Tour
v536
SPY
State Street SPDR S&P 500 ETF Trust
$737.82
+0.66%
Option Volume
Detail
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
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
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
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
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
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
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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