Tour v533
SPY
State Street SPDR S&P 500 ETF Trust
$765.96 +1.54%
◀ 11/4 10:35 ▶

Option Volume

Detail
ℹ
Current (11/04 10:35am) 3,774,522
Calls: 1,879,972 (50%)
Puts: 1,894,550 (50%)
Prior (11/03) 2,124,966
Calls: 1,197,340 (56%)
Puts: 927,626 (44%)
Current vs Prior +77.63%
Calls: +57.01% (Calls)
Puts: +104.24% (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 -64.87%
Calls: -61.81%
Puts: -67.45%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04 10:35am) $636.09M
Calls: $324.60M (51%)
Puts: $311.49M (49%)
Prior (11/03) $355.33M
Calls: $197.20M (55%)
Puts: $158.13M (45%)
Current vs Prior +79.01%
Calls: +64.60%
Puts: +96.99%
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 -58.06%
Calls: -41.37%
Puts: -67.66%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04 10:35am) 1.01
Prior (11/03) 0.77
Current vs Prior +30.08%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -14.10%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/04 10:35am) 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 0.56% | 0.87%0.56% | 1.16%1.16% | 1.94%2.07% | 4.15%
Prior 1.22% | 1.50%1.22% | 1.76%1.76% | 2.59%2.73% | 4.77%
Current vs Prior -53.96% | -42.11%-53.96% | -33.97%-33.97% | -24.99%-24.14% | -12.96%
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 -34.64% | -26.09%+5.97% | -2.88%-3.09% | -8.95%-30.55% | -10.27%
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 -53.96% | -42.11%-53.96% | -33.97%-33.97% | -24.99%-24.14% | -12.96%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.68% | 0.61%
Calls: 0.82% | 0.55%
Puts: 0.53% | 0.67%
Prior 0.65% | 0.54%
Calls: 0.65% | 0.54%
Puts: 0.65% | 0.53%
Current vs Prior +4.62% | +12.96%
Prior 7-Day Avg 1.04% | 1.57%
Calls: 0.99% | 1.61%
Puts: 1.08% | 1.53%
Current vs 7-Day Avg -34.34% | -61.15%
Liquidity Excellent
+
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🤖 AI Insights

Elevated premium activity with dollar volume up 79% vs prior. Above-average activity with volume up 78% vs prior. Slightly bearish P/C ratio of 1.01. P/C ratio rising 30% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
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
10:35BULLISHNEUTRALMIXED
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 2,672 of results (avg 2.3%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Nov 2068.2068.31$68.260.2%720.956.4K
$766.00Nov 64.304.31$4.310.2%6.3K0.516.2K
$758.00Nov 48.248.26$8.250.2%3.0K0.903.0K
$685.00Nov 480.8481.09$80.970.3%--1.0014
$760.00Nov 46.396.41$6.400.3%9.1K0.8510.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Dec 1114.1114.16$14.140.4%1150.53304
$771.00Dec 413.1713.22$13.200.4%190.55119
$770.00Dec 1815.6915.75$15.720.4%5360.5316.3K
$765.00Nov 52.572.58$2.580.4%16.0K0.453.0K
$769.00Nov 209.909.94$9.920.4%2260.543.9K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 776 found (avg $0.41, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Nov 40.070.08$0.0812.5%60.5K0.042.2K
$775.00Nov 40.050.06$0.0616.7%62.3K0.036.1K
$773.00Nov 40.110.12$0.128.3%95.9K0.068.1K
$772.00Nov 40.170.18$0.185.6%83.8K0.095.7K
$771.00Nov 40.260.27$0.273.7%91.6K0.126.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$758.00Nov 40.260.27$0.273.7%27.9K0.094.3K
$757.00Nov 40.210.22$0.224.5%38.1K0.082.1K
$759.00Nov 40.330.34$0.342.9%32.2K0.122.5K
$754.00Nov 40.110.12$0.128.3%20.4K0.046.7K
$753.00Nov 40.090.10$0.1010.0%26.4K0.035.7K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,097 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$655.00Nov 4110.81111.22$111.020.4%--1.0013
$660.00Nov 4105.81106.22$106.020.4%--1.0010
$665.00Nov 4100.77101.20$100.990.4%--1.0013
$670.00Nov 495.8196.20$96.010.4%--1.0012
$680.00Nov 485.8286.19$86.010.4%--1.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$783.00Nov 616.0917.66$16.889.3%21.00--
$784.00Nov 616.5619.40$17.9815.8%31.004
$785.00Nov 617.4820.89$19.1917.8%--1.0021
$790.00Nov 621.9125.83$23.8716.4%11.003
$810.00Nov 642.1945.82$44.018.2%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,686 active (total vol 3.7M, top 191.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 40.410.42$0.422.4%191.5K0.1813.4K
$768.00Nov 40.930.94$0.941.1%158.9K0.323.5K
$769.00Nov 40.630.64$0.641.6%143.1K0.243.9K
$767.00Nov 41.341.35$1.350.7%121.1K0.415.5K
$773.00Nov 40.110.12$0.128.3%95.9K0.068.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Nov 41.861.87$1.870.5%113.1K0.51441
$765.00Nov 41.451.46$1.460.7%96.9K0.421.7K
$767.00Nov 42.362.37$2.370.4%82.8K0.5913.4K
$745.00Nov 131.941.97$1.961.5%78.2K0.1772.8K
$730.00Nov 130.890.90$0.901.1%77.5K0.0864.1K

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 81.6%, max 105.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Nov 4Dec 1827.9%13.5%105.7%9.9K7.3K
$762.00Nov 4Dec 1827.0%13.4%101.5%9.2K8.9K
$763.00Nov 4Dec 1826.1%13.3%96.7%22.9K7.6K
$764.00Nov 4Dec 1825.3%13.2%92.4%38.0K4.9K
$765.00Nov 4Dec 1824.3%13.0%86.3%56.6K21.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Nov 4Dec 1827.9%13.5%105.7%45.0K2.5K
$762.00Nov 4Dec 1827.0%13.4%101.5%71.2K3.1K
$763.00Nov 4Dec 1826.1%13.3%96.7%78.3K3.1K
$764.00Nov 4Dec 1825.3%13.2%92.4%71.2K2.2K
$765.00Nov 4Dec 1824.3%13.0%86.3%97.9K11.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,039 found (best R:R 0.74, avg 4.45)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$720.00$725.00Dec 11$2.87$2.13$2.8785%0.74$722.87
$733.00$734.00Nov 13$0.20$0.80$0.2091%4.00$733.20
$727.00$728.00Nov 6$0.29$0.71$0.2998%2.45$727.29
$720.00$721.00Nov 30$0.26$0.74$0.2688%2.85$720.26
$731.00$732.00Nov 6$0.36$0.64$0.3698%1.78$731.36
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$770.00$765.00Nov 18$2.10$2.90$2.1057%1.38$767.90
$765.00$760.00Nov 18$1.64$3.36$1.6448%2.05$763.36
$775.00$770.00Nov 18$2.66$2.34$2.6666%0.88$772.34
$760.00$755.00Nov 18$1.28$3.72$1.2839%2.91$758.72
$735.00$730.00Dec 11$0.63$4.37$0.6322%6.94$734.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 808 found (best R:R 0.91, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 18$2.38$2.38$2.6257%0.91$772.38
$775.00$780.00Nov 18$1.79$1.79$3.2166%0.56$776.79
$780.00$785.00Nov 18$1.20$1.20$3.8076%0.32$781.20
$785.00$790.00Nov 18$0.73$0.73$4.2784%0.17$785.73
$767.00$768.00Dec 18$0.62$0.62$0.3851%1.63$767.62
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$760.00$759.00Nov 5$0.19$0.19$0.8176%0.23$759.81
$751.00$750.00Nov 9$0.12$0.12$0.8884%0.14$750.88
$757.00$756.00Nov 5$0.11$0.11$0.8984%0.12$756.89
$754.00$753.00Nov 6$0.12$0.12$0.8884%0.14$753.88
$758.00$757.00Nov 5$0.13$0.13$0.8782%0.15$757.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $1.12, cheapest $1.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Nov 4Nov 5$1.1725.3%17.5%
$765.00Nov 4Nov 5$1.2024.3%17.1%
$766.00Nov 4Nov 5$1.2023.9%17.2%
$767.00Nov 4Nov 5$1.1523.4%16.8%
$768.00Nov 4Nov 5$1.0722.8%16.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Nov 4Nov 5$1.1025.3%17.5%
$765.00Nov 4Nov 5$1.1224.3%17.1%
$766.00Nov 4Nov 5$1.1223.9%17.2%
$767.00Nov 4Nov 5$1.0823.4%16.8%
$768.00Nov 4Nov 5$1.0022.8%16.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,020 found (cheapest 0.49% of stock, avg 3.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$766.00Nov 4$1.85$1.87$3.72$762.28$769.720.49%
$767.00Nov 4$1.35$2.37$3.72$763.28$770.720.49%
$765.00Nov 4$2.44$1.46$3.90$761.10$768.900.51%
$768.00Nov 4$0.94$2.96$3.90$764.10$771.900.51%
$764.00Nov 4$3.12$1.13$4.25$759.75$768.250.55%
$769.00Nov 4$0.64$3.66$4.30$764.70$773.300.56%
$763.00Nov 4$3.87$0.89$4.76$758.24$767.760.62%
$770.00Nov 4$0.42$4.43$4.85$765.15$774.850.63%
$762.00Nov 4$4.67$0.69$5.36$756.64$767.360.70%
$771.00Nov 4$0.27$5.29$5.56$765.44$776.560.73%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.13% of stock, avg 1.75%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$770.00$761.00Nov 4$0.42$0.54$0.96$760.04$770.96
$770.00$762.00Nov 4$0.42$0.69$1.11$760.89$771.11
$769.00$761.00Nov 4$0.64$0.54$1.18$759.82$770.18
$769.00$762.00Nov 4$0.64$0.69$1.33$760.67$770.33
$770.00$763.00Nov 4$0.42$0.89$1.31$761.69$771.31
$769.00$763.00Nov 4$0.64$0.89$1.53$761.47$770.53
$768.00$761.00Nov 4$0.94$0.54$1.48$759.52$769.48
$768.00$762.00Nov 4$0.94$0.69$1.63$760.37$769.63
$770.00$764.00Nov 4$0.42$1.13$1.55$762.45$771.55
$768.00$763.00Nov 4$0.94$0.89$1.83$761.17$769.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 376 found (best R:R 1.13, avg credit $0.57)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
739/740774/775Nov 17$0.53$0.4750%1.13$739.47$774.53
745/746773/774Nov 11$0.49$0.5154%0.96$745.51$773.49
743/744773/774Nov 12$0.50$0.5053%1.00$743.50$773.50
744/745774/775Nov 16$0.54$0.4649%1.17$744.46$774.54
742/743773/774Nov 13$0.52$0.4851%1.08$742.48$773.52
750/751771/772Nov 9$0.52$0.4850%1.08$750.48$771.52
742/743774/775Nov 16$0.52$0.4850%1.08$742.48$774.52
744/745774/775Nov 17$0.56$0.4446%1.27$744.44$774.56
743/744774/775Nov 17$0.55$0.4547%1.22$743.45$774.55
742/743774/775Nov 13$0.49$0.5153%0.96$742.51$774.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 273 found (best R:R 11.82, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Nov 18$0.39$4.6118%11.82
$660.00$665.00$670.00Nov 30$0.06$4.946%82.33
$755.00$760.00$765.00Nov 18$0.40$4.6016%11.50
$725.00$730.00$735.00Nov 27$0.09$4.915%54.56
$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$0.36$4.6416%12.89
$750.00$755.00$760.00Nov 18$0.29$4.7114%16.24
$745.00$750.00$755.00Nov 18$0.22$4.7811%21.73
$735.00$740.00$745.00Nov 18$0.12$4.887%40.67
$725.00$730.00$735.00Nov 27$0.08$4.925%61.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,119 found (best net $-3.73, 1,118 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$715.00$740.001:2Nov 17-$5.63$19.37
$725.00$740.001:2Nov 11-$13.32$1.68
$780.00$785.001:2Nov 18-$0.34$4.66
$785.00$790.001:2Nov 18-$0.08$4.92
$775.00$780.001:2Nov 18-$0.95$4.05
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$810.00$790.001:2Nov 6-$3.73$16.27
$800.00$785.001:2Nov 13-$4.52$10.48
$695.00$680.001:2Nov 18-$0.28$14.72
$640.00$615.001:2Nov 12-$0.04$24.96
$724.00$723.001:2Nov 4$0.00$1.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 463 found (best yield 2.22%, avg 0.51%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$766.00Dec 18$16.980.500.0%2.22%2.22%1082.1K
$767.00Dec 18$16.350.490.1%2.13%2.27%1053.6K
$768.00Dec 18$15.730.480.3%2.05%2.32%1434.6K
$769.00Dec 18$15.120.470.4%1.97%2.37%281.0K
$770.00Dec 18$14.530.470.5%1.90%2.42%1.2K34.1K
$771.00Dec 18$13.950.460.7%1.82%2.48%282.3K
$772.00Dec 18$13.380.450.8%1.75%2.54%2741.7K
$773.00Dec 18$12.820.430.9%1.67%2.59%394.2K
$766.00Dec 11$15.710.510.0%2.05%2.06%48175
$767.00Dec 11$15.100.500.1%1.97%2.11%28102

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 1,879,972
Total Puts 1,894,550
Put/Call Ratio 1.01
Net Difference -14,578

Prior's Put/Call Breakdown

Total Calls 1,197,340
Total Puts 927,626
Put/Call Ratio 0.77
Net Difference 269,714

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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