Tour v533
SPY
State Street SPDR S&P 500 ETF Trust
$760.01 +0.57%
◀ 11/2 11:40 ▶

Option Volume

Detail
ℹ
Current (11/02 11:40am) 4,486,719
Calls: 2,264,953 (50%)
Puts: 2,221,766 (50%)
Prior (10/30) 4,770,488
Calls: 2,026,230 (42%)
Puts: 2,744,258 (58%)
Current vs Prior -5.95%
Calls: +11.78% (Calls)
Puts: -19.04% (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 -58.71%
Calls: -54.31%
Puts: -62.40%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/02 11:40am) $666.05M
Calls: $276.60M (42%)
Puts: $389.45M (58%)
Prior (10/30) $847.29M
Calls: $235.23M (28%)
Puts: $612.06M (72%)
Current vs Prior -21.39%
Calls: +17.59%
Puts: -36.37%
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 -48.88%
Calls: -52.58%
Puts: -45.88%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/02 11:40am) 0.98
Prior (10/30) 1.35
Current vs Prior -27.57%
Prior 7-Day Average 1.19
Current vs Prior 7-Day Avg -17.25%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/02 11:40am) 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 0.44% | 0.83%0.44% | 1.21%1.63% | 2.32%2.68% | 4.50%
Prior 0.98% | 1.28%0.24% | 0.98%0.24% | 1.97%3.24% | 4.81%
Current vs Prior -55.24% | -35.36%+80.49% | +23.29%+570.06% | +17.82%-17.22% | -6.52%
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 -44.72% | -24.05%-4.62% | +16.75%+99.98% | +19.76%-15.11% | -3.57%
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 -55.24% | -35.36%+80.49% | +23.29%+570.06% | +17.82%-17.22% | -6.52%
Sentiment BULLISHBEARISHBEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.61% | 0.47%
Calls: 0.70% | 0.34%
Puts: 0.52% | 0.60%
Prior 0.92% | 1.03%
Calls: 0.95% | 1.07%
Puts: 0.88% | 0.99%
Current vs Prior -33.70% | -54.37%
Prior 7-Day Avg 1.07% | 1.52%
Calls: 1.04% | 1.54%
Puts: 1.09% | 1.50%
Current vs 7-Day Avg -42.91% | -69.02%
Liquidity Excellent
+
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🤖 AI Insights

P/C ratio dropping 28% - 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
11:40BEARISHNEUTRALMIXED
11:35BEARISHNEUTRALMIXED
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 1,934 of results (avg 2.0%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Nov 2134.91135.17$135.040.2%--1.0030
$680.00Nov 279.9380.11$80.020.2%11.0010
$650.00Nov 2109.91110.17$110.040.2%--1.0023
$655.00Nov 2104.91105.17$105.040.2%--1.0017
$685.00Nov 274.9075.10$75.000.3%11.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 29.9910.01$10.000.2%2.3K1.001.3K
$769.00Nov 29.009.02$9.010.2%1.8K0.951.9K
$875.00Nov 2114.84115.11$114.980.2%11.00--
$755.00Nov 208.238.25$8.240.2%1.9K0.4217.4K
$768.00Nov 28.018.03$8.020.2%2.8K0.951.3K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 479 found (avg $0.41, cheapest $0.11)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Nov 20.100.11$0.119.1%112.7K0.064.1K
$765.00Nov 20.150.16$0.166.3%193.0K0.098.7K
$767.00Nov 20.070.08$0.0812.5%109.1K0.045.0K
$768.00Nov 20.050.06$0.0616.7%70.7K0.035.1K
$764.00Nov 20.240.25$0.254.0%177.1K0.133.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$755.00Nov 20.200.21$0.214.8%93.4K0.116.6K
$753.00Nov 20.090.10$0.1010.0%95.5K0.0511.0K
$754.00Nov 20.140.15$0.156.7%45.8K0.086.0K
$751.00Nov 20.050.06$0.0616.7%27.8K0.033.4K
$752.00Nov 20.070.08$0.0812.5%59.4K0.046.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 847 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Nov 2134.91135.17$135.040.2%--1.0030
$620.00Nov 3138.74141.52$140.132.0%501.0012
$625.00Nov 3133.74136.52$135.132.1%641.0024
$625.00Nov 4133.83136.61$135.222.1%221.00--
$609.00Nov 30152.10155.38$153.742.1%--1.0015
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 29.9910.01$10.000.2%2.3K1.001.3K
$771.00Nov 210.9311.02$10.980.8%5841.00314
$772.00Nov 211.9312.07$12.001.2%4071.0062
$773.00Nov 212.9313.06$13.001.0%2311.006
$774.00Nov 213.9114.06$13.991.1%2131.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,068 active (total vol 4.5M, top 248.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$762.00Nov 20.610.62$0.621.6%202.8K0.284.2K
$763.00Nov 20.380.39$0.392.6%201.2K0.195.1K
$765.00Nov 20.150.16$0.166.3%193.0K0.098.7K
$764.00Nov 20.240.25$0.254.0%177.1K0.133.6K
$761.00Nov 20.950.96$0.961.0%176.4K0.383.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 21.381.39$1.380.7%248.6K0.508.4K
$761.00Nov 21.921.93$1.920.5%155.2K0.622.4K
$759.00Nov 20.970.98$0.981.0%154.0K0.394.4K
$762.00Nov 22.582.60$2.590.8%129.3K0.721.1K
$758.00Nov 20.660.67$0.671.5%127.8K0.295.8K

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 48.2%, max 54.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$756.00Nov 2Dec 1122.5%14.5%54.8%6.7K6.7K
$757.00Nov 2Dec 1121.8%14.4%51.1%10.0K3.2K
$763.00Nov 2Dec 1120.1%13.6%48.6%201.2K5.2K
$758.00Nov 2Dec 1121.1%14.3%48.1%21.1K8.8K
$762.00Nov 2Dec 1120.1%13.7%46.4%202.8K4.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$756.00Nov 2Dec 1122.5%14.5%54.8%55.2K3.3K
$757.00Nov 2Dec 1121.8%14.4%51.1%82.2K6.3K
$763.00Nov 2Dec 1120.1%13.6%48.6%66.8K2.1K
$758.00Nov 2Dec 1121.1%14.3%48.1%127.8K5.8K
$762.00Nov 2Dec 1120.1%13.7%46.4%129.3K1.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 806 found (best R:R 0.56, avg 5.28)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$685.00$690.00Dec 11$3.21$1.79$3.2191%0.56$688.21
$710.00$711.00Nov 20$0.30$0.70$0.3091%2.33$710.30
$732.00$733.00Nov 20$0.21$0.79$0.2181%3.76$732.21
$704.00$705.00Nov 30$0.31$0.69$0.3189%2.23$704.31
$732.00$733.00Nov 30$0.20$0.80$0.2078%4.00$732.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$775.00$770.00Nov 16$2.41$2.59$2.4176%1.07$772.59
$790.00$786.00Dec 11$2.29$1.71$2.2980%0.75$787.71
$787.00$786.00Nov 30$0.20$0.80$0.2084%4.00$786.80
$765.00$760.00Nov 16$2.16$2.84$2.1658%1.31$762.84
$765.00$760.00Nov 12$2.22$2.78$2.2259%1.25$762.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 607 found (best R:R 0.88, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$770.00Nov 16$2.34$2.34$2.6658%0.88$767.34
$765.00$770.00Nov 12$2.23$2.23$2.7759%0.81$767.23
$765.00$770.00Nov 11$2.16$2.16$2.8460%0.76$767.16
$765.00$770.00Nov 10$2.08$2.08$2.9260%0.71$767.08
$770.00$775.00Nov 16$1.77$1.77$3.2367%0.55$771.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$751.00$750.00Nov 3$0.11$0.11$0.8986%0.12$750.89
$757.00$756.00Nov 2$0.15$0.15$0.8578%0.18$756.85
$756.00$755.00Nov 2$0.10$0.10$0.9085%0.11$755.90
$759.00$758.00Nov 2$0.31$0.31$0.6961%0.45$758.69
$753.00$752.00Nov 3$0.15$0.15$0.8581%0.18$752.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.48, cheapest $1.46)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$760.00Nov 2Nov 3$1.5520.4%16.5%
$759.00Nov 2Nov 3$1.5520.6%16.8%
$761.00Nov 2Nov 3$1.4820.1%16.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$760.00Nov 2Nov 3$1.4620.4%16.5%
$759.00Nov 2Nov 3$1.4420.6%16.8%
$761.00Nov 2Nov 3$1.3920.1%16.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 777 found (cheapest 0.37% of stock, avg 3.91%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$760.00Nov 2$1.42$1.38$2.80$757.20$762.800.37%
$761.00Nov 2$0.96$1.92$2.88$758.12$763.880.38%
$759.00Nov 2$2.00$0.98$2.98$756.02$761.980.39%
$762.00Nov 2$0.62$2.59$3.21$758.79$765.210.42%
$758.00Nov 2$2.70$0.67$3.37$754.63$761.370.44%
$763.00Nov 2$0.39$3.36$3.75$759.25$766.750.49%
$757.00Nov 2$3.48$0.46$3.94$753.06$760.940.52%
$764.00Nov 2$0.25$4.22$4.47$759.53$768.470.59%
$756.00Nov 2$4.33$0.31$4.64$751.36$760.640.61%
$765.00Nov 2$0.16$5.13$5.29$759.71$770.290.70%

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
$764.00$755.00Nov 2$0.25$0.21$0.46$754.54$764.46
$764.00$756.00Nov 2$0.25$0.31$0.56$755.44$764.56
$763.00$755.00Nov 2$0.39$0.21$0.60$754.40$763.60
$763.00$756.00Nov 2$0.39$0.31$0.70$755.30$763.70
$764.00$757.00Nov 2$0.25$0.46$0.71$756.29$764.71
$763.00$757.00Nov 2$0.39$0.46$0.85$756.15$763.85
$762.00$755.00Nov 2$0.62$0.21$0.83$754.17$762.83
$762.00$756.00Nov 2$0.62$0.31$0.93$755.07$762.93
$764.00$758.00Nov 2$0.25$0.67$0.92$757.08$764.92
$762.00$757.00Nov 2$0.62$0.46$1.08$755.92$763.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 364 found (best R:R 1.04, avg credit $0.85)

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
733/734769/770Nov 13$0.51$0.4950%1.04$733.49$769.51
733/734770/771Nov 13$0.49$0.5152%0.96$733.51$770.49
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

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 298 found (best R:R 20.74, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Nov 5$0.56$4.4426%7.93
$750.00$755.00$760.00Nov 11$0.36$4.6418%12.89
$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
$755.00$760.00$765.00Nov 5$0.76$4.2430%5.58
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$770.00$775.00$780.00Nov 9$0.23$4.7718%20.74
$765.00$770.00$775.00Nov 5$0.57$4.4326%7.77
$750.00$755.00$760.00Nov 5$0.58$4.4226%7.62
$750.00$755.00$760.00Nov 9$0.46$4.5421%9.87
$755.00$760.00$765.00Nov 5$0.77$4.2330%5.49

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 881 found (best net $-34.94, 857 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$765.001:2Nov 5-$0.36$4.64
$765.00$770.001:2Nov 9-$0.38$4.62
$770.00$775.001:2Nov 10-$0.08$4.92
$755.00$760.001:2Nov 5-$2.07$2.93
$770.00$775.001:2Nov 11-$0.25$4.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$875.00$835.001:2Nov 2-$34.94$5.06
$785.00$775.001:2Nov 16-$6.43$3.57
$785.00$775.001:2Nov 11-$7.08$2.92
$800.00$786.001:2Nov 13-$12.14$1.86
$760.00$755.001:2Nov 5-$1.44$3.56

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 329 found (best yield 2.18%, avg 0.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$761.00Dec 11$16.540.500.1%2.18%2.31%29301
$762.00Dec 11$15.910.490.3%2.09%2.36%2223
$763.00Dec 11$15.290.470.4%2.01%2.41%8107
$764.00Dec 11$14.690.470.5%1.93%2.46%186
$765.00Dec 11$14.090.460.7%1.85%2.51%46285
$766.00Dec 11$13.510.450.8%1.78%2.57%9152
$767.00Dec 11$12.940.440.9%1.70%2.62%4711
$768.00Dec 11$12.400.431.1%1.63%2.68%912
$769.00Dec 11$11.850.421.2%1.56%2.74%1510
$770.00Dec 11$11.320.411.3%1.49%2.80%67182

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 2,264,953
Total Puts 2,221,766
Put/Call Ratio 0.98
Net Difference 43,187

Prior's Put/Call Breakdown

Total Calls 2,026,230
Total Puts 2,744,258
Put/Call Ratio 1.35
Net Difference -718,028

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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