Tour v534
SPY
State Street SPDR S&P 500 ETF Trust
$768.53 +1.88%
◀ 11/4 12:55 ▶

Option Volume

Detail
ℹ
Current (11/04 12:55pm) 8,361,973
Calls: 3,909,330 (47%)
Puts: 4,452,643 (53%)
Prior (11/03) 5,469,616
Calls: 2,815,945 (51%)
Puts: 2,653,671 (49%)
Current vs Prior +52.88%
Calls: +38.83% (Calls)
Puts: +67.79% (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 -22.17%
Calls: -20.59%
Puts: -23.50%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04 12:55pm) $1.17B
Calls: $810.87M (69%)
Puts: $361.71M (31%)
Prior (11/03) $758.81M
Calls: $425.67M (56%)
Puts: $333.13M (44%)
Current vs Prior +54.53%
Calls: +90.49%
Puts: +8.58%
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 -22.69%
Calls: +46.47%
Puts: -62.44%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04 12:55pm) 1.14
Prior (11/03) 0.94
Current vs Prior +20.86%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -2.91%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/04 12:55pm) 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 0.36% | 0.73%0.36% | 1.01%1.01% | 1.78%1.92% | 4.02%
Prior 1.22% | 1.50%1.22% | 1.76%1.76% | 2.59%2.73% | 4.77%
Current vs Prior -70.72% | -51.01%-70.72% | -42.34%-42.34% | -31.17%-29.96% | -15.66%
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 -58.43% | -37.45%-32.62% | -15.18%-15.36% | -16.45%-35.88% | -13.05%
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 -70.72% | -51.01%-70.72% | -42.34%-42.34% | -31.17%-29.96% | -15.66%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.09% | 0.71%
Calls: 0.71% | 0.69%
Puts: 1.48% | 0.73%
Prior 0.65% | 0.54%
Calls: 0.65% | 0.54%
Puts: 0.65% | 0.53%
Current vs Prior +67.69% | +31.48%
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% | -54.78%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 69% call dollar volume ($810.87M). Elevated premium activity with dollar volume up 55% vs prior. Above-average activity with volume up 53% 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
12:55BULLISHBEARISHBEARISH
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 2,722 of results (avg 2.1%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Nov 468.4968.53$68.510.1%101.0034
$685.00Nov 483.4983.54$83.520.1%21.0014
$705.00Nov 463.4963.53$63.510.1%--1.0016
$690.00Nov 478.4978.54$78.520.1%21.004
$695.00Nov 473.4973.54$73.520.1%41.0017
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$804.00Nov 435.4735.51$35.490.1%11.00--
$802.00Nov 433.4733.52$33.500.1%31.00--
$791.00Nov 422.4722.51$22.490.2%101.00--
$794.00Nov 425.4725.52$25.490.2%321.00--
$790.00Nov 421.4721.52$21.490.2%11.005

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 807 found (avg $0.39, cheapest $0.14)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Nov 40.130.14$0.147.1%184.7K0.115.7K
$773.00Nov 40.070.08$0.0812.5%245.8K0.068.1K
$771.00Nov 40.260.27$0.273.7%187.7K0.186.2K
$770.00Nov 40.490.50$0.502.0%405.7K0.3013.4K
$769.00Nov 40.860.87$0.871.1%334.8K0.443.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$763.00Nov 40.120.13$0.137.7%230.2K0.07739
$765.00Nov 40.250.26$0.263.8%312.0K0.151.7K
$762.00Nov 40.090.10$0.1010.0%159.1K0.061.4K
$764.00Nov 40.180.19$0.195.3%248.4K0.101.1K
$766.00Nov 40.380.39$0.392.6%260.8K0.21441

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,174 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$655.00Nov 4113.21113.70$113.460.4%--1.0013
$660.00Nov 4108.23108.70$108.470.4%41.0010
$665.00Nov 4103.42103.88$103.650.4%--1.0013
$670.00Nov 498.1798.68$98.430.5%--1.0012
$680.00Nov 488.2688.54$88.400.3%--1.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$784.00Nov 614.1716.72$15.4516.5%31.004
$785.00Nov 615.1617.72$16.4415.6%61.0021
$787.00Nov 617.1619.71$18.4413.8%61.00--
$789.00Nov 619.1521.72$20.4312.6%51.00--
$790.00Nov 620.1522.87$21.5112.6%11.003

Most actively traded options today. High liquidity = easy entry/exit. 2,963 active (total vol 8.2M, top 405.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 40.490.50$0.502.0%405.7K0.3013.4K
$768.00Nov 41.401.41$1.400.7%396.4K0.583.5K
$769.00Nov 40.860.87$0.871.1%334.8K0.443.9K
$767.00Nov 42.082.10$2.091.0%303.7K0.705.5K
$773.00Nov 40.070.08$0.0812.5%245.8K0.068.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 40.250.26$0.263.8%312.0K0.151.7K
$766.00Nov 40.380.39$0.392.6%260.8K0.21441
$764.00Nov 40.180.19$0.195.3%248.4K0.101.1K
$767.00Nov 40.570.58$0.571.8%244.7K0.3013.4K
$763.00Nov 40.120.13$0.137.7%230.2K0.07739

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 52.5%, max 64.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Nov 4Dec 1821.2%12.8%64.9%195.7K7.5K
$767.00Nov 4Dec 1819.8%12.7%55.9%304.0K9.2K
$768.00Nov 4Dec 1818.9%12.6%50.4%396.7K8.1K
$771.00Nov 4Dec 1818.2%12.2%49.4%187.7K8.5K
$769.00Nov 4Dec 1818.4%12.5%47.5%334.9K4.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Nov 4Dec 1821.2%12.8%64.9%261.1K2.3K
$767.00Nov 4Dec 1819.8%12.7%55.9%245.0K15.5K
$768.00Nov 4Dec 1818.9%12.6%50.4%188.9K2.9K
$771.00Nov 4Dec 1818.2%12.2%49.4%11.2K2.1K
$769.00Nov 4Dec 1818.4%12.5%47.5%57.3K2.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 991 found (best R:R 3.17, avg 4.24)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$710.00$711.00Nov 20$0.24$0.76$0.2495%3.17$710.24
$730.00$731.00Nov 5$0.42$0.58$0.42100%1.38$730.42
$715.00$716.00Nov 6$0.42$0.58$0.42100%1.38$715.42
$732.00$733.00Nov 30$0.29$0.71$0.2986%2.45$732.29
$722.00$724.00Nov 30$1.22$0.78$1.2289%0.64$723.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$795.00$793.00Dec 4$1.09$0.91$1.0983%0.83$793.91
$782.00$781.00Nov 6$0.45$0.55$0.4596%1.22$781.55
$770.00$765.00Nov 18$1.86$3.14$1.8652%1.69$768.14
$775.00$770.00Nov 18$2.42$2.58$2.4262%1.07$772.58
$765.00$760.00Nov 18$1.42$3.58$1.4242%2.52$763.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 757 found (best R:R 1.10, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 18$2.62$2.62$2.3852%1.10$772.62
$775.00$780.00Nov 18$2.01$2.01$2.9962%0.67$777.01
$780.00$785.00Nov 18$1.39$1.39$3.6172%0.39$781.39
$785.00$790.00Nov 18$0.86$0.86$4.1481%0.21$785.86
$771.00$772.00Dec 18$0.61$0.61$0.3953%1.56$771.61
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$768.00$767.00Nov 4$0.32$0.32$0.6858%0.47$767.68
$766.00$765.00Nov 4$0.13$0.13$0.8779%0.15$765.87
$757.00$756.00Nov 6$0.10$0.10$0.9086%0.11$756.90
$762.00$761.00Nov 5$0.13$0.13$0.8782%0.15$761.87
$763.00$762.00Nov 5$0.16$0.16$0.8478%0.19$762.84

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $1.42, cheapest $1.35)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$768.00Nov 4Nov 5$1.4918.9%14.9%
$769.00Nov 4Nov 5$1.4718.4%15.1%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$767.00Nov 4Nov 5$1.3519.8%15.2%
$768.00Nov 4Nov 5$1.4118.9%14.9%
$769.00Nov 4Nov 5$1.3918.4%15.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,084 found (cheapest 0.29% of stock, avg 3.91%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$769.00Nov 4$0.87$1.35$2.22$766.78$771.220.29%
$768.00Nov 4$1.40$0.89$2.29$765.71$770.290.30%
$770.00Nov 4$0.50$1.98$2.48$767.52$772.480.32%
$767.00Nov 4$2.09$0.57$2.66$764.34$769.660.35%
$771.00Nov 4$0.27$2.75$3.02$767.98$774.020.39%
$766.00Nov 4$2.89$0.39$3.28$762.72$769.280.43%
$772.00Nov 4$0.14$3.62$3.76$768.24$775.760.49%
$765.00Nov 4$3.77$0.26$4.03$760.97$769.030.52%
$773.00Nov 4$0.08$4.56$4.64$768.36$777.640.60%
$764.00Nov 4$4.70$0.19$4.89$759.11$768.890.64%

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
$772.00$764.00Nov 4$0.14$0.19$0.33$763.67$772.33
$773.00$764.00Nov 4$0.08$0.19$0.27$763.73$773.27
$773.00$765.00Nov 4$0.08$0.26$0.34$764.66$773.34
$772.00$765.00Nov 4$0.14$0.26$0.40$764.60$772.40
$771.00$764.00Nov 4$0.27$0.19$0.46$763.54$771.46
$773.00$766.00Nov 4$0.08$0.39$0.47$765.53$773.47
$771.00$765.00Nov 4$0.27$0.26$0.53$764.47$771.53
$772.00$766.00Nov 4$0.14$0.39$0.53$765.47$772.53
$771.00$766.00Nov 4$0.27$0.39$0.66$765.34$771.66
$773.00$767.00Nov 4$0.08$0.57$0.65$766.35$773.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 428 found (best R:R 0.96, avg credit $0.53)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
748/749775/776Nov 12$0.49$0.5152%0.96$748.51$775.49
751/752774/775Nov 11$0.52$0.4849%1.08$751.48$774.52
745/746777/778Nov 17$0.50$0.5051%1.00$745.50$777.50
745/746776/777Nov 17$0.52$0.4849%1.08$745.48$776.52
745/746777/778Nov 16$0.47$0.5354%0.89$745.53$777.47
753/754774/775Nov 11$0.54$0.4646%1.17$753.46$774.54
745/746776/777Nov 16$0.49$0.5151%0.96$745.51$776.49
740/741778/779Nov 20$0.50$0.5050%1.00$740.50$778.50
754/755774/775Nov 11$0.55$0.4545%1.22$754.45$774.55
749/750777/778Nov 16$0.50$0.5050%1.00$749.50$777.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 224 found (best R:R 70.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$650.00$680.00$710.00Dec 11$0.42$29.587%70.43
$760.00$765.00$770.00Nov 18$0.39$4.6118%11.82
$755.00$760.00$765.00Nov 18$0.33$4.6716%14.15
$635.00$640.00$645.00Dec 18$0.12$4.886%40.67
$768.00$769.00$770.00Nov 5$0.05$0.9512%19.00
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$0.18$4.8210%26.78
$750.00$755.00$760.00Nov 18$0.27$4.7312%17.52
$760.00$765.00$770.00Nov 18$0.44$4.5618%10.36
$735.00$740.00$745.00Nov 18$0.10$4.906%49.00

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 $-1.56, 1,161 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$715.00$740.001:2Nov 17-$7.10$17.90
$780.00$785.001:2Nov 18-$0.46$4.54
$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-$1.23$3.77
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$810.00$790.001:2Nov 6-$1.56$18.44
$800.00$785.001:2Nov 13-$3.14$11.86
$790.00$780.001:2Nov 16-$4.51$5.49
$800.00$788.001:2Nov 9-$8.27$3.73
$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. 440 found (best yield 2.13%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$769.00Dec 18$16.340.490.1%2.13%2.19%831.0K
$770.00Dec 18$15.730.480.2%2.05%2.24%2.0K34.1K
$771.00Dec 18$15.110.470.3%1.97%2.29%632.3K
$772.00Dec 18$14.510.470.5%1.89%2.34%5471.7K
$773.00Dec 18$13.930.460.6%1.81%2.39%3194.2K
$774.00Dec 18$13.360.450.7%1.74%2.45%1512.6K
$775.00Dec 18$12.800.440.8%1.67%2.51%89818.3K
$776.00Dec 18$12.250.431.0%1.59%2.57%1991.9K
$769.00Dec 11$15.080.510.1%1.96%2.02%23215
$777.00Dec 18$11.720.421.1%1.52%2.63%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 3,909,330
Total Puts 4,452,643
Put/Call Ratio 1.14
Net Difference -543,313

Prior's Put/Call Breakdown

Total Calls 2,815,945
Total Puts 2,653,671
Put/Call Ratio 0.94
Net Difference 162,274

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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