Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$737.82 +0.66%
◀ 11/6 15:18 ▶

Option Volume

Detail
ℹ
Current (11/06) 10,156,349
Calls: 4,948,217 (49%)
Puts: 5,208,132 (51%)
Prior (11/05) 19,251,392
Calls: 7,823,052 (41%)
Puts: 11,428,340 (59%)
Current vs Prior -47.24%
Calls: -36.75% (Calls)
Puts: -54.43% (Puts)
Prior 7-Day Total 78,061,297
Calls: 33,933,538 (43%)
Puts: 44,127,759 (57%)
Prior 7-Day Average 13,010,216
Calls: 4,847,648 (43%)
Puts: 6,303,965 (57%)
Current vs Prior 7-Day Avg -21.94%
Calls: +2.07%
Puts: -17.38%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06) $1.62B
Calls: $588.41M (36%)
Puts: $1.03B (64%)
Prior (11/05) $10.62B
Calls: $809.14M (8%)
Puts: $9.81B (92%)
Current vs Prior -84.77%
Calls: -27.28%
Puts: -89.52%
Prior 7-Day Total $19.65B
Calls: $3.75B (19%)
Puts: $15.90B (81%)
Prior 7-Day Average $3.27B
Calls: $535.53M (19%)
Puts: $2.27B (81%)
Current vs Prior 7-Day Avg -50.62%
Calls: +9.87%
Puts: -54.72%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 1.05
Prior (11/05) 1.46
Current vs Prior -27.95%
Prior 7-Day Average 1.28
Current vs Prior 7-Day Avg -17.74%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06) 10,622,600
Calls: 3,317,869 (31%)
Puts: 7,304,731 (69%)
Prior (11/05) 9,954,043
Calls: 2,726,404 (27%)
Puts: 7,227,639 (73%)
Current vs Prior +6.72%
Prior 7-Day Total 51,440,564
Calls: 13,637,644 (27%)
Puts: 37,802,920 (73%)
Prior 7-Day Average 8,573,427
Calls: 2,272,940 (27%)
Puts: 6,300,486 (73%)
Current vs Prior 7-Day Avg +23.90%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/09)Expiry (11/06) | Next (11/09)Expiry (11/06) | Next (11/13)Expiry (11/16) | Next (12/18)
Current 0.33% | 1.31%0.33% | 1.31%0.33% | 2.45%2.66% | 5.25%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -78.14% | -38.99%-78.14% | -38.99%-78.14% | -24.14%-22.37% | -10.34%
Prior 7-Day Avg 1.02% | 1.39%0.72% | 1.38%1.21% | 2.33%2.87% | 4.77%
Current vs 7-Day Avg -67.65% | -5.94%-53.99% | -5.56%-72.56% | +5.20%-7.26% | +9.90%
Prior 7-Day Eod 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs 7-Day Eod -78.14% | -38.99%-78.14% | -38.99%-78.14% | -24.14%-22.37% | -10.34%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.84% | 0.21%
Calls: 0.70% | 0.20%
Puts: 0.98% | 0.22%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -45.10% | -74.07%
Prior 7-Day Avg 1.14% | 1.43%
Calls: 1.11% | 1.28%
Puts: 1.17% | 1.57%
Current vs 7-Day Avg -26.53% | -85.30%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 64% put dollar volume ($1.03B). Light premium activity with dollar volume down 85% vs prior. Below-average activity with volume down 47% vs prior. Slightly bearish P/C ratio of 1.05.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 2,736 of results (avg 2.2%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$738.00Nov 117.117.12$7.120.1%1.1K0.501.8K
$605.00Nov 6132.78132.97$132.880.1%81.009
$600.00Nov 6137.78137.98$137.880.1%121.0011
$610.00Nov 6127.78127.97$127.880.1%81.0012
$615.00Nov 6122.78122.97$122.880.2%21.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$738.00Nov 94.574.58$4.580.2%23.2K0.511.0K
$772.00Nov 1034.1634.24$34.200.2%2721.00--
$737.00Nov 94.154.16$4.160.2%23.5K0.471.2K
$750.00Nov 612.1912.22$12.210.2%13.2K1.0026.3K
$729.00Nov 114.024.03$4.030.2%6210.32190

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 482 found (avg $0.40, cheapest $0.12)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$741.00Nov 60.110.12$0.128.3%293.2K0.102.6K
$742.00Nov 60.060.07$0.0714.3%301.6K0.063.9K
$740.00Nov 60.230.24$0.244.2%456.8K0.1810.5K
$739.00Nov 60.440.45$0.452.2%292.4K0.313.3K
$738.00Nov 60.840.85$0.851.2%251.3K0.473.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 60.220.23$0.234.3%339.5K0.1515.6K
$734.00Nov 60.150.16$0.166.3%183.0K0.104.3K
$736.00Nov 60.360.37$0.372.7%274.6K0.243.3K
$733.00Nov 60.100.11$0.119.1%155.6K0.074.5K
$732.00Nov 60.070.08$0.0812.5%143.8K0.054.9K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,357 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Nov 6142.78143.01$142.890.2%81.00--
$600.00Nov 6137.78137.98$137.880.1%121.0011
$605.00Nov 6132.78132.97$132.880.1%81.009
$610.00Nov 6127.78127.97$127.880.1%81.0012
$615.00Nov 6122.78122.97$122.880.2%21.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Nov 636.9937.23$37.110.6%971.00123
$776.00Nov 638.0338.20$38.120.4%101.005
$777.00Nov 639.0339.23$39.130.5%61.0021
$778.00Nov 640.0340.23$40.130.5%301.002
$779.00Nov 641.0341.23$41.130.5%211.002

Most actively traded options today. High liquidity = easy entry/exit. 3,230 active (total vol 10.1M, top 456.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.230.24$0.244.2%456.8K0.1810.5K
$745.00Nov 60.010.02$0.0250.0%312.5K0.0113.4K
$742.00Nov 60.060.07$0.0714.3%301.6K0.063.9K
$741.00Nov 60.110.12$0.128.3%293.2K0.102.6K
$739.00Nov 60.440.45$0.452.2%292.4K0.313.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$738.00Nov 61.021.03$1.021.0%389.3K0.535.6K
$737.00Nov 60.610.62$0.621.6%346.0K0.364.2K
$735.00Nov 60.220.23$0.234.3%339.5K0.1515.6K
$736.00Nov 60.360.37$0.372.7%274.6K0.243.3K
$739.00Nov 61.631.65$1.641.2%257.4K0.693.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 86.8%, max 106.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$735.00Nov 6Dec 1836.8%17.9%106.2%48.0K11.9K
$736.00Nov 6Dec 1834.2%17.7%93.3%84.1K5.0K
$740.00Nov 6Dec 1831.1%17.0%82.9%458.2K18.8K
$737.00Nov 6Dec 1832.0%17.5%82.4%141.0K5.3K
$738.00Nov 6Dec 1830.9%17.4%78.2%255.6K4.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$735.00Nov 6Dec 1836.7%17.9%105.7%341.8K88.4K
$736.00Nov 6Dec 1834.1%17.7%92.8%275.0K5.6K
$740.00Nov 6Dec 1831.1%17.0%82.9%211.8K53.0K
$737.00Nov 6Dec 1831.8%17.5%81.6%346.5K7.0K
$738.00Nov 6Dec 1831.1%17.4%79.1%390.8K7.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,202 found (best R:R 1.78, avg 4.29)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$701.00$702.00Nov 9$0.41$0.59$0.4196%1.44$701.41
$704.00$705.00Nov 11$0.54$0.46$0.5491%0.85$704.54
$739.00$740.00Nov 6$0.21$0.79$0.2131%3.76$739.21
$737.00$738.00Nov 6$0.57$0.43$0.5764%0.75$737.57
$740.00$741.00Nov 6$0.12$0.88$0.1218%7.33$740.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$781.00$780.00Nov 20$0.36$0.64$0.3698%1.78$780.64
$761.00$760.00Nov 13$0.30$0.70$0.3092%2.33$760.70
$773.00$772.00Nov 20$0.34$0.66$0.3495%1.94$772.66
$735.00$730.00Dec 11$1.57$3.43$1.5746%2.18$733.43
$776.00$775.00Nov 20$0.38$0.62$0.3896%1.63$775.62

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 872 found (best R:R 1.22, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$740.00$745.00Nov 19$2.75$2.75$2.2552%1.22$742.75
$745.00$750.00Nov 19$2.34$2.34$2.6660%0.88$747.34
$750.00$755.00Nov 19$1.88$1.88$3.1268%0.60$751.88
$755.00$760.00Nov 19$1.40$1.40$3.6075%0.39$756.40
$760.00$765.00Nov 19$0.96$0.96$4.0483%0.24$760.96
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$737.00$736.00Nov 6$0.25$0.25$0.7564%0.33$736.75
$726.00$725.00Nov 9$0.15$0.15$0.8581%0.18$725.85
$736.00$735.00Nov 6$0.14$0.14$0.8676%0.16$735.86
$724.00$723.00Nov 9$0.11$0.11$0.8984%0.12$723.89
$708.00$707.00Nov 17$0.13$0.13$0.8783%0.15$707.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $3.53, cheapest $3.63)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.6332.0%16.6%
$738.00Nov 6Nov 9$3.6230.9%17.3%
$739.00Nov 6Nov 9$3.4730.6%17.0%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.5431.8%16.6%
$738.00Nov 6Nov 9$3.5631.1%17.3%
$739.00Nov 6Nov 9$3.3830.7%17.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,211 found (cheapest 0.25% of stock, avg 4.39%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$738.00Nov 6$0.85$1.02$1.87$736.13$739.870.25%
$737.00Nov 6$1.42$0.62$2.04$734.96$739.040.28%
$739.00Nov 6$0.45$1.64$2.09$736.91$741.090.28%
$736.00Nov 6$2.19$0.37$2.56$733.44$738.560.35%
$740.00Nov 6$0.24$2.42$2.66$737.34$742.660.36%
$735.00Nov 6$3.04$0.23$3.27$731.73$738.270.44%
$741.00Nov 6$0.12$3.31$3.43$737.57$744.430.46%
$734.00Nov 6$3.96$0.16$4.12$729.88$738.120.56%
$742.00Nov 6$0.07$4.26$4.33$737.67$746.330.59%
$733.00Nov 6$4.92$0.11$5.03$727.97$738.030.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.02% of stock, avg 2.47%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$742.00$733.00Nov 6$0.07$0.11$0.18$732.82$742.18
$741.00$733.00Nov 6$0.12$0.11$0.23$732.77$741.23
$742.00$734.00Nov 6$0.07$0.16$0.23$733.77$742.23
$741.00$734.00Nov 6$0.12$0.16$0.28$733.72$741.28
$742.00$735.00Nov 6$0.07$0.23$0.30$734.70$742.30
$741.00$735.00Nov 6$0.12$0.23$0.35$734.65$741.35
$740.00$734.00Nov 6$0.24$0.16$0.40$733.60$740.40
$740.00$733.00Nov 6$0.24$0.11$0.35$732.65$740.35
$740.00$735.00Nov 6$0.24$0.23$0.47$734.53$740.47
$742.00$736.00Nov 6$0.07$0.37$0.44$735.56$742.44

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 214 found (best R:R 1.17, avg credit $0.70)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
708/709747/748Nov 16$0.54$0.4649%1.17$708.46$747.54
707/708747/748Nov 16$0.53$0.4750%1.13$707.47$747.53
709/710747/748Nov 16$0.54$0.4648%1.17$709.46$747.54
716/717747/748Nov 13$0.56$0.4446%1.27$716.44$747.56
710/711747/748Nov 16$0.54$0.4648%1.17$710.46$747.54
713/714747/748Nov 12$0.49$0.5152%0.96$713.51$747.49
713/714746/747Nov 12$0.51$0.4950%1.04$713.49$746.51
712/713747/748Nov 12$0.48$0.5253%0.92$712.52$747.48
715/716747/748Nov 13$0.54$0.4647%1.17$715.46$747.54
712/713746/747Nov 12$0.50$0.5051%1.00$712.50$746.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 336 found (best R:R 40.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$715.00$720.00$725.00Nov 27$0.12$4.888%40.67
$720.00$725.00$730.00Dec 4$0.14$4.868%34.71
$715.00$720.00$725.00Nov 19$0.16$4.849%30.25
$700.00$705.00$710.00Nov 19$0.06$4.945%82.33
$680.00$690.00$700.00Nov 18$0.23$9.776%42.48
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$715.00$720.00$725.00Nov 19$0.18$4.829%26.78
$735.00$740.00$745.00Nov 19$0.33$4.6714%14.15
$720.00$725.00$730.00Dec 11$0.15$4.858%32.33
$705.00$710.00$715.00Dec 4$0.10$4.906%49.00
$715.00$720.00$725.00Nov 27$0.16$4.848%30.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 849 found (best net $-2.34, 845 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$765.001:2Nov 19-$0.17$4.83
$738.00$739.001:2Nov 6-$0.05$0.95
$737.00$738.001:2Nov 6-$0.28$0.72
$755.00$760.001:2Nov 19-$0.69$4.31
$740.00$741.001:2Nov 6$0.00$1.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$880.00$810.001:2Dec 4-$2.34$67.66
$835.00$796.001:2Dec 11-$18.82$20.18
$825.00$793.001:2Nov 10-$23.12$8.88
$739.00$738.001:2Nov 6-$0.40$0.60
$738.00$737.001:2Nov 6-$0.22$0.78

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 498 found (best yield 2.71%, avg 0.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$738.00Dec 18$20.030.500.0%2.71%2.74%4.3K450
$739.00Dec 18$19.400.490.2%2.63%2.79%404401
$740.00Dec 18$18.750.480.3%2.54%2.84%1.3K8.3K
$741.00Dec 18$18.130.480.4%2.46%2.89%173529
$742.00Dec 18$17.510.470.6%2.37%2.94%94268
$743.00Dec 18$16.880.460.7%2.29%2.99%1601.6K
$744.00Dec 18$16.290.460.8%2.21%3.05%2732.1K
$745.00Dec 18$15.700.451.0%2.13%3.10%61312.8K
$738.00Dec 11$18.690.510.0%2.53%2.56%56472
$746.00Dec 18$15.110.441.1%2.05%3.16%371269

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 4,948,217
Total Puts 5,208,132
Put/Call Ratio 1.05
Net Difference -259,915

Prior's Put/Call Breakdown

Total Calls 7,823,052
Total Puts 11,428,340
Put/Call Ratio 1.46
Net Difference -3,605,288

Prior 7-Day Put/Call Summary

Total Calls 33,933,538
Total Puts 44,127,759
Average Put/Call Ratio 1.28
Ratio Trend Falling

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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