Tour v534
SPY
State Street SPDR S&P 500 ETF Trust
$768.65 +1.90%
◀ 11/4 12:50 ▶

Option Volume

Detail
ℹ
Current (11/04 12:50pm) 8,248,924
Calls: 3,859,253 (47%)
Puts: 4,389,671 (53%)
Prior (11/03) 5,360,083
Calls: 2,759,529 (51%)
Puts: 2,600,554 (49%)
Current vs Prior +53.90%
Calls: +39.85% (Calls)
Puts: +68.80% (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 -23.22%
Calls: -21.61%
Puts: -24.59%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04 12:50pm) $1.19B
Calls: $834.74M (70%)
Puts: $354.79M (30%)
Prior (11/03) $770.68M
Calls: $464.24M (60%)
Puts: $306.44M (40%)
Current vs Prior +54.35%
Calls: +79.81%
Puts: +15.78%
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 -21.57%
Calls: +50.78%
Puts: -63.16%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04 12:50pm) 1.14
Prior (11/03) 0.94
Current vs Prior +20.70%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -3.05%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/04 12:50pm) 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 0.37% | 0.74%0.37% | 1.02%1.02% | 1.79%1.92% | 4.03%
Prior 1.22% | 1.50%1.22% | 1.76%1.76% | 2.59%2.73% | 4.77%
Current vs Prior -69.77% | -50.41%-69.77% | -41.90%-41.90% | -30.87%-29.74% | -15.45%
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 -57.08% | -36.68%-30.41% | -14.54%-14.72% | -16.09%-35.67% | -12.84%
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 -69.77% | -50.41%-69.77% | -41.90%-41.90% | -30.87%-29.74% | -15.45%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.09% | 0.54%
Calls: 0.66% | 0.33%
Puts: 1.52% | 0.74%
Prior 0.65% | 0.54%
Calls: 0.65% | 0.54%
Puts: 0.65% | 0.53%
Current vs Prior +67.69% | +0.00%
Prior 7-Day Avg 1.04% | 1.57%
Calls: 0.99% | 1.61%
Puts: 1.08% | 1.53%
Current vs 7-Day Avg +5.24% | -65.61%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($834.74M). Elevated premium activity with dollar volume up 54% vs prior. Above-average activity with volume up 54% vs prior. Slightly bearish P/C ratio of 1.14.

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
12:50BULLISHBEARISHBEARISH
12:45BULLISHBEARISHBEARISH
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 2,715 of results (avg 2.1%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$695.00Nov 473.6173.68$73.650.1%41.0017
$700.00Nov 468.6168.68$68.650.1%101.0034
$685.00Nov 483.5983.68$83.640.1%21.0014
$705.00Nov 463.6163.68$63.650.1%--1.0016
$690.00Nov 478.5978.68$78.640.1%21.004
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$802.00Nov 433.3333.42$33.380.3%31.00--
$789.00Nov 420.3320.39$20.360.3%111.00--
$775.00Dec 1816.3616.41$16.380.3%1650.565.6K
$788.00Nov 419.3319.39$19.360.3%51.00--
$775.00Nov 46.386.40$6.390.3%1.1K0.9710

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 806 found (avg $0.39, cheapest $0.10)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Nov 40.090.10$0.1010.0%236.7K0.078.1K
$774.00Nov 40.050.06$0.0616.7%145.4K0.042.2K
$772.00Nov 40.170.18$0.185.6%180.6K0.125.7K
$771.00Nov 40.310.32$0.323.1%182.8K0.206.2K
$770.00Nov 40.570.58$0.571.8%399.4K0.3213.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$764.00Nov 40.180.19$0.195.3%244.8K0.101.1K
$765.00Nov 40.260.27$0.273.7%308.9K0.151.7K
$763.00Nov 40.130.14$0.147.1%227.9K0.08739
$766.00Nov 40.370.38$0.382.6%258.7K0.20441
$762.00Nov 40.100.11$0.119.1%156.4K0.061.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,169 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$655.00Nov 4113.54113.86$113.700.3%--1.0013
$660.00Nov 4108.55108.86$108.710.3%41.0010
$665.00Nov 4103.54103.86$103.700.3%--1.0013
$670.00Nov 498.5398.85$98.690.3%--1.0012
$680.00Nov 488.3488.68$88.510.4%--1.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$785.00Nov 615.0217.53$16.2715.4%61.0021
$787.00Nov 616.9919.53$18.2613.9%61.00--
$789.00Nov 618.9821.65$20.3113.1%51.00--
$790.00Nov 620.1422.68$21.4111.9%11.003
$810.00Nov 640.0042.69$41.356.5%31.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,955 active (total vol 8.1M, top 399.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 40.570.58$0.571.8%399.4K0.3213.4K
$768.00Nov 41.511.52$1.520.7%391.4K0.593.5K
$769.00Nov 40.960.97$0.971.0%325.4K0.463.9K
$767.00Nov 42.212.23$2.220.9%302.8K0.715.5K
$773.00Nov 40.090.10$0.1010.0%236.7K0.078.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 40.260.27$0.273.7%308.9K0.151.7K
$766.00Nov 40.370.38$0.382.6%258.7K0.20441
$764.00Nov 40.180.19$0.195.3%244.8K0.101.1K
$767.00Nov 40.570.58$0.571.8%237.8K0.2913.4K
$763.00Nov 40.130.14$0.147.1%227.9K0.08739

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 55.3%, max 66.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Nov 4Dec 1821.4%12.9%66.4%195.2K7.5K
$767.00Nov 4Dec 1820.2%12.7%58.6%303.1K9.2K
$768.00Nov 4Dec 1819.3%12.6%53.1%391.7K8.1K
$771.00Nov 4Dec 1818.6%12.2%52.1%182.8K8.5K
$769.00Nov 4Dec 1818.9%12.5%51.2%325.4K4.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Nov 4Dec 1821.4%12.9%66.4%258.9K2.3K
$767.00Nov 4Dec 1820.2%12.7%58.6%238.1K15.5K
$768.00Nov 4Dec 1819.3%12.6%53.1%178.6K2.9K
$771.00Nov 4Dec 1818.6%12.2%52.1%10.8K2.1K
$769.00Nov 4Dec 1818.9%12.5%51.2%53.1K2.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 990 found (best R:R 2.85, avg 4.27)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$710.00$711.00Nov 20$0.26$0.74$0.2695%2.85$710.26
$675.00$676.00Nov 30$0.30$0.70$0.3097%2.33$675.30
$740.00$741.00Nov 5$0.35$0.65$0.35100%1.86$740.35
$696.00$697.00Nov 30$0.30$0.70$0.3095%2.33$696.30
$689.00$690.00Nov 30$0.32$0.68$0.3296%2.13$689.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$775.00$770.00Nov 18$2.38$2.62$2.3862%1.10$772.62
$770.00$765.00Nov 18$1.85$3.15$1.8552%1.70$768.15
$765.00$760.00Nov 18$1.41$3.59$1.4142%2.55$763.59
$784.00$783.00Nov 6$0.62$0.38$0.6297%0.61$783.38
$780.00$775.00Nov 18$3.04$1.96$3.0472%0.64$776.96

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 761 found (best R:R 1.12, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 18$2.64$2.64$2.3652%1.12$772.64
$775.00$780.00Nov 18$2.02$2.02$2.9862%0.68$777.02
$780.00$785.00Nov 18$1.40$1.40$3.6072%0.39$781.40
$785.00$790.00Nov 18$0.88$0.88$4.1281%0.21$785.88
$770.00$771.00Dec 18$0.62$0.62$0.3852%1.63$770.62
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$761.00$760.00Nov 5$0.11$0.11$0.8985%0.12$760.89
$762.00$761.00Nov 5$0.13$0.13$0.8782%0.15$761.87
$768.00$767.00Nov 4$0.30$0.30$0.7059%0.43$767.70
$764.00$763.00Nov 5$0.19$0.19$0.8175%0.23$763.81
$758.00$757.00Nov 6$0.11$0.11$0.8984%0.12$757.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.39, cheapest $1.39)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$768.00Nov 4Nov 5$1.4819.3%15.0%
$770.00Nov 4Nov 5$1.3518.6%14.9%
$769.00Nov 4Nov 5$1.4518.9%15.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$768.00Nov 4Nov 5$1.3919.3%15.0%
$770.00Nov 4Nov 5$1.2718.6%14.9%
$769.00Nov 4Nov 5$1.3818.9%15.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,078 found (cheapest 0.30% of stock, avg 3.91%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$769.00Nov 4$0.97$1.32$2.29$766.71$771.290.30%
$768.00Nov 4$1.52$0.87$2.39$765.61$770.390.31%
$770.00Nov 4$0.57$1.92$2.49$767.51$772.490.32%
$767.00Nov 4$2.22$0.57$2.79$764.21$769.790.36%
$771.00Nov 4$0.32$2.68$3.00$768.00$774.000.39%
$766.00Nov 4$3.03$0.38$3.41$762.59$769.410.44%
$772.00Nov 4$0.18$3.53$3.71$768.29$775.710.48%
$765.00Nov 4$3.91$0.27$4.18$760.82$769.180.54%
$773.00Nov 4$0.10$4.45$4.55$768.45$777.550.59%
$764.00Nov 4$4.84$0.19$5.03$758.97$769.030.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.04% of stock, avg 1.63%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$773.00$764.00Nov 4$0.10$0.19$0.29$763.71$773.29
$772.00$764.00Nov 4$0.18$0.19$0.37$763.63$772.37
$773.00$765.00Nov 4$0.10$0.27$0.37$764.63$773.37
$772.00$765.00Nov 4$0.18$0.27$0.45$764.55$772.45
$773.00$766.00Nov 4$0.10$0.38$0.48$765.52$773.48
$772.00$766.00Nov 4$0.18$0.38$0.56$765.44$772.56
$771.00$764.00Nov 4$0.32$0.19$0.51$763.49$771.51
$771.00$765.00Nov 4$0.32$0.27$0.59$764.41$771.59
$771.00$766.00Nov 4$0.32$0.38$0.70$765.30$771.70
$773.00$767.00Nov 4$0.10$0.57$0.67$766.33$773.67

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 401 found (best R:R 1.08, avg credit $0.53)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
741/742778/779Nov 20$0.52$0.4850%1.08$741.48$778.52
745/746776/777Nov 16$0.50$0.5051%1.00$745.50$776.50
749/750775/776Nov 12$0.50$0.5051%1.00$749.50$775.50
750/751775/776Nov 12$0.51$0.4950%1.04$750.49$775.51
745/746778/779Nov 16$0.45$0.5556%0.82$745.55$778.45
751/752775/776Nov 12$0.52$0.4848%1.08$751.48$775.52
748/749776/777Nov 16$0.52$0.4848%1.08$748.48$776.52
744/745777/778Nov 17$0.49$0.5151%0.96$744.51$777.49
744/745778/779Nov 20$0.53$0.4747%1.13$744.47$778.53
745/746777/778Nov 16$0.47$0.5353%0.89$745.53$777.47

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 225 found (best R:R 87.24, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$650.00$680.00$710.00Dec 11$0.34$29.667%87.24
$760.00$765.00$770.00Nov 18$0.38$4.6218%12.16
$755.00$760.00$765.00Nov 18$0.34$4.6615%13.71
$725.00$730.00$735.00Dec 11$0.09$4.914%54.56
$720.00$725.00$730.00Dec 4$0.07$4.934%70.43
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Nov 18$0.24$4.7612%19.83
$745.00$750.00$755.00Nov 18$0.19$4.8110%25.32
$755.00$760.00$765.00Nov 18$0.35$4.6515%13.29
$760.00$765.00$770.00Nov 18$0.44$4.5618%10.36
$725.00$730.00$735.00Dec 11$0.07$4.934%70.43

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,162 found (best net $-1.47, 1,161 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$715.00$740.001:2Nov 17-$7.37$17.63
$780.00$785.001:2Nov 18-$0.50$4.50
$785.00$790.001:2Nov 18-$0.14$4.86
$790.00$795.001:2Nov 18-$0.02$4.98
$775.00$780.001:2Nov 18-$1.28$3.72
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$810.00$790.001:2Nov 6-$1.47$18.53
$800.00$785.001:2Nov 13-$2.68$12.32
$800.00$788.001:2Nov 9-$7.37$4.63
$790.00$780.001:2Nov 16-$4.20$5.80
$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. 441 found (best yield 2.14%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$769.00Dec 18$16.450.500.1%2.14%2.19%801.0K
$770.00Dec 18$15.840.480.2%2.06%2.24%1.9K34.1K
$771.00Dec 18$15.210.470.3%1.98%2.28%632.3K
$772.00Dec 18$14.620.470.4%1.90%2.34%5471.7K
$773.00Dec 18$14.030.460.6%1.83%2.39%3194.2K
$774.00Dec 18$13.450.450.7%1.75%2.45%1512.6K
$775.00Dec 18$12.890.440.8%1.68%2.50%88918.3K
$776.00Dec 18$12.340.431.0%1.61%2.56%1991.9K
$769.00Dec 11$15.180.510.1%1.97%2.02%23215
$777.00Dec 18$11.810.421.1%1.54%2.62%603.8K

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 3,859,253
Total Puts 4,389,671
Put/Call Ratio 1.14
Net Difference -530,418

Prior's Put/Call Breakdown

Total Calls 2,759,529
Total Puts 2,600,554
Put/Call Ratio 0.94
Net Difference 158,975

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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