Tour v534
SPY
State Street SPDR S&P 500 ETF Trust
$768.86 +1.92%
◀ 11/4 13:05 ▶

Option Volume

Detail
ℹ
Current (11/04 1:05pm) 8,573,500
Calls: 4,015,168 (47%)
Puts: 4,558,332 (53%)
Prior (11/03) 5,633,438
Calls: 2,882,592 (51%)
Puts: 2,750,846 (49%)
Current vs Prior +52.19%
Calls: +39.29% (Calls)
Puts: +65.71% (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 -20.20%
Calls: -18.44%
Puts: -21.69%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04 1:05pm) $1.21B
Calls: $867.02M (72%)
Puts: $345.36M (28%)
Prior (11/03) $776.29M
Calls: $466.29M (60%)
Puts: $309.99M (40%)
Current vs Prior +56.18%
Calls: +85.94%
Puts: +11.41%
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 -20.06%
Calls: +56.61%
Puts: -64.14%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04 1:05pm) 1.14
Prior (11/03) 0.95
Current vs Prior +18.96%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -3.23%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/04 1:05pm) 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 0.35% | 0.72%0.35% | 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 -71.69% | -51.55%-71.69% | -42.66%-42.66% | -31.44%-30.23% | -15.80%
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 -59.81% | -38.14%-34.84% | -15.65%-15.83% | -16.79%-36.13% | -13.20%
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 -71.69% | -51.55%-71.69% | -42.66%-42.66% | -31.44%-30.23% | -15.80%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.09% | 0.53%
Calls: 1.29% | 0.66%
Puts: 0.90% | 0.40%
Prior 0.65% | 0.54%
Calls: 0.65% | 0.54%
Puts: 0.65% | 0.53%
Current vs Prior +67.69% | -1.85%
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% | -66.24%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($867.02M). Elevated premium activity with dollar volume up 56% vs prior. Above-average activity with volume up 52% 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
13:05BULLISHBEARISHBEARISH
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 2,711 of results (avg 2.1%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Nov 2070.9371.02$70.970.1%2060.966.4K
$695.00Nov 473.7773.94$73.850.2%41.0017
$680.00Nov 488.7388.94$88.840.2%11.0012
$685.00Nov 483.7483.94$83.840.2%21.0014
$690.00Nov 478.7578.94$78.850.2%21.004
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Dec 1814.0814.10$14.090.1%1.2K0.5116.3K
$770.00Nov 136.526.54$6.530.3%1.1K0.523.0K
$767.00Dec 1812.9312.97$12.950.3%3470.482.1K
$775.00Dec 1816.1816.24$16.210.4%1680.565.6K
$768.00Dec 1813.2913.34$13.320.4%3870.491.6K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 801 found (avg $0.39, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Nov 40.070.08$0.0812.5%258.5K0.068.1K
$772.00Nov 40.140.15$0.156.7%191.5K0.115.7K
$771.00Nov 40.280.29$0.293.4%191.4K0.206.2K
$770.00Nov 40.530.54$0.541.9%421.3K0.3213.4K
$769.00Nov 40.950.96$0.961.0%352.2K0.473.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Nov 40.290.30$0.303.3%266.0K0.18441
$765.00Nov 40.200.21$0.214.8%316.7K0.121.7K
$764.00Nov 40.140.15$0.156.7%257.4K0.091.1K
$767.00Nov 40.440.45$0.452.2%257.8K0.2613.4K
$763.00Nov 40.110.12$0.128.3%233.0K0.07739

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 4113.70113.99$113.850.3%--1.0013
$660.00Nov 4108.70108.99$108.850.3%41.0010
$665.00Nov 4103.70103.99$103.850.3%--1.0013
$670.00Nov 498.7098.99$98.850.3%--1.0012
$680.00Nov 488.7388.94$88.840.2%11.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$785.00Nov 615.0917.42$16.2614.3%61.0021
$787.00Nov 616.8719.42$18.1514.0%61.00--
$789.00Nov 618.8821.55$20.2213.2%51.00--
$790.00Nov 619.8822.54$21.2112.5%11.003
$810.00Nov 639.7542.55$41.156.8%31.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,962 active (total vol 8.4M, top 421.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 40.530.54$0.541.9%421.3K0.3213.4K
$768.00Nov 41.541.56$1.551.3%411.1K0.623.5K
$769.00Nov 40.950.96$0.961.0%352.2K0.473.9K
$767.00Nov 42.282.31$2.301.3%306.3K0.745.5K
$773.00Nov 40.070.08$0.0812.5%258.5K0.068.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 40.200.21$0.214.8%316.7K0.121.7K
$766.00Nov 40.290.30$0.303.3%266.0K0.18441
$767.00Nov 40.440.45$0.452.2%257.8K0.2613.4K
$764.00Nov 40.140.15$0.156.7%257.4K0.091.1K
$763.00Nov 40.110.12$0.128.3%233.0K0.07739

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 47.8%, max 63.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Nov 4Dec 1821.0%12.8%63.5%196.5K7.5K
$767.00Nov 4Dec 1819.4%12.7%52.7%306.6K9.2K
$768.00Nov 4Dec 1818.3%12.6%45.4%411.4K8.1K
$771.00Nov 4Dec 1817.4%12.2%42.5%191.5K8.5K
$769.00Nov 4Dec 1817.7%12.4%42.4%352.3K4.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Nov 4Dec 1821.0%12.8%63.5%266.2K2.3K
$767.00Nov 4Dec 1819.4%12.7%52.7%258.2K15.5K
$768.00Nov 4Dec 1818.3%12.6%45.4%204.1K2.9K
$771.00Nov 4Dec 1817.4%12.2%42.5%11.8K2.1K
$769.00Nov 4Dec 1817.7%12.4%42.4%65.3K2.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 983 found (best R:R 2.57, avg 4.33)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$738.00$739.00Nov 20$0.28$0.72$0.2886%2.57$738.28
$732.00$733.00Nov 30$0.29$0.71$0.2986%2.45$732.29
$750.00$755.00Nov 18$3.33$1.67$3.3379%0.50$753.33
$731.00$732.00Nov 5$0.47$0.53$0.47100%1.13$731.47
$726.00$727.00Nov 10$0.46$0.54$0.4698%1.17$726.46
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$770.00$765.00Nov 18$1.83$3.17$1.8352%1.73$768.17
$792.00$791.00Nov 20$0.44$0.56$0.4488%1.27$791.56
$775.00$770.00Nov 18$2.41$2.59$2.4161%1.07$772.59
$765.00$760.00Nov 18$1.38$3.62$1.3842%2.62$763.62
$782.00$781.00Nov 6$0.57$0.43$0.5796%0.75$781.43

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 757 found (best R:R 1.14, avg 0.41)

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$2.9661%0.69$777.04
$780.00$785.00Nov 18$1.41$1.41$3.5972%0.39$781.41
$785.00$790.00Nov 18$0.89$0.89$4.1181%0.22$785.89
$770.00$771.00Dec 18$0.62$0.62$0.3851%1.63$770.62
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$761.00$760.00Nov 5$0.10$0.10$0.9086%0.11$760.90
$763.00$762.00Nov 5$0.15$0.15$0.8580%0.18$762.85
$759.00$758.00Nov 6$0.12$0.12$0.8883%0.14$758.88
$762.00$761.00Nov 5$0.11$0.11$0.8983%0.12$761.89
$751.00$750.00Nov 11$0.10$0.10$0.9085%0.11$750.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.42, cheapest $1.41)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$768.00Nov 4Nov 5$1.4918.3%14.6%
$769.00Nov 4Nov 5$1.5017.7%14.8%
$770.00Nov 4Nov 5$1.4017.3%14.5%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$768.00Nov 4Nov 5$1.4118.3%14.6%
$769.00Nov 4Nov 5$1.4217.7%14.8%
$770.00Nov 4Nov 5$1.3217.3%14.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,087 found (cheapest 0.27% of stock, avg 3.91%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$769.00Nov 4$0.96$1.11$2.07$766.93$771.070.27%
$768.00Nov 4$1.55$0.70$2.25$765.75$770.250.29%
$770.00Nov 4$0.54$1.69$2.23$767.77$772.230.29%
$771.00Nov 4$0.29$2.43$2.72$768.28$773.720.35%
$767.00Nov 4$2.30$0.45$2.75$764.25$769.750.36%
$766.00Nov 4$3.14$0.30$3.44$762.56$769.440.45%
$772.00Nov 4$0.15$3.30$3.45$768.55$775.450.45%
$765.00Nov 4$4.05$0.21$4.26$760.74$769.260.55%
$773.00Nov 4$0.08$4.22$4.30$768.70$777.300.56%
$770.00Nov 5$1.94$3.01$4.95$765.05$774.950.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.03% of stock, avg 1.60%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$773.00$764.00Nov 4$0.08$0.15$0.23$763.77$773.23
$772.00$764.00Nov 4$0.15$0.15$0.30$763.70$772.30
$773.00$765.00Nov 4$0.08$0.21$0.29$764.71$773.29
$772.00$765.00Nov 4$0.15$0.21$0.36$764.64$772.36
$773.00$766.00Nov 4$0.08$0.30$0.38$765.62$773.38
$772.00$766.00Nov 4$0.15$0.30$0.45$765.55$772.45
$771.00$764.00Nov 4$0.29$0.15$0.44$763.56$771.44
$771.00$765.00Nov 4$0.29$0.21$0.50$764.50$771.50
$771.00$766.00Nov 4$0.29$0.30$0.59$765.41$771.59
$773.00$767.00Nov 4$0.08$0.45$0.53$766.47$773.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 378 found (best R:R 0.96, avg credit $0.54)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
747/748776/777Nov 13$0.49$0.5152%0.96$747.51$776.49
749/750775/776Nov 12$0.50$0.5051%1.00$749.50$775.50
752/753774/775Nov 10$0.50$0.5051%1.00$752.50$774.50
750/751775/776Nov 11$0.48$0.5253%0.92$750.52$775.48
745/746777/778Nov 17$0.50$0.5051%1.00$745.50$777.50
741/742778/779Nov 20$0.51$0.4950%1.04$741.49$778.51
751/752775/776Nov 12$0.52$0.4849%1.08$751.48$775.52
747/748777/778Nov 13$0.46$0.5455%0.85$747.54$777.46
746/747777/778Nov 16$0.48$0.5253%0.92$746.52$777.48
753/754774/775Nov 10$0.51$0.4950%1.04$753.49$774.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 195 found (best R:R 50.72, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$650.00$680.00$710.00Dec 11$0.58$29.427%50.72
$660.00$680.00$700.00Nov 27$0.19$19.813%104.26
$760.00$765.00$770.00Nov 18$0.41$4.5919%11.20
$755.00$760.00$765.00Nov 18$0.35$4.6515%13.29
$725.00$730.00$735.00Dec 4$0.06$4.944%82.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$755.00$760.00$765.00Nov 18$0.33$4.6715%14.15
$750.00$755.00$760.00Nov 18$0.25$4.7512%19.00
$740.00$745.00$750.00Nov 18$0.13$4.878%37.46
$760.00$765.00$770.00Nov 18$0.45$4.5519%10.11
$745.00$750.00$755.00Nov 18$0.20$4.8010%24.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,152 found (best net $-1.27, 1,151 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$715.00$740.001:2Nov 17-$7.48$17.52
$780.00$785.001:2Nov 18-$0.48$4.52
$785.00$790.001:2Nov 18-$0.11$4.89
$790.00$795.001:2Nov 18-$0.02$4.98
$775.00$780.001:2Nov 18-$1.26$3.74
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$810.00$790.001:2Nov 6-$1.27$18.73
$800.00$785.001:2Nov 13-$1.82$13.18
$800.00$788.001:2Nov 9-$7.21$4.79
$790.00$780.001:2Nov 16-$4.08$5.92
$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 2.14%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$769.00Dec 18$16.490.500.0%2.14%2.16%831.0K
$770.00Dec 18$15.880.490.1%2.07%2.21%2.0K34.1K
$771.00Dec 18$15.260.470.3%1.98%2.26%652.3K
$772.00Dec 18$14.650.470.4%1.91%2.31%5481.7K
$773.00Dec 18$14.060.460.5%1.83%2.37%3194.2K
$774.00Dec 18$13.490.450.7%1.75%2.42%1512.6K
$775.00Dec 18$12.930.440.8%1.68%2.48%94618.3K
$776.00Dec 18$12.370.430.9%1.61%2.54%2001.9K
$769.00Dec 11$15.210.510.0%1.98%2.00%36215
$777.00Dec 18$11.830.421.1%1.54%2.60%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 4,015,168
Total Puts 4,558,332
Put/Call Ratio 1.14
Net Difference -543,164

Prior's Put/Call Breakdown

Total Calls 2,882,592
Total Puts 2,750,846
Put/Call Ratio 0.95
Net Difference 131,746

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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