Tour v533
SPY
State Street SPDR S&P 500 ETF Trust
$768.05 +1.82%
◀ 11/4 10:05 ▶

Option Volume

Detail
ℹ
Current (11/04 10:05am) 2,518,716
Calls: 1,298,222 (52%)
Puts: 1,220,494 (48%)
Prior (11/03) 1,262,170
Calls: 726,463 (58%)
Puts: 535,707 (42%)
Current vs Prior +99.55%
Calls: +78.70% (Calls)
Puts: +127.83% (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 -76.56%
Calls: -73.63%
Puts: -79.03%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/04 10:05am) $495.85M
Calls: $342.84M (69%)
Puts: $153.01M (31%)
Prior (11/03) $217.91M
Calls: $111.76M (51%)
Puts: $106.15M (49%)
Current vs Prior +127.54%
Calls: +206.75%
Puts: +44.15%
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 -67.31%
Calls: -38.07%
Puts: -84.11%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04 10:05am) 0.94
Prior (11/03) 0.74
Current vs Prior +27.49%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -19.87%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/04 10:05am) 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 0.55% | 0.82%0.55% | 1.09%1.09% | 1.84%1.98% | 4.04%
Prior 1.22% | 1.50%1.22% | 1.76%1.76% | 2.59%2.73% | 4.77%
Current vs Prior -55.05% | -45.23%-55.05% | -38.00%-38.00% | -28.81%-27.59% | -15.19%
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 -36.17% | -30.07%+3.47% | -8.80%-9.00% | -13.59%-33.70% | -12.57%
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 -55.05% | -45.23%-55.05% | -38.00%-38.00% | -28.81%-27.59% | -15.19%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.69% | 0.79%
Calls: 0.53% | 0.67%
Puts: 0.85% | 0.90%
Prior 0.65% | 0.54%
Calls: 0.65% | 0.54%
Puts: 0.65% | 0.53%
Current vs Prior +6.15% | +46.30%
Prior 7-Day Avg 1.04% | 1.57%
Calls: 0.99% | 1.61%
Puts: 1.08% | 1.53%
Current vs 7-Day Avg -33.38% | -49.68%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($342.84M). Massive premium surge with dollar volume up 128% vs prior. Above-average activity with volume up 100% 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 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
10:05BULLISHNEUTRALBULLISH
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 2,599 of results (avg 2.3%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Nov 2070.1870.30$70.240.2%720.966.4K
$680.00Nov 487.9288.13$88.030.2%--1.0012
$685.00Nov 482.9283.12$83.020.2%--1.0014
$756.00Nov 412.1512.18$12.170.2%3.2K0.956.3K
$780.00Nov 204.034.04$4.040.2%2.5K0.3022.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Nov 278.748.77$8.750.3%480.46676
$755.00Nov 132.882.89$2.890.3%1.4K0.258.1K
$765.00Nov 278.398.42$8.410.4%1880.44705
$759.00Dec 47.978.00$7.990.4%530.37245
$773.00Dec 1815.8615.92$15.890.4%130.541.7K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 786 found (avg $0.40, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$777.00Nov 40.050.06$0.0616.7%13.5K0.034.4K
$776.00Nov 40.080.09$0.0911.1%27.6K0.046.4K
$775.00Nov 40.120.13$0.137.7%37.6K0.066.1K
$774.00Nov 40.180.19$0.195.3%32.3K0.092.2K
$773.00Nov 40.290.30$0.303.3%60.4K0.138.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 40.260.27$0.273.7%44.9K0.102.7K
$759.00Nov 40.210.22$0.224.5%23.2K0.082.5K
$758.00Nov 40.170.18$0.185.6%16.3K0.064.3K
$761.00Nov 40.330.34$0.342.9%25.7K0.12717
$757.00Nov 40.140.15$0.156.7%30.4K0.052.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,053 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$655.00Nov 4112.83113.23$113.030.4%--1.0013
$660.00Nov 4107.62108.23$107.930.6%--1.0010
$665.00Nov 4102.62103.23$102.930.6%--1.0013
$670.00Nov 497.8298.23$98.030.4%--1.0012
$680.00Nov 487.9288.13$88.030.2%--1.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$785.00Nov 615.8818.09$16.9913.0%--1.0021
$810.00Nov 640.4643.41$41.947.0%11.00--
$800.00Nov 1330.0334.07$32.0512.6%11.00--
$810.00Nov 1340.0244.07$42.059.6%11.00--
$793.00Nov 424.8925.11$25.000.9%21.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,512 active (total vol 2.5M, top 125.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 40.980.99$0.991.0%125.5K0.3313.4K
$768.00Nov 41.881.89$1.880.5%103.5K0.503.5K
$767.00Nov 42.482.49$2.490.4%80.3K0.585.5K
$769.00Nov 41.381.39$1.380.7%79.9K0.413.9K
$766.00Nov 43.163.18$3.170.6%62.8K0.665.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$745.00Nov 131.591.62$1.611.9%67.8K0.1472.8K
$730.00Nov 130.720.74$0.732.7%67.0K0.0664.1K
$766.00Nov 41.121.13$1.130.9%56.4K0.34441
$762.00Nov 40.420.43$0.432.3%50.6K0.141.4K
$765.00Nov 40.870.88$0.881.1%48.9K0.281.7K

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 79.2%, max 103.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Nov 4Dec 1827.0%13.3%103.6%20.1K7.6K
$764.00Nov 4Dec 1826.1%13.1%98.3%34.6K4.9K
$765.00Nov 4Dec 1825.2%13.0%93.8%48.7K21.0K
$766.00Nov 4Dec 1824.3%12.9%88.8%62.9K7.5K
$767.00Nov 4Dec 1823.5%12.8%84.1%80.3K9.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Nov 4Dec 1827.0%13.3%103.6%47.4K3.1K
$764.00Nov 4Dec 1826.1%13.1%98.3%39.4K2.2K
$765.00Nov 4Dec 1825.2%13.0%93.8%49.6K11.9K
$766.00Nov 4Dec 1824.3%12.9%88.8%56.5K2.3K
$767.00Nov 4Dec 1823.5%12.8%84.1%40.2K15.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,023 found (best R:R 5.45, avg 4.55)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$743.00$744.00Nov 9$0.19$0.81$0.1992%4.26$743.19
$737.00$739.00Dec 11$0.88$1.12$0.8879%1.27$737.88
$734.00$735.00Nov 10$0.33$0.67$0.3395%2.03$734.33
$693.00$694.00Nov 30$0.33$0.67$0.3394%2.03$693.33
$733.00$734.00Nov 30$0.24$0.76$0.2485%3.17$733.24
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$784.00$782.00Dec 11$0.31$1.69$0.3167%5.45$783.69
$800.00$799.00Dec 18$0.15$0.85$0.1582%5.67$799.85
$795.00$793.00Dec 18$0.88$1.12$0.8877%1.27$794.12
$802.00$801.00Dec 18$0.20$0.80$0.2083%4.00$801.80
$805.00$803.00Dec 18$1.07$0.93$1.0785%0.87$803.93

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 793 found (best R:R 1.07, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 18$2.58$2.58$2.4253%1.07$772.58
$775.00$780.00Nov 18$1.99$1.99$3.0163%0.66$776.99
$780.00$785.00Nov 18$1.37$1.37$3.6372%0.38$781.37
$785.00$790.00Nov 18$0.85$0.85$4.1581%0.20$785.85
$770.00$771.00Dec 18$0.61$0.61$0.3952%1.56$770.61
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$764.00Nov 4$0.20$0.20$0.8072%0.25$764.80
$749.00$748.00Nov 13$0.13$0.13$0.8782%0.15$748.87
$758.00$757.00Nov 6$0.14$0.14$0.8681%0.16$757.86
$763.00$762.00Nov 4$0.11$0.11$0.8982%0.12$762.89
$760.00$759.00Nov 5$0.12$0.12$0.8882%0.14$759.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $1.01, cheapest $0.99)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$766.00Nov 4Nov 5$1.0624.3%16.8%
$768.00Nov 4Nov 5$1.0923.1%15.9%
$767.00Nov 4Nov 5$1.0823.5%16.3%
$770.00Nov 4Nov 5$0.9522.2%15.6%
$769.00Nov 4Nov 5$1.0422.7%16.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$766.00Nov 4Nov 5$0.9924.3%16.8%
$768.00Nov 4Nov 5$1.0223.1%15.9%
$767.00Nov 4Nov 5$1.0223.5%16.3%
$770.00Nov 4Nov 5$0.8922.2%15.6%
$769.00Nov 4Nov 5$0.9822.7%16.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 970 found (cheapest 0.48% of stock, avg 3.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$768.00Nov 4$1.88$1.84$3.72$764.28$771.720.48%
$769.00Nov 4$1.38$2.34$3.72$765.28$772.720.48%
$767.00Nov 4$2.49$1.44$3.93$763.07$770.930.51%
$770.00Nov 4$0.99$2.94$3.93$766.07$773.930.51%
$766.00Nov 4$3.17$1.13$4.30$761.70$770.300.56%
$771.00Nov 4$0.68$3.63$4.31$766.69$775.310.56%
$765.00Nov 4$3.92$0.88$4.80$760.20$769.800.62%
$772.00Nov 4$0.45$4.40$4.85$767.15$776.850.63%
$764.00Nov 4$4.72$0.68$5.40$758.60$769.400.70%
$773.00Nov 4$0.30$5.25$5.55$767.45$778.550.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.13% of stock, avg 1.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$772.00$763.00Nov 4$0.45$0.54$0.99$762.01$772.99
$772.00$764.00Nov 4$0.45$0.68$1.13$762.87$773.13
$771.00$763.00Nov 4$0.68$0.54$1.22$761.78$772.22
$771.00$764.00Nov 4$0.68$0.68$1.36$762.64$772.36
$772.00$765.00Nov 4$0.45$0.88$1.33$763.67$773.33
$771.00$765.00Nov 4$0.68$0.88$1.56$763.44$772.56
$770.00$763.00Nov 4$0.99$0.54$1.53$761.47$771.53
$770.00$764.00Nov 4$0.99$0.68$1.67$762.33$771.67
$772.00$766.00Nov 4$0.45$1.13$1.58$764.42$773.58
$770.00$765.00Nov 4$0.99$0.88$1.87$763.13$771.87

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 457 found (best R:R 1.08, avg credit $0.52)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
742/743776/777Nov 17$0.52$0.4850%1.08$742.48$776.52
748/749775/776Nov 13$0.54$0.4648%1.17$748.46$775.54
746/747775/776Nov 13$0.52$0.4850%1.08$746.48$775.52
744/745776/777Nov 17$0.53$0.4749%1.13$744.47$776.53
743/744776/777Nov 17$0.52$0.4850%1.08$743.48$776.52
748/749778/779Nov 13$0.46$0.5455%0.85$748.54$778.46
746/747776/777Nov 17$0.54$0.4647%1.17$746.46$776.54
746/747778/779Nov 13$0.44$0.5657%0.79$746.56$778.44
750/751775/776Nov 13$0.55$0.4546%1.22$750.45$775.55
745/746776/777Nov 17$0.53$0.4748%1.13$745.47$776.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 249 found (best R:R 14.15, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$740.00$745.00$750.00Nov 17$0.18$4.828%26.78
$760.00$765.00$770.00Nov 18$0.46$4.5418%9.87
$720.00$725.00$730.00Dec 11$0.08$4.924%61.50
$766.00$767.00$768.00Nov 4$0.07$0.9316%13.29
$769.00$770.00$771.00Nov 4$0.08$0.9216%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Nov 18$0.33$4.6716%14.15
$745.00$750.00$755.00Nov 18$0.20$4.8010%24.00
$750.00$755.00$760.00Nov 18$0.27$4.7313%17.52
$740.00$745.00$750.00Nov 18$0.16$4.848%30.25
$760.00$765.00$770.00Nov 18$0.44$4.5618%10.36

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,122 found (best net $-3.07, 1,120 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$780.00$785.001:2Nov 18-$0.55$4.45
$785.00$790.001:2Nov 18-$0.22$4.78
$790.00$795.001:2Nov 18-$0.07$4.93
$775.00$780.001:2Nov 18-$1.30$3.70
$795.00$800.001:2Nov 18-$0.03$4.97
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$800.00$785.001:2Nov 13-$3.07$11.93
$725.00$724.001:2Nov 4$0.00$1.00
$620.00$615.001:2Nov 6$0.00$5.00
$660.00$650.001:2Nov 9-$0.02$9.98
$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. 448 found (best yield 2.10%, avg 0.47%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$769.00Dec 18$16.150.490.1%2.10%2.23%141.0K
$770.00Dec 18$15.550.480.2%2.02%2.28%86634.1K
$771.00Dec 18$14.930.470.4%1.94%2.33%242.3K
$772.00Dec 18$14.350.470.5%1.87%2.38%161.7K
$773.00Dec 18$13.770.460.6%1.79%2.44%114.2K
$774.00Dec 18$13.200.450.8%1.72%2.49%202.6K
$775.00Dec 18$12.650.430.9%1.65%2.55%8718.3K
$776.00Dec 18$12.100.421.0%1.58%2.61%171.9K
$769.00Dec 11$14.910.500.1%1.94%2.06%4215
$777.00Dec 18$11.580.411.2%1.51%2.67%123.8K

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 1,298,222
Total Puts 1,220,494
Put/Call Ratio 0.94
Net Difference 77,728

Prior's Put/Call Breakdown

Total Calls 726,463
Total Puts 535,707
Put/Call Ratio 0.74
Net Difference 190,756

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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