Tour v533
SPY
State Street SPDR S&P 500 ETF Trust
$766.40 +1.60%
◀ 11/4 09:55 ▶

Option Volume

Detail
ℹ
Current (11/04 9:55am) 1,995,987
Calls: 1,021,778 (51%)
Puts: 974,209 (49%)
Prior (11/03) 995,401
Calls: 590,854 (59%)
Puts: 404,547 (41%)
Current vs Prior +100.52%
Calls: +72.93% (Calls)
Puts: +140.81% (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 -81.42%
Calls: -79.24%
Puts: -83.26%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/04 9:55am) $379.21M
Calls: $233.25M (62%)
Puts: $145.96M (38%)
Prior (11/03) $176.81M
Calls: $95.13M (54%)
Puts: $81.68M (46%)
Current vs Prior +114.47%
Calls: +145.20%
Puts: +78.69%
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 -75.00%
Calls: -57.87%
Puts: -84.84%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04 9:55am) 0.95
Prior (11/03) 0.68
Current vs Prior +39.25%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -18.73%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/04 9:55am) 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 0.59% | 0.88%0.59% | 1.15%1.15% | 1.91%2.04% | 4.12%
Prior 1.22% | 1.50%1.22% | 1.76%1.76% | 2.59%2.73% | 4.77%
Current vs Prior -51.96% | -41.45%-51.96% | -34.83%-34.83% | -26.39%-25.24% | -13.53%
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 -31.79% | -25.24%+10.58% | -4.13%-4.34% | -10.66%-31.55% | -10.86%
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 -51.96% | -41.45%-51.96% | -34.83%-34.83% | -26.39%-25.24% | -13.53%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.44% | 0.30%
Calls: 0.45% | 0.30%
Puts: 0.43% | 0.30%
Prior 0.65% | 0.54%
Calls: 0.65% | 0.54%
Puts: 0.65% | 0.53%
Current vs Prior -32.31% | -44.44%
Prior 7-Day Avg 1.04% | 1.57%
Calls: 0.99% | 1.61%
Puts: 1.08% | 1.53%
Current vs 7-Day Avg -57.52% | -80.89%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 62% call dollar volume ($233.25M). Massive premium surge with dollar volume up 114% vs prior. Unusually high activity with volume up 101% vs prior - elevated interest. P/C ratio rising 39% - 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
09:55BULLISHNEUTRALBULLISH
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 2,585 of results (avg 2.1%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Dec 1812.0312.04$12.040.1%640.4218.3K
$779.00Dec 1810.0410.05$10.050.1%150.382.2K
$700.00Nov 2068.5768.68$68.630.2%720.966.4K
$755.00Nov 411.5311.55$11.540.2%3.9K0.949.6K
$770.00Dec 1113.5613.59$13.580.2%650.47274
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 125.645.65$5.650.2%590.46494
$762.00Dec 1110.9510.97$10.960.2%100.43663
$761.00Dec 1110.6310.65$10.640.2%10.42168
$771.00Nov 45.045.05$5.050.2%1.1K0.83455
$720.00Dec 184.544.55$4.550.2%3640.1717.1K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 758 found (avg $0.40, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Nov 40.080.09$0.0911.1%26.7K0.056.1K
$774.00Nov 40.120.13$0.137.7%23.2K0.062.2K
$776.00Nov 40.060.07$0.0714.3%14.7K0.036.4K
$773.00Nov 40.180.19$0.195.3%45.0K0.098.1K
$772.00Nov 40.270.28$0.283.6%35.5K0.135.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$757.00Nov 40.230.24$0.244.2%29.2K0.082.1K
$754.00Nov 40.130.14$0.147.1%10.6K0.046.7K
$760.00Nov 40.440.45$0.452.2%34.6K0.142.7K
$752.00Nov 40.090.10$0.1010.0%5.9K0.034.3K
$756.00Nov 40.190.20$0.205.0%12.8K0.068.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,028 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$655.00Nov 4111.31111.64$111.480.3%--1.0013
$660.00Nov 4106.31106.63$106.470.3%--1.0010
$665.00Nov 4101.31101.63$101.470.3%--1.0013
$670.00Nov 496.3196.63$96.470.3%--1.0012
$680.00Nov 486.3186.55$86.430.3%--1.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$785.00Nov 617.2318.90$18.069.2%--1.0021
$810.00Nov 641.7145.00$43.367.6%11.00--
$788.00Nov 920.2222.75$21.4911.8%221.00--
$800.00Nov 1331.5434.85$33.2010.0%11.00--
$810.00Nov 1341.7145.19$43.458.0%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,419 active (total vol 2.0M, top 93.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 40.600.61$0.611.6%93.0K0.2313.4K
$768.00Nov 41.221.23$1.230.8%72.8K0.383.5K
$767.00Nov 41.661.67$1.670.6%63.3K0.465.5K
$769.00Nov 40.870.88$0.881.1%60.3K0.303.9K
$766.00Nov 42.192.20$2.200.5%55.9K0.545.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$745.00Nov 131.821.85$1.841.6%67.6K0.1672.8K
$730.00Nov 130.810.82$0.821.2%66.7K0.0764.1K
$762.00Nov 40.700.71$0.711.4%42.3K0.211.4K
$766.00Nov 41.821.83$1.830.5%41.2K0.46441
$763.00Nov 40.890.90$0.901.1%37.0K0.26739

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 84.5%, max 109.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Nov 4Dec 1828.4%13.6%109.3%7.6K7.3K
$762.00Nov 4Dec 1827.3%13.4%103.2%6.7K8.9K
$763.00Nov 4Dec 1826.4%13.3%98.6%18.7K7.6K
$764.00Nov 4Dec 1825.6%13.2%94.3%33.0K4.9K
$765.00Nov 4Dec 1824.8%13.1%89.9%45.3K21.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Nov 4Dec 1828.4%13.6%109.4%19.6K2.5K
$762.00Nov 4Dec 1827.3%13.4%103.2%42.3K3.1K
$763.00Nov 4Dec 1826.4%13.3%98.6%39.0K3.1K
$764.00Nov 4Dec 1825.6%13.2%94.4%30.4K2.2K
$765.00Nov 4Dec 1824.8%13.1%90.0%29.0K11.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,053 found (best R:R 0.65, avg 4.32)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$720.00$725.00Dec 11$3.03$1.97$3.0386%0.65$723.03
$714.00$715.00Nov 9$0.32$0.68$0.3299%2.13$714.32
$722.00$724.00Nov 30$1.14$0.86$1.1488%0.75$723.14
$676.00$678.00Nov 30$1.27$0.73$1.2794%0.57$677.27
$720.00$721.00Nov 6$0.39$0.61$0.3999%1.56$720.39
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$779.00$778.00Nov 5$0.49$0.51$0.4996%1.04$778.51
$780.00$778.00Nov 9$1.31$0.69$1.3189%0.53$778.69
$789.00$788.00Nov 20$0.40$0.60$0.4086%1.50$788.60
$775.00$770.00Nov 18$2.60$2.40$2.6065%0.92$772.40
$770.00$765.00Nov 18$2.09$2.91$2.0956%1.39$767.91

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 809 found (best R:R 0.94, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 18$2.42$2.42$2.5856%0.94$772.42
$775.00$780.00Nov 18$1.81$1.81$3.1965%0.57$776.81
$780.00$785.00Nov 18$1.23$1.23$3.7775%0.33$781.23
$785.00$790.00Nov 18$0.74$0.74$4.2683%0.17$785.74
$768.00$769.00Dec 18$0.62$0.62$0.3852%1.63$768.62
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$766.00$765.00Nov 4$0.39$0.39$0.6154%0.64$765.61
$757.00$756.00Nov 5$0.11$0.11$0.8985%0.12$756.89
$758.00$757.00Nov 5$0.13$0.13$0.8783%0.15$757.87
$765.00$764.00Nov 4$0.31$0.31$0.6962%0.45$764.69
$753.00$752.00Nov 6$0.10$0.10$0.9086%0.11$752.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $1.06, cheapest $1.04)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Nov 4Nov 5$1.1125.6%17.8%
$765.00Nov 4Nov 5$1.1424.8%17.4%
$766.00Nov 4Nov 5$1.1624.2%17.0%
$767.00Nov 4Nov 5$1.1323.9%17.2%
$768.00Nov 4Nov 5$1.0723.5%16.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Nov 4Nov 5$1.0425.6%17.8%
$765.00Nov 4Nov 5$1.0724.8%17.4%
$766.00Nov 4Nov 5$1.0824.2%17.0%
$767.00Nov 4Nov 5$1.0523.9%17.2%
$768.00Nov 4Nov 5$0.9823.5%16.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 952 found (cheapest 0.52% of stock, avg 3.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$767.00Nov 4$1.67$2.30$3.97$763.03$770.970.52%
$766.00Nov 4$2.20$1.83$4.03$761.97$770.030.53%
$768.00Nov 4$1.23$2.86$4.09$763.91$772.090.53%
$765.00Nov 4$2.82$1.44$4.26$760.74$769.260.56%
$769.00Nov 4$0.88$3.51$4.39$764.61$773.390.57%
$764.00Nov 4$3.51$1.13$4.64$759.36$768.640.61%
$770.00Nov 4$0.61$4.24$4.85$765.15$774.850.63%
$763.00Nov 4$4.26$0.90$5.16$757.84$768.160.67%
$771.00Nov 4$0.42$5.05$5.47$765.53$776.470.71%
$762.00Nov 4$5.07$0.71$5.78$756.22$767.780.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.15% of stock, avg 1.75%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$771.00$762.00Nov 4$0.42$0.71$1.13$760.87$772.13
$770.00$762.00Nov 4$0.61$0.71$1.32$760.68$771.32
$771.00$763.00Nov 4$0.42$0.90$1.32$761.68$772.32
$770.00$763.00Nov 4$0.61$0.90$1.51$761.49$771.51
$769.00$762.00Nov 4$0.88$0.71$1.59$760.41$770.59
$771.00$764.00Nov 4$0.42$1.13$1.55$762.45$772.55
$769.00$763.00Nov 4$0.88$0.90$1.78$761.22$770.78
$770.00$764.00Nov 4$0.61$1.13$1.74$762.26$771.74
$769.00$764.00Nov 4$0.88$1.13$2.01$761.99$771.01
$768.00$762.00Nov 4$1.23$0.71$1.94$760.06$769.94

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 437 found (best R:R 1.13, avg credit $0.56)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
743/744774/775Nov 16$0.53$0.4749%1.13$743.47$774.53
736/737776/777Nov 20$0.52$0.4850%1.08$736.48$776.52
746/747773/774Nov 12$0.52$0.4849%1.08$746.48$773.52
743/744775/776Nov 16$0.50$0.5051%1.00$743.50$775.50
747/748772/773Nov 10$0.50$0.5051%1.00$747.50$772.50
748/749772/773Nov 10$0.51$0.4950%1.04$748.49$772.51
744/745773/774Nov 12$0.50$0.5051%1.00$744.50$773.50
747/748773/774Nov 11$0.50$0.5051%1.00$747.50$773.50
746/747774/775Nov 13$0.52$0.4849%1.08$746.48$774.52
749/750773/774Nov 11$0.52$0.4849%1.08$749.48$773.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 298 found (best R:R 18.23, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Nov 18$0.26$4.7416%18.23
$740.00$745.00$750.00Nov 17$0.12$4.889%40.67
$750.00$755.00$760.00Nov 18$0.31$4.6913%15.13
$630.00$635.00$640.00Dec 18$0.10$4.906%49.00
$720.00$725.00$730.00Dec 4$0.08$4.924%61.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Nov 18$0.35$4.6516%13.29
$750.00$755.00$760.00Nov 18$0.29$4.7113%16.24
$745.00$750.00$755.00Nov 18$0.22$4.7811%21.73
$730.00$735.00$740.00Nov 18$0.09$4.915%54.56
$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. 1,105 found (best net $-3.44, 1,103 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$725.00$740.001:2Nov 11-$13.05$1.95
$780.00$785.001:2Nov 18-$0.46$4.54
$785.00$790.001:2Nov 18-$0.21$4.79
$775.00$780.001:2Nov 18-$1.11$3.89
$790.00$795.001:2Nov 18-$0.07$4.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$800.00$785.001:2Nov 13-$3.44$11.56
$788.00$780.001:2Nov 9-$5.27$2.73
$723.00$722.001:2Nov 4$0.00$1.00
$725.00$724.001:2Nov 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. 464 found (best yield 2.16%, avg 0.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$767.00Dec 18$16.580.490.1%2.16%2.24%343.6K
$768.00Dec 18$15.970.480.2%2.08%2.29%1254.6K
$769.00Dec 18$15.350.470.3%2.00%2.34%131.0K
$770.00Dec 18$14.770.470.5%1.93%2.40%79234.1K
$771.00Dec 18$14.180.460.6%1.85%2.45%132.3K
$772.00Dec 18$13.610.450.7%1.78%2.51%151.7K
$773.00Dec 18$13.040.440.9%1.70%2.56%54.2K
$774.00Dec 18$12.510.431.0%1.63%2.62%182.6K
$767.00Dec 11$15.350.500.1%2.00%2.08%24102
$775.00Dec 18$12.030.421.1%1.57%2.69%6418.3K

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 1,021,778
Total Puts 974,209
Put/Call Ratio 0.95
Net Difference 47,569

Prior's Put/Call Breakdown

Total Calls 590,854
Total Puts 404,547
Put/Call Ratio 0.68
Net Difference 186,307

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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