Tour v534
SPY
State Street SPDR S&P 500 ETF Trust
$768.93 +1.93%
◀ 11/4 13:00 ▶

Option Volume

Detail
ℹ
Current (11/04 1:00pm) 8,464,842
Calls: 3,954,985 (47%)
Puts: 4,509,857 (53%)
Prior (11/03) 5,548,453
Calls: 2,845,562 (51%)
Puts: 2,702,891 (49%)
Current vs Prior +52.56%
Calls: +38.99% (Calls)
Puts: +66.85% (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 -21.21%
Calls: -19.66%
Puts: -22.52%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04 1:00pm) $1.21B
Calls: $870.81M (72%)
Puts: $341.28M (28%)
Prior (11/03) $765.27M
Calls: $443.53M (58%)
Puts: $321.74M (42%)
Current vs Prior +58.39%
Calls: +96.34%
Puts: +6.07%
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 -20.08%
Calls: +57.30%
Puts: -64.56%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04 1:00pm) 1.14
Prior (11/03) 0.95
Current vs Prior +20.05%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -2.80%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/04 1:00pm) 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%1.91% | 4.01%
Prior 1.22% | 1.50%1.22% | 1.76%1.76% | 2.59%2.73% | 4.77%
Current vs Prior -70.85% | -51.30%-70.85% | -42.66%-42.66% | -31.50%-30.29% | -15.78%
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 -58.61% | -37.81%-32.90% | -15.66%-15.84% | -16.86%-36.18% | -13.18%
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 -70.85% | -51.30%-70.85% | -42.66%-42.66% | -31.50%-30.29% | -15.78%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.76% | 0.56%
Calls: 0.62% | 0.32%
Puts: 0.89% | 0.79%
Prior 0.65% | 0.54%
Calls: 0.65% | 0.54%
Puts: 0.65% | 0.53%
Current vs Prior +16.92% | +3.70%
Prior 7-Day Avg 1.04% | 1.57%
Calls: 0.99% | 1.61%
Puts: 1.08% | 1.53%
Current vs 7-Day Avg -26.62% | -64.33%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($870.81M). Elevated premium activity with dollar volume up 58% 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
13:00BULLISHBEARISHBEARISH
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 2,720 of results (avg 2.1%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Nov 2070.9871.07$71.030.1%2060.966.4K
$695.00Nov 473.8073.94$73.870.2%41.0017
$680.00Nov 488.7788.94$88.850.2%11.0012
$759.00Nov 49.929.94$9.930.2%6.4K1.002.4K
$685.00Nov 483.7783.94$83.850.2%21.0014
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Nov 46.136.15$6.140.3%1.2K0.9710
$761.00Dec 1810.9410.98$10.960.4%690.411.8K
$769.00Dec 1813.6413.69$13.670.4%880.502.0K
$775.00Dec 1816.1516.21$16.180.4%1680.565.6K
$768.00Dec 1813.2613.31$13.290.4%3800.491.6K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 802 found (avg $0.39, cheapest $0.16)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Nov 40.150.16$0.166.3%187.9K0.115.7K
$773.00Nov 40.080.09$0.0911.1%253.5K0.068.1K
$771.00Nov 40.300.31$0.313.2%189.3K0.206.2K
$770.00Nov 40.570.58$0.571.8%410.1K0.3213.4K
$780.00Nov 50.060.07$0.0714.3%9.9K0.0316.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Nov 40.300.31$0.313.2%263.0K0.19441
$763.00Nov 40.110.12$0.128.3%232.3K0.07739
$767.00Nov 40.450.46$0.462.2%250.7K0.2713.4K
$762.00Nov 40.080.09$0.0911.1%160.0K0.051.4K
$765.00Nov 40.210.22$0.224.5%314.4K0.131.7K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,175 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$655.00Nov 4113.72114.01$113.870.3%--1.0013
$660.00Nov 4108.70109.01$108.860.3%41.0010
$665.00Nov 4103.72104.01$103.870.3%--1.0013
$670.00Nov 498.7299.01$98.870.3%--1.0012
$680.00Nov 488.7788.94$88.850.2%11.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$785.00Nov 615.1517.36$16.2613.6%61.0021
$787.00Nov 616.9919.36$18.1713.0%61.00--
$789.00Nov 618.8321.48$20.1613.1%51.00--
$790.00Nov 619.9222.49$21.2112.1%11.003
$810.00Nov 639.9242.50$41.216.3%31.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,958 active (total vol 8.0M, top 410.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 40.570.58$0.571.8%410.1K0.3213.4K
$768.00Nov 41.611.62$1.620.6%400.5K0.613.5K
$767.00Nov 42.342.36$2.350.9%305.3K0.735.5K
$773.00Nov 40.080.09$0.0911.1%253.5K0.068.1K
$766.00Nov 43.183.20$3.190.6%195.7K0.825.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 40.210.22$0.224.5%314.4K0.131.7K
$766.00Nov 40.300.31$0.313.2%263.0K0.19441
$764.00Nov 40.150.16$0.166.3%251.0K0.091.1K
$767.00Nov 40.450.46$0.462.2%250.7K0.2713.4K
$763.00Nov 40.110.12$0.128.3%232.3K0.07739

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 47.6%, max 63.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Nov 4Dec 1820.9%12.8%63.0%196.1K7.5K
$767.00Nov 4Dec 1819.6%12.7%54.5%305.6K9.2K
$768.00Nov 4Dec 1818.5%12.6%47.1%400.8K8.1K
$771.00Nov 4Dec 1817.7%12.2%45.3%189.4K8.5K
$770.00Nov 4Dec 1817.6%12.3%43.2%412.1K47.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Nov 4Dec 1820.9%12.8%63.0%263.3K2.3K
$767.00Nov 4Dec 1819.6%12.7%54.5%251.0K15.5K
$768.00Nov 4Dec 1818.5%12.6%47.1%196.3K2.9K
$771.00Nov 4Dec 1817.7%12.2%45.3%11.5K2.1K
$769.00Nov 4Dec 1818.0%12.4%44.8%60.6K2.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 962 found (best R:R 1.78, avg 4.38)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$722.00$723.00Nov 5$0.36$0.64$0.36100%1.78$722.36
$732.00$733.00Nov 30$0.33$0.67$0.3386%2.03$732.33
$738.00$739.00Nov 20$0.34$0.66$0.3486%1.94$738.34
$710.00$711.00Nov 20$0.50$0.50$0.5095%1.00$710.50
$715.00$716.00Nov 6$0.56$0.44$0.56100%0.79$715.56
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$805.00$803.00Dec 18$1.22$0.78$1.2285%0.64$803.78
$770.00$765.00Nov 18$1.82$3.18$1.8252%1.75$768.18
$775.00$770.00Nov 18$2.40$2.60$2.4062%1.08$772.60
$765.00$760.00Nov 18$1.39$3.61$1.3942%2.60$763.61
$780.00$775.00Nov 18$3.03$1.97$3.0372%0.65$776.97

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 750 found (best R:R 1.14, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 18$2.66$2.66$2.3452%1.14$772.66
$775.00$780.00Nov 18$2.04$2.04$2.9662%0.69$777.04
$780.00$785.00Nov 18$1.42$1.42$3.5872%0.40$781.42
$785.00$790.00Nov 18$0.88$0.88$4.1281%0.21$785.88
$769.00$770.00Dec 18$0.63$0.63$0.3750%1.70$769.63
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$762.00$761.00Nov 5$0.12$0.12$0.8883%0.14$761.88
$754.00$753.00Nov 10$0.12$0.12$0.8884%0.14$753.88
$764.00$763.00Nov 5$0.18$0.18$0.8276%0.22$763.82
$759.00$758.00Nov 6$0.12$0.12$0.8883%0.14$758.88
$763.00$762.00Nov 5$0.14$0.14$0.8679%0.16$762.86

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.36, cheapest $1.37)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$768.00Nov 4Nov 5$1.4618.5%14.7%
$770.00Nov 4Nov 5$1.4117.6%14.6%
$769.00Nov 5Nov 6$1.2114.9%14.8%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$768.00Nov 4Nov 5$1.3718.5%14.7%
$769.00Nov 4Nov 5$1.4018.0%14.9%
$770.00Nov 4Nov 5$1.3117.6%14.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,085 found (cheapest 0.29% of stock, avg 3.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$770.00Nov 4$0.57$1.69$2.26$767.74$772.260.29%
$768.00Nov 4$1.62$0.72$2.34$765.66$770.340.30%
$771.00Nov 4$0.31$2.42$2.73$768.27$773.730.36%
$767.00Nov 4$2.35$0.46$2.81$764.19$769.810.37%
$772.00Nov 4$0.16$3.27$3.43$768.57$775.430.45%
$766.00Nov 4$3.19$0.31$3.50$762.50$769.500.46%
$765.00Nov 4$4.10$0.22$4.32$760.68$769.320.56%
$773.00Nov 4$0.09$4.19$4.28$768.72$777.280.56%
$769.00Nov 5$2.50$2.52$5.02$763.98$774.020.65%
$770.00Nov 5$1.98$3.00$4.98$765.02$774.980.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 420 found (cheapest 0.03% of stock, avg 1.63%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$773.00$764.00Nov 4$0.09$0.16$0.25$763.75$773.25
$772.00$764.00Nov 4$0.16$0.16$0.32$763.68$772.32
$773.00$765.00Nov 4$0.09$0.22$0.31$764.69$773.31
$772.00$765.00Nov 4$0.16$0.22$0.38$764.62$772.38
$773.00$766.00Nov 4$0.09$0.31$0.40$765.60$773.40
$772.00$766.00Nov 4$0.16$0.31$0.47$765.53$772.47
$771.00$764.00Nov 4$0.31$0.16$0.47$763.53$771.47
$771.00$765.00Nov 4$0.31$0.22$0.53$764.47$771.53
$771.00$766.00Nov 4$0.31$0.31$0.62$765.38$771.62
$773.00$767.00Nov 4$0.09$0.46$0.55$766.45$773.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 388 found (best R:R 1.08, avg credit $0.54)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
741/742778/779Nov 20$0.52$0.4850%1.08$741.48$778.52
746/747776/777Nov 16$0.51$0.4950%1.04$746.49$776.51
746/747778/779Nov 16$0.46$0.5455%0.85$746.54$778.46
753/754775/776Nov 10$0.48$0.5253%0.92$753.52$775.48
746/747777/778Nov 16$0.48$0.5253%0.92$746.52$777.48
750/751775/776Nov 11$0.48$0.5253%0.92$750.52$775.48
749/750776/777Nov 12$0.47$0.5354%0.89$749.53$776.47
753/754774/775Nov 10$0.51$0.4950%1.04$753.49$774.51
751/752776/777Nov 12$0.49$0.5152%0.96$751.51$776.49
749/750778/779Nov 17$0.51$0.4949%1.04$749.49$778.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 218 found (best R:R 59.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$650.00$680.00$710.00Dec 11$0.50$29.507%59.00
$660.00$680.00$700.00Nov 27$0.09$19.913%221.22
$760.00$765.00$770.00Nov 18$0.41$4.5919%11.20
$755.00$760.00$765.00Nov 18$0.33$4.6715%14.15
$725.00$730.00$735.00Dec 11$0.05$4.954%99.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Nov 18$0.43$4.5719%10.63
$745.00$750.00$755.00Nov 18$0.18$4.8210%26.78
$750.00$755.00$760.00Nov 18$0.25$4.7512%19.00
$755.00$760.00$765.00Nov 18$0.35$4.6515%13.29
$740.00$745.00$750.00Nov 18$0.15$4.858%32.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,153 found (best net $-1.21, 1,151 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$715.00$740.001:2Nov 17-$7.66$17.34
$780.00$785.001:2Nov 18-$0.48$4.52
$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-$1.21$18.79
$800.00$785.001:2Nov 13-$1.77$13.23
$790.00$780.001:2Nov 16-$3.88$6.12
$800.00$788.001:2Nov 9-$8.26$3.74
$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. 439 found (best yield 2.15%, avg 0.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$769.00Dec 18$16.520.500.0%2.15%2.16%831.0K
$770.00Dec 18$15.890.480.1%2.07%2.21%2.0K34.1K
$771.00Dec 18$15.280.470.3%1.99%2.26%632.3K
$772.00Dec 18$14.670.470.4%1.91%2.31%5471.7K
$773.00Dec 18$14.080.460.5%1.83%2.36%3194.2K
$774.00Dec 18$13.510.450.7%1.76%2.42%1512.6K
$775.00Dec 18$12.940.440.8%1.68%2.47%94318.3K
$776.00Dec 18$12.380.430.9%1.61%2.53%2001.9K
$769.00Dec 11$15.260.510.0%1.98%1.99%27215
$777.00Dec 18$11.850.421.1%1.54%2.59%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 3,954,985
Total Puts 4,509,857
Put/Call Ratio 1.14
Net Difference -554,872

Prior's Put/Call Breakdown

Total Calls 2,845,562
Total Puts 2,702,891
Put/Call Ratio 0.95
Net Difference 142,671

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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