Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$735.04 -4.14%
◀ 11/5 15:11 ▶

Option Volume

Detail
ℹ
Current (11/05) 16,833,413
Calls: 6,886,830 (41%)
Puts: 9,946,583 (59%)
Prior (11/04) 12,927,230
Calls: 5,694,571 (44%)
Puts: 7,232,659 (56%)
Current vs Prior +30.22%
Calls: +20.94% (Calls)
Puts: +37.52% (Puts)
Prior 7-Day Total 66,531,165
Calls: 29,790,487 (45%)
Puts: 36,740,678 (55%)
Prior 7-Day Average 11,088,527
Calls: 4,255,783 (45%)
Puts: 5,248,668 (55%)
Current vs Prior 7-Day Avg +51.81%
Calls: +61.82%
Puts: +89.51%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/05) $8.58B
Calls: $827.89M (10%)
Puts: $7.76B (90%)
Prior (11/04) $1.30B
Calls: $775.36M (60%)
Puts: $522.57M (40%)
Current vs Prior +561.32%
Calls: +6.77%
Puts: +1384.11%
Prior 7-Day Total $9.83B
Calls: $3.43B (35%)
Puts: $6.40B (65%)
Prior 7-Day Average $1.64B
Calls: $490.13M (35%)
Puts: $914.72M (65%)
Current vs Prior 7-Day Avg +423.70%
Calls: +68.91%
Puts: +747.86%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/05) 1.44
Prior (11/04) 1.27
Current vs Prior +13.71%
Prior 7-Day Average 1.22
Current vs Prior 7-Day Avg +18.48%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/05) 10,172,011
Calls: 2,858,212 (28%)
Puts: 7,313,799 (72%)
Prior (11/04) 9,415,886
Calls: 2,594,716 (28%)
Puts: 6,821,170 (72%)
Current vs Prior +8.03%
Prior 7-Day Total 48,026,614
Calls: 12,628,074 (26%)
Puts: 35,398,540 (74%)
Prior 7-Day Average 8,004,435
Calls: 2,104,679 (26%)
Puts: 5,899,756 (74%)
Current vs Prior 7-Day Avg +27.08%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/05) | Next (11/06)Expiry (11/06) | Next (11/09)Expiry (11/06) | Next (11/13)Expiry (11/16) | Next (12/18)
Current 0.64% | 1.60%1.60% | 2.09%1.60% | 3.08%3.28% | 5.64%
Prior 0.67% | 0.98%0.25% | 0.98%0.98% | 1.78%1.92% | 4.02%
Current vs Prior -4.83% | +62.71%+552.49% | +112.24%+62.71% | +72.86%+71.01% | +40.22%
Prior 7-Day Avg 0.89% | 1.19%0.51% | 1.19%1.11% | 2.09%2.77% | 4.53%
Current vs 7-Day Avg -28.83% | +34.14%+215.25% | +75.81%+43.55% | +47.36%+18.24% | +24.51%
Prior 7-Day Eod 0.67% | 0.98%0.25% | 0.98%0.98% | 1.78%1.92% | 4.02%
Current vs 7-Day Eod -4.83% | +62.71%+552.49% | +112.24%+62.71% | +72.86%+71.01% | +40.22%
Sentiment BULLISHBEARISHBEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.66% | 0.26%
Calls: 0.93% | 0.34%
Puts: 0.39% | 0.17%
Prior 1.74% | 1.45%
Calls: 1.79% | 1.49%
Puts: 1.69% | 1.41%
Current vs Prior -62.07% | -82.07%
Prior 7-Day Avg 1.05% | 1.60%
Calls: 1.11% | 1.45%
Puts: 0.99% | 1.75%
Current vs 7-Day Avg -37.24% | -83.78%
Liquidity Excellent
+
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🤖 AI Insights

Strong bearish conviction with 90% of dollar volume in puts ($7.76B) vs calls ($827.89M). Massive premium surge with dollar volume up 561% vs prior. Dollar volume significantly above 7-day average (424% higher). Bearish P/C ratio of 1.44 indicates protective positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 3,212 of results (avg 2.7%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$732.00Nov 67.647.65$7.650.1%1.3K0.60351
$733.00Nov 67.027.03$7.030.1%2.4K0.5745
$736.00Nov 65.325.33$5.330.2%14.6K0.4939
$593.50Nov 5141.56141.93$141.750.3%31.007
$595.00Nov 5139.97140.39$140.180.3%451.009
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$749.00Nov 614.5614.58$14.570.1%18.7K0.859.8K
$748.00Nov 613.7313.75$13.740.1%9.5K0.831.8K
$747.00Nov 612.9212.94$12.930.2%14.5K0.812.9K
$736.00Nov 65.895.90$5.900.2%26.7K0.513.4K
$745.00Nov 611.3811.40$11.390.2%29.4K0.7612.4K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 492 found (avg $0.38, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$744.00Nov 50.160.17$0.175.9%114.6K0.0727
$743.00Nov 50.220.23$0.234.3%128.1K0.098
$747.00Nov 50.060.07$0.0714.3%133.4K0.0356
$745.00Nov 50.120.13$0.137.7%242.5K0.053.5K
$746.00Nov 50.090.10$0.1010.0%155.2K0.0427
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$725.00Nov 50.080.09$0.0911.1%121.5K0.043.1K
$724.00Nov 50.060.07$0.0714.3%81.1K0.03824
$726.00Nov 50.110.12$0.128.3%76.1K0.05371
$727.00Nov 50.160.17$0.175.9%112.4K0.06101
$728.00Nov 50.220.23$0.234.3%137.5K0.081.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,718 found (avg delta 0.83, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$588.50Nov 5146.46146.95$146.700.3%41.005
$589.00Nov 5145.96146.45$146.200.3%21.006
$590.00Nov 5144.96145.45$145.200.3%21.006
$590.50Nov 5144.46144.95$144.700.3%41.0042
$591.00Nov 5143.96144.45$144.200.3%21.0041
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$748.00Nov 512.7312.93$12.831.6%123.3K1.005.2K
$749.00Nov 513.6313.92$13.782.1%91.9K1.006.9K
$750.00Nov 514.6814.91$14.801.6%173.7K1.0011.7K
$751.00Nov 515.6415.91$15.781.7%75.1K1.002.9K
$752.00Nov 516.6716.94$16.811.6%82.3K1.004.2K

Most actively traded options today. High liquidity = easy entry/exit. 3,781 active (total vol 16.6M, top 439.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$745.00Nov 50.120.13$0.137.7%242.5K0.053.5K
$750.00Nov 50.020.03$0.0333.3%235.9K0.013.6K
$740.00Nov 50.550.56$0.561.8%215.8K0.20439
$760.00Nov 50.000.01$0.01100.0%196.1K0.002.5K
$755.00Nov 50.010.02$0.0250.0%186.1K0.012.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 51.992.00$2.000.5%439.7K0.4715.3K
$740.00Nov 55.425.43$5.430.2%327.8K0.804.3K
$730.00Nov 50.440.45$0.452.2%270.9K0.158.3K
$736.00Nov 52.532.54$2.540.4%268.9K0.55551
$737.00Nov 53.153.16$3.160.3%251.1K0.621.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 229.0%, max 251.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$737.00Nov 5Dec 1864.4%18.4%250.4%97.0K52
$736.00Nov 5Dec 1864.1%18.5%245.8%76.7K173
$735.00Nov 5Dec 1863.8%18.7%241.2%58.3K4.6K
$734.00Nov 5Dec 1863.7%18.9%238.0%15.8K114
$733.00Nov 5Dec 1863.5%19.0%234.2%8.5K150
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$737.00Nov 5Dec 1864.5%18.4%251.0%251.4K4.2K
$736.00Nov 5Dec 1864.2%18.5%246.5%269.2K2.7K
$735.00Nov 5Dec 1863.7%18.7%240.5%449.9K87.7K
$734.00Nov 5Dec 1863.6%18.9%237.4%232.3K2.9K
$733.00Nov 5Dec 1863.4%19.0%233.6%199.2K2.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,517 found (best R:R 0.87, avg 4.40)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$695.00$696.00Nov 30$0.15$0.85$0.1580%5.67$695.15
$700.00$701.00Nov 20$0.23$0.77$0.2380%3.35$700.23
$703.00$704.00Nov 20$0.23$0.77$0.2379%3.35$703.23
$673.00$674.00Nov 30$0.33$0.67$0.3387%2.03$673.33
$700.00$701.00Dec 18$0.19$0.81$0.1974%4.26$700.19
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$760.00$755.00Nov 19$2.67$2.33$2.6781%0.87$757.33
$763.00$762.00Nov 20$0.16$0.84$0.1683%5.25$762.84
$780.00$779.00Nov 10$0.34$0.66$0.34100%1.94$779.66
$789.00$788.00Nov 10$0.35$0.65$0.35100%1.86$788.65
$786.00$785.00Nov 20$0.35$0.65$0.35100%1.86$785.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 1,074 found (best R:R 1.16, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$740.00$745.00Nov 19$2.68$2.68$2.3254%1.16$742.68
$745.00$750.00Nov 19$2.30$2.30$2.7061%0.85$747.30
$750.00$755.00Nov 19$1.92$1.92$3.0868%0.62$751.92
$755.00$760.00Nov 19$1.48$1.48$3.5274%0.42$756.48
$760.00$765.00Nov 19$1.10$1.10$3.9081%0.28$761.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$735.00$734.00Nov 5$0.46$0.46$0.5453%0.85$734.54
$732.00$731.00Nov 5$0.24$0.24$0.7674%0.32$731.76
$733.00$732.00Nov 5$0.30$0.30$0.7068%0.43$732.70
$731.00$730.00Nov 5$0.18$0.18$0.8280%0.22$730.82
$734.00$733.00Nov 5$0.37$0.37$0.6360%0.59$733.63

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $3.48, cheapest $3.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$738.00Nov 5Nov 6$3.3465.0%35.2%
$737.00Nov 5Nov 6$3.5264.4%35.5%
$736.00Nov 5Nov 6$3.6664.1%35.8%
$735.00Nov 5Nov 6$3.7263.8%35.6%
$734.00Nov 5Nov 6$3.7463.7%35.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$738.00Nov 5Nov 6$3.0865.0%35.2%
$737.00Nov 5Nov 6$3.2564.5%35.6%
$736.00Nov 5Nov 6$3.3664.2%35.8%
$735.00Nov 5Nov 6$3.4463.7%35.6%
$734.00Nov 5Nov 6$3.4763.6%35.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,495 found (cheapest 0.56% of stock, avg 5.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$735.00Nov 5$2.14$2.00$4.14$730.86$739.140.56%
$734.00Nov 5$2.68$1.54$4.22$729.78$738.220.57%
$736.00Nov 5$1.67$2.54$4.21$731.79$740.210.57%
$733.00Nov 5$3.31$1.17$4.48$728.52$737.480.61%
$737.00Nov 5$1.29$3.16$4.45$732.55$741.450.61%
$732.00Nov 5$4.01$0.87$4.88$727.12$736.880.66%
$738.00Nov 5$0.99$3.85$4.84$733.16$742.840.66%
$731.00Nov 5$4.77$0.63$5.40$725.60$736.400.73%
$739.00Nov 5$0.74$4.61$5.35$733.65$744.350.73%
$740.00Nov 5$0.56$5.43$5.99$734.01$745.990.81%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.16% of stock, avg 2.87%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$740.00$731.00Nov 5$0.56$0.63$1.19$729.81$741.19
$739.00$731.00Nov 5$0.74$0.63$1.37$729.63$740.37
$740.00$732.00Nov 5$0.56$0.87$1.43$730.57$741.43
$739.00$732.00Nov 5$0.74$0.87$1.61$730.39$740.61
$738.00$731.00Nov 5$0.99$0.63$1.62$729.38$739.62
$738.00$732.00Nov 5$0.99$0.87$1.86$730.14$739.86
$740.00$733.00Nov 5$0.56$1.17$1.73$731.27$741.73
$739.00$733.00Nov 5$0.74$1.17$1.91$731.09$740.91
$738.00$733.00Nov 5$0.99$1.17$2.16$730.84$740.16
$737.00$731.00Nov 5$1.29$0.63$1.92$729.08$738.92

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 168 found (best R:R 1.00, avg credit $0.76)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
703/704745/746Nov 11$0.50$0.5052%1.00$703.50$745.50
706/707744/745Nov 10$0.50$0.5051%1.00$706.50$744.50
706/707745/746Nov 11$0.51$0.4950%1.04$706.49$745.51
707/708744/745Nov 10$0.50$0.5051%1.00$707.50$744.50
706/707745/746Nov 10$0.47$0.5353%0.89$706.53$745.47
709/710744/745Nov 10$0.51$0.4949%1.04$709.49$744.51
707/708745/746Nov 11$0.51$0.4949%1.04$707.49$745.51
711/712744/745Nov 10$0.52$0.4848%1.08$711.48$744.52
707/708745/746Nov 10$0.47$0.5353%0.89$707.53$745.47
710/711744/745Nov 10$0.51$0.4949%1.04$710.49$744.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 542 found (best R:R 37.46, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$725.00$730.00$735.00Dec 4$0.13$4.879%37.46
$710.00$715.00$720.00Nov 27$0.09$4.917%54.56
$710.00$715.00$720.00Dec 4$0.08$4.927%61.50
$715.00$720.00$725.00Dec 11$0.11$4.897%44.45
$705.00$710.00$715.00Dec 11$0.08$4.926%61.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$725.00$730.00$735.00Nov 19$0.23$4.7711%20.74
$715.00$720.00$725.00Dec 4$0.13$4.877%37.46
$720.00$725.00$730.00Dec 11$0.14$4.868%34.71
$715.00$720.00$725.00Nov 27$0.15$4.858%32.33
$690.00$695.00$700.00Dec 18$0.06$4.944%82.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 921 found (best net $-13.42, 919 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$670.00$700.001:2Nov 16-$11.68$18.32
$615.00$660.001:2Nov 27-$36.33$8.67
$690.00$710.001:2Nov 19-$16.09$3.91
$765.00$770.001:2Nov 19-$0.24$4.76
$770.00$775.001:2Nov 19-$0.11$4.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$835.00$792.001:2Nov 12-$13.42$29.58
$715.00$710.001:2Nov 6-$0.32$4.68
$710.00$705.001:2Nov 6-$0.26$4.74
$709.00$708.001:2Nov 5$0.00$1.00
$593.50$592.001:2Nov 5-$0.01$1.49

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 616 found (best yield 2.88%, avg 0.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$736.00Dec 18$21.190.500.1%2.88%3.01%251165
$737.00Dec 18$20.550.490.3%2.80%3.06%15946
$738.00Dec 18$19.910.490.4%2.71%3.11%38046
$739.00Dec 18$19.290.480.5%2.62%3.16%493148
$740.00Dec 18$18.680.470.7%2.54%3.22%2.0K7.4K
$741.00Dec 18$18.060.470.8%2.46%3.27%797170
$742.00Dec 18$17.460.460.9%2.38%3.32%164190
$736.00Dec 11$19.960.510.1%2.72%2.85%36626
$743.00Dec 18$16.870.451.1%2.30%3.38%1.4K382
$737.00Dec 11$19.330.500.3%2.63%2.90%1996

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 6,886,830
Total Puts 9,946,583
Put/Call Ratio 1.44
Net Difference -3,059,753

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 29,790,487
Total Puts 36,740,678
Average Put/Call Ratio 1.22
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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