Tour v533
SPY
State Street SPDR S&P 500 ETF Trust
$765.34 +1.46%
◀ 11/4 10:50 ▶

Option Volume

Detail
ℹ
Current (11/04 10:50am) 4,397,633
Calls: 2,149,947 (49%)
Puts: 2,247,686 (51%)
Prior (11/03) 2,587,537
Calls: 1,466,096 (57%)
Puts: 1,121,441 (43%)
Current vs Prior +69.95%
Calls: +46.64% (Calls)
Puts: +100.43% (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 -59.07%
Calls: -56.33%
Puts: -61.38%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04 10:50am) $730.74M
Calls: $330.43M (45%)
Puts: $400.31M (55%)
Prior (11/03) $448.98M
Calls: $292.26M (65%)
Puts: $156.73M (35%)
Current vs Prior +62.75%
Calls: +13.06%
Puts: +155.42%
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 -51.82%
Calls: -40.31%
Puts: -58.43%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/04 10:50am) 1.05
Prior (11/03) 0.76
Current vs Prior +36.68%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -10.88%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/04 10:50am) 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% | 0.88%0.56% | 1.16%1.16% | 1.95%2.09% | 4.16%
Prior 1.22% | 1.50%1.22% | 1.76%1.76% | 2.59%2.73% | 4.77%
Current vs Prior -53.93% | -41.11%-53.93% | -33.77%-33.77% | -24.63%-23.70% | -12.76%
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 -34.58% | -24.80%+6.05% | -2.58%-2.79% | -8.51%-30.14% | -10.06%
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 -53.93% | -41.11%-53.93% | -33.77%-33.77% | -24.63%-23.70% | -12.76%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.46% | 0.45%
Calls: 0.47% | 0.30%
Puts: 0.45% | 0.60%
Prior 0.65% | 0.54%
Calls: 0.65% | 0.54%
Puts: 0.65% | 0.53%
Current vs Prior -29.23% | -16.67%
Prior 7-Day Avg 1.04% | 1.57%
Calls: 0.99% | 1.61%
Puts: 1.08% | 1.53%
Current vs 7-Day Avg -55.59% | -71.34%
Liquidity Excellent
+
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🤖 AI Insights

Elevated premium activity with dollar volume up 63% vs prior. Above-average activity with volume up 70% vs prior. Slightly bearish P/C ratio of 1.05. P/C ratio rising 37% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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
10:50BEARISHNEUTRALBEARISH
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 2,679 of results (avg 2.1%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Nov 2067.6467.75$67.690.2%730.956.4K
$765.00Nov 95.455.46$5.460.2%1.4K0.523.4K
$770.00Nov 135.105.11$5.110.2%4.0K0.414.5K
$765.00Nov 64.604.61$4.610.2%5.6K0.526.3K
$753.00Nov 512.9012.93$12.920.2%1100.90482
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$763.00Dec 1813.3113.34$13.330.2%2.1K0.472.4K
$764.00Nov 94.264.27$4.260.2%4560.455
$759.00Nov 124.264.27$4.260.2%840.3545
$772.00Nov 46.736.75$6.740.3%3.9K0.93201
$764.00Nov 166.696.71$6.700.3%2340.477

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 759 found (avg $0.41, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Nov 40.070.08$0.0812.5%110.1K0.058.1K
$774.00Nov 40.050.06$0.0616.7%70.7K0.032.2K
$772.00Nov 40.120.13$0.137.7%97.1K0.075.7K
$771.00Nov 40.190.20$0.205.0%106.2K0.106.2K
$770.00Nov 40.310.32$0.323.1%221.3K0.1413.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$756.00Nov 40.190.20$0.205.0%30.1K0.078.6K
$757.00Nov 40.240.25$0.254.0%42.1K0.092.1K
$755.00Nov 40.160.17$0.175.9%39.9K0.069.7K
$758.00Nov 40.310.32$0.323.1%32.1K0.114.3K
$759.00Nov 40.390.40$0.402.5%36.0K0.142.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,105 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$655.00Nov 4110.13110.63$110.380.5%--1.0013
$615.00Dec 18153.14155.82$154.481.7%31.001.5K
$620.00Dec 18148.23151.34$149.792.1%--1.002.7K
$625.00Dec 18143.28146.50$144.892.2%--1.001.5K
$630.00Dec 18138.37141.17$139.772.0%--1.00933
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Nov 49.619.73$9.671.2%6251.0010
$776.00Nov 410.5910.72$10.661.2%6171.00--
$777.00Nov 411.5911.72$11.661.1%4931.009
$778.00Nov 412.5912.69$12.640.8%2771.00--
$779.00Nov 413.5813.71$13.651.0%1751.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,740 active (total vol 4.3M, top 221.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 40.310.32$0.323.1%221.3K0.1413.4K
$768.00Nov 40.760.77$0.771.3%191.2K0.283.5K
$769.00Nov 40.490.50$0.502.0%168.1K0.203.9K
$767.00Nov 41.111.12$1.120.9%148.0K0.365.5K
$773.00Nov 40.070.08$0.0812.5%110.1K0.058.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Nov 42.192.20$2.200.5%139.4K0.55441
$765.00Nov 41.741.75$1.750.6%135.0K0.471.7K
$767.00Nov 42.742.75$2.750.4%99.7K0.6413.4K
$763.00Nov 41.061.07$1.070.9%96.1K0.32739
$760.00Nov 40.500.51$0.512.0%87.0K0.172.7K

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 92.7%, max 115.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$760.00Nov 4Dec 1829.5%13.7%115.2%10.8K28.0K
$761.00Nov 4Dec 1828.6%13.6%110.0%10.6K7.3K
$762.00Nov 4Dec 1827.6%13.5%105.0%10.0K8.9K
$763.00Nov 4Dec 1826.6%13.3%100.0%24.6K7.6K
$764.00Nov 4Dec 1825.8%13.2%95.8%40.2K4.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$760.00Nov 4Dec 1829.5%13.7%115.2%88.4K28.4K
$761.00Nov 4Dec 1828.6%13.6%110.0%59.1K2.5K
$762.00Nov 4Dec 1827.6%13.5%105.0%81.7K3.1K
$763.00Nov 4Dec 1826.6%13.3%100.0%98.2K3.1K
$764.00Nov 4Dec 1825.8%13.2%95.8%86.9K2.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,059 found (best R:R 1.06, avg 4.20)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$722.00$724.00Nov 30$0.97$1.03$0.9788%1.06$722.97
$733.00$734.00Nov 6$0.24$0.76$0.2498%3.17$733.24
$704.00$705.00Nov 30$0.31$0.69$0.3193%2.23$704.31
$740.00$741.00Nov 30$0.22$0.78$0.2279%3.55$740.22
$730.00$731.00Nov 20$0.33$0.67$0.3387%2.03$730.33
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$778.00$777.00Nov 5$0.46$0.54$0.4696%1.17$777.54
$770.00$765.00Nov 18$2.16$2.84$2.1658%1.31$767.84
$783.00$782.00Nov 13$0.40$0.60$0.4088%1.50$782.60
$765.00$760.00Nov 18$1.69$3.31$1.6949%1.96$763.31
$791.00$790.00Nov 30$0.39$0.61$0.3984%1.56$790.61

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 810 found (best R:R 0.87, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 18$2.33$2.33$2.6758%0.87$772.33
$775.00$780.00Nov 18$1.74$1.74$3.2667%0.53$776.74
$780.00$785.00Nov 18$1.16$1.16$3.8477%0.30$781.16
$785.00$790.00Nov 18$0.70$0.70$4.3085%0.16$785.70
$768.00$769.00Dec 18$0.61$0.61$0.3953%1.56$768.61
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$759.00$758.00Nov 5$0.19$0.19$0.8177%0.23$758.81
$756.00$755.00Nov 5$0.11$0.11$0.8985%0.12$755.89
$757.00$756.00Nov 5$0.13$0.13$0.8782%0.15$756.87
$760.00$759.00Nov 4$0.11$0.11$0.8983%0.12$759.89
$753.00$752.00Nov 6$0.12$0.12$0.8884%0.14$752.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $1.19, cheapest $1.13)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$763.00Nov 4Nov 5$1.2126.6%18.3%
$764.00Nov 4Nov 5$1.2625.8%17.9%
$765.00Nov 4Nov 5$1.2725.1%17.5%
$766.00Nov 4Nov 5$1.2524.7%17.6%
$767.00Nov 4Nov 5$1.1824.0%17.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$763.00Nov 4Nov 5$1.1326.6%18.3%
$764.00Nov 4Nov 5$1.1725.8%17.9%
$765.00Nov 4Nov 5$1.1825.1%17.5%
$766.00Nov 4Nov 5$1.1624.7%17.6%
$767.00Nov 4Nov 5$1.1024.0%17.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,029 found (cheapest 0.49% of stock, avg 3.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$766.00Nov 4$1.57$2.20$3.77$762.23$769.770.49%
$765.00Nov 4$2.11$1.75$3.86$761.14$768.860.50%
$767.00Nov 4$1.12$2.75$3.87$763.13$770.870.51%
$764.00Nov 4$2.73$1.37$4.10$759.90$768.100.54%
$768.00Nov 4$0.77$3.39$4.16$763.84$772.160.54%
$763.00Nov 4$3.43$1.07$4.50$758.50$767.500.59%
$769.00Nov 4$0.50$4.12$4.62$764.38$773.620.60%
$762.00Nov 4$4.20$0.83$5.03$756.97$767.030.66%
$770.00Nov 4$0.32$4.94$5.26$764.74$775.260.69%
$761.00Nov 4$5.01$0.65$5.66$755.34$766.660.74%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.13% of stock, avg 1.78%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$770.00$761.00Nov 4$0.32$0.65$0.97$760.03$770.97
$769.00$761.00Nov 4$0.50$0.65$1.15$759.85$770.15
$770.00$762.00Nov 4$0.32$0.83$1.15$760.85$771.15
$769.00$762.00Nov 4$0.50$0.83$1.33$760.67$770.33
$768.00$761.00Nov 4$0.77$0.65$1.42$759.58$769.42
$768.00$762.00Nov 4$0.77$0.83$1.60$760.40$769.60
$770.00$763.00Nov 4$0.32$1.07$1.39$761.61$771.39
$769.00$763.00Nov 4$0.50$1.07$1.57$761.43$770.57
$768.00$763.00Nov 4$0.77$1.07$1.84$761.16$769.84
$767.00$761.00Nov 4$1.12$0.65$1.77$759.23$768.77

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 421 found (best R:R 1.08, avg credit $0.57)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
738/739773/774Nov 16$0.52$0.4851%1.08$738.48$773.52
742/743773/774Nov 13$0.52$0.4851%1.08$742.48$773.52
738/739775/776Nov 16$0.47$0.5356%0.89$738.53$775.47
741/742773/774Nov 13$0.51$0.4952%1.04$741.49$773.51
738/739774/775Nov 16$0.49$0.5154%0.96$738.51$774.49
748/749771/772Nov 10$0.54$0.4648%1.17$748.46$771.54
742/743772/773Nov 12$0.51$0.4951%1.04$742.49$772.51
745/746773/774Nov 13$0.54$0.4648%1.17$745.46$773.54
734/735775/776Nov 20$0.52$0.4850%1.08$734.48$775.52
741/742773/774Nov 16$0.53$0.4749%1.13$741.47$773.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 238 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Nov 18$0.35$4.6517%13.29
$750.00$755.00$760.00Nov 18$0.30$4.7014%15.67
$725.00$730.00$735.00Dec 4$0.07$4.935%70.43
$740.00$745.00$750.00Nov 17$0.19$4.819%25.32
$700.00$710.00$720.00Nov 10$0.05$9.952%199.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Nov 18$0.37$4.6317%12.51
$750.00$755.00$760.00Nov 18$0.29$4.7114%16.24
$745.00$750.00$755.00Nov 18$0.23$4.7711%20.74
$740.00$745.00$750.00Nov 18$0.18$4.829%26.78
$735.00$740.00$745.00Nov 18$0.14$4.867%34.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,101 found (best net $-4.90, 1,100 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$715.00$740.001:2Nov 17-$4.90$20.10
$725.00$740.001:2Nov 11-$12.68$2.32
$780.00$785.001:2Nov 18-$0.31$4.69
$785.00$790.001:2Nov 18-$0.07$4.93
$775.00$780.001:2Nov 18-$0.89$4.11
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$810.00$790.001:2Nov 6-$3.94$16.06
$800.00$785.001:2Nov 13-$4.42$10.58
$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. 457 found (best yield 2.18%, avg 0.50%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$766.00Dec 18$16.700.490.1%2.18%2.27%1102.1K
$767.00Dec 18$16.080.480.2%2.10%2.32%1113.6K
$768.00Dec 18$15.490.470.3%2.02%2.37%1864.6K
$769.00Dec 18$14.870.470.5%1.94%2.42%291.0K
$770.00Dec 18$14.280.460.6%1.87%2.47%1.5K34.1K
$771.00Dec 18$13.700.450.7%1.79%2.53%302.3K
$772.00Dec 18$13.160.440.9%1.72%2.59%2841.7K
$773.00Dec 18$12.590.431.0%1.65%2.65%454.2K
$766.00Dec 11$15.470.500.1%2.02%2.11%62175
$767.00Dec 11$14.850.490.2%1.94%2.16%31102

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 2,149,947
Total Puts 2,247,686
Put/Call Ratio 1.05
Net Difference -97,739

Prior's Put/Call Breakdown

Total Calls 1,466,096
Total Puts 1,121,441
Put/Call Ratio 0.76
Net Difference 344,655

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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