Tour v533
SPY
State Street SPDR S&P 500 ETF Trust
$754.48 +0.32%
◀ 11/3 09:45 ▶

Option Volume

Detail
ℹ
Current (11/03 9:45am) 655,360
Calls: 389,136 (59%)
Puts: 266,224 (41%)
Prior (11/02) 635,538
Calls: 303,706 (48%)
Puts: 331,832 (52%)
Current vs Prior +3.12%
Calls: +28.13% (Calls)
Puts: -19.77% (Puts)
Prior 7-Day Total 75,519,778
Calls: 34,207,616 (45%)
Puts: 41,312,162 (55%)
Prior 7-Day Average 10,788,539
Calls: 4,886,802 (45%)
Puts: 5,901,737 (55%)
Current vs Prior 7-Day Avg -93.93%
Calls: -92.04%
Puts: -95.49%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/03 9:45am) $125.56M
Calls: $75.36M (60%)
Puts: $50.20M (40%)
Prior (11/02) $119.40M
Calls: $72.18M (60%)
Puts: $47.22M (40%)
Current vs Prior +5.16%
Calls: +4.41%
Puts: +6.31%
Prior 7-Day Total $10.70B
Calls: $3.80B (36%)
Puts: $6.90B (64%)
Prior 7-Day Average $1.53B
Calls: $543.10M (36%)
Puts: $985.29M (64%)
Current vs Prior 7-Day Avg -91.78%
Calls: -86.12%
Puts: -94.91%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/03 9:45am) 0.68
Prior (11/02) 1.09
Current vs Prior -37.38%
Prior 7-Day Average 1.20
Current vs Prior 7-Day Avg -43.02%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/03 9:45am) 10,203,534
Calls: 2,820,587 (28%)
Puts: 7,382,947 (72%)
Prior (11/02) 6,734,576
Calls: 1,717,799 (26%)
Puts: 5,016,777 (74%)
Current vs Prior +51.51%
Prior 7-Day Total 55,132,546
Calls: 14,045,087 (25%)
Puts: 41,087,459 (75%)
Prior 7-Day Average 7,876,078
Calls: 2,006,441 (25%)
Puts: 5,869,637 (75%)
Current vs Prior 7-Day Avg +29.55%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/03) | Next (11/04)Expiry (11/04) | Next (11/06)Expiry (11/06) | Next (11/13)Expiry (11/16) | Next (12/18)
Current 0.62% | 1.20%1.20% | 1.76%1.76% | 2.56%2.71% | 4.81%
Prior 0.96% | 1.41%0.30% | 1.41%1.95% | 2.73%3.15% | 4.92%
Current vs Prior -34.97% | -14.76%+300.93% | +24.35%-9.65% | -6.27%-13.99% | -2.31%
Prior 7-Day Avg 0.81% | 1.12%0.39% | 1.07%0.98% | 2.04%3.11% | 4.66%
Current vs 7-Day Avg -23.33% | +7.27%+212.21% | +63.96%+80.07% | +25.74%-12.80% | +3.09%
Prior 7-Day Eod 0.96% | 1.41%0.30% | 1.41%1.95% | 2.73%3.15% | 4.92%
Current vs 7-Day Eod -34.97% | -14.76%+300.93% | +24.35%-9.65% | -6.27%-13.99% | -2.31%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.42% | 0.33%
Calls: 0.43% | 0.44%
Puts: 0.42% | 0.22%
Prior 1.25% | 1.04%
Calls: 1.25% | 1.05%
Puts: 1.24% | 1.02%
Current vs Prior -66.40% | -68.27%
Prior 7-Day Avg 1.11% | 1.54%
Calls: 1.09% | 1.57%
Puts: 1.12% | 1.50%
Current vs 7-Day Avg -62.16% | -78.51%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 60% call dollar volume ($75.36M). Bullish P/C ratio of 0.68. P/C ratio dropping 37% - sentiment shifting bullish. Put-heavy open interest (7,382,947 puts vs 2,820,587 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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
09:45BULLISHBULLISHBULLISH
09:40BULLISHBULLISHBULLISH
09:35BULLISHBULLISHBULLISH

📈 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 2,419 of results (avg 1.7%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Dec 49.629.63$9.630.1%--0.39260
$764.00Nov 309.219.22$9.220.1%50.40768
$765.00Nov 308.728.73$8.730.1%60.381.9K
$766.00Nov 308.248.25$8.250.1%160.37781
$767.00Nov 307.787.79$7.790.1%60.36571
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$755.00Nov 2011.2111.22$11.220.1%2820.5018.5K
$744.00Nov 278.698.70$8.700.1%--0.37244
$753.00Nov 117.447.45$7.450.1%30.47--
$761.00Nov 36.806.81$6.810.1%1140.892.9K
$755.00Nov 66.386.39$6.390.2%2340.517.8K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 528 found (avg $0.42, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 30.060.07$0.0714.3%5.8K0.038.5K
$764.00Nov 30.090.10$0.1010.0%10.2K0.048.3K
$763.00Nov 30.130.14$0.147.1%22.5K0.066.8K
$762.00Nov 30.190.20$0.205.0%11.2K0.088.6K
$761.00Nov 30.270.28$0.283.6%5.6K0.119.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$744.00Nov 30.110.12$0.128.3%6.0K0.044.8K
$743.00Nov 30.090.10$0.1010.0%6.9K0.042.9K
$745.00Nov 30.150.16$0.166.3%5.8K0.068.2K
$741.00Nov 30.050.06$0.0616.7%3.4K0.024.6K
$746.00Nov 30.200.21$0.214.8%4.0K0.084.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 948 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Nov 3134.25134.57$134.410.2%--1.0018
$625.00Nov 3129.27129.57$129.420.2%--1.0026
$655.00Nov 399.2899.57$99.430.3%--1.0019
$670.00Nov 384.2984.52$84.410.3%--1.0019
$675.00Nov 379.3079.52$79.410.3%--1.0020
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Nov 625.4726.41$25.943.6%31.00355
$785.00Nov 629.1332.63$30.8811.3%11.0023
$788.00Nov 632.3435.63$33.999.7%401.00--
$815.00Nov 659.2061.97$60.594.6%11.002
$800.00Nov 1344.4947.63$46.066.8%--1.0010

Most actively traded options today. High liquidity = easy entry/exit. 1,814 active (total vol 650.3K, top 42.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$754.00Nov 32.342.35$2.340.4%42.3K0.533.3K
$755.00Nov 31.831.84$1.840.5%29.6K0.463.7K
$759.00Nov 30.540.55$0.551.8%24.5K0.197.5K
$756.00Nov 31.391.40$1.400.7%23.6K0.385.1K
$763.00Nov 30.130.14$0.147.1%22.5K0.066.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$753.00Nov 31.471.48$1.480.7%19.8K0.393.9K
$752.00Nov 31.131.14$1.130.9%13.0K0.333.3K
$750.00Nov 30.650.66$0.661.5%12.4K0.216.8K
$742.00Nov 30.070.08$0.0812.5%10.4K0.033.8K
$718.00Nov 30.010.02$0.0250.0%9.6K0.00--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 22 strikes (avg 64.5%, max 72.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$749.00Nov 3Dec 1827.4%15.9%72.4%720579
$757.00Nov 3Dec 1825.3%14.8%71.3%16.8K6.0K
$750.00Nov 3Dec 1826.8%15.7%70.6%2.0K41.0K
$751.00Nov 3Dec 1826.5%15.6%70.2%3.4K1.3K
$756.00Nov 3Dec 1825.4%14.9%70.2%23.7K5.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$749.00Nov 3Dec 1827.4%15.9%72.4%6.2K4.5K
$750.00Nov 3Dec 1826.8%15.7%70.6%12.5K35.8K
$757.00Nov 3Dec 1825.2%14.8%70.5%1.2K4.2K
$756.00Nov 3Dec 1825.4%14.9%70.4%1.5K5.9K
$751.00Nov 3Dec 1826.5%15.6%70.2%7.9K5.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,168 found (best R:R 0.69, avg 5.07)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$740.00$745.00Nov 17$2.84$2.16$2.8470%0.76$742.84
$750.00$755.00Nov 17$2.29$2.71$2.2958%1.18$752.29
$690.00$691.00Nov 30$0.62$0.38$0.6290%0.61$690.62
$733.00$734.00Nov 5$0.66$0.34$0.6691%0.52$733.66
$744.00$745.00Nov 5$0.61$0.39$0.6177%0.64$744.61
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$775.00$755.00Nov 17$11.80$8.20$11.8081%0.69$763.20
$774.00$771.00Dec 11$1.28$1.72$1.2868%1.34$772.72
$784.00$783.00Nov 27$0.34$0.66$0.3485%1.94$783.66
$788.00$786.00Dec 4$1.23$0.77$1.2385%0.63$786.77
$795.00$793.00Dec 18$1.26$0.74$1.2685%0.59$793.74

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 901 found (best R:R 0.31, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$780.00Nov 17$2.38$2.38$7.6274%0.31$772.38
$755.00$760.00Nov 17$2.79$2.79$2.2150%1.26$757.79
$760.00$765.00Nov 17$2.36$2.36$2.6458%0.89$762.36
$765.00$770.00Nov 17$1.91$1.91$3.0966%0.62$766.91
$761.00$765.00Nov 12$1.72$1.72$2.2861%0.75$762.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$753.00$752.00Nov 3$0.35$0.35$0.6561%0.54$752.65
$744.00$743.00Nov 4$0.16$0.16$0.8482%0.19$743.84
$749.00$748.00Nov 3$0.13$0.13$0.8783%0.15$748.87
$746.00$745.00Nov 4$0.20$0.20$0.8078%0.25$745.80
$739.00$738.00Nov 5$0.13$0.13$0.8785%0.15$738.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $2.13, cheapest $2.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$752.00Nov 3Nov 4$2.1526.2%24.3%
$753.00Nov 3Nov 4$2.2125.9%24.1%
$754.00Nov 3Nov 4$2.2525.5%23.9%
$757.00Nov 3Nov 4$2.0625.3%24.0%
$756.00Nov 3Nov 4$2.1725.4%24.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$752.00Nov 3Nov 4$2.0626.2%24.3%
$753.00Nov 3Nov 4$2.1125.9%24.1%
$754.00Nov 3Nov 4$2.1525.5%23.9%
$756.00Nov 3Nov 4$2.0725.4%24.2%
$755.00Nov 3Nov 4$2.1325.6%24.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 866 found (cheapest 0.56% of stock, avg 4.13%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$754.00Nov 3$2.34$1.88$4.22$749.78$758.220.56%
$755.00Nov 3$1.84$2.37$4.21$750.79$759.210.56%
$756.00Nov 3$1.40$2.93$4.33$751.67$760.330.57%
$753.00Nov 3$2.95$1.48$4.43$748.57$757.430.59%
$757.00Nov 3$1.05$3.58$4.63$752.37$761.630.61%
$752.00Nov 3$3.61$1.13$4.74$747.26$756.740.63%
$758.00Nov 3$0.77$4.30$5.07$752.93$763.070.67%
$751.00Nov 3$4.34$0.87$5.21$745.79$756.210.69%
$759.00Nov 3$0.55$5.09$5.64$753.36$764.640.75%
$750.00Nov 3$5.13$0.66$5.79$744.21$755.790.77%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.16% of stock, avg 2.22%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$759.00$750.00Nov 3$0.55$0.66$1.21$748.79$760.21
$758.00$750.00Nov 3$0.77$0.66$1.43$748.57$759.43
$759.00$751.00Nov 3$0.55$0.87$1.42$749.58$760.42
$758.00$751.00Nov 3$0.77$0.87$1.64$749.36$759.64
$759.00$752.00Nov 3$0.55$1.13$1.68$750.32$760.68
$757.00$750.00Nov 3$1.05$0.66$1.71$748.29$758.71
$757.00$751.00Nov 3$1.05$0.87$1.92$749.08$758.92
$758.00$752.00Nov 3$0.77$1.13$1.90$750.10$759.90
$757.00$752.00Nov 3$1.05$1.13$2.18$749.82$759.18
$756.00$750.00Nov 3$1.40$0.66$2.06$747.94$758.06

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 354 found (best R:R 1.17, avg credit $0.65)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
726/727764/765Nov 13$0.54$0.4650%1.17$726.46$764.54
723/724764/765Nov 13$0.52$0.4852%1.08$723.48$764.52
728/729764/765Nov 13$0.55$0.4548%1.22$728.45$764.55
724/725764/765Nov 13$0.52$0.4851%1.08$724.48$764.52
727/728764/765Nov 13$0.53$0.4749%1.13$727.47$764.53
738/739760/761Nov 5$0.50$0.5052%1.00$738.50$760.50
729/730764/765Nov 13$0.54$0.4648%1.17$729.46$764.54
734/735762/763Nov 6$0.47$0.5354%0.89$734.53$762.47
731/732764/765Nov 11$0.51$0.4950%1.04$731.49$764.51
731/732765/766Nov 11$0.49$0.5152%0.96$731.51$765.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 198 found (best R:R 29.61, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$740.00$745.00$750.00Nov 12$0.30$4.7014%15.67
$720.00$725.00$730.00Nov 10$0.08$4.926%61.50
$720.00$725.00$730.00Dec 4$0.08$4.926%61.50
$725.00$730.00$735.00Nov 27$0.13$4.877%37.46
$720.00$725.00$730.00Nov 27$0.11$4.896%44.45
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$690.00$705.00$720.00Nov 17$0.49$14.519%29.61
$740.00$745.00$750.00Nov 17$0.27$4.7313%17.52
$735.00$740.00$745.00Nov 17$0.24$4.7611%19.83
$730.00$735.00$740.00Nov 17$0.20$4.809%24.00
$745.00$750.00$755.00Nov 17$0.35$4.6515%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. 926 found (best net $-7.39, 920 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$705.00$730.001:2Nov 11-$3.91$21.09
$734.00$750.001:2Nov 16-$1.22$14.78
$625.00$670.001:2Nov 4-$39.13$5.87
$670.00$700.001:2Nov 10-$26.01$3.99
$700.00$720.001:2Nov 10-$16.71$3.29
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$815.00$788.001:2Nov 6-$7.39$19.61
$795.00$777.001:2Nov 3-$4.53$13.47
$720.00$705.001:2Nov 17-$0.53$14.47
$705.00$690.001:2Nov 17-$0.54$14.46
$645.00$610.001:2Nov 12-$0.05$34.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 519 found (best yield 2.52%, avg 0.60%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$755.00Dec 18$18.980.500.1%2.52%2.58%10311.0K
$756.00Dec 18$18.340.490.2%2.43%2.63%20263
$757.00Dec 18$17.730.480.3%2.35%2.68%--431
$758.00Dec 18$17.130.480.5%2.27%2.74%6444
$759.00Dec 18$16.530.470.6%2.19%2.79%2520
$760.00Dec 18$15.940.460.7%2.11%2.84%11317.9K
$761.00Dec 18$15.360.450.9%2.04%2.90%1672
$762.00Dec 18$14.800.441.0%1.96%2.96%855.2K
$755.00Dec 11$17.770.510.1%2.36%2.42%8300
$763.00Dec 18$14.240.431.1%1.89%3.02%34.5K

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 389,136
Total Puts 266,224
Put/Call Ratio 0.68
Net Difference 122,912

Prior's Put/Call Breakdown

Total Calls 303,706
Total Puts 331,832
Put/Call Ratio 1.09
Net Difference -28,126

Prior 7-Day Put/Call Summary

Total Calls 34,207,616
Total Puts 41,312,162
Average Put/Call Ratio 1.20
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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