Tour v533
SPY
State Street SPDR S&P 500 ETF Trust
$754.98 +0.38%
◀ 11/3 14:45 ▶

Option Volume

Detail
ℹ
Current (11/03 2:45pm) 7,935,396
Calls: 3,927,878 (49%)
Puts: 4,007,518 (51%)
Prior (11/02) 9,646,779
Calls: 4,232,979 (44%)
Puts: 5,413,800 (56%)
Current vs Prior -17.74%
Calls: -7.21% (Calls)
Puts: -25.98% (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 -26.45%
Calls: -19.62%
Puts: -32.10%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/03 2:45pm) $927.91M
Calls: $445.85M (48%)
Puts: $482.05M (52%)
Prior (11/02) $2.24B
Calls: $307.05M (14%)
Puts: $1.93B (86%)
Current vs Prior -58.50%
Calls: +45.21%
Puts: -75.01%
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 -39.29%
Calls: -17.91%
Puts: -51.08%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/03 2:45pm) 1.02
Prior (11/02) 1.28
Current vs Prior -20.23%
Prior 7-Day Average 1.20
Current vs Prior 7-Day Avg -15.01%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/03 2:45pm) 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 0.30% | 1.22%1.22% | 1.00%1.00% | 2.58%2.73% | 4.80%
Prior 0.96% | 1.41%0.30% | 1.41%1.95% | 2.73%3.15% | 4.92%
Current vs Prior -68.40% | -13.97%+304.63% | -29.25%-48.59% | -5.51%-13.33% | -2.56%
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 -62.75% | +8.26%+215.08% | -6.71%+2.46% | +26.76%-12.13% | +2.83%
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 -68.40% | -13.97%+304.63% | -29.25%-48.59% | -5.51%-13.33% | -2.56%
Sentiment BULLISHBEARISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.28% | 0.44%
Calls: 1.38% | 0.41%
Puts: 1.19% | 0.47%
Prior 1.25% | 1.04%
Calls: 1.25% | 1.05%
Puts: 1.24% | 1.02%
Current vs Prior +2.40% | -57.69%
Prior 7-Day Avg 1.11% | 1.54%
Calls: 1.09% | 1.57%
Puts: 1.12% | 1.50%
Current vs 7-Day Avg +15.32% | -71.35%
Liquidity Excellent
+
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🤖 AI Insights

Light premium activity with dollar volume down 58% vs prior. Slightly bearish P/C ratio of 1.02. P/C ratio dropping 20% - sentiment shifting bullish. Put-heavy open interest (7,382,947 puts vs 2,820,587 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
14:45BEARISHNEUTRALBEARISH
14:40BEARISHNEUTRALBEARISH
14:35BEARISHNEUTRALBEARISH
14:30BEARISHNEUTRALBEARISH
14:25BULLISHNEUTRALBULLISH
14:20BULLISHNEUTRALBULLISH
14:15BULLISHNEUTRALBULLISH
14:10BULLISHNEUTRALBULLISH
14:00BULLISHNEUTRALBULLISH
13:55BULLISHNEUTRALBULLISH
13:50BULLISHNEUTRALBULLISH
13:45BULLISHNEUTRALBULLISH
13:40BULLISHNEUTRALBULLISH
13:35BULLISHNEUTRALBULLISH
13:25BULLISHNEUTRALBULLISH
13:20BULLISHNEUTRALBULLISH
13:15BULLISHNEUTRALBULLISH
13:10BULLISHNEUTRALBULLISH
13:05BULLISHNEUTRALBULLISH
13:00BULLISHNEUTRALBULLISH
12:55BULLISHNEUTRALBULLISH
12:50BULLISHNEUTRALBULLISH
12:45BULLISHNEUTRALBULLISH
12:40BULLISHNEUTRALBULLISH
12:35BULLISHNEUTRALBULLISH
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12:25BULLISHNEUTRALBULLISH
12:20BULLISHNEUTRALBULLISH
12:15BULLISHNEUTRALBULLISH
12:10BULLISHNEUTRALBULLISH
12:05BULLISHNEUTRALBULLISH
12:00BULLISHNEUTRALBULLISH
11:55BULLISHNEUTRALBULLISH
11:50BULLISHBULLISHBULLISH
11:45BULLISHBULLISHBULLISH
11:40BULLISHBULLISHBULLISH
11:35BULLISHBULLISHBULLISH
11:30BULLISHBULLISHBULLISH
11:25BULLISHBULLISHBULLISH
11:20BULLISHBULLISHBULLISH
11:15BULLISHBULLISHBULLISH
11:10BULLISHBULLISHBULLISH
11:05BULLISHBULLISHBULLISH
11:00BULLISHBULLISHBULLISH
10:55BULLISHBULLISHBULLISH
10:50BULLISHBULLISHBULLISH
10:45BULLISHBULLISHBULLISH
10:40BULLISHBULLISHBULLISH
10:35BULLISHBULLISHBULLISH
10:30BULLISHBULLISHBULLISH
10:25BULLISHBULLISHBULLISH
10:20BULLISHBULLISHBULLISH
10:15BULLISHBULLISHBULLISH
10:10BULLISHBULLISHBULLISH
10:05BULLISHBULLISHBULLISH
10:00BULLISHBULLISHBULLISH
09:55BULLISHBULLISHBULLISH
09:50BULLISHBULLISHBULLISH
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 2,790 of results (avg 1.8%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$605.00Nov 3149.94150.08$150.010.1%11.00--
$670.00Nov 384.9485.02$84.980.1%--1.0019
$610.00Nov 3144.94145.08$145.010.1%11.00--
$615.00Nov 3139.94140.08$140.010.1%11.00--
$675.00Nov 379.9480.02$79.980.1%21.0020
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$905.00Nov 3149.94150.06$150.000.1%11.00--
$885.00Nov 3129.94130.06$130.000.1%11.00--
$890.00Nov 3134.93135.06$135.000.1%11.00--
$900.00Nov 3144.92145.06$144.990.1%11.00--
$895.00Nov 3139.92140.06$139.990.1%11.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 612 found (avg $0.42, cheapest $0.24)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 60.220.26$0.2416.7%13999.00--
$758.00Nov 30.080.09$0.0911.1%263.9K0.094.9K
$757.00Nov 30.190.20$0.205.0%459.8K0.175.6K
$756.00Nov 30.410.42$0.422.4%486.2K0.315.1K
$755.00Nov 30.820.83$0.831.2%422.3K0.503.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Nov 60.950.98$0.973.1%1999.00--
$752.00Nov 30.140.15$0.156.7%205.2K0.123.3K
$753.00Nov 30.240.25$0.254.0%314.4K0.193.9K
$751.00Nov 30.090.10$0.1010.0%183.8K0.084.1K
$750.00Nov 30.060.07$0.0714.3%225.2K0.056.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,175 found (avg delta 2.49, highest 999.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 60.220.26$0.2416.7%13999.00--
$605.00Nov 3149.94150.08$150.010.1%11.00--
$610.00Nov 3144.94145.08$145.010.1%11.00--
$615.00Nov 3139.94140.08$140.010.1%11.00--
$620.00Nov 3134.94135.08$135.010.1%11.0018
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Nov 60.950.98$0.973.1%1999.00--
$761.00Nov 36.016.03$6.020.3%4.1K1.002.9K
$762.00Nov 37.007.02$7.010.3%2.8K1.001.7K
$763.00Nov 37.998.07$8.031.0%1.1K1.001.9K
$764.00Nov 38.999.07$9.030.9%8451.001.4K

Most actively traded options today. High liquidity = easy entry/exit. 2,853 active (total vol 7.9M, top 509.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$756.00Nov 30.410.42$0.422.4%486.2K0.315.1K
$757.00Nov 30.190.20$0.205.0%459.8K0.175.6K
$755.00Nov 30.820.83$0.831.2%422.3K0.503.7K
$760.00Nov 30.020.03$0.0333.3%371.0K0.0311.2K
$758.00Nov 30.080.09$0.0911.1%263.9K0.094.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$755.00Nov 30.830.84$0.841.2%509.8K0.506.8K
$754.00Nov 30.450.46$0.462.2%451.5K0.324.4K
$756.00Nov 31.421.43$1.420.7%331.5K0.694.7K
$753.00Nov 30.240.25$0.254.0%314.4K0.193.9K
$750.00Nov 30.060.07$0.0714.3%225.2K0.056.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 44.9%, max 52.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$753.00Nov 3Dec 1823.4%15.3%52.3%67.3K4.1K
$757.00Nov 3Dec 1821.6%14.8%46.0%460.0K6.0K
$754.00Nov 3Dec 1821.9%15.2%44.2%199.6K3.5K
$755.00Nov 3Dec 1821.2%15.1%41.0%422.9K14.7K
$756.00Nov 3Dec 1821.0%14.9%40.9%486.3K5.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$753.00Nov 3Dec 1823.4%15.3%52.4%314.5K4.9K
$757.00Nov 3Dec 1821.6%14.8%46.0%110.9K4.2K
$754.00Nov 3Dec 1821.9%15.2%44.2%452.4K5.7K
$755.00Nov 3Dec 1821.2%15.1%41.0%510.7K16.3K
$756.00Nov 3Dec 1821.0%14.9%40.9%331.6K5.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,272 found (best R:R 4.56, avg 4.27)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$707.00$708.00Nov 9$0.38$0.62$0.3897%1.63$707.38
$721.00$722.00Nov 20$0.25$0.75$0.2583%3.00$721.25
$725.00$726.00Nov 20$0.23$0.77$0.2381%3.35$725.23
$720.00$721.00Dec 18$0.19$0.81$0.1976%4.26$720.19
$703.00$704.00Nov 30$0.31$0.69$0.3188%2.23$703.31
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$781.00$780.00Nov 30$0.18$0.82$0.1881%4.56$780.82
$783.00$782.00Nov 30$0.21$0.79$0.2183%3.76$782.79
$781.00$780.00Dec 18$0.12$0.88$0.1273%7.33$780.88
$787.00$786.00Dec 18$0.19$0.81$0.1978%4.26$786.81
$789.00$788.00Dec 18$0.22$0.78$0.2280%3.55$788.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 942 found (best R:R 1.33, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$755.00$760.00Nov 17$2.85$2.85$2.1549%1.33$757.85
$760.00$765.00Nov 17$2.43$2.43$2.5757%0.95$762.43
$765.00$770.00Nov 17$1.96$1.96$3.0465%0.64$766.96
$770.00$775.00Nov 17$1.47$1.47$3.5373%0.42$771.47
$775.00$780.00Nov 17$1.00$1.00$4.0081%0.25$776.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$747.00$746.00Nov 4$0.22$0.22$0.7876%0.28$746.78
$745.00$744.00Nov 4$0.17$0.17$0.8381%0.20$744.83
$749.00$748.00Nov 4$0.27$0.27$0.7371%0.37$748.73
$742.00$741.00Nov 4$0.11$0.11$0.8987%0.12$741.89
$744.00$743.00Nov 4$0.14$0.14$0.8684%0.16$743.86

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $3.42, cheapest $3.37)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$754.00Nov 3Nov 4$3.4621.9%26.5%
$755.00Nov 3Nov 4$3.5321.2%26.3%
$756.00Nov 3Nov 4$3.4221.0%26.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$754.00Nov 3Nov 4$3.3721.9%26.5%
$755.00Nov 3Nov 4$3.4321.2%26.3%
$756.00Nov 3Nov 4$3.3321.0%26.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,071 found (cheapest 0.17% of stock, avg 4.09%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$775.00Nov 6$0.35$0.97$1.32$773.68$776.320.17%
$755.00Nov 3$0.83$0.84$1.67$753.33$756.670.22%
$756.00Nov 3$0.42$1.42$1.84$754.16$757.840.24%
$754.00Nov 3$1.45$0.46$1.91$752.09$755.910.25%
$757.00Nov 3$0.20$2.20$2.40$754.60$759.400.32%
$753.00Nov 3$2.24$0.25$2.49$750.51$755.490.33%
$758.00Nov 3$0.09$3.09$3.18$754.82$761.180.42%
$752.00Nov 3$3.14$0.15$3.29$748.71$755.290.44%
$759.00Nov 3$0.05$4.04$4.09$754.91$763.090.54%
$751.00Nov 3$4.09$0.10$4.19$746.81$755.190.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 420 found (cheapest 0.02% of stock, avg 2.25%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$758.00$750.00Nov 3$0.09$0.07$0.16$749.84$758.16
$758.00$751.00Nov 3$0.09$0.10$0.19$750.81$758.19
$758.00$752.00Nov 3$0.09$0.15$0.24$751.76$758.24
$757.00$751.00Nov 3$0.20$0.10$0.30$750.70$757.30
$757.00$750.00Nov 3$0.20$0.07$0.27$749.73$757.27
$757.00$752.00Nov 3$0.20$0.15$0.35$751.65$757.35
$758.00$753.00Nov 3$0.09$0.25$0.34$752.66$758.34
$757.00$753.00Nov 3$0.20$0.25$0.45$752.55$757.45
$756.00$750.00Nov 3$0.42$0.07$0.49$749.51$756.49
$756.00$751.00Nov 3$0.42$0.10$0.52$750.48$756.52

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 239 found (best R:R 0.96, avg credit $0.63)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
729/730764/765Nov 10$0.49$0.5154%0.96$729.51$764.49
731/732762/763Nov 9$0.51$0.4952%1.04$731.49$762.51
733/734764/765Nov 10$0.52$0.4850%1.08$733.48$764.52
734/735764/765Nov 10$0.53$0.4750%1.13$734.47$764.53
736/737764/765Nov 10$0.55$0.4548%1.22$736.45$764.55
731/732764/765Nov 9$0.46$0.5456%0.85$731.54$764.46
732/733764/765Nov 10$0.51$0.4951%1.04$732.49$764.51
730/731764/765Nov 12$0.54$0.4648%1.17$730.46$764.54
731/732764/765Nov 10$0.50$0.5052%1.00$731.50$764.50
726/727764/765Nov 12$0.51$0.4951%1.04$726.49$764.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 226 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$700.00$710.00$720.00Nov 10$0.12$9.885%82.33
$725.00$730.00$735.00Dec 4$0.06$4.947%82.33
$720.00$725.00$730.00Nov 27$0.05$4.956%99.00
$745.00$750.00$755.00Nov 17$0.29$4.7114%16.24
$740.00$745.00$750.00Nov 12$0.29$4.7114%16.24
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$725.00$730.00$735.00Nov 27$0.11$4.897%44.45
$745.00$750.00$755.00Nov 17$0.32$4.6814%14.62
$735.00$740.00$745.00Nov 17$0.22$4.7811%21.73
$740.00$745.00$750.00Nov 17$0.28$4.7212%16.86
$730.00$735.00$740.00Nov 17$0.19$4.819%25.32

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 983 found (best net $-0.01, 979 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$715.00$740.001:2Nov 17$0.00$25.00
$705.00$730.001:2Nov 11-$4.37$20.63
$675.00$705.001:2Nov 11-$21.69$8.31
$680.00$710.001:2Dec 11-$23.20$6.80
$670.00$700.001:2Nov 10-$26.34$3.66
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$875.00$815.001:2Nov 3-$0.01$59.99
$800.00$785.001:2Nov 13-$14.40$0.60
$756.00$755.001:2Nov 3-$0.26$0.74
$755.00$754.001:2Nov 3-$0.08$0.92
$757.00$756.001:2Nov 3-$0.64$0.36

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 536 found (best yield 2.54%, avg 0.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$755.00Dec 18$19.190.500.0%2.54%2.54%58911.0K
$756.00Dec 18$18.560.490.1%2.46%2.59%90263
$757.00Dec 18$17.940.480.3%2.38%2.64%155431
$758.00Dec 18$17.330.480.4%2.30%2.70%166444
$759.00Dec 18$16.720.470.5%2.21%2.75%29520
$760.00Dec 18$16.130.460.7%2.14%2.80%90417.9K
$761.00Dec 18$15.550.460.8%2.06%2.86%293672
$762.00Dec 18$14.980.450.9%1.98%2.91%1205.2K
$755.00Dec 11$17.990.510.0%2.38%2.39%65300
$763.00Dec 18$14.420.441.1%1.91%2.97%854.5K

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 3,927,878
Total Puts 4,007,518
Put/Call Ratio 1.02
Net Difference -79,640

Prior's Put/Call Breakdown

Total Calls 4,232,979
Total Puts 5,413,800
Put/Call Ratio 1.28
Net Difference -1,180,821

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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