Tour v533
SPY
State Street SPDR S&P 500 ETF Trust
$764.30 +1.32%
◀ 11/4 11:31 ▶

Option Volume

Detail
ℹ
Current (11/04 11:30am) 5,927,884
Calls: 2,750,309 (46%)
Puts: 3,177,575 (54%)
Prior (11/03) 3,684,982
Calls: 2,045,597 (56%)
Puts: 1,639,385 (44%)
Current vs Prior +60.87%
Calls: +34.45% (Calls)
Puts: +93.83% (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 -44.82%
Calls: -44.13%
Puts: -45.41%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04 11:30am) $955.39M
Calls: $347.51M (36%)
Puts: $607.89M (64%)
Prior (11/03) $599.77M
Calls: $373.65M (62%)
Puts: $226.12M (38%)
Current vs Prior +59.29%
Calls: -7.00%
Puts: +168.83%
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 -37.01%
Calls: -37.23%
Puts: -36.88%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/04 11:30am) 1.16
Prior (11/03) 0.80
Current vs Prior +44.16%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -1.51%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/04 11:30am) 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% | 0.88%0.53% | 1.18%1.18% | 2.00%2.14% | 4.23%
Prior 1.22% | 1.50%1.22% | 1.76%1.76% | 2.59%2.73% | 4.77%
Current vs Prior -56.75% | -41.29%-56.75% | -32.86%-32.86% | -22.76%-21.78% | -11.21%
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 -38.60% | -25.04%-0.45% | -1.24%-1.45% | -6.24%-28.39% | -8.46%
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 -56.75% | -41.29%-56.75% | -32.86%-32.86% | -22.76%-21.78% | -11.21%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.49% | 0.30%
Calls: 0.51% | 0.30%
Puts: 0.48% | 0.30%
Prior 0.65% | 0.54%
Calls: 0.65% | 0.54%
Puts: 0.65% | 0.53%
Current vs Prior -24.62% | -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 -52.69% | -80.89%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 64% put dollar volume ($607.89M). Elevated premium activity with dollar volume up 59% vs prior. Above-average activity with volume up 61% vs prior. Slightly bearish P/C ratio of 1.16.

Smart Money BEARISH
Retail Flow BEARISH
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
11:30BEARISHBEARISHBEARISH
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 2,702 of results (avg 2.1%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Nov 2066.7066.80$66.750.1%1590.956.4K
$761.00Nov 55.325.33$5.330.2%7220.66291
$762.00Nov 54.624.63$4.630.2%2.1K0.61960
$771.00Nov 134.314.32$4.310.2%5060.362.0K
$763.00Nov 53.963.97$3.970.3%5.5K0.571.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$724.00Dec 185.565.57$5.570.2%380.20759
$746.00Nov 275.225.23$5.230.2%270.27434
$745.00Nov 275.045.05$5.050.2%2430.261.4K
$737.00Dec 44.995.00$5.000.2%160.22225
$718.00Dec 184.904.91$4.910.2%260.171.3K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 728 found (avg $0.42, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Nov 40.050.06$0.0616.7%125.7K0.035.7K
$771.00Nov 40.080.09$0.0911.1%128.0K0.056.2K
$770.00Nov 40.140.15$0.156.7%273.8K0.0813.4K
$769.00Nov 40.240.25$0.254.0%200.6K0.123.9K
$768.00Nov 40.400.41$0.412.4%246.0K0.183.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$755.00Nov 40.160.17$0.175.9%53.2K0.079.7K
$756.00Nov 40.200.21$0.214.8%39.9K0.088.6K
$754.00Nov 40.130.14$0.147.1%50.3K0.056.7K
$758.00Nov 40.330.34$0.342.9%47.7K0.124.3K
$757.00Nov 40.260.27$0.273.7%52.5K0.102.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,133 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$615.00Dec 18151.77155.35$153.562.3%31.001.5K
$620.00Dec 18147.12149.91$148.511.9%--1.002.7K
$625.00Dec 18141.94145.20$143.572.3%--1.001.5K
$655.00Nov 4109.14109.51$109.330.3%--1.0013
$660.00Nov 4104.19104.58$104.390.4%41.0010
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Nov 48.658.77$8.711.4%3.5K1.00255
$774.00Nov 49.629.76$9.691.4%2.2K1.004
$775.00Nov 410.6210.75$10.681.2%8021.0010
$776.00Nov 411.6211.75$11.681.1%1.0K1.00--
$777.00Nov 412.6112.75$12.681.1%1.0K1.009

Most actively traded options today. High liquidity = easy entry/exit. 2,862 active (total vol 5.8M, top 273.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 40.140.15$0.156.7%273.8K0.0813.4K
$768.00Nov 40.400.41$0.412.4%246.0K0.183.5K
$767.00Nov 40.640.65$0.651.5%227.8K0.265.5K
$769.00Nov 40.240.25$0.254.0%200.6K0.123.9K
$766.00Nov 40.980.99$0.991.0%151.6K0.345.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 42.072.08$2.080.5%215.7K0.561.7K
$766.00Nov 42.632.64$2.640.4%179.5K0.66441
$763.00Nov 41.251.26$1.250.8%166.4K0.39739
$764.00Nov 41.611.62$1.620.6%163.3K0.471.1K
$760.00Nov 40.560.57$0.561.8%137.8K0.202.7K

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 88.0%, max 112.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$759.00Nov 4Dec 1829.8%14.0%112.5%4.6K2.9K
$760.00Nov 4Dec 1828.9%13.9%108.4%12.9K28.0K
$761.00Nov 4Dec 1827.7%13.7%101.3%13.4K7.3K
$762.00Nov 4Dec 1826.6%13.6%95.7%13.0K8.9K
$763.00Nov 4Dec 1825.7%13.5%90.8%30.0K7.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$759.00Nov 4Dec 1829.8%14.0%112.5%58.3K3.5K
$760.00Nov 4Dec 1828.9%13.9%108.4%139.5K28.4K
$761.00Nov 4Dec 1827.7%13.7%101.3%90.5K2.5K
$762.00Nov 4Dec 1826.6%13.6%95.7%122.5K3.1K
$763.00Nov 4Dec 1825.7%13.5%90.8%168.5K3.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,096 found (best R:R 9.00, avg 4.35)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$733.00$734.00Nov 20$0.10$0.90$0.1085%9.00$733.10
$708.00$709.00Nov 30$0.31$0.69$0.3191%2.23$708.31
$728.00$729.00Dec 18$0.19$0.81$0.1979%4.26$728.19
$731.00$732.00Dec 18$0.18$0.82$0.1877%4.56$731.18
$729.00$730.00Nov 30$0.25$0.75$0.2584%3.00$729.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$796.00$794.00Dec 11$0.97$1.03$0.9783%1.06$795.03
$787.00$786.00Nov 20$0.23$0.77$0.2386%3.35$786.77
$782.00$781.00Nov 13$0.26$0.74$0.2687%2.85$781.74
$797.00$796.00Dec 18$0.22$0.78$0.2282%3.55$796.78
$789.00$788.00Nov 30$0.26$0.74$0.2683%2.85$788.74

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 827 found (best R:R 1.25, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$770.00Nov 18$2.78$2.78$2.2251%1.25$767.78
$770.00$775.00Nov 18$2.25$2.25$2.7559%0.82$772.25
$775.00$780.00Nov 18$1.65$1.65$3.3569%0.49$776.65
$780.00$785.00Nov 18$1.11$1.11$3.8978%0.29$781.11
$785.00$790.00Nov 18$0.67$0.67$4.3386%0.15$785.67
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$755.00$754.00Nov 5$0.11$0.11$0.8985%0.12$754.89
$756.00$755.00Nov 5$0.13$0.13$0.8782%0.15$755.87
$761.00$760.00Nov 4$0.18$0.18$0.8275%0.22$760.82
$757.00$756.00Nov 5$0.15$0.15$0.8580%0.18$756.85
$754.00$753.00Nov 6$0.15$0.15$0.8580%0.18$753.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $1.30, cheapest $1.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$762.00Nov 4Nov 5$1.3226.6%18.4%
$763.00Nov 4Nov 5$1.3825.7%18.0%
$764.00Nov 4Nov 5$1.4025.0%17.7%
$765.00Nov 4Nov 5$1.3824.4%17.8%
$766.00Nov 4Nov 5$1.3023.6%17.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$762.00Nov 4Nov 5$1.2026.6%18.4%
$763.00Nov 4Nov 5$1.2825.7%18.0%
$764.00Nov 4Nov 5$1.3025.0%17.7%
$765.00Nov 4Nov 5$1.2724.4%17.8%
$766.00Nov 4Nov 5$1.2123.6%17.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,057 found (cheapest 0.46% of stock, avg 3.86%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$765.00Nov 4$1.42$2.08$3.50$761.50$768.500.46%
$764.00Nov 4$1.96$1.62$3.58$760.42$767.580.47%
$766.00Nov 4$0.99$2.64$3.63$762.37$769.630.47%
$763.00Nov 4$2.59$1.25$3.84$759.16$766.840.50%
$767.00Nov 4$0.65$3.31$3.96$763.04$770.960.52%
$762.00Nov 4$3.31$0.97$4.28$757.72$766.280.56%
$768.00Nov 4$0.41$4.06$4.47$763.53$772.470.58%
$761.00Nov 4$4.08$0.74$4.82$756.18$765.820.63%
$769.00Nov 4$0.25$4.90$5.15$763.85$774.150.67%
$760.00Nov 4$4.91$0.56$5.47$754.53$765.470.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.11% of stock, avg 1.83%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$769.00$760.00Nov 4$0.25$0.56$0.81$759.19$769.81
$768.00$760.00Nov 4$0.41$0.56$0.97$759.03$768.97
$769.00$761.00Nov 4$0.25$0.74$0.99$760.01$769.99
$768.00$761.00Nov 4$0.41$0.74$1.15$759.85$769.15
$767.00$760.00Nov 4$0.65$0.56$1.21$758.79$768.21
$767.00$761.00Nov 4$0.65$0.74$1.39$759.61$768.39
$769.00$762.00Nov 4$0.25$0.97$1.22$760.78$770.22
$768.00$762.00Nov 4$0.41$0.97$1.38$760.62$769.38
$767.00$762.00Nov 4$0.65$0.97$1.62$760.38$768.62
$766.00$760.00Nov 4$0.99$0.56$1.55$758.45$767.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 428 found (best R:R 1.00, avg credit $0.57)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
736/737774/775Nov 17$0.50$0.5053%1.00$736.50$774.50
738/739772/773Nov 16$0.53$0.4750%1.13$738.47$772.53
739/740773/774Nov 13$0.49$0.5154%0.96$739.51$773.49
741/742772/773Nov 16$0.55$0.4548%1.22$741.45$772.55
739/740772/773Nov 13$0.51$0.4952%1.04$739.49$772.51
740/741772/773Nov 16$0.54$0.4648%1.17$740.46$772.54
741/742773/774Nov 13$0.50$0.5052%1.00$741.50$773.50
733/734774/775Nov 20$0.53$0.4749%1.13$733.47$774.53
740/741774/775Nov 17$0.52$0.4850%1.08$740.48$774.52
741/742772/773Nov 13$0.52$0.4850%1.08$741.48$772.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 260 found (best R:R 16.86, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Nov 18$0.29$4.7114%16.24
$755.00$760.00$765.00Nov 18$0.37$4.6317%12.51
$725.00$730.00$735.00Dec 4$0.07$4.935%70.43
$740.00$745.00$750.00Nov 17$0.20$4.8010%24.00
$715.00$720.00$725.00Nov 27$0.05$4.954%99.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Nov 18$0.28$4.7214%16.86
$745.00$750.00$755.00Nov 18$0.24$4.7612%19.83
$740.00$745.00$750.00Nov 18$0.18$4.829%26.78
$755.00$760.00$765.00Nov 18$0.40$4.6017%11.50
$735.00$740.00$745.00Nov 18$0.15$4.858%32.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,083 found (best net $-4.32, 1,081 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$715.00$740.001:2Nov 17-$4.32$20.68
$725.00$740.001:2Nov 11-$11.99$3.01
$780.00$785.001:2Nov 18-$0.27$4.73
$785.00$790.001:2Nov 18-$0.04$4.96
$775.00$780.001:2Nov 18-$0.84$4.16
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$810.00$790.001:2Nov 6-$5.20$14.80
$800.00$785.001:2Nov 13-$6.23$8.77
$790.00$780.001:2Nov 16-$7.09$2.91
$640.00$615.001:2Nov 12-$0.03$24.97
$733.00$732.001:2Nov 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. 458 found (best yield 2.22%, avg 0.51%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$765.00Dec 18$16.960.490.1%2.22%2.31%61214.9K
$766.00Dec 18$16.330.480.2%2.14%2.36%4142.1K
$767.00Dec 18$15.710.470.3%2.06%2.41%1883.6K
$768.00Dec 18$15.110.470.5%1.98%2.46%2114.6K
$769.00Dec 18$14.520.460.6%1.90%2.51%391.0K
$770.00Dec 18$13.940.450.8%1.82%2.57%1.6K34.1K
$771.00Dec 18$13.370.440.9%1.75%2.63%492.3K
$772.00Dec 18$12.820.431.0%1.68%2.68%4971.7K
$765.00Dec 11$15.720.500.1%2.06%2.15%78347
$766.00Dec 11$15.080.490.2%1.97%2.20%72175

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 2,750,309
Total Puts 3,177,575
Put/Call Ratio 1.16
Net Difference -427,266

Prior's Put/Call Breakdown

Total Calls 2,045,597
Total Puts 1,639,385
Put/Call Ratio 0.80
Net Difference 406,212

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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