Tour v533
SPY
State Street SPDR S&P 500 ETF Trust
$753.93 +0.24%
◀ 11/3 15:13 ▶

Option Volume

Detail
ℹ
Current (11/03) 8,774,836
Calls: 4,225,719 (48%)
Puts: 4,549,117 (52%)
Prior (11/02) 12,476,535
Calls: 5,312,140 (43%)
Puts: 7,164,395 (57%)
Current vs Prior -29.67%
Calls: -20.45% (Calls)
Puts: -36.50% (Puts)
Prior 7-Day Total 73,959,491
Calls: 33,967,034 (46%)
Puts: 39,992,457 (54%)
Prior 7-Day Average 10,565,641
Calls: 4,852,433 (46%)
Puts: 5,713,208 (54%)
Current vs Prior 7-Day Avg -16.95%
Calls: -12.92%
Puts: -20.38%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/03) $1.06B
Calls: $391.52M (37%)
Puts: $668.50M (63%)
Prior (11/02) $3.02B
Calls: $373.13M (12%)
Puts: $2.64B (88%)
Current vs Prior -64.88%
Calls: +4.93%
Puts: -74.73%
Prior 7-Day Total $10.56B
Calls: $3.83B (36%)
Puts: $6.73B (64%)
Prior 7-Day Average $1.51B
Calls: $546.70M (36%)
Puts: $961.59M (64%)
Current vs Prior 7-Day Avg -29.72%
Calls: -28.38%
Puts: -30.48%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/03) 1.08
Prior (11/02) 1.35
Current vs Prior -20.18%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -7.71%
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 55,508,082
Calls: 14,317,904 (26%)
Puts: 41,190,178 (74%)
Prior 7-Day Average 7,929,726
Calls: 2,045,414 (26%)
Puts: 5,884,311 (74%)
Current vs Prior 7-Day Avg +28.67%
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% | 1.23%1.23% | 1.77%1.77% | 2.61%2.76% | 4.83%
Prior 0.96% | 1.41%0.30% | 1.41%1.95% | 2.73%3.15% | 4.92%
Current vs Prior -69.46% | -12.91%+309.62% | +25.28%-8.97% | -4.51%-12.41% | -1.83%
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 -63.39% | +10.19%+196.03% | +60.80%+60.36% | +26.84%-8.92% | +5.04%
Prior 7-Day Eod 0.29% | 1.21%0.30% | 1.41%1.95% | 2.73%3.15% | 4.92%
Current vs 7-Day Eod +1.41% | +1.45%+309.62% | +25.28%-8.97% | -4.51%-12.41% | -1.83%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.32% | 0.32%
Calls: 1.45% | 0.41%
Puts: 1.20% | 0.23%
Prior 1.25% | 1.04%
Calls: 1.25% | 1.05%
Puts: 1.24% | 1.02%
Current vs Prior +5.60% | -69.23%
Prior 7-Day Avg 1.08% | 1.54%
Calls: 1.04% | 1.78%
Puts: 1.15% | 1.70%
Current vs 7-Day Avg +22.38% | -79.22%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 63% put dollar volume ($668.50M). Light premium activity with dollar volume down 65% vs prior. Slightly bearish P/C ratio of 1.08. 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 2,774 of results (avg 1.9%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$605.00Nov 3148.78148.96$148.870.1%11.00--
$610.00Nov 3143.78143.96$143.870.1%11.00--
$615.00Nov 3138.78138.96$138.870.1%11.00--
$620.00Nov 3133.78133.96$133.870.1%11.0018
$625.00Nov 3128.75128.96$128.860.2%11.0026
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$900.00Nov 3146.04146.22$146.130.1%11.00--
$895.00Nov 3141.04141.22$141.130.1%11.00--
$890.00Nov 3136.04136.22$136.130.1%11.00--
$885.00Nov 3131.04131.22$131.130.1%11.00--
$880.00Nov 3126.04126.22$126.130.1%11.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 593 found (avg $0.42, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$757.00Nov 30.060.07$0.0714.3%501.6K0.075.6K
$756.00Nov 30.150.16$0.166.3%524.5K0.145.1K
$755.00Nov 30.360.37$0.372.7%476.9K0.273.7K
$754.00Nov 30.760.77$0.771.3%238.1K0.453.3K
$772.00Nov 40.070.08$0.0812.5%4.2K0.025.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$750.00Nov 30.070.08$0.0812.5%274.9K0.076.8K
$752.00Nov 30.230.24$0.244.2%253.9K0.213.3K
$751.00Nov 30.130.14$0.147.1%220.2K0.124.1K
$753.00Nov 30.440.45$0.452.2%405.7K0.363.9K
$749.00Nov 30.050.06$0.0616.7%111.4K0.053.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,179 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$605.00Nov 3148.78148.96$148.870.1%11.00--
$610.00Nov 3143.78143.96$143.870.1%11.00--
$615.00Nov 3138.78138.96$138.870.1%11.00--
$620.00Nov 3133.78133.96$133.870.1%11.0018
$625.00Nov 3128.75128.96$128.860.2%11.0026
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$900.00Nov 3146.04146.22$146.130.1%11.00--
$772.00Nov 417.5718.28$17.934.0%821.00266
$773.00Nov 418.5619.21$18.883.4%921.00277
$774.00Nov 418.9120.21$19.566.6%191.006
$775.00Nov 420.1121.26$20.695.6%561.001

Most actively traded options today. High liquidity = easy entry/exit. 2,887 active (total vol 8.7M, top 561.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$756.00Nov 30.150.16$0.166.3%524.5K0.145.1K
$757.00Nov 30.060.07$0.0714.3%501.6K0.075.6K
$755.00Nov 30.360.37$0.372.7%476.9K0.273.7K
$760.00Nov 30.010.02$0.0250.0%375.9K0.0111.2K
$758.00Nov 30.020.03$0.0333.3%276.1K0.034.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$755.00Nov 31.421.43$1.420.7%561.0K0.736.8K
$754.00Nov 30.820.83$0.831.2%546.7K0.554.4K
$753.00Nov 30.440.45$0.452.2%405.7K0.363.9K
$756.00Nov 32.202.23$2.221.4%348.5K0.864.7K
$750.00Nov 30.070.08$0.0812.5%274.9K0.076.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 68.1%, max 75.5%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$752.00Nov 3Dec 1827.1%15.5%75.4%36.8K3.2K
$754.00Nov 3Dec 1825.4%15.2%66.8%238.2K3.5K
$753.00Nov 3Dec 1825.3%15.3%64.9%81.1K4.1K
$755.00Nov 3Dec 1824.7%15.1%63.8%477.5K14.7K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$752.00Nov 3Dec 1827.1%15.5%75.5%254.2K4.4K
$754.00Nov 3Dec 1825.4%15.2%67.1%547.6K5.7K
$755.00Nov 3Dec 1825.0%15.0%66.0%561.8K16.3K
$753.00Nov 3Dec 1825.3%15.3%65.0%405.8K4.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,278 found (best R:R 6.14, avg 4.24)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$698.00$699.00Nov 30$0.14$0.86$0.1488%6.14$698.14
$721.00$722.00Nov 20$0.10$0.90$0.1082%9.00$721.10
$690.00$691.00Nov 30$0.20$0.80$0.2090%4.00$690.20
$720.00$721.00Nov 30$0.13$0.87$0.1380%6.69$720.13
$696.00$697.00Nov 30$0.22$0.78$0.2289%3.55$696.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$789.00$788.00Dec 18$0.16$0.84$0.1681%5.25$788.84
$792.00$791.00Dec 18$0.19$0.81$0.1983%4.26$791.81
$760.00$755.00Nov 17$2.28$2.72$2.2859%1.19$757.72
$735.00$730.00Dec 11$1.03$3.97$1.0332%3.85$733.97
$755.00$750.00Nov 17$1.89$3.11$1.8951%1.65$753.11

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 949 found (best R:R 1.24, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$755.00$760.00Nov 17$2.77$2.77$2.2351%1.24$757.77
$760.00$765.00Nov 17$2.34$2.34$2.6659%0.88$762.34
$765.00$770.00Nov 17$1.87$1.87$3.1367%0.60$766.87
$770.00$775.00Nov 17$1.39$1.39$3.6175%0.39$771.39
$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$0.8785%0.15$741.87
$746.00$745.00Nov 4$0.22$0.22$0.7876%0.28$745.78
$744.00$743.00Nov 4$0.17$0.17$0.8381%0.20$743.83
$741.00$740.00Nov 4$0.11$0.11$0.8987%0.12$740.89
$745.00$744.00Nov 4$0.19$0.19$0.8178%0.23$744.81

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $3.53, cheapest $3.45)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$753.00Nov 3Nov 4$3.5425.3%27.1%
$754.00Nov 3Nov 4$3.6125.4%27.5%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$753.00Nov 3Nov 4$3.4525.3%27.1%
$754.00Nov 3Nov 4$3.5325.4%27.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,079 found (cheapest 0.21% of stock, avg 4.10%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$754.00Nov 3$0.77$0.83$1.60$752.40$755.600.21%
$753.00Nov 3$1.38$0.45$1.83$751.17$754.830.24%
$755.00Nov 3$0.37$1.42$1.79$753.21$756.790.24%
$752.00Nov 3$2.17$0.24$2.41$749.59$754.410.32%
$756.00Nov 3$0.16$2.22$2.38$753.62$758.380.32%
$751.00Nov 3$3.06$0.14$3.20$747.80$754.200.42%
$757.00Nov 3$0.07$3.13$3.20$753.80$760.200.42%
$750.00Nov 3$4.02$0.08$4.10$745.90$754.100.54%
$758.00Nov 3$0.03$4.09$4.12$753.88$762.120.55%
$749.00Nov 3$4.99$0.06$5.05$743.95$754.050.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 416 found (cheapest 0.02% of stock, avg 2.30%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$757.00$750.00Nov 3$0.07$0.08$0.15$749.85$757.15
$757.00$751.00Nov 3$0.07$0.14$0.21$750.79$757.21
$756.00$750.00Nov 3$0.16$0.08$0.24$749.76$756.24
$756.00$751.00Nov 3$0.16$0.14$0.30$750.70$756.30
$757.00$752.00Nov 3$0.07$0.24$0.31$751.69$757.31
$756.00$752.00Nov 3$0.16$0.24$0.40$751.60$756.40
$755.00$750.00Nov 3$0.37$0.08$0.45$749.55$755.45
$755.00$751.00Nov 3$0.37$0.14$0.51$750.49$755.51
$755.00$752.00Nov 3$0.37$0.24$0.61$751.39$755.61
$757.00$753.00Nov 3$0.07$0.45$0.52$752.48$757.52

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 284 found (best R:R 1.22, avg credit $0.69)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
725/726763/764Nov 13$0.55$0.4549%1.22$725.45$763.55
725/726762/763Nov 11$0.52$0.4852%1.08$725.48$762.52
725/726763/764Nov 11$0.50$0.5054%1.00$725.50$763.50
723/724763/764Nov 13$0.53$0.4750%1.13$723.47$763.53
726/727763/764Nov 13$0.55$0.4548%1.22$726.45$763.55
731/732762/763Nov 10$0.54$0.4649%1.17$731.46$762.54
727/728762/763Nov 11$0.53$0.4750%1.13$727.47$762.53
727/728763/764Nov 11$0.51$0.4952%1.04$727.49$763.51
724/725763/764Nov 12$0.51$0.4952%1.04$724.49$763.51
729/730762/763Nov 10$0.52$0.4851%1.08$729.48$762.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 262 found (best R:R 18.23, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$745.00$750.00$755.00Nov 17$0.26$4.7414%18.23
$605.00$610.00$615.00Dec 18$0.06$4.946%82.33
$725.00$730.00$735.00Dec 4$0.08$4.927%61.50
$720.00$725.00$730.00Nov 27$0.07$4.936%70.43
$710.00$715.00$720.00Nov 27$0.07$4.935%70.43
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$745.00$750.00$755.00Nov 17$0.32$4.6814%14.62
$735.00$740.00$745.00Nov 17$0.24$4.7611%19.83
$740.00$745.00$750.00Nov 17$0.29$4.7113%16.24
$725.00$730.00$735.00Dec 11$0.12$4.886%40.67
$725.00$730.00$735.00Nov 27$0.14$4.867%34.71

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 $-1.13, 970 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$705.00$730.001:2Nov 11-$3.63$21.37
$675.00$705.001:2Nov 11-$20.50$9.50
$670.00$700.001:2Nov 10-$24.92$5.08
$680.00$710.001:2Dec 11-$24.18$5.82
$753.00$754.001:2Nov 3-$0.16$0.84
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$875.00$815.001:2Nov 3-$1.13$58.87
$850.00$815.001:2Nov 20-$26.54$8.46
$755.00$754.001:2Nov 3-$0.24$0.76
$754.00$753.001:2Nov 3-$0.07$0.93
$756.00$755.001:2Nov 3-$0.62$0.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 537 found (best yield 2.56%, avg 0.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$754.00Dec 18$19.270.500.0%2.56%2.57%105236
$755.00Dec 18$18.640.490.1%2.47%2.61%59911.0K
$756.00Dec 18$18.020.480.3%2.39%2.66%93263
$757.00Dec 18$17.400.480.4%2.31%2.72%155431
$758.00Dec 18$16.800.470.5%2.23%2.77%167444
$759.00Dec 18$16.210.460.7%2.15%2.82%33520
$760.00Dec 18$15.630.450.8%2.07%2.88%94617.9K
$761.00Dec 18$15.050.450.9%2.00%2.93%296672
$754.00Dec 11$18.070.510.0%2.40%2.41%8829
$762.00Dec 18$14.490.441.1%1.92%2.99%1215.2K

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 4,225,719
Total Puts 4,549,117
Put/Call Ratio 1.08
Net Difference -323,398

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 33,967,034
Total Puts 39,992,457
Average Put/Call Ratio 1.17
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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