Tour v533
SPY
State Street SPDR S&P 500 ETF Trust
$760.02 +0.57%
◀ 11/2 09:45 ▶

Option Volume

Detail
ℹ
Current (11/02 9:45am) 635,538
Calls: 303,706 (48%)
Puts: 331,832 (52%)
Prior (10/30) 871,352
Calls: 334,682 (38%)
Puts: 536,670 (62%)
Current vs Prior -27.06%
Calls: -9.26% (Calls)
Puts: -38.17% (Puts)
Prior 7-Day Total 76,056,544
Calls: 34,699,171 (46%)
Puts: 41,357,373 (54%)
Prior 7-Day Average 10,865,220
Calls: 4,957,024 (46%)
Puts: 5,908,196 (54%)
Current vs Prior 7-Day Avg -94.15%
Calls: -93.87%
Puts: -94.38%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/02 9:45am) $119.40M
Calls: $72.18M (60%)
Puts: $47.22M (40%)
Prior (10/30) $180.80M
Calls: $50.18M (28%)
Puts: $130.62M (72%)
Current vs Prior -33.96%
Calls: +43.85%
Puts: -63.85%
Prior 7-Day Total $9.12B
Calls: $4.08B (45%)
Puts: $5.04B (55%)
Prior 7-Day Average $1.30B
Calls: $583.32M (45%)
Puts: $719.63M (55%)
Current vs Prior 7-Day Avg -90.84%
Calls: -87.63%
Puts: -93.44%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/02 9:45am) 1.09
Prior (10/30) 1.60
Current vs Prior -31.86%
Prior 7-Day Average 1.19
Current vs Prior 7-Day Avg -7.82%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/02 9:45am) 6,734,576
Calls: 1,717,799 (26%)
Puts: 5,016,777 (74%)
Prior (10/30) 8,163,348
Calls: 2,098,110 (26%)
Puts: 6,065,238 (74%)
Current vs Prior -17.50%
Prior 7-Day Total 56,552,577
Calls: 14,516,437 (26%)
Puts: 42,036,140 (74%)
Prior 7-Day Average 8,078,939
Calls: 2,073,776 (26%)
Puts: 6,005,162 (74%)
Current vs Prior 7-Day Avg -16.64%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/02) | Next (11/03)Expiry (11/02) | Next (11/04)Expiry (11/06) | Next (11/13)Expiry (11/16) | Next (12/18)
Current 0.55% | 0.89%0.55% | 1.25%1.66% | 2.33%2.77% | 4.51%
Prior 0.98% | 1.28%0.24% | 0.98%0.24% | 1.97%3.24% | 4.81%
Current vs Prior -44.25% | -30.11%+124.80% | +27.04%+579.75% | +18.42%-14.34% | -6.20%
Prior 7-Day Avg 0.79% | 1.09%0.46% | 1.04%0.82% | 1.94%3.16% | 4.67%
Current vs 7-Day Avg -31.14% | -17.89%+18.79% | +20.30%+102.87% | +20.37%-12.16% | -3.23%
Prior 7-Day Eod 0.98% | 1.28%0.24% | 0.98%0.24% | 1.97%3.24% | 4.81%
Current vs 7-Day Eod -44.25% | -30.11%+124.80% | +27.04%+579.75% | +18.42%-14.34% | -6.20%
Sentiment BULLISHBEARISHBEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.77% | 0.71%
Calls: 1.10% | 0.31%
Puts: 0.43% | 1.11%
Prior 0.92% | 1.03%
Calls: 0.95% | 1.07%
Puts: 0.88% | 0.99%
Current vs Prior -16.30% | -31.07%
Prior 7-Day Avg 1.07% | 1.52%
Calls: 1.04% | 1.54%
Puts: 1.09% | 1.50%
Current vs 7-Day Avg -27.94% | -53.20%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 60% call dollar volume ($72.18M). Slightly bearish P/C ratio of 1.09. P/C ratio dropping 32% - sentiment shifting bullish. Put-heavy open interest (5,016,777 puts vs 1,717,799 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
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
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
09:45BULLISHNEUTRALMIXED
09:40BULLISHBEARISHBEARISH
09:35BULLISHNEUTRALMIXED

📈 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 1,687 of results (avg 2.4%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$759.00Nov 139.829.84$9.830.2%2350.53357
$765.00Nov 208.728.74$8.730.2%6310.447.7K
$761.00Nov 138.598.61$8.600.2%700.491.1K
$759.00Nov 66.916.93$6.920.3%3160.543.5K
$760.00Dec 1117.2317.28$17.260.3%720.51116
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 2012.1212.16$12.140.3%4710.5621.4K
$760.00Nov 3011.4011.44$11.420.4%1000.499.2K
$766.00Nov 2713.5613.61$13.590.4%10.57683
$759.00Nov 32.692.70$2.700.4%2.1K0.453.2K
$755.00Nov 309.709.74$9.720.4%1960.433.6K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 471 found (avg $0.41, cheapest $0.11)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Nov 20.100.11$0.119.1%8.7K0.055.1K
$767.00Nov 20.150.16$0.166.3%8.9K0.075.0K
$769.00Nov 20.080.09$0.0911.1%3.2K0.043.4K
$766.00Nov 20.210.22$0.224.5%9.4K0.104.1K
$770.00Nov 20.060.07$0.0714.3%8.7K0.038.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$750.00Nov 20.090.10$0.1010.0%9.2K0.0410.9K
$751.00Nov 20.120.13$0.137.7%7.2K0.053.4K
$748.00Nov 20.050.06$0.0616.7%5.5K0.026.7K
$749.00Nov 20.070.08$0.0812.5%7.4K0.032.6K
$752.00Nov 20.170.18$0.185.6%7.7K0.076.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 793 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Nov 2133.41136.33$134.872.2%--1.0030
$650.00Nov 2108.37111.77$110.073.1%--1.0023
$655.00Nov 2102.79106.78$104.793.8%--1.0017
$665.00Nov 293.3796.78$95.083.6%--1.0017
$670.00Nov 288.3791.77$90.073.8%31.0017
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$785.00Nov 623.6827.16$25.4213.7%--1.0022
$788.00Nov 626.1229.60$27.8612.5%401.00--
$800.00Nov 1338.2241.68$39.958.7%--1.0013
$805.00Nov 2043.7047.14$45.427.6%--1.0014
$782.00Nov 221.7622.28$22.022.4%61.0018

Most actively traded options today. High liquidity = easy entry/exit. 1,605 active (total vol 630.4K, top 44.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 21.811.83$1.821.1%44.5K0.507.5K
$762.00Nov 20.960.97$0.971.0%16.9K0.334.2K
$765.00Nov 20.310.32$0.323.1%16.6K0.148.7K
$761.00Nov 21.341.35$1.350.7%15.3K0.413.8K
$759.00Nov 22.382.40$2.390.8%15.0K0.583.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$759.00Nov 21.391.40$1.400.7%25.6K0.424.4K
$747.00Nov 20.040.05$0.0520.0%17.8K0.022.9K
$755.00Nov 20.430.44$0.442.3%15.9K0.166.6K
$760.00Nov 21.821.83$1.830.5%15.4K0.508.4K
$758.00Nov 21.051.06$1.060.9%15.1K0.345.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 57.3%, max 66.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$755.00Nov 2Dec 1124.5%14.8%66.3%1.6K5.8K
$756.00Nov 2Dec 1123.9%14.6%63.4%1.5K6.7K
$757.00Nov 2Dec 1123.3%14.5%60.7%2.5K3.2K
$758.00Nov 2Dec 1122.8%14.3%59.2%5.6K8.8K
$763.00Nov 2Dec 1121.6%13.6%58.9%11.7K5.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$755.00Nov 2Dec 1124.5%14.8%66.3%15.9K6.8K
$756.00Nov 2Dec 1123.9%14.6%63.4%9.7K3.3K
$757.00Nov 2Dec 1123.3%14.5%60.7%13.0K6.3K
$758.00Nov 2Dec 1122.8%14.3%59.1%15.1K5.8K
$763.00Nov 2Dec 1121.6%13.6%58.8%4452.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 810 found (best R:R 2.54, avg 5.48)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$720.00$721.00Nov 13$0.20$0.80$0.2091%4.00$720.20
$751.00$753.00Dec 11$0.49$1.51$0.4960%3.08$751.49
$734.00$735.00Nov 30$0.11$0.89$0.1177%8.09$734.11
$739.00$740.00Nov 6$0.23$0.77$0.2388%3.35$739.23
$728.00$730.00Nov 20$1.03$0.97$1.0383%0.94$729.03
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$774.00$770.00Dec 11$1.13$2.87$1.1363%2.54$772.87
$770.00$769.00Nov 6$0.13$0.87$0.1376%6.69$769.87
$773.00$772.00Nov 13$0.12$0.88$0.1274%7.33$772.88
$780.00$779.00Nov 30$0.14$0.86$0.1475%6.14$779.86
$776.00$775.00Nov 20$0.13$0.87$0.1374%6.69$775.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 605 found (best R:R 0.89, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$770.00Nov 16$2.35$2.35$2.6558%0.89$767.35
$765.00$770.00Nov 12$2.20$2.20$2.8059%0.79$767.20
$765.00$770.00Nov 11$2.14$2.14$2.8660%0.75$767.14
$765.00$770.00Nov 10$2.08$2.08$2.9260%0.71$767.08
$770.00$775.00Nov 16$1.76$1.76$3.2467%0.54$771.76
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$755.00$754.00Nov 2$0.12$0.12$0.8884%0.14$754.88
$752.00$751.00Nov 3$0.15$0.15$0.8582%0.18$751.85
$751.00$750.00Nov 3$0.12$0.12$0.8884%0.14$750.88
$758.00$757.00Nov 2$0.27$0.27$0.7366%0.37$757.73
$756.00$755.00Nov 2$0.15$0.15$0.8579%0.18$755.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $1.29, cheapest $1.29)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$758.00Nov 2Nov 3$1.3422.8%18.0%
$760.00Nov 2Nov 3$1.3822.2%17.4%
$759.00Nov 2Nov 3$1.3922.3%17.7%
$762.00Nov 2Nov 3$1.2321.7%17.3%
$761.00Nov 2Nov 3$1.3221.9%17.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$760.00Nov 2Nov 3$1.2922.2%17.4%
$758.00Nov 2Nov 3$1.2622.8%18.0%
$759.00Nov 2Nov 3$1.3022.3%17.7%
$762.00Nov 2Nov 3$1.1421.7%17.3%
$761.00Nov 2Nov 3$1.2521.9%17.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 732 found (cheapest 0.48% of stock, avg 3.84%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$760.00Nov 2$1.82$1.83$3.65$756.35$763.650.48%
$761.00Nov 2$1.35$2.34$3.69$757.31$764.690.49%
$759.00Nov 2$2.39$1.40$3.79$755.21$762.790.50%
$762.00Nov 2$0.97$2.98$3.95$758.05$765.950.52%
$758.00Nov 2$3.05$1.06$4.11$753.89$762.110.54%
$763.00Nov 2$0.67$3.68$4.35$758.65$767.350.57%
$757.00Nov 2$3.78$0.79$4.57$752.43$761.570.60%
$764.00Nov 2$0.47$4.48$4.95$759.05$768.950.65%
$756.00Nov 2$4.57$0.59$5.16$750.84$761.160.68%
$765.00Nov 2$0.32$5.33$5.65$759.35$770.650.74%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 385 found (cheapest 0.12% of stock, avg 1.63%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$764.00$755.00Nov 2$0.47$0.44$0.91$754.09$764.91
$764.00$756.00Nov 2$0.47$0.59$1.06$754.94$765.06
$763.00$755.00Nov 2$0.67$0.44$1.11$753.89$764.11
$763.00$756.00Nov 2$0.67$0.59$1.26$754.74$764.26
$775.00$740.00Nov 5$0.49$0.85$1.34$738.66$776.34
$764.00$757.00Nov 2$0.47$0.79$1.26$755.74$765.26
$763.00$757.00Nov 2$0.67$0.79$1.46$755.54$764.46
$762.00$755.00Nov 2$0.97$0.44$1.41$753.59$763.41
$764.00$758.00Nov 2$0.47$1.06$1.53$756.47$765.53
$762.00$756.00Nov 2$0.97$0.59$1.56$754.44$763.56

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 378 found (best R:R 1.04, avg credit $0.83)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
732/733769/770Nov 13$0.51$0.4951%1.04$732.49$769.51
732/733770/771Nov 13$0.49$0.5153%0.96$732.51$770.49
735/736769/770Nov 13$0.53$0.4749%1.13$735.47$769.53
735/736770/771Nov 13$0.51$0.4951%1.04$735.49$770.51
734/735769/770Nov 13$0.52$0.4850%1.08$734.48$769.52
734/735770/771Nov 13$0.50$0.5052%1.00$734.50$770.50
738/739769/770Nov 13$0.55$0.4546%1.22$738.45$769.55
738/739770/771Nov 13$0.53$0.4748%1.13$738.47$770.53
737/738769/770Nov 13$0.54$0.4647%1.17$737.46$769.54
737/738770/771Nov 13$0.52$0.4849%1.08$737.48$770.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 329 found (best R:R 10.63, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$660.00$680.00$700.00Nov 27$0.30$19.705%65.67
$755.00$760.00$765.00Nov 16$0.26$4.7417%18.23
$750.00$755.00$760.00Nov 5$0.51$4.4925%8.80
$750.00$755.00$760.00Nov 9$0.44$4.5621%10.36
$750.00$755.00$760.00Nov 12$0.36$4.6418%12.89
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Nov 5$0.43$4.5726%10.63
$755.00$760.00$765.00Nov 5$0.74$4.2630%5.76
$750.00$755.00$760.00Nov 5$0.60$4.4025%7.33
$750.00$755.00$760.00Nov 9$0.46$4.5421%9.87
$745.00$750.00$755.00Nov 11$0.31$4.6915%15.13

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 852 found (best net $-4.68, 832 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$765.001:2Nov 5-$0.46$4.54
$765.00$770.001:2Nov 9-$0.45$4.55
$770.00$775.001:2Nov 10-$0.13$4.87
$770.00$775.001:2Nov 11-$0.30$4.70
$755.00$760.001:2Nov 5-$2.16$2.84
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$790.00$777.001:2Nov 3-$4.68$8.32
$800.00$786.001:2Nov 13-$12.19$1.81
$760.00$755.001:2Nov 5-$1.51$3.49
$755.00$750.001:2Nov 5-$0.91$4.09
$765.00$760.001:2Nov 5-$2.57$2.43

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 330 found (best yield 2.18%, avg 0.52%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$761.00Dec 11$16.590.500.1%2.18%2.31%--301
$762.00Dec 11$15.960.490.3%2.10%2.36%523
$763.00Dec 11$15.340.470.4%2.02%2.41%--107
$765.00Dec 11$14.140.460.7%1.86%2.52%1285
$766.00Dec 11$13.560.450.8%1.78%2.57%--152
$767.00Dec 11$12.990.440.9%1.71%2.63%--11
$768.00Dec 11$12.430.431.1%1.64%2.69%112
$769.00Dec 11$11.880.421.2%1.56%2.74%--10
$770.00Dec 11$11.350.411.3%1.49%2.81%10182
$761.00Dec 4$14.570.500.1%1.92%2.05%13169

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 303,706
Total Puts 331,832
Put/Call Ratio 1.09
Net Difference -28,126

Prior's Put/Call Breakdown

Total Calls 334,682
Total Puts 536,670
Put/Call Ratio 1.60
Net Difference -201,988

Prior 7-Day Put/Call Summary

Total Calls 34,699,171
Total Puts 41,357,373
Average Put/Call Ratio 1.19
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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