Tour v533
SPY
State Street SPDR S&P 500 ETF Trust
$766.33 +1.59%
◀ 11/4 10:30 ▶

Option Volume

Detail
ℹ
Current (11/04 10:30am) 3,610,125
Calls: 1,810,563 (50%)
Puts: 1,799,562 (50%)
Prior (11/03) 2,009,440
Calls: 1,138,126 (57%)
Puts: 871,314 (43%)
Current vs Prior +79.66%
Calls: +59.08% (Calls)
Puts: +106.53% (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 -66.40%
Calls: -63.22%
Puts: -69.08%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/04 10:30am) $609.37M
Calls: $329.62M (54%)
Puts: $279.76M (46%)
Prior (11/03) $343.62M
Calls: $202.53M (59%)
Puts: $141.09M (41%)
Current vs Prior +77.34%
Calls: +62.75%
Puts: +98.28%
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 -59.82%
Calls: -40.46%
Puts: -70.95%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04 10:30am) 0.99
Prior (11/03) 0.77
Current vs Prior +29.83%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -15.28%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/04 10:30am) 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% | 0.84%0.55% | 1.12%1.12% | 1.89%2.02% | 4.10%
Prior 1.22% | 1.50%1.22% | 1.76%1.76% | 2.59%2.73% | 4.77%
Current vs Prior -55.27% | -44.06%-55.26% | -36.08%-36.08% | -26.99%-25.99% | -13.99%
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 -36.49% | -28.58%+2.98% | -5.98%-6.19% | -11.38%-32.25% | -11.33%
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 -55.27% | -44.06%-55.26% | -36.08%-36.08% | -26.99%-25.99% | -13.99%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.48% | 0.31%
Calls: 0.49% | 0.31%
Puts: 0.47% | 0.31%
Prior 0.65% | 0.54%
Calls: 0.65% | 0.54%
Puts: 0.65% | 0.53%
Current vs Prior -26.15% | -42.59%
Prior 7-Day Avg 1.04% | 1.57%
Calls: 0.99% | 1.61%
Puts: 1.08% | 1.53%
Current vs 7-Day Avg -53.66% | -80.25%
Liquidity Excellent
+
Add Card

🤖 AI Insights

Elevated premium activity with dollar volume up 77% vs prior. Above-average activity with volume up 80% 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
10:30BULLISHNEUTRALBULLISH
10:25BULLISHNEUTRALBULLISH
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 2,653 of results (avg 2.3%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Dec 1817.8517.86$17.860.1%4680.5214.9K
$770.00Dec 1814.7314.74$14.740.1%1.1K0.4734.1K
$768.00Dec 1815.9415.96$15.950.1%1420.484.6K
$772.00Dec 1813.5713.59$13.580.1%2720.451.7K
$773.00Dec 1813.0013.02$13.010.2%360.444.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Dec 412.4612.47$12.470.1%1650.53265
$768.00Nov 167.657.66$7.660.1%1050.533
$764.00Nov 125.245.25$5.250.2%5140.435
$770.00Nov 189.439.45$9.440.2%1580.56--
$757.00Dec 119.409.42$9.410.2%30.38138

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 781 found (avg $0.40, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Nov 40.070.08$0.0812.5%52.6K0.042.2K
$775.00Nov 40.050.06$0.0616.7%60.5K0.036.1K
$773.00Nov 40.120.13$0.137.7%93.2K0.078.1K
$772.00Nov 40.190.20$0.205.0%81.6K0.105.7K
$771.00Nov 40.300.31$0.313.2%88.6K0.146.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$757.00Nov 40.180.19$0.195.3%37.8K0.072.1K
$752.00Nov 40.070.08$0.0812.5%10.1K0.034.3K
$759.00Nov 40.290.30$0.303.3%31.1K0.102.5K
$758.00Nov 40.230.24$0.244.2%26.7K0.084.3K
$756.00Nov 40.150.16$0.166.3%22.0K0.068.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,092 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$655.00Nov 4110.01112.75$111.382.5%--1.0013
$660.00Nov 4105.01107.76$106.392.6%--1.0010
$665.00Nov 4100.05102.75$101.402.7%--1.0013
$670.00Nov 495.0197.76$96.392.9%--1.0012
$680.00Nov 486.2786.64$86.460.4%--1.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Nov 513.2014.74$13.9711.0%341.00--
$785.00Nov 517.2518.77$18.018.4%41.00--
$784.00Nov 616.3418.72$17.5313.6%31.004
$785.00Nov 617.2519.92$18.5914.4%--1.0021
$790.00Nov 622.1125.46$23.7914.1%11.003

Most actively traded options today. High liquidity = easy entry/exit. 2,660 active (total vol 3.6M, top 185.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 40.460.47$0.472.1%185.5K0.2113.4K
$768.00Nov 41.051.06$1.060.9%152.6K0.373.5K
$769.00Nov 40.710.72$0.721.4%139.0K0.283.9K
$767.00Nov 41.491.50$1.500.7%112.5K0.455.5K
$773.00Nov 40.120.13$0.137.7%93.2K0.078.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Nov 41.671.68$1.670.6%105.3K0.46441
$765.00Nov 41.301.31$1.310.8%90.0K0.381.7K
$767.00Nov 42.142.15$2.150.5%79.8K0.5513.4K
$745.00Nov 131.831.84$1.840.5%78.1K0.1672.8K
$730.00Nov 130.830.84$0.841.2%77.5K0.0764.1K

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 85.4%, max 108.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Nov 4Dec 1828.1%13.5%108.0%9.8K7.3K
$762.00Nov 4Dec 1827.1%13.4%102.8%9.0K8.9K
$763.00Nov 4Dec 1826.1%13.2%97.5%22.4K7.6K
$764.00Nov 4Dec 1825.3%13.1%93.1%37.5K4.9K
$765.00Nov 4Dec 1824.5%13.0%88.4%55.3K21.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Nov 4Dec 1828.1%13.5%108.0%39.5K2.5K
$762.00Nov 4Dec 1827.1%13.4%102.8%67.9K3.1K
$763.00Nov 4Dec 1826.1%13.2%97.5%73.8K3.1K
$764.00Nov 4Dec 1825.3%13.1%93.1%66.7K2.2K
$765.00Nov 4Dec 1824.5%13.0%88.4%90.9K11.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,028 found (best R:R 7.33, avg 4.41)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$724.00$725.00Nov 30$0.25$0.75$0.2588%3.00$724.25
$733.00$734.00Nov 13$0.32$0.68$0.3292%2.12$733.32
$737.00$738.00Nov 30$0.22$0.78$0.2282%3.55$737.22
$729.00$730.00Dec 18$0.22$0.78$0.2280%3.55$729.22
$738.00$739.00Nov 30$0.24$0.76$0.2481%3.17$738.24
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$802.00$801.00Dec 18$0.12$0.88$0.1284%7.33$801.88
$795.00$793.00Dec 4$1.09$0.91$1.0984%0.83$793.91
$770.00$765.00Nov 18$2.06$2.94$2.0656%1.43$767.94
$775.00$770.00Nov 18$2.60$2.40$2.6066%0.92$772.40
$765.00$760.00Nov 18$1.58$3.42$1.5846%2.16$763.42

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 793 found (best R:R 0.93, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 18$2.41$2.41$2.5956%0.93$772.41
$775.00$780.00Nov 18$1.83$1.83$3.1766%0.58$776.83
$780.00$785.00Nov 18$1.23$1.23$3.7775%0.33$781.23
$785.00$790.00Nov 18$0.73$0.73$4.2784%0.17$785.73
$768.00$769.00Dec 18$0.64$0.64$0.3652%1.78$768.64
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$757.00$756.00Nov 5$0.11$0.11$0.8986%0.12$756.89
$745.00$744.00Nov 11$0.10$0.10$0.9087%0.11$744.90
$758.00$757.00Nov 5$0.12$0.12$0.8884%0.14$757.88
$760.00$759.00Nov 5$0.17$0.17$0.8378%0.20$759.83
$763.00$762.00Nov 4$0.18$0.18$0.8275%0.22$762.82

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $1.09, cheapest $1.03)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Nov 4Nov 5$1.1025.3%17.3%
$765.00Nov 4Nov 5$1.1424.5%16.9%
$766.00Nov 4Nov 5$1.1623.7%16.5%
$768.00Nov 4Nov 5$1.0722.8%16.2%
$767.00Nov 4Nov 5$1.1423.2%16.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Nov 4Nov 5$1.0325.3%17.3%
$765.00Nov 4Nov 5$1.0724.5%16.9%
$766.00Nov 4Nov 5$1.1023.7%16.5%
$768.00Nov 4Nov 5$0.9922.8%16.2%
$767.00Nov 4Nov 5$1.0623.2%16.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,014 found (cheapest 0.48% of stock, avg 3.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$766.00Nov 4$2.04$1.67$3.71$762.29$769.710.48%
$767.00Nov 4$1.50$2.15$3.65$763.35$770.650.48%
$768.00Nov 4$1.06$2.71$3.77$764.23$771.770.49%
$765.00Nov 4$2.67$1.31$3.98$761.02$768.980.52%
$769.00Nov 4$0.72$3.37$4.09$764.91$773.090.53%
$764.00Nov 4$3.37$1.02$4.39$759.61$768.390.57%
$770.00Nov 4$0.47$4.12$4.59$765.41$774.590.60%
$763.00Nov 4$4.14$0.79$4.93$758.07$767.930.64%
$771.00Nov 4$0.31$4.94$5.25$765.75$776.250.69%
$762.00Nov 4$4.97$0.61$5.58$756.42$767.580.73%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.12% of stock, avg 1.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$771.00$762.00Nov 4$0.31$0.61$0.92$761.08$771.92
$770.00$762.00Nov 4$0.47$0.61$1.08$760.92$771.08
$771.00$763.00Nov 4$0.31$0.79$1.10$761.90$772.10
$770.00$763.00Nov 4$0.47$0.79$1.26$761.74$771.26
$769.00$762.00Nov 4$0.72$0.61$1.33$760.67$770.33
$771.00$764.00Nov 4$0.31$1.02$1.33$762.67$772.33
$769.00$763.00Nov 4$0.72$0.79$1.51$761.49$770.51
$770.00$764.00Nov 4$0.47$1.02$1.49$762.51$771.49
$769.00$764.00Nov 4$0.72$1.02$1.74$762.26$770.74
$768.00$762.00Nov 4$1.06$0.61$1.67$760.33$769.67

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 412 found (best R:R 0.96, avg credit $0.56)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
744/745773/774Nov 11$0.49$0.5154%0.96$744.51$773.49
744/745775/776Nov 11$0.43$0.5760%0.75$744.57$775.43
745/746774/775Nov 16$0.55$0.4548%1.22$745.45$774.55
741/742775/776Nov 17$0.52$0.4851%1.08$741.48$775.52
749/750773/774Nov 11$0.53$0.4749%1.13$749.47$773.53
743/744774/775Nov 16$0.53$0.4749%1.13$743.47$774.53
744/745774/775Nov 11$0.45$0.5557%0.82$744.55$774.45
743/744775/776Nov 17$0.53$0.4749%1.13$743.47$775.53
749/750775/776Nov 11$0.47$0.5355%0.89$749.53$775.47
745/746775/776Nov 16$0.52$0.4850%1.08$745.48$775.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 330 found (best R:R 25.32, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Nov 18$0.19$4.8113%25.32
$760.00$765.00$770.00Nov 18$0.38$4.6218%12.16
$660.00$665.00$670.00Nov 30$0.06$4.946%82.33
$755.00$760.00$765.00Nov 18$0.35$4.6516%13.29
$740.00$745.00$750.00Nov 17$0.16$4.849%30.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Nov 18$0.33$4.6716%14.15
$750.00$755.00$760.00Nov 18$0.28$4.7213%16.86
$730.00$735.00$740.00Nov 18$0.07$4.935%70.43
$740.00$745.00$750.00Nov 18$0.16$4.849%30.25
$745.00$750.00$755.00Nov 18$0.23$4.7711%20.74

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,129 found (best net $-3.88, 1,128 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$715.00$740.001:2Nov 17-$5.87$19.13
$725.00$740.001:2Nov 11-$13.02$1.98
$780.00$785.001:2Nov 18-$0.33$4.67
$785.00$790.001:2Nov 18-$0.10$4.90
$775.00$780.001:2Nov 18-$0.96$4.04
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$810.00$790.001:2Nov 6-$3.88$16.12
$800.00$785.001:2Nov 13-$4.27$10.73
$695.00$680.001:2Nov 18-$0.27$14.73
$725.00$724.001:2Nov 4$0.00$1.00
$660.00$650.001:2Nov 9-$0.03$9.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 452 found (best yield 2.16%, avg 0.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$767.00Dec 18$16.550.490.1%2.16%2.25%933.6K
$768.00Dec 18$15.940.480.2%2.08%2.30%1424.6K
$769.00Dec 18$15.260.470.3%1.99%2.34%271.0K
$770.00Dec 18$14.730.470.5%1.92%2.40%1.1K34.1K
$771.00Dec 18$14.130.460.6%1.84%2.45%252.3K
$772.00Dec 18$13.570.450.7%1.77%2.51%2721.7K
$773.00Dec 18$13.000.440.9%1.70%2.57%364.2K
$774.00Dec 18$12.400.431.0%1.62%2.62%342.6K
$767.00Dec 11$15.250.500.1%1.99%2.08%28102
$768.00Dec 11$14.630.490.2%1.91%2.13%1740

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 1,810,563
Total Puts 1,799,562
Put/Call Ratio 0.99
Net Difference 11,001

Prior's Put/Call Breakdown

Total Calls 1,138,126
Total Puts 871,314
Put/Call Ratio 0.77
Net Difference 266,812

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
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All