Tour v533
SPY
State Street SPDR S&P 500 ETF Trust
$760.10 +0.58%
◀ 11/2 11:30 ▶

Option Volume

Detail
ℹ
Current (11/02 11:30am) 4,245,657
Calls: 2,134,407 (50%)
Puts: 2,111,250 (50%)
Prior (10/30) 4,547,813
Calls: 1,934,033 (43%)
Puts: 2,613,780 (57%)
Current vs Prior -6.64%
Calls: +10.36% (Calls)
Puts: -19.23% (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 -60.92%
Calls: -56.94%
Puts: -64.27%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/02 11:30am) $642.25M
Calls: $269.47M (42%)
Puts: $372.79M (58%)
Prior (10/30) $792.62M
Calls: $251.03M (32%)
Puts: $541.60M (68%)
Current vs Prior -18.97%
Calls: +7.35%
Puts: -31.17%
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 -50.71%
Calls: -53.80%
Puts: -48.20%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/02 11:30am) 0.99
Prior (10/30) 1.35
Current vs Prior -26.81%
Prior 7-Day Average 1.19
Current vs Prior 7-Day Avg -16.55%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/02 11:30am) 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 0.45% | 0.83%0.45% | 1.22%1.64% | 2.33%2.69% | 4.50%
Prior 0.98% | 1.28%0.24% | 0.98%0.24% | 1.97%3.24% | 4.81%
Current vs Prior -54.31% | -34.85%+84.23% | +24.09%+574.83% | +18.41%-16.86% | -6.40%
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 -43.56% | -23.46%-2.65% | +17.51%+101.40% | +20.36%-14.75% | -3.44%
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 -54.31% | -34.85%+84.23% | +24.09%+574.83% | +18.41%-16.86% | -6.40%
Sentiment BULLISHBEARISHBEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.86% | 0.64%
Calls: 0.67% | 0.66%
Puts: 1.05% | 0.61%
Prior 0.92% | 1.03%
Calls: 0.95% | 1.07%
Puts: 0.88% | 0.99%
Current vs Prior -6.52% | -37.86%
Prior 7-Day Avg 1.07% | 1.52%
Calls: 1.04% | 1.54%
Puts: 1.09% | 1.50%
Current vs 7-Day Avg -19.52% | -57.82%
Liquidity Excellent
+
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🤖 AI Insights

P/C ratio dropping 27% - 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 BEARISH
Retail Flow NEUTRAL
Overall MIXED
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 NEUTRAL
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
11:30BEARISHNEUTRALMIXED
11:25BEARISHNEUTRALMIXED
11:20BEARISHNEUTRALMIXED
11:15BEARISHNEUTRALMIXED
11:10BEARISHNEUTRALMIXED
11:05BULLISHNEUTRALBULLISH
11:00BULLISHBULLISHBULLISH
10:55BULLISHBULLISHBULLISH
10:50BULLISHBULLISHBULLISH
10:45BULLISHBULLISHBULLISH
10:40BULLISHBULLISHBULLISH
10:35BULLISHBULLISHBULLISH
10:30BULLISHBULLISHBULLISH
10:25BULLISHBULLISHBULLISH
10:20BULLISHBULLISHBULLISH
10:15BULLISHBULLISHBULLISH
10:10BULLISHNEUTRALBULLISH
10:05BULLISHNEUTRALBULLISH
10:00BULLISHNEUTRALBULLISH
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 1,928 of results (avg 2.0%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Nov 2134.92135.18$135.050.2%--1.0030
$732.00Nov 629.3229.38$29.350.2%3820.9310
$767.00Dec 1113.0413.07$13.060.2%470.4411
$775.00Nov 204.264.27$4.260.2%1.6K0.2813.0K
$680.00Nov 279.9780.16$80.070.2%11.0010
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 29.919.93$9.920.2%2.2K0.981.3K
$769.00Nov 28.928.94$8.930.2%1.8K0.971.9K
$875.00Nov 2114.83115.10$114.970.2%11.00--
$835.00Nov 274.8575.05$74.950.3%11.00--
$767.00Nov 26.966.98$6.970.3%3.2K0.95831

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 474 found (avg $0.41, cheapest $0.11)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Nov 20.100.11$0.119.1%102.4K0.064.1K
$767.00Nov 20.070.08$0.0812.5%99.5K0.045.0K
$765.00Nov 20.160.17$0.175.9%186.2K0.098.7K
$768.00Nov 20.050.06$0.0616.7%68.4K0.035.1K
$764.00Nov 20.260.27$0.273.7%170.7K0.143.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$753.00Nov 20.100.11$0.119.1%87.9K0.0611.0K
$755.00Nov 20.210.22$0.224.5%89.3K0.116.6K
$751.00Nov 20.050.06$0.0616.7%25.6K0.033.4K
$752.00Nov 20.070.08$0.0812.5%50.9K0.046.6K
$754.00Nov 20.150.16$0.166.3%42.7K0.086.0K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 844 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Nov 2134.92135.18$135.050.2%--1.0030
$650.00Nov 2109.92110.20$110.060.3%--1.0023
$655.00Nov 2104.92105.20$105.060.3%--1.0017
$665.00Nov 294.9295.20$95.060.3%--1.0017
$670.00Nov 289.9290.20$90.060.3%31.0017
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Nov 312.9114.09$13.508.7%351.00291
$775.00Nov 313.9015.21$14.569.0%301.009
$776.00Nov 314.9016.20$15.558.4%81.0036
$777.00Nov 315.7418.15$16.9514.2%41.0012
$780.00Nov 318.7221.29$20.0112.8%11.002

Most actively traded options today. High liquidity = easy entry/exit. 2,049 active (total vol 4.2M, top 234.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$762.00Nov 20.660.67$0.671.5%188.6K0.294.2K
$763.00Nov 20.420.43$0.432.3%188.4K0.205.1K
$765.00Nov 20.160.17$0.175.9%186.2K0.098.7K
$764.00Nov 20.260.27$0.273.7%170.7K0.143.6K
$761.00Nov 21.021.03$1.021.0%156.2K0.393.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 21.381.39$1.380.7%234.9K0.508.4K
$761.00Nov 21.901.92$1.911.0%148.6K0.612.4K
$759.00Nov 20.970.98$0.981.0%141.4K0.394.4K
$762.00Nov 22.552.56$2.550.4%127.5K0.711.1K
$758.00Nov 20.670.68$0.681.5%118.6K0.295.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 48.5%, max 54.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$756.00Nov 2Dec 1122.5%14.6%54.4%6.5K6.7K
$757.00Nov 2Dec 1122.0%14.4%52.0%9.5K3.2K
$763.00Nov 2Dec 1120.4%13.6%49.8%188.4K5.2K
$758.00Nov 2Dec 1121.3%14.3%49.0%19.7K8.8K
$759.00Nov 2Dec 1120.8%14.2%46.8%35.9K3.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$756.00Nov 2Dec 1122.5%14.6%54.3%51.2K3.3K
$757.00Nov 2Dec 1122.0%14.5%51.8%76.4K6.3K
$758.00Nov 2Dec 1121.3%14.3%48.8%118.6K5.8K
$763.00Nov 2Dec 1120.2%13.6%48.3%66.0K2.1K
$759.00Nov 2Dec 1120.8%14.2%46.6%141.4K4.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 829 found (best R:R 1.14, avg 5.21)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$685.00$690.00Dec 11$3.17$1.83$3.1791%0.58$688.17
$736.00$737.00Nov 30$0.16$0.84$0.1676%5.25$736.16
$697.00$698.00Nov 30$0.33$0.67$0.3391%2.03$697.33
$713.00$714.00Nov 30$0.29$0.71$0.2987%2.45$713.29
$707.00$708.00Nov 30$0.31$0.69$0.3189%2.23$707.31
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$790.00$785.00Dec 11$2.34$2.66$2.3480%1.14$787.66
$783.00$780.00Dec 11$1.24$1.76$1.2473%1.42$781.76
$786.00$785.00Nov 20$0.11$0.89$0.1187%8.09$785.89
$790.00$789.00Dec 4$0.13$0.87$0.1383%6.69$789.87
$783.00$782.00Nov 30$0.17$0.83$0.1779%4.88$782.83

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$2.36$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$2.17$2.17$2.8360%0.77$767.17
$765.00$770.00Nov 10$2.10$2.10$2.9060%0.72$767.10
$765.00$770.00Nov 9$1.99$1.99$3.0162%0.66$766.99
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$752.00$751.00Nov 3$0.13$0.13$0.8784%0.15$751.87
$757.00$756.00Nov 2$0.15$0.15$0.8578%0.18$756.85
$756.00$755.00Nov 2$0.10$0.10$0.9084%0.11$755.90
$754.00$753.00Nov 3$0.18$0.18$0.8278%0.22$753.82
$758.00$757.00Nov 2$0.21$0.21$0.7970%0.27$757.79

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.47, cheapest $1.54)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$759.00Nov 2Nov 3$1.5420.8%17.0%
$760.00Nov 2Nov 3$1.5420.3%16.7%
$761.00Nov 2Nov 3$1.4920.3%16.8%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$760.00Nov 2Nov 3$1.4520.4%16.6%
$759.00Nov 2Nov 3$1.4420.8%17.0%
$761.00Nov 2Nov 3$1.3820.2%16.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 775 found (cheapest 0.38% of stock, avg 3.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$760.00Nov 2$1.50$1.38$2.88$757.12$762.880.38%
$761.00Nov 2$1.02$1.91$2.93$758.07$763.930.39%
$759.00Nov 2$2.09$0.98$3.07$755.93$762.070.40%
$762.00Nov 2$0.67$2.55$3.22$758.78$765.220.42%
$758.00Nov 2$2.79$0.68$3.47$754.53$761.470.46%
$763.00Nov 2$0.43$3.32$3.75$759.25$766.750.49%
$757.00Nov 2$3.57$0.47$4.04$752.96$761.040.53%
$764.00Nov 2$0.27$4.16$4.43$759.57$768.430.58%
$756.00Nov 2$4.42$0.32$4.74$751.26$760.740.62%
$765.00Nov 2$0.17$5.06$5.23$759.77$770.230.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 380 found (cheapest 0.06% of stock, avg 1.63%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$765.00$756.00Nov 2$0.17$0.32$0.49$755.51$765.49
$764.00$756.00Nov 2$0.27$0.32$0.59$755.41$764.59
$765.00$757.00Nov 2$0.17$0.47$0.64$756.36$765.64
$763.00$756.00Nov 2$0.43$0.32$0.75$755.25$763.75
$764.00$757.00Nov 2$0.27$0.47$0.74$756.26$764.74
$763.00$757.00Nov 2$0.43$0.47$0.90$756.10$763.90
$765.00$758.00Nov 2$0.17$0.68$0.85$757.15$765.85
$764.00$758.00Nov 2$0.27$0.68$0.95$757.05$764.95
$762.00$756.00Nov 2$0.67$0.32$0.99$755.01$762.99
$762.00$757.00Nov 2$0.67$0.47$1.14$755.86$763.14

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 370 found (best R:R 1.04, avg credit $0.83)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
730/731769/770Nov 13$0.51$0.4952%1.04$730.49$769.51
730/731770/771Nov 13$0.49$0.5154%0.96$730.51$770.49
744/745766/767Nov 6$0.56$0.4446%1.27$744.44$766.56
740/741766/767Nov 6$0.51$0.4951%1.04$740.49$766.51
741/742766/767Nov 6$0.52$0.4850%1.08$741.48$766.52
732/733769/770Nov 13$0.51$0.4951%1.04$732.49$769.51
736/737769/770Nov 13$0.54$0.4648%1.17$736.46$769.54
732/733770/771Nov 13$0.49$0.5153%0.96$732.51$770.49
736/737770/771Nov 13$0.52$0.4850%1.08$736.48$770.52
734/735769/770Nov 13$0.52$0.4850%1.08$734.48$769.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 290 found (best R:R 15.67, 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
$750.00$755.00$760.00Nov 9$0.45$4.5521%10.11
$750.00$755.00$760.00Nov 11$0.39$4.6118%11.82
$745.00$750.00$755.00Nov 10$0.32$4.6816%14.63
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$770.00$775.00$780.00Nov 9$0.30$4.7018%15.67
$765.00$770.00$775.00Nov 5$0.58$4.4226%7.62
$750.00$755.00$760.00Nov 5$0.58$4.4226%7.62
$755.00$760.00$765.00Nov 5$0.75$4.2530%5.67
$745.00$750.00$755.00Nov 5$0.41$4.5919%11.20

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 875 found (best net $-34.93, 852 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$765.001:2Nov 5-$0.38$4.62
$765.00$770.001:2Nov 9-$0.39$4.61
$770.00$775.001:2Nov 10-$0.09$4.91
$770.00$775.001:2Nov 11-$0.27$4.73
$755.00$760.001:2Nov 5-$2.14$2.86
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$875.00$835.001:2Nov 2-$34.93$5.07
$800.00$786.001:2Nov 13-$10.79$3.21
$785.00$775.001:2Nov 11-$7.06$2.94
$785.00$775.001:2Nov 16-$7.84$2.16
$760.00$755.001:2Nov 5-$1.46$3.54

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 332 found (best yield 2.19%, avg 0.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$761.00Dec 11$16.640.500.1%2.19%2.31%29301
$762.00Dec 11$16.010.490.2%2.11%2.36%2223
$763.00Dec 11$15.390.480.4%2.02%2.41%8107
$764.00Dec 11$14.790.470.5%1.95%2.46%186
$765.00Dec 11$14.190.460.6%1.87%2.51%46285
$766.00Dec 11$13.610.450.8%1.79%2.57%8152
$767.00Dec 11$13.040.440.9%1.72%2.62%4711
$768.00Dec 11$12.490.431.0%1.64%2.68%912
$769.00Dec 11$11.940.421.2%1.57%2.74%1510
$770.00Dec 11$11.410.411.3%1.50%2.80%52182

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 2,134,407
Total Puts 2,111,250
Put/Call Ratio 0.99
Net Difference 23,157

Prior's Put/Call Breakdown

Total Calls 1,934,033
Total Puts 2,613,780
Put/Call Ratio 1.35
Net Difference -679,747

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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