Tour v533
SPY
State Street SPDR S&P 500 ETF Trust
$758.16 +0.32%
◀ 11/2 12:40 ▶

Option Volume

Detail
ℹ
Current (11/02 12:40pm) 5,943,151
Calls: 2,894,873 (49%)
Puts: 3,048,278 (51%)
Prior (10/30) 6,241,339
Calls: 2,708,244 (43%)
Puts: 3,533,095 (57%)
Current vs Prior -4.78%
Calls: +6.89% (Calls)
Puts: -13.72% (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 -45.30%
Calls: -41.60%
Puts: -48.41%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/02 12:40pm) $935.70M
Calls: $255.65M (27%)
Puts: $680.05M (73%)
Prior (10/30) $1.04B
Calls: $318.92M (31%)
Puts: $718.95M (69%)
Current vs Prior -9.84%
Calls: -19.84%
Puts: -5.41%
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 -28.19%
Calls: -56.17%
Puts: -5.50%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/02 12:40pm) 1.05
Prior (10/30) 1.30
Current vs Prior -19.28%
Prior 7-Day Average 1.19
Current vs Prior 7-Day Avg -11.16%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/02 12:40pm) 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 0.42% | 0.87%0.42% | 1.28%1.73% | 2.45%2.89% | 4.63%
Prior 0.98% | 1.28%0.24% | 0.98%0.24% | 1.97%3.24% | 4.81%
Current vs Prior -56.74% | -32.31%+74.41% | +29.91%+611.75% | +24.55%-10.75% | -3.86%
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 -46.57% | -20.47%-7.83% | +23.02%+112.42% | +26.60%-8.47% | -0.82%
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 -56.74% | -32.31%+74.41% | +29.91%+611.75% | +24.55%-10.75% | -3.86%
Sentiment BULLISHBEARISHBEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.62% | 0.61%
Calls: 0.69% | 0.63%
Puts: 0.56% | 0.59%
Prior 0.92% | 1.03%
Calls: 0.95% | 1.07%
Puts: 0.88% | 0.99%
Current vs Prior -32.61% | -40.78%
Prior 7-Day Avg 1.07% | 1.52%
Calls: 1.04% | 1.54%
Puts: 1.09% | 1.50%
Current vs 7-Day Avg -41.98% | -59.79%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 73% put dollar volume ($680.05M). Slightly bearish P/C ratio of 1.05. 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 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
12:40BEARISHNEUTRALBEARISH
12:35BEARISHNEUTRALBEARISH
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 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$680.00Nov 278.0978.26$78.180.2%11.0010
$625.00Nov 2133.01133.30$133.160.2%--1.0030
$754.00Nov 24.424.43$4.430.2%4.7K0.871.6K
$685.00Nov 273.0973.26$73.180.2%11.00--
$690.00Nov 268.0968.26$68.180.2%21.0011
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Nov 29.849.85$9.840.1%3.4K1.001.3K
$767.00Nov 28.858.86$8.860.1%4.1K0.96831
$766.00Nov 27.867.87$7.870.1%6.5K0.961.0K
$765.00Nov 26.886.89$6.890.1%10.8K0.954.5K
$764.00Nov 25.915.92$5.920.2%39.3K0.931.5K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 447 found (avg $0.43, cheapest $0.10)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$764.00Nov 20.090.10$0.1010.0%203.3K0.063.6K
$763.00Nov 20.140.15$0.156.7%268.0K0.095.1K
$765.00Nov 20.070.08$0.0812.5%237.3K0.058.7K
$762.00Nov 20.220.23$0.234.3%256.0K0.134.2K
$766.00Nov 20.050.06$0.0616.7%167.8K0.034.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$751.00Nov 20.060.07$0.0714.3%32.7K0.043.4K
$752.00Nov 20.100.11$0.119.1%119.6K0.066.6K
$753.00Nov 20.160.17$0.175.9%191.9K0.0911.0K
$754.00Nov 20.250.26$0.263.8%89.2K0.136.0K
$755.00Nov 20.380.39$0.392.6%140.4K0.196.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 859 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Nov 2133.01133.30$133.160.2%--1.0030
$650.00Nov 2108.00108.30$108.150.3%--1.0023
$620.00Nov 3136.83139.65$138.242.0%741.0012
$625.00Nov 3131.85134.64$133.252.1%841.0024
$655.00Nov 3101.84104.65$103.252.7%641.0019
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Nov 29.849.85$9.840.1%3.4K1.001.3K
$769.00Nov 210.8110.93$10.871.1%2.2K1.001.9K
$770.00Nov 211.7911.92$11.861.1%2.5K1.001.3K
$771.00Nov 212.7912.92$12.861.0%6761.00314
$772.00Nov 213.8013.93$13.870.9%4221.0062

Most actively traded options today. High liquidity = easy entry/exit. 2,132 active (total vol 5.9M, top 319.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$761.00Nov 20.360.37$0.372.7%277.6K0.203.8K
$763.00Nov 20.140.15$0.156.7%268.0K0.095.1K
$762.00Nov 20.220.23$0.234.3%256.0K0.134.2K
$765.00Nov 20.070.08$0.0812.5%237.3K0.058.7K
$760.00Nov 20.590.60$0.601.7%226.2K0.297.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 22.422.43$2.420.4%319.9K0.718.4K
$759.00Nov 21.771.78$1.780.6%258.2K0.594.4K
$758.00Nov 21.261.27$1.270.8%211.5K0.475.8K
$753.00Nov 20.160.17$0.175.9%191.9K0.0911.0K
$761.00Nov 23.183.19$3.190.3%172.7K0.802.4K

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 54.1%, max 60.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$755.00Nov 2Dec 1124.0%15.0%60.5%7.3K5.8K
$756.00Nov 2Dec 1123.2%14.8%56.6%9.3K6.7K
$757.00Nov 2Dec 1122.7%14.7%54.9%14.0K3.2K
$761.00Nov 2Dec 1121.8%14.1%54.4%277.7K4.1K
$758.00Nov 2Dec 1122.2%14.5%53.1%41.9K8.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$755.00Nov 2Dec 1123.8%15.0%58.8%140.4K6.8K
$756.00Nov 2Dec 1123.2%14.8%56.4%92.2K3.3K
$757.00Nov 2Dec 1122.7%14.7%54.7%133.4K6.3K
$761.00Nov 2Dec 1121.8%14.1%54.4%172.9K2.5K
$758.00Nov 2Dec 1122.2%14.6%52.8%211.6K5.8K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 844 found (best R:R 0.61, avg 5.52)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$705.00$710.00Dec 4$3.10$1.90$3.1087%0.61$708.10
$683.00$684.00Nov 30$0.30$0.70$0.3093%2.33$683.30
$715.00$716.00Nov 30$0.22$0.78$0.2285%3.55$715.22
$709.00$710.00Nov 30$0.25$0.75$0.2587%3.00$709.25
$693.00$694.00Nov 30$0.32$0.68$0.3291%2.13$693.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$785.00$783.00Dec 4$0.88$1.12$0.8880%1.27$784.12
$781.00$780.00Nov 30$0.13$0.87$0.1378%6.69$780.87
$785.00$784.00Nov 6$0.37$0.63$0.37100%1.70$784.63
$775.00$770.00Nov 16$3.15$1.85$3.1578%0.59$771.85
$781.00$780.00Nov 20$0.20$0.80$0.2082%4.00$780.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 625 found (best R:R 1.19, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$760.00$765.00Nov 16$2.72$2.72$2.2852%1.19$762.72
$765.00$770.00Nov 16$2.21$2.21$2.7961%0.79$767.21
$760.00$765.00Nov 12$2.64$2.64$2.3652%1.12$762.64
$765.00$770.00Nov 12$2.07$2.07$2.9362%0.71$767.07
$760.00$765.00Nov 11$2.59$2.59$2.4153%1.07$762.59
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$756.00$755.00Nov 2$0.20$0.20$0.8073%0.25$755.80
$757.00$756.00Nov 2$0.29$0.29$0.7164%0.41$756.71
$755.00$754.00Nov 2$0.13$0.13$0.8781%0.15$754.87
$749.00$748.00Nov 3$0.11$0.11$0.8986%0.12$748.89
$750.00$749.00Nov 3$0.13$0.13$0.8784%0.15$749.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.67, cheapest $1.73)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$757.00Nov 2Nov 3$1.7322.7%18.0%
$758.00Nov 2Nov 3$1.7522.2%17.7%
$759.00Nov 2Nov 3$1.7021.5%18.0%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$757.00Nov 2Nov 3$1.6322.7%18.1%
$758.00Nov 2Nov 3$1.6422.2%17.8%
$759.00Nov 2Nov 3$1.5921.5%17.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 787 found (cheapest 0.36% of stock, avg 3.95%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$758.00Nov 2$1.44$1.27$2.71$755.29$760.710.36%
$759.00Nov 2$0.96$1.78$2.74$756.26$761.740.36%
$757.00Nov 2$2.05$0.88$2.93$754.07$759.930.39%
$760.00Nov 2$0.60$2.42$3.02$756.98$763.020.40%
$756.00Nov 2$2.76$0.59$3.35$752.65$759.350.44%
$761.00Nov 2$0.37$3.19$3.56$757.44$764.560.47%
$755.00Nov 2$3.56$0.39$3.95$751.05$758.950.52%
$762.00Nov 2$0.23$4.05$4.28$757.72$766.280.56%
$754.00Nov 2$4.43$0.26$4.69$749.31$758.690.62%
$763.00Nov 2$0.15$4.97$5.12$757.88$768.120.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 395 found (cheapest 0.05% of stock, avg 1.68%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$763.00$754.00Nov 2$0.15$0.26$0.41$753.59$763.41
$762.00$754.00Nov 2$0.23$0.26$0.49$753.51$762.49
$763.00$755.00Nov 2$0.15$0.39$0.54$754.46$763.54
$762.00$755.00Nov 2$0.23$0.39$0.62$754.38$762.62
$761.00$754.00Nov 2$0.37$0.26$0.63$753.37$761.63
$761.00$755.00Nov 2$0.37$0.39$0.76$754.24$761.76
$763.00$756.00Nov 2$0.15$0.59$0.74$755.26$763.74
$762.00$756.00Nov 2$0.23$0.59$0.82$755.18$762.82
$760.00$754.00Nov 2$0.60$0.26$0.86$753.14$760.86
$775.00$735.00Nov 5$0.31$0.71$1.02$733.98$776.02

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 364 found (best R:R 1.22, avg credit $0.88)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
730/731767/768Nov 13$0.55$0.4549%1.22$730.45$767.55
732/733767/768Nov 13$0.56$0.4448%1.27$732.44$767.56
731/732767/768Nov 13$0.55$0.4548%1.22$731.45$767.55
734/735767/768Nov 13$0.57$0.4346%1.33$734.43$767.57
733/734767/768Nov 13$0.56$0.4447%1.27$733.44$767.56
736/737767/768Nov 13$0.58$0.4244%1.38$736.42$767.58
735/736767/768Nov 13$0.57$0.4345%1.33$735.43$767.57
730/731768/769Nov 13$0.51$0.4951%1.04$730.49$768.51
738/739765/766Nov 6$0.50$0.5052%1.00$738.50$765.50
740/741765/766Nov 6$0.52$0.4850%1.08$740.48$765.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 295 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Nov 5$0.60$4.4026%7.33
$750.00$755.00$760.00Nov 11$0.36$4.6418%12.89
$745.00$750.00$755.00Nov 5$0.45$4.5521%10.11
$750.00$755.00$760.00Nov 12$0.35$4.6517%13.29
$750.00$755.00$760.00Nov 10$0.41$4.5919%11.20
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Nov 5$0.30$4.7023%15.67
$765.00$770.00$775.00Nov 9$0.40$4.6022%11.50
$765.00$770.00$775.00Nov 16$0.29$4.7118%16.24
$745.00$750.00$755.00Nov 5$0.45$4.5521%10.11
$750.00$755.00$760.00Nov 5$0.62$4.3826%7.06

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 855 found (best net $-0.83, 829 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$715.00$735.001:2Nov 16-$9.12$10.88
$760.00$765.001:2Nov 5-$0.15$4.85
$765.00$770.001:2Nov 9-$0.25$4.75
$755.00$760.001:2Nov 5-$1.59$3.41
$770.00$775.001:2Nov 10-$0.01$4.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$800.00$780.001:2Nov 5-$0.83$19.17
$810.00$790.001:2Nov 27-$11.35$8.65
$800.00$786.001:2Nov 13-$12.96$1.04
$785.00$775.001:2Nov 11-$8.67$1.33
$670.00$630.001:2Nov 12-$0.04$39.96

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 341 found (best yield 2.25%, avg 0.57%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$759.00Dec 11$17.090.500.1%2.25%2.36%16441
$760.00Dec 11$16.460.490.2%2.17%2.41%152116
$761.00Dec 11$15.840.480.4%2.09%2.46%77301
$762.00Dec 11$15.230.480.5%2.01%2.52%2323
$763.00Dec 11$14.630.470.6%1.93%2.57%38107
$764.00Dec 11$14.040.460.8%1.85%2.62%196
$765.00Dec 11$13.470.450.9%1.78%2.68%46285
$766.00Dec 11$12.910.441.0%1.70%2.74%12152
$767.00Dec 11$12.360.431.2%1.63%2.80%4711
$768.00Dec 11$11.820.421.3%1.56%2.86%912

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 2,894,873
Total Puts 3,048,278
Put/Call Ratio 1.05
Net Difference -153,405

Prior's Put/Call Breakdown

Total Calls 2,708,244
Total Puts 3,533,095
Put/Call Ratio 1.30
Net Difference -824,851

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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