Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$735.70 -4.06%
◀ 11/5 15:13 ▶

Option Volume

Detail
ℹ
Current (11/05) 16,951,079
Calls: 6,943,207 (41%)
Puts: 10,007,872 (59%)
Prior (11/04) 12,927,230
Calls: 5,694,571 (44%)
Puts: 7,232,659 (56%)
Current vs Prior +31.13%
Calls: +21.93% (Calls)
Puts: +38.37% (Puts)
Prior 7-Day Total 83,364,578
Calls: 36,677,317 (44%)
Puts: 46,687,261 (56%)
Prior 7-Day Average 11,909,225
Calls: 5,239,616 (44%)
Puts: 6,669,608 (56%)
Current vs Prior 7-Day Avg +42.34%
Calls: +32.51%
Puts: +50.05%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/05) $8.30B
Calls: $852.38M (10%)
Puts: $7.45B (90%)
Prior (11/04) $1.30B
Calls: $775.36M (60%)
Puts: $522.57M (40%)
Current vs Prior +539.73%
Calls: +9.93%
Puts: +1325.80%
Prior 7-Day Total $18.42B
Calls: $4.26B (23%)
Puts: $14.16B (77%)
Prior 7-Day Average $2.63B
Calls: $608.40M (23%)
Puts: $2.02B (77%)
Current vs Prior 7-Day Avg +215.58%
Calls: +40.10%
Puts: +268.37%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/05) 1.44
Prior (11/04) 1.27
Current vs Prior +13.49%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg +15.20%
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 58,198,625
Calls: 15,486,286 (27%)
Puts: 42,712,339 (73%)
Prior 7-Day Average 8,314,089
Calls: 2,212,326 (27%)
Puts: 6,101,762 (73%)
Current vs Prior 7-Day Avg +22.35%
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 0.61% | 1.55%1.55% | 2.03%1.55% | 3.03%3.22% | 5.60%
Prior 0.67% | 0.98%0.25% | 0.98%0.98% | 1.78%1.92% | 4.02%
Current vs Prior -9.18% | +58.14%+534.18% | +106.95%+58.14% | +69.73%+68.16% | +39.22%
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 -32.08% | +30.37%+206.40% | +71.42%+39.52% | +44.69%+16.27% | +23.62%
Prior 7-Day Eod 0.64% | 1.60%0.25% | 0.98%0.98% | 1.78%1.92% | 4.02%
Current vs 7-Day Eod -4.57% | -2.81%+534.18% | +106.95%+58.14% | +69.73%+68.16% | +39.22%
Sentiment BULLISHBEARISHBEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.13% | 0.61%
Calls: 0.85% | 0.67%
Puts: 1.41% | 0.55%
Prior 1.74% | 1.45%
Calls: 1.79% | 1.49%
Puts: 1.69% | 1.41%
Current vs Prior -35.06% | -57.93%
Prior 7-Day Avg 1.00% | 1.41%
Calls: 1.11% | 1.45%
Puts: 0.99% | 1.75%
Current vs 7-Day Avg +13.49% | -56.78%
Liquidity Excellent
+
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🤖 AI Insights

Strong bearish conviction with 90% of dollar volume in puts ($7.45B) vs calls ($852.38M). Massive premium surge with dollar volume up 540% vs prior. Dollar volume significantly above 7-day average (216% 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 3,176 of results (avg 2.9%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Nov 5145.47145.77$145.620.2%21.006
$590.50Nov 5144.97145.27$145.120.2%41.0042
$591.00Nov 5144.47144.77$144.620.2%21.0041
$591.50Nov 5143.97144.27$144.120.2%51.0013
$592.00Nov 5143.47143.77$143.620.2%--1.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$845.00Nov 5109.23109.55$109.390.3%41.00--
$840.00Nov 5104.23104.55$104.390.3%71.00--
$830.00Nov 594.2394.54$94.390.3%111.00--
$835.00Nov 599.2299.55$99.390.3%101.00--
$825.00Nov 589.2389.54$89.390.3%111.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 501 found (avg $0.39, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$747.00Nov 50.060.07$0.0714.3%135.3K0.0356
$746.00Nov 50.090.10$0.1010.0%159.2K0.0427
$745.00Nov 50.130.14$0.147.1%244.9K0.063.5K
$743.00Nov 50.240.25$0.254.0%130.4K0.108
$744.00Nov 50.180.19$0.195.3%114.8K0.0727
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$726.00Nov 50.070.08$0.0812.5%77.9K0.04371
$725.00Nov 50.050.06$0.0616.7%122.8K0.033.1K
$727.00Nov 50.100.11$0.119.1%113.0K0.05101
$728.00Nov 50.150.16$0.166.3%138.7K0.071.1K
$729.00Nov 50.210.22$0.224.5%126.9K0.09912

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,719 found (avg delta 0.83, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$589.00Nov 5146.46146.77$146.620.2%21.006
$590.00Nov 5145.47145.77$145.620.2%21.006
$590.50Nov 5144.97145.27$145.120.2%41.0042
$591.00Nov 5144.47144.77$144.620.2%21.0041
$591.50Nov 5143.97144.27$144.120.2%51.0013
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$748.00Nov 512.2812.40$12.341.0%123.4K1.005.2K
$749.00Nov 513.2713.49$13.381.6%92.0K1.006.9K
$750.00Nov 514.2614.46$14.361.4%173.7K1.0011.7K
$751.00Nov 515.2515.48$15.371.5%75.1K1.002.9K
$752.00Nov 516.2516.47$16.361.3%82.3K1.004.2K

Most actively traded options today. High liquidity = easy entry/exit. 3,780 active (total vol 16.7M, top 447.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$745.00Nov 50.130.14$0.147.1%244.9K0.063.5K
$750.00Nov 50.020.03$0.0333.3%236.1K0.013.6K
$740.00Nov 50.600.61$0.611.6%220.1K0.21439
$760.00Nov 50.000.01$0.01100.0%196.1K0.002.5K
$755.00Nov 50.000.01$0.01100.0%186.4K0.002.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 51.621.64$1.631.2%447.6K0.4315.3K
$740.00Nov 54.884.92$4.900.8%327.9K0.794.3K
$730.00Nov 50.310.32$0.323.1%274.6K0.128.3K
$736.00Nov 52.112.14$2.131.4%273.5K0.51551
$737.00Nov 52.692.72$2.711.1%252.5K0.591.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 22 strikes (avg 230.7%, max 254.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$738.00Nov 5Dec 1864.1%18.1%254.2%126.5K56
$737.00Nov 5Dec 1863.3%18.3%246.8%99.2K52
$736.00Nov 5Dec 1862.7%18.4%240.6%79.9K173
$735.00Nov 5Dec 1862.8%18.6%238.1%60.8K4.6K
$734.00Nov 5Dec 1862.4%18.7%232.9%16.5K114
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$738.00Nov 5Dec 1863.9%18.1%253.3%240.7K2.8K
$737.00Nov 5Dec 1863.3%18.3%246.8%252.8K4.2K
$736.00Nov 5Dec 1862.7%18.4%240.6%273.8K2.7K
$735.00Nov 5Dec 1862.8%18.6%238.1%457.8K87.7K
$734.00Nov 5Dec 1862.4%18.7%232.9%237.1K2.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,448 found (best R:R 6.14, avg 4.53)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$681.00$682.00Nov 30$0.16$0.84$0.1686%5.25$681.16
$676.00$677.00Nov 30$0.19$0.81$0.1987%4.26$676.19
$673.00$674.00Nov 30$0.22$0.78$0.2288%3.55$673.22
$689.00$690.00Nov 30$0.18$0.82$0.1883%4.56$689.18
$687.00$688.00Nov 30$0.19$0.81$0.1984%4.26$687.19
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$773.00$772.00Nov 16$0.14$0.86$0.1495%6.14$772.86
$772.00$771.00Nov 17$0.23$0.77$0.2394%3.35$771.77
$761.00$760.00Nov 18$0.13$0.87$0.1383%6.69$760.87
$759.00$758.00Nov 18$0.16$0.84$0.1680%5.25$758.84
$735.00$730.00Dec 11$1.66$3.34$1.6648%2.01$733.34

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 1,056 found (best R:R 1.17, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$740.00$745.00Nov 19$2.70$2.70$2.3054%1.17$742.70
$745.00$750.00Nov 19$2.33$2.33$2.6760%0.87$747.33
$750.00$755.00Nov 19$1.92$1.92$3.0867%0.62$751.92
$755.00$760.00Nov 19$1.51$1.51$3.4974%0.43$756.51
$760.00$765.00Nov 19$1.08$1.08$3.9281%0.28$761.08
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$733.00$732.00Nov 5$0.26$0.26$0.7472%0.35$732.74
$735.00$734.00Nov 5$0.41$0.41$0.5957%0.69$734.59
$734.00$733.00Nov 5$0.32$0.32$0.6864%0.47$733.68
$732.00$731.00Nov 5$0.19$0.19$0.8178%0.23$731.81
$730.00$729.00Nov 5$0.10$0.10$0.9088%0.11$729.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $3.41, cheapest $3.35)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$738.00Nov 5Nov 6$3.3564.1%34.3%
$737.00Nov 5Nov 6$3.5163.3%34.6%
$736.00Nov 5Nov 6$3.6262.7%34.3%
$735.00Nov 5Nov 6$3.6662.8%34.6%
$734.00Nov 5Nov 6$3.6662.4%34.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$738.00Nov 5Nov 6$3.0563.9%34.3%
$737.00Nov 5Nov 6$3.2163.3%34.6%
$736.00Nov 5Nov 6$3.3162.7%34.3%
$735.00Nov 5Nov 6$3.3762.8%34.6%
$734.00Nov 5Nov 6$3.3562.4%34.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,496 found (cheapest 0.54% of stock, avg 5.02%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$735.00Nov 5$2.34$1.63$3.97$731.03$738.970.54%
$736.00Nov 5$1.83$2.13$3.96$732.04$739.960.54%
$734.00Nov 5$2.93$1.22$4.15$729.85$738.150.56%
$737.00Nov 5$1.41$2.71$4.12$732.88$741.120.56%
$738.00Nov 5$1.08$3.37$4.45$733.55$742.450.60%
$733.00Nov 5$3.60$0.90$4.50$728.50$737.500.61%
$739.00Nov 5$0.81$4.10$4.91$734.09$743.910.67%
$732.00Nov 5$4.35$0.64$4.99$727.01$736.990.68%
$740.00Nov 5$0.61$4.90$5.51$734.49$745.510.75%
$731.00Nov 5$5.16$0.45$5.61$725.39$736.610.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.14% of stock, avg 2.82%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$740.00$731.00Nov 5$0.61$0.45$1.06$729.94$741.06
$740.00$732.00Nov 5$0.61$0.64$1.25$730.75$741.25
$739.00$731.00Nov 5$0.81$0.45$1.26$729.74$740.26
$739.00$732.00Nov 5$0.81$0.64$1.45$730.55$740.45
$740.00$733.00Nov 5$0.61$0.90$1.51$731.49$741.51
$739.00$733.00Nov 5$0.81$0.90$1.71$731.29$740.71
$738.00$731.00Nov 5$1.08$0.45$1.53$729.47$739.53
$738.00$732.00Nov 5$1.08$0.64$1.72$730.28$739.72
$738.00$733.00Nov 5$1.08$0.90$1.98$731.02$739.98
$740.00$734.00Nov 5$0.61$1.22$1.83$732.17$741.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 158 found (best R:R 1.00, avg credit $0.77)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
705/706745/746Nov 11$0.50$0.5051%1.00$705.50$745.50
708/709745/746Nov 10$0.48$0.5252%0.92$708.52$745.48
706/707745/746Nov 11$0.50$0.5050%1.00$706.50$745.50
709/710745/746Nov 11$0.52$0.4848%1.08$709.48$745.52
708/709745/746Nov 11$0.51$0.4949%1.04$708.49$745.51
709/710745/746Nov 10$0.48$0.5252%0.92$709.52$745.48
712/713745/746Nov 10$0.50$0.5049%1.00$712.50$745.50
710/711745/746Nov 11$0.52$0.4847%1.08$710.48$745.52
708/709744/745Nov 10$0.49$0.5150%0.96$708.51$744.49
711/712745/746Nov 10$0.49$0.5150%0.96$711.51$745.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 503 found (best R:R 25.32, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$725.00$730.00$735.00Nov 19$0.19$4.8111%25.32
$710.00$715.00$720.00Dec 4$0.09$4.917%54.56
$720.00$725.00$730.00Dec 11$0.13$4.878%37.46
$725.00$730.00$735.00Dec 4$0.18$4.829%26.78
$705.00$710.00$715.00Nov 27$0.11$4.896%44.45
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$720.00$725.00$730.00Dec 4$0.14$4.868%34.71
$720.00$725.00$730.00Nov 27$0.16$4.849%30.25
$705.00$710.00$715.00Dec 4$0.08$4.926%61.50
$710.00$715.00$720.00Nov 27$0.11$4.897%44.45
$700.00$705.00$710.00Nov 13$0.10$4.906%49.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 923 found (best net $-13.58, 921 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$670.00$700.001:2Nov 16-$11.90$18.10
$615.00$660.001:2Nov 27-$36.98$8.02
$690.00$710.001:2Nov 19-$15.42$4.58
$765.00$770.001:2Nov 19-$0.25$4.75
$770.00$775.001:2Nov 19-$0.11$4.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$835.00$792.001:2Nov 12-$13.58$29.42
$715.00$710.001:2Nov 6-$0.27$4.73
$709.00$708.001:2Nov 5$0.00$1.00
$710.00$705.001:2Nov 6-$0.24$4.76
$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. 619 found (best yield 2.90%, avg 0.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$736.00Dec 18$21.300.500.0%2.90%2.94%251165
$737.00Dec 18$20.670.490.2%2.81%2.99%16046
$738.00Dec 18$20.020.490.3%2.72%3.03%38046
$739.00Dec 18$19.400.480.5%2.64%3.09%493148
$740.00Dec 18$18.790.480.6%2.55%3.14%2.1K7.4K
$741.00Dec 18$18.170.470.7%2.47%3.19%798170
$742.00Dec 18$17.550.460.9%2.39%3.24%165190
$743.00Dec 18$16.970.451.0%2.31%3.30%1.4K382
$736.00Dec 11$20.080.510.0%2.73%2.77%36626
$737.00Dec 11$19.450.500.2%2.64%2.82%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 6,943,207
Total Puts 10,007,872
Put/Call Ratio 1.44
Net Difference -3,064,665

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 36,677,317
Total Puts 46,687,261
Average Put/Call Ratio 1.25
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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