Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$766.81 +1.65%
$767.70 (+0.12%)🌙
as of 11/04 06:15 PM
◀ 11/4 18:15 ▶

Option Volume

Detail
ℹ
Current (11/04) 12,927,230
Calls: 5,694,571 (44%)
Puts: 7,232,659 (56%)
Prior (11/03) 9,955,066
Calls: 4,693,912 (47%)
Puts: 5,261,154 (53%)
Current vs Prior +29.86%
Calls: +21.32% (Calls)
Puts: +37.47% (Puts)
Prior 7-Day Total 65,231,554
Calls: 29,274,721 (45%)
Puts: 35,956,833 (55%)
Prior 7-Day Average 10,871,925
Calls: 4,182,103 (45%)
Puts: 5,136,690 (55%)
Current vs Prior 7-Day Avg +18.90%
Calls: +36.17%
Puts: +40.80%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04) $1.30B
Calls: $775.36M (60%)
Puts: $522.57M (40%)
Prior (11/03) $1.09B
Calls: $454.48M (42%)
Puts: $636.30M (58%)
Current vs Prior +18.99%
Calls: +70.60%
Puts: -17.87%
Prior 7-Day Total $9.78B
Calls: $3.36B (34%)
Puts: $6.41B (66%)
Prior 7-Day Average $1.63B
Calls: $480.39M (34%)
Puts: $916.07M (66%)
Current vs Prior 7-Day Avg -20.33%
Calls: +61.40%
Puts: -42.96%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04) 1.27
Prior (11/03) 1.12
Current vs Prior +13.32%
Prior 7-Day Average 1.21
Current vs Prior 7-Day Avg +4.55%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/04) 9,415,886
Calls: 2,594,716 (28%)
Puts: 6,821,170 (72%)
Prior (11/03) 9,200,916
Calls: 2,486,182 (27%)
Puts: 6,714,734 (73%)
Current vs Prior +2.34%
Prior 7-Day Total 48,757,373
Calls: 12,859,398 (26%)
Puts: 35,897,975 (74%)
Prior 7-Day Average 8,126,228
Calls: 2,143,233 (26%)
Puts: 5,982,995 (74%)
Current vs Prior 7-Day Avg +15.87%
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 0.25% | 0.67%0.25% | 0.98%0.98% | 1.78%1.92% | 4.02%
Prior 1.22% | 1.50%1.22% | 1.76%1.76% | 2.59%2.73% | 4.77%
Current vs Prior -45.26% | -34.24%-79.94% | -44.06%-44.06% | -31.21%-29.95% | -15.66%
Prior 7-Day Avg 0.94% | 1.23%0.56% | 1.23%1.14% | 2.15%2.94% | 4.63%
Current vs 7-Day Avg -28.81% | -20.36%-56.21% | -19.91%-13.81% | -17.20%-34.88% | -13.15%
Prior 7-Day Eod 0.22% | 0.65%1.22% | 1.76%1.76% | 2.59%2.73% | 4.77%
Current vs 7-Day Eod +200.28% | +50.94%-79.94% | -44.06%-44.06% | -31.21%-29.95% | -15.66%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.74% | 1.45%
Calls: 1.79% | 1.49%
Puts: 1.69% | 1.41%
Prior 0.65% | 0.54%
Calls: 0.65% | 0.54%
Puts: 0.65% | 0.53%
Current vs Prior +167.69% | +168.52%
Prior 7-Day Avg 0.96% | 1.43%
Calls: 0.97% | 1.44%
Puts: 0.85% | 1.82%
Current vs 7-Day Avg +81.88% | +1.52%
Liquidity Good
+
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🤖 AI Insights

Bearish P/C ratio of 1.27 indicates protective positioning. Put-heavy open interest (6,821,170 puts vs 2,594,716 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 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 2,278 of results (avg 3.5%, best 0.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Nov 2069.8670.04$69.950.3%2200.966.4K
$685.00Nov 482.7483.03$82.890.3%41.00--
$660.00Nov 4107.66108.05$107.850.4%41.00--
$695.00Nov 472.7673.03$72.900.4%41.0017
$700.00Nov 467.7668.03$67.900.4%121.0034
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Dec 1112.7612.81$12.790.4%2200.52304
$690.00Dec 182.262.27$2.260.4%9350.0822.8K
$770.00Dec 1814.3714.44$14.410.5%1.5K0.5316.3K
$767.00Dec 410.1710.22$10.200.5%3320.48270
$768.00Dec 1111.9712.03$12.000.5%500.4939

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 752 found (avg $0.39, cheapest $0.16)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Nov 40.150.16$0.166.3%681.2K0.393.5K
$767.00Nov 40.850.89$0.874.6%422.6K0.915.5K
$777.00Nov 50.050.06$0.0616.7%19.2K0.03310
$776.00Nov 50.080.09$0.0911.1%25.9K0.04933
$775.00Nov 50.130.14$0.147.1%46.3K0.077.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Nov 40.310.32$0.323.1%541.6K0.711.3K
$756.00Nov 50.130.14$0.147.1%19.0K0.05668
$758.00Nov 50.210.23$0.229.1%16.8K0.0784
$753.00Nov 50.070.08$0.0812.5%21.5K0.03748
$755.00Nov 50.110.12$0.128.3%23.7K0.042.9K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,086 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$660.00Nov 4107.66108.05$107.850.4%41.00--
$680.00Nov 487.6488.05$87.850.5%11.00--
$685.00Nov 482.7483.03$82.890.3%41.00--
$615.00Nov 6151.15154.72$152.942.3%21.005
$620.00Nov 6146.15149.73$147.942.4%21.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Nov 41.171.21$1.193.4%171.7K1.00548
$770.00Nov 42.152.19$2.171.8%65.7K1.001.5K
$771.00Nov 43.153.19$3.171.3%20.5K1.00455
$772.00Nov 44.154.19$4.171.0%14.1K1.00201
$773.00Nov 45.075.24$5.163.3%8.3K1.00255

Most actively traded options today. High liquidity = easy entry/exit. 3,134 active (total vol 12.7M, top 681.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Nov 40.150.16$0.166.3%681.2K0.393.5K
$770.00Nov 40.000.01$0.01100.0%631.7K0.0113.4K
$769.00Nov 40.020.03$0.0333.3%584.0K0.073.9K
$767.00Nov 40.850.89$0.874.6%422.6K0.915.5K
$771.00Nov 40.000.01$0.01100.0%317.2K0.016.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$767.00Nov 40.020.03$0.0333.3%643.6K0.0913.4K
$768.00Nov 40.310.32$0.323.1%541.6K0.711.3K
$766.00Nov 40.000.01$0.01100.0%475.2K0.02441
$765.00Nov 40.000.02$0.01200.0%462.4K0.021.7K
$764.00Nov 40.000.01$0.01100.0%401.2K0.011.1K

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 981 found (best R:R 8.09, avg 4.25)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$755.00$756.00Nov 30$0.11$0.89$0.1169%8.09$755.11
$710.00$711.00Nov 20$0.44$0.56$0.4495%1.27$710.44
$755.00$756.00Nov 5$0.53$0.47$0.5396%0.89$755.53
$750.00$751.00Nov 6$0.59$0.41$0.5994%0.69$750.59
$749.00$750.00Nov 13$0.50$0.50$0.5084%1.00$749.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$779.00$778.00Nov 6$0.44$0.56$0.4497%1.27$778.56
$773.00$772.00Nov 6$0.21$0.79$0.2175%3.76$772.79
$784.00$783.00Nov 13$0.38$0.62$0.3889%1.63$783.62
$780.00$779.00Nov 9$0.44$0.56$0.4492%1.27$779.56
$782.00$781.00Nov 10$0.45$0.55$0.4592%1.22$781.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 736 found (best R:R 1.02, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 18$2.53$2.53$2.4753%1.02$772.53
$775.00$780.00Nov 18$1.91$1.91$3.0964%0.62$776.91
$780.00$785.00Nov 18$1.29$1.29$3.7174%0.35$781.29
$785.00$790.00Nov 18$0.77$0.77$4.2383%0.18$785.77
$767.00$768.00Dec 18$0.65$0.65$0.3549%1.86$767.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$761.00$760.00Nov 5$0.10$0.10$0.9086%0.11$760.90
$763.00$762.00Nov 5$0.15$0.15$0.8579%0.18$762.85
$764.00$763.00Nov 5$0.19$0.19$0.8175%0.23$763.81
$765.00$764.00Nov 5$0.24$0.24$0.7669%0.32$764.76
$759.00$758.00Nov 6$0.13$0.13$0.8782%0.15$758.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $1.96, cheapest $1.96)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$768.00Nov 4Nov 5$1.969.8%14.2%
PUTS (0)
No puts found

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,013 found (cheapest 0.06% of stock, avg 3.60%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$768.00Nov 4$0.16$0.32$0.48$767.52$768.480.06%
$767.00Nov 4$0.87$0.03$0.90$766.10$767.900.12%
$769.00Nov 4$0.03$1.19$1.22$767.78$770.220.16%
$766.00Nov 4$1.85$0.01$1.86$764.14$767.860.24%
$770.00Nov 4$0.01$2.17$2.18$767.82$772.180.28%
$765.00Nov 4$2.84$0.01$2.85$762.15$767.850.37%
$771.00Nov 4$0.01$3.17$3.18$767.82$774.180.41%
$764.00Nov 4$3.84$0.01$3.85$760.15$767.850.50%
$772.00Nov 4$0.01$4.17$4.18$767.82$776.180.55%
$768.00Nov 5$2.12$2.17$4.29$763.71$772.290.56%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 402 found (cheapest 0.01% of stock, avg 1.66%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$769.00$767.00Nov 4$0.03$0.03$0.06$766.94$769.06
$768.00$767.00Nov 4$0.16$0.03$0.19$766.81$768.19
$772.00$763.00Nov 5$0.55$0.71$1.26$761.74$773.26
$772.00$764.00Nov 5$0.55$0.90$1.45$762.55$773.45
$771.00$763.00Nov 5$0.82$0.71$1.53$761.47$772.53
$771.00$764.00Nov 5$0.82$0.90$1.72$762.28$772.72
$772.00$765.00Nov 5$0.55$1.14$1.69$763.31$773.69
$771.00$765.00Nov 5$0.82$1.14$1.96$763.04$772.96
$770.00$763.00Nov 5$1.16$0.71$1.87$761.13$771.87
$770.00$764.00Nov 5$1.16$0.90$2.06$761.94$772.06

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 286 found (best R:R 0.96, avg credit $0.56)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
746/747775/776Nov 13$0.49$0.5153%0.96$746.51$775.49
750/751774/775Nov 12$0.52$0.4850%1.08$750.48$774.52
746/747776/777Nov 13$0.46$0.5456%0.85$746.54$776.46
754/755772/773Nov 9$0.51$0.4950%1.04$754.49$772.51
747/748775/776Nov 16$0.52$0.4849%1.08$747.48$775.52
746/747775/776Nov 16$0.51$0.4950%1.04$746.49$775.51
748/749775/776Nov 13$0.50$0.5051%1.00$748.50$775.50
750/751774/775Nov 11$0.48$0.5253%0.92$750.52$774.48
749/750774/775Nov 12$0.50$0.5051%1.00$749.50$774.50
748/749776/777Nov 13$0.47$0.5354%0.89$748.53$776.47

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 298 found (best R:R 74.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$715.00$730.00$745.00Nov 17$0.20$14.8012%74.00
$765.00$770.00$775.00Nov 18$0.35$4.6520%13.29
$766.00$767.00$768.00Nov 4$0.27$0.7360%2.70
$768.00$769.00$770.00Nov 4$0.11$0.8937%8.09
$767.00$768.00$769.00Nov 4$0.58$0.4284%0.72
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$766.00$767.00$768.00Nov 4$0.27$0.7370%2.70
$767.00$768.00$769.00Nov 4$0.58$0.4291%0.72
$755.00$760.00$765.00Nov 18$0.36$4.6416%12.89
$750.00$755.00$760.00Nov 18$0.27$4.7313%17.52
$745.00$750.00$755.00Nov 18$0.20$4.8010%24.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,046 found (best net $-12.65, 1,038 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$674.00$710.001:2Nov 30-$25.69$10.31
$655.00$695.001:2Nov 13-$33.59$6.41
$730.00$745.001:2Nov 17-$11.43$3.57
$780.00$785.001:2Nov 18-$0.30$4.70
$785.00$790.001:2Nov 18-$0.05$4.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$850.00$815.001:2Nov 20-$12.65$22.35
$825.00$800.001:2Nov 27-$6.96$18.04
$800.00$788.001:2Nov 9-$8.57$3.43
$915.00$865.001:2Nov 30-$47.60$2.40
$770.00$769.001:2Nov 4-$0.21$0.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 440 found (best yield 2.22%, avg 0.51%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$767.00Dec 18$17.020.510.0%2.22%2.24%3903.6K
$768.00Dec 18$16.380.500.2%2.14%2.29%3424.6K
$769.00Dec 18$15.760.490.3%2.06%2.34%2271.0K
$770.00Dec 18$15.150.470.4%1.98%2.39%2.5K34.1K
$771.00Dec 18$14.540.470.6%1.90%2.44%1172.3K
$772.00Dec 18$13.950.460.7%1.82%2.50%6641.7K
$773.00Dec 18$13.370.450.8%1.74%2.55%3994.2K
$774.00Dec 18$12.810.440.9%1.67%2.61%1802.6K
$767.00Dec 11$15.670.520.0%2.04%2.07%69102
$775.00Dec 18$12.260.431.1%1.60%2.67%1.4K18.3K

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 5,694,571
Total Puts 7,232,659
Put/Call Ratio 1.27
Net Difference -1,538,088

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 29,274,721
Total Puts 35,956,833
Average Put/Call Ratio 1.21
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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