Tour v535
SPY
State Street SPDR S&P 500 ETF Trust
$767.35 +1.72%
◀ 11/4 15:13 ▶

Option Volume

Detail
ℹ
Current (11/04) 11,569,158
Calls: 5,154,340 (45%)
Puts: 6,414,818 (55%)
Prior (11/03) 9,955,066
Calls: 4,693,912 (47%)
Puts: 5,261,154 (53%)
Current vs Prior +16.21%
Calls: +9.81% (Calls)
Puts: +21.93% (Puts)
Prior 7-Day Total 64,487,978
Calls: 29,278,955 (45%)
Puts: 35,209,023 (55%)
Prior 7-Day Average 10,747,996
Calls: 4,182,707 (45%)
Puts: 5,029,860 (55%)
Current vs Prior 7-Day Avg +7.64%
Calls: +23.23%
Puts: +27.53%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04) $1.24B
Calls: $678.48M (55%)
Puts: $556.90M (45%)
Prior (11/03) $1.09B
Calls: $454.48M (42%)
Puts: $636.30M (58%)
Current vs Prior +13.26%
Calls: +49.29%
Puts: -12.48%
Prior 7-Day Total $9.60B
Calls: $3.39B (35%)
Puts: $6.21B (65%)
Prior 7-Day Average $1.60B
Calls: $484.11M (35%)
Puts: $886.91M (65%)
Current vs Prior 7-Day Avg -22.77%
Calls: +40.15%
Puts: -37.21%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04) 1.24
Prior (11/03) 1.12
Current vs Prior +11.04%
Prior 7-Day Average 1.19
Current vs Prior 7-Day Avg +4.52%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/04) 10,146,645
Calls: 2,826,040 (28%)
Puts: 7,320,605 (72%)
Prior (11/03) 9,200,916
Calls: 2,486,182 (27%)
Puts: 6,714,734 (73%)
Current vs Prior +10.28%
Prior 7-Day Total 46,539,678
Calls: 12,016,383 (26%)
Puts: 34,523,295 (74%)
Prior 7-Day Average 7,756,613
Calls: 2,002,730 (26%)
Puts: 5,753,882 (74%)
Current vs Prior 7-Day Avg +30.81%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/04) | Next (11/05)Expiry (11/04) | Next (11/06)Expiry (11/06) | Next (11/13)Expiry (11/16) | Next (12/18)
Current 0.23% | 0.65%0.23% | 0.95%0.95% | 1.75%1.89% | 4.01%
Prior 1.22% | 1.50%1.22% | 1.76%1.76% | 2.59%2.73% | 4.77%
Current vs Prior -81.55% | -56.34%-81.55% | -45.73%-45.73% | -32.42%-31.05% | -15.91%
Prior 7-Day Avg 0.91% | 1.20%0.59% | 1.23%1.16% | 2.13%2.95% | 4.62%
Current vs 7-Day Avg -75.21% | -45.67%-61.98% | -22.42%-17.55% | -17.69%-36.18% | -13.15%
Prior 7-Day Eod 1.22% | 1.50%1.22% | 1.76%1.76% | 2.59%2.73% | 4.77%
Current vs 7-Day Eod -81.55% | -56.34%-81.55% | -45.73%-45.73% | -32.42%-31.05% | -15.91%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.17% | 0.60%
Calls: 1.30% | 0.80%
Puts: 1.04% | 0.40%
Prior 0.65% | 0.54%
Calls: 0.65% | 0.54%
Puts: 0.65% | 0.53%
Current vs Prior +80.00% | +11.11%
Prior 7-Day Avg 0.99% | 1.70%
Calls: 1.07% | 1.74%
Puts: 0.90% | 1.66%
Current vs 7-Day Avg +18.58% | -64.67%
Liquidity Excellent
+
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🤖 AI Insights

Bearish P/C ratio of 1.24 indicates protective positioning. Put-heavy open interest (7,320,605 puts vs 2,826,040 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 2,707 of results (avg 2.1%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Nov 2069.4669.55$69.510.1%2120.966.4K
$685.00Nov 482.2682.42$82.340.2%41.0014
$680.00Nov 487.2687.43$87.350.2%11.0012
$695.00Nov 472.2672.42$72.340.2%41.0017
$700.00Nov 467.2667.42$67.340.2%111.0034
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Nov 45.675.68$5.680.2%7.8K0.98255
$753.00Nov 204.164.17$4.170.2%8920.272.3K
$773.00Dec 1815.9816.02$16.000.2%320.551.7K
$771.00Nov 43.683.69$3.690.3%19.1K0.97455
$768.00Nov 63.503.51$3.510.3%13.6K0.522.0K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 788 found (avg $0.39, cheapest $0.11)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Nov 40.100.11$0.119.1%522.5K0.143.9K
$768.00Nov 40.290.30$0.303.3%595.9K0.333.5K
$767.00Nov 40.760.77$0.771.3%371.8K0.615.5K
$776.00Nov 50.070.08$0.0812.5%20.9K0.04933
$775.00Nov 50.120.13$0.137.7%28.6K0.067.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Nov 40.180.19$0.195.3%400.9K0.20441
$765.00Nov 40.090.10$0.1010.0%424.6K0.101.7K
$764.00Nov 40.060.07$0.0714.3%371.4K0.071.1K
$767.00Nov 40.420.43$0.432.3%526.2K0.3913.4K
$768.00Nov 40.950.96$0.961.0%463.2K0.671.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,225 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$655.00Nov 4112.24112.51$112.380.2%--1.0013
$660.00Nov 4107.23107.50$107.370.3%41.0010
$665.00Nov 4102.23102.50$102.370.3%--1.0013
$670.00Nov 497.2497.51$97.380.3%--1.0012
$680.00Nov 487.2687.43$87.350.2%11.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$778.00Nov 59.5211.91$10.7222.3%991.00--
$779.00Nov 510.5212.91$11.7220.4%611.00--
$780.00Nov 511.5213.91$12.7218.8%3081.00--
$782.00Nov 513.5215.94$14.7316.4%11.00--
$785.00Nov 516.5218.94$17.7313.6%101.00--

Most actively traded options today. High liquidity = easy entry/exit. 3,077 active (total vol 11.4M, top 595.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Nov 40.290.30$0.303.3%595.9K0.333.5K
$770.00Nov 40.040.05$0.0520.0%577.7K0.0613.4K
$769.00Nov 40.100.11$0.119.1%522.5K0.143.9K
$767.00Nov 40.760.77$0.771.3%371.8K0.615.5K
$773.00Nov 40.010.02$0.0250.0%305.0K0.028.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$767.00Nov 40.420.43$0.432.3%526.2K0.3913.4K
$768.00Nov 40.950.96$0.961.0%463.2K0.671.3K
$765.00Nov 40.090.10$0.1010.0%424.6K0.101.7K
$766.00Nov 40.180.19$0.195.3%400.9K0.20441
$764.00Nov 40.060.07$0.0714.3%371.4K0.071.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 44.5%, max 57.6%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Nov 4Dec 1820.0%12.7%57.6%216.1K7.5K
$767.00Nov 4Dec 1817.5%12.6%39.5%372.2K9.2K
$768.00Nov 4Dec 1816.9%12.4%36.3%596.2K8.1K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Nov 4Dec 1820.0%12.7%57.6%401.1K2.3K
$767.00Nov 4Dec 1817.5%12.6%39.5%526.7K15.5K
$768.00Nov 4Dec 1816.9%12.4%36.3%463.8K2.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 984 found (best R:R 4.56, avg 4.18)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$748.00$749.00Nov 5$0.18$0.82$0.1899%4.56$748.18
$724.00$725.00Nov 6$0.32$0.68$0.3299%2.12$724.32
$736.00$737.00Dec 11$0.15$0.85$0.1579%5.67$736.15
$721.00$722.00Nov 30$0.33$0.67$0.3390%2.03$721.33
$736.00$737.00Nov 20$0.30$0.70$0.3087%2.33$736.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$789.00$788.00Nov 20$0.16$0.84$0.1686%5.25$788.84
$785.00$784.00Nov 6$0.53$0.47$0.53100%0.89$784.47
$770.00$765.00Nov 18$1.97$3.03$1.9754%1.54$768.03
$777.00$776.00Nov 6$0.45$0.55$0.4591%1.22$776.55
$775.00$770.00Nov 18$2.53$2.47$2.5364%0.98$772.47

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 738 found (best R:R 0.99, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 18$2.49$2.49$2.5154%0.99$772.49
$775.00$780.00Nov 18$1.85$1.85$3.1564%0.59$776.85
$780.00$785.00Nov 18$1.24$1.24$3.7674%0.33$781.24
$785.00$790.00Nov 18$0.75$0.75$4.2583%0.18$785.75
$768.00$769.00Dec 18$0.63$0.63$0.3751%1.70$768.63
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$767.00$766.00Nov 4$0.24$0.24$0.7661%0.32$766.76
$761.00$760.00Nov 5$0.12$0.12$0.8884%0.14$760.88
$763.00$762.00Nov 5$0.18$0.18$0.8276%0.22$762.82
$762.00$761.00Nov 5$0.14$0.14$0.8681%0.16$761.86
$764.00$763.00Nov 5$0.22$0.22$0.7872%0.28$763.78

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $1.64, cheapest $1.62)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$767.00Nov 4Nov 5$1.7317.5%13.6%
$768.00Nov 4Nov 5$1.6516.9%13.8%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$767.00Nov 4Nov 5$1.6217.5%13.6%
$768.00Nov 4Nov 5$1.5516.9%13.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,128 found (cheapest 0.16% of stock, avg 3.89%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$767.00Nov 4$0.77$0.43$1.20$765.80$768.200.16%
$768.00Nov 4$0.30$0.96$1.26$766.74$769.260.16%
$766.00Nov 4$1.53$0.19$1.72$764.28$767.720.22%
$769.00Nov 4$0.11$1.77$1.88$767.12$770.880.24%
$765.00Nov 4$2.43$0.10$2.53$762.47$767.530.33%
$770.00Nov 4$0.05$2.71$2.76$767.24$772.760.36%
$764.00Nov 4$3.39$0.07$3.46$760.54$767.460.45%
$771.00Nov 4$0.03$3.69$3.72$767.28$774.720.48%
$763.00Nov 4$4.38$0.05$4.43$758.57$767.430.58%
$768.00Nov 5$1.95$2.51$4.46$763.54$772.460.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 412 found (cheapest 0.02% of stock, avg 1.64%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$770.00$764.00Nov 4$0.05$0.07$0.12$763.88$770.12
$770.00$765.00Nov 4$0.05$0.10$0.15$764.85$770.15
$769.00$764.00Nov 4$0.11$0.07$0.18$763.82$769.18
$769.00$765.00Nov 4$0.11$0.10$0.21$764.79$769.21
$770.00$766.00Nov 4$0.05$0.19$0.24$765.76$770.24
$769.00$766.00Nov 4$0.11$0.19$0.30$765.70$769.30
$768.00$765.00Nov 4$0.30$0.10$0.40$764.60$768.40
$768.00$764.00Nov 4$0.30$0.07$0.37$763.63$768.37
$768.00$766.00Nov 4$0.30$0.19$0.49$765.51$768.49
$770.00$767.00Nov 4$0.05$0.43$0.48$766.52$770.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 404 found (best R:R 0.89, avg credit $0.51)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
749/750774/775Nov 11$0.47$0.5354%0.89$749.53$774.47
746/747775/776Nov 13$0.48$0.5253%0.92$746.52$775.48
750/751774/775Nov 11$0.48$0.5253%0.92$750.52$774.48
746/747774/775Nov 13$0.50$0.5051%1.00$746.50$774.50
746/747775/776Nov 17$0.53$0.4748%1.13$746.47$775.53
745/746775/776Nov 17$0.52$0.4848%1.08$745.48$775.52
748/749775/776Nov 13$0.49$0.5151%0.96$748.51$775.49
749/750773/774Nov 11$0.49$0.5151%0.96$749.51$773.49
753/754774/775Nov 11$0.51$0.4949%1.04$753.49$774.51
749/750775/776Nov 13$0.50$0.5050%1.00$749.50$775.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 260 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$650.00$680.00$710.00Dec 11$0.48$29.528%61.50
$750.00$755.00$760.00Nov 18$0.25$4.7513%19.00
$760.00$765.00$770.00Nov 18$0.42$4.5819%10.90
$755.00$760.00$765.00Nov 18$0.37$4.6316%12.51
$725.00$730.00$735.00Dec 4$0.06$4.944%82.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$810.00$820.00$830.00Dec 18$0.05$9.957%199.00
$745.00$750.00$755.00Nov 18$0.20$4.8010%24.00
$755.00$760.00$765.00Nov 18$0.37$4.6316%12.51
$750.00$755.00$760.00Nov 18$0.28$4.7213%16.86
$740.00$745.00$750.00Nov 18$0.15$4.858%32.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,141 found (best net $-8.68, 1,137 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$780.00$785.001:2Nov 18-$0.31$4.69
$785.00$790.001:2Nov 18-$0.05$4.95
$775.00$780.001:2Nov 18-$0.94$4.06
$790.00$795.001:2Nov 18$0.00$5.00
$765.00$766.001:2Nov 4-$0.63$0.37
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$800.00$788.001:2Nov 9-$8.68$3.32
$769.00$768.001:2Nov 4-$0.15$0.85
$770.00$769.001:2Nov 4-$0.83$0.17
$640.00$620.001:2Nov 12-$0.04$19.96
$675.00$660.001:2Nov 16-$0.12$14.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 423 found (best yield 2.11%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$768.00Dec 18$16.190.490.1%2.11%2.19%3254.6K
$769.00Dec 18$15.560.480.2%2.03%2.24%1441.0K
$770.00Dec 18$14.960.470.3%1.95%2.29%2.3K34.1K
$771.00Dec 18$14.360.470.5%1.87%2.35%902.3K
$772.00Dec 18$13.780.460.6%1.80%2.40%6141.7K
$773.00Dec 18$13.200.450.7%1.72%2.46%3484.2K
$774.00Dec 18$12.640.440.9%1.65%2.51%1582.6K
$775.00Dec 18$12.100.431.0%1.58%2.57%1.1K18.3K
$768.00Dec 11$14.920.500.1%1.94%2.03%6740
$776.00Dec 18$11.560.421.1%1.51%2.63%2131.9K

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 5,154,340
Total Puts 6,414,818
Put/Call Ratio 1.24
Net Difference -1,260,478

Prior's Put/Call Breakdown

Total Calls 4,693,912
Total Puts 5,261,154
Put/Call Ratio 1.12
Net Difference -567,242

Prior 7-Day Put/Call Summary

Total Calls 29,278,955
Total Puts 35,209,023
Average Put/Call Ratio 1.19
Ratio Trend Rising

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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