Tour v534
SPY
State Street SPDR S&P 500 ETF Trust
$768.10 +1.82%
◀ 11/4 12:40 ▶

Option Volume

Detail
ℹ
Current (11/04 12:40pm) 8,023,592
Calls: 3,772,078 (47%)
Puts: 4,251,514 (53%)
Prior (11/03) 5,151,602
Calls: 2,657,941 (52%)
Puts: 2,493,661 (48%)
Current vs Prior +55.75%
Calls: +41.92% (Calls)
Puts: +70.49% (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 -25.32%
Calls: -23.38%
Puts: -26.96%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04 12:40pm) $1.14B
Calls: $752.78M (66%)
Puts: $389.53M (34%)
Prior (11/03) $737.26M
Calls: $374.92M (51%)
Puts: $362.33M (49%)
Current vs Prior +54.94%
Calls: +100.78%
Puts: +7.51%
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 -24.68%
Calls: +35.98%
Puts: -59.55%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04 12:40pm) 1.13
Prior (11/03) 0.94
Current vs Prior +20.14%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -3.93%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/04 12:40pm) 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 0.39% | 0.76%0.39% | 1.04%1.04% | 1.81%1.95% | 4.05%
Prior 1.22% | 1.50%1.22% | 1.76%1.76% | 2.59%2.73% | 4.77%
Current vs Prior -68.36% | -49.50%-68.36% | -40.82%-40.82% | -30.02%-28.88% | -15.06%
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 -55.08% | -35.52%-27.18% | -12.95%-13.14% | -15.06%-34.88% | -12.44%
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 -68.36% | -49.50%-68.36% | -40.82%-40.82% | -30.02%-28.88% | -15.06%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.98% | 0.51%
Calls: 0.79% | 0.36%
Puts: 1.18% | 0.66%
Prior 0.65% | 0.54%
Calls: 0.65% | 0.54%
Puts: 0.65% | 0.53%
Current vs Prior +50.77% | -5.56%
Prior 7-Day Avg 1.04% | 1.57%
Calls: 0.99% | 1.61%
Puts: 1.08% | 1.53%
Current vs 7-Day Avg -5.38% | -67.52%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($752.78M). Elevated premium activity with dollar volume up 55% vs prior. Above-average activity with volume up 56% vs prior. Slightly bearish P/C ratio of 1.13.

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
12:40BULLISHBEARISHBEARISH
12:30BULLISHBEARISHBEARISH
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 2,726 of results (avg 2.1%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$759.00Nov 49.169.17$9.160.1%6.0K0.952.4K
$760.00Nov 48.188.19$8.180.1%14.3K0.9410.1K
$700.00Nov 2070.2470.34$70.290.1%2060.966.4K
$762.00Nov 46.246.25$6.250.2%15.8K0.923.7K
$763.00Nov 45.295.30$5.300.2%36.3K0.893.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$759.00Dec 1810.8310.86$10.850.3%2420.401.0K
$830.00Nov 461.8662.04$61.950.3%31.00--
$775.00Dec 1816.7616.81$16.790.3%1640.565.6K
$773.00Dec 1815.8515.90$15.880.3%310.541.7K
$771.00Dec 412.0012.04$12.020.3%1230.53119

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 795 found (avg $0.40, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Nov 40.080.09$0.0911.1%225.6K0.068.1K
$772.00Nov 40.130.14$0.147.1%176.6K0.105.7K
$774.00Nov 40.050.06$0.0616.7%138.2K0.042.2K
$771.00Nov 40.250.26$0.263.8%179.3K0.166.2K
$770.00Nov 40.450.46$0.462.2%390.4K0.2613.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$763.00Nov 40.200.21$0.214.8%223.1K0.10739
$764.00Nov 40.280.29$0.293.4%239.9K0.141.1K
$762.00Nov 40.150.16$0.166.3%152.5K0.081.4K
$765.00Nov 40.390.40$0.402.5%300.5K0.201.7K
$766.00Nov 40.550.56$0.561.8%249.7K0.27441

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,166 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$655.00Nov 4112.88113.16$113.020.2%--1.0013
$660.00Nov 4107.88108.16$108.020.3%41.0010
$665.00Nov 4102.88103.16$103.020.3%--1.0013
$670.00Nov 497.9298.16$98.040.2%--1.0012
$680.00Nov 487.9388.13$88.030.2%--1.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$784.00Nov 614.7417.19$15.9715.3%31.004
$785.00Nov 615.7418.19$16.9714.4%61.0021
$787.00Nov 617.7220.32$19.0213.7%61.00--
$789.00Nov 619.7222.32$21.0212.4%51.00--
$790.00Nov 620.7223.32$22.0211.8%11.003

Most actively traded options today. High liquidity = easy entry/exit. 2,951 active (total vol 7.9M, top 390.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 40.450.46$0.462.2%390.4K0.2613.4K
$768.00Nov 41.261.27$1.270.8%380.3K0.513.5K
$769.00Nov 40.780.79$0.791.3%310.5K0.383.9K
$767.00Nov 41.891.90$1.900.5%300.6K0.635.5K
$773.00Nov 40.080.09$0.0911.1%225.6K0.068.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 40.390.40$0.402.5%300.5K0.201.7K
$766.00Nov 40.550.56$0.561.8%249.7K0.27441
$764.00Nov 40.280.29$0.293.4%239.9K0.141.1K
$763.00Nov 40.200.21$0.214.8%223.1K0.10739
$767.00Nov 40.810.82$0.821.2%221.1K0.3713.4K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 60.8%, max 78.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$765.00Nov 4Dec 1823.4%13.1%78.8%119.6K21.0K
$766.00Nov 4Dec 1821.9%12.9%68.8%194.3K7.5K
$767.00Nov 4Dec 1820.6%12.8%61.0%300.9K9.2K
$768.00Nov 4Dec 1819.9%12.7%56.4%380.6K8.1K
$771.00Nov 4Dec 1819.1%12.3%55.3%179.4K8.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$765.00Nov 4Dec 1823.4%13.1%78.9%302.0K11.9K
$766.00Nov 4Dec 1821.9%12.9%68.9%250.0K2.3K
$767.00Nov 4Dec 1820.6%12.8%61.1%221.4K15.5K
$768.00Nov 4Dec 1819.9%12.7%56.5%160.4K2.9K
$771.00Nov 4Dec 1819.1%12.3%55.3%10.2K2.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,002 found (best R:R 2.23, avg 4.31)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$726.00$727.00Nov 30$0.31$0.69$0.3188%2.23$726.31
$736.00$737.00Dec 4$0.26$0.74$0.2682%2.85$736.26
$733.00$734.00Nov 20$0.33$0.67$0.3388%2.03$733.33
$732.00$733.00Nov 30$0.31$0.69$0.3185%2.23$732.31
$731.00$732.00Nov 20$0.36$0.64$0.3689%1.78$731.36
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$793.00$792.00Nov 30$0.36$0.64$0.3684%1.78$792.64
$770.00$765.00Nov 18$1.90$3.10$1.9053%1.63$768.10
$765.00$760.00Nov 18$1.46$3.54$1.4643%2.42$763.54
$775.00$770.00Nov 18$2.49$2.51$2.4963%1.01$772.51
$760.00$755.00Nov 18$1.12$3.88$1.1235%3.46$758.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 772 found (best R:R 1.07, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 18$2.58$2.58$2.4253%1.07$772.58
$775.00$780.00Nov 18$1.97$1.97$3.0363%0.65$776.97
$780.00$785.00Nov 18$1.38$1.38$3.6272%0.38$781.38
$785.00$790.00Nov 18$0.86$0.86$4.1482%0.21$785.86
$770.00$771.00Dec 18$0.61$0.61$0.3952%1.56$770.61
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$761.00$760.00Nov 5$0.13$0.13$0.8782%0.15$760.87
$758.00$757.00Nov 6$0.13$0.13$0.8783%0.15$757.87
$767.00$766.00Nov 4$0.26$0.26$0.7463%0.35$766.74
$763.00$762.00Nov 5$0.18$0.18$0.8276%0.22$762.82
$752.00$751.00Nov 10$0.11$0.11$0.8984%0.12$751.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.41, cheapest $1.35)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$767.00Nov 4Nov 5$1.4620.6%15.7%
$768.00Nov 4Nov 5$1.4919.9%15.3%
$769.00Nov 4Nov 5$1.4319.2%15.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$767.00Nov 4Nov 5$1.3520.6%15.7%
$768.00Nov 4Nov 5$1.3919.9%15.3%
$769.00Nov 4Nov 5$1.3419.2%15.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,075 found (cheapest 0.32% of stock, avg 3.90%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$768.00Nov 4$1.27$1.19$2.46$765.54$770.460.32%
$769.00Nov 4$0.79$1.70$2.49$766.51$771.490.32%
$767.00Nov 4$1.90$0.82$2.72$764.28$769.720.35%
$770.00Nov 4$0.46$2.37$2.83$767.17$772.830.37%
$766.00Nov 4$2.64$0.56$3.20$762.80$769.200.42%
$771.00Nov 4$0.26$3.17$3.43$767.57$774.430.45%
$765.00Nov 4$3.48$0.40$3.88$761.12$768.880.51%
$772.00Nov 4$0.14$4.05$4.19$767.81$776.190.55%
$764.00Nov 4$4.37$0.29$4.66$759.34$768.660.61%
$773.00Nov 4$0.09$4.99$5.08$767.92$778.080.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.05% of stock, avg 1.66%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$773.00$764.00Nov 4$0.09$0.29$0.38$763.62$773.38
$772.00$764.00Nov 4$0.14$0.29$0.43$763.57$772.43
$773.00$765.00Nov 4$0.09$0.40$0.49$764.51$773.49
$771.00$764.00Nov 4$0.26$0.29$0.55$763.45$771.55
$772.00$765.00Nov 4$0.14$0.40$0.54$764.46$772.54
$771.00$765.00Nov 4$0.26$0.40$0.66$764.34$771.66
$773.00$766.00Nov 4$0.09$0.56$0.65$765.35$773.65
$772.00$766.00Nov 4$0.14$0.56$0.70$765.30$772.70
$770.00$764.00Nov 4$0.46$0.29$0.75$763.25$770.75
$770.00$765.00Nov 4$0.46$0.40$0.86$764.14$770.86

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 445 found (best R:R 0.92, avg credit $0.52)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
745/746776/777Nov 13$0.48$0.5254%0.92$745.52$776.48
747/748776/777Nov 12$0.46$0.5455%0.85$747.54$776.46
745/746775/776Nov 13$0.50$0.5051%1.00$745.50$775.50
745/746777/778Nov 13$0.45$0.5556%0.82$745.55$777.45
747/748776/777Nov 13$0.49$0.5152%0.96$747.51$776.49
749/750776/777Nov 13$0.51$0.4950%1.04$749.49$776.51
745/746776/777Nov 16$0.50$0.5051%1.00$745.50$776.50
747/748775/776Nov 13$0.51$0.4950%1.04$747.49$775.51
749/750775/776Nov 13$0.53$0.4748%1.13$749.47$775.53
745/746778/779Nov 17$0.48$0.5253%0.92$745.52$778.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 242 found (best R:R 13.71, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Nov 18$0.34$4.6616%13.71
$760.00$765.00$770.00Nov 18$0.43$4.5718%10.63
$725.00$730.00$735.00Nov 27$0.07$4.934%70.43
$725.00$730.00$735.00Dec 11$0.10$4.905%49.00
$766.00$767.00$768.00Nov 4$0.11$0.8922%8.09
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Nov 18$0.34$4.6616%13.71
$745.00$750.00$755.00Nov 18$0.20$4.8010%24.00
$750.00$755.00$760.00Nov 18$0.27$4.7313%17.52
$740.00$745.00$750.00Nov 18$0.15$4.858%32.33
$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. 1,154 found (best net $-2.01, 1,153 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$715.00$740.001:2Nov 17-$7.04$17.96
$780.00$785.001:2Nov 18-$0.47$4.53
$785.00$790.001:2Nov 18-$0.13$4.87
$790.00$795.001:2Nov 18-$0.01$4.99
$775.00$780.001:2Nov 18-$1.26$3.74
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$810.00$790.001:2Nov 6-$2.01$17.99
$800.00$785.001:2Nov 13-$2.54$12.46
$800.00$788.001:2Nov 9-$8.06$3.94
$790.00$780.001:2Nov 16-$4.69$5.31
$680.00$650.001:2Nov 16-$0.07$29.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 438 found (best yield 2.11%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$769.00Dec 18$16.220.490.1%2.11%2.23%741.0K
$770.00Dec 18$15.620.480.2%2.03%2.28%1.8K34.1K
$771.00Dec 18$15.000.470.4%1.95%2.33%632.3K
$772.00Dec 18$14.410.470.5%1.88%2.38%5401.7K
$773.00Dec 18$13.830.460.6%1.80%2.44%3194.2K
$774.00Dec 18$13.260.450.8%1.73%2.49%1512.6K
$775.00Dec 18$12.710.440.9%1.65%2.55%86418.3K
$776.00Dec 18$12.170.431.0%1.58%2.61%1981.9K
$769.00Dec 11$14.970.500.1%1.95%2.07%23215
$770.00Dec 11$14.350.480.2%1.87%2.12%240274

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 3,772,078
Total Puts 4,251,514
Put/Call Ratio 1.13
Net Difference -479,436

Prior's Put/Call Breakdown

Total Calls 2,657,941
Total Puts 2,493,661
Put/Call Ratio 0.94
Net Difference 164,280

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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