Tour v533
SPY
State Street SPDR S&P 500 ETF Trust
$767.74 +1.77%
◀ 11/4 10:20 ▶

Option Volume

Detail
ℹ
Current (11/04 10:20am) 3,084,539
Calls: 1,598,665 (52%)
Puts: 1,485,874 (48%)
Prior (11/03) 1,726,877
Calls: 979,749 (57%)
Puts: 747,128 (43%)
Current vs Prior +78.62%
Calls: +63.17% (Calls)
Puts: +98.88% (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 -71.29%
Calls: -67.53%
Puts: -74.47%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/04 10:20am) $560.26M
Calls: $372.00M (66%)
Puts: $188.26M (34%)
Prior (11/03) $300.15M
Calls: $180.81M (60%)
Puts: $119.35M (40%)
Current vs Prior +86.66%
Calls: +105.75%
Puts: +57.74%
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 -63.06%
Calls: -32.80%
Puts: -80.45%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04 10:20am) 0.93
Prior (11/03) 0.76
Current vs Prior +21.88%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -20.78%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/04 10:20am) 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% | 0.82%0.53% | 1.11%1.11% | 1.87%2.00% | 4.07%
Prior 1.22% | 1.50%1.22% | 1.76%1.76% | 2.59%2.73% | 4.77%
Current vs Prior -56.41% | -45.21%-56.41% | -37.02%-37.02% | -27.98%-26.84% | -14.61%
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 -38.12% | -30.04%+0.32% | -7.36%-7.56% | -12.58%-33.02% | -11.97%
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 -56.41% | -45.21%-56.41% | -37.02%-37.02% | -27.98%-26.84% | -14.61%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.49% | 0.32%
Calls: 0.45% | 0.30%
Puts: 0.53% | 0.34%
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 66% call dollar volume ($372.00M). Elevated premium activity with dollar volume up 87% vs prior. Above-average activity with volume up 79% 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
10:20BULLISHNEUTRALBULLISH
10:15BULLISHNEUTRALBULLISH
10:10BULLISHNEUTRALBULLISH
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 2,646 of results (avg 2.0%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$767.00Dec 1817.3017.31$17.310.1%690.513.6K
$768.00Dec 1816.6616.67$16.670.1%1390.504.6K
$770.00Dec 1815.4215.43$15.430.1%9960.4734.1K
$774.00Dec 1813.0913.10$13.100.1%250.442.6K
$775.00Dec 1812.5412.55$12.550.1%1270.4318.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Nov 167.367.37$7.370.1%4750.5210
$766.00Nov 166.206.21$6.210.2%180.451
$763.00Dec 1812.1312.15$12.140.2%2.1K0.442.4K
$769.00Nov 105.655.66$5.660.2%1140.53--
$771.00Nov 3011.1211.14$11.130.2%190.54559

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 790 found (avg $0.40, cheapest $0.10)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Nov 40.090.10$0.1010.0%54.1K0.056.1K
$776.00Nov 40.060.07$0.0714.3%34.1K0.046.4K
$774.00Nov 40.140.15$0.156.7%41.0K0.082.2K
$773.00Nov 40.220.23$0.234.3%76.3K0.118.1K
$772.00Nov 40.340.35$0.352.9%70.7K0.165.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 40.230.24$0.244.2%54.4K0.092.7K
$759.00Nov 40.190.20$0.205.0%26.6K0.072.5K
$761.00Nov 40.300.31$0.313.2%29.5K0.11717
$758.00Nov 40.150.16$0.166.3%20.4K0.064.3K
$756.00Nov 40.100.11$0.119.1%18.0K0.048.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,073 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$655.00Nov 4112.69113.04$112.870.3%--1.0013
$660.00Nov 4107.69108.04$107.870.3%--1.0010
$665.00Nov 4102.69103.04$102.870.3%--1.0013
$670.00Nov 497.6898.03$97.860.4%--1.0012
$680.00Nov 487.6887.99$87.840.4%--1.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$785.00Nov 616.0217.70$16.8610.0%--1.0021
$790.00Nov 620.9724.01$22.4913.5%11.003
$810.00Nov 640.5543.87$42.217.9%11.00--
$788.00Nov 918.9721.58$20.2712.9%271.00--
$800.00Nov 1330.7533.69$32.229.1%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,597 active (total vol 3.0M, top 161.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 40.800.81$0.811.2%161.2K0.3013.4K
$768.00Nov 41.631.64$1.630.6%133.4K0.493.5K
$769.00Nov 41.161.17$1.170.9%123.0K0.403.9K
$767.00Nov 42.202.21$2.210.5%93.6K0.585.5K
$773.00Nov 40.220.23$0.234.3%76.3K0.118.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Nov 41.111.12$1.120.9%77.9K0.34441
$745.00Nov 131.641.65$1.650.6%67.9K0.1472.8K
$730.00Nov 130.740.75$0.751.3%67.2K0.0764.1K
$765.00Nov 40.850.86$0.861.2%65.3K0.281.7K
$767.00Nov 41.451.46$1.460.7%63.9K0.4213.4K

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 71.9%, max 98.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Nov 4Dec 1826.2%13.2%98.0%21.4K7.6K
$764.00Nov 4Dec 1825.1%13.1%91.7%36.0K4.9K
$765.00Nov 4Dec 1824.2%13.0%86.4%52.0K21.0K
$766.00Nov 4Dec 1823.3%12.9%81.2%66.5K7.5K
$767.00Nov 4Dec 1822.5%12.7%76.4%93.6K9.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$763.00Nov 4Dec 1826.2%13.2%98.0%55.8K3.1K
$764.00Nov 4Dec 1825.1%13.1%91.7%50.1K2.2K
$765.00Nov 4Dec 1824.2%13.0%86.4%66.0K11.9K
$766.00Nov 4Dec 1823.3%12.9%81.2%78.0K2.3K
$767.00Nov 4Dec 1822.5%12.7%76.4%64.1K15.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,005 found (best R:R 6.14, avg 4.49)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$732.00$733.00Nov 20$0.14$0.86$0.1488%6.14$732.14
$736.00$737.00Dec 11$0.14$0.86$0.1479%6.14$736.14
$738.00$739.00Nov 30$0.21$0.79$0.2182%3.76$738.21
$734.00$735.00Nov 20$0.30$0.70$0.3087%2.33$734.30
$724.00$725.00Nov 30$0.32$0.68$0.3288%2.12$724.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$775.00$770.00Nov 18$2.45$2.55$2.4563%1.04$772.55
$770.00$765.00Nov 18$1.93$3.07$1.9353%1.59$768.07
$805.00$803.00Dec 18$1.29$0.71$1.2986%0.55$803.71
$765.00$760.00Nov 18$1.49$3.51$1.4944%2.36$763.51
$780.00$775.00Nov 18$3.10$1.90$3.1073%0.61$776.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 791 found (best R:R 1.06, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 18$2.57$2.57$2.4353%1.06$772.57
$775.00$780.00Nov 18$1.95$1.95$3.0563%0.64$776.95
$780.00$785.00Nov 18$1.34$1.34$3.6673%0.37$781.34
$785.00$790.00Nov 18$0.84$0.84$4.1682%0.20$785.84
$768.00$769.00Dec 18$0.66$0.66$0.3450%1.94$768.66
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$760.00$759.00Nov 5$0.13$0.13$0.8782%0.15$759.87
$765.00$764.00Nov 4$0.20$0.20$0.8072%0.25$764.80
$764.00$763.00Nov 4$0.15$0.15$0.8578%0.18$763.85
$767.00$766.00Nov 4$0.34$0.34$0.6658%0.52$766.66
$763.00$762.00Nov 4$0.11$0.11$0.8982%0.12$762.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $1.05, cheapest $1.04)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$766.00Nov 4Nov 5$1.1223.3%16.4%
$767.00Nov 4Nov 5$1.1422.5%15.9%
$768.00Nov 4Nov 5$1.1322.1%16.2%
$769.00Nov 4Nov 5$1.0721.5%15.8%
$770.00Nov 4Nov 5$0.9721.1%15.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$766.00Nov 4Nov 5$1.0423.3%16.4%
$767.00Nov 4Nov 5$1.0522.5%16.0%
$768.00Nov 4Nov 5$1.0622.1%16.2%
$769.00Nov 4Nov 5$1.0121.5%15.8%
$770.00Nov 4Nov 5$0.9121.1%15.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 991 found (cheapest 0.46% of stock, avg 3.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$768.00Nov 4$1.63$1.88$3.51$764.49$771.510.46%
$769.00Nov 4$1.17$2.41$3.58$765.42$772.580.47%
$767.00Nov 4$2.21$1.46$3.67$763.33$770.670.48%
$770.00Nov 4$0.81$3.04$3.85$766.15$773.850.50%
$766.00Nov 4$2.87$1.12$3.99$762.01$769.990.52%
$771.00Nov 4$0.53$3.77$4.30$766.70$775.300.56%
$765.00Nov 4$3.61$0.86$4.47$760.53$769.470.58%
$772.00Nov 4$0.35$4.59$4.94$767.06$776.940.64%
$764.00Nov 4$4.41$0.66$5.07$758.93$769.070.66%
$773.00Nov 4$0.23$5.47$5.70$767.30$778.700.74%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.11% of stock, avg 1.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$772.00$763.00Nov 4$0.35$0.51$0.86$762.14$772.86
$772.00$764.00Nov 4$0.35$0.66$1.01$762.99$773.01
$771.00$763.00Nov 4$0.53$0.51$1.04$761.96$772.04
$771.00$764.00Nov 4$0.53$0.66$1.19$762.81$772.19
$772.00$765.00Nov 4$0.35$0.86$1.21$763.79$773.21
$771.00$765.00Nov 4$0.53$0.86$1.39$763.61$772.39
$770.00$763.00Nov 4$0.81$0.51$1.32$761.68$771.32
$770.00$764.00Nov 4$0.81$0.66$1.47$762.53$771.47
$770.00$765.00Nov 4$0.81$0.86$1.67$763.33$771.67
$772.00$766.00Nov 4$0.35$1.12$1.47$764.53$773.47

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 401 found (best R:R 1.27, avg credit $0.53)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
742/743777/778Nov 20$0.56$0.4447%1.27$742.44$777.56
742/743775/776Nov 16$0.52$0.4851%1.08$742.48$775.52
742/743777/778Nov 17$0.50$0.5053%1.00$742.50$777.50
742/743776/777Nov 16$0.49$0.5153%0.96$742.51$776.49
747/748777/778Nov 20$0.59$0.4143%1.44$747.41$777.59
741/742777/778Nov 20$0.54$0.4648%1.17$741.46$777.54
745/746775/776Nov 16$0.53$0.4749%1.13$745.47$775.53
746/747774/775Nov 12$0.51$0.4950%1.04$746.49$774.51
740/741777/778Nov 20$0.53$0.4748%1.13$740.47$777.53
744/745777/778Nov 17$0.50$0.5051%1.00$744.50$777.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 306 found (best R:R 14.62, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Nov 18$0.32$4.6816%14.62
$760.00$765.00$770.00Nov 18$0.39$4.6118%11.82
$740.00$745.00$750.00Nov 17$0.15$4.858%32.33
$769.00$770.00$771.00Nov 4$0.08$0.9217%11.50
$720.00$725.00$730.00Dec 11$0.09$4.914%54.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Nov 18$0.34$4.6616%13.71
$745.00$750.00$755.00Nov 18$0.19$4.8110%25.32
$750.00$755.00$760.00Nov 18$0.27$4.7313%17.52
$730.00$735.00$740.00Nov 18$0.07$4.935%70.43
$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. 1,135 found (best net $-2.77, 1,134 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$780.00$785.001:2Nov 18-$0.48$4.52
$785.00$790.001:2Nov 18-$0.14$4.86
$790.00$795.001:2Nov 18-$0.04$4.96
$775.00$780.001:2Nov 18-$1.21$3.79
$795.00$800.001:2Nov 18-$0.03$4.97
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$810.00$790.001:2Nov 6-$2.77$17.23
$800.00$785.001:2Nov 13-$2.50$12.50
$788.00$781.001:2Nov 9-$6.27$0.73
$725.00$724.001:2Nov 4$0.00$1.00
$620.00$615.001:2Nov 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. 457 found (best yield 2.17%, avg 0.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$768.00Dec 18$16.660.500.0%2.17%2.20%1394.6K
$769.00Dec 18$15.970.490.2%2.08%2.24%241.0K
$770.00Dec 18$15.420.470.3%2.01%2.30%99634.1K
$771.00Dec 18$14.810.470.4%1.93%2.35%252.3K
$772.00Dec 18$14.220.460.6%1.85%2.41%201.7K
$773.00Dec 18$13.650.450.7%1.78%2.46%304.2K
$774.00Dec 18$13.090.440.8%1.71%2.52%252.6K
$775.00Dec 18$12.540.430.9%1.63%2.58%12718.3K
$768.00Dec 11$15.370.510.0%2.00%2.04%1640
$776.00Dec 18$11.960.421.1%1.56%2.63%261.9K

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 1,598,665
Total Puts 1,485,874
Put/Call Ratio 0.93
Net Difference 112,791

Prior's Put/Call Breakdown

Total Calls 979,749
Total Puts 747,128
Put/Call Ratio 0.76
Net Difference 232,621

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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