Tour v534
SPY
State Street SPDR S&P 500 ETF Trust
$768.73 +1.91%
◀ 11/4 13:10 ▶

Option Volume

Detail
ℹ
Current (11/04 1:10pm) 8,730,844
Calls: 4,082,395 (47%)
Puts: 4,648,449 (53%)
Prior (11/03) 5,779,280
Calls: 2,958,661 (51%)
Puts: 2,820,619 (49%)
Current vs Prior +51.07%
Calls: +37.98% (Calls)
Puts: +64.80% (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 -18.74%
Calls: -17.07%
Puts: -20.14%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04 1:10pm) $1.22B
Calls: $855.01M (70%)
Puts: $363.38M (30%)
Prior (11/03) $825.93M
Calls: $545.42M (66%)
Puts: $280.52M (34%)
Current vs Prior +47.52%
Calls: +56.76%
Puts: +29.54%
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 -19.67%
Calls: +54.44%
Puts: -62.27%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04 1:10pm) 1.14
Prior (11/03) 0.95
Current vs Prior +19.44%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -2.94%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/04 1:10pm) 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% | 1.00%1.00% | 1.78%1.91% | 4.02%
Prior 1.22% | 1.50%1.22% | 1.76%1.76% | 2.59%2.73% | 4.77%
Current vs Prior -71.48% | -51.72%-71.48% | -42.94%-42.94% | -31.48%-30.32% | -15.62%
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 -59.50% | -38.35%-34.35% | -16.07%-16.25% | -16.83%-36.20% | -13.01%
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 -71.48% | -51.72%-71.48% | -42.94%-42.94% | -31.48%-30.32% | -15.62%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.76% | 0.75%
Calls: 0.67% | 0.34%
Puts: 0.84% | 1.16%
Prior 0.65% | 0.54%
Calls: 0.65% | 0.54%
Puts: 0.65% | 0.53%
Current vs Prior +16.92% | +38.89%
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% | -52.23%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($855.01M). Above-average activity with volume up 51% vs prior. Slightly bearish P/C ratio of 1.14. Put-heavy open interest (7,320,605 puts vs 2,826,040 calls) suggests hedging or bearish positioning.

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
13:10BULLISHBEARISHBEARISH
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 2,707 of results (avg 2.3%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 48.778.78$8.770.1%15.0K0.9510.1K
$700.00Nov 2070.8170.91$70.860.1%2060.966.4K
$759.00Nov 49.759.77$9.760.2%6.5K1.002.4K
$758.00Nov 410.7410.77$10.760.3%5.1K1.003.0K
$685.00Nov 483.6083.84$83.720.3%21.0014
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$745.00Dec 187.307.32$7.310.3%1.7K0.288.9K
$769.00Dec 1813.7613.81$13.790.4%1110.502.0K
$775.00Dec 1816.2916.35$16.320.4%2110.565.6K
$766.00Dec 1812.6612.71$12.690.4%2460.471.9K
$776.00Dec 1115.1615.22$15.190.4%20.57158

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 806 found (avg $0.39, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Nov 40.060.07$0.0714.3%267.9K0.068.1K
$772.00Nov 40.130.14$0.147.1%197.4K0.115.7K
$771.00Nov 40.250.26$0.263.8%195.1K0.196.2K
$770.00Nov 40.500.51$0.512.0%433.6K0.3113.4K
$769.00Nov 40.900.91$0.911.1%365.1K0.463.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 40.220.23$0.234.3%320.8K0.131.7K
$766.00Nov 40.320.33$0.333.0%271.8K0.19441
$764.00Nov 40.160.17$0.175.9%260.6K0.101.1K
$763.00Nov 40.120.13$0.137.7%234.4K0.07739
$767.00Nov 40.500.51$0.512.0%267.1K0.2713.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,177 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$655.00Nov 4113.54113.88$113.710.3%--1.0013
$660.00Nov 4108.53108.87$108.700.3%41.0010
$665.00Nov 4103.53103.89$103.710.3%--1.0013
$670.00Nov 498.5398.87$98.700.3%--1.0012
$680.00Nov 488.5488.85$88.700.3%11.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$785.00Nov 615.0017.49$16.2415.3%61.0021
$787.00Nov 616.9919.67$18.3314.6%61.00--
$789.00Nov 618.9922.29$20.6416.0%51.00--
$790.00Nov 619.9923.33$21.6615.4%11.003
$810.00Nov 639.4943.28$41.399.2%31.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,978 active (total vol 8.6M, top 433.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 40.500.51$0.512.0%433.6K0.3113.4K
$768.00Nov 41.481.49$1.490.7%415.2K0.613.5K
$769.00Nov 40.900.91$0.911.1%365.1K0.463.9K
$767.00Nov 42.202.22$2.210.9%307.3K0.735.5K
$773.00Nov 40.060.07$0.0714.3%267.9K0.068.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 40.220.23$0.234.3%320.8K0.131.7K
$766.00Nov 40.320.33$0.333.0%271.8K0.19441
$767.00Nov 40.500.51$0.512.0%267.1K0.2713.4K
$764.00Nov 40.160.17$0.175.9%260.6K0.101.1K
$763.00Nov 40.120.13$0.137.7%234.4K0.07739

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 52.4%, max 69.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Nov 4Dec 1821.8%12.8%69.4%197.1K7.5K
$767.00Nov 4Dec 1820.2%12.7%58.4%307.5K9.2K
$768.00Nov 4Dec 1819.0%12.6%50.8%415.5K8.1K
$769.00Nov 4Dec 1818.2%12.5%46.3%365.2K4.9K
$771.00Nov 4Dec 1817.7%12.2%45.2%195.1K8.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$766.00Nov 4Dec 1821.8%12.8%69.4%272.0K2.3K
$767.00Nov 4Dec 1820.2%12.7%58.4%267.5K15.5K
$768.00Nov 4Dec 1819.0%12.6%50.8%214.8K2.9K
$769.00Nov 4Dec 1818.2%12.5%46.3%73.3K2.5K
$771.00Nov 4Dec 1817.7%12.2%45.2%12.3K2.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 979 found (best R:R 1.29, avg 4.32)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$731.00$732.00Nov 20$0.11$0.89$0.1190%8.09$731.11
$732.00$733.00Nov 30$0.29$0.71$0.2986%2.45$732.29
$726.00$727.00Nov 30$0.33$0.67$0.3388%2.03$726.33
$710.00$711.00Nov 20$0.41$0.59$0.4195%1.44$710.41
$747.00$748.00Nov 20$0.35$0.65$0.3580%1.86$747.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$780.00$775.00Nov 18$2.18$2.82$2.1872%1.29$777.82
$795.00$793.00Dec 4$1.09$0.91$1.0983%0.83$793.91
$770.00$765.00Nov 18$1.84$3.16$1.8452%1.72$768.16
$775.00$770.00Nov 18$2.42$2.58$2.4262%1.07$772.58
$765.00$760.00Nov 18$1.40$3.60$1.4042%2.57$763.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 756 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$1.41$1.41$3.5972%0.39$781.41
$785.00$790.00Nov 18$0.87$0.87$4.1381%0.21$785.87
$769.00$770.00Dec 18$0.63$0.63$0.3750%1.70$769.63
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$761.00$760.00Nov 5$0.10$0.10$0.9086%0.11$760.90
$767.00$766.00Nov 4$0.18$0.18$0.8273%0.22$766.82
$763.00$762.00Nov 5$0.15$0.15$0.8580%0.18$762.85
$750.00$749.00Nov 11$0.10$0.10$0.9086%0.11$749.90
$753.00$752.00Nov 11$0.13$0.13$0.8783%0.15$752.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.40, cheapest $1.38)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$768.00Nov 4Nov 5$1.4719.0%14.7%
$769.00Nov 4Nov 5$1.4718.2%14.8%
$770.00Nov 4Nov 5$1.3717.8%14.5%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$768.00Nov 4Nov 5$1.3819.0%14.7%
$769.00Nov 4Nov 5$1.4018.2%14.8%
$770.00Nov 4Nov 5$1.2917.8%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$0.91$1.19$2.10$766.90$771.100.27%
$768.00Nov 4$1.49$0.78$2.27$765.73$770.270.30%
$770.00Nov 4$0.51$1.80$2.31$767.69$772.310.30%
$767.00Nov 4$2.21$0.51$2.72$764.28$769.720.35%
$771.00Nov 4$0.26$2.55$2.81$768.19$773.810.37%
$766.00Nov 4$3.04$0.33$3.37$762.63$769.370.44%
$772.00Nov 4$0.14$3.43$3.57$768.43$775.570.46%
$765.00Nov 4$3.94$0.23$4.17$760.83$769.170.54%
$773.00Nov 4$0.07$4.37$4.44$768.56$777.440.58%
$769.00Nov 5$2.38$2.59$4.97$764.03$773.970.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.03% of stock, avg 1.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$773.00$764.00Nov 4$0.07$0.17$0.24$763.76$773.24
$772.00$764.00Nov 4$0.14$0.17$0.31$763.69$772.31
$773.00$765.00Nov 4$0.07$0.23$0.30$764.70$773.30
$772.00$765.00Nov 4$0.14$0.23$0.37$764.63$772.37
$773.00$766.00Nov 4$0.07$0.33$0.40$765.60$773.40
$771.00$765.00Nov 4$0.26$0.23$0.49$764.51$771.49
$772.00$766.00Nov 4$0.14$0.33$0.47$765.53$772.47
$771.00$764.00Nov 4$0.26$0.17$0.43$763.57$771.43
$771.00$766.00Nov 4$0.26$0.33$0.59$765.41$771.59
$772.00$767.00Nov 4$0.14$0.51$0.65$766.35$772.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 389 found (best R:R 0.89, avg credit $0.53)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
749/750775/776Nov 11$0.47$0.5354%0.89$749.53$775.47
748/749777/778Nov 16$0.50$0.5051%1.00$748.50$777.50
749/750776/777Nov 11$0.44$0.5657%0.79$749.56$776.44
746/747777/778Nov 16$0.48$0.5253%0.92$746.52$777.48
741/742778/779Nov 20$0.51$0.4950%1.04$741.49$778.51
752/753775/776Nov 11$0.50$0.5051%1.00$752.50$775.50
748/749776/777Nov 16$0.52$0.4849%1.08$748.48$776.52
752/753776/777Nov 11$0.47$0.5354%0.89$752.53$776.47
746/747776/777Nov 16$0.50$0.5050%1.00$746.50$776.50
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. 209 found (best R:R 34.71, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$650.00$680.00$710.00Dec 11$0.84$29.167%34.71
$767.00$768.00$769.00Nov 4$0.14$0.8626%6.14
$769.00$770.00$771.00Nov 4$0.15$0.8527%5.67
$815.00$820.00$825.00Dec 4$0.05$4.952%99.00
$765.00$766.00$767.00Nov 4$0.07$0.9314%13.29
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$745.00$750.00$755.00Nov 18$0.18$4.8210%26.78
$800.00$805.00$810.00Nov 30$0.06$4.945%82.33
$755.00$760.00$765.00Nov 18$0.34$4.6615%13.71
$760.00$765.00$770.00Nov 18$0.44$4.5619%10.36
$750.00$755.00$760.00Nov 18$0.26$4.7412%18.23

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,165 found (best net $-1.93, 1,164 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$715.00$740.001:2Nov 17-$7.69$17.31
$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-$0.02$4.98
$775.00$780.001:2Nov 18-$1.26$3.74
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$810.00$790.001:2Nov 6-$1.93$18.07
$800.00$785.001:2Nov 13-$1.74$13.26
$800.00$788.001:2Nov 9-$7.38$4.62
$790.00$780.001:2Nov 16-$3.85$6.15
$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 2.14%, avg 0.48%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$769.00Dec 18$16.450.500.0%2.14%2.18%861.0K
$770.00Dec 18$15.830.480.2%2.06%2.22%2.0K34.1K
$771.00Dec 18$15.210.470.3%1.98%2.27%652.3K
$772.00Dec 18$14.610.470.4%1.90%2.33%5481.7K
$773.00Dec 18$14.020.460.6%1.82%2.38%3194.2K
$774.00Dec 18$13.450.450.7%1.75%2.44%1512.6K
$775.00Dec 18$12.890.440.8%1.68%2.49%95618.3K
$776.00Dec 18$12.340.430.9%1.61%2.55%2001.9K
$769.00Dec 11$15.150.510.0%1.97%2.01%36215
$777.00Dec 18$11.810.421.1%1.54%2.61%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 4,082,395
Total Puts 4,648,449
Put/Call Ratio 1.14
Net Difference -566,054

Prior's Put/Call Breakdown

Total Calls 2,958,661
Total Puts 2,820,619
Put/Call Ratio 0.95
Net Difference 138,042

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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