Tour
v536
SPY
State Street SPDR S&P 500 ETF Trust
$738.32
+0.73%
Option Volume
Detail
Current (11/06)
10,272,225
Calls:
4,992,283
(49%)
Puts:
5,279,942
(51%)
Prior (11/05)
19,251,392
Calls:
7,823,052
(41%)
Puts:
11,428,340
(59%)
Current vs Prior
-46.64%
Calls:
-36.18%
(Calls)
Puts:
-53.80%
(Puts)
Prior 7-Day Total
88,217,646
Calls:
38,881,755
(44%)
Puts:
49,335,891
(56%)
Prior 7-Day Average
12,602,520
Calls:
5,554,536
(44%)
Puts:
7,047,984
(56%)
Current vs Prior 7-Day Avg
-18.49%
Calls:
-10.12%
Puts:
-25.09%
Sentiment
BEARISH
Dollar Volume
Detail
Current (11/06)
$1.57B
Calls:
$620.20M
(39%)
Puts:
$952.37M
(61%)
Prior (11/05)
$10.62B
Calls:
$809.14M
(8%)
Puts:
$9.81B
(92%)
Current vs Prior
-85.19%
Calls:
-23.35%
Puts:
-90.29%
Prior 7-Day Total
$21.26B
Calls:
$4.34B
(20%)
Puts:
$16.93B
(80%)
Prior 7-Day Average
$3.04B
Calls:
$619.59M
(20%)
Puts:
$2.42B
(80%)
Current vs Prior 7-Day Avg
-48.23%
Calls:
+0.10%
Puts:
-60.62%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (11/06)
1.06
Prior (11/05)
1.46
Current vs Prior
-27.60%
Prior 7-Day Average
1.25
Current vs Prior 7-Day Avg
-15.19%
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
62,063,164
Calls:
16,955,513
(27%)
Puts:
45,107,651
(73%)
Prior 7-Day Average
8,866,166
Calls:
2,422,216
(27%)
Puts:
6,443,950
(73%)
Current vs Prior 7-Day Avg
+19.81%
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
0.30% | 1.26%0.30% | 1.26%0.30% | 2.40%2.61% | 5.18%
Prior
1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior
-80.22% | -40.93%-80.22% | -40.93%-80.22% | -25.70%-23.93% | -11.44%
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
-70.72% | -8.93%-58.36% | -8.56%-75.16% | +3.03%-9.12% | +8.55%
Prior 7-Day Eod
0.33% | 1.31%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs 7-Day Eod
-9.49% | -3.18%-80.22% | -40.93%-80.22% | -25.70%-23.93% | -11.44%
Sentiment
BULLISHBULLISHBULLISHBULLISH
Relative Spread
Detail
Expiry | Next
Current
0.92% | 0.43%
Calls:
1.00% | 0.43%
Puts:
0.83% | 0.43%
Prior
1.53% | 0.81%
Calls:
1.29% | 0.70%
Puts:
1.77% | 0.92%
Current vs Prior
-39.87% | -46.91%
Prior 7-Day Avg
1.10% | 1.25%
Calls:
1.11% | 1.28%
Puts:
1.17% | 1.57%
Current vs 7-Day Avg
-16.36% | -65.72%
Liquidity
Excellent
Add Card
AI Insights
Moderately bearish flow with 61% put dollar volume ($952.37M). 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 1.06.
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
BULLISH
Prior
BULLISH
7-Day Avg
BULLISH
Current 5-Minute Volume Snapshots
| Time (HH:MM) | Total Volume | Call Volume | Put Volume | Volume Change |
|---|---|---|---|---|
| Loading data... | ||||
Prior's 5-Minute Volume Snapshots
| Time (HH:MM) | Total Volume | Call Volume | Put Volume | Volume Change |
|---|---|---|---|---|
| Loading data... | ||||
Current Put/Call Breakdown
Total Calls
4,992,283
Total Puts
5,279,942
Put/Call Ratio
1.06
Net Difference
-287,659
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
38,881,755
Total Puts
49,335,891
Average Put/Call Ratio
1.25
Ratio Trend
Falling
Daily Put/Call History (Last 7 Days)
| Date | Calls | Puts | Ratio | Net Diff |
|---|---|---|---|---|
| Loading data... | ||||
Upcoming Earnings - 2 Weeks Prior
Loading earnings data...
Upcoming Earnings - 1 Week Prior
Loading earnings data...
Earnings This Week
Loading earnings data...
Earnings - Day Before / Day After
Loading earnings data...
Options Activity Around Earnings
| Ticker | Earnings Date | Days Away | Call Volume | Put Volume | IV Rank |
|---|---|---|---|---|---|
| Loading data... | |||||