Tour v533
SPY
State Street SPDR S&P 500 ETF Trust
$754.98 -0.10%
◀ 11/2 15:20 ▶

Option Volume

Detail
ℹ
Current (11/02) 10,980,312
Calls: 4,708,621 (43%)
Puts: 6,271,691 (57%)
Prior (10/30) 13,764,816
Calls: 5,832,610 (42%)
Puts: 7,932,206 (58%)
Current vs Prior -20.23%
Calls: -19.27% (Calls)
Puts: -20.93% (Puts)
Prior 7-Day Total 74,081,762
Calls: 33,645,325 (45%)
Puts: 40,436,437 (55%)
Prior 7-Day Average 10,583,108
Calls: 4,806,475 (45%)
Puts: 5,776,633 (55%)
Current vs Prior 7-Day Avg +3.75%
Calls: -2.04%
Puts: +8.57%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/02) $2.30B
Calls: $386.98M (17%)
Puts: $1.92B (83%)
Prior (10/30) $2.20B
Calls: $969.81M (44%)
Puts: $1.23B (56%)
Current vs Prior +4.85%
Calls: -60.10%
Puts: +56.20%
Prior 7-Day Total $10.09B
Calls: $3.82B (38%)
Puts: $6.26B (62%)
Prior 7-Day Average $1.44B
Calls: $546.37M (38%)
Puts: $894.65M (62%)
Current vs Prior 7-Day Avg +59.82%
Calls: -29.17%
Puts: +114.17%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/02) 1.33
Prior (10/30) 1.36
Current vs Prior -2.06%
Prior 7-Day Average 1.20
Current vs Prior 7-Day Avg +11.28%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/02) 6,734,576
Calls: 1,717,799 (26%)
Puts: 5,016,777 (74%)
Prior (10/30) 8,163,348
Calls: 2,098,110 (26%)
Puts: 6,065,238 (74%)
Current vs Prior -17.50%
Prior 7-Day Total 53,680,237
Calls: 13,723,281 (26%)
Puts: 39,956,956 (74%)
Prior 7-Day Average 7,668,605
Calls: 1,960,468 (26%)
Puts: 5,708,136 (74%)
Current vs Prior 7-Day Avg -12.18%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/02) | Next (11/03)Expiry (11/02) | Next (11/04)Expiry (11/06) | Next (11/13)Expiry (11/16) | Next (12/18)
Current 0.39% | 0.98%0.39% | 1.41%1.92% | 2.68%3.17% | 4.85%
Prior 0.98% | 1.28%0.24% | 0.98%0.24% | 1.97%3.24% | 4.81%
Current vs Prior -60.74% | -23.01%+58.28% | +43.95%+688.75% | +36.44%-2.19% | +0.87%
Prior 7-Day Avg 0.79% | 1.07%0.40% | 1.01%0.82% | 1.92%3.10% | 4.61%
Current vs 7-Day Avg -51.06% | -8.22%-4.63% | +39.57%+134.68% | +39.86%+2.35% | +5.19%
Prior 7-Day Eod 0.41% | 1.00%0.24% | 0.98%0.24% | 1.97%3.24% | 4.81%
Current vs 7-Day Eod -5.58% | -1.39%+58.28% | +43.95%+688.75% | +36.44%-2.19% | +0.87%
Sentiment BULLISHBEARISHBEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.00% | 0.40%
Calls: 1.15% | 0.50%
Puts: 0.85% | 0.29%
Prior 0.92% | 1.03%
Calls: 0.95% | 1.07%
Puts: 0.88% | 0.99%
Current vs Prior +8.70% | -61.17%
Prior 7-Day Avg 1.02% | 1.44%
Calls: 1.07% | 1.66%
Puts: 1.10% | 1.58%
Current vs 7-Day Avg -2.37% | -72.30%
Liquidity Excellent
+
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🤖 AI Insights

Strong bearish conviction with 83% of dollar volume in puts ($1.92B) vs calls ($386.98M). Dollar volume significantly above 7-day average (60% higher). Bearish P/C ratio of 1.33 indicates protective positioning. Put-heavy open interest (5,016,777 puts vs 1,717,799 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 BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 1,984 of results (avg 2.1%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Nov 2129.95130.17$130.060.2%--1.0030
$700.00Nov 2058.6558.77$58.710.2%110.916.4K
$650.00Nov 2104.95105.17$105.060.2%--1.0023
$655.00Nov 299.95100.17$100.060.2%--1.0017
$665.00Nov 289.9590.17$90.060.2%--1.0017
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$895.00Nov 2139.84140.05$139.950.2%11.00--
$875.00Nov 2119.84120.05$119.950.2%21.00--
$870.00Nov 2114.84115.05$114.950.2%11.00--
$759.00Nov 24.164.17$4.170.2%329.9K0.894.4K
$756.00Nov 33.863.87$3.870.3%25.7K0.54727

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 431 found (avg $0.42, cheapest $0.15)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$759.00Nov 20.140.15$0.156.7%239.7K0.103.1K
$760.00Nov 20.090.10$0.1010.0%401.1K0.077.5K
$761.00Nov 20.060.07$0.0714.3%381.5K0.053.8K
$758.00Nov 20.250.26$0.263.8%210.2K0.178.7K
$757.00Nov 20.430.44$0.442.3%137.6K0.263.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$749.00Nov 20.050.06$0.0616.7%68.0K0.042.6K
$751.00Nov 20.140.15$0.156.7%154.2K0.093.4K
$750.00Nov 20.080.09$0.0911.1%202.3K0.0610.9K
$752.00Nov 20.260.27$0.273.7%287.8K0.156.6K
$753.00Nov 20.450.46$0.462.2%385.7K0.2411.0K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 902 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Nov 2129.95130.17$130.060.2%--1.0030
$620.00Nov 3133.06137.00$135.032.9%1221.0012
$625.00Nov 3128.06131.43$129.752.6%1221.0024
$650.00Nov 2104.95105.17$105.060.2%--1.0023
$655.00Nov 299.95100.17$100.060.2%--1.0017
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$763.00Nov 28.028.05$8.040.4%76.4K1.002.0K
$764.00Nov 28.969.08$9.021.3%41.5K1.001.5K
$765.00Nov 29.9610.07$10.021.1%12.2K1.004.5K
$766.00Nov 210.9611.07$11.021.0%7.1K1.001.0K
$767.00Nov 211.9512.07$12.011.0%4.8K1.00831

Most actively traded options today. High liquidity = easy entry/exit. 2,278 active (total vol 10.9M, top 414.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 20.090.10$0.1010.0%401.1K0.077.5K
$761.00Nov 20.060.07$0.0714.3%381.5K0.053.8K
$762.00Nov 20.040.05$0.0520.0%333.8K0.034.2K
$763.00Nov 20.030.04$0.0425.0%326.8K0.025.1K
$765.00Nov 20.010.02$0.0250.0%280.8K0.018.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$758.00Nov 23.263.27$3.260.3%414.7K0.835.8K
$755.00Nov 21.161.17$1.170.9%391.3K0.486.6K
$753.00Nov 20.450.46$0.462.2%385.7K0.2411.0K
$757.00Nov 22.422.45$2.441.2%354.8K0.746.2K
$760.00Nov 25.085.11$5.100.6%350.0K0.938.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 150.5%, max 159.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$758.00Nov 2Dec 1138.5%14.9%159.3%210.3K8.8K
$752.00Nov 2Dec 1139.6%15.7%152.0%11.0K3.6K
$757.00Nov 2Dec 1137.7%15.0%151.2%137.6K3.2K
$753.00Nov 2Dec 1138.9%15.6%149.6%20.6K2.8K
$754.00Nov 2Dec 1138.3%15.4%148.0%62.3K1.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$758.00Nov 2Dec 1138.6%14.9%159.8%414.8K5.8K
$752.00Nov 2Dec 1139.6%15.7%151.9%287.9K6.6K
$757.00Nov 2Dec 1137.7%15.0%151.2%355.0K6.3K
$753.00Nov 2Dec 1138.9%15.6%149.5%385.7K11.0K
$754.00Nov 2Dec 1138.3%15.4%147.9%295.6K6.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 870 found (best R:R 0.81, avg 5.28)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$715.00$720.00Nov 27$2.77$2.23$2.7784%0.81$717.77
$686.00$687.00Nov 30$0.11$0.89$0.1192%8.09$686.11
$720.00$722.00Nov 20$0.88$1.12$0.8883%1.27$720.88
$697.00$698.00Nov 30$0.12$0.88$0.1289%7.33$697.12
$685.00$686.00Nov 30$0.15$0.85$0.1592%5.67$685.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$786.00$785.00Dec 4$0.11$0.89$0.1182%8.09$785.89
$760.00$755.00Nov 16$2.15$2.85$2.1557%1.33$757.85
$760.00$755.00Nov 12$2.19$2.81$2.1958%1.28$757.81
$765.00$760.00Nov 16$2.60$2.40$2.6065%0.92$762.40
$765.00$760.00Nov 5$3.12$1.88$3.1276%0.60$761.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 654 found (best R:R 0.97, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$760.00$765.00Nov 16$2.46$2.46$2.5457%0.97$762.46
$755.00$760.00Nov 16$2.88$2.88$2.1249%1.36$757.88
$760.00$765.00Nov 12$2.35$2.35$2.6558%0.89$762.35
$765.00$770.00Nov 16$1.97$1.97$3.0365%0.65$766.97
$755.00$760.00Nov 12$2.82$2.82$2.1849%1.29$757.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$754.00$753.00Nov 2$0.30$0.30$0.7065%0.43$753.70
$752.00$751.00Nov 2$0.12$0.12$0.8885%0.14$751.88
$753.00$752.00Nov 2$0.19$0.19$0.8176%0.23$752.81
$749.00$748.00Nov 3$0.23$0.23$0.7775%0.30$748.77
$745.00$744.00Nov 3$0.12$0.12$0.8886%0.14$744.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $2.23, cheapest $2.20)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$754.00Nov 2Nov 3$2.3038.3%21.4%
$755.00Nov 2Nov 3$2.3337.7%21.1%
$756.00Nov 2Nov 3$2.2237.5%21.3%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$754.00Nov 2Nov 3$2.2038.3%21.4%
$755.00Nov 2Nov 3$2.2237.7%21.1%
$756.00Nov 2Nov 3$2.1437.5%21.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 819 found (cheapest 0.31% of stock, avg 4.07%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$755.00Nov 2$1.15$1.17$2.32$752.68$757.320.31%
$754.00Nov 2$1.74$0.76$2.50$751.50$756.500.33%
$756.00Nov 2$0.73$1.73$2.46$753.54$758.460.33%
$757.00Nov 2$0.44$2.44$2.88$754.12$759.880.38%
$753.00Nov 2$2.45$0.46$2.91$750.09$755.910.39%
$752.00Nov 2$3.25$0.27$3.52$748.48$755.520.47%
$758.00Nov 2$0.26$3.26$3.52$754.48$761.520.47%
$751.00Nov 2$4.15$0.15$4.30$746.70$755.300.57%
$759.00Nov 2$0.15$4.17$4.32$754.68$763.320.57%
$750.00Nov 2$5.09$0.09$5.18$744.82$755.180.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 385 found (cheapest 0.03% of stock, avg 1.85%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$760.00$751.00Nov 2$0.10$0.15$0.25$750.75$760.25
$759.00$751.00Nov 2$0.15$0.15$0.30$750.70$759.30
$758.00$751.00Nov 2$0.26$0.15$0.41$750.59$758.41
$760.00$752.00Nov 2$0.10$0.27$0.37$751.63$760.37
$759.00$752.00Nov 2$0.15$0.27$0.42$751.58$759.42
$758.00$752.00Nov 2$0.26$0.27$0.53$751.47$758.53
$760.00$753.00Nov 2$0.10$0.46$0.56$752.44$760.56
$759.00$753.00Nov 2$0.15$0.46$0.61$752.39$759.61
$757.00$751.00Nov 2$0.44$0.15$0.59$750.41$757.59
$757.00$752.00Nov 2$0.44$0.27$0.71$751.29$757.71

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 379 found (best R:R 0.71, avg credit $0.98)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
685/690765/770Nov 16$2.08$2.9260%0.71$687.92$767.08
690/695765/770Nov 16$2.10$2.9059%0.72$692.90$767.10
738/739762/763Nov 6$0.58$0.4246%1.38$738.42$762.58
735/736762/763Nov 6$0.54$0.4649%1.17$735.46$762.54
732/733762/763Nov 6$0.51$0.4952%1.04$732.49$762.51
736/737762/763Nov 6$0.55$0.4548%1.22$736.45$762.55
695/700765/770Nov 16$2.13$2.8758%0.74$697.87$767.13
734/735762/763Nov 6$0.52$0.4850%1.08$734.48$762.52
733/734762/763Nov 6$0.51$0.4951%1.04$733.49$762.51
738/739763/764Nov 6$0.54$0.4648%1.17$738.46$763.54

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 353 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$735.00$740.00$745.00Nov 5$0.24$4.7614%19.83
$745.00$750.00$755.00Nov 5$0.52$4.4823%8.62
$725.00$730.00$735.00Nov 27$0.07$4.937%70.43
$740.00$745.00$750.00Nov 9$0.32$4.6816%14.63
$745.00$750.00$755.00Nov 10$0.37$4.6317%12.51
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Nov 16$0.10$4.9016%49.00
$755.00$760.00$765.00Nov 5$0.62$4.3827%7.06
$745.00$750.00$755.00Nov 5$0.53$4.4723%8.43
$750.00$755.00$760.00Nov 5$0.65$4.3526%6.69
$745.00$750.00$755.00Nov 9$0.41$4.5919%11.20

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 859 found (best net $-4.88, 834 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$700.00$725.001:2Nov 10-$8.42$16.58
$705.00$725.001:2Nov 11-$13.74$6.26
$670.00$700.001:2Nov 9-$26.52$3.48
$670.00$700.001:2Nov 10-$26.95$3.05
$760.00$765.001:2Nov 5-$0.02$4.98
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$810.00$785.001:2Nov 10-$4.88$20.12
$800.00$780.001:2Nov 5-$4.60$15.40
$810.00$790.001:2Nov 27-$15.01$4.99
$740.00$735.001:2Nov 5-$0.53$4.47
$745.00$740.001:2Nov 5-$0.87$4.13

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 366 found (best yield 2.42%, avg 0.63%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$755.00Dec 11$18.290.510.0%2.42%2.43%82257
$756.00Dec 11$17.650.500.1%2.34%2.47%7418
$757.00Dec 11$17.020.490.3%2.25%2.52%40135
$758.00Dec 11$16.400.480.4%2.17%2.57%4931
$759.00Dec 11$15.810.480.5%2.09%2.63%78441
$760.00Dec 11$15.200.470.7%2.01%2.68%331116
$761.00Dec 11$14.610.460.8%1.94%2.73%106301
$762.00Dec 11$14.040.450.9%1.86%2.79%8923
$763.00Dec 11$13.470.441.1%1.78%2.85%71107
$764.00Dec 11$12.930.431.2%1.71%2.91%1586

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 4,708,621
Total Puts 6,271,691
Put/Call Ratio 1.33
Net Difference -1,563,070

Prior's Put/Call Breakdown

Total Calls 5,832,610
Total Puts 7,932,206
Put/Call Ratio 1.36
Net Difference -2,099,596

Prior 7-Day Put/Call Summary

Total Calls 33,645,325
Total Puts 40,436,437
Average Put/Call Ratio 1.20
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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