Tour v533
SPY
State Street SPDR S&P 500 ETF Trust
$760.26 +0.60%
◀ 11/2 09:50 ▶

Option Volume

Detail
ℹ
Current (11/02 9:50am) 865,738
Calls: 412,666 (48%)
Puts: 453,072 (52%)
Prior (10/30) 1,035,954
Calls: 399,631 (39%)
Puts: 636,323 (61%)
Current vs Prior -16.43%
Calls: +3.26% (Calls)
Puts: -28.80% (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 -92.03%
Calls: -91.68%
Puts: -92.33%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/02 9:50am) $160.34M
Calls: $91.90M (57%)
Puts: $68.44M (43%)
Prior (10/30) $209.39M
Calls: $62.61M (30%)
Puts: $146.78M (70%)
Current vs Prior -23.42%
Calls: +46.78%
Puts: -53.37%
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 -87.69%
Calls: -84.24%
Puts: -90.49%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/02 9:50am) 1.10
Prior (10/30) 1.59
Current vs Prior -31.05%
Prior 7-Day Average 1.19
Current vs Prior 7-Day Avg -7.38%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/02 9:50am) 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 0.54% | 0.88%0.54% | 1.24%1.64% | 2.31%2.77% | 4.49%
Prior 0.98% | 1.28%0.24% | 0.98%0.24% | 1.97%3.24% | 4.81%
Current vs Prior -44.80% | -30.85%+122.55% | +25.93%+571.99% | +17.45%-14.56% | -6.69%
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 -31.83% | -18.76%+17.60% | +19.25%+100.55% | +19.39%-12.39% | -3.74%
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 -44.80% | -30.85%+122.55% | +25.93%+571.99% | +17.45%-14.56% | -6.69%
Sentiment BULLISHBEARISHBEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.48% | 0.59%
Calls: 0.52% | 0.61%
Puts: 0.45% | 0.58%
Prior 0.92% | 1.03%
Calls: 0.95% | 1.07%
Puts: 0.88% | 0.99%
Current vs Prior -47.83% | -42.72%
Prior 7-Day Avg 1.07% | 1.52%
Calls: 1.04% | 1.54%
Puts: 1.09% | 1.50%
Current vs 7-Day Avg -55.08% | -61.11%
Liquidity Excellent
+
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🤖 AI Insights

Slightly bearish P/C ratio of 1.10. P/C ratio dropping 31% - sentiment shifting bullish. Put-heavy open interest (5,016,777 puts vs 1,717,799 calls) suggests hedging or bearish positioning. Declining open interest (down 18%) indicates positions being closed.

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
09:50BULLISHNEUTRALMIXED
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 1,865 of results (avg 2.0%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 3013.7513.77$13.760.1%2150.513.0K
$754.00Nov 26.516.52$6.520.2%1.1K0.891.6K
$763.00Nov 3011.8911.91$11.900.2%250.471.2K
$765.00Nov 3010.7210.74$10.730.2%3020.452.0K
$763.00Dec 413.4013.43$13.420.2%560.47172
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Nov 27.887.90$7.890.3%3990.941.3K
$763.00Nov 23.493.50$3.500.3%6740.732.0K
$767.00Nov 26.936.95$6.940.3%1360.92831
$755.00Nov 136.166.18$6.170.3%1690.408.7K
$766.00Nov 26.006.02$6.010.3%5970.891.0K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 486 found (avg $0.41, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 20.060.07$0.0714.3%9.9K0.038.6K
$768.00Nov 20.120.13$0.137.7%13.5K0.065.1K
$769.00Nov 20.090.10$0.1010.0%7.8K0.043.4K
$767.00Nov 20.170.18$0.185.6%11.6K0.085.0K
$766.00Nov 20.240.25$0.254.0%11.3K0.114.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$751.00Nov 20.100.11$0.119.1%7.9K0.053.4K
$752.00Nov 20.140.15$0.156.7%13.7K0.066.6K
$750.00Nov 20.080.09$0.0911.1%11.2K0.0410.9K
$753.00Nov 20.190.20$0.205.0%11.5K0.0811.0K
$748.00Nov 20.050.06$0.0616.7%6.4K0.026.7K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 796 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Nov 2135.11135.48$135.300.3%--1.0030
$650.00Nov 2110.14110.49$110.320.3%--1.0023
$655.00Nov 2105.14105.49$105.320.3%--1.0017
$665.00Nov 295.1495.49$95.320.4%--1.0017
$670.00Nov 290.1490.49$90.320.4%31.0017
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$788.00Nov 626.2429.07$27.6610.2%401.00--
$800.00Nov 1338.2841.03$39.666.9%--1.0013
$805.00Nov 2043.2346.05$44.646.3%--1.0014
$782.00Nov 221.6521.79$21.720.6%61.0018
$783.00Nov 222.6522.79$22.720.6%11.001

Most actively traded options today. High liquidity = easy entry/exit. 1,699 active (total vol 859.8K, top 57.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 21.921.93$1.920.5%57.8K0.527.5K
$762.00Nov 21.031.04$1.041.0%29.0K0.354.2K
$761.00Nov 21.431.44$1.440.7%26.0K0.433.8K
$765.00Nov 20.350.36$0.362.8%24.4K0.158.7K
$759.00Nov 22.512.52$2.510.4%18.3K0.613.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$759.00Nov 21.271.28$1.270.8%31.0K0.394.4K
$722.00Nov 202.512.53$2.520.8%27.0K0.1321.0K
$718.00Nov 202.212.24$2.231.3%24.0K0.1227.1K
$760.00Nov 21.681.69$1.690.6%21.4K0.488.4K
$755.00Nov 20.380.39$0.392.6%18.8K0.156.6K

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 55.0%, max 63.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$756.00Nov 2Dec 1123.7%14.5%63.1%1.9K6.7K
$763.00Nov 2Dec 1121.8%13.5%61.5%16.7K5.2K
$757.00Nov 2Dec 1123.2%14.4%61.2%3.3K3.2K
$758.00Nov 2Dec 1122.7%14.2%59.5%6.8K8.8K
$762.00Nov 2Dec 1121.8%13.7%59.2%29.0K4.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$756.00Nov 2Dec 1123.7%14.5%63.1%11.0K3.3K
$763.00Nov 2Dec 1121.8%13.5%61.5%6742.1K
$757.00Nov 2Dec 1123.2%14.4%61.2%18.4K6.3K
$758.00Nov 2Dec 1122.7%14.2%59.5%18.3K5.8K
$762.00Nov 2Dec 1121.8%13.7%59.2%2.6K1.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 789 found (best R:R 4.88, avg 5.53)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$695.00$696.00Nov 30$0.17$0.83$0.1791%4.88$695.17
$720.00$722.00Nov 20$1.01$0.99$1.0187%0.98$721.01
$702.00$703.00Nov 30$0.28$0.72$0.2890%2.57$702.28
$732.00$733.00Nov 20$0.20$0.80$0.2081%4.00$732.20
$737.00$738.00Nov 20$0.19$0.81$0.1978%4.26$737.19
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$783.00$782.00Nov 30$0.18$0.82$0.1879%4.56$782.82
$765.00$760.00Nov 12$2.20$2.80$2.2059%1.27$762.80
$785.00$776.00Dec 11$5.99$3.01$5.9975%0.50$779.01
$760.00$755.00Nov 16$1.72$3.28$1.7249%1.91$758.28
$735.00$730.00Dec 11$0.80$4.20$0.8027%5.25$734.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 603 found (best R:R 0.89, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$770.00Nov 16$2.36$2.36$2.6458%0.89$767.36
$765.00$770.00Nov 12$2.23$2.23$2.7759%0.81$767.23
$765.00$770.00Nov 11$2.16$2.16$2.8459%0.76$767.16
$765.00$770.00Nov 10$2.09$2.09$2.9160%0.72$767.09
$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$0.11$0.11$0.8985%0.12$754.89
$750.00$749.00Nov 3$0.10$0.10$0.9088%0.11$749.90
$752.00$751.00Nov 3$0.14$0.14$0.8683%0.16$751.86
$760.00$759.00Nov 2$0.42$0.42$0.5852%0.72$759.58
$757.00$756.00Nov 2$0.19$0.19$0.8175%0.23$756.81

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $1.28, cheapest $1.23)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$758.00Nov 2Nov 3$1.3222.7%17.8%
$760.00Nov 2Nov 3$1.3721.9%17.2%
$759.00Nov 2Nov 3$1.3722.1%17.5%
$762.00Nov 2Nov 3$1.2221.8%17.2%
$761.00Nov 2Nov 3$1.3221.9%17.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$758.00Nov 2Nov 3$1.2322.7%17.8%
$760.00Nov 2Nov 3$1.2821.9%17.2%
$759.00Nov 2Nov 3$1.2822.1%17.5%
$762.00Nov 2Nov 3$1.1421.8%17.2%
$761.00Nov 2Nov 3$1.2321.9%17.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 735 found (cheapest 0.47% of stock, avg 3.84%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$760.00Nov 2$1.92$1.69$3.61$756.39$763.610.47%
$761.00Nov 2$1.44$2.20$3.64$757.36$764.640.48%
$759.00Nov 2$2.51$1.27$3.78$755.22$762.780.50%
$762.00Nov 2$1.04$2.80$3.84$758.16$765.840.51%
$758.00Nov 2$3.19$0.96$4.15$753.85$762.150.55%
$763.00Nov 2$0.74$3.50$4.24$758.76$767.240.56%
$757.00Nov 2$3.95$0.71$4.66$752.34$761.660.61%
$764.00Nov 2$0.52$4.27$4.79$759.21$768.790.63%
$756.00Nov 2$4.76$0.52$5.28$750.72$761.280.69%
$765.00Nov 2$0.36$5.11$5.47$759.53$770.470.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 385 found (cheapest 0.12% of stock, avg 1.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$765.00$756.00Nov 2$0.36$0.52$0.88$755.12$765.88
$764.00$756.00Nov 2$0.52$0.52$1.04$754.96$765.04
$765.00$757.00Nov 2$0.36$0.71$1.07$755.93$766.07
$764.00$757.00Nov 2$0.52$0.71$1.23$755.77$765.23
$775.00$740.00Nov 5$0.51$0.78$1.29$738.71$776.29
$763.00$756.00Nov 2$0.74$0.52$1.26$754.74$764.26
$763.00$757.00Nov 2$0.74$0.71$1.45$755.55$764.45
$765.00$758.00Nov 2$0.36$0.96$1.32$756.68$766.32
$764.00$758.00Nov 2$0.52$0.96$1.48$756.52$765.48
$763.00$758.00Nov 2$0.74$0.96$1.70$756.30$764.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 364 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
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
737/738769/770Nov 13$0.54$0.4647%1.17$737.46$769.54
736/737769/770Nov 13$0.53$0.4748%1.13$736.47$769.53
737/738770/771Nov 13$0.52$0.4849%1.08$737.48$770.52
736/737770/771Nov 13$0.51$0.4950%1.04$736.49$770.51
735/736769/770Nov 13$0.52$0.4849%1.08$735.48$769.52
735/736770/771Nov 13$0.50$0.5051%1.00$735.50$770.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 292 found (best R:R 11.20, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Nov 9$0.41$4.5921%11.20
$745.00$750.00$755.00Nov 5$0.39$4.6119%11.82
$750.00$755.00$760.00Nov 10$0.40$4.6019%11.50
$750.00$755.00$760.00Nov 12$0.35$4.6518%13.29
$750.00$755.00$760.00Nov 11$0.38$4.6218%12.16
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$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$0.47$4.5321%9.64
$765.00$770.00$775.00Nov 5$0.61$4.3925%7.20
$745.00$750.00$755.00Nov 5$0.42$4.5819%10.90

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 867 found (best net $-4.38, 848 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$765.001:2Nov 5-$0.48$4.52
$765.00$770.001:2Nov 9-$0.47$4.53
$770.00$775.001:2Nov 10-$0.15$4.85
$770.00$775.001:2Nov 11-$0.30$4.70
$755.00$760.001:2Nov 5-$2.21$2.79
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$790.00$777.001:2Nov 3-$4.38$8.62
$800.00$786.001:2Nov 13-$12.20$1.80
$760.00$755.001:2Nov 5-$1.40$3.60
$755.00$750.001:2Nov 5-$0.83$4.17
$765.00$760.001:2Nov 5-$2.43$2.57

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 335 found (best yield 2.19%, avg 0.52%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$761.00Dec 11$16.630.500.1%2.19%2.28%2301
$762.00Dec 11$16.010.490.2%2.11%2.33%523
$763.00Dec 11$15.380.480.4%2.02%2.38%2107
$765.00Dec 11$14.180.470.6%1.87%2.49%5285
$766.00Dec 11$13.600.460.8%1.79%2.54%--152
$767.00Dec 11$13.030.450.9%1.71%2.60%--11
$768.00Dec 11$12.470.431.0%1.64%2.66%112
$769.00Dec 11$11.920.421.1%1.57%2.72%--10
$770.00Dec 11$11.390.411.3%1.50%2.78%11182
$761.00Dec 4$14.620.500.1%1.92%2.02%18169

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 412,666
Total Puts 453,072
Put/Call Ratio 1.10
Net Difference -40,406

Prior's Put/Call Breakdown

Total Calls 399,631
Total Puts 636,323
Put/Call Ratio 1.59
Net Difference -236,692

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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