Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$735.29 +0.31%
$736.44 (+0.16%)🌙
as of 11/06 06:07 PM
◀ 11/6 18:07

Option Volume

Detail
ℹ
Current (11/06) 11,883,193
Calls: 5,417,283 (46%)
Puts: 6,465,910 (54%)
Prior (11/05) 19,251,392
Calls: 7,823,052 (41%)
Puts: 11,428,340 (59%)
Current vs Prior -38.27%
Calls: -30.75% (Calls)
Puts: -43.42% (Puts)
Prior 7-Day Total 78,647,264
Calls: 34,348,568 (44%)
Puts: 44,298,696 (56%)
Prior 7-Day Average 13,107,877
Calls: 4,906,938 (44%)
Puts: 6,328,385 (56%)
Current vs Prior 7-Day Avg -9.34%
Calls: +10.40%
Puts: +2.17%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06) $2.46B
Calls: $517.05M (21%)
Puts: $1.95B (79%)
Prior (11/05) $10.62B
Calls: $809.14M (8%)
Puts: $9.81B (92%)
Current vs Prior -76.79%
Calls: -36.10%
Puts: -80.15%
Prior 7-Day Total $19.80B
Calls: $4.00B (20%)
Puts: $15.79B (80%)
Prior 7-Day Average $3.30B
Calls: $571.73M (20%)
Puts: $2.26B (80%)
Current vs Prior 7-Day Avg -25.29%
Calls: -9.56%
Puts: -13.67%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 1.19
Prior (11/05) 1.46
Current vs Prior -18.30%
Prior 7-Day Average 1.27
Current vs Prior 7-Day Avg -5.99%
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 54,091,369
Calls: 14,941,080 (28%)
Puts: 39,150,289 (72%)
Prior 7-Day Average 9,015,228
Calls: 2,490,180 (28%)
Puts: 6,525,048 (72%)
Current vs Prior 7-Day Avg +17.83%
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 0.18% | 1.35%0.18% | 1.35%0.18% | 2.64%2.87% | 5.52%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -10.47% | -14.43%-87.87% | -36.68%-87.87% | -18.19%-16.35% | -5.56%
Prior 7-Day Avg 1.07% | 1.46%0.70% | 1.46%1.29% | 2.46%2.89% | 4.87%
Current vs 7-Day Avg +26.69% | +25.22%-73.95% | -6.91%-85.75% | +7.40%-0.95% | +13.33%
Prior 7-Day Eod 0.30% | 1.26%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs 7-Day Eod +352.54% | +44.86%-87.87% | -36.68%-87.87% | -18.19%-16.35% | -5.56%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.01% | 1.13%
Calls: 0.95% | 0.84%
Puts: 1.07% | 1.42%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -33.99% | +39.51%
Prior 7-Day Avg 1.17% | 0.88%
Calls: 1.19% | 0.97%
Puts: 1.25% | 0.97%
Current vs 7-Day Avg -13.55% | +27.92%
Liquidity Good
+
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🤖 AI Insights

Strong bearish conviction with 79% of dollar volume in puts ($1.95B) vs calls ($517.05M). Light premium activity with dollar volume down 77% vs prior. Slightly bearish P/C ratio of 1.19. Put-heavy open interest (7,304,731 puts vs 3,317,869 calls) suggests hedging or bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
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 BEARISH
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 2,690 of results (avg 2.9%, best 0.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Nov 6145.83146.21$146.020.3%361.0056
$595.00Nov 6140.84141.21$141.030.3%81.00--
$600.00Nov 6135.83136.21$136.020.3%141.0011
$605.00Nov 6130.84131.21$131.030.3%91.009
$610.00Nov 6125.83126.21$126.020.3%81.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Nov 1036.0236.14$36.080.3%2730.99--
$750.00Nov 614.0714.12$14.100.4%16.7K1.0026.3K
$790.00Nov 2053.9854.19$54.080.4%80.9913
$819.00Nov 682.8383.18$83.010.4%331.00--
$816.00Nov 679.8480.18$80.010.4%281.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 407 found (avg $0.43, cheapest $0.28)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$736.00Nov 60.260.29$0.2810.7%109.3K1.004.8K
$737.00Nov 60.050.06$0.0616.7%175.1K0.145.1K
$735.00Nov 60.951.00$0.985.1%62.4K1.006.3K
$754.00Nov 90.110.13$0.1216.7%10.8K0.03974
$756.00Nov 90.070.08$0.0812.5%6.6K0.021.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$736.00Nov 60.360.38$0.375.4%336.7K1.003.3K
$735.00Nov 60.070.08$0.0812.5%399.1K0.1615.6K
$711.00Nov 90.390.41$0.405.0%3.8K0.06314
$709.00Nov 90.330.35$0.345.9%3.1K0.05238
$713.00Nov 90.470.49$0.484.2%6.7K0.07798

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,384 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Nov 6145.83146.21$146.020.3%361.0056
$595.00Nov 6140.84141.21$141.030.3%81.00--
$600.00Nov 6135.83136.21$136.020.3%141.0011
$605.00Nov 6130.84131.21$131.030.3%91.009
$610.00Nov 6125.83126.21$126.020.3%81.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$736.00Nov 60.360.38$0.375.4%336.7K1.003.3K
$767.00Nov 630.7931.18$30.991.3%2491.00615
$768.00Nov 631.7932.18$31.991.2%3951.001.3K
$769.00Nov 632.8433.18$33.011.0%631.0023
$770.00Nov 633.7934.18$33.991.1%2771.00164

Most actively traded options today. High liquidity = easy entry/exit. 3,285 active (total vol 11.8M, top 495.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.000.01$0.01100.0%495.0K0.0110.5K
$739.00Nov 60.010.02$0.0250.0%330.3K0.033.3K
$742.00Nov 60.000.01$0.01100.0%314.7K0.013.9K
$745.00Nov 60.000.01$0.01100.0%314.5K0.0113.4K
$741.00Nov 60.000.01$0.01100.0%307.2K0.012.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$738.00Nov 62.082.13$2.112.4%447.2K0.975.6K
$737.00Nov 61.131.18$1.154.3%428.4K0.904.2K
$735.00Nov 60.070.08$0.0812.5%399.1K0.1615.6K
$736.00Nov 60.360.38$0.375.4%336.7K1.003.3K
$739.00Nov 63.083.13$3.111.6%271.6K0.973.2K

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,229 found (best R:R 1.94, avg 4.33)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$736.00$737.00Nov 6$0.22$0.78$0.22100%3.55$736.22
$764.00$765.00Nov 17$0.10$0.90$0.1010%9.00$764.10
$784.00$785.00Dec 18$0.12$0.88$0.1211%7.33$784.12
$781.00$782.00Dec 11$0.12$0.88$0.1211%7.33$781.12
$788.00$789.00Dec 18$0.10$0.90$0.109%9.00$788.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$776.00$775.00Nov 9$0.34$0.66$0.34100%1.94$775.66
$735.00$730.00Dec 11$1.65$3.35$1.6548%2.03$733.35
$730.00$725.00Dec 11$1.45$3.55$1.4544%2.45$728.55
$735.00$730.00Dec 4$1.66$3.34$1.6648%2.01$733.34
$730.00$725.00Dec 4$1.45$3.55$1.4543%2.45$728.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 912 found (best R:R 1.10, avg 0.46)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$740.00$745.00Nov 19$2.62$2.62$2.3855%1.10$742.62
$745.00$750.00Nov 19$2.22$2.22$2.7862%0.80$747.22
$750.00$755.00Nov 19$1.79$1.79$3.2169%0.56$751.79
$755.00$760.00Nov 19$1.34$1.34$3.6676%0.37$756.34
$760.00$765.00Nov 19$0.92$0.92$4.0883%0.23$760.92
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$722.00$721.00Nov 9$0.12$0.12$0.8884%0.14$721.88
$723.00$722.00Nov 9$0.13$0.13$0.8783%0.15$722.87
$726.00$725.00Nov 9$0.18$0.18$0.8277%0.22$725.82
$721.00$720.00Nov 9$0.10$0.10$0.9086%0.11$720.90
$716.00$715.00Nov 10$0.11$0.11$0.8985%0.12$715.89

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,218 found (cheapest 0.09% of stock, avg 4.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$736.00Nov 6$0.28$0.37$0.65$735.35$736.650.09%
$735.00Nov 6$0.98$0.08$1.06$733.94$736.060.14%
$737.00Nov 6$0.06$1.15$1.21$735.79$738.210.16%
$734.00Nov 6$1.92$0.02$1.94$732.06$735.940.26%
$738.00Nov 6$0.02$2.11$2.13$735.87$740.130.29%
$733.00Nov 6$2.91$0.02$2.93$730.07$735.930.40%
$739.00Nov 6$0.02$3.11$3.13$735.87$742.130.43%
$732.00Nov 6$3.92$0.01$3.93$728.07$735.930.53%
$740.00Nov 6$0.01$4.10$4.11$735.89$744.110.56%
$731.00Nov 6$4.92$0.01$4.93$726.07$735.930.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 376 found (cheapest 0.02% of stock, avg 2.79%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$737.00$735.00Nov 6$0.06$0.08$0.14$734.86$737.14
$740.00$731.00Nov 9$2.69$2.93$5.62$725.38$745.62
$740.00$732.00Nov 9$2.69$3.23$5.92$726.08$745.92
$739.00$731.00Nov 9$3.13$2.93$6.06$724.94$745.06
$739.00$732.00Nov 9$3.13$3.23$6.36$725.64$745.36
$740.00$733.00Nov 9$2.69$3.55$6.24$726.76$746.24
$739.00$733.00Nov 9$3.13$3.55$6.68$726.32$745.68
$740.00$734.00Nov 9$2.69$3.89$6.58$727.42$746.58
$738.00$731.00Nov 9$3.61$2.93$6.54$724.46$744.54
$738.00$732.00Nov 9$3.61$3.23$6.84$725.16$744.84

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 186 found (best R:R 1.13, avg credit $0.71)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
713/714743/744Nov 11$0.53$0.4748%1.13$713.47$743.53
719/720743/744Nov 11$0.59$0.4142%1.44$719.41$743.59
708/709744/745Nov 12$0.51$0.4950%1.04$708.49$744.51
712/713744/745Nov 12$0.54$0.4647%1.17$712.46$744.54
715/716742/743Nov 10$0.51$0.4950%1.04$715.49$742.51
717/718742/743Nov 10$0.53$0.4748%1.13$717.47$742.53
711/712744/745Nov 12$0.53$0.4748%1.13$711.47$744.53
716/717745/746Nov 13$0.59$0.4142%1.44$716.41$745.59
715/716745/746Nov 13$0.58$0.4243%1.38$715.42$745.58
710/711744/745Nov 12$0.52$0.4849%1.08$710.48$744.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 371 found (best R:R 4.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$736.00$737.00$738.00Nov 6$0.18$0.8296%4.56
$735.00$736.00$737.00Nov 6$0.48$0.5286%1.08
$715.00$720.00$725.00Nov 19$0.12$4.889%40.67
$710.00$715.00$720.00Dec 11$0.07$4.936%70.43
$725.00$730.00$735.00Dec 4$0.16$4.849%30.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$734.00$735.00$736.00Nov 6$0.23$0.7796%3.35
$790.00$810.00$830.00Dec 4$0.28$19.724%70.43
$710.00$715.00$720.00Dec 4$0.11$4.897%44.45
$735.00$736.00$737.00Nov 6$0.49$0.5174%1.04
$720.00$725.00$730.00Dec 11$0.14$4.868%34.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 856 found (best net $-21.21, 851 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$765.00$770.001:2Nov 19-$0.11$4.89
$760.00$765.001:2Nov 19-$0.35$4.65
$770.00$775.001:2Nov 19-$0.03$4.97
$775.00$780.001:2Nov 19$0.00$5.00
$733.00$734.001:2Nov 6-$0.93$0.07
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$835.00$796.001:2Dec 11-$21.21$17.79
$825.00$793.001:2Nov 10-$25.07$6.93
$738.00$737.001:2Nov 6-$0.19$0.81
$733.00$732.001:2Nov 6$0.00$1.00
$710.00$705.001:2Nov 6-$0.01$4.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 529 found (best yield 2.86%, avg 0.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$736.00Dec 18$21.020.500.1%2.86%2.96%135277
$737.00Dec 18$20.370.490.2%2.77%3.00%429162
$738.00Dec 18$19.730.490.4%2.68%3.05%4.3K450
$739.00Dec 18$19.100.480.5%2.60%3.10%408401
$740.00Dec 18$18.480.480.6%2.51%3.15%1.9K8.3K
$741.00Dec 18$17.860.470.8%2.43%3.21%182529
$742.00Dec 18$17.250.460.9%2.35%3.26%101268
$743.00Dec 18$16.650.451.1%2.26%3.31%1661.6K
$736.00Dec 11$19.650.510.1%2.67%2.77%290629
$744.00Dec 18$16.070.441.2%2.19%3.37%2772.1K

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 5,417,283
Total Puts 6,465,910
Put/Call Ratio 1.19
Net Difference -1,048,627

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 34,348,568
Total Puts 44,298,696
Average Put/Call Ratio 1.27
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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