Tour v533
SPY
State Street SPDR S&P 500 ETF Trust
$766.07 +1.55%
◀ 11/4 10:45 ▶

Option Volume

Detail
ℹ
Current (11/04 10:45am) 4,162,713
Calls: 2,072,306 (50%)
Puts: 2,090,407 (50%)
Prior (11/03) 2,436,673
Calls: 1,376,036 (56%)
Puts: 1,060,637 (44%)
Current vs Prior +70.84%
Calls: +50.60% (Calls)
Puts: +97.09% (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 -61.25%
Calls: -57.91%
Puts: -64.09%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04 10:45am) $683.35M
Calls: $351.78M (51%)
Puts: $331.58M (49%)
Prior (11/03) $411.85M
Calls: $248.27M (60%)
Puts: $163.58M (40%)
Current vs Prior +65.92%
Calls: +41.69%
Puts: +102.69%
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 -54.94%
Calls: -36.46%
Puts: -65.57%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04 10:45am) 1.01
Prior (11/03) 0.77
Current vs Prior +30.87%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -14.02%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/04 10:45am) 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 0.54% | 0.85%0.54% | 1.13%1.13% | 1.90%2.04% | 4.10%
Prior 1.22% | 1.50%1.22% | 1.76%1.76% | 2.59%2.73% | 4.77%
Current vs Prior -55.78% | -43.34%-55.78% | -35.99%-35.99% | -26.61%-25.59% | -13.91%
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 -37.22% | -27.66%+1.77% | -5.84%-6.05% | -10.92%-31.87% | -11.24%
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 -55.78% | -43.34%-55.78% | -35.99%-35.99% | -26.61%-25.59% | -13.91%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.98% | 0.60%
Calls: 1.08% | 0.32%
Puts: 0.88% | 0.88%
Prior 0.65% | 0.54%
Calls: 0.65% | 0.54%
Puts: 0.65% | 0.53%
Current vs Prior +50.77% | +11.11%
Prior 7-Day Avg 1.04% | 1.57%
Calls: 0.99% | 1.61%
Puts: 1.08% | 1.53%
Current vs 7-Day Avg -5.38% | -61.78%
Liquidity Excellent
+
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🤖 AI Insights

Elevated premium activity with dollar volume up 66% vs prior. Above-average activity with volume up 71% vs prior. Slightly bearish P/C ratio of 1.01. P/C ratio rising 31% - 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
10:45BULLISHNEUTRALMIXED
10:40BULLISHNEUTRALBULLISH
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 2,682 of results (avg 1.9%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Nov 3012.2512.26$12.260.1%1110.51787
$770.00Dec 411.3711.38$11.380.1%3330.47862
$780.00Dec 118.208.21$8.210.1%1000.36478
$783.00Dec 188.088.09$8.090.1%1320.3311.8K
$784.00Dec 187.687.69$7.690.1%460.321.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$764.00Dec 1813.2513.26$13.260.1%2870.471.2K
$758.00Dec 1811.3011.31$11.310.1%490.411.1K
$768.00Nov 3010.7510.76$10.760.1%1.6K0.521.1K
$764.00Dec 410.2810.29$10.290.1%1260.46217
$763.00Dec 49.949.95$9.950.1%1770.45329

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 780 found (avg $0.41, cheapest $0.11)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Nov 40.100.11$0.119.1%102.7K0.068.1K
$774.00Nov 40.070.08$0.0812.5%69.2K0.042.2K
$775.00Nov 40.050.06$0.0616.7%71.4K0.036.1K
$772.00Nov 40.160.17$0.175.9%91.5K0.095.7K
$771.00Nov 40.260.27$0.273.7%102.4K0.136.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$756.00Nov 40.150.16$0.166.3%28.7K0.068.6K
$754.00Nov 40.100.11$0.119.1%25.2K0.046.7K
$759.00Nov 40.300.31$0.313.2%33.8K0.102.5K
$758.00Nov 40.240.25$0.254.0%30.4K0.084.3K
$753.00Nov 40.090.10$0.1010.0%33.6K0.035.7K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,103 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$655.00Nov 4111.03111.32$111.180.3%--1.0013
$660.00Nov 4106.03106.32$106.180.3%--1.0010
$665.00Nov 4101.03101.32$101.180.3%--1.0013
$670.00Nov 496.0396.32$96.180.3%--1.0012
$680.00Nov 486.0386.28$86.160.3%--1.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$783.00Nov 615.8017.97$16.8812.9%21.00--
$784.00Nov 616.6919.06$17.8813.3%31.004
$785.00Nov 617.6920.22$18.9513.4%--1.0021
$790.00Nov 622.3725.05$23.7111.3%11.003
$810.00Nov 642.2545.24$43.756.8%11.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,720 active (total vol 4.1M, top 213.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 40.410.42$0.422.4%213.8K0.1913.4K
$768.00Nov 40.940.95$0.951.1%183.3K0.343.5K
$769.00Nov 40.630.64$0.641.6%162.1K0.263.9K
$767.00Nov 41.361.37$1.370.7%140.5K0.435.5K
$773.00Nov 40.100.11$0.119.1%102.7K0.068.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Nov 41.791.80$1.800.6%128.0K0.48441
$765.00Nov 41.391.40$1.400.7%118.8K0.391.7K
$767.00Nov 42.272.29$2.280.9%95.0K0.5613.4K
$763.00Nov 40.840.85$0.851.2%87.1K0.26739
$764.00Nov 41.081.09$1.090.9%79.6K0.321.1K

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 84.7%, max 107.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Nov 4Dec 1828.1%13.5%107.7%10.3K7.3K
$762.00Nov 4Dec 1827.2%13.4%103.1%9.7K8.9K
$763.00Nov 4Dec 1826.2%13.3%97.1%24.0K7.6K
$764.00Nov 4Dec 1825.3%13.2%92.1%39.4K4.9K
$765.00Nov 4Dec 1824.5%13.0%88.1%59.3K21.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Nov 4Dec 1828.1%13.5%107.7%54.9K2.5K
$762.00Nov 4Dec 1827.2%13.4%103.1%76.7K3.1K
$763.00Nov 4Dec 1826.2%13.3%97.1%89.2K3.1K
$764.00Nov 4Dec 1825.3%13.1%92.1%79.9K2.2K
$765.00Nov 4Dec 1824.5%13.0%88.1%119.9K11.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,037 found (best R:R 2.03, avg 4.41)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$729.00$730.00Nov 6$0.52$0.48$0.5298%0.92$729.52
$718.00$719.00Nov 30$0.44$0.56$0.4489%1.27$718.44
$714.00$715.00Nov 30$0.49$0.51$0.4990%1.04$714.49
$749.00$750.00Nov 6$0.51$0.49$0.5191%0.96$749.51
$715.00$716.00Nov 6$0.61$0.39$0.6199%0.64$715.61
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$791.00$790.00Nov 30$0.33$0.67$0.3384%2.03$790.67
$775.00$770.00Nov 18$2.61$2.39$2.6166%0.92$772.39
$770.00$765.00Nov 18$2.10$2.90$2.1056%1.38$767.90
$765.00$760.00Nov 18$1.62$3.38$1.6247%2.09$763.38
$735.00$730.00Dec 11$0.59$4.41$0.5921%7.47$734.41

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 801 found (best R:R 0.92, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 18$2.39$2.39$2.6156%0.92$772.39
$775.00$780.00Nov 18$1.78$1.78$3.2266%0.55$776.78
$780.00$785.00Nov 18$1.22$1.22$3.7875%0.32$781.22
$785.00$790.00Nov 18$0.71$0.71$4.2984%0.17$785.71
$767.00$768.00Dec 18$0.64$0.64$0.3651%1.78$767.64
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$763.00$762.00Nov 4$0.20$0.20$0.8074%0.25$762.80
$742.00$741.00Nov 12$0.10$0.10$0.9088%0.11$741.90
$757.00$756.00Nov 5$0.11$0.11$0.8985%0.12$756.89
$758.00$757.00Nov 5$0.13$0.13$0.8783%0.15$757.87
$761.00$760.00Nov 4$0.11$0.11$0.8984%0.12$760.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $1.13, cheapest $1.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Nov 4Nov 5$1.1725.3%17.5%
$765.00Nov 4Nov 5$1.1824.5%17.0%
$766.00Nov 4Nov 5$1.2423.6%16.7%
$767.00Nov 4Nov 5$1.1723.1%16.8%
$768.00Nov 4Nov 5$1.0922.6%16.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Nov 4Nov 5$1.0825.3%17.5%
$765.00Nov 4Nov 5$1.1124.5%17.0%
$766.00Nov 4Nov 5$1.1223.6%16.7%
$767.00Nov 4Nov 5$1.1123.1%16.8%
$768.00Nov 4Nov 5$1.0422.6%16.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,025 found (cheapest 0.48% of stock, avg 3.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$766.00Nov 4$1.86$1.80$3.66$762.34$769.660.48%
$767.00Nov 4$1.37$2.28$3.65$763.35$770.650.48%
$768.00Nov 4$0.95$2.87$3.82$764.18$771.820.50%
$765.00Nov 4$2.49$1.40$3.89$761.11$768.890.51%
$764.00Nov 4$3.15$1.09$4.24$759.76$768.240.55%
$769.00Nov 4$0.64$3.57$4.21$764.79$773.210.55%
$763.00Nov 4$3.90$0.85$4.75$758.25$767.750.62%
$770.00Nov 4$0.42$4.34$4.76$765.24$774.760.62%
$762.00Nov 4$4.71$0.65$5.36$756.64$767.360.70%
$771.00Nov 4$0.27$5.19$5.46$765.54$776.460.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.12% of stock, avg 1.74%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$771.00$762.00Nov 4$0.27$0.65$0.92$761.08$771.92
$770.00$762.00Nov 4$0.42$0.65$1.07$760.93$771.07
$771.00$763.00Nov 4$0.27$0.85$1.12$761.88$772.12
$769.00$762.00Nov 4$0.64$0.65$1.29$760.71$770.29
$770.00$763.00Nov 4$0.42$0.85$1.27$761.73$771.27
$769.00$763.00Nov 4$0.64$0.85$1.49$761.51$770.49
$771.00$764.00Nov 4$0.27$1.09$1.36$762.64$772.36
$770.00$764.00Nov 4$0.42$1.09$1.51$762.49$771.51
$768.00$762.00Nov 4$0.95$0.65$1.60$760.40$769.60
$769.00$764.00Nov 4$0.64$1.09$1.73$762.27$770.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 435 found (best R:R 1.00, avg credit $0.54)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
741/742773/774Nov 12$0.50$0.5054%1.00$741.50$773.50
739/740775/776Nov 17$0.51$0.4952%1.04$739.49$775.51
741/742775/776Nov 12$0.44$0.5659%0.79$741.56$775.44
745/746773/774Nov 12$0.52$0.4851%1.08$745.48$773.52
741/742775/776Nov 17$0.52$0.4851%1.08$741.48$775.52
741/742776/777Nov 12$0.41$0.5962%0.69$741.59$776.41
743/744773/774Nov 12$0.50$0.5052%1.00$743.50$773.50
745/746775/776Nov 17$0.55$0.4548%1.22$745.45$775.55
744/745773/774Nov 11$0.48$0.5254%0.92$744.52$773.48
743/744775/776Nov 17$0.53$0.4749%1.13$743.47$775.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 338 found (best R:R 11.20, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Nov 18$0.41$4.5918%11.20
$750.00$755.00$760.00Nov 18$0.28$4.7214%16.86
$755.00$760.00$765.00Nov 18$0.36$4.6416%12.89
$660.00$665.00$670.00Nov 30$0.12$4.886%40.67
$766.00$767.00$768.00Nov 4$0.07$0.9318%13.29
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Nov 18$0.28$4.7214%16.86
$755.00$760.00$765.00Nov 18$0.36$4.6416%12.89
$725.00$730.00$735.00Dec 11$0.05$4.955%99.00
$745.00$750.00$755.00Nov 18$0.22$4.7811%21.73
$730.00$735.00$740.00Nov 18$0.08$4.926%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. 1,122 found (best net $-3.67, 1,121 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$715.00$740.001:2Nov 17-$5.47$19.53
$780.00$785.001:2Nov 18-$0.31$4.69
$785.00$790.001:2Nov 18-$0.11$4.89
$775.00$780.001:2Nov 18-$0.97$4.03
$790.00$795.001:2Nov 18-$0.02$4.98
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$810.00$790.001:2Nov 6-$3.67$16.33
$800.00$785.001:2Nov 13-$3.48$11.52
$640.00$615.001:2Nov 12-$0.04$24.96
$727.00$726.001:2Nov 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. 449 found (best yield 2.14%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$767.00Dec 18$16.400.490.1%2.14%2.26%1093.6K
$768.00Dec 18$15.740.480.2%2.05%2.31%1864.6K
$769.00Dec 18$15.140.470.4%1.98%2.36%291.0K
$770.00Dec 18$14.600.470.5%1.91%2.42%1.4K34.1K
$771.00Dec 18$13.960.460.6%1.82%2.47%292.3K
$772.00Dec 18$13.390.450.8%1.75%2.52%2841.7K
$773.00Dec 18$12.830.440.9%1.67%2.58%454.2K
$774.00Dec 18$12.350.431.0%1.61%2.65%422.6K
$767.00Dec 11$15.170.500.1%1.98%2.10%29102
$775.00Dec 18$11.760.421.2%1.54%2.70%22818.3K

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 2,072,306
Total Puts 2,090,407
Put/Call Ratio 1.01
Net Difference -18,101

Prior's Put/Call Breakdown

Total Calls 1,376,036
Total Puts 1,060,637
Put/Call Ratio 0.77
Net Difference 315,399

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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