Tour v533
SPY
State Street SPDR S&P 500 ETF Trust
$765.72 +1.51%
◀ 11/4 10:55 ▶

Option Volume

Detail
ℹ
Current (11/04 10:55am) 4,661,669
Calls: 2,249,002 (48%)
Puts: 2,412,667 (52%)
Prior (11/03) 2,703,148
Calls: 1,534,764 (57%)
Puts: 1,168,384 (43%)
Current vs Prior +72.45%
Calls: +46.54% (Calls)
Puts: +106.50% (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 -56.61%
Calls: -54.32%
Puts: -58.55%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04 10:55am) $759.06M
Calls: $359.07M (47%)
Puts: $399.99M (53%)
Prior (11/03) $462.59M
Calls: $297.23M (64%)
Puts: $165.36M (36%)
Current vs Prior +64.09%
Calls: +20.81%
Puts: +141.89%
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 -49.95%
Calls: -35.14%
Puts: -58.47%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/04 10:55am) 1.07
Prior (11/03) 0.76
Current vs Prior +40.92%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -8.56%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/04 10:55am) 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% | 0.87%0.55% | 1.16%1.16% | 1.95%2.08% | 4.16%
Prior 1.22% | 1.50%1.22% | 1.76%1.76% | 2.59%2.73% | 4.77%
Current vs Prior -54.80% | -41.83%-54.80% | -34.25%-34.25% | -24.86%-23.88% | -12.72%
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 -35.83% | -25.73%+4.03% | -3.28%-3.49% | -8.80%-30.31% | -10.02%
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 -54.80% | -41.83%-54.80% | -34.25%-34.25% | -24.86%-23.88% | -12.72%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.47% | 0.76%
Calls: 0.44% | 0.57%
Puts: 0.51% | 0.96%
Prior 0.65% | 0.54%
Calls: 0.65% | 0.54%
Puts: 0.65% | 0.53%
Current vs Prior -27.69% | +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 -54.62% | -51.59%
Liquidity Excellent
+
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🤖 AI Insights

Elevated premium activity with dollar volume up 64% vs prior. Above-average activity with volume up 72% vs prior. Slightly bearish P/C ratio of 1.07. P/C ratio rising 41% - 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
10:55BEARISHNEUTRALBEARISH
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 2,674 of results (avg 2.1%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Nov 2068.0068.10$68.050.1%740.956.4K
$762.00Nov 44.444.45$4.450.2%10.4K0.773.7K
$758.00Nov 47.988.00$7.990.3%3.6K0.903.0K
$763.00Nov 43.653.66$3.660.3%25.1K0.713.1K
$778.00Dec 47.167.18$7.170.3%490.35338
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$702.00Dec 183.323.33$3.330.3%150.121.1K
$700.00Dec 183.203.21$3.210.3%2.1K0.1168.9K
$772.00Nov 46.406.42$6.410.3%4.0K0.93201
$748.00Dec 188.999.02$9.000.3%690.331.2K
$729.00Nov 302.932.94$2.940.3%380.15744

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 758 found (avg $0.41, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Nov 40.070.08$0.0812.5%122.5K0.048.1K
$774.00Nov 40.050.06$0.0616.7%74.6K0.032.2K
$772.00Nov 40.120.13$0.137.7%104.2K0.075.7K
$771.00Nov 40.200.21$0.214.8%111.1K0.106.2K
$770.00Nov 40.340.35$0.352.9%230.0K0.1613.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$756.00Nov 40.170.18$0.185.6%31.7K0.068.6K
$757.00Nov 40.210.22$0.224.5%44.0K0.082.1K
$755.00Nov 40.140.15$0.156.7%41.6K0.059.7K
$758.00Nov 40.270.28$0.283.6%35.0K0.104.3K
$759.00Nov 40.340.35$0.352.9%41.9K0.122.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,109 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Nov 30146.47149.61$148.042.1%--1.0018
$635.00Nov 30131.99133.62$132.811.2%--1.00138
$640.00Nov 30126.92128.85$127.891.5%--1.00165
$645.00Nov 30121.18124.79$122.992.9%--1.0017
$648.00Nov 30118.91121.68$120.302.3%--1.0013
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Nov 49.229.36$9.291.5%7141.0010
$776.00Nov 410.2310.36$10.301.3%6421.00--
$777.00Nov 411.2311.35$11.291.1%6401.009
$778.00Nov 412.2012.35$12.271.2%3281.00--
$779.00Nov 413.2013.35$13.271.1%1751.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,768 active (total vol 4.6M, top 230.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 40.340.35$0.352.9%230.0K0.1613.4K
$768.00Nov 40.820.83$0.831.2%198.0K0.303.5K
$769.00Nov 40.530.54$0.541.9%174.1K0.223.9K
$767.00Nov 41.201.21$1.210.8%156.6K0.395.5K
$773.00Nov 40.070.08$0.0812.5%122.5K0.048.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 41.541.55$1.550.6%151.9K0.441.7K
$766.00Nov 41.961.97$1.970.5%146.2K0.52441
$763.00Nov 40.930.94$0.941.1%108.0K0.29739
$767.00Nov 42.472.49$2.480.8%103.0K0.6113.4K
$764.00Nov 41.201.21$1.210.8%99.4K0.361.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 22 strikes (avg 86.0%, max 115.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$760.00Nov 4Dec 1829.6%13.7%115.3%10.9K28.0K
$761.00Nov 4Dec 1828.5%13.6%109.5%11.1K7.3K
$762.00Nov 4Dec 1827.5%13.5%104.4%10.4K8.9K
$763.00Nov 4Dec 1826.6%13.3%99.7%25.1K7.6K
$764.00Nov 4Dec 1825.8%13.2%95.3%42.2K4.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$760.00Nov 4Dec 1829.6%13.7%115.3%100.3K28.4K
$761.00Nov 4Dec 1828.5%13.6%109.5%62.9K2.5K
$762.00Nov 4Dec 1827.5%13.5%104.4%88.6K3.1K
$763.00Nov 4Dec 1826.6%13.3%99.7%110.1K3.1K
$764.00Nov 4Dec 1825.8%13.2%95.3%99.7K2.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,061 found (best R:R 2.33, avg 4.21)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$710.00$711.00Nov 20$0.30$0.70$0.3094%2.33$710.30
$732.00$733.00Dec 18$0.17$0.83$0.1778%4.88$732.17
$728.00$730.00Nov 20$1.16$0.84$1.1688%0.72$729.16
$733.00$734.00Nov 30$0.27$0.73$0.2783%2.70$733.27
$743.00$744.00Dec 18$0.20$0.80$0.2071%4.00$743.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$780.00$779.00Nov 9$0.40$0.60$0.4092%1.50$779.60
$770.00$765.00Nov 18$2.13$2.87$2.1357%1.35$767.87
$775.00$770.00Nov 18$2.66$2.34$2.6667%0.88$772.34
$765.00$760.00Nov 18$1.65$3.35$1.6548%2.03$763.35
$790.00$789.00Nov 20$0.45$0.55$0.4588%1.22$789.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 807 found (best R:R 0.90, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 18$2.37$2.37$2.6357%0.90$772.37
$775.00$780.00Nov 18$1.77$1.77$3.2367%0.55$776.77
$780.00$785.00Nov 18$1.20$1.20$3.8076%0.32$781.20
$785.00$790.00Nov 18$0.72$0.72$4.2884%0.17$785.72
$766.00$767.00Dec 18$0.64$0.64$0.3650%1.78$766.64
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$762.00$761.00Nov 4$0.17$0.17$0.8376%0.20$761.83
$761.00$760.00Nov 5$0.23$0.23$0.7772%0.30$760.77
$758.00$757.00Nov 5$0.14$0.14$0.8681%0.16$757.86
$751.00$750.00Nov 9$0.12$0.12$0.8884%0.14$750.88
$759.00$758.00Nov 5$0.16$0.16$0.8478%0.19$758.84

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $1.17, cheapest $1.14)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Nov 4Nov 5$1.2225.8%17.8%
$765.00Nov 4Nov 5$1.2624.8%17.3%
$766.00Nov 4Nov 5$1.2524.2%17.4%
$767.00Nov 4Nov 5$1.2023.5%17.0%
$768.00Nov 4Nov 5$1.1022.9%16.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Nov 4Nov 5$1.1425.8%17.8%
$765.00Nov 4Nov 5$1.1724.8%17.3%
$766.00Nov 4Nov 5$1.1724.3%17.4%
$767.00Nov 4Nov 5$1.1323.5%17.0%
$768.00Nov 4Nov 5$1.0322.9%16.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,032 found (cheapest 0.48% of stock, avg 3.85%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$766.00Nov 4$1.69$1.97$3.66$762.34$769.660.48%
$767.00Nov 4$1.21$2.48$3.69$763.31$770.690.48%
$765.00Nov 4$2.26$1.55$3.81$761.19$768.810.50%
$768.00Nov 4$0.83$3.10$3.93$764.07$771.930.51%
$764.00Nov 4$2.93$1.21$4.14$759.86$768.140.54%
$769.00Nov 4$0.54$3.82$4.36$764.64$773.360.57%
$763.00Nov 4$3.66$0.94$4.60$758.40$767.600.60%
$770.00Nov 4$0.35$4.62$4.97$765.03$774.970.65%
$762.00Nov 4$4.45$0.73$5.18$756.82$767.180.68%
$771.00Nov 4$0.21$5.50$5.71$765.29$776.710.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.12% of stock, avg 1.76%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$770.00$761.00Nov 4$0.35$0.56$0.91$760.09$770.91
$769.00$761.00Nov 4$0.54$0.56$1.10$759.90$770.10
$770.00$762.00Nov 4$0.35$0.73$1.08$760.92$771.08
$769.00$762.00Nov 4$0.54$0.73$1.27$760.73$770.27
$770.00$763.00Nov 4$0.35$0.94$1.29$761.71$771.29
$768.00$761.00Nov 4$0.83$0.56$1.39$759.61$769.39
$769.00$763.00Nov 4$0.54$0.94$1.48$761.52$770.48
$768.00$762.00Nov 4$0.83$0.73$1.56$760.44$769.56
$768.00$763.00Nov 4$0.83$0.94$1.77$761.23$769.77
$770.00$764.00Nov 4$0.35$1.21$1.56$762.44$771.56

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 362 found (best R:R 1.08, avg credit $0.58)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
741/742773/774Nov 13$0.52$0.4851%1.08$741.48$773.52
745/746772/773Nov 11$0.52$0.4851%1.08$745.48$772.52
741/742774/775Nov 13$0.49$0.5154%0.96$741.51$774.49
742/743773/774Nov 13$0.52$0.4850%1.08$742.48$773.52
747/748772/773Nov 11$0.53$0.4749%1.13$747.47$772.53
742/743775/776Nov 17$0.52$0.4850%1.08$742.48$775.52
746/747773/774Nov 10$0.46$0.5456%0.85$746.54$773.46
742/743774/775Nov 13$0.49$0.5153%0.96$742.51$774.49
745/746773/774Nov 13$0.54$0.4648%1.17$745.46$773.54
746/747773/774Nov 13$0.55$0.4547%1.22$746.45$773.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 240 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Nov 18$0.25$4.7514%19.00
$755.00$760.00$765.00Nov 18$0.36$4.6416%12.89
$740.00$745.00$750.00Nov 17$0.16$4.849%30.25
$720.00$725.00$730.00Dec 11$0.07$4.934%70.43
$725.00$730.00$735.00Dec 11$0.09$4.915%54.56
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$0.37$4.6316%12.51
$745.00$750.00$755.00Nov 18$0.22$4.7811%21.73
$740.00$745.00$750.00Nov 18$0.17$4.839%28.41
$725.00$730.00$735.00Dec 11$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. 1,106 found (best net $-5.36, 1,106 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$715.00$740.001:2Nov 17-$5.36$19.64
$725.00$740.001:2Nov 11-$13.29$1.71
$780.00$785.001:2Nov 18-$0.30$4.70
$785.00$790.001:2Nov 18-$0.06$4.94
$775.00$780.001:2Nov 18-$0.93$4.07
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$810.00$790.001:2Nov 6-$4.31$15.69
$800.00$785.001:2Nov 13-$5.32$9.68
$790.00$778.001:2Nov 16-$3.33$8.67
$640.00$615.001:2Nov 12-$0.04$24.96
$728.00$727.001:2Nov 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. 457 found (best yield 2.21%, avg 0.51%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$766.00Dec 18$16.900.500.0%2.21%2.24%1102.1K
$767.00Dec 18$16.260.490.2%2.12%2.29%1253.6K
$768.00Dec 18$15.660.470.3%2.05%2.34%1894.6K
$769.00Dec 18$15.040.470.4%1.96%2.39%291.0K
$770.00Dec 18$14.450.460.6%1.89%2.45%1.5K34.1K
$771.00Dec 18$13.870.450.7%1.81%2.50%372.3K
$772.00Dec 18$13.310.440.8%1.74%2.56%2881.7K
$773.00Dec 18$12.750.430.9%1.67%2.62%454.2K
$766.00Dec 11$15.650.510.0%2.04%2.08%62175
$774.00Dec 18$12.210.421.1%1.59%2.68%522.6K

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 2,249,002
Total Puts 2,412,667
Put/Call Ratio 1.07
Net Difference -163,665

Prior's Put/Call Breakdown

Total Calls 1,534,764
Total Puts 1,168,384
Put/Call Ratio 0.76
Net Difference 366,380

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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