Tour v533
SPY
State Street SPDR S&P 500 ETF Trust
$754.16 +0.27%
◀ 11/3 15:11 ▶

Option Volume

Detail
ℹ
Current (11/03) 8,709,667
Calls: 4,200,352 (48%)
Puts: 4,509,315 (52%)
Prior (11/02) 12,476,535
Calls: 5,312,140 (43%)
Puts: 7,164,395 (57%)
Current vs Prior -30.19%
Calls: -20.93% (Calls)
Puts: -37.06% (Puts)
Prior 7-Day Total 65,249,824
Calls: 29,766,682 (46%)
Puts: 35,483,142 (54%)
Prior 7-Day Average 10,874,970
Calls: 4,252,383 (46%)
Puts: 5,069,020 (54%)
Current vs Prior 7-Day Avg -19.91%
Calls: -1.22%
Puts: -11.04%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/03) $1.03B
Calls: $406.87M (39%)
Puts: $626.59M (61%)
Prior (11/02) $3.02B
Calls: $373.13M (12%)
Puts: $2.64B (88%)
Current vs Prior -65.76%
Calls: +9.04%
Puts: -76.31%
Prior 7-Day Total $9.52B
Calls: $3.42B (36%)
Puts: $6.10B (64%)
Prior 7-Day Average $1.59B
Calls: $488.58M (36%)
Puts: $872.08M (64%)
Current vs Prior 7-Day Avg -34.90%
Calls: -16.72%
Puts: -28.15%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/03) 1.07
Prior (11/02) 1.35
Current vs Prior -20.40%
Prior 7-Day Average 1.18
Current vs Prior 7-Day Avg -9.16%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/03) 10,203,534
Calls: 2,820,587 (28%)
Puts: 7,382,947 (72%)
Prior (11/02) 6,734,576
Calls: 1,717,799 (26%)
Puts: 5,016,777 (74%)
Current vs Prior +51.51%
Prior 7-Day Total 45,304,548
Calls: 11,497,317 (25%)
Puts: 33,807,231 (75%)
Prior 7-Day Average 7,550,758
Calls: 1,916,219 (25%)
Puts: 5,634,538 (75%)
Current vs Prior 7-Day Avg +35.13%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/03) | Next (11/04)Expiry (11/04) | Next (11/06)Expiry (11/06) | Next (11/13)Expiry (11/16) | Next (12/18)
Current 0.29% | 1.21%1.21% | 1.75%1.75% | 2.58%2.73% | 4.80%
Prior 0.96% | 1.41%0.30% | 1.41%1.95% | 2.73%3.15% | 4.92%
Current vs Prior -69.89% | -14.16%+303.76% | +23.55%-10.23% | -5.56%-13.36% | -2.56%
Prior 7-Day Avg 0.80% | 1.12%0.42% | 1.10%1.10% | 2.06%3.03% | 4.60%
Current vs 7-Day Avg -63.90% | +8.61%+191.80% | +58.58%+58.15% | +25.45%-9.91% | +4.26%
Prior 7-Day Eod 0.96% | 1.41%0.30% | 1.41%1.95% | 2.73%3.15% | 4.92%
Current vs 7-Day Eod -69.89% | -14.16%+303.76% | +23.55%-10.23% | -5.56%-13.36% | -2.56%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.95% | 0.33%
Calls: 1.10% | 0.22%
Puts: 0.79% | 0.43%
Prior 1.25% | 1.04%
Calls: 1.25% | 1.05%
Puts: 1.24% | 1.02%
Current vs Prior -24.00% | -68.27%
Prior 7-Day Avg 1.10% | 1.74%
Calls: 1.04% | 1.78%
Puts: 1.15% | 1.70%
Current vs 7-Day Avg -13.64% | -81.05%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 61% put dollar volume ($626.59M). Light premium activity with dollar volume down 66% vs prior. Slightly bearish P/C ratio of 1.07. P/C ratio dropping 20% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow NEUTRAL
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 2,785 of results (avg 1.8%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$605.00Nov 3149.14149.30$149.220.1%11.00--
$620.00Nov 3134.14134.30$134.220.1%11.0018
$610.00Nov 3144.14144.33$144.240.1%11.00--
$615.00Nov 3139.14139.33$139.240.1%11.00--
$640.00Nov 3114.14114.30$114.220.1%41.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$895.00Nov 3140.73140.86$140.800.1%11.00--
$900.00Nov 3145.71145.86$145.790.1%11.00--
$890.00Nov 3135.71135.86$135.790.1%11.00--
$885.00Nov 3130.68130.86$130.770.1%11.00--
$880.00Nov 3125.68125.86$125.770.1%11.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 591 found (avg $0.42, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$757.00Nov 30.080.09$0.0911.1%497.9K0.095.6K
$756.00Nov 30.190.20$0.205.0%521.5K0.195.1K
$755.00Nov 30.440.45$0.452.2%472.3K0.353.7K
$754.00Nov 30.900.91$0.911.1%234.7K0.553.3K
$772.00Nov 40.070.08$0.0812.5%4.1K0.025.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$750.00Nov 30.060.07$0.0714.3%270.5K0.066.8K
$752.00Nov 30.200.21$0.214.8%251.3K0.163.3K
$751.00Nov 30.110.12$0.128.3%217.9K0.094.1K
$753.00Nov 30.380.39$0.392.6%399.5K0.283.9K
$754.00Nov 30.710.72$0.721.4%539.5K0.464.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,178 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$605.00Nov 3149.14149.30$149.220.1%11.00--
$610.00Nov 3144.14144.33$144.240.1%11.00--
$615.00Nov 3139.14139.33$139.240.1%11.00--
$620.00Nov 3134.14134.30$134.220.1%11.0018
$625.00Nov 3129.14129.33$129.240.1%11.0026
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$759.00Nov 34.834.85$4.840.4%13.5K1.004.8K
$760.00Nov 35.825.84$5.830.3%8.4K1.005.5K
$761.00Nov 36.806.87$6.841.0%4.3K1.002.9K
$762.00Nov 37.817.84$7.820.4%3.1K1.001.7K
$763.00Nov 38.768.87$8.821.2%1.4K1.001.9K

Most actively traded options today. High liquidity = easy entry/exit. 2,881 active (total vol 8.6M, top 558.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$756.00Nov 30.190.20$0.205.0%521.5K0.195.1K
$757.00Nov 30.080.09$0.0911.1%497.9K0.095.6K
$755.00Nov 30.440.45$0.452.2%472.3K0.353.7K
$760.00Nov 30.010.02$0.0250.0%375.8K0.0211.2K
$758.00Nov 30.030.04$0.0425.0%274.3K0.044.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$755.00Nov 31.261.27$1.270.8%558.5K0.656.8K
$754.00Nov 30.710.72$0.721.4%539.5K0.464.4K
$753.00Nov 30.380.39$0.392.6%399.5K0.283.9K
$756.00Nov 32.012.02$2.010.5%348.0K0.814.7K
$750.00Nov 30.060.07$0.0714.3%270.5K0.066.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 65.2%, max 77.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$752.00Nov 3Dec 1827.5%15.5%77.7%36.6K3.2K
$753.00Nov 3Dec 1825.5%15.3%66.3%80.0K4.1K
$756.00Nov 3Dec 1824.2%14.9%61.9%521.6K5.3K
$754.00Nov 3Dec 1824.4%15.2%60.4%234.8K3.5K
$755.00Nov 3Dec 1824.1%15.1%59.6%472.9K14.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$752.00Nov 3Dec 1827.5%15.5%77.7%251.6K4.4K
$753.00Nov 3Dec 1825.5%15.3%66.3%399.6K4.9K
$756.00Nov 3Dec 1824.2%14.9%61.9%348.1K5.9K
$754.00Nov 3Dec 1824.4%15.2%60.4%540.4K5.7K
$755.00Nov 3Dec 1824.1%15.1%59.6%559.3K16.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,276 found (best R:R 4.56, avg 4.26)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$725.00$726.00Nov 20$0.19$0.81$0.1980%4.26$725.19
$720.00$721.00Nov 30$0.21$0.79$0.2180%3.76$720.21
$696.00$697.00Nov 30$0.31$0.69$0.3189%2.23$696.31
$727.00$728.00Nov 30$0.19$0.81$0.1976%4.26$727.19
$730.00$731.00Nov 30$0.17$0.83$0.1774%4.88$730.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$782.00$781.00Nov 30$0.18$0.82$0.1882%4.56$781.82
$792.00$791.00Dec 18$0.19$0.81$0.1983%4.26$791.81
$789.00$788.00Dec 18$0.21$0.79$0.2181%3.76$788.79
$760.00$755.00Nov 17$2.21$2.79$2.2158%1.26$757.79
$780.00$779.00Nov 6$0.55$0.45$0.55100%0.82$779.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 948 found (best R:R 1.25, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$755.00$760.00Nov 17$2.78$2.78$2.2251%1.25$757.78
$760.00$765.00Nov 17$2.36$2.36$2.6458%0.89$762.36
$765.00$770.00Nov 17$1.90$1.90$3.1066%0.61$766.90
$770.00$775.00Nov 17$1.41$1.41$3.5974%0.39$771.41
$775.00$780.00Nov 17$0.94$0.94$4.0682%0.23$775.94
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$742.00$741.00Nov 4$0.13$0.13$0.8786%0.15$741.87
$746.00$745.00Nov 4$0.21$0.21$0.7977%0.27$745.79
$743.00$742.00Nov 4$0.14$0.14$0.8684%0.16$742.86
$744.00$743.00Nov 4$0.16$0.16$0.8482%0.19$743.84
$753.00$752.00Nov 3$0.18$0.18$0.8272%0.22$752.82

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $3.49, cheapest $3.49)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$754.00Nov 3Nov 4$3.5624.4%26.7%
$755.00Nov 3Nov 4$3.5024.1%27.1%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$754.00Nov 3Nov 4$3.4924.4%26.7%
$755.00Nov 3Nov 4$3.4124.1%27.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,078 found (cheapest 0.22% of stock, avg 4.10%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$754.00Nov 3$0.91$0.72$1.63$752.37$755.630.22%
$755.00Nov 3$0.45$1.27$1.72$753.28$756.720.23%
$753.00Nov 3$1.57$0.39$1.96$751.04$754.960.26%
$756.00Nov 3$0.20$2.01$2.21$753.79$758.210.29%
$752.00Nov 3$2.38$0.21$2.59$749.41$754.590.34%
$757.00Nov 3$0.09$2.90$2.99$754.01$759.990.40%
$751.00Nov 3$3.30$0.12$3.42$747.58$754.420.45%
$758.00Nov 3$0.04$3.86$3.90$754.10$761.900.52%
$750.00Nov 3$4.26$0.07$4.33$745.67$754.330.57%
$759.00Nov 3$0.02$4.84$4.86$754.14$763.860.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 415 found (cheapest 0.02% of stock, avg 2.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$757.00$750.00Nov 3$0.09$0.07$0.16$749.84$757.16
$757.00$751.00Nov 3$0.09$0.12$0.21$750.79$757.21
$757.00$752.00Nov 3$0.09$0.21$0.30$751.70$757.30
$756.00$751.00Nov 3$0.20$0.12$0.32$750.68$756.32
$756.00$750.00Nov 3$0.20$0.07$0.27$749.73$756.27
$756.00$752.00Nov 3$0.20$0.21$0.41$751.59$756.41
$757.00$753.00Nov 3$0.09$0.39$0.48$752.52$757.48
$756.00$753.00Nov 3$0.20$0.39$0.59$752.41$756.59
$755.00$750.00Nov 3$0.45$0.07$0.52$749.48$755.52
$755.00$751.00Nov 3$0.45$0.12$0.57$750.43$755.57

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 326 found (best R:R 0.69, avg credit $0.66)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
690/695765/770Nov 17$2.05$2.9560%0.69$692.95$767.05
722/723764/765Nov 13$0.51$0.4952%1.04$722.49$764.51
727/728764/765Nov 13$0.54$0.4649%1.17$727.46$764.54
731/732763/764Nov 10$0.52$0.4851%1.08$731.48$763.52
729/730763/764Nov 12$0.55$0.4548%1.22$729.45$763.55
731/732762/763Nov 10$0.54$0.4649%1.17$731.46$762.54
725/726763/764Nov 12$0.52$0.4851%1.08$725.48$763.52
729/730764/765Nov 12$0.53$0.4750%1.13$729.47$764.53
731/732762/763Nov 9$0.50$0.5053%1.00$731.50$762.50
725/726764/765Nov 12$0.50$0.5053%1.00$725.50$764.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 199 found (best R:R 50.28, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$660.00$680.00$700.00Nov 27$0.39$19.616%50.28
$720.00$725.00$730.00Nov 27$0.06$4.946%82.33
$740.00$745.00$750.00Nov 17$0.26$4.7413%18.23
$745.00$750.00$755.00Nov 17$0.32$4.6815%14.62
$700.00$710.00$720.00Nov 10$0.20$9.805%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$745.00$750.00$755.00Nov 17$0.32$4.6815%14.62
$750.00$755.00$760.00Nov 17$0.34$4.6615%13.71
$740.00$745.00$750.00Nov 17$0.28$4.7213%16.86
$735.00$740.00$745.00Nov 17$0.24$4.7611%19.83
$725.00$730.00$735.00Dec 11$0.12$4.886%40.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 974 found (best net $-0.83, 970 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$705.00$730.001:2Nov 11-$3.71$21.29
$675.00$705.001:2Nov 11-$20.84$9.16
$670.00$700.001:2Nov 10-$25.58$4.42
$680.00$710.001:2Dec 11-$24.33$5.67
$753.00$754.001:2Nov 3-$0.25$0.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$875.00$815.001:2Nov 3-$0.83$59.17
$850.00$815.001:2Nov 20-$26.00$9.00
$755.00$754.001:2Nov 3-$0.17$0.83
$754.00$753.001:2Nov 3-$0.06$0.94
$756.00$755.001:2Nov 3-$0.53$0.47

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 525 found (best yield 2.49%, avg 0.60%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$755.00Dec 18$18.770.490.1%2.49%2.60%59911.0K
$756.00Dec 18$18.140.480.2%2.41%2.65%93263
$757.00Dec 18$17.530.470.4%2.32%2.70%155431
$758.00Dec 18$16.920.470.5%2.24%2.75%167444
$759.00Dec 18$16.330.470.6%2.17%2.81%33520
$760.00Dec 18$15.750.460.8%2.09%2.86%94417.9K
$761.00Dec 18$15.170.450.9%2.01%2.92%296672
$762.00Dec 18$14.610.441.0%1.94%2.98%1215.2K
$755.00Dec 11$17.570.500.1%2.33%2.44%74300
$756.00Dec 11$16.940.490.2%2.25%2.49%11380

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 4,200,352
Total Puts 4,509,315
Put/Call Ratio 1.07
Net Difference -308,963

Prior's Put/Call Breakdown

Total Calls 5,312,140
Total Puts 7,164,395
Put/Call Ratio 1.35
Net Difference -1,852,255

Prior 7-Day Put/Call Summary

Total Calls 29,766,682
Total Puts 35,483,142
Average Put/Call Ratio 1.18
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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