Tour v533
SPY
State Street SPDR S&P 500 ETF Trust
$767.65 +1.76%
◀ 11/4 09:45 ▶

Option Volume

Detail
ℹ
Current (11/04 9:45am) 1,349,144
Calls: 682,584 (51%)
Puts: 666,560 (49%)
Prior (11/03) 655,360
Calls: 389,136 (59%)
Puts: 266,224 (41%)
Current vs Prior +105.86%
Calls: +75.41% (Calls)
Puts: +150.38% (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 -87.44%
Calls: -86.13%
Puts: -88.55%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/04 9:45am) $294.55M
Calls: $219.47M (75%)
Puts: $75.08M (25%)
Prior (11/03) $125.56M
Calls: $75.36M (60%)
Puts: $50.20M (40%)
Current vs Prior +134.59%
Calls: +191.21%
Puts: +49.57%
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 -80.58%
Calls: -60.36%
Puts: -92.20%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04 9:45am) 0.98
Prior (11/03) 0.68
Current vs Prior +42.74%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -16.76%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/04 9:45am) 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 0.62% | 0.90%0.62% | 1.16%1.16% | 1.91%2.05% | 4.10%
Prior 1.22% | 1.50%1.22% | 1.76%1.76% | 2.59%2.73% | 4.77%
Current vs Prior -49.48% | -39.63%-49.48% | -33.75%-33.75% | -26.11%-25.07% | -14.03%
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 -28.27% | -22.92%+16.29% | -2.54%-2.76% | -10.31%-31.40% | -11.37%
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 -49.48% | -39.63%-49.48% | -33.75%-33.75% | -26.11%-25.07% | -14.03%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.05% | 1.02%
Calls: 1.22% | 0.83%
Puts: 0.88% | 1.21%
Prior 0.65% | 0.54%
Calls: 0.65% | 0.54%
Puts: 0.65% | 0.53%
Current vs Prior +61.54% | +88.89%
Prior 7-Day Avg 1.04% | 1.57%
Calls: 0.99% | 1.61%
Puts: 1.08% | 1.53%
Current vs 7-Day Avg +1.38% | -35.03%
Liquidity Good
+
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🤖 AI Insights

Moderately bullish flow with 75% call dollar volume ($219.47M). Massive premium surge with dollar volume up 135% vs prior. Unusually high activity with volume up 106% vs prior - elevated interest. P/C ratio rising 43% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
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
09:45BULLISHNEUTRALBULLISH
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 2,438 of results (avg 3.0%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$767.00Nov 95.535.54$5.540.2%1270.53403
$700.00Nov 2069.7869.92$69.850.2%720.966.4K
$757.00Nov 511.3611.41$11.390.4%2130.86999
$768.00Dec 413.4413.50$13.470.4%460.50341
$757.00Nov 410.8110.86$10.840.5%2.3K0.934.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Dec 1814.8814.94$14.910.4%3220.5316.3K
$772.00Dec 1815.7215.79$15.760.4%10.542.2K
$768.00Nov 126.336.36$6.350.5%20.501
$760.00Nov 206.116.14$6.130.5%6790.3731.8K
$773.00Dec 1816.1616.24$16.200.5%20.551.7K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 759 found (avg $0.40, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$777.00Nov 40.060.07$0.0714.3%5.3K0.034.4K
$776.00Nov 40.100.11$0.119.1%6.2K0.056.4K
$775.00Nov 40.150.16$0.166.3%13.4K0.076.1K
$774.00Nov 40.240.25$0.254.0%15.1K0.102.2K
$773.00Nov 40.360.37$0.372.7%21.9K0.148.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$751.00Nov 40.060.07$0.0714.3%2.9K0.027.3K
$758.00Nov 40.230.24$0.244.2%11.2K0.084.3K
$759.00Nov 40.290.30$0.303.3%13.9K0.102.5K
$755.00Nov 40.130.14$0.147.1%11.4K0.049.7K
$756.00Nov 40.160.17$0.175.9%10.3K0.058.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,006 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$655.00Nov 4110.63113.82$112.232.8%--1.0013
$660.00Nov 4105.99108.81$107.402.6%--1.0010
$665.00Nov 4100.80104.09$102.453.2%--1.0013
$670.00Nov 495.9998.81$97.402.9%--1.0012
$680.00Nov 486.1489.13$87.643.4%--1.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$785.00Nov 615.9718.69$17.3315.7%--1.0021
$810.00Nov 640.9744.39$42.688.0%11.00--
$800.00Nov 1331.3534.39$32.879.2%11.00--
$810.00Nov 1341.2643.88$42.576.2%11.00--
$793.00Nov 424.0327.35$25.6912.9%21.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,275 active (total vol 1.3M, top 56.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 41.051.07$1.061.9%51.5K0.3213.4K
$766.00Nov 43.073.11$3.091.3%45.1K0.625.4K
$767.00Nov 42.442.47$2.461.2%45.0K0.555.5K
$769.00Nov 41.431.45$1.441.4%40.3K0.403.9K
$765.00Nov 43.773.81$3.791.1%39.8K0.696.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$745.00Nov 131.711.73$1.721.2%56.9K0.1572.8K
$730.00Nov 130.740.75$0.751.3%56.0K0.0764.1K
$762.00Nov 40.580.59$0.591.7%29.3K0.171.4K
$757.00Nov 40.200.21$0.214.8%27.0K0.062.1K
$760.00Nov 40.370.38$0.382.6%25.3K0.122.7K

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 91.5%, max 114.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$762.00Nov 4Dec 1828.9%13.5%114.1%5.8K8.9K
$763.00Nov 4Dec 1827.9%13.4%108.9%16.3K7.6K
$764.00Nov 4Dec 1827.2%13.2%105.3%29.2K4.9K
$765.00Nov 4Dec 1826.5%13.1%101.7%40.1K21.0K
$766.00Nov 4Dec 1825.7%13.0%97.9%45.2K7.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$762.00Nov 4Dec 1828.9%13.5%114.1%29.3K3.1K
$763.00Nov 4Dec 1827.9%13.4%108.9%26.3K3.1K
$764.00Nov 4Dec 1827.2%13.2%105.3%19.4K2.2K
$765.00Nov 4Dec 1826.5%13.1%101.7%14.6K11.9K
$766.00Nov 4Dec 1825.7%13.0%97.9%16.0K2.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,078 found (best R:R 8.52, avg 4.56)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$738.00$740.00Nov 27$0.21$1.79$0.2182%8.52$738.21
$734.00$735.00Nov 4$0.17$0.83$0.17100%4.88$734.17
$724.00$725.00Nov 6$0.20$0.80$0.2099%4.00$724.20
$746.00$747.00Nov 6$0.29$0.71$0.2994%2.45$746.29
$738.00$739.00Nov 20$0.21$0.79$0.2185%3.76$738.21
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$780.00$778.00Dec 4$0.52$1.48$0.5265%2.85$779.48
$788.00$786.00Dec 4$0.81$1.19$0.8175%1.47$787.19
$785.00$784.00Nov 30$0.11$0.89$0.1174%8.09$784.89
$793.00$792.00Dec 18$0.13$0.87$0.1375%6.69$792.87
$780.00$779.00Nov 13$0.15$0.85$0.1578%5.67$779.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 817 found (best R:R 1.05, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 18$2.56$2.56$2.4454%1.05$772.56
$775.00$780.00Nov 18$1.97$1.97$3.0363%0.65$776.97
$780.00$785.00Nov 18$1.38$1.38$3.6273%0.38$781.38
$785.00$790.00Nov 18$0.86$0.86$4.1481%0.21$785.86
$769.00$770.00Dec 18$0.61$0.61$0.3952%1.56$769.61
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$762.00$761.00Nov 4$0.12$0.12$0.8883%0.14$761.88
$754.00$753.00Nov 6$0.10$0.10$0.9086%0.11$753.90
$751.00$750.00Nov 9$0.10$0.10$0.9086%0.11$750.90
$758.00$757.00Nov 5$0.11$0.11$0.8985%0.12$757.89
$747.00$746.00Nov 11$0.10$0.10$0.9086%0.11$746.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $1.05, cheapest $1.11)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Nov 4Nov 5$1.1126.5%18.3%
$766.00Nov 4Nov 5$1.1425.7%17.9%
$767.00Nov 4Nov 5$1.1625.0%17.5%
$768.00Nov 4Nov 5$1.1124.9%17.7%
$769.00Nov 4Nov 5$1.0724.4%17.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Nov 4Nov 5$1.0326.5%18.3%
$766.00Nov 4Nov 5$1.0525.7%17.9%
$767.00Nov 4Nov 5$1.0725.0%17.5%
$768.00Nov 4Nov 5$1.0324.9%17.7%
$769.00Nov 4Nov 5$0.9824.4%17.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 924 found (cheapest 0.55% of stock, avg 3.89%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$768.00Nov 4$1.92$2.28$4.20$763.80$772.200.55%
$769.00Nov 4$1.44$2.81$4.25$764.75$773.250.55%
$767.00Nov 4$2.46$1.83$4.29$762.71$771.290.56%
$770.00Nov 4$1.06$3.42$4.48$765.52$774.480.58%
$766.00Nov 4$3.09$1.46$4.55$761.45$770.550.59%
$765.00Nov 4$3.79$1.16$4.95$760.05$769.950.64%
$771.00Nov 4$0.76$4.13$4.89$766.11$775.890.64%
$772.00Nov 4$0.53$4.89$5.42$766.58$777.420.71%
$764.00Nov 4$4.56$0.93$5.49$758.51$769.490.72%
$773.00Nov 4$0.37$5.72$6.09$766.91$779.090.79%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.17% of stock, avg 1.74%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$772.00$763.00Nov 4$0.53$0.74$1.27$761.73$773.27
$772.00$764.00Nov 4$0.53$0.93$1.46$762.54$773.46
$771.00$763.00Nov 4$0.76$0.74$1.50$761.50$772.50
$771.00$764.00Nov 4$0.76$0.93$1.69$762.31$772.69
$772.00$765.00Nov 4$0.53$1.16$1.69$763.31$773.69
$770.00$763.00Nov 4$1.06$0.74$1.80$761.20$771.80
$771.00$765.00Nov 4$0.76$1.16$1.92$763.08$772.92
$770.00$764.00Nov 4$1.06$0.93$1.99$762.01$771.99
$770.00$765.00Nov 4$1.06$1.16$2.22$762.78$772.22
$772.00$766.00Nov 4$0.53$1.46$1.99$764.01$773.99

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 422 found (best R:R 1.00, avg credit $0.53)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
746/747774/775Nov 11$0.50$0.5053%1.00$746.50$774.50
745/746775/776Nov 13$0.52$0.4851%1.08$745.48$775.52
741/742777/778Nov 16$0.47$0.5356%0.89$741.53$777.47
741/742776/777Nov 16$0.49$0.5153%0.96$741.51$776.49
741/742775/776Nov 16$0.51$0.4951%1.04$741.49$775.51
746/747776/777Nov 11$0.44$0.5658%0.79$746.56$776.44
745/746774/775Nov 12$0.51$0.4951%1.04$745.49$774.51
737/738777/778Nov 20$0.52$0.4850%1.08$737.48$777.52
749/750774/775Nov 11$0.52$0.4850%1.08$749.48$774.52
746/747775/776Nov 13$0.52$0.4850%1.08$746.48$775.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 315 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Nov 18$0.06$4.9419%82.33
$720.00$725.00$730.00Dec 4$0.07$4.934%70.43
$767.00$768.00$769.00Nov 4$0.06$0.9415%15.67
$768.00$769.00$770.00Nov 5$0.05$0.9510%19.00
$770.00$771.00$772.00Nov 5$0.05$0.9510%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Nov 18$0.33$4.6716%14.15
$750.00$755.00$760.00Nov 18$0.26$4.7413%18.23
$740.00$745.00$750.00Nov 18$0.15$4.858%32.33
$745.00$750.00$755.00Nov 18$0.22$4.7810%21.73
$725.00$730.00$735.00Dec 4$0.07$4.935%70.43

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,107 found (best net $-2.75, 1,105 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$780.00$785.001:2Nov 18-$0.54$4.46
$785.00$790.001:2Nov 18-$0.20$4.80
$790.00$795.001:2Nov 18-$0.06$4.94
$775.00$780.001:2Nov 18-$1.33$3.67
$795.00$800.001:2Nov 18-$0.04$4.96
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$800.00$785.001:2Nov 13-$2.75$12.25
$788.00$780.001:2Nov 9-$4.79$3.21
$782.00$775.001:2Nov 12-$4.69$2.31
$635.00$630.001:2Nov 6$0.00$5.00
$645.00$640.001:2Nov 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. 461 found (best yield 2.17%, avg 0.50%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$768.00Dec 18$16.650.500.1%2.17%2.21%484.6K
$769.00Dec 18$16.030.480.2%2.09%2.26%61.0K
$770.00Dec 18$15.420.470.3%2.01%2.31%55734.1K
$771.00Dec 18$14.820.470.4%1.93%2.37%92.3K
$772.00Dec 18$14.230.460.6%1.85%2.42%111.7K
$773.00Dec 18$13.650.450.7%1.78%2.48%54.2K
$774.00Dec 18$13.100.440.8%1.71%2.53%112.6K
$775.00Dec 18$12.540.431.0%1.63%2.59%3318.3K
$768.00Dec 11$15.420.510.1%2.01%2.05%440
$776.00Dec 18$12.010.421.1%1.56%2.65%41.9K

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 682,584
Total Puts 666,560
Put/Call Ratio 0.98
Net Difference 16,024

Prior's Put/Call Breakdown

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

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
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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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