Tour v535
SPY
State Street SPDR S&P 500 ETF Trust
$767.53 +1.75%
◀ 11/4 15:17 ▶

Option Volume

Detail
ℹ
Current (11/04) 11,627,619
Calls: 5,178,805 (45%)
Puts: 6,448,814 (55%)
Prior (11/03) 9,955,066
Calls: 4,693,912 (47%)
Puts: 5,261,154 (53%)
Current vs Prior +16.80%
Calls: +10.33% (Calls)
Puts: +22.57% (Puts)
Prior 7-Day Total 76,057,136
Calls: 34,433,295 (45%)
Puts: 41,623,841 (55%)
Prior 7-Day Average 10,865,305
Calls: 4,919,042 (45%)
Puts: 5,946,263 (55%)
Current vs Prior 7-Day Avg +7.02%
Calls: +5.28%
Puts: +8.45%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04) $1.24B
Calls: $707.21M (57%)
Puts: $532.03M (43%)
Prior (11/03) $1.09B
Calls: $454.48M (42%)
Puts: $636.30M (58%)
Current vs Prior +13.61%
Calls: +55.61%
Puts: -16.39%
Prior 7-Day Total $10.83B
Calls: $4.07B (38%)
Puts: $6.77B (62%)
Prior 7-Day Average $1.55B
Calls: $581.04M (38%)
Puts: $966.47M (62%)
Current vs Prior 7-Day Avg -19.92%
Calls: +21.71%
Puts: -44.95%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04) 1.25
Prior (11/03) 1.12
Current vs Prior +11.10%
Prior 7-Day Average 1.20
Current vs Prior 7-Day Avg +3.91%
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 56,686,323
Calls: 14,842,423 (26%)
Puts: 41,843,900 (74%)
Prior 7-Day Average 8,098,046
Calls: 2,120,346 (26%)
Puts: 5,977,700 (74%)
Current vs Prior 7-Day Avg +25.30%
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 0.22% | 0.65%0.22% | 0.95%0.95% | 1.75%1.88% | 4.01%
Prior 1.22% | 1.50%1.22% | 1.76%1.76% | 2.59%2.73% | 4.77%
Current vs Prior -81.77% | -56.43%-81.77% | -45.82%-45.82% | -32.48%-31.11% | -15.93%
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 -75.51% | -45.79%-62.43% | -22.54%-17.68% | -17.77%-36.24% | -13.17%
Prior 7-Day Eod 0.23% | 0.65%1.22% | 1.76%1.76% | 2.59%2.73% | 4.77%
Current vs 7-Day Eod -1.18% | -0.22%-81.77% | -45.82%-45.82% | -32.48%-31.11% | -15.93%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.17% | 0.40%
Calls: 1.12% | 0.38%
Puts: 1.22% | 0.42%
Prior 0.65% | 0.54%
Calls: 0.65% | 0.54%
Puts: 0.65% | 0.53%
Current vs Prior +80.00% | -25.93%
Prior 7-Day Avg 1.01% | 1.54%
Calls: 1.07% | 1.74%
Puts: 0.90% | 1.66%
Current vs 7-Day Avg +15.51% | -74.05%
Liquidity Excellent
+
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🤖 AI Insights

Bearish P/C ratio of 1.25 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 2,701 of results (avg 2.2%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Nov 2069.6669.75$69.710.1%2120.966.4K
$685.00Nov 482.5182.69$82.600.2%41.0014
$680.00Nov 487.5087.71$87.600.2%11.0012
$768.00Nov 94.164.17$4.170.2%3.0K0.49254
$695.00Nov 472.5172.69$72.600.2%41.0017
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 303.443.45$3.450.3%2.8K0.196.1K
$740.00Dec 186.616.63$6.620.3%8.0K0.2538.4K
$774.00Dec 1816.3216.37$16.350.3%680.562.4K
$774.00Nov 46.476.49$6.480.3%5.8K0.994
$773.00Dec 1815.8615.91$15.890.3%330.551.7K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 788 found (avg $0.39, cheapest $0.13)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Nov 40.120.13$0.137.7%526.7K0.173.9K
$768.00Nov 40.350.36$0.362.8%601.7K0.393.5K
$767.00Nov 40.880.89$0.891.1%376.0K0.665.5K
$776.00Nov 50.080.09$0.0911.1%20.9K0.04933
$775.00Nov 50.130.14$0.147.1%28.9K0.067.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 40.070.08$0.0812.5%426.6K0.091.7K
$766.00Nov 40.150.16$0.166.3%403.8K0.17441
$767.00Nov 40.340.35$0.352.9%533.7K0.3413.4K
$764.00Nov 40.050.06$0.0616.7%372.2K0.061.1K
$768.00Nov 40.810.82$0.821.2%468.1K0.611.3K

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 4112.36112.67$112.520.3%--1.0013
$660.00Nov 4107.09107.69$107.390.6%41.0010
$665.00Nov 4102.41102.96$102.690.5%--1.0013
$670.00Nov 497.4198.00$97.710.6%--1.0012
$680.00Nov 487.5087.71$87.600.2%11.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$778.00Nov 59.1811.63$10.4123.5%1001.00--
$779.00Nov 510.1912.63$11.4121.4%611.00--
$780.00Nov 511.1713.62$12.4019.8%3081.00--
$782.00Nov 513.1915.64$14.4217.0%11.00--
$785.00Nov 516.1918.64$17.4214.1%101.00--

Most actively traded options today. High liquidity = easy entry/exit. 3,076 active (total vol 11.4M, top 601.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Nov 40.350.36$0.362.8%601.7K0.393.5K
$770.00Nov 40.040.05$0.0520.0%578.8K0.0713.4K
$769.00Nov 40.120.13$0.137.7%526.7K0.173.9K
$767.00Nov 40.880.89$0.891.1%376.0K0.665.5K
$773.00Nov 40.010.02$0.0250.0%305.1K0.028.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$767.00Nov 40.340.35$0.352.9%533.7K0.3413.4K
$768.00Nov 40.810.82$0.821.2%468.1K0.611.3K
$765.00Nov 40.070.08$0.0812.5%426.6K0.091.7K
$766.00Nov 40.150.16$0.166.3%403.8K0.17441
$764.00Nov 40.050.06$0.0616.7%372.2K0.061.1K

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 48.3%, max 60.9%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Nov 4Dec 1820.4%12.7%60.8%218.2K7.5K
$769.00Nov 4Dec 1818.3%12.3%49.3%526.9K4.9K
$767.00Nov 4Dec 1818.2%12.6%44.7%376.4K9.2K
$768.00Nov 4Dec 1817.3%12.4%39.0%602.0K8.1K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Nov 4Dec 1820.4%12.7%60.9%404.1K2.3K
$769.00Nov 4Dec 1818.3%12.3%49.3%151.1K2.5K
$767.00Nov 4Dec 1818.0%12.6%43.3%534.2K15.5K
$768.00Nov 4Dec 1817.3%12.4%39.0%468.7K2.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 968 found (best R:R 3.17, avg 4.16)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$748.00$749.00Nov 5$0.24$0.76$0.2499%3.17$748.24
$736.00$737.00Nov 20$0.28$0.72$0.2887%2.57$736.28
$725.00$726.00Nov 30$0.30$0.70$0.3088%2.33$725.30
$733.00$734.00Nov 20$0.30$0.70$0.3088%2.33$733.30
$732.00$733.00Nov 30$0.28$0.72$0.2886%2.57$732.28
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$802.00$801.00Dec 18$0.26$0.74$0.2684%2.85$801.74
$770.00$765.00Nov 18$1.96$3.04$1.9654%1.55$768.04
$765.00$760.00Nov 18$1.48$3.52$1.4844%2.38$763.52
$775.00$770.00Nov 18$2.55$2.45$2.5564%0.96$772.45
$780.00$775.00Nov 18$3.16$1.84$3.1674%0.58$776.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 734 found (best R:R 1.01, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 18$2.51$2.51$2.4954%1.01$772.51
$775.00$780.00Nov 18$1.87$1.87$3.1364%0.60$776.87
$780.00$785.00Nov 18$1.27$1.27$3.7374%0.34$781.27
$785.00$790.00Nov 18$0.76$0.76$4.2483%0.18$785.76
$768.00$769.00Dec 18$0.63$0.63$0.3750%1.70$768.63
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$767.00$766.00Nov 4$0.19$0.19$0.8166%0.23$766.81
$761.00$760.00Nov 5$0.11$0.11$0.8985%0.12$760.89
$762.00$761.00Nov 5$0.14$0.14$0.8682%0.16$761.86
$763.00$762.00Nov 5$0.17$0.17$0.8378%0.20$762.83
$758.00$757.00Nov 6$0.12$0.12$0.8884%0.14$757.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $1.65, cheapest $1.71)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$767.00Nov 4Nov 5$1.7118.2%13.6%
$768.00Nov 4Nov 5$1.6817.3%13.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$767.00Nov 4Nov 5$1.6118.0%13.6%
$768.00Nov 4Nov 5$1.5817.3%13.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,127 found (cheapest 0.15% of stock, avg 3.89%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$768.00Nov 4$0.36$0.82$1.18$766.82$769.180.15%
$767.00Nov 4$0.89$0.35$1.24$765.76$768.240.16%
$769.00Nov 4$0.13$1.59$1.72$767.28$770.720.22%
$766.00Nov 4$1.69$0.16$1.85$764.15$767.850.24%
$770.00Nov 4$0.05$2.52$2.57$767.43$772.570.33%
$765.00Nov 4$2.61$0.08$2.69$762.31$767.690.35%
$771.00Nov 4$0.03$3.49$3.52$767.48$774.520.46%
$764.00Nov 4$3.59$0.06$3.65$760.35$767.650.48%
$768.00Nov 5$2.04$2.40$4.44$763.56$772.440.58%
$769.00Nov 5$1.55$2.90$4.45$764.55$773.450.58%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 412 found (cheapest 0.01% of stock, avg 1.64%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$770.00$764.00Nov 4$0.05$0.06$0.11$763.89$770.11
$770.00$765.00Nov 4$0.05$0.08$0.13$764.87$770.13
$769.00$764.00Nov 4$0.13$0.06$0.19$763.81$769.19
$769.00$765.00Nov 4$0.13$0.08$0.21$764.79$769.21
$770.00$766.00Nov 4$0.05$0.16$0.21$765.79$770.21
$769.00$766.00Nov 4$0.13$0.16$0.29$765.71$769.29
$770.00$767.00Nov 4$0.05$0.35$0.40$766.60$770.40
$769.00$767.00Nov 4$0.13$0.35$0.48$766.52$769.48
$768.00$764.00Nov 4$0.36$0.06$0.42$763.58$768.42
$768.00$765.00Nov 4$0.36$0.08$0.44$764.56$768.44

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 398 found (best R:R 1.04, avg credit $0.52)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
746/747774/775Nov 13$0.51$0.4950%1.04$746.49$774.51
746/747775/776Nov 13$0.48$0.5253%0.92$746.52$775.48
745/746775/776Nov 16$0.50$0.5051%1.00$745.50$775.50
747/748777/778Nov 17$0.50$0.5051%1.00$747.50$777.50
751/752773/774Nov 11$0.52$0.4849%1.08$751.48$773.52
751/752775/776Nov 11$0.46$0.5455%0.85$751.54$775.46
748/749775/776Nov 12$0.46$0.5455%0.85$748.54$775.46
746/747776/777Nov 13$0.45$0.5556%0.82$746.55$776.45
745/746777/778Nov 17$0.48$0.5253%0.92$745.52$777.48
742/743777/778Nov 20$0.52$0.4849%1.08$742.48$777.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 252 found (best R:R 62.83, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$650.00$680.00$710.00Dec 11$0.47$29.537%62.83
$760.00$765.00$770.00Nov 18$0.40$4.6019%11.50
$750.00$755.00$760.00Nov 18$0.26$4.7413%18.23
$755.00$760.00$765.00Nov 18$0.38$4.6216%12.16
$725.00$730.00$735.00Dec 4$0.07$4.934%70.43
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$790.00$800.00$810.00Nov 13$0.08$9.925%124.00
$755.00$760.00$765.00Nov 18$0.35$4.6516%13.29
$750.00$755.00$760.00Nov 18$0.27$4.7313%17.52
$740.00$745.00$750.00Nov 18$0.14$4.868%34.71
$795.00$800.00$805.00Nov 20$0.14$4.868%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. 1,147 found (best net $-8.09, 1,142 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$766.00$767.001:2Nov 4-$0.09$0.91
$780.00$785.001:2Nov 18-$0.30$4.70
$785.00$790.001:2Nov 18-$0.05$4.95
$775.00$780.001:2Nov 18-$0.97$4.03
$795.00$800.001:2Nov 18-$0.02$4.98
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$800.00$788.001:2Nov 9-$8.09$3.91
$770.00$769.001:2Nov 4-$0.66$0.34
$766.00$765.001:2Nov 4$0.00$1.00
$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. 428 found (best yield 2.12%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$768.00Dec 18$16.280.500.1%2.12%2.18%3254.6K
$769.00Dec 18$15.660.480.2%2.04%2.23%1541.0K
$770.00Dec 18$15.050.470.3%1.96%2.28%2.3K34.1K
$771.00Dec 18$14.450.470.5%1.88%2.33%902.3K
$772.00Dec 18$13.860.460.6%1.81%2.39%6151.7K
$773.00Dec 18$13.290.450.7%1.73%2.44%3484.2K
$774.00Dec 18$12.730.440.8%1.66%2.50%1582.6K
$775.00Dec 18$12.180.431.0%1.59%2.56%1.1K18.3K
$768.00Dec 11$15.020.510.1%1.96%2.02%7040
$776.00Dec 18$11.650.421.1%1.52%2.62%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 5,178,805
Total Puts 6,448,814
Put/Call Ratio 1.25
Net Difference -1,270,009

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 34,433,295
Total Puts 41,623,841
Average Put/Call Ratio 1.20
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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