Tour v534
SPY
State Street SPDR S&P 500 ETF Trust
$767.68 +1.77%
◀ 11/4 12:15

Option Volume

Detail
ℹ
Current (11/04 12:15pm) 7,452,077
Calls: 3,507,723 (47%)
Puts: 3,944,354 (53%)
Prior (11/03) 4,740,602
Calls: 2,470,968 (52%)
Puts: 2,269,634 (48%)
Current vs Prior +57.20%
Calls: +41.96% (Calls)
Puts: +73.79% (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 -30.64%
Calls: -28.75%
Puts: -32.24%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04 12:15pm) $1.10B
Calls: $693.96M (63%)
Puts: $404.37M (37%)
Prior (11/03) $714.01M
Calls: $394.69M (55%)
Puts: $319.31M (45%)
Current vs Prior +53.83%
Calls: +75.82%
Puts: +26.64%
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 -27.58%
Calls: +25.35%
Puts: -58.01%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04 12:15pm) 1.12
Prior (11/03) 0.92
Current vs Prior +22.42%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -4.15%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/04 12:15pm) 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 0.43% | 0.79%0.43% | 1.09%1.09% | 1.87%2.00% | 4.11%
Prior 1.22% | 1.50%1.22% | 1.76%1.76% | 2.59%2.73% | 4.77%
Current vs Prior -64.72% | -46.95%-64.72% | -38.20%-38.20% | -27.77%-26.79% | -13.79%
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 -49.91% | -32.26%-18.79% | -9.09%-9.29% | -12.33%-32.98% | -11.12%
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 -64.72% | -46.95%-64.72% | -38.20%-38.20% | -27.77%-26.79% | -13.79%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.94% | 0.48%
Calls: 0.56% | 0.62%
Puts: 1.31% | 0.35%
Prior 0.65% | 0.54%
Calls: 0.65% | 0.54%
Puts: 0.65% | 0.53%
Current vs Prior +44.62% | -11.11%
Prior 7-Day Avg 1.04% | 1.57%
Calls: 0.99% | 1.61%
Puts: 1.08% | 1.53%
Current vs 7-Day Avg -9.24% | -69.43%
Liquidity Excellent
+
Add Card

🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($693.96M). Elevated premium activity with dollar volume up 54% vs prior. Above-average activity with volume up 57% 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
12:15BULLISHBEARISHBEARISH
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 2,718 of results (avg 2.2%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Nov 2069.8669.95$69.910.1%2060.966.4K
$762.00Nov 45.915.92$5.920.2%15.2K0.903.7K
$763.00Nov 44.984.99$4.990.2%35.2K0.863.1K
$767.00Nov 64.484.49$4.490.2%6.7K0.534.2K
$759.00Nov 48.788.80$8.790.2%5.6K0.952.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Nov 63.843.85$3.850.3%6.0K0.512.0K
$767.00Nov 63.423.43$3.430.3%6.8K0.471.0K
$774.00Nov 46.376.39$6.380.3%2.9K0.964
$768.00Nov 52.862.87$2.870.3%28.2K0.52--
$770.00Nov 42.782.79$2.790.4%19.8K0.771.5K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 786 found (avg $0.40, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Nov 40.050.06$0.0616.7%113.5K0.042.2K
$773.00Nov 40.090.10$0.1010.0%199.1K0.068.1K
$772.00Nov 40.160.17$0.175.9%166.6K0.105.7K
$771.00Nov 40.270.28$0.283.6%168.9K0.156.2K
$770.00Nov 40.470.48$0.482.1%361.0K0.2313.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$762.00Nov 40.220.23$0.234.3%145.8K0.111.4K
$764.00Nov 40.400.41$0.412.4%223.0K0.191.1K
$761.00Nov 40.170.18$0.185.6%109.5K0.08717
$763.00Nov 40.300.31$0.313.2%211.0K0.14739
$765.00Nov 40.550.56$0.561.8%283.2K0.251.7K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,164 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$655.00Nov 4112.49112.82$112.660.3%--1.0013
$660.00Nov 4107.51107.82$107.670.3%41.0010
$665.00Nov 4102.51102.82$102.670.3%--1.0013
$670.00Nov 497.5197.82$97.670.3%--1.0012
$680.00Nov 487.5287.82$87.670.3%--1.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$785.00Nov 616.1318.60$17.3714.2%11.0021
$787.00Nov 618.1221.22$19.6715.8%61.00--
$789.00Nov 620.1223.32$21.7214.7%51.00--
$790.00Nov 621.1124.32$22.7214.1%11.003
$810.00Nov 640.4144.27$42.349.1%31.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,939 active (total vol 7.3M, top 361.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 40.470.48$0.482.1%361.0K0.2313.4K
$768.00Nov 41.201.22$1.211.7%339.1K0.453.5K
$767.00Nov 41.771.78$1.780.6%292.8K0.565.5K
$769.00Nov 40.770.78$0.781.3%273.9K0.343.9K
$773.00Nov 40.090.10$0.1010.0%199.1K0.068.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 40.550.56$0.561.8%283.2K0.251.7K
$766.00Nov 40.780.79$0.791.3%232.3K0.34441
$764.00Nov 40.400.41$0.412.4%223.0K0.191.1K
$763.00Nov 40.300.31$0.313.2%211.0K0.14739
$767.00Nov 41.091.10$1.100.9%182.3K0.4413.4K

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 65.4%, max 88.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$764.00Nov 4Dec 1825.0%13.3%88.1%63.9K4.9K
$765.00Nov 4Dec 1823.5%13.2%78.6%118.0K21.0K
$766.00Nov 4Dec 1822.3%13.0%71.5%192.0K7.5K
$767.00Nov 4Dec 1821.4%12.9%66.1%293.1K9.2K
$768.00Nov 4Dec 1821.1%12.8%65.1%339.3K8.1K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$764.00Nov 4Dec 1825.0%13.3%88.1%223.8K2.2K
$765.00Nov 4Dec 1823.5%13.2%78.6%284.7K11.9K
$766.00Nov 4Dec 1822.3%13.0%71.5%232.5K2.3K
$767.00Nov 4Dec 1821.4%12.9%66.1%182.6K15.5K
$768.00Nov 4Dec 1821.1%12.8%65.1%121.9K2.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,027 found (best R:R 4.13, avg 4.28)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$722.00$724.00Nov 30$0.39$1.61$0.3989%4.13$722.39
$732.00$733.00Nov 30$0.10$0.90$0.1085%9.00$732.10
$733.00$734.00Nov 20$0.15$0.85$0.1588%5.67$733.15
$726.00$727.00Nov 30$0.28$0.72$0.2888%2.57$726.28
$730.00$731.00Nov 30$0.28$0.72$0.2886%2.57$730.28
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$789.00$786.00Dec 11$1.25$1.75$1.2573%1.40$787.75
$796.00$794.00Dec 11$0.78$1.22$0.7880%1.56$795.22
$770.00$765.00Nov 18$1.95$3.05$1.9554%1.56$768.05
$775.00$770.00Nov 18$2.52$2.48$2.5263%0.98$772.48
$765.00$760.00Nov 18$1.51$3.49$1.5144%2.31$763.49

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 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 18$2.56$2.56$2.4454%1.05$772.56
$775.00$780.00Nov 18$1.94$1.94$3.0663%0.63$776.94
$780.00$785.00Nov 18$1.36$1.36$3.6473%0.37$781.36
$785.00$790.00Nov 18$0.86$0.86$4.1482%0.21$785.86
$790.00$795.00Nov 18$0.49$0.49$4.5189%0.11$790.49
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$760.00$759.00Nov 5$0.12$0.12$0.8883%0.14$759.88
$756.00$755.00Nov 6$0.11$0.11$0.8984%0.12$755.89
$750.00$749.00Nov 10$0.10$0.10$0.9086%0.11$749.90
$761.00$760.00Nov 5$0.14$0.14$0.8680%0.16$760.86
$759.00$758.00Nov 6$0.16$0.16$0.8479%0.19$758.84

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $1.36, cheapest $1.29)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$766.00Nov 4Nov 5$1.3922.3%16.6%
$767.00Nov 4Nov 5$1.4421.4%16.2%
$768.00Nov 4Nov 5$1.4421.1%16.1%
$769.00Nov 4Nov 5$1.3520.6%15.7%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$766.00Nov 4Nov 5$1.2922.3%16.6%
$767.00Nov 4Nov 5$1.3521.4%16.2%
$768.00Nov 4Nov 5$1.3421.1%16.1%
$769.00Nov 4Nov 5$1.2720.6%15.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,074 found (cheapest 0.36% of stock, avg 3.91%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$768.00Nov 4$1.21$1.53$2.74$765.26$770.740.36%
$769.00Nov 4$0.78$2.09$2.87$766.13$771.870.37%
$767.00Nov 4$1.78$1.10$2.88$764.12$769.880.38%
$766.00Nov 4$2.46$0.79$3.25$762.75$769.250.42%
$770.00Nov 4$0.48$2.79$3.27$766.73$773.270.43%
$765.00Nov 4$3.24$0.56$3.80$761.20$768.800.49%
$771.00Nov 4$0.28$3.60$3.88$767.12$774.880.51%
$764.00Nov 4$4.09$0.41$4.50$759.50$768.500.59%
$772.00Nov 4$0.17$4.48$4.65$767.35$776.650.61%
$763.00Nov 4$4.99$0.31$5.30$757.70$768.300.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.06% of stock, avg 1.70%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$772.00$763.00Nov 4$0.17$0.31$0.48$762.52$772.48
$771.00$763.00Nov 4$0.28$0.31$0.59$762.41$771.59
$772.00$764.00Nov 4$0.17$0.41$0.58$763.42$772.58
$771.00$764.00Nov 4$0.28$0.41$0.69$763.31$771.69
$770.00$763.00Nov 4$0.48$0.31$0.79$762.21$770.79
$772.00$765.00Nov 4$0.17$0.56$0.73$764.27$772.73
$771.00$765.00Nov 4$0.28$0.56$0.84$764.16$771.84
$770.00$764.00Nov 4$0.48$0.41$0.89$763.11$770.89
$770.00$765.00Nov 4$0.48$0.56$1.04$763.96$771.04
$772.00$766.00Nov 4$0.17$0.79$0.96$765.04$772.96

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 394 found (best R:R 0.96, avg credit $0.53)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
742/743776/777Nov 16$0.49$0.5153%0.96$742.51$776.49
742/743775/776Nov 16$0.51$0.4951%1.04$742.49$775.51
749/750773/774Nov 10$0.51$0.4951%1.04$749.49$773.51
742/743776/777Nov 17$0.51$0.4951%1.04$742.49$776.51
747/748775/776Nov 12$0.49$0.5153%0.96$747.51$775.49
742/743777/778Nov 16$0.46$0.5456%0.85$742.54$777.46
748/749775/776Nov 13$0.53$0.4749%1.13$748.47$775.53
737/738777/778Nov 20$0.51$0.4950%1.04$737.49$777.51
744/745776/777Nov 17$0.52$0.4849%1.08$744.48$776.52
746/747776/777Nov 16$0.51$0.4950%1.04$746.49$776.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 221 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Nov 18$0.25$4.7513%19.00
$755.00$760.00$765.00Nov 18$0.34$4.6616%13.71
$760.00$765.00$770.00Nov 18$0.42$4.5818%10.90
$725.00$730.00$735.00Dec 4$0.06$4.945%82.33
$725.00$730.00$735.00Nov 27$0.09$4.914%54.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Nov 18$0.26$4.7413%18.23
$745.00$750.00$755.00Nov 18$0.20$4.8010%24.00
$755.00$760.00$765.00Nov 18$0.36$4.6416%12.89
$735.00$740.00$745.00Nov 18$0.11$4.896%44.45
$760.00$765.00$770.00Nov 18$0.44$4.5618%10.36

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,143 found (best net $-3.10, 1,142 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$715.00$740.001:2Nov 17-$6.82$18.18
$780.00$785.001:2Nov 18-$0.49$4.51
$785.00$790.001:2Nov 18-$0.13$4.87
$725.00$740.001:2Nov 11-$14.03$0.97
$790.00$795.001:2Nov 18-$0.01$4.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$810.00$790.001:2Nov 6-$3.10$16.90
$800.00$785.001:2Nov 13-$3.06$11.94
$790.00$780.001:2Nov 16-$5.09$4.91
$800.00$788.001:2Nov 9-$8.98$3.02
$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. 452 found (best yield 2.18%, avg 0.50%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$768.00Dec 18$16.750.500.0%2.18%2.22%2394.6K
$769.00Dec 18$16.120.480.2%2.10%2.27%531.0K
$770.00Dec 18$15.510.470.3%2.02%2.32%1.8K34.1K
$771.00Dec 18$14.900.470.4%1.94%2.37%562.3K
$772.00Dec 18$14.320.460.6%1.87%2.43%5391.7K
$773.00Dec 18$13.740.450.7%1.79%2.48%3184.2K
$774.00Dec 18$13.180.440.8%1.72%2.54%1492.6K
$775.00Dec 18$12.630.430.9%1.65%2.60%84618.3K
$768.00Dec 11$15.480.510.0%2.02%2.06%3340
$776.00Dec 18$12.090.421.1%1.57%2.66%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 3,507,723
Total Puts 3,944,354
Put/Call Ratio 1.12
Net Difference -436,631

Prior's Put/Call Breakdown

Total Calls 2,470,968
Total Puts 2,269,634
Put/Call Ratio 0.92
Net Difference 201,334

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