Tour v534
SPY
State Street SPDR S&P 500 ETF Trust
$767.74 +1.78%
◀ 11/4 12:10 ▶

Option Volume

Detail
ℹ
Current (11/04 12:10pm) 7,347,280
Calls: 3,460,883 (47%)
Puts: 3,886,397 (53%)
Prior (11/03) 4,631,087
Calls: 2,418,841 (52%)
Puts: 2,212,246 (48%)
Current vs Prior +58.65%
Calls: +43.08% (Calls)
Puts: +75.68% (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 -31.61%
Calls: -29.70%
Puts: -33.23%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04 12:10pm) $1.11B
Calls: $703.32M (64%)
Puts: $402.49M (36%)
Prior (11/03) $700.21M
Calls: $402.76M (58%)
Puts: $297.46M (42%)
Current vs Prior +57.92%
Calls: +74.63%
Puts: +35.31%
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 -27.09%
Calls: +27.04%
Puts: -58.21%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04 12:10pm) 1.12
Prior (11/03) 0.91
Current vs Prior +22.78%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -4.29%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/04 12:10pm) 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 0.45% | 0.80%0.45% | 1.09%1.09% | 1.88%2.01% | 4.11%
Prior 1.22% | 1.50%1.22% | 1.76%1.76% | 2.59%2.73% | 4.77%
Current vs Prior -63.55% | -46.43%-63.55% | -37.76%-37.76% | -27.53%-26.56% | -13.71%
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 -48.25% | -31.60%-16.10% | -8.44%-8.64% | -12.03%-32.76% | -11.04%
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 -63.55% | -46.43%-63.55% | -37.76%-37.76% | -27.53%-26.56% | -13.71%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.59% | 0.66%
Calls: 0.53% | 0.61%
Puts: 0.65% | 0.70%
Prior 0.65% | 0.54%
Calls: 0.65% | 0.54%
Puts: 0.65% | 0.53%
Current vs Prior -9.23% | +22.22%
Prior 7-Day Avg 1.04% | 1.57%
Calls: 0.99% | 1.61%
Puts: 1.08% | 1.53%
Current vs 7-Day Avg -43.03% | -57.96%
Liquidity Excellent
+
Add Card

🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($703.32M). Elevated premium activity with dollar volume up 58% vs prior. Above-average activity with volume up 59% vs prior. Slightly bearish P/C ratio of 1.12.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
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
12:10BULLISHBEARISHBEARISH
12:05BULLISHBEARISHBEARISH
12:00BULLISHBEARISHBEARISH
11:55BULLISHBEARISHBEARISH
11:45BULLISHBEARISHBEARISH
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 2,716 of results (avg 2.3%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$778.00Dec 47.967.97$7.970.1%540.38338
$700.00Nov 2069.9370.04$69.990.2%2060.966.4K
$772.00Nov 135.025.03$5.030.2%5880.411.4K
$765.00Nov 54.594.60$4.600.2%29.7K0.667.9K
$768.00Nov 63.953.96$3.960.3%9.4K0.514.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$752.00Dec 46.536.54$6.540.2%940.30314
$764.00Dec 1111.1111.13$11.120.2%670.44239
$767.00Nov 115.345.35$5.350.2%1.1K0.47--
$766.00Nov 114.974.98$4.970.2%9000.4417
$724.00Dec 184.794.80$4.800.2%380.17759

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 781 found (avg $0.40, cheapest $0.12)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Nov 40.110.12$0.128.3%197.0K0.088.1K
$772.00Nov 40.180.19$0.195.3%164.5K0.125.7K
$774.00Nov 40.070.08$0.0812.5%112.1K0.052.2K
$775.00Nov 40.050.06$0.0616.7%93.7K0.046.1K
$771.00Nov 40.310.32$0.323.1%164.9K0.186.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$758.00Nov 40.090.10$0.1010.0%67.2K0.044.3K
$760.00Nov 40.150.16$0.166.3%162.8K0.062.7K
$763.00Nov 40.320.33$0.333.0%209.3K0.13739
$764.00Nov 40.430.44$0.442.3%220.3K0.171.1K
$761.00Nov 40.190.20$0.205.0%109.2K0.08717

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,163 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$655.00Nov 4112.50112.86$112.680.3%--1.0013
$660.00Nov 4107.48107.81$107.650.3%41.0010
$665.00Nov 4102.50102.86$102.680.4%--1.0013
$670.00Nov 497.5597.85$97.700.3%--1.0012
$680.00Nov 487.5487.84$87.690.3%--1.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$785.00Nov 616.0718.63$17.3514.8%11.0021
$787.00Nov 618.0821.25$19.6716.1%61.00--
$789.00Nov 620.0523.25$21.6514.8%51.00--
$790.00Nov 621.0524.23$22.6414.0%11.003
$810.00Nov 640.9844.27$42.637.7%31.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,936 active (total vol 7.2M, top 355.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 40.520.53$0.531.9%355.1K0.2713.4K
$768.00Nov 41.291.30$1.300.8%332.1K0.493.5K
$767.00Nov 41.861.87$1.870.5%289.7K0.605.5K
$769.00Nov 40.840.85$0.851.2%268.6K0.383.9K
$773.00Nov 40.110.12$0.128.3%197.0K0.088.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 40.580.59$0.591.7%277.6K0.231.7K
$766.00Nov 40.800.81$0.811.2%227.4K0.31441
$764.00Nov 40.430.44$0.442.3%220.3K0.171.1K
$763.00Nov 40.320.33$0.333.0%209.3K0.13739
$767.00Nov 41.121.13$1.130.9%173.0K0.4013.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 68.0%, max 90.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$764.00Nov 4Dec 1825.3%13.3%90.2%63.7K4.9K
$765.00Nov 4Dec 1823.9%13.2%81.7%117.6K21.0K
$766.00Nov 4Dec 1822.8%13.0%74.9%191.0K7.5K
$767.00Nov 4Dec 1821.9%12.9%69.7%289.9K9.2K
$768.00Nov 4Dec 1821.4%12.8%67.4%332.3K8.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$764.00Nov 4Dec 1825.3%13.3%90.2%221.1K2.2K
$765.00Nov 4Dec 1823.9%13.2%81.7%279.1K11.9K
$766.00Nov 4Dec 1822.8%13.0%74.9%227.7K2.3K
$767.00Nov 4Dec 1821.9%12.9%69.7%173.3K15.5K
$768.00Nov 4Dec 1821.4%12.8%67.4%117.4K2.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,038 found (best R:R 3.17, avg 4.26)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$722.00$724.00Nov 30$0.48$1.52$0.4889%3.17$722.48
$700.00$702.00Dec 18$0.85$1.15$0.8590%1.35$700.85
$743.00$744.00Nov 20$0.19$0.81$0.1982%4.26$743.19
$736.00$737.00Dec 4$0.19$0.81$0.1981%4.26$736.19
$738.00$739.00Nov 20$0.25$0.75$0.2585%3.00$738.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$789.00$786.00Dec 11$1.21$1.79$1.2173%1.48$787.79
$796.00$794.00Dec 11$0.91$1.09$0.9180%1.20$795.09
$770.00$765.00Nov 18$1.95$3.05$1.9553%1.56$768.05
$765.00$760.00Nov 18$1.49$3.51$1.4944%2.36$763.51
$775.00$770.00Nov 18$2.54$2.46$2.5463%0.97$772.46

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 787 found (best R:R 1.05, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 18$2.56$2.56$2.4453%1.05$772.56
$775.00$780.00Nov 18$1.97$1.97$3.0363%0.65$776.97
$780.00$785.00Nov 18$1.37$1.37$3.6372%0.38$781.37
$785.00$790.00Nov 18$0.86$0.86$4.1481%0.21$785.86
$790.00$795.00Nov 18$0.50$0.50$4.5088%0.11$790.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$767.00$766.00Nov 4$0.32$0.32$0.6860%0.47$766.68
$760.00$759.00Nov 5$0.12$0.12$0.8884%0.14$759.88
$762.00$761.00Nov 5$0.17$0.17$0.8378%0.20$761.83
$764.00$763.00Nov 4$0.11$0.11$0.8982%0.12$763.89
$747.00$746.00Nov 12$0.11$0.11$0.8986%0.12$746.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $1.33, cheapest $1.27)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$766.00Nov 4Nov 5$1.3722.8%16.5%
$767.00Nov 4Nov 5$1.4221.9%16.1%
$768.00Nov 4Nov 5$1.4121.4%15.7%
$769.00Nov 4Nov 5$1.3420.8%16.0%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$766.00Nov 4Nov 5$1.2722.8%16.5%
$767.00Nov 4Nov 5$1.3121.9%16.1%
$768.00Nov 4Nov 5$1.3121.4%15.7%
$769.00Nov 4Nov 5$1.2520.8%16.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,074 found (cheapest 0.37% of stock, avg 3.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$768.00Nov 4$1.30$1.55$2.85$765.15$770.850.37%
$769.00Nov 4$0.85$2.09$2.94$766.06$771.940.38%
$767.00Nov 4$1.87$1.13$3.00$764.00$770.000.39%
$770.00Nov 4$0.53$2.77$3.30$766.70$773.300.43%
$766.00Nov 4$2.55$0.81$3.36$762.64$769.360.44%
$765.00Nov 4$3.34$0.59$3.93$761.07$768.930.51%
$771.00Nov 4$0.32$3.57$3.89$767.11$774.890.51%
$764.00Nov 4$4.19$0.44$4.63$759.37$768.630.60%
$772.00Nov 4$0.19$4.44$4.63$767.37$776.630.60%
$763.00Nov 4$5.08$0.33$5.41$757.59$768.410.70%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.07% of stock, avg 1.70%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$772.00$763.00Nov 4$0.19$0.33$0.52$762.48$772.52
$771.00$763.00Nov 4$0.32$0.33$0.65$762.35$771.65
$772.00$764.00Nov 4$0.19$0.44$0.63$763.37$772.63
$771.00$764.00Nov 4$0.32$0.44$0.76$763.24$771.76
$772.00$765.00Nov 4$0.19$0.59$0.78$764.22$772.78
$771.00$765.00Nov 4$0.32$0.59$0.91$764.09$771.91
$770.00$763.00Nov 4$0.53$0.33$0.86$762.14$770.86
$770.00$764.00Nov 4$0.53$0.44$0.97$763.03$770.97
$770.00$765.00Nov 4$0.53$0.59$1.12$763.88$771.12
$772.00$766.00Nov 4$0.19$0.81$1.00$765.00$773.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 359 found (best R:R 1.00, avg credit $0.54)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
743/744776/777Nov 16$0.50$0.5052%1.00$743.50$776.50
747/748776/777Nov 16$0.53$0.4749%1.13$747.47$776.53
745/746775/776Nov 13$0.51$0.4951%1.04$745.49$775.51
746/747776/777Nov 12$0.46$0.5456%0.85$746.54$776.46
743/744777/778Nov 16$0.47$0.5354%0.89$743.53$777.47
747/748774/775Nov 11$0.49$0.5152%0.96$747.51$774.49
749/750774/775Nov 11$0.51$0.4950%1.04$749.49$774.51
746/747777/778Nov 12$0.43$0.5758%0.75$746.57$777.43
746/747775/776Nov 12$0.48$0.5253%0.92$746.52$775.48
747/748775/776Nov 13$0.52$0.4849%1.08$747.48$775.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 318 found (best R:R 11.82, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Nov 18$0.39$4.6118%11.82
$750.00$755.00$760.00Nov 18$0.25$4.7513%19.00
$725.00$730.00$735.00Nov 27$0.06$4.944%82.33
$755.00$760.00$765.00Nov 18$0.38$4.6216%12.16
$660.00$680.00$700.00Nov 27$0.28$19.723%70.43
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Nov 18$0.26$4.7413%18.23
$755.00$760.00$765.00Nov 18$0.34$4.6616%13.71
$745.00$750.00$755.00Nov 18$0.21$4.7910%22.81
$740.00$745.00$750.00Nov 18$0.16$4.848%30.25
$735.00$740.00$745.00Nov 18$0.12$4.886%40.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,144 found (best net $-2.65, 1,143 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$715.00$740.001:2Nov 17-$6.40$18.60
$780.00$785.001:2Nov 18-$0.49$4.51
$785.00$790.001:2Nov 18-$0.14$4.86
$790.00$795.001:2Nov 18$0.00$5.00
$775.00$780.001:2Nov 18-$1.26$3.74
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$810.00$790.001:2Nov 6-$2.65$17.35
$800.00$785.001:2Nov 13-$3.15$11.85
$800.00$788.001:2Nov 9-$8.38$3.62
$790.00$780.001:2Nov 16-$5.41$4.59
$680.00$650.001:2Nov 16-$0.08$29.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 456 found (best yield 2.19%, avg 0.50%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$768.00Dec 18$16.780.500.0%2.19%2.22%2364.6K
$769.00Dec 18$16.160.490.2%2.10%2.27%531.0K
$770.00Dec 18$15.540.480.3%2.02%2.32%1.7K34.1K
$771.00Dec 18$14.940.470.4%1.95%2.37%552.3K
$772.00Dec 18$14.360.470.6%1.87%2.43%5261.7K
$773.00Dec 18$13.780.460.7%1.79%2.48%1994.2K
$774.00Dec 18$13.210.450.8%1.72%2.54%1422.6K
$775.00Dec 18$12.670.430.9%1.65%2.60%56918.3K
$768.00Dec 11$15.500.510.0%2.02%2.05%3340
$776.00Dec 18$12.120.421.1%1.58%2.65%1981.9K

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 3,460,883
Total Puts 3,886,397
Put/Call Ratio 1.12
Net Difference -425,514

Prior's Put/Call Breakdown

Total Calls 2,418,841
Total Puts 2,212,246
Put/Call Ratio 0.91
Net Difference 206,595

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
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All