Tour v533
SPY
State Street SPDR S&P 500 ETF Trust
$764.92 +1.40%
◀ 11/4 11:05 ▶

Option Volume

Detail
ℹ
Current (11/04 11:05am) 5,006,967
Calls: 2,399,193 (48%)
Puts: 2,607,774 (52%)
Prior (11/03) 3,021,297
Calls: 1,741,480 (58%)
Puts: 1,279,817 (42%)
Current vs Prior +65.72%
Calls: +37.77% (Calls)
Puts: +103.76% (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 -53.40%
Calls: -51.27%
Puts: -55.20%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04 11:05am) $840.48M
Calls: $344.87M (41%)
Puts: $495.61M (59%)
Prior (11/03) $534.04M
Calls: $367.03M (69%)
Puts: $167.01M (31%)
Current vs Prior +57.38%
Calls: -6.04%
Puts: +196.75%
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 -44.58%
Calls: -37.70%
Puts: -48.54%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/04 11:05am) 1.09
Prior (11/03) 0.73
Current vs Prior +47.90%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -7.35%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/04 11:05am) 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 0.58% | 0.90%0.58% | 1.19%1.19% | 1.98%2.12% | 4.21%
Prior 1.22% | 1.50%1.22% | 1.76%1.76% | 2.59%2.73% | 4.77%
Current vs Prior -52.40% | -39.85%-52.40% | -32.47%-32.47% | -23.52%-22.65% | -11.77%
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 -32.42% | -23.20%+9.57% | -0.66%-0.88% | -7.17%-29.19% | -9.04%
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 -52.40% | -39.85%-52.40% | -32.47%-32.47% | -23.52%-22.65% | -11.77%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.66% | 0.30%
Calls: 0.81% | 0.27%
Puts: 0.50% | 0.32%
Prior 0.65% | 0.54%
Calls: 0.65% | 0.54%
Puts: 0.65% | 0.53%
Current vs Prior +1.54% | -44.44%
Prior 7-Day Avg 1.04% | 1.57%
Calls: 0.99% | 1.61%
Puts: 1.08% | 1.53%
Current vs 7-Day Avg -36.28% | -80.89%
Liquidity Excellent
+
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🤖 AI Insights

Elevated premium activity with dollar volume up 57% vs prior. Above-average activity with volume up 66% vs prior. Slightly bearish P/C ratio of 1.09. P/C ratio rising 48% - 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
11:05BEARISHNEUTRALBEARISH
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 2,680 of results (avg 2.0%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$763.00Dec 415.2315.24$15.240.1%790.54319
$774.00Dec 1811.9711.98$11.980.1%530.422.6K
$775.00Dec 1811.4611.47$11.470.1%2770.4118.3K
$754.00Nov 411.0811.09$11.090.1%1.6K0.945.2K
$776.00Dec 1810.9510.96$10.960.1%1290.401.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$776.00Nov 411.1311.14$11.140.1%8000.98--
$774.00Nov 49.159.16$9.160.1%2.0K0.974
$747.00Dec 189.069.07$9.070.1%1160.321.7K
$757.00Dec 48.748.75$8.750.1%310.39404
$755.00Dec 48.208.21$8.210.1%2280.36565

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 746 found (avg $0.41, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Nov 40.070.08$0.0812.5%134.7K0.048.1K
$772.00Nov 40.110.12$0.128.3%111.6K0.065.7K
$774.00Nov 40.050.06$0.0616.7%79.1K0.032.2K
$771.00Nov 40.170.18$0.185.6%115.6K0.096.2K
$770.00Nov 40.270.28$0.283.6%241.3K0.1313.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$752.00Nov 40.100.11$0.119.1%26.1K0.044.3K
$749.00Nov 40.050.06$0.0616.7%3.6K0.022.5K
$754.00Nov 40.150.16$0.166.3%36.7K0.056.7K
$753.00Nov 40.120.13$0.137.7%46.1K0.045.7K
$758.00Nov 40.370.38$0.382.6%37.6K0.124.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,119 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$655.00Nov 4109.86110.33$110.100.4%--1.0013
$660.00Nov 4104.86105.31$105.090.4%31.0010
$665.00Nov 499.86100.33$100.100.5%--1.0013
$670.00Nov 494.8695.33$95.100.5%--1.0012
$680.00Nov 484.8685.24$85.050.4%--1.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$782.00Nov 615.7718.00$16.8813.2%51.00--
$783.00Nov 616.7619.05$17.9112.8%21.00--
$784.00Nov 617.7419.96$18.8511.8%31.004
$785.00Nov 618.7421.14$19.9412.0%--1.0021
$790.00Nov 623.1126.19$24.6512.5%11.003

Most actively traded options today. High liquidity = easy entry/exit. 2,809 active (total vol 4.9M, top 241.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 40.270.28$0.283.6%241.3K0.1313.4K
$768.00Nov 40.660.67$0.671.5%212.4K0.263.5K
$769.00Nov 40.420.43$0.432.3%182.5K0.193.9K
$767.00Nov 40.970.98$0.981.0%179.4K0.345.5K
$773.00Nov 40.070.08$0.0812.5%134.7K0.048.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 41.981.99$1.990.5%170.5K0.491.7K
$766.00Nov 42.492.50$2.500.4%158.5K0.57441
$763.00Nov 41.241.25$1.250.8%123.0K0.34739
$764.00Nov 41.561.57$1.570.6%110.7K0.411.1K
$767.00Nov 43.083.10$3.090.6%109.9K0.6613.4K

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 96.4%, max 120.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$760.00Nov 4Dec 1830.3%13.7%120.1%11.2K28.0K
$761.00Nov 4Dec 1829.2%13.6%114.9%11.8K7.3K
$762.00Nov 4Dec 1828.2%13.5%109.1%11.1K8.9K
$763.00Nov 4Dec 1827.4%13.4%104.6%26.2K7.6K
$764.00Nov 4Dec 1826.4%13.2%100.0%44.2K4.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$760.00Nov 4Dec 1830.3%13.7%120.1%109.2K28.4K
$761.00Nov 4Dec 1829.2%13.6%114.9%70.4K2.5K
$762.00Nov 4Dec 1828.4%13.5%110.3%95.8K3.1K
$763.00Nov 4Dec 1827.4%13.4%104.6%125.1K3.1K
$764.00Nov 4Dec 1826.4%13.2%100.0%111.0K2.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,087 found (best R:R 1.78, avg 4.18)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$700.00$702.00Dec 18$0.93$1.07$0.9389%1.15$700.93
$676.00$678.00Nov 30$1.15$0.85$1.1596%0.74$677.15
$733.00$734.00Nov 20$0.10$0.90$0.1086%9.00$733.10
$715.00$718.00Dec 18$1.79$1.21$1.7985%0.68$716.79
$735.00$736.00Nov 13$0.20$0.80$0.2090%4.00$735.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$775.00$770.00Nov 18$1.80$3.20$1.8068%1.78$773.20
$792.00$790.00Dec 11$0.66$1.34$0.6679%2.03$791.34
$770.00$765.00Nov 18$2.20$2.80$2.2058%1.27$767.80
$765.00$760.00Nov 18$1.72$3.28$1.7249%1.91$763.28
$791.00$790.00Nov 20$0.45$0.55$0.4590%1.22$790.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 814 found (best R:R 1.33, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$770.00Nov 18$2.85$2.85$2.1549%1.33$767.85
$770.00$775.00Nov 18$2.29$2.29$2.7158%0.85$772.29
$775.00$780.00Nov 18$1.68$1.68$3.3268%0.51$776.68
$780.00$785.00Nov 18$1.14$1.14$3.8677%0.30$781.14
$785.00$790.00Nov 18$0.66$0.66$4.3485%0.15$785.66
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$755.00$754.00Nov 5$0.12$0.12$0.8886%0.14$754.88
$760.00$759.00Nov 4$0.13$0.13$0.8782%0.15$759.87
$756.00$755.00Nov 5$0.12$0.12$0.8884%0.14$755.88
$757.00$756.00Nov 5$0.14$0.14$0.8682%0.16$756.86
$763.00$762.00Nov 4$0.27$0.27$0.7366%0.37$762.73

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $1.18, cheapest $1.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$763.00Nov 4Nov 5$1.2327.4%18.2%
$764.00Nov 4Nov 5$1.2726.4%17.8%
$765.00Nov 4Nov 5$1.2725.7%17.4%
$766.00Nov 4Nov 5$1.2325.0%17.6%
$767.00Nov 4Nov 5$1.1524.4%17.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$763.00Nov 4Nov 5$1.1227.4%18.2%
$764.00Nov 4Nov 5$1.1726.4%17.8%
$765.00Nov 4Nov 5$1.1625.6%17.4%
$766.00Nov 4Nov 5$1.1225.0%17.6%
$767.00Nov 4Nov 5$1.0524.4%17.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,041 found (cheapest 0.51% of stock, avg 3.85%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$765.00Nov 4$1.88$1.99$3.87$761.13$768.870.51%
$766.00Nov 4$1.38$2.50$3.88$762.12$769.880.51%
$764.00Nov 4$2.46$1.57$4.03$759.97$768.030.53%
$767.00Nov 4$0.98$3.09$4.07$762.93$771.070.53%
$763.00Nov 4$3.13$1.25$4.38$758.62$767.380.57%
$768.00Nov 4$0.67$3.78$4.45$763.55$772.450.58%
$762.00Nov 4$3.86$0.98$4.84$757.16$766.840.63%
$769.00Nov 4$0.43$4.56$4.99$764.01$773.990.65%
$761.00Nov 4$4.69$0.77$5.46$755.54$766.460.71%
$770.00Nov 4$0.28$5.40$5.68$764.32$775.680.74%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.14% of stock, avg 1.79%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$770.00$761.00Nov 4$0.28$0.77$1.05$759.95$771.05
$769.00$761.00Nov 4$0.43$0.77$1.20$759.80$770.20
$770.00$762.00Nov 4$0.28$0.98$1.26$760.74$771.26
$769.00$762.00Nov 4$0.43$0.98$1.41$760.59$770.41
$768.00$761.00Nov 4$0.67$0.77$1.44$759.56$769.44
$768.00$762.00Nov 4$0.67$0.98$1.65$760.35$769.65
$770.00$763.00Nov 4$0.28$1.25$1.53$761.47$771.53
$769.00$763.00Nov 4$0.43$1.25$1.68$761.32$770.68
$767.00$761.00Nov 4$0.98$0.77$1.75$759.25$768.75
$768.00$763.00Nov 4$0.67$1.25$1.92$761.08$769.92

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 351 found (best R:R 1.04, avg credit $0.58)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
737/738773/774Nov 16$0.51$0.4952%1.04$737.49$773.51
741/742773/774Nov 13$0.51$0.4952%1.04$741.49$773.51
741/742773/774Nov 16$0.53$0.4750%1.13$741.47$773.53
738/739774/775Nov 17$0.51$0.4952%1.04$738.49$774.51
748/749771/772Nov 9$0.48$0.5254%0.92$748.52$771.48
749/750771/772Nov 9$0.49$0.5153%0.96$749.51$771.49
746/747773/774Nov 10$0.45$0.5557%0.82$746.55$773.45
737/738774/775Nov 16$0.47$0.5355%0.89$737.53$774.47
754/755769/770Nov 5$0.45$0.5556%0.82$754.55$769.45
744/745773/774Nov 12$0.49$0.5152%0.96$744.51$773.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 337 found (best R:R 18.23, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Nov 18$0.26$4.7414%18.23
$755.00$760.00$765.00Nov 18$0.37$4.6317%12.51
$740.00$745.00$750.00Nov 17$0.17$4.839%28.41
$725.00$730.00$735.00Dec 4$0.06$4.945%82.33
$725.00$730.00$735.00Nov 27$0.08$4.925%61.50
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
$740.00$745.00$750.00Nov 18$0.17$4.839%28.41
$745.00$750.00$755.00Nov 18$0.24$4.7611%19.83
$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. 1,100 found (best net $-4.57, 1,100 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$715.00$740.001:2Nov 17-$4.57$20.43
$725.00$740.001:2Nov 11-$12.23$2.77
$780.00$785.001:2Nov 18-$0.26$4.74
$785.00$790.001:2Nov 18-$0.08$4.92
$775.00$780.001:2Nov 18-$0.86$4.14
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$810.00$790.001:2Nov 6-$4.63$15.37
$800.00$785.001:2Nov 13-$4.54$10.46
$790.00$780.001:2Nov 16-$7.60$2.40
$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. 471 found (best yield 2.24%, avg 0.51%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$765.00Dec 18$17.150.500.0%2.24%2.25%49214.9K
$766.00Dec 18$16.540.490.1%2.16%2.30%1122.1K
$767.00Dec 18$15.900.480.3%2.08%2.35%1653.6K
$768.00Dec 18$15.290.470.4%2.00%2.40%2004.6K
$769.00Dec 18$14.690.470.5%1.92%2.45%311.0K
$770.00Dec 18$14.110.460.7%1.84%2.51%1.5K34.1K
$771.00Dec 18$13.540.450.8%1.77%2.56%392.3K
$772.00Dec 18$12.970.440.9%1.70%2.62%2881.7K
$765.00Dec 11$15.880.510.0%2.08%2.09%73347
$773.00Dec 18$12.470.431.1%1.63%2.69%454.2K

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 2,399,193
Total Puts 2,607,774
Put/Call Ratio 1.09
Net Difference -208,581

Prior's Put/Call Breakdown

Total Calls 1,741,480
Total Puts 1,279,817
Put/Call Ratio 0.73
Net Difference 461,663

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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