Tour v533
SPY
State Street SPDR S&P 500 ETF Trust
$767.00 +1.68%
◀ 11/4 09:50 ▶

Option Volume

Detail
ℹ
Current (11/04 9:50am) 1,732,882
Calls: 891,908 (51%)
Puts: 840,974 (49%)
Prior (11/03) 844,036
Calls: 500,937 (59%)
Puts: 343,099 (41%)
Current vs Prior +105.31%
Calls: +78.05% (Calls)
Puts: +145.11% (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 -83.87%
Calls: -81.88%
Puts: -85.55%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/04 9:50am) $346.62M
Calls: $233.32M (67%)
Puts: $113.30M (33%)
Prior (11/03) $154.56M
Calls: $88.36M (57%)
Puts: $66.21M (43%)
Current vs Prior +124.26%
Calls: +164.06%
Puts: +71.14%
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 -77.15%
Calls: -57.86%
Puts: -88.23%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04 9:50am) 0.94
Prior (11/03) 0.68
Current vs Prior +37.67%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -19.63%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/04 9:50am) 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 0.53% | 0.83%0.53% | 1.10%1.10% | 1.86%1.99% | 4.04%
Prior 1.22% | 1.50%1.22% | 1.76%1.76% | 2.59%2.73% | 4.77%
Current vs Prior -56.69% | -44.63%-56.69% | -37.62%-37.62% | -28.36%-27.25% | -15.22%
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 -38.51% | -29.31%-0.32% | -8.24%-8.44% | -13.04%-33.39% | -12.59%
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 -56.69% | -44.63%-56.69% | -37.62%-37.62% | -28.36%-27.25% | -15.22%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.49% | 0.32%
Calls: 0.50% | 0.31%
Puts: 0.49% | 0.32%
Prior 0.65% | 0.54%
Calls: 0.65% | 0.54%
Puts: 0.65% | 0.53%
Current vs Prior -24.62% | -40.74%
Prior 7-Day Avg 1.04% | 1.57%
Calls: 0.99% | 1.61%
Puts: 1.08% | 1.53%
Current vs 7-Day Avg -52.69% | -79.62%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($233.32M). Massive premium surge with dollar volume up 124% vs prior. Unusually high activity with volume up 105% vs prior - elevated interest. P/C ratio rising 38% - 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
09:50BULLISHNEUTRALBULLISH
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 2,594 of results (avg 1.9%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Dec 1815.1415.16$15.150.1%6260.4734.1K
$789.00Dec 115.205.21$5.210.2%800.27229
$780.00Nov 275.135.14$5.140.2%640.322.6K
$700.00Nov 2069.1669.30$69.230.2%720.966.4K
$771.00Dec 1814.5414.57$14.560.2%110.472.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Dec 1113.6413.65$13.650.1%50.53304
$769.00Dec 411.8611.87$11.860.1%150.52511
$768.00Dec 411.4611.47$11.470.1%160.50212
$765.00Dec 410.3410.35$10.350.1%450.46332
$764.00Dec 49.9910.00$10.000.1%420.45217

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 759 found (avg $0.40, cheapest $0.12)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Nov 40.110.12$0.128.3%22.3K0.066.1K
$777.00Nov 40.050.06$0.0616.7%10.3K0.034.4K
$774.00Nov 40.170.18$0.185.6%20.4K0.082.2K
$776.00Nov 40.080.09$0.0911.1%11.9K0.046.4K
$773.00Nov 40.250.26$0.263.8%36.6K0.128.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$758.00Nov 40.260.27$0.273.7%13.5K0.094.3K
$756.00Nov 40.180.19$0.195.3%11.8K0.068.6K
$757.00Nov 40.220.23$0.234.3%28.7K0.072.1K
$755.00Nov 40.150.16$0.166.3%13.2K0.059.7K
$759.00Nov 40.330.34$0.342.9%15.8K0.102.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,025 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$655.00Nov 4111.92112.25$112.090.3%--1.0013
$660.00Nov 4106.89107.24$107.070.3%--1.0010
$665.00Nov 4101.94102.27$102.100.3%--1.0013
$670.00Nov 496.9197.25$97.080.4%--1.0012
$680.00Nov 486.9687.18$87.070.3%--1.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$785.00Nov 616.8518.90$17.8811.5%--1.0021
$810.00Nov 641.1344.35$42.747.5%11.00--
$788.00Nov 919.6821.88$20.7810.6%221.00--
$800.00Nov 1331.6234.28$32.958.1%11.00--
$810.00Nov 1341.5744.13$42.856.0%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,374 active (total vol 1.7M, top 78.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 40.790.80$0.801.3%78.8K0.2813.4K
$768.00Nov 41.521.53$1.530.7%60.3K0.433.5K
$767.00Nov 42.012.02$2.010.5%55.1K0.515.5K
$769.00Nov 41.111.12$1.120.9%53.4K0.353.9K
$766.00Nov 42.602.61$2.610.4%53.0K0.585.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$745.00Nov 131.801.81$1.810.6%65.8K0.1572.8K
$730.00Nov 130.810.82$0.821.2%64.9K0.0764.1K
$762.00Nov 40.630.64$0.641.6%37.4K0.191.4K
$760.00Nov 40.410.42$0.422.4%30.8K0.132.7K
$763.00Nov 40.800.81$0.811.2%30.3K0.23739

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 89.7%, max 113.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Nov 4Dec 1829.1%13.6%113.9%7.0K7.3K
$762.00Nov 4Dec 1828.3%13.5%109.5%6.3K8.9K
$763.00Nov 4Dec 1827.3%13.3%104.8%18.2K7.6K
$764.00Nov 4Dec 1826.4%13.2%99.8%31.7K4.9K
$765.00Nov 4Dec 1825.6%13.1%95.5%44.0K21.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Nov 4Dec 1829.1%13.6%113.9%16.3K2.5K
$762.00Nov 4Dec 1828.3%13.5%109.5%37.5K3.1K
$763.00Nov 4Dec 1827.3%13.3%104.8%32.3K3.1K
$764.00Nov 4Dec 1826.4%13.2%99.8%24.9K2.2K
$765.00Nov 4Dec 1825.6%13.1%95.5%22.5K11.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,036 found (best R:R 1.22, avg 4.46)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$735.00$736.00Nov 10$0.45$0.55$0.4594%1.22$735.45
$711.00$712.00Nov 9$0.57$0.43$0.5799%0.75$711.57
$728.00$729.00Nov 5$0.59$0.41$0.59100%0.69$728.59
$721.00$722.00Nov 6$0.66$0.34$0.6699%0.52$721.66
$730.00$731.00Nov 20$0.56$0.44$0.5689%0.79$730.56
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$770.00$765.00Nov 18$2.00$3.00$2.0054%1.50$768.00
$780.00$779.00Nov 5$0.54$0.46$0.5497%0.85$779.46
$775.00$770.00Nov 18$2.56$2.44$2.5664%0.95$772.44
$778.00$777.00Nov 6$0.47$0.53$0.4788%1.13$777.53
$776.00$775.00Nov 6$0.42$0.58$0.4283%1.38$775.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 802 found (best R:R 0.98, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 18$2.48$2.48$2.5254%0.98$772.48
$775.00$780.00Nov 18$1.89$1.89$3.1164%0.61$776.89
$780.00$785.00Nov 18$1.30$1.30$3.7073%0.35$781.30
$785.00$790.00Nov 18$0.82$0.82$4.1882%0.20$785.82
$768.00$769.00Dec 4$0.64$0.64$0.3650%1.78$768.64
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$758.00$757.00Nov 5$0.12$0.12$0.8883%0.14$757.88
$763.00$762.00Nov 4$0.17$0.17$0.8376%0.20$762.83
$759.00$758.00Nov 5$0.14$0.14$0.8681%0.16$758.86
$755.00$754.00Nov 6$0.12$0.12$0.8884%0.14$754.88
$758.00$757.00Nov 6$0.17$0.17$0.8378%0.20$757.83

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $1.10, cheapest $1.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Nov 4Nov 5$1.1725.6%18.1%
$766.00Nov 4Nov 5$1.1725.0%17.7%
$767.00Nov 4Nov 5$1.2024.4%17.3%
$769.00Nov 4Nov 5$1.0523.8%17.1%
$768.00Nov 4Nov 5$1.1324.2%17.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Nov 4Nov 5$1.0825.6%18.1%
$766.00Nov 4Nov 5$1.1025.0%17.7%
$767.00Nov 4Nov 5$1.0924.4%17.3%
$769.00Nov 4Nov 5$0.9823.8%17.1%
$768.00Nov 4Nov 5$1.0524.2%17.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 942 found (cheapest 0.53% of stock, avg 3.87%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$767.00Nov 4$2.01$2.05$4.06$762.94$771.060.53%
$768.00Nov 4$1.53$2.55$4.08$763.92$772.080.53%
$766.00Nov 4$2.61$1.63$4.24$761.76$770.240.55%
$769.00Nov 4$1.12$3.14$4.26$764.74$773.260.56%
$765.00Nov 4$3.26$1.29$4.55$760.45$769.550.59%
$770.00Nov 4$0.80$3.82$4.62$765.38$774.620.60%
$764.00Nov 4$4.00$1.02$5.02$758.98$769.020.65%
$771.00Nov 4$0.56$4.57$5.13$765.87$776.130.67%
$763.00Nov 4$4.79$0.81$5.60$757.40$768.600.73%
$772.00Nov 4$0.39$5.41$5.80$766.20$777.800.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.16% of stock, avg 1.75%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$772.00$763.00Nov 4$0.39$0.81$1.20$761.80$773.20
$771.00$763.00Nov 4$0.56$0.81$1.37$761.63$772.37
$772.00$764.00Nov 4$0.39$1.02$1.41$762.59$773.41
$770.00$763.00Nov 4$0.80$0.81$1.61$761.39$771.61
$771.00$764.00Nov 4$0.56$1.02$1.58$762.42$772.58
$770.00$764.00Nov 4$0.80$1.02$1.82$762.18$771.82
$772.00$765.00Nov 4$0.39$1.29$1.68$763.32$773.68
$771.00$765.00Nov 4$0.56$1.29$1.85$763.15$772.85
$769.00$763.00Nov 4$1.12$0.81$1.93$761.07$770.93
$770.00$765.00Nov 4$0.80$1.29$2.09$762.91$772.09

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 454 found (best R:R 1.17, avg credit $0.52)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
745/746775/776Nov 16$0.54$0.4649%1.17$745.46$775.54
743/744775/776Nov 16$0.52$0.4850%1.08$743.48$775.52
736/737777/778Nov 20$0.51$0.4951%1.04$736.49$777.51
749/750775/776Nov 16$0.57$0.4345%1.33$749.43$775.57
741/742775/776Nov 17$0.52$0.4850%1.08$741.48$775.52
741/742776/777Nov 17$0.50$0.5052%1.00$741.50$776.50
737/738777/778Nov 20$0.51$0.4950%1.04$737.49$777.51
739/740777/778Nov 20$0.52$0.4849%1.08$739.48$777.52
751/752774/775Nov 11$0.53$0.4748%1.13$751.47$774.53
742/743777/778Nov 20$0.54$0.4647%1.17$742.46$777.54

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 284 found (best R:R 19.83, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Nov 18$0.24$4.7613%19.83
$740.00$745.00$750.00Nov 17$0.13$4.878%37.46
$760.00$765.00$770.00Nov 18$0.40$4.6018%11.50
$755.00$760.00$765.00Nov 18$0.34$4.6616%13.71
$725.00$730.00$735.00Dec 11$0.07$4.935%70.43
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$745.00$750.00$755.00Nov 18$0.19$4.8110%25.32
$755.00$760.00$765.00Nov 18$0.34$4.6616%13.71
$760.00$765.00$770.00Nov 18$0.42$4.5818%10.90
$720.00$725.00$730.00Dec 11$0.05$4.954%99.00
$740.00$745.00$750.00Nov 18$0.17$4.838%28.41

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,104 found (best net $-3.31, 1,102 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-$0.10$4.90
$775.00$780.001:2Nov 18-$1.25$3.75
$795.00$800.001:2Nov 18-$0.02$4.98
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$800.00$785.001:2Nov 13-$3.31$11.69
$788.00$780.001:2Nov 9-$5.64$2.36
$723.00$722.001:2Nov 4$0.00$1.00
$726.00$725.001:2Nov 4$0.00$1.00
$635.00$630.001:2Nov 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. 473 found (best yield 2.21%, avg 0.50%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$767.00Dec 18$16.950.500.0%2.21%2.21%323.6K
$768.00Dec 18$16.310.490.1%2.13%2.26%524.6K
$769.00Dec 18$15.710.480.3%2.05%2.31%81.0K
$770.00Dec 18$15.140.470.4%1.97%2.37%62634.1K
$771.00Dec 18$14.540.470.5%1.90%2.42%112.3K
$772.00Dec 18$13.920.460.7%1.81%2.47%141.7K
$773.00Dec 18$13.360.450.8%1.74%2.52%54.2K
$774.00Dec 18$12.800.440.9%1.67%2.58%132.6K
$767.00Dec 11$15.720.510.0%2.05%2.05%21102
$775.00Dec 18$12.280.431.0%1.60%2.64%4018.3K

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 891,908
Total Puts 840,974
Put/Call Ratio 0.94
Net Difference 50,934

Prior's Put/Call Breakdown

Total Calls 500,937
Total Puts 343,099
Put/Call Ratio 0.68
Net Difference 157,838

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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