Tour v533
SPY
State Street SPDR S&P 500 ETF Trust
$760.19 +0.59%
◀ 11/2 09:55 ▶

Option Volume

Detail
ℹ
Current (11/02 9:55am) 1,019,280
Calls: 513,990 (50%)
Puts: 505,290 (50%)
Prior (10/30) 1,144,685
Calls: 450,140 (39%)
Puts: 694,545 (61%)
Current vs Prior -10.96%
Calls: +14.18% (Calls)
Puts: -27.25% (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 -90.62%
Calls: -89.63%
Puts: -91.45%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/02 9:55am) $182.64M
Calls: $105.83M (58%)
Puts: $76.81M (42%)
Prior (10/30) $222.76M
Calls: $70.18M (32%)
Puts: $152.58M (68%)
Current vs Prior -18.01%
Calls: +50.79%
Puts: -49.66%
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 -85.98%
Calls: -81.86%
Puts: -89.33%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/02 9:55am) 0.98
Prior (10/30) 1.54
Current vs Prior -36.29%
Prior 7-Day Average 1.19
Current vs Prior 7-Day Avg -17.06%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/02 9:55am) 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% | 1.23%1.64% | 2.31%2.67% | 4.49%
Prior 0.98% | 1.28%0.24% | 0.98%0.24% | 1.97%3.24% | 4.81%
Current vs Prior -45.20% | -31.26%+120.94% | +25.68%+572.03% | +17.39%-17.44% | -6.68%
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 -32.32% | -19.24%+16.75% | +19.01%+100.56% | +19.33%-15.34% | -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 -45.20% | -31.26%+120.94% | +25.68%+572.03% | +17.39%-17.44% | -6.68%
Sentiment BULLISHBEARISHBEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.76% | 0.59%
Calls: 1.06% | 0.31%
Puts: 0.45% | 0.87%
Prior 0.92% | 1.03%
Calls: 0.95% | 1.07%
Puts: 0.88% | 0.99%
Current vs Prior -17.39% | -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 -28.88% | -61.11%
Liquidity Excellent
+
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🤖 AI Insights

P/C ratio dropping 36% - 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 BULLISH
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
09:55BULLISHNEUTRALBULLISH
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 1,882 of results (avg 2.0%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 2011.6811.70$11.690.2%1.6K0.519.8K
$750.00Nov 210.2610.28$10.270.2%5170.96817
$764.00Nov 209.299.31$9.300.2%1360.451.8K
$767.00Nov 279.149.16$9.150.2%110.42309
$700.00Nov 2063.1063.24$63.170.2%40.936.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 3011.2311.26$11.250.3%1500.499.2K
$754.00Nov 63.583.59$3.590.3%6.2K0.342.0K
$732.00Nov 203.523.53$3.530.3%660.1916.4K
$755.00Nov 53.193.20$3.200.3%8150.351.3K
$755.00Nov 136.196.21$6.200.3%1700.408.7K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 484 found (avg $0.41, cheapest $0.12)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Nov 20.110.12$0.128.3%18.3K0.065.1K
$770.00Nov 20.060.07$0.0714.3%12.2K0.038.6K
$769.00Nov 20.080.09$0.0911.1%15.8K0.043.4K
$767.00Nov 20.160.17$0.175.9%13.4K0.085.0K
$771.00Nov 20.050.06$0.0616.7%2.3K0.032.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$752.00Nov 20.140.15$0.156.7%14.4K0.066.6K
$751.00Nov 20.110.12$0.128.3%10.3K0.053.4K
$749.00Nov 20.060.07$0.0714.3%9.4K0.032.6K
$750.00Nov 20.080.09$0.0911.1%12.1K0.0410.9K
$753.00Nov 20.200.21$0.214.8%12.5K0.0911.0K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 802 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Nov 2134.33135.37$134.850.8%--1.0030
$650.00Nov 2109.99111.18$110.591.1%--1.0023
$655.00Nov 2104.98105.43$105.210.4%--1.0017
$665.00Nov 295.0196.15$95.581.2%--1.0017
$670.00Nov 289.3490.37$89.861.1%31.0017
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$785.00Nov 623.8426.04$24.948.8%--1.0022
$788.00Nov 626.2329.28$27.7611.0%401.00--
$800.00Nov 1338.2441.28$39.767.6%--1.0013
$805.00Nov 2043.2346.34$44.796.9%--1.0014
$782.00Nov 221.8121.91$21.860.5%181.0018

Most actively traded options today. High liquidity = easy entry/exit. 1,744 active (total vol 1.0M, top 66.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 21.871.89$1.881.1%66.9K0.517.5K
$761.00Nov 21.391.40$1.400.7%37.1K0.423.8K
$762.00Nov 20.991.00$1.001.0%36.8K0.334.2K
$765.00Nov 20.330.34$0.342.9%34.0K0.148.7K
$763.00Nov 20.690.70$0.701.4%22.9K0.265.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$759.00Nov 21.271.28$1.270.8%34.1K0.414.4K
$760.00Nov 21.691.70$1.690.6%28.0K0.498.4K
$722.00Nov 202.522.54$2.530.8%27.0K0.1421.0K
$718.00Nov 202.222.24$2.230.9%24.0K0.1227.1K
$758.00Nov 20.950.96$0.961.0%21.7K0.335.8K

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 58.1%, max 65.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$755.00Nov 2Dec 1124.3%14.6%65.8%2.5K5.8K
$756.00Nov 2Dec 1123.8%14.5%63.7%2.8K6.7K
$763.00Nov 2Dec 1121.9%13.5%61.9%23.0K5.2K
$757.00Nov 2Dec 1123.1%14.4%60.8%4.0K3.2K
$762.00Nov 2Dec 1121.9%13.7%60.1%36.8K4.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$755.00Nov 2Dec 1124.3%14.6%65.8%20.7K6.8K
$756.00Nov 2Dec 1123.6%14.5%62.6%13.0K3.3K
$763.00Nov 2Dec 1121.9%13.5%62.2%1.1K2.1K
$757.00Nov 2Dec 1123.1%14.4%60.9%20.4K6.3K
$762.00Nov 2Dec 1121.9%13.6%60.5%3.5K1.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 786 found (best R:R 1.90, avg 5.58)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$710.00$711.00Nov 20$0.17$0.83$0.1791%4.88$710.17
$702.00$703.00Nov 30$0.19$0.81$0.1990%4.26$702.19
$720.00$722.00Nov 20$1.07$0.93$1.0787%0.87$721.07
$693.00$694.00Nov 30$0.30$0.70$0.3092%2.33$693.30
$696.00$697.00Nov 30$0.31$0.69$0.3191%2.23$696.31
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$774.00$770.00Dec 11$1.38$2.62$1.3863%1.90$772.62
$785.00$784.00Nov 6$0.49$0.51$0.49100%1.04$784.51
$765.00$760.00Nov 16$2.17$2.83$2.1758%1.30$762.83
$765.00$760.00Nov 12$2.22$2.78$2.2259%1.25$762.78
$760.00$755.00Nov 16$1.73$3.27$1.7349%1.89$758.27

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 610 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$2.22$2.22$2.7859%0.80$767.22
$765.00$770.00Nov 11$2.16$2.16$2.8460%0.76$767.16
$765.00$770.00Nov 10$2.09$2.09$2.9160%0.72$767.09
$770.00$775.00Nov 16$1.77$1.77$3.2367%0.55$771.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$750.00$749.00Nov 3$0.10$0.10$0.9087%0.11$749.90
$755.00$754.00Nov 3$0.23$0.23$0.7773%0.30$754.77
$753.00$752.00Nov 3$0.16$0.16$0.8480%0.19$752.84
$755.00$754.00Nov 2$0.10$0.10$0.9085%0.11$754.90
$756.00$755.00Nov 2$0.14$0.14$0.8680%0.16$755.86

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $1.28, cheapest $1.24)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$758.00Nov 2Nov 3$1.3122.6%17.8%
$760.00Nov 2Nov 3$1.3621.8%17.1%
$762.00Nov 2Nov 3$1.2221.9%17.1%
$759.00Nov 2Nov 3$1.3622.1%17.5%
$761.00Nov 2Nov 3$1.3122.0%17.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$758.00Nov 2Nov 3$1.2422.6%17.7%
$762.00Nov 2Nov 3$1.1521.9%17.1%
$759.00Nov 2Nov 3$1.3022.1%17.4%
$760.00Nov 2Nov 3$1.3021.8%17.1%
$761.00Nov 2Nov 3$1.2322.0%17.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 738 found (cheapest 0.47% of stock, avg 3.85%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$760.00Nov 2$1.88$1.69$3.57$756.43$763.570.47%
$761.00Nov 2$1.40$2.21$3.61$757.39$764.610.47%
$759.00Nov 2$2.47$1.27$3.74$755.26$762.740.49%
$762.00Nov 2$1.00$2.81$3.81$758.19$765.810.50%
$758.00Nov 2$3.15$0.96$4.11$753.89$762.110.54%
$763.00Nov 2$0.70$3.52$4.22$758.78$767.220.56%
$757.00Nov 2$3.90$0.71$4.61$752.39$761.610.61%
$764.00Nov 2$0.49$4.30$4.79$759.21$768.790.63%
$756.00Nov 2$4.71$0.53$5.24$750.76$761.240.69%
$765.00Nov 2$0.34$5.15$5.49$759.51$770.490.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 385 found (cheapest 0.11% of stock, avg 1.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$765.00$756.00Nov 2$0.34$0.53$0.87$755.13$765.87
$764.00$756.00Nov 2$0.49$0.53$1.02$754.98$765.02
$765.00$757.00Nov 2$0.34$0.71$1.05$755.95$766.05
$763.00$756.00Nov 2$0.70$0.53$1.23$754.77$764.23
$764.00$757.00Nov 2$0.49$0.71$1.20$755.80$765.20
$775.00$740.00Nov 5$0.49$0.79$1.28$738.72$776.28
$763.00$757.00Nov 2$0.70$0.71$1.41$755.59$764.41
$765.00$758.00Nov 2$0.34$0.96$1.30$756.70$766.30
$764.00$758.00Nov 2$0.49$0.96$1.45$756.55$765.45
$762.00$756.00Nov 2$1.00$0.53$1.53$754.47$763.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 398 found (best R:R 1.04, avg credit $0.82)

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
739/740769/770Nov 13$0.56$0.4446%1.27$739.44$769.56
739/740770/771Nov 13$0.54$0.4648%1.17$739.46$770.54
733/734769/770Nov 13$0.51$0.4951%1.04$733.49$769.51
733/734770/771Nov 13$0.49$0.5153%0.96$733.51$770.49
736/737769/770Nov 13$0.53$0.4748%1.13$736.47$769.53
736/737770/771Nov 13$0.51$0.4950%1.04$736.49$770.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 278 found (best R:R 8.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Nov 5$0.53$4.4726%8.43
$755.00$760.00$765.00Nov 5$0.74$4.2630%5.76
$745.00$750.00$755.00Nov 10$0.31$4.6916%15.13
$745.00$750.00$755.00Nov 12$0.28$4.7215%16.86
$750.00$755.00$760.00Nov 9$0.47$4.5321%9.64
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Nov 5$0.59$4.4126%7.47
$765.00$770.00$775.00Nov 5$0.59$4.4126%7.47
$755.00$760.00$765.00Nov 5$0.75$4.2530%5.67
$745.00$750.00$755.00Nov 5$0.42$4.5819%10.90
$745.00$750.00$755.00Nov 9$0.35$4.6517%13.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 872 found (best net $-4.34, 853 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$765.001:2Nov 5-$0.45$4.55
$765.00$770.001:2Nov 9-$0.42$4.58
$770.00$775.001:2Nov 10-$0.12$4.88
$770.00$775.001:2Nov 11-$0.29$4.71
$765.00$770.001:2Nov 10-$0.85$4.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$790.00$777.001:2Nov 3-$4.34$8.66
$800.00$786.001:2Nov 13-$12.12$1.88
$760.00$755.001:2Nov 5-$1.43$3.57
$755.00$750.001:2Nov 5-$0.84$4.16
$765.00$760.001:2Nov 5-$2.45$2.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 333 found (best yield 2.18%, avg 0.52%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$761.00Dec 11$16.600.500.1%2.18%2.29%2301
$762.00Dec 11$15.970.490.2%2.10%2.34%523
$763.00Dec 11$15.360.480.4%2.02%2.39%3107
$765.00Dec 11$14.150.470.6%1.86%2.49%5285
$766.00Dec 11$13.570.450.8%1.79%2.55%--152
$767.00Dec 11$13.000.440.9%1.71%2.61%--11
$768.00Dec 11$12.440.431.0%1.64%2.66%112
$769.00Dec 11$11.900.421.2%1.57%2.72%--10
$770.00Dec 11$11.370.411.3%1.50%2.79%12182
$761.00Dec 4$14.590.500.1%1.92%2.03%30169

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 513,990
Total Puts 505,290
Put/Call Ratio 0.98
Net Difference 8,700

Prior's Put/Call Breakdown

Total Calls 450,140
Total Puts 694,545
Put/Call Ratio 1.54
Net Difference -244,405

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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