Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$738.32 +0.73%
◀ 11/6 15:23 ▶

Option Volume

Detail
ℹ
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
ℹ
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
ℹ
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
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 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
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 0.30% | 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
ℹ
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
+
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🤖 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

📈 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 2,733 of results (avg 2.2%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Nov 6143.17143.35$143.260.1%81.00--
$605.00Nov 6133.17133.35$133.260.1%81.009
$615.00Nov 6123.17123.35$123.260.1%21.0012
$610.00Nov 6128.15128.35$128.250.2%81.0012
$625.00Nov 6113.17113.35$113.260.2%21.0039
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$739.00Nov 138.658.66$8.660.1%2.0K0.512.4K
$737.00Nov 137.847.85$7.850.1%1.5K0.472.6K
$736.00Nov 137.467.47$7.470.1%2.8K0.452.5K
$772.00Nov 1033.6633.72$33.690.2%2721.00--
$730.00Nov 135.515.52$5.520.2%5.6K0.3525.1K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 491 found (avg $0.40, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$742.00Nov 60.050.06$0.0616.7%303.7K0.063.9K
$741.00Nov 60.110.12$0.128.3%295.6K0.112.6K
$740.00Nov 60.240.25$0.254.0%462.2K0.2110.5K
$739.00Nov 60.510.52$0.521.9%299.9K0.373.3K
$758.00Nov 90.050.06$0.0616.7%4.9K0.022.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$736.00Nov 60.220.23$0.234.3%280.8K0.183.3K
$735.00Nov 60.140.15$0.156.7%343.0K0.1115.6K
$734.00Nov 60.090.10$0.1010.0%186.1K0.074.3K
$737.00Nov 60.390.40$0.402.5%364.2K0.284.2K
$733.00Nov 60.070.08$0.0812.5%156.8K0.054.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,359 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Nov 6143.17143.35$143.260.1%81.00--
$600.00Nov 6138.13138.35$138.240.2%131.0011
$605.00Nov 6133.17133.35$133.260.1%81.009
$610.00Nov 6128.15128.35$128.250.2%81.0012
$615.00Nov 6123.17123.35$123.260.1%21.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Nov 636.6536.87$36.760.6%991.00123
$776.00Nov 637.6537.87$37.760.6%111.005
$777.00Nov 638.6538.89$38.770.6%61.0021
$778.00Nov 639.6539.89$39.770.6%301.002
$779.00Nov 640.6540.89$40.770.6%211.002

Most actively traded options today. High liquidity = easy entry/exit. 3,234 active (total vol 10.2M, top 462.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.240.25$0.254.0%462.2K0.2110.5K
$745.00Nov 60.010.02$0.0250.0%312.6K0.0113.4K
$742.00Nov 60.050.06$0.0616.7%303.7K0.063.9K
$739.00Nov 60.510.52$0.521.9%299.9K0.373.3K
$741.00Nov 60.110.12$0.128.3%295.6K0.112.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$738.00Nov 60.690.70$0.701.4%398.8K0.455.6K
$737.00Nov 60.390.40$0.402.5%364.2K0.284.2K
$735.00Nov 60.140.15$0.156.7%343.0K0.1115.6K
$736.00Nov 60.220.23$0.234.3%280.8K0.183.3K
$739.00Nov 61.211.22$1.210.8%260.0K0.643.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 74.7%, max 91.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$736.00Nov 6Dec 1833.4%17.6%89.6%84.6K5.0K
$737.00Nov 6Dec 1830.9%17.5%76.9%145.1K5.3K
$740.00Nov 6Dec 1829.0%17.0%71.1%463.6K18.8K
$738.00Nov 6Dec 1829.0%17.3%67.7%265.9K4.0K
$739.00Nov 6Dec 1828.7%17.1%67.6%300.3K3.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$736.00Nov 6Dec 1833.7%17.6%91.4%281.2K5.6K
$737.00Nov 6Dec 1830.6%17.5%75.3%364.7K7.0K
$740.00Nov 6Dec 1829.3%17.0%72.7%212.9K53.0K
$739.00Nov 6Dec 1828.7%17.1%67.5%260.5K4.7K
$738.00Nov 6Dec 1829.0%17.3%67.4%400.4K7.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,184 found (best R:R 5.25, avg 4.41)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$700.00$701.00Nov 10$0.43$0.57$0.4394%1.33$700.43
$704.00$705.00Nov 10$0.43$0.57$0.4393%1.33$704.43
$740.00$741.00Nov 6$0.13$0.87$0.1321%6.69$740.13
$787.00$788.00Dec 18$0.10$0.90$0.109%9.00$787.10
$781.00$782.00Dec 11$0.12$0.88$0.1211%7.33$781.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$775.00$774.00Dec 11$0.16$0.84$0.1685%5.25$774.84
$782.00$781.00Dec 11$0.24$0.76$0.2490%3.17$781.76
$776.00$775.00Nov 9$0.40$0.60$0.40100%1.50$775.60
$735.00$730.00Dec 11$1.57$3.43$1.5746%2.18$733.43
$730.00$725.00Dec 11$1.35$3.65$1.3541%2.70$728.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 871 found (best R:R 0.91, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$745.00$750.00Nov 19$2.38$2.38$2.6259%0.91$747.38
$740.00$745.00Nov 19$2.78$2.78$2.2252%1.25$742.78
$750.00$755.00Nov 19$1.90$1.90$3.1067%0.61$751.90
$755.00$760.00Nov 19$1.42$1.42$3.5875%0.40$756.42
$760.00$765.00Nov 19$0.98$0.98$4.0282%0.24$760.98
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$737.00$736.00Nov 6$0.17$0.17$0.8372%0.20$736.83
$718.00$717.00Nov 10$0.10$0.10$0.9086%0.11$717.90
$714.00$713.00Nov 12$0.12$0.12$0.8884%0.14$713.88
$738.00$737.00Nov 6$0.30$0.30$0.7055%0.43$737.70
$703.00$702.00Nov 17$0.10$0.10$0.9086%0.11$702.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $3.56, cheapest $3.64)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$738.00Nov 6Nov 9$3.6429.0%16.1%
$739.00Nov 6Nov 9$3.5628.7%16.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$738.00Nov 6Nov 9$3.5529.0%16.1%
$739.00Nov 6Nov 9$3.4828.7%16.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,211 found (cheapest 0.23% of stock, avg 4.38%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$738.00Nov 6$1.00$0.70$1.70$736.30$739.700.23%
$739.00Nov 6$0.52$1.21$1.73$737.27$740.730.23%
$737.00Nov 6$1.70$0.40$2.10$734.90$739.100.28%
$740.00Nov 6$0.25$1.94$2.19$737.81$742.190.30%
$736.00Nov 6$2.54$0.23$2.77$733.23$738.770.38%
$741.00Nov 6$0.12$2.82$2.94$738.06$743.940.40%
$735.00Nov 6$3.46$0.15$3.61$731.39$738.610.49%
$742.00Nov 6$0.06$3.75$3.81$738.19$745.810.52%
$734.00Nov 6$4.40$0.10$4.50$729.50$738.500.61%
$743.00Nov 6$0.04$4.72$4.76$738.24$747.760.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 395 found (cheapest 0.02% of stock, avg 2.47%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$742.00$734.00Nov 6$0.06$0.10$0.16$733.84$742.16
$741.00$734.00Nov 6$0.12$0.10$0.22$733.78$741.22
$742.00$735.00Nov 6$0.06$0.15$0.21$734.79$742.21
$741.00$735.00Nov 6$0.12$0.15$0.27$734.73$741.27
$742.00$736.00Nov 6$0.06$0.23$0.29$735.71$742.29
$741.00$736.00Nov 6$0.12$0.23$0.35$735.65$741.35
$740.00$735.00Nov 6$0.25$0.15$0.40$734.60$740.40
$740.00$734.00Nov 6$0.25$0.10$0.35$733.65$740.35
$740.00$736.00Nov 6$0.25$0.23$0.48$735.52$740.48
$742.00$737.00Nov 6$0.06$0.40$0.46$736.54$742.46

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 267 found (best R:R 1.13, avg credit $0.67)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
702/703748/749Nov 17$0.53$0.4752%1.13$702.47$748.53
716/717747/748Nov 13$0.58$0.4246%1.38$716.42$747.58
708/709748/749Nov 16$0.53$0.4751%1.13$708.47$748.53
707/708748/749Nov 16$0.52$0.4852%1.08$707.48$748.52
704/705748/749Nov 17$0.53$0.4751%1.13$704.47$748.53
713/714747/748Nov 12$0.51$0.4952%1.04$713.49$747.51
715/716747/748Nov 13$0.56$0.4447%1.27$715.44$747.56
708/709747/748Nov 16$0.54$0.4649%1.17$708.46$747.54
711/712748/749Nov 16$0.54$0.4649%1.17$711.46$748.54
707/708748/749Nov 17$0.54$0.4649%1.17$707.46$748.54

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 354 found (best R:R 57.82, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$680.00$690.00$700.00Nov 18$0.17$9.836%57.82
$720.00$725.00$730.00Nov 27$0.14$4.869%34.71
$720.00$725.00$730.00Nov 19$0.18$4.8210%26.78
$715.00$720.00$725.00Dec 4$0.10$4.908%49.00
$715.00$720.00$725.00Dec 11$0.10$4.907%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Nov 19$0.18$4.8211%26.78
$725.00$730.00$735.00Nov 19$0.26$4.7412%18.23
$705.00$710.00$715.00Dec 4$0.09$4.916%54.56
$715.00$720.00$725.00Dec 11$0.12$4.887%40.67
$715.00$720.00$725.00Nov 19$0.18$4.829%26.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 858 found (best net $-2.06, 854 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$765.001:2Nov 19-$0.17$4.83
$737.00$738.001:2Nov 6-$0.30$0.70
$755.00$760.001:2Nov 19-$0.71$4.29
$741.00$742.001:2Nov 6$0.00$1.00
$780.00$785.001:2Nov 19-$0.02$4.98
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$880.00$810.001:2Dec 4-$2.06$67.94
$850.00$805.001:2Nov 20-$22.18$22.82
$835.00$796.001:2Dec 11-$19.12$19.88
$825.00$793.001:2Nov 10-$22.92$9.08
$739.00$738.001:2Nov 6-$0.19$0.81

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 483 found (best yield 2.65%, avg 0.65%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$739.00Dec 18$19.560.500.1%2.65%2.74%404401
$740.00Dec 18$18.920.490.2%2.56%2.79%1.3K8.3K
$741.00Dec 18$18.290.480.4%2.48%2.84%173529
$742.00Dec 18$17.660.480.5%2.39%2.89%95268
$743.00Dec 18$17.050.470.6%2.31%2.94%1601.6K
$744.00Dec 18$16.440.460.8%2.23%3.00%2732.1K
$745.00Dec 18$15.840.450.9%2.15%3.05%61312.8K
$746.00Dec 18$15.260.441.0%2.07%3.11%371269
$739.00Dec 11$18.200.500.1%2.47%2.56%81113
$740.00Dec 11$17.570.490.2%2.38%2.61%154506

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 4,992,283
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
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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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