Tour v536
SPX
S & P 500 INDEX
$7400.44 +0.64%
◀ 11/6 15:06 ▶

Option Volume

Detail
ℹ
Current (11/06 3:05pm) 3,560,641
Calls: 1,670,741 (47%)
Puts: 1,889,900 (53%)
Prior (11/05) 5,078,822
Calls: 2,267,280 (45%)
Puts: 2,811,542 (55%)
Current vs Prior -29.89%
Calls: -26.31% (Calls)
Puts: -32.78% (Puts)
Prior 7-Day Total 27,649,880
Calls: 13,132,858 (47%)
Puts: 14,517,022 (53%)
Prior 7-Day Average 3,949,982
Calls: 1,876,122 (47%)
Puts: 2,073,860 (53%)
Current vs Prior 7-Day Avg -9.86%
Calls: -10.95%
Puts: -8.87%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06 3:05pm) $3.39B
Calls: $846.91M (25%)
Puts: $2.54B (75%)
Prior (11/05) $18.66B
Calls: $1.02B (5%)
Puts: $17.64B (95%)
Current vs Prior -81.86%
Calls: -16.98%
Puts: -85.61%
Prior 7-Day Total $26.17B
Calls: $7.37B (28%)
Puts: $18.80B (72%)
Prior 7-Day Average $3.74B
Calls: $1.05B (28%)
Puts: $2.69B (72%)
Current vs Prior 7-Day Avg -9.44%
Calls: -19.57%
Puts: -5.47%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 3:05pm) 1.13
Prior (11/05) 1.24
Current vs Prior -8.78%
Prior 7-Day Average 1.10
Current vs Prior 7-Day Avg +2.66%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06 3:05pm) 2,046,074
Calls: 629,829 (31%)
Puts: 1,416,245 (69%)
Prior (11/05) 1,556,341
Calls: 507,649 (33%)
Puts: 1,048,692 (67%)
Current vs Prior +31.47%
Prior 7-Day Total 14,409,436
Calls: 4,985,164 (35%)
Puts: 9,424,272 (65%)
Prior 7-Day Average 2,058,490
Calls: 712,166 (35%)
Puts: 1,346,324 (65%)
Current vs Prior 7-Day Avg -0.60%
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 0.26% | 1.24%0.26% | 1.24%0.26% | 2.38%
Prior 0.17% | 0.62%0.17% | 0.92%0.92% | --
Current vs Prior +55.57% | +100.02%+55.62% | +34.95%-71.89% | --
Prior 7-Day Avg 0.20% | 0.82%0.49% | 1.16%1.16% | 2.16%
Current vs 7-Day Avg +29.72% | +51.88%-47.41% | +7.20%-77.71% | +10.03%
Prior 7-Day Eod 0.17% | 0.62%1.65% | 2.27%1.65% | --
Current vs 7-Day Eod +55.57% | +100.02%-84.30% | -45.34%-84.30% | --
Sentiment BEARISHBEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.64% | 0.55%
Calls: 2.33% | 0.44%
Puts: 0.95% | 0.65%
Prior 1.58% | 0.84%
Calls: 1.74% | 0.84%
Puts: 1.42% | 0.84%
Current vs Prior +3.80% | -34.52%
Prior 7-Day Avg 2.10% | 0.79%
Calls: 2.20% | 0.74%
Puts: 2.00% | 0.84%
Current vs 7-Day Avg -21.80% | -30.51%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 75% put dollar volume ($2.54B). Light premium activity with dollar volume down 82% vs prior. Slightly bearish P/C ratio of 1.13. Put-heavy open interest (1,416,245 puts vs 629,829 calls) suggests hedging or bearish positioning.

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 BEARISH
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 1,850 of results (avg 2.8%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6000.00Nov 61399.701401.20$1400.450.1%51.00871
$7300.00Nov 11139.20139.50$139.350.2%280.706
$7325.00Nov 13138.10138.40$138.250.2%820.6399
$7330.00Nov 13134.50134.80$134.650.2%280.628
$7310.00Nov 11131.60131.90$131.750.2%290.685
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7480.00Nov 11110.30110.60$110.450.3%1900.69379
$7825.00Nov 6424.00425.20$424.600.3%221.00604
$7805.00Nov 6404.00405.20$404.600.3%1621.00197
$7800.00Nov 6399.00400.20$399.600.3%601.001.1K
$7460.00Nov 1198.5098.80$98.650.3%1540.64284

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 55 found (avg $0.65, cheapest $0.28)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7445.00Nov 60.250.30$0.2817.9%38.9K0.031.5K
$7440.00Nov 60.350.40$0.3813.2%52.2K0.041.4K
$7435.00Nov 60.500.60$0.5518.2%45.8K0.06403
$7430.00Nov 60.800.85$0.836.0%61.3K0.08627
$7590.00Nov 90.600.70$0.6515.4%1.0K0.02208
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7355.00Nov 60.951.00$0.985.1%32.0K0.072.8K
$7340.00Nov 60.600.65$0.637.9%33.5K0.051.8K
$7330.00Nov 60.450.50$0.4810.4%27.7K0.03850
$7345.00Nov 60.700.75$0.736.8%27.2K0.054.1K
$7350.00Nov 60.850.90$0.885.7%71.0K0.064.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 913 found (avg delta 0.87, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$6000.00Nov 61399.701401.20$1400.450.1%51.00871
$6100.00Nov 61292.601309.30$1300.951.3%71.0019
$6150.00Nov 61240.001259.20$1249.601.5%61.0018
$6200.00Nov 61193.101209.30$1201.201.3%11.001
$6300.00Nov 61092.601109.30$1100.951.5%11.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$8050.00Nov 6640.80660.00$650.403.0%11.002
$8075.00Nov 6665.70685.00$675.352.9%101.0011
$8100.00Nov 6690.70708.40$699.552.5%61.002
$8110.00Nov 6700.70717.30$709.002.3%131.0010
$8125.00Nov 6715.70735.00$725.352.7%221.0020

Most actively traded options today. High liquidity = easy entry/exit. 2,395 active (total vol 3.5M, top 83.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7450.00Nov 60.200.25$0.2321.7%75.9K0.023.1K
$7500.00Nov 60.050.10$0.0862.5%74.7K0.015.4K
$7400.00Nov 68.508.70$8.602.3%66.1K0.502.7K
$7430.00Nov 60.800.85$0.836.0%61.3K0.08627
$7420.00Nov 61.851.90$1.882.7%60.9K0.17448
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$7400.00Nov 67.908.10$8.002.5%83.4K0.507.8K
$7350.00Nov 60.850.90$0.885.7%71.0K0.064.8K
$7300.00Nov 60.250.30$0.2817.9%63.0K0.027.0K
$7380.00Nov 62.602.65$2.631.9%59.7K0.201.5K
$7390.00Nov 64.404.60$4.504.4%56.4K0.321.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 23.3%, max 43.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7375.00Nov 6Nov 1330.3%21.1%43.3%8.5K568
$7380.00Nov 6Nov 1328.4%21.0%35.5%12.2K588
$7385.00Nov 6Nov 1327.2%20.9%30.3%11.8K394
$7390.00Nov 6Nov 1326.2%20.8%26.2%19.2K421
$7395.00Nov 6Nov 1325.3%20.6%22.7%22.6K407
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$7375.00Nov 6Nov 1330.3%21.1%43.4%45.6K3.8K
$7380.00Nov 6Nov 1328.6%21.0%36.6%60.1K2.3K
$7385.00Nov 6Nov 1327.2%20.8%30.5%46.0K1.5K
$7390.00Nov 6Nov 1326.2%20.7%26.3%56.6K2.6K
$7400.00Nov 6Nov 1325.2%20.5%23.0%86.0K12.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 943 found (best R:R 0.69, avg 27.08)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$7100.00$7110.00Nov 13$5.90$4.10$5.9086%0.69$7105.90
$7300.00$7305.00Nov 10$1.40$3.60$1.4073%2.57$7301.40
$7285.00$7290.00Nov 10$1.60$3.40$1.6075%2.13$7286.60
$7170.00$7175.00Nov 9$2.70$2.30$2.7093%0.85$7172.70
$7290.00$7295.00Nov 10$2.85$2.15$2.8574%0.75$7292.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$7550.00$7545.00Nov 12$1.60$3.40$1.6081%2.13$7548.40
$7670.00$7665.00Nov 10$2.60$2.40$2.6099%0.92$7667.40
$7590.00$7585.00Nov 13$2.00$3.00$2.0086%1.50$7588.00
$7725.00$7720.00Nov 10$2.75$2.25$2.75100%0.82$7722.25
$7700.00$7695.00Nov 10$2.75$2.25$2.7599%0.82$7697.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 775 found (best R:R 1.33, avg 0.25)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$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
$7440.00$7445.00Nov 13$2.60$2.60$2.4057%1.08$7442.60
$7470.00$7475.00Nov 13$2.30$2.30$2.7063%0.85$7472.30
$7510.00$7515.00Nov 13$1.90$1.90$3.1071%0.61$7511.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$6675.00$6670.00Nov 13$0.10$0.10$4.9097%0.02$6674.90
$6830.00$6825.00Nov 11$0.10$0.10$4.9096%0.02$6829.90
$7070.00$7065.00Nov 9$0.10$0.10$4.9096%0.02$7069.90
$6100.00$6000.00Nov 9$0.10$0.10$99.90100%0.00$6099.90
$7085.00$7080.00Nov 9$0.10$0.10$4.9096%0.02$7084.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $36.11, cheapest $35.60)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7390.00Nov 6Nov 9$36.2526.2%16.5%
$7395.00Nov 6Nov 9$36.7525.3%16.4%
$7400.00Nov 6Nov 9$36.9024.9%16.2%
$7405.00Nov 6Nov 9$36.5524.5%16.9%
$7410.00Nov 6Nov 9$35.7024.3%16.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$7390.00Nov 6Nov 9$35.6026.2%16.5%
$7400.00Nov 6Nov 9$36.2525.2%16.2%
$7395.00Nov 6Nov 9$36.1525.3%16.4%
$7405.00Nov 6Nov 9$35.9024.7%17.0%
$7410.00Nov 6Nov 9$35.1024.3%16.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 880 found (cheapest 0.22% of stock, avg 3.45%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$7400.00Nov 6$8.60$8.00$16.60$7383.40$7416.600.22%
$7405.00Nov 6$6.15$10.55$16.70$7388.30$7421.700.23%
$7395.00Nov 6$11.65$6.00$17.65$7377.35$7412.650.24%
$7410.00Nov 6$4.25$13.60$17.85$7392.15$7427.850.24%
$7390.00Nov 6$15.10$4.50$19.60$7370.40$7409.600.26%
$7415.00Nov 6$2.85$17.25$20.10$7394.90$7435.100.27%
$7385.00Nov 6$19.00$3.40$22.40$7362.60$7407.400.30%
$7420.00Nov 6$1.88$21.25$23.13$7396.87$7443.130.31%
$7380.00Nov 6$23.25$2.63$25.88$7354.12$7405.880.35%
$7425.00Nov 6$1.23$25.65$26.88$7398.12$7451.880.36%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.05% of stock, avg 1.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$7425.00$7380.00Nov 6$1.23$2.63$3.86$7376.14$7428.86
$7420.00$7380.00Nov 6$1.88$2.63$4.51$7375.49$7424.51
$7425.00$7385.00Nov 6$1.23$3.40$4.63$7380.37$7429.63
$7415.00$7380.00Nov 6$2.85$2.63$5.48$7374.52$7420.48
$7420.00$7385.00Nov 6$1.88$3.40$5.28$7379.72$7425.28
$7415.00$7385.00Nov 6$2.85$3.40$6.25$7378.75$7421.25
$7425.00$7390.00Nov 6$1.23$4.50$5.73$7384.27$7430.73
$7410.00$7380.00Nov 6$4.25$2.63$6.88$7373.12$7416.88
$7410.00$7385.00Nov 6$4.25$3.40$7.65$7377.35$7417.65
$7420.00$7390.00Nov 6$1.88$4.50$6.38$7383.62$7426.38

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 68 found (best R:R 0.67, avg credit $1.35)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
7065/70707445/7450Nov 9$2.00$3.0063%0.67$7068.00$7447.00
7065/70707450/7455Nov 9$1.90$3.1064%0.61$7068.10$7451.90
7080/70857445/7450Nov 9$2.00$3.0062%0.67$7083.00$7447.00
7080/70857450/7455Nov 9$1.90$3.1064%0.61$7083.10$7451.90
7095/71007445/7450Nov 9$2.00$3.0062%0.67$7098.00$7447.00
7100/71057445/7450Nov 9$2.00$3.0062%0.67$7103.00$7447.00
7095/71007450/7455Nov 9$1.90$3.1064%0.61$7098.10$7451.90
7100/71057450/7455Nov 9$1.90$3.1064%0.61$7103.10$7451.90
7110/71157445/7450Nov 9$2.00$3.0062%0.67$7113.00$7447.00
7115/71207445/7450Nov 9$2.00$3.0062%0.67$7118.00$7447.00

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 653 found (best R:R 32.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$7100.00$7150.00$7200.00Nov 11$1.50$48.507%32.33
$7370.00$7375.00$7380.00Nov 6$0.10$4.907%49.00
$7390.00$7395.00$7400.00Nov 6$0.40$4.6018%11.50
$7430.00$7435.00$7440.00Nov 9$0.05$4.954%99.00
$7375.00$7380.00$7385.00Nov 6$0.20$4.809%24.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$7370.00$7375.00$7380.00Nov 6$0.12$4.887%40.67
$7410.00$7415.00$7420.00Nov 6$0.35$4.6515%13.29
$7360.00$7365.00$7370.00Nov 6$0.06$4.944%82.33
$7425.00$7430.00$7435.00Nov 6$0.10$4.906%49.00
$7480.00$7485.00$7490.00Nov 9$0.05$4.953%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. 1,055 found (best net $-4.80, 1,053 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$6600.00$7000.001:2Nov 9-$4.80$395.20
$6925.00$7100.001:2Nov 12-$154.80$20.20
$8400.00$8500.001:2Nov 10-$0.05$99.95
$8400.00$8500.001:2Nov 11-$0.05$99.95
$8500.00$8600.001:2Nov 13-$0.05$99.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$8325.00$7970.001:2Nov 10-$213.10$141.90
$7125.00$7120.001:2Nov 6-$0.01$4.99
$7140.00$7135.001:2Nov 6-$0.02$4.98
$7210.00$7205.001:2Nov 6-$0.03$4.97
$6820.00$6810.001:2Nov 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. 218 found (best yield 1.16%, avg 0.36%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$7405.00Nov 13$86.000.490.1%1.16%1.22%22089
$7410.00Nov 13$83.100.480.1%1.12%1.25%36669
$7415.00Nov 13$80.200.470.2%1.08%1.28%18740
$7420.00Nov 13$77.400.470.3%1.05%1.31%22294
$7425.00Nov 13$74.700.460.3%1.01%1.34%73195
$7430.00Nov 13$71.900.450.4%0.97%1.37%21294
$7435.00Nov 13$69.300.440.5%0.94%1.40%16266
$7440.00Nov 13$66.700.430.5%0.90%1.44%165123
$7445.00Nov 13$64.100.420.6%0.87%1.47%7017
$7450.00Nov 13$61.600.410.7%0.83%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 1,670,741
Total Puts 1,889,900
Put/Call Ratio 1.13
Net Difference -219,159

Prior's Put/Call Breakdown

Total Calls 2,267,280
Total Puts 2,811,542
Put/Call Ratio 1.24
Net Difference -544,262

Prior 7-Day Put/Call Summary

Total Calls 13,132,858
Total Puts 14,517,022
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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