Tour v533
SPY
State Street SPDR S&P 500 ETF Trust
$759.04 +0.44%
◀ 11/2 12:30 ▶

Option Volume

Detail
ℹ
Current (11/02 12:30pm) 5,571,864
Calls: 2,756,807 (49%)
Puts: 2,815,057 (51%)
Prior (10/30) 6,064,188
Calls: 2,628,780 (43%)
Puts: 3,435,408 (57%)
Current vs Prior -8.12%
Calls: +4.87% (Calls)
Puts: -18.06% (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 -48.72%
Calls: -44.39%
Puts: -52.35%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/02 12:30pm) $816.49M
Calls: $276.16M (34%)
Puts: $540.33M (66%)
Prior (10/30) $1.04B
Calls: $297.42M (29%)
Puts: $745.62M (71%)
Current vs Prior -21.72%
Calls: -7.15%
Puts: -27.53%
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 -37.34%
Calls: -52.66%
Puts: -24.92%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/02 12:30pm) 1.02
Prior (10/30) 1.31
Current vs Prior -21.86%
Prior 7-Day Average 1.19
Current vs Prior 7-Day Avg -13.86%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/02 12:30pm) 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 0.41% | 0.85%0.41% | 1.25%1.69% | 2.40%2.87% | 4.57%
Prior 0.98% | 1.28%0.24% | 0.98%0.24% | 1.97%3.24% | 4.81%
Current vs Prior -57.73% | -33.83%+70.43% | +27.34%+595.77% | +21.99%-11.34% | -5.01%
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 -47.79% | -22.26%-9.94% | +20.58%+107.65% | +24.00%-9.08% | -2.01%
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 -57.73% | -33.83%+70.43% | +27.34%+595.77% | +21.99%-11.34% | -5.01%
Sentiment BULLISHBEARISHBEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.65% | 0.47%
Calls: 0.75% | 0.65%
Puts: 0.55% | 0.30%
Prior 0.92% | 1.03%
Calls: 0.95% | 1.07%
Puts: 0.88% | 0.99%
Current vs Prior -29.35% | -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 -39.17% | -69.02%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 66% put dollar volume ($540.33M). Slightly bearish P/C ratio of 1.02. P/C ratio dropping 22% - sentiment shifting bullish. Put-heavy open interest (5,016,777 puts vs 1,717,799 calls) suggests hedging or bearish positioning.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall BEARISH
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
12:30BEARISHNEUTRALBEARISH
12:25BEARISHNEUTRALBEARISH
12:20BEARISHNEUTRALMIXED
12:15BEARISHNEUTRALMIXED
12:10BEARISHNEUTRALMIXED
12:05BEARISHNEUTRALMIXED
12:00BEARISHNEUTRALMIXED
11:55BEARISHNEUTRALMIXED
11:50BEARISHNEUTRALMIXED
11:45BEARISHNEUTRALMIXED
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 1,924 of results (avg 2.0%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Nov 2133.93134.21$134.070.2%--1.0030
$755.00Nov 24.304.31$4.310.2%6.8K0.875.6K
$680.00Nov 278.9979.18$79.090.2%11.0010
$761.00Dec 1116.2316.27$16.250.2%730.49301
$762.00Nov 3012.1612.19$12.180.2%5490.47747
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 26.016.02$6.020.2%10.5K0.944.5K
$770.00Nov 210.9410.96$10.950.2%2.5K0.991.3K
$768.00Nov 28.958.97$8.960.2%3.4K0.981.3K
$875.00Nov 2115.80116.08$115.940.2%11.00--
$767.00Nov 27.967.98$7.970.3%4.0K0.97831

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 447 found (avg $0.42, cheapest $0.14)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$764.00Nov 20.130.14$0.147.1%196.1K0.083.6K
$765.00Nov 20.090.10$0.1010.0%231.8K0.068.7K
$763.00Nov 20.200.21$0.214.8%247.2K0.125.1K
$766.00Nov 20.060.07$0.0714.3%166.2K0.044.1K
$762.00Nov 20.330.34$0.342.9%247.9K0.194.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$752.00Nov 20.060.07$0.0714.3%96.3K0.046.6K
$753.00Nov 20.090.10$0.1010.0%174.8K0.0611.0K
$754.00Nov 20.150.16$0.166.3%82.6K0.096.0K
$755.00Nov 20.230.24$0.244.2%119.7K0.136.6K
$756.00Nov 20.360.37$0.372.7%78.7K0.193.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 856 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Nov 2133.93134.21$134.070.2%--1.0030
$650.00Nov 2108.93109.21$109.070.3%--1.0023
$655.00Nov 2103.93104.24$104.090.3%--1.0017
$665.00Nov 293.9394.24$94.090.3%--1.0017
$670.00Nov 288.9389.24$89.090.3%31.0017
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Nov 312.8214.03$13.439.0%391.00577
$774.00Nov 313.8115.08$14.458.8%381.00291
$775.00Nov 314.8116.33$15.579.8%301.009
$776.00Nov 315.8117.33$16.579.2%101.0036
$777.00Nov 316.7119.33$18.0214.5%101.0012

Most actively traded options today. High liquidity = easy entry/exit. 2,112 active (total vol 5.6M, top 311.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$761.00Nov 20.540.55$0.551.8%262.4K0.283.8K
$762.00Nov 20.330.34$0.342.9%247.9K0.194.2K
$763.00Nov 20.200.21$0.214.8%247.2K0.125.1K
$765.00Nov 20.090.10$0.1010.0%231.8K0.068.7K
$760.00Nov 20.870.88$0.881.1%213.8K0.397.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 21.801.81$1.810.6%311.7K0.618.4K
$759.00Nov 21.271.28$1.270.8%238.2K0.494.4K
$758.00Nov 20.860.87$0.871.1%176.4K0.375.8K
$753.00Nov 20.090.10$0.1010.0%174.8K0.0611.0K
$761.00Nov 22.472.48$2.480.4%170.9K0.722.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 47.9%, max 51.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$756.00Nov 2Dec 1122.3%14.7%51.6%8.5K6.7K
$762.00Nov 2Dec 1121.0%13.9%50.9%247.9K4.2K
$757.00Nov 2Dec 1121.7%14.6%48.8%12.9K3.2K
$761.00Nov 2Dec 1120.6%14.0%46.6%262.5K4.1K
$758.00Nov 2Dec 1121.1%14.5%46.2%27.6K8.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$756.00Nov 2Dec 1122.3%14.7%51.6%78.7K3.3K
$762.00Nov 2Dec 1121.0%13.9%50.9%136.3K1.2K
$757.00Nov 2Dec 1121.7%14.6%48.8%112.6K6.3K
$760.00Nov 2Dec 1120.8%14.2%46.6%311.7K8.6K
$761.00Nov 2Dec 1120.6%14.0%46.6%171.0K2.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 824 found (best R:R 1.02, avg 5.43)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$714.00$715.00Nov 20$0.30$0.70$0.3089%2.33$714.30
$710.00$711.00Nov 20$0.32$0.68$0.3290%2.12$710.32
$693.00$694.00Nov 30$0.34$0.66$0.3491%1.94$693.34
$730.00$731.00Nov 20$0.24$0.76$0.2481%3.17$730.24
$726.00$727.00Nov 20$0.27$0.73$0.2784%2.70$726.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$775.00$770.00Nov 16$2.48$2.52$2.4877%1.02$772.52
$785.00$782.00Dec 4$1.65$1.35$1.6579%0.82$783.35
$782.00$781.00Nov 30$0.17$0.83$0.1778%4.88$781.83
$785.00$784.00Nov 6$0.51$0.49$0.51100%0.96$784.49
$765.00$760.00Nov 16$2.25$2.75$2.2559%1.22$762.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 614 found (best R:R 1.26, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$760.00$765.00Nov 16$2.79$2.79$2.2151%1.26$762.79
$765.00$770.00Nov 16$2.28$2.28$2.7259%0.84$767.28
$760.00$765.00Nov 12$2.72$2.72$2.2851%1.19$762.72
$760.00$765.00Nov 11$2.68$2.68$2.3251%1.16$762.68
$765.00$770.00Nov 12$2.14$2.14$2.8661%0.75$767.14
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$758.00$757.00Nov 2$0.31$0.31$0.6963%0.45$757.69
$752.00$751.00Nov 3$0.16$0.16$0.8481%0.19$751.84
$756.00$755.00Nov 2$0.13$0.13$0.8781%0.15$755.87
$750.00$749.00Nov 3$0.11$0.11$0.8986%0.12$749.89
$748.00$747.00Nov 4$0.16$0.16$0.8481%0.19$747.84

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.65, cheapest $1.61)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$758.00Nov 2Nov 3$1.7221.1%17.5%
$759.00Nov 2Nov 3$1.7220.8%17.2%
$760.00Nov 2Nov 3$1.6520.7%17.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$758.00Nov 2Nov 3$1.6121.1%17.5%
$759.00Nov 2Nov 3$1.6220.8%17.2%
$760.00Nov 2Nov 3$1.5520.8%17.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 783 found (cheapest 0.34% of stock, avg 3.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$759.00Nov 2$1.34$1.27$2.61$756.39$761.610.34%
$760.00Nov 2$0.88$1.81$2.69$757.31$762.690.35%
$758.00Nov 2$1.93$0.87$2.80$755.20$760.800.37%
$761.00Nov 2$0.55$2.48$3.03$757.97$764.030.40%
$757.00Nov 2$2.64$0.56$3.20$753.80$760.200.42%
$762.00Nov 2$0.34$3.26$3.60$758.40$765.600.47%
$756.00Nov 2$3.44$0.37$3.81$752.19$759.810.50%
$763.00Nov 2$0.21$4.13$4.34$758.66$767.340.57%
$755.00Nov 2$4.31$0.24$4.55$750.45$759.550.60%
$764.00Nov 2$0.14$5.06$5.20$758.80$769.200.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 395 found (cheapest 0.05% of stock, avg 1.65%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$764.00$755.00Nov 2$0.14$0.24$0.38$754.62$764.38
$763.00$755.00Nov 2$0.21$0.24$0.45$754.55$763.45
$764.00$756.00Nov 2$0.14$0.37$0.51$755.49$764.51
$762.00$755.00Nov 2$0.34$0.24$0.58$754.42$762.58
$763.00$756.00Nov 2$0.21$0.37$0.58$755.42$763.58
$762.00$756.00Nov 2$0.34$0.37$0.71$755.29$762.71
$764.00$757.00Nov 2$0.14$0.56$0.70$756.30$764.70
$761.00$755.00Nov 2$0.55$0.24$0.79$754.21$761.79
$763.00$757.00Nov 2$0.21$0.56$0.77$756.23$763.77
$775.00$735.00Nov 5$0.36$0.60$0.96$734.04$775.96

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 370 found (best R:R 1.08, avg credit $0.86)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
729/730768/769Nov 13$0.52$0.4851%1.08$729.48$768.52
732/733768/769Nov 13$0.54$0.4649%1.17$732.46$768.54
729/730769/770Nov 13$0.50$0.5053%1.00$729.50$769.50
732/733769/770Nov 13$0.52$0.4851%1.08$732.48$769.52
737/738766/767Nov 6$0.48$0.5255%0.92$737.52$766.48
737/738767/768Nov 6$0.45$0.5557%0.82$737.55$767.45
737/738768/769Nov 6$0.42$0.5860%0.72$737.58$768.42
735/736768/769Nov 13$0.55$0.4547%1.22$735.45$768.55
738/739766/767Nov 6$0.48$0.5254%0.92$738.52$766.48
735/736769/770Nov 13$0.53$0.4749%1.13$735.47$769.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 295 found (best R:R 16.24, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Nov 5$0.58$4.4226%7.62
$750.00$755.00$760.00Nov 9$0.43$4.5721%10.63
$755.00$760.00$765.00Nov 5$0.75$4.2530%5.67
$750.00$755.00$760.00Nov 12$0.36$4.6418%12.89
$745.00$750.00$755.00Nov 10$0.32$4.6816%14.63
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$770.00$775.00$780.00Nov 10$0.29$4.7118%16.24
$750.00$755.00$760.00Nov 5$0.60$4.4026%7.33
$745.00$750.00$755.00Nov 5$0.43$4.5720%10.63
$755.00$760.00$765.00Nov 5$0.75$4.2530%5.67
$765.00$770.00$775.00Nov 5$0.57$4.4324%7.77

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 860 found (best net $-0.18, 837 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$715.00$735.001:2Nov 16-$10.02$9.98
$760.00$765.001:2Nov 5-$0.24$4.76
$765.00$770.001:2Nov 9-$0.33$4.67
$755.00$760.001:2Nov 5-$1.84$3.16
$770.00$775.001:2Nov 10-$0.04$4.96
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$800.00$780.001:2Nov 5-$0.18$19.82
$810.00$790.001:2Nov 27-$10.45$9.55
$800.00$786.001:2Nov 13-$11.91$2.09
$785.00$775.001:2Nov 16-$7.34$2.66
$785.00$775.001:2Nov 11-$7.93$2.07

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 337 found (best yield 2.22%, avg 0.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$760.00Dec 11$16.850.500.1%2.22%2.35%151116
$761.00Dec 11$16.230.490.3%2.14%2.40%73301
$762.00Dec 11$15.600.480.4%2.06%2.45%2223
$763.00Dec 11$14.990.480.5%1.97%2.50%38107
$764.00Dec 11$14.400.470.7%1.90%2.55%196
$765.00Dec 11$13.830.460.8%1.82%2.61%46285
$766.00Dec 11$13.260.450.9%1.75%2.66%12152
$767.00Dec 11$12.700.441.1%1.67%2.72%4711
$768.00Dec 11$12.150.421.2%1.60%2.78%912
$769.00Dec 11$11.620.411.3%1.53%2.84%1710

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 2,756,807
Total Puts 2,815,057
Put/Call Ratio 1.02
Net Difference -58,250

Prior's Put/Call Breakdown

Total Calls 2,628,780
Total Puts 3,435,408
Put/Call Ratio 1.31
Net Difference -806,628

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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