Tour v533
SPY
State Street SPDR S&P 500 ETF Trust
$765.77 +1.51%
◀ 11/4 09:40 ▶

Option Volume

Detail
ℹ
Current (11/04 9:40am) 829,192
Calls: 442,963 (53%)
Puts: 386,229 (47%)
Prior (11/03) 489,437
Calls: 289,552 (59%)
Puts: 199,885 (41%)
Current vs Prior +69.42%
Calls: +52.98% (Calls)
Puts: +93.23% (Puts)
Prior 7-Day Total 75,205,845
Calls: 34,460,759 (46%)
Puts: 40,745,086 (54%)
Prior 7-Day Average 10,743,692
Calls: 4,922,965 (46%)
Puts: 5,820,726 (54%)
Current vs Prior 7-Day Avg -92.28%
Calls: -91.00%
Puts: -93.36%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/04 9:40am) $173.54M
Calls: $128.03M (74%)
Puts: $45.51M (26%)
Prior (11/03) $92.60M
Calls: $49.78M (54%)
Puts: $42.82M (46%)
Current vs Prior +87.40%
Calls: +157.19%
Puts: +6.27%
Prior 7-Day Total $10.62B
Calls: $3.88B (37%)
Puts: $6.74B (63%)
Prior 7-Day Average $1.52B
Calls: $553.61M (37%)
Puts: $963.03M (63%)
Current vs Prior 7-Day Avg -88.56%
Calls: -76.87%
Puts: -95.27%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04 9:40am) 0.87
Prior (11/03) 0.69
Current vs Prior +26.31%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -25.68%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/04 9:40am) 10,146,645
Calls: 2,826,040 (28%)
Puts: 7,320,605 (72%)
Prior (11/03) 10,203,534
Calls: 2,820,587 (28%)
Puts: 7,382,947 (72%)
Current vs Prior -0.56%
Prior 7-Day Total 56,960,391
Calls: 14,639,710 (26%)
Puts: 42,320,681 (74%)
Prior 7-Day Average 8,137,198
Calls: 2,091,387 (26%)
Puts: 6,045,811 (74%)
Current vs Prior 7-Day Avg +24.69%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/04) | Next (11/05)Expiry (11/04) | Next (11/06)Expiry (11/06) | Next (11/13)Expiry (11/16) | Next (12/18)
Current 0.64% | 0.93%0.64% | 1.19%1.19% | 1.95%2.08% | 4.15%
Prior 1.22% | 1.50%1.22% | 1.76%1.76% | 2.59%2.73% | 4.77%
Current vs Prior -47.97% | -37.56%-47.96% | -32.02%-32.02% | -24.77%-23.84% | -13.02%
Prior 7-Day Avg 0.86% | 1.17%0.53% | 1.20%1.20% | 2.14%2.99% | 4.62%
Current vs 7-Day Avg -26.12% | -20.27%+19.77% | -0.01%-0.23% | -8.69%-30.27% | -10.34%
Prior 7-Day Eod 1.22% | 1.50%1.22% | 1.76%1.76% | 2.59%2.73% | 4.77%
Current vs 7-Day Eod -47.97% | -37.56%-47.96% | -32.02%-32.02% | -24.77%-23.84% | -13.02%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.41% | 0.28%
Calls: 0.38% | 0.26%
Puts: 0.44% | 0.30%
Prior 0.65% | 0.54%
Calls: 0.65% | 0.54%
Puts: 0.65% | 0.53%
Current vs Prior -36.92% | -48.15%
Prior 7-Day Avg 1.04% | 1.57%
Calls: 0.99% | 1.61%
Puts: 1.08% | 1.53%
Current vs 7-Day Avg -60.41% | -82.17%
Liquidity Excellent
+
Add Card

🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($128.03M). Elevated premium activity with dollar volume up 87% vs prior. Above-average activity with volume up 69% vs prior. Put-heavy open interest (7,320,605 puts vs 2,826,040 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 NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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
09:40BULLISHBULLISHBULLISH
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 2,485 of results (avg 2.2%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$761.00Nov 45.525.53$5.530.2%5.5K0.796.4K
$700.00Nov 2067.9868.11$68.050.2%720.966.4K
$763.00Nov 55.095.10$5.100.2%3.7K0.631.8K
$756.00Nov 410.0110.03$10.020.2%2.4K0.926.3K
$765.00Nov 64.934.94$4.940.2%2.9K0.546.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Dec 1812.0612.08$12.070.2%4670.4325.7K
$766.00Nov 64.204.21$4.210.2%3010.501.1K
$765.00Nov 63.793.80$3.800.3%5960.466.4K
$740.00Dec 187.297.31$7.300.3%1.6K0.2738.4K
$755.00Nov 133.523.53$3.530.3%8050.288.1K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 733 found (avg $0.39, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Nov 40.060.07$0.0714.3%6.7K0.036.1K
$774.00Nov 40.100.11$0.119.1%4.1K0.052.2K
$773.00Nov 40.160.17$0.175.9%14.6K0.078.1K
$772.00Nov 40.240.25$0.254.0%10.8K0.105.7K
$771.00Nov 40.370.38$0.382.6%6.9K0.156.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$755.00Nov 40.180.19$0.195.3%7.7K0.069.7K
$754.00Nov 40.150.16$0.166.3%7.5K0.056.7K
$752.00Nov 40.100.11$0.119.1%4.5K0.044.3K
$756.00Nov 40.230.24$0.244.2%7.7K0.088.6K
$757.00Nov 40.280.29$0.293.4%24.2K0.092.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 972 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$655.00Nov 4110.49111.08$110.790.5%--1.0013
$660.00Nov 4105.48106.06$105.770.5%--1.0010
$665.00Nov 4100.49101.08$100.790.6%--1.0013
$670.00Nov 495.4896.10$95.790.6%--1.0012
$680.00Nov 485.6086.06$85.830.5%--1.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$785.00Nov 617.9521.15$19.5516.4%--1.0021
$788.00Nov 920.9523.39$22.1711.0%181.00--
$800.00Nov 1332.7636.28$34.5210.2%11.00--
$810.00Nov 1342.5845.91$44.257.5%11.00--
$786.00Nov 420.1520.28$20.220.6%31.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,098 active (total vol 824.8K, top 29.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 42.602.61$2.610.4%29.4K0.566.1K
$770.00Nov 40.560.57$0.561.8%28.0K0.2013.4K
$766.00Nov 42.042.05$2.050.5%27.6K0.485.4K
$764.00Nov 43.243.25$3.250.3%25.5K0.634.2K
$769.00Nov 40.800.81$0.811.2%23.8K0.273.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$757.00Nov 40.280.29$0.293.4%24.2K0.092.1K
$762.00Nov 40.920.93$0.931.1%23.5K0.261.4K
$760.00Nov 40.570.58$0.571.8%20.5K0.172.7K
$763.00Nov 41.161.17$1.170.9%18.4K0.31739
$764.00Nov 41.461.47$1.470.7%13.5K0.371.1K

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 95.0%, max 117.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$760.00Nov 4Dec 1829.7%13.6%117.4%5.0K28.0K
$761.00Nov 4Dec 1828.9%13.5%113.3%5.5K7.3K
$762.00Nov 4Dec 1828.1%13.4%110.0%5.1K8.9K
$763.00Nov 4Dec 1827.4%13.3%106.9%13.6K7.6K
$764.00Nov 4Dec 1826.7%13.1%103.3%25.6K4.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$760.00Nov 4Dec 1829.7%13.6%117.4%21.0K28.4K
$761.00Nov 4Dec 1828.9%13.5%113.4%9.9K2.5K
$762.00Nov 4Dec 1828.1%13.4%110.0%23.5K3.1K
$763.00Nov 4Dec 1827.4%13.3%106.9%20.4K3.1K
$764.00Nov 4Dec 1826.7%13.1%103.3%13.6K2.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,041 found (best R:R 0.52, avg 4.33)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$741.00$743.00Nov 27$0.89$1.11$0.8979%1.25$741.89
$732.00$733.00Nov 20$0.28$0.72$0.2887%2.57$732.28
$690.00$691.00Nov 30$0.35$0.65$0.3594%1.86$690.35
$745.00$746.00Nov 6$0.37$0.63$0.3794%1.70$745.37
$701.00$702.00Nov 30$0.37$0.63$0.3793%1.70$701.37
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$796.00$790.00Dec 11$3.95$2.05$3.9582%0.52$792.05
$791.00$790.00Dec 4$0.21$0.79$0.2181%3.76$790.79
$787.00$786.00Nov 30$0.25$0.75$0.2579%3.00$786.75
$790.00$789.00Nov 30$0.29$0.71$0.2983%2.45$789.71
$770.00$765.00Nov 18$2.11$2.89$2.1157%1.37$767.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 809 found (best R:R 0.89, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 18$2.36$2.36$2.6457%0.89$772.36
$785.00$795.00Nov 18$1.12$1.12$8.8884%0.13$786.12
$775.00$780.00Nov 18$1.76$1.76$3.2466%0.54$776.76
$780.00$785.00Nov 18$1.19$1.19$3.8176%0.31$781.19
$772.00$775.00Nov 17$1.32$1.32$1.6861%0.79$773.32
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$755.00$754.00Nov 5$0.11$0.11$0.8987%0.12$754.89
$761.00$760.00Nov 4$0.17$0.17$0.8379%0.20$760.83
$756.00$755.00Nov 5$0.12$0.12$0.8885%0.14$755.88
$757.00$756.00Nov 5$0.14$0.14$0.8682%0.16$756.86
$757.00$756.00Nov 6$0.19$0.19$0.8177%0.23$756.81

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $1.10, cheapest $1.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$763.00Nov 4Nov 5$1.1427.4%19.0%
$764.00Nov 4Nov 5$1.1726.7%18.6%
$765.00Nov 4Nov 5$1.1926.0%18.3%
$766.00Nov 4Nov 5$1.1625.6%18.4%
$767.00Nov 4Nov 5$1.1325.1%18.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$763.00Nov 4Nov 5$1.0627.4%19.0%
$764.00Nov 4Nov 5$1.0826.7%18.6%
$765.00Nov 4Nov 5$1.1126.0%18.3%
$766.00Nov 4Nov 5$1.0925.6%18.4%
$767.00Nov 4Nov 5$1.0525.1%18.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 896 found (cheapest 0.56% of stock, avg 3.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$766.00Nov 4$2.05$2.26$4.31$761.69$770.310.56%
$767.00Nov 4$1.55$2.76$4.31$762.69$771.310.56%
$765.00Nov 4$2.61$1.82$4.43$760.57$769.430.58%
$768.00Nov 4$1.13$3.35$4.48$763.52$772.480.59%
$764.00Nov 4$3.25$1.47$4.72$759.28$768.720.62%
$769.00Nov 4$0.81$4.02$4.83$764.17$773.830.63%
$763.00Nov 4$3.96$1.17$5.13$757.87$768.130.67%
$770.00Nov 4$0.56$4.78$5.34$764.66$775.340.70%
$762.00Nov 4$4.71$0.93$5.64$756.36$767.640.74%
$771.00Nov 4$0.38$5.60$5.98$765.02$776.980.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.17% of stock, avg 1.76%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$770.00$761.00Nov 4$0.56$0.74$1.30$759.70$771.30
$770.00$762.00Nov 4$0.56$0.93$1.49$760.51$771.49
$769.00$761.00Nov 4$0.81$0.74$1.55$759.45$770.55
$769.00$762.00Nov 4$0.81$0.93$1.74$760.26$770.74
$770.00$763.00Nov 4$0.56$1.17$1.73$761.27$771.73
$769.00$763.00Nov 4$0.81$1.17$1.98$761.02$770.98
$768.00$761.00Nov 4$1.13$0.74$1.87$759.13$769.87
$768.00$762.00Nov 4$1.13$0.93$2.06$759.94$770.06
$768.00$763.00Nov 4$1.13$1.17$2.30$760.70$770.30
$770.00$764.00Nov 4$0.56$1.47$2.03$761.97$772.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 408 found (best R:R 1.04, avg credit $0.56)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
740/741775/776Nov 17$0.51$0.4952%1.04$740.49$775.51
740/741777/778Nov 17$0.47$0.5356%0.89$740.53$777.47
742/743774/775Nov 13$0.49$0.5153%0.96$742.51$774.49
740/741774/775Nov 16$0.50$0.5052%1.00$740.50$774.50
748/749772/773Nov 9$0.46$0.5456%0.85$748.54$772.46
745/746773/774Nov 12$0.51$0.4951%1.04$745.49$773.51
742/743773/774Nov 13$0.51$0.4951%1.04$742.49$773.51
744/745774/775Nov 16$0.53$0.4749%1.13$744.47$774.53
740/741776/777Nov 17$0.48$0.5254%0.92$740.52$776.48
742/743774/775Nov 16$0.51$0.4951%1.04$742.49$774.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 230 found (best R:R 16.24, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$630.00$635.00$640.00Dec 18$0.08$4.926%61.50
$765.00$766.00$767.00Nov 4$0.06$0.9415%15.67
$768.00$769.00$770.00Nov 4$0.07$0.9314%13.29
$766.00$767.00$768.00Nov 4$0.08$0.9215%11.50
$770.00$771.00$772.00Nov 4$0.05$0.9510%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Nov 18$0.29$4.7114%16.24
$745.00$750.00$755.00Nov 18$0.22$4.7811%21.73
$755.00$760.00$765.00Nov 18$0.38$4.6216%12.16
$760.00$765.00$770.00Nov 18$0.43$4.5718%10.63
$740.00$745.00$750.00Nov 18$0.18$4.829%26.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,079 found (best net $-0.23, 1,077 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$780.00$785.001:2Nov 18-$0.38$4.62
$775.00$780.001:2Nov 18-$1.00$4.00
$780.00$784.001:2Nov 17-$0.51$3.49
$795.00$800.001:2Nov 18-$0.03$4.97
$800.00$805.001:2Nov 18-$0.04$4.96
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$785.00$775.001:2Nov 5-$0.23$9.77
$800.00$785.001:2Nov 13-$5.28$9.72
$788.00$780.001:2Nov 9-$7.59$0.41
$726.00$725.001:2Nov 4$0.00$1.00
$620.00$615.001:2Nov 6$0.00$5.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 458 found (best yield 2.20%, avg 0.51%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$766.00Dec 18$16.860.500.0%2.20%2.23%202.1K
$767.00Dec 18$16.240.490.2%2.12%2.28%163.6K
$768.00Dec 18$15.630.470.3%2.04%2.33%464.6K
$769.00Dec 18$15.020.470.4%1.96%2.38%61.0K
$770.00Dec 18$14.440.460.6%1.89%2.44%30534.1K
$771.00Dec 18$13.850.450.7%1.81%2.49%62.3K
$772.00Dec 18$13.290.440.8%1.74%2.55%71.7K
$773.00Dec 18$12.760.430.9%1.67%2.61%54.2K
$766.00Dec 11$15.630.510.0%2.04%2.07%4175
$767.00Dec 11$15.000.490.2%1.96%2.12%8102

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 442,963
Total Puts 386,229
Put/Call Ratio 0.87
Net Difference 56,734

Prior's Put/Call Breakdown

Total Calls 289,552
Total Puts 199,885
Put/Call Ratio 0.69
Net Difference 89,667

Prior 7-Day Put/Call Summary

Total Calls 34,460,759
Total Puts 40,745,086
Average Put/Call Ratio 1.17
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All