Tour v533
SPY
State Street SPDR S&P 500 ETF Trust
$767.27 +1.71%
◀ 11/4 10:00 ▶

Option Volume

Detail
ℹ
Current (11/04 10:00am) 2,237,010
Calls: 1,135,550 (51%)
Puts: 1,101,460 (49%)
Prior (11/03) 1,096,899
Calls: 642,964 (59%)
Puts: 453,935 (41%)
Current vs Prior +103.94%
Calls: +76.61% (Calls)
Puts: +142.65% (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 -79.18%
Calls: -76.93%
Puts: -81.08%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/04 10:00am) $430.89M
Calls: $282.85M (66%)
Puts: $148.03M (34%)
Prior (11/03) $193.59M
Calls: $105.41M (54%)
Puts: $88.18M (46%)
Current vs Prior +122.58%
Calls: +168.33%
Puts: +67.88%
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 -71.59%
Calls: -48.91%
Puts: -84.63%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04 10:00am) 0.97
Prior (11/03) 0.71
Current vs Prior +37.39%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -17.32%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/04 10:00am) 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 0.57% | 0.85%0.57% | 1.12%1.12% | 1.88%2.02% | 4.09%
Prior 1.22% | 1.50%1.22% | 1.76%1.76% | 2.59%2.73% | 4.77%
Current vs Prior -53.40% | -43.17%-53.40% | -36.01%-36.01% | -27.28%-26.08% | -14.21%
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 -33.84% | -27.44%+7.27% | -5.87%-6.08% | -11.73%-32.33% | -11.55%
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 -53.40% | -43.17%-53.40% | -36.01%-36.01% | -27.28%-26.08% | -14.21%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.92% | 0.92%
Calls: 0.96% | 0.93%
Puts: 0.88% | 0.91%
Prior 0.65% | 0.54%
Calls: 0.65% | 0.54%
Puts: 0.65% | 0.53%
Current vs Prior +41.54% | +70.37%
Prior 7-Day Avg 1.04% | 1.57%
Calls: 0.99% | 1.61%
Puts: 1.08% | 1.53%
Current vs 7-Day Avg -11.17% | -41.40%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($282.85M). Massive premium surge with dollar volume up 123% vs prior. Unusually high activity with volume up 104% vs prior - elevated interest. P/C ratio rising 37% - 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 NEUTRAL
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
10:00BULLISHNEUTRALBULLISH
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 2,252 of results (avg 4.0%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Nov 2069.4469.57$69.510.2%720.966.4K
$755.00Nov 412.3912.42$12.410.2%4.0K0.949.6K
$757.00Nov 410.4410.48$10.460.4%3.0K0.934.5K
$758.00Nov 49.489.52$9.500.4%2.0K0.923.0K
$768.00Nov 137.057.08$7.070.4%4300.491.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 43.503.52$3.510.6%3.1K0.731.5K
$772.00Nov 45.065.09$5.070.6%1.4K0.85201
$790.00Nov 2023.0723.22$23.150.6%110.866.1K
$773.00Nov 45.935.97$5.950.7%7850.90255
$769.00Nov 42.842.86$2.850.7%5.1K0.65548

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 671 found (avg $0.44, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$787.00Nov 60.050.06$0.0616.7%7380.031.7K
$776.00Nov 40.050.06$0.0616.7%19.7K0.036.4K
$775.00Nov 40.090.10$0.1010.0%31.2K0.056.1K
$774.00Nov 40.140.15$0.156.7%29.2K0.072.2K
$773.00Nov 40.230.24$0.244.2%51.6K0.108.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$731.00Nov 50.050.06$0.0616.7%2920.021.7K
$739.00Nov 50.070.08$0.0812.5%2170.03472
$759.00Nov 40.270.28$0.283.6%21.0K0.102.5K
$757.00Nov 40.180.19$0.195.3%29.7K0.072.1K
$761.00Nov 40.420.43$0.432.3%22.9K0.15717

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,043 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$655.00Nov 4110.13114.04$112.093.5%--1.0013
$660.00Nov 4105.13109.15$107.143.8%--1.0010
$665.00Nov 4100.13104.30$102.224.1%--1.0013
$670.00Nov 495.1399.07$97.104.1%--1.0012
$680.00Nov 485.1388.47$86.803.8%--1.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$785.00Nov 516.4619.16$17.8115.2%31.00--
$785.00Nov 616.4619.16$17.8115.2%--1.0021
$810.00Nov 640.9444.87$42.919.2%11.00--
$800.00Nov 1331.0134.87$32.9411.7%11.00--
$810.00Nov 1341.0444.87$42.968.9%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,466 active (total vol 2.2M, top 106.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 40.790.80$0.801.3%106.3K0.2713.4K
$768.00Nov 41.561.57$1.570.6%84.5K0.433.5K
$767.00Nov 42.082.10$2.091.0%72.4K0.525.5K
$769.00Nov 41.121.14$1.131.8%67.4K0.353.9K
$766.00Nov 42.692.71$2.700.7%60.2K0.595.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$745.00Nov 131.701.74$1.722.3%67.7K0.1572.8K
$730.00Nov 130.750.77$0.762.6%66.7K0.0764.1K
$766.00Nov 41.421.43$1.420.7%51.3K0.41441
$762.00Nov 40.530.54$0.541.9%47.1K0.181.4K
$763.00Nov 40.670.69$0.682.9%42.3K0.22739

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 86.4%, max 105.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$762.00Nov 4Dec 1827.6%13.5%105.0%7.1K8.9K
$763.00Nov 4Dec 1826.9%13.3%101.9%19.5K7.6K
$764.00Nov 4Dec 1826.0%13.2%96.6%33.9K4.9K
$765.00Nov 4Dec 1825.1%13.1%91.9%46.8K21.0K
$766.00Nov 4Dec 1824.6%13.0%89.4%60.3K7.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$762.00Nov 4Dec 1827.6%13.5%105.0%47.2K3.1K
$763.00Nov 4Dec 1826.9%13.3%101.9%44.3K3.1K
$764.00Nov 4Dec 1826.0%13.2%96.6%35.2K2.2K
$765.00Nov 4Dec 1825.1%13.1%91.9%40.6K11.9K
$766.00Nov 4Dec 1824.6%13.0%89.4%51.4K2.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,048 found (best R:R 1.60, avg 4.53)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$738.00$740.00Nov 27$0.92$1.08$0.9282%1.17$738.92
$734.00$735.00Dec 18$0.11$0.89$0.1178%8.09$734.11
$750.00$751.00Nov 13$0.14$0.86$0.1480%6.14$750.14
$748.00$750.00Nov 12$1.04$0.96$1.0484%0.92$749.04
$744.00$745.00Nov 30$0.16$0.84$0.1677%5.25$744.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$795.00$793.00Dec 18$0.77$1.23$0.7777%1.60$794.23
$784.00$782.00Dec 11$0.61$1.39$0.6168%2.28$783.39
$795.00$793.00Nov 30$1.03$0.97$1.0387%0.94$793.97
$775.00$773.00Nov 10$0.70$1.30$0.7072%1.86$774.30
$795.00$793.00Dec 4$1.02$0.98$1.0283%0.96$793.98

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 805 found (best R:R 1.01, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 18$2.51$2.51$2.4955%1.01$772.51
$775.00$780.00Nov 18$1.91$1.91$3.0965%0.62$776.91
$780.00$785.00Nov 18$1.32$1.32$3.6874%0.36$781.32
$785.00$790.00Nov 18$0.82$0.82$4.1882%0.20$785.82
$772.00$773.00Dec 18$0.65$0.65$0.3554%1.86$772.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$729.00$728.00Dec 18$0.19$0.19$0.8180%0.23$728.81
$760.00$759.00Dec 18$0.41$0.41$0.5958%0.69$759.59
$737.00$736.00Dec 18$0.22$0.22$0.7876%0.28$736.78
$742.00$741.00Dec 18$0.24$0.24$0.7673%0.32$741.76
$720.00$719.00Dec 18$0.13$0.13$0.8784%0.15$719.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $1.05, cheapest $1.01)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Nov 4Nov 5$1.0825.1%17.6%
$766.00Nov 4Nov 5$1.1324.6%17.1%
$767.00Nov 4Nov 5$1.1323.9%16.6%
$769.00Nov 4Nov 5$1.0322.9%16.2%
$768.00Nov 4Nov 5$1.0923.2%16.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$765.00Nov 4Nov 5$1.0125.1%17.6%
$766.00Nov 4Nov 5$1.0524.6%17.1%
$767.00Nov 4Nov 5$1.0423.9%16.6%
$769.00Nov 4Nov 5$0.9522.9%16.2%
$768.00Nov 4Nov 5$1.0223.2%16.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 961 found (cheapest 0.50% of stock, avg 3.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$768.00Nov 4$1.57$2.28$3.85$764.15$771.850.50%
$767.00Nov 4$2.09$1.81$3.90$763.10$770.900.51%
$769.00Nov 4$1.13$2.85$3.98$765.02$772.980.52%
$766.00Nov 4$2.70$1.42$4.12$761.88$770.120.54%
$770.00Nov 4$0.80$3.51$4.31$765.69$774.310.56%
$765.00Nov 4$3.40$1.11$4.51$760.49$769.510.59%
$771.00Nov 4$0.54$4.26$4.80$766.20$775.800.63%
$764.00Nov 4$4.15$0.87$5.02$758.98$769.020.65%
$772.00Nov 4$0.36$5.07$5.43$766.57$777.430.71%
$763.00Nov 4$4.96$0.68$5.64$757.36$768.640.74%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.14% of stock, avg 1.73%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$772.00$763.00Nov 4$0.36$0.68$1.04$761.96$773.04
$771.00$763.00Nov 4$0.54$0.68$1.22$761.78$772.22
$772.00$764.00Nov 4$0.36$0.87$1.23$762.77$773.23
$771.00$764.00Nov 4$0.54$0.87$1.41$762.59$772.41
$770.00$763.00Nov 4$0.80$0.68$1.48$761.52$771.48
$770.00$764.00Nov 4$0.80$0.87$1.67$762.33$771.67
$772.00$765.00Nov 4$0.36$1.11$1.47$763.53$773.47
$771.00$765.00Nov 4$0.54$1.11$1.65$763.35$772.65
$770.00$765.00Nov 4$0.80$1.11$1.91$763.09$771.91
$769.00$763.00Nov 4$1.13$0.68$1.81$761.19$770.81

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 440 found (best R:R 0.92, avg credit $0.53)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
745/746776/777Nov 13$0.48$0.5254%0.92$745.52$776.48
742/743776/777Nov 17$0.51$0.4950%1.04$742.49$776.51
745/746775/776Nov 13$0.50$0.5051%1.00$745.50$775.50
742/743775/776Nov 16$0.51$0.4950%1.04$742.49$775.51
743/744776/777Nov 17$0.51$0.4950%1.04$743.49$776.51
739/740777/778Nov 20$0.52$0.4849%1.08$739.48$777.52
750/751773/774Nov 11$0.54$0.4647%1.17$750.46$773.54
747/748776/777Nov 13$0.49$0.5152%0.96$747.51$776.49
742/743777/778Nov 16$0.45$0.5556%0.82$742.55$777.45
748/749775/776Nov 16$0.55$0.4546%1.22$748.45$775.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 314 found (best R:R 21.73, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Nov 18$0.22$4.7816%21.73
$765.00$770.00$775.00Nov 18$0.34$4.6619%13.71
$750.00$755.00$760.00Nov 18$0.26$4.7414%18.23
$635.00$640.00$645.00Dec 18$0.05$4.956%99.00
$740.00$745.00$750.00Nov 17$0.15$4.858%32.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Nov 18$0.26$4.7416%18.23
$735.00$740.00$745.00Nov 18$0.13$4.878%37.46
$745.00$750.00$755.00Nov 18$0.20$4.8011%24.00
$725.00$730.00$735.00Nov 18$0.08$4.925%61.50
$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. 1,110 found (best net $-3.26, 1,108 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$800.00$805.001:2Nov 18-$0.03$4.97
$780.00$785.001:2Nov 18-$0.52$4.48
$785.00$790.001:2Nov 18-$0.20$4.80
$725.00$740.001:2Nov 11-$14.05$0.95
$790.00$795.001:2Nov 18-$0.08$4.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$800.00$785.001:2Nov 13-$3.26$11.74
$788.00$780.001:2Nov 9-$4.91$3.09
$710.00$700.001:2Nov 18-$0.38$9.62
$630.00$625.001:2Nov 4-$0.01$4.99
$660.00$655.001:2Nov 4-$0.01$4.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 456 found (best yield 2.10%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$768.00Dec 18$16.120.490.1%2.10%2.20%1284.6K
$769.00Dec 18$15.410.480.2%2.01%2.23%141.0K
$770.00Dec 18$14.900.470.4%1.94%2.30%81034.1K
$771.00Dec 18$14.300.470.5%1.86%2.35%192.3K
$772.00Dec 18$13.720.460.6%1.79%2.40%151.7K
$773.00Dec 18$13.060.450.8%1.70%2.45%84.2K
$774.00Dec 18$12.600.440.9%1.64%2.52%192.6K
$769.00Dec 11$14.540.490.2%1.90%2.12%4215
$775.00Dec 18$12.060.431.0%1.57%2.58%7218.3K
$768.00Dec 11$14.880.500.1%1.94%2.03%940

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 1,135,550
Total Puts 1,101,460
Put/Call Ratio 0.97
Net Difference 34,090

Prior's Put/Call Breakdown

Total Calls 642,964
Total Puts 453,935
Put/Call Ratio 0.71
Net Difference 189,029

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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