Net Difference
-362,095
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
17,048,725
Total Puts
19,596,029
Average Put/Call Ratio
1.14
Ratio Trend
Falling
Daily Put/Call History (Last 7 Days)
| Date | Calls | Puts | Ratio | Net Diff |
|---|---|---|---|---|
| Loading data... | ||||
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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