Tour v533
SPY
State Street SPDR S&P 500 ETF Trust
$766.12 +1.56%
◀ 11/4 11:00 ▶

Option Volume

Detail
ℹ
Current (11/04 11:00am) 4,820,203
Calls: 2,312,558 (48%)
Puts: 2,507,645 (52%)
Prior (11/03) 2,866,338
Calls: 1,647,650 (57%)
Puts: 1,218,688 (43%)
Current vs Prior +68.17%
Calls: +40.35% (Calls)
Puts: +105.77% (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 -55.13%
Calls: -53.03%
Puts: -56.92%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04 11:00am) $770.94M
Calls: $386.32M (50%)
Puts: $384.62M (50%)
Prior (11/03) $517.23M
Calls: $364.55M (70%)
Puts: $152.68M (30%)
Current vs Prior +49.05%
Calls: +5.97%
Puts: +151.91%
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 -49.17%
Calls: -30.22%
Puts: -60.06%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04 11:00am) 1.08
Prior (11/03) 0.74
Current vs Prior +46.60%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -7.57%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/04 11:00am) 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 0.53% | 0.84%0.53% | 1.11%1.11% | 1.90%2.03% | 4.12%
Prior 1.22% | 1.50%1.22% | 1.76%1.76% | 2.59%2.73% | 4.77%
Current vs Prior -56.54% | -43.87%-56.54% | -36.73%-36.73% | -26.72%-25.78% | -13.67%
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 -38.29% | -28.33%+0.04% | -6.94%-7.14% | -11.05%-32.05% | -11.00%
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 -56.54% | -43.87%-56.54% | -36.73%-36.73% | -26.72%-25.78% | -13.67%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.72% | 0.94%
Calls: 0.55% | 0.98%
Puts: 0.89% | 0.89%
Prior 0.65% | 0.54%
Calls: 0.65% | 0.54%
Puts: 0.65% | 0.53%
Current vs Prior +10.77% | +74.07%
Prior 7-Day Avg 1.04% | 1.57%
Calls: 0.99% | 1.61%
Puts: 1.08% | 1.53%
Current vs 7-Day Avg -30.48% | -40.13%
Liquidity Excellent
+
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🤖 AI Insights

Above-average activity with volume up 68% vs prior. Slightly bearish P/C ratio of 1.08. P/C ratio rising 47% - increased hedging/bearish positioning. 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 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
11:00BULLISHNEUTRALMIXED
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 2,659 of results (avg 2.3%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Nov 2068.3168.41$68.360.1%740.956.4K
$749.00Nov 417.1017.13$17.120.2%2681.00255
$766.00Nov 137.587.60$7.590.3%5340.511.4K
$755.00Nov 411.1811.21$11.200.3%5.1K0.949.6K
$767.00Nov 63.683.69$3.690.3%4.5K0.474.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 63.433.44$3.440.3%6.3K0.456.4K
$776.00Nov 49.959.98$9.970.3%7380.98--
$779.00Nov 412.9312.97$12.950.3%2080.99--
$764.00Nov 63.073.08$3.080.3%6.8K0.412.8K
$772.00Nov 46.076.09$6.080.3%4.1K0.92201

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 774 found (avg $0.41, cheapest $0.10)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Nov 40.090.10$0.1010.0%129.1K0.058.1K
$774.00Nov 40.060.07$0.0714.3%75.3K0.042.2K
$772.00Nov 40.150.16$0.166.3%108.9K0.085.7K
$771.00Nov 40.240.25$0.254.0%112.5K0.126.2K
$770.00Nov 40.380.39$0.392.6%234.6K0.1713.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$755.00Nov 40.120.13$0.137.7%43.1K0.059.7K
$759.00Nov 40.290.30$0.303.3%43.7K0.112.5K
$760.00Nov 40.370.38$0.382.6%103.2K0.142.7K
$758.00Nov 40.230.24$0.244.2%36.3K0.094.3K
$756.00Nov 40.150.16$0.166.3%32.4K0.068.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,116 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$655.00Nov 4110.93111.29$111.110.3%--1.0013
$660.00Nov 4105.93106.29$106.110.3%31.0010
$665.00Nov 4100.93101.30$101.120.4%--1.0013
$670.00Nov 495.9396.30$96.120.4%--1.0012
$680.00Nov 485.9586.31$86.130.4%--1.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$782.00Nov 614.7017.12$15.9115.2%51.00--
$783.00Nov 615.6918.11$16.9014.3%21.00--
$784.00Nov 616.7019.11$17.9113.5%31.004
$785.00Nov 617.6320.11$18.8713.1%--1.0021
$790.00Nov 622.5025.41$23.9612.1%11.003

Most actively traded options today. High liquidity = easy entry/exit. 2,800 active (total vol 4.7M, top 234.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 40.380.39$0.392.6%234.6K0.1713.4K
$768.00Nov 40.900.91$0.911.1%203.5K0.323.5K
$769.00Nov 40.600.61$0.611.6%177.8K0.243.9K
$767.00Nov 41.311.32$1.320.8%163.5K0.415.5K
$773.00Nov 40.090.10$0.1010.0%129.1K0.058.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 41.351.36$1.360.7%160.6K0.411.7K
$766.00Nov 41.751.76$1.760.6%150.6K0.50441
$763.00Nov 40.800.81$0.811.2%115.7K0.27739
$767.00Nov 42.232.25$2.240.9%105.0K0.5913.4K
$764.00Nov 41.041.05$1.051.0%104.7K0.331.1K

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 85.2%, max 108.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Nov 4Dec 1828.3%13.6%108.4%11.6K7.3K
$762.00Nov 4Dec 1827.2%13.4%102.5%10.8K8.9K
$763.00Nov 4Dec 1826.3%13.3%97.7%25.5K7.6K
$764.00Nov 4Dec 1825.2%13.2%91.1%43.2K4.9K
$765.00Nov 4Dec 1824.4%13.1%87.1%68.7K21.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Nov 4Dec 1828.3%13.6%108.4%66.7K2.5K
$762.00Nov 4Dec 1827.2%13.4%102.5%92.2K3.1K
$763.00Nov 4Dec 1826.3%13.3%97.7%117.8K3.1K
$764.00Nov 4Dec 1825.2%13.2%91.1%105.0K2.2K
$765.00Nov 4Dec 1824.4%13.1%87.1%161.8K11.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,060 found (best R:R 4.13, avg 4.24)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$725.00$726.00Nov 20$0.14$0.86$0.1490%6.14$725.14
$728.00$729.00Dec 18$0.10$0.90$0.1080%9.00$728.10
$726.00$727.00Nov 20$0.24$0.76$0.2490%3.17$726.24
$733.00$734.00Nov 20$0.24$0.76$0.2486%3.17$733.24
$727.00$728.00Dec 18$0.21$0.79$0.2180%3.76$727.21
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$784.00$782.00Dec 11$0.39$1.61$0.3969%4.13$783.61
$790.00$789.00Nov 27$0.15$0.85$0.1584%5.67$789.85
$782.00$781.00Nov 20$0.10$0.90$0.1077%9.00$781.90
$797.00$796.00Dec 18$0.22$0.78$0.2281%3.55$796.78
$785.00$784.00Nov 30$0.20$0.80$0.2077%4.00$784.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 797 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$2.6157%0.92$772.39
$775.00$780.00Nov 18$1.80$1.80$3.2066%0.56$776.80
$780.00$785.00Nov 18$1.21$1.21$3.7976%0.32$781.21
$785.00$790.00Nov 18$0.72$0.72$4.2884%0.17$785.72
$768.00$769.00Dec 18$0.62$0.62$0.3852%1.63$768.62
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$758.00$757.00Nov 5$0.13$0.13$0.8782%0.15$757.87
$745.00$744.00Nov 11$0.10$0.10$0.9086%0.11$744.90
$759.00$758.00Nov 5$0.15$0.15$0.8580%0.18$758.85
$761.00$760.00Nov 5$0.21$0.21$0.7973%0.27$760.79
$761.00$760.00Nov 4$0.11$0.11$0.8983%0.12$760.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $1.16, cheapest $1.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Nov 4Nov 5$1.2025.2%17.4%
$765.00Nov 4Nov 5$1.2424.4%17.0%
$766.00Nov 4Nov 5$1.2423.7%16.6%
$767.00Nov 4Nov 5$1.2123.5%16.8%
$768.00Nov 4Nov 5$1.1322.8%16.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Nov 4Nov 5$1.1025.2%17.4%
$765.00Nov 4Nov 5$1.1424.4%17.0%
$766.00Nov 4Nov 5$1.1423.7%16.6%
$767.00Nov 4Nov 5$1.1223.5%16.8%
$768.00Nov 4Nov 5$1.0422.8%16.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,037 found (cheapest 0.46% of stock, avg 3.85%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$767.00Nov 4$1.32$2.24$3.56$763.44$770.560.46%
$766.00Nov 4$1.83$1.76$3.59$762.41$769.590.47%
$765.00Nov 4$2.42$1.36$3.78$761.22$768.780.49%
$768.00Nov 4$0.91$2.83$3.74$764.26$771.740.49%
$764.00Nov 4$3.12$1.05$4.17$759.83$768.170.54%
$769.00Nov 4$0.61$3.53$4.14$764.86$773.140.54%
$763.00Nov 4$3.88$0.81$4.69$758.31$767.690.61%
$770.00Nov 4$0.39$4.31$4.70$765.30$774.700.61%
$762.00Nov 4$4.69$0.63$5.32$756.68$767.320.69%
$771.00Nov 4$0.25$5.17$5.42$765.58$776.420.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.11% of stock, avg 1.74%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$771.00$762.00Nov 4$0.25$0.63$0.88$761.12$771.88
$770.00$762.00Nov 4$0.39$0.63$1.02$760.98$771.02
$769.00$762.00Nov 4$0.61$0.63$1.24$760.76$770.24
$771.00$763.00Nov 4$0.25$0.81$1.06$761.94$772.06
$770.00$763.00Nov 4$0.39$0.81$1.20$761.80$771.20
$769.00$763.00Nov 4$0.61$0.81$1.42$761.58$770.42
$771.00$764.00Nov 4$0.25$1.05$1.30$762.70$772.30
$768.00$762.00Nov 4$0.91$0.63$1.54$760.46$769.54
$770.00$764.00Nov 4$0.39$1.05$1.44$762.56$771.44
$768.00$763.00Nov 4$0.91$0.81$1.72$761.28$769.72

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 466 found (best R:R 1.04, avg credit $0.55)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
744/745772/773Nov 11$0.51$0.4952%1.04$744.49$772.51
744/745773/774Nov 11$0.48$0.5255%0.92$744.52$773.48
742/743773/774Nov 13$0.52$0.4851%1.08$742.48$773.52
740/741775/776Nov 17$0.51$0.4952%1.04$740.49$775.51
744/745775/776Nov 11$0.42$0.5860%0.72$744.58$775.42
746/747772/773Nov 11$0.52$0.4850%1.08$746.48$772.52
745/746773/774Nov 13$0.54$0.4648%1.17$745.46$773.54
748/749773/774Nov 10$0.48$0.5254%0.92$748.52$773.48
742/743774/775Nov 13$0.49$0.5153%0.96$742.51$774.49
746/747773/774Nov 11$0.49$0.5153%0.96$746.51$773.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 303 found (best R:R 19.83, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Nov 18$0.24$4.7614%19.83
$755.00$760.00$765.00Nov 18$0.34$4.6616%13.71
$625.00$630.00$635.00Dec 18$0.12$4.886%40.67
$760.00$765.00$770.00Nov 18$0.48$4.5218%9.42
$765.00$766.00$767.00Nov 4$0.08$0.9218%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Nov 18$0.27$4.7314%17.52
$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
$760.00$765.00$770.00Nov 18$0.45$4.5518%10.11

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 $-3.76, 1,122 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$715.00$740.001:2Nov 17-$5.87$19.13
$725.00$740.001:2Nov 11-$13.43$1.57
$780.00$785.001:2Nov 18-$0.30$4.70
$785.00$790.001:2Nov 18-$0.07$4.93
$775.00$780.001:2Nov 18-$0.92$4.08
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$810.00$790.001:2Nov 6-$3.76$16.24
$800.00$785.001:2Nov 13-$4.59$10.41
$790.00$780.001:2Nov 16-$6.18$3.82
$640.00$615.001:2Nov 12-$0.02$24.98
$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. 443 found (best yield 2.14%, avg 0.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$767.00Dec 18$16.420.490.1%2.14%2.26%1263.6K
$768.00Dec 18$15.820.480.2%2.06%2.31%1994.6K
$769.00Dec 18$15.190.470.4%1.98%2.36%301.0K
$770.00Dec 18$14.600.470.5%1.91%2.41%1.5K34.1K
$771.00Dec 18$14.010.460.6%1.83%2.47%382.3K
$772.00Dec 18$13.440.450.8%1.75%2.52%2881.7K
$773.00Dec 18$12.880.440.9%1.68%2.58%454.2K
$774.00Dec 18$12.330.431.0%1.61%2.64%522.6K
$767.00Dec 11$15.170.500.1%1.98%2.09%31102
$775.00Dec 18$11.800.421.2%1.54%2.70%27518.3K

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 2,312,558
Total Puts 2,507,645
Put/Call Ratio 1.08
Net Difference -195,087

Prior's Put/Call Breakdown

Total Calls 1,647,650
Total Puts 1,218,688
Put/Call Ratio 0.74
Net Difference 428,962

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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