Tour v533
SPY
State Street SPDR S&P 500 ETF Trust
$766.04 +1.55%
◀ 11/4 11:40 ▶

Option Volume

Detail
ℹ
Current (11/04 11:40am) 6,236,057
Calls: 2,900,240 (47%)
Puts: 3,335,817 (53%)
Prior (11/03) 4,029,340
Calls: 2,156,781 (54%)
Puts: 1,872,559 (46%)
Current vs Prior +54.77%
Calls: +34.47% (Calls)
Puts: +78.14% (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 -41.96%
Calls: -41.09%
Puts: -42.69%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04 11:40am) $935.48M
Calls: $462.57M (49%)
Puts: $472.92M (51%)
Prior (11/03) $635.53M
Calls: $345.11M (54%)
Puts: $290.42M (46%)
Current vs Prior +47.20%
Calls: +34.04%
Puts: +62.84%
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 -38.32%
Calls: -16.44%
Puts: -50.89%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/04 11:40am) 1.15
Prior (11/03) 0.87
Current vs Prior +32.48%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -1.96%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/04 11:40am) 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 0.49% | 0.82%0.49% | 1.11%1.11% | 1.93%2.06% | 4.16%
Prior 1.22% | 1.50%1.22% | 1.76%1.76% | 2.59%2.73% | 4.77%
Current vs Prior -60.16% | -45.00%-60.16% | -36.58%-36.58% | -25.50%-24.58% | -12.78%
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 -43.44% | -29.78%-8.31% | -6.71%-6.91% | -9.57%-30.95% | -10.08%
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 -60.16% | -45.00%-60.16% | -36.58%-36.58% | -25.50%-24.58% | -12.78%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.55% | 0.32%
Calls: 0.63% | 0.34%
Puts: 0.47% | 0.30%
Prior 0.65% | 0.54%
Calls: 0.65% | 0.54%
Puts: 0.65% | 0.53%
Current vs Prior -15.38% | -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 -46.90% | -79.62%
Liquidity Excellent
+
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🤖 AI Insights

Above-average activity with volume up 55% vs prior. Slightly bearish P/C ratio of 1.15. P/C ratio rising 32% - increased hedging/bearish positioning. Put-heavy open interest (7,320,605 puts vs 2,826,040 calls) suggests hedging or bearish positioning.

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 NEUTRAL
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
11:40BEARISHBEARISHBEARISH
11:35BEARISHBEARISHBEARISH
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 2,705 of results (avg 2.1%, best 0.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Dec 1872.4272.43$72.430.0%80.899.9K
$727.00Dec 1847.7547.76$47.760.0%30.8032
$740.00Dec 1836.5936.60$36.600.0%900.737.4K
$741.00Dec 1835.7635.77$35.770.0%110.72159
$764.00Dec 1117.1617.17$17.170.1%240.53136
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$763.00Nov 166.136.14$6.140.2%860.44--
$772.00Nov 46.116.12$6.120.2%5.2K0.95201
$762.00Nov 165.815.82$5.820.2%1190.4232
$771.00Nov 55.785.79$5.790.2%6320.782
$781.00Dec 1821.3921.43$21.410.2%10.651.8K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 752 found (avg $0.41, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Nov 40.080.09$0.0911.1%138.6K0.055.7K
$771.00Nov 40.140.15$0.156.7%136.2K0.086.2K
$773.00Nov 40.050.06$0.0616.7%153.0K0.038.1K
$770.00Nov 40.250.26$0.263.8%283.2K0.1313.4K
$769.00Nov 40.430.44$0.442.3%207.2K0.193.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$756.00Nov 40.120.13$0.137.7%42.7K0.058.6K
$757.00Nov 40.150.16$0.166.3%54.4K0.072.1K
$758.00Nov 40.190.20$0.205.0%50.9K0.084.3K
$759.00Nov 40.240.25$0.254.0%63.9K0.102.5K
$754.00Nov 40.080.09$0.0911.1%54.2K0.046.7K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,144 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$655.00Nov 4110.65111.01$110.830.3%--1.0013
$660.00Nov 4105.66106.01$105.840.3%41.0010
$665.00Nov 4100.65101.01$100.830.4%--1.0013
$670.00Nov 495.6596.01$95.830.4%--1.0012
$680.00Nov 485.7086.01$85.860.4%--1.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$783.00Nov 616.5718.34$17.4510.1%21.00--
$784.00Nov 617.0619.48$18.2713.2%31.004
$785.00Nov 617.9820.78$19.3814.4%--1.0021
$789.00Nov 622.0225.18$23.6013.4%31.00--
$790.00Nov 623.0525.47$24.2610.0%11.003

Most actively traded options today. High liquidity = easy entry/exit. 2,884 active (total vol 6.1M, top 283.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 40.250.26$0.263.8%283.2K0.1313.4K
$768.00Nov 40.700.71$0.711.4%260.8K0.283.5K
$767.00Nov 41.091.10$1.100.9%244.1K0.385.5K
$769.00Nov 40.430.44$0.442.3%207.2K0.193.9K
$766.00Nov 41.591.60$1.600.6%172.3K0.485.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 41.231.24$1.230.8%232.4K0.421.7K
$766.00Nov 41.621.63$1.630.6%184.8K0.52441
$763.00Nov 40.690.71$0.702.9%181.0K0.27739
$764.00Nov 40.920.93$0.931.1%177.1K0.341.1K
$760.00Nov 40.310.32$0.323.1%146.5K0.132.7K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 77.9%, max 103.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Nov 4Dec 1828.0%13.7%103.8%13.9K7.3K
$762.00Nov 4Dec 1827.0%13.6%98.1%13.7K8.9K
$763.00Nov 4Dec 1825.9%13.5%91.8%32.0K7.6K
$764.00Nov 4Dec 1824.6%13.3%84.5%60.7K4.9K
$765.00Nov 4Dec 1823.5%13.2%78.0%108.5K21.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$761.00Nov 4Dec 1828.0%13.7%103.8%98.2K2.5K
$762.00Nov 4Dec 1827.0%13.6%98.2%130.1K3.1K
$763.00Nov 4Dec 1825.9%13.5%91.9%183.1K3.1K
$764.00Nov 4Dec 1824.6%13.3%84.6%177.7K2.2K
$765.00Nov 4Dec 1823.5%13.2%78.0%233.7K11.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,069 found (best R:R 1.17, avg 4.51)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$728.00$730.00Nov 20$0.92$1.08$0.9288%1.17$728.92
$714.00$715.00Nov 30$0.14$0.86$0.1490%6.14$714.14
$736.00$737.00Nov 30$0.13$0.87$0.1381%6.69$736.13
$744.00$745.00Nov 9$0.28$0.72$0.2891%2.57$744.28
$684.00$685.00Nov 30$0.34$0.66$0.3494%1.94$684.34
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$770.00$765.00Nov 18$2.08$2.92$2.0857%1.40$767.92
$765.00$760.00Nov 18$1.64$3.36$1.6448%2.05$763.36
$775.00$770.00Nov 18$2.65$2.35$2.6566%0.89$772.35
$760.00$755.00Nov 18$1.27$3.73$1.2739%2.94$758.73
$735.00$730.00Dec 11$0.61$4.39$0.6122%7.20$734.39

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 813 found (best R:R 0.91, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 18$2.38$2.38$2.6257%0.91$772.38
$775.00$780.00Nov 18$1.82$1.82$3.1866%0.57$776.82
$780.00$785.00Nov 18$1.23$1.23$3.7776%0.33$781.23
$785.00$790.00Nov 18$0.76$0.76$4.2484%0.18$785.76
$772.00$773.00Dec 18$0.63$0.63$0.3756%1.70$772.63
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$749.00$748.00Nov 9$0.11$0.11$0.8986%0.12$748.89
$743.00$742.00Nov 11$0.10$0.10$0.9088%0.11$742.90
$735.00$734.00Nov 17$0.10$0.10$0.9088%0.11$734.90
$759.00$758.00Nov 5$0.16$0.16$0.8479%0.19$758.84
$753.00$752.00Nov 9$0.15$0.15$0.8581%0.18$752.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $1.28, cheapest $1.19)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Nov 4Nov 5$1.3024.6%17.3%
$765.00Nov 4Nov 5$1.3523.5%16.9%
$766.00Nov 4Nov 5$1.3522.9%17.0%
$767.00Nov 4Nov 5$1.3122.1%16.6%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$764.00Nov 4Nov 5$1.1924.6%17.3%
$765.00Nov 4Nov 5$1.2523.5%16.9%
$766.00Nov 4Nov 5$1.2722.9%17.0%
$767.00Nov 4Nov 5$1.2222.1%16.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,066 found (cheapest 0.42% of stock, avg 3.89%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$766.00Nov 4$1.60$1.63$3.23$762.77$769.230.42%
$767.00Nov 4$1.10$2.13$3.23$763.77$770.230.42%
$765.00Nov 4$2.20$1.23$3.43$761.57$768.430.45%
$768.00Nov 4$0.71$2.74$3.45$764.55$771.450.45%
$764.00Nov 4$2.90$0.93$3.83$760.17$767.830.50%
$769.00Nov 4$0.44$3.47$3.91$765.09$772.910.51%
$763.00Nov 4$3.67$0.70$4.37$758.63$767.370.57%
$770.00Nov 4$0.26$4.29$4.55$765.45$774.550.59%
$762.00Nov 4$4.50$0.53$5.03$756.97$767.030.66%
$771.00Nov 4$0.15$5.17$5.32$765.68$776.320.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.09% of stock, avg 1.76%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$770.00$761.00Nov 4$0.26$0.41$0.67$760.33$770.67
$770.00$762.00Nov 4$0.26$0.53$0.79$761.21$770.79
$769.00$761.00Nov 4$0.44$0.41$0.85$760.15$769.85
$769.00$762.00Nov 4$0.44$0.53$0.97$761.03$769.97
$770.00$763.00Nov 4$0.26$0.70$0.96$762.04$770.96
$769.00$763.00Nov 4$0.44$0.70$1.14$761.86$770.14
$768.00$761.00Nov 4$0.71$0.41$1.12$759.88$769.12
$768.00$762.00Nov 4$0.71$0.53$1.24$760.76$769.24
$768.00$763.00Nov 4$0.71$0.70$1.41$761.59$769.41
$770.00$764.00Nov 4$0.26$0.93$1.19$762.81$771.19

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 450 found (best R:R 0.96, avg credit $0.55)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
742/743773/774Nov 11$0.49$0.5156%0.96$742.51$773.49
734/735774/775Nov 17$0.52$0.4853%1.08$734.48$774.52
734/735776/777Nov 17$0.48$0.5257%0.92$734.52$776.48
735/736776/777Nov 20$0.54$0.4651%1.17$735.46$776.54
734/735776/777Nov 20$0.53$0.4751%1.13$734.47$776.53
748/749774/775Nov 9$0.41$0.5963%0.69$748.59$774.41
742/743772/773Nov 11$0.51$0.4953%1.04$742.49$772.51
749/750774/775Nov 16$0.61$0.3943%1.56$749.39$774.61
746/747774/775Nov 12$0.52$0.4852%1.08$746.48$774.52
734/735775/776Nov 17$0.49$0.5155%0.96$734.51$775.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 347 found (best R:R 37.46, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$740.00$745.00$750.00Nov 17$0.13$4.879%37.46
$755.00$760.00$765.00Nov 18$0.35$4.6516%13.29
$725.00$730.00$735.00Dec 4$0.07$4.935%70.43
$760.00$765.00$770.00Nov 18$0.43$4.5718%10.63
$710.00$715.00$720.00Dec 4$0.06$4.943%82.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$730.00$735.00$740.00Nov 18$0.06$4.946%82.33
$750.00$755.00$760.00Nov 18$0.28$4.7213%16.86
$740.00$745.00$750.00Nov 18$0.16$4.849%30.25
$745.00$750.00$755.00Nov 18$0.22$4.7811%21.73
$755.00$760.00$765.00Nov 18$0.37$4.6316%12.51

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,104 found (best net $-6.04, 1,102 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$715.00$740.001:2Nov 17-$6.04$18.96
$725.00$740.001:2Nov 11-$13.49$1.51
$780.00$785.001:2Nov 18-$0.36$4.64
$785.00$790.001:2Nov 18-$0.07$4.93
$775.00$780.001:2Nov 18-$1.00$4.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$810.00$790.001:2Nov 6-$4.46$15.54
$800.00$785.001:2Nov 13-$4.59$10.41
$790.00$780.001:2Nov 16-$5.97$4.03
$685.00$650.001:2Nov 16-$0.08$34.92
$640.00$615.001:2Nov 12-$0.04$24.96

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 441 found (best yield 2.16%, avg 0.50%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$767.00Dec 18$16.540.490.1%2.16%2.28%1993.6K
$768.00Dec 18$15.910.480.3%2.08%2.33%2134.6K
$769.00Dec 18$15.310.470.4%2.00%2.38%401.0K
$770.00Dec 18$14.720.470.5%1.92%2.44%1.6K34.1K
$771.00Dec 18$14.130.460.7%1.84%2.49%512.3K
$772.00Dec 18$13.560.450.8%1.77%2.55%4971.7K
$773.00Dec 18$12.970.430.9%1.69%2.60%1704.2K
$767.00Dec 11$15.310.500.1%2.00%2.12%57102
$774.00Dec 18$12.450.421.0%1.63%2.66%652.6K
$768.00Dec 11$14.690.480.3%1.92%2.17%2640

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 2,900,240
Total Puts 3,335,817
Put/Call Ratio 1.15
Net Difference -435,577

Prior's Put/Call Breakdown

Total Calls 2,156,781
Total Puts 1,872,559
Put/Call Ratio 0.87
Net Difference 284,222

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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