Tour v534
SPY
State Street SPDR S&P 500 ETF Trust
$767.77 +1.78%
◀ 11/4 13:45 ▶

Option Volume

Detail
ℹ
Current (11/04 1:45pm) 9,482,808
Calls: 4,363,769 (46%)
Puts: 5,119,039 (54%)
Prior (11/03) 6,639,371
Calls: 3,402,896 (51%)
Puts: 3,236,475 (49%)
Current vs Prior +42.83%
Calls: +28.24% (Calls)
Puts: +58.17% (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 -11.74%
Calls: -11.36%
Puts: -12.05%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04 1:45pm) $1.15B
Calls: $705.08M (61%)
Puts: $441.86M (39%)
Prior (11/03) $876.23M
Calls: $569.31M (65%)
Puts: $306.93M (35%)
Current vs Prior +30.89%
Calls: +23.85%
Puts: +43.96%
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 -24.38%
Calls: +27.36%
Puts: -54.12%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04 1:45pm) 1.17
Prior (11/03) 0.95
Current vs Prior +23.34%
Prior 7-Day Average 1.17
Current vs Prior 7-Day Avg -0.01%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/04 1:45pm) 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 0.30% | 0.70%0.30% | 0.99%0.99% | 1.79%1.92% | 4.05%
Prior 1.22% | 1.50%1.22% | 1.76%1.76% | 2.59%2.73% | 4.77%
Current vs Prior -75.06% | -53.31%-75.06% | -43.46%-43.46% | -30.95%-29.70% | -15.11%
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 -64.60% | -40.39%-42.60% | -16.84%-17.02% | -16.18%-35.64% | -12.48%
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 -75.06% | -53.31%-75.06% | -43.46%-43.46% | -30.95%-29.70% | -15.11%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.88% | 0.75%
Calls: 0.74% | 0.69%
Puts: 1.02% | 0.82%
Prior 0.65% | 0.54%
Calls: 0.65% | 0.54%
Puts: 0.65% | 0.53%
Current vs Prior +35.38% | +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 -15.03% | -52.23%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($705.08M). Slightly bearish P/C ratio of 1.17. 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
13:45BULLISHBEARISHBEARISH
13:40BULLISHBEARISHBEARISH
13:35BULLISHBEARISHBEARISH
13:30BULLISHBEARISHBEARISH
13:25BULLISHBEARISHBEARISH
13:20BULLISHBEARISHBEARISH
13:15BULLISHBEARISHBEARISH
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 2,716 of results (avg 2.2%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Nov 2069.9170.00$69.960.1%2060.966.4K
$755.00Nov 412.8012.82$12.810.2%5.9K1.009.6K
$758.00Nov 49.819.83$9.820.2%5.3K1.003.0K
$770.00Dec 1114.0614.09$14.080.2%3150.48274
$773.00Nov 278.318.33$8.320.2%8450.43952
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Dec 1816.3416.38$16.360.2%450.562.4K
$773.00Dec 1815.8915.93$15.910.3%310.551.7K
$772.00Dec 1815.4515.49$15.470.3%700.542.2K
$770.00Dec 1814.6114.65$14.630.3%1.2K0.5316.3K
$769.00Dec 1814.2114.25$14.230.3%1820.512.0K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 798 found (avg $0.40, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$771.00Nov 40.070.08$0.0812.5%219.6K0.076.2K
$770.00Nov 40.170.18$0.185.6%462.5K0.1513.4K
$769.00Nov 40.370.38$0.382.6%409.1K0.283.9K
$768.00Nov 40.750.76$0.761.3%440.8K0.463.5K
$778.00Nov 50.060.07$0.0714.3%9.5K0.03516
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 40.200.21$0.214.8%338.1K0.151.7K
$766.00Nov 40.330.34$0.342.9%296.4K0.24441
$764.00Nov 40.140.15$0.156.7%280.5K0.101.1K
$767.00Nov 40.570.58$0.571.8%327.4K0.3713.4K
$762.00Nov 40.070.08$0.0812.5%185.6K0.051.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,189 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$655.00Nov 4112.69112.97$112.830.2%--1.0013
$660.00Nov 4107.69107.97$107.830.3%41.0010
$665.00Nov 4102.69102.97$102.830.3%--1.0013
$670.00Nov 497.6997.97$97.830.3%--1.0012
$680.00Nov 487.6687.94$87.800.3%11.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$783.00Nov 613.9016.34$15.1216.1%21.00--
$784.00Nov 614.9017.33$16.1115.1%31.004
$785.00Nov 615.9018.34$17.1214.3%111.0021
$787.00Nov 617.9020.52$19.2113.6%61.00--
$789.00Nov 619.9022.43$21.1712.0%51.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,997 active (total vol 9.3M, top 462.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 40.170.18$0.185.6%462.5K0.1513.4K
$768.00Nov 40.750.76$0.761.3%440.8K0.463.5K
$769.00Nov 40.370.38$0.382.6%409.1K0.283.9K
$767.00Nov 41.351.36$1.360.7%314.5K0.635.5K
$773.00Nov 40.020.03$0.0333.3%288.5K0.038.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 40.200.21$0.214.8%338.1K0.151.7K
$767.00Nov 40.570.58$0.571.8%327.4K0.3713.4K
$766.00Nov 40.330.34$0.342.9%296.4K0.24441
$768.00Nov 40.970.98$0.981.0%290.5K0.551.3K
$764.00Nov 40.140.15$0.156.7%280.5K0.101.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 42.9%, max 61.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$765.00Nov 4Dec 1820.9%12.9%61.2%123.6K21.0K
$766.00Nov 4Dec 1819.1%12.8%48.7%201.9K7.5K
$767.00Nov 4Dec 1817.7%12.7%39.3%314.7K9.2K
$768.00Nov 4Dec 1816.7%12.6%33.3%441.1K8.1K
$769.00Nov 4Dec 1816.4%12.4%32.0%409.2K4.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$765.00Nov 4Dec 1820.9%12.9%61.2%339.7K11.9K
$766.00Nov 4Dec 1819.1%12.8%48.7%296.7K2.3K
$767.00Nov 4Dec 1817.7%12.7%39.3%327.8K15.5K
$768.00Nov 4Dec 1816.7%12.6%33.3%291.0K2.9K
$769.00Nov 4Dec 1816.4%12.4%32.0%101.2K2.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,002 found (best R:R 4.26, avg 4.29)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$714.00$715.00Nov 5$0.38$0.62$0.38100%1.63$714.38
$733.00$734.00Nov 20$0.32$0.68$0.3288%2.12$733.32
$736.00$737.00Nov 20$0.31$0.69$0.3187%2.23$736.31
$738.00$739.00Nov 20$0.30$0.70$0.3086%2.33$738.30
$743.00$744.00Nov 10$0.37$0.63$0.3792%1.70$743.37
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$789.00$788.00Nov 20$0.19$0.81$0.1986%4.26$788.81
$789.00$788.00Nov 30$0.21$0.79$0.2180%3.76$788.79
$779.00$778.00Nov 5$0.47$0.53$0.4798%1.13$778.53
$770.00$765.00Nov 18$1.93$3.07$1.9354%1.59$768.07
$777.00$776.00Nov 6$0.43$0.57$0.4388%1.33$776.57

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 756 found (best R:R 1.03, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$775.00Nov 18$2.54$2.54$2.4654%1.03$772.54
$775.00$780.00Nov 18$1.91$1.91$3.0964%0.62$776.91
$780.00$785.00Nov 18$1.31$1.31$3.6974%0.36$781.31
$785.00$790.00Nov 18$0.81$0.81$4.1982%0.19$785.81
$768.00$769.00Dec 18$0.64$0.64$0.3650%1.78$768.64
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$761.00$760.00Nov 5$0.11$0.11$0.8984%0.12$760.89
$762.00$761.00Nov 5$0.14$0.14$0.8680%0.16$761.86
$766.00$765.00Nov 4$0.13$0.13$0.8776%0.15$765.87
$763.00$762.00Nov 5$0.17$0.17$0.8376%0.20$762.83
$764.00$763.00Nov 5$0.21$0.21$0.7972%0.27$763.79

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $1.51, cheapest $1.46)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$767.00Nov 4Nov 5$1.5517.7%14.3%
$768.00Nov 4Nov 5$1.5716.7%14.5%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$767.00Nov 4Nov 5$1.4617.7%14.3%
$768.00Nov 4Nov 5$1.4716.7%14.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,100 found (cheapest 0.23% of stock, avg 3.89%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$768.00Nov 4$0.76$0.98$1.74$766.26$769.740.23%
$767.00Nov 4$1.36$0.57$1.93$765.07$768.930.25%
$769.00Nov 4$0.38$1.59$1.97$767.03$770.970.26%
$766.00Nov 4$2.12$0.34$2.46$763.54$768.460.32%
$770.00Nov 4$0.18$2.39$2.57$767.43$772.570.33%
$765.00Nov 4$2.99$0.21$3.20$761.80$768.200.42%
$771.00Nov 4$0.08$3.29$3.37$767.63$774.370.44%
$764.00Nov 4$3.92$0.15$4.07$759.93$768.070.53%
$772.00Nov 4$0.05$4.26$4.31$767.69$776.310.56%
$768.00Nov 5$2.33$2.45$4.78$763.22$772.780.62%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 420 found (cheapest 0.02% of stock, avg 1.64%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$771.00$763.00Nov 4$0.08$0.11$0.19$762.81$771.19
$771.00$764.00Nov 4$0.08$0.15$0.23$763.77$771.23
$770.00$764.00Nov 4$0.18$0.15$0.33$763.67$770.33
$771.00$765.00Nov 4$0.08$0.21$0.29$764.71$771.29
$770.00$763.00Nov 4$0.18$0.11$0.29$762.71$770.29
$770.00$765.00Nov 4$0.18$0.21$0.39$764.61$770.39
$771.00$766.00Nov 4$0.08$0.34$0.42$765.58$771.42
$769.00$763.00Nov 4$0.38$0.11$0.49$762.51$769.49
$770.00$766.00Nov 4$0.18$0.34$0.52$765.48$770.52
$769.00$764.00Nov 4$0.38$0.15$0.53$763.47$769.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 382 found (best R:R 1.08, avg credit $0.53)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
739/740777/778Nov 20$0.52$0.4850%1.08$739.48$777.52
740/741777/778Nov 20$0.52$0.4849%1.08$740.48$777.52
743/744777/778Nov 20$0.54$0.4647%1.17$743.46$777.54
742/743777/778Nov 20$0.53$0.4748%1.13$742.47$777.53
751/752773/774Nov 10$0.50$0.5051%1.00$751.50$773.50
748/749774/775Nov 12$0.50$0.5051%1.00$748.50$774.50
749/750774/775Nov 12$0.51$0.4950%1.04$749.49$774.51
746/747777/778Nov 20$0.56$0.4445%1.27$746.44$777.56
752/753773/774Nov 10$0.51$0.4950%1.04$752.49$773.51
741/742777/778Nov 20$0.52$0.4849%1.08$741.48$777.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 242 found (best R:R 27.30, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$650.00$680.00$710.00Dec 11$1.06$28.947%27.30
$745.00$750.00$755.00Nov 18$0.20$4.8010%24.00
$725.00$730.00$735.00Dec 11$0.09$4.914%54.56
$766.00$767.00$768.00Nov 4$0.16$0.8431%5.25
$764.00$765.00$766.00Nov 4$0.06$0.9414%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Nov 18$0.26$4.7413%18.23
$745.00$750.00$755.00Nov 18$0.19$4.8110%25.32
$755.00$760.00$765.00Nov 18$0.36$4.6416%12.89
$735.00$740.00$745.00Nov 18$0.10$4.906%49.00
$720.00$725.00$730.00Dec 11$0.05$4.954%99.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 1,156 found (best net $-2.32, 1,155 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$780.00$785.001:2Nov 18-$0.38$4.62
$785.00$790.001:2Nov 18-$0.07$4.93
$775.00$780.001:2Nov 18-$1.09$3.91
$767.00$768.001:2Nov 4-$0.16$0.84
$790.00$795.001:2Nov 18-$0.02$4.98
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$810.00$790.001:2Nov 6-$2.32$17.68
$800.00$788.001:2Nov 9-$8.25$3.75
$790.00$780.001:2Nov 16-$4.74$5.26
$769.00$768.001:2Nov 4-$0.37$0.63
$768.00$767.001:2Nov 4-$0.16$0.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 437 found (best yield 2.16%, avg 0.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$768.00Dec 18$16.560.500.0%2.16%2.19%2644.6K
$769.00Dec 18$15.930.490.2%2.07%2.24%881.0K
$770.00Dec 18$15.320.470.3%2.00%2.29%2.0K34.1K
$771.00Dec 18$14.710.470.4%1.92%2.34%732.3K
$772.00Dec 18$14.120.460.6%1.84%2.39%5701.7K
$773.00Dec 18$13.540.450.7%1.76%2.44%3214.2K
$774.00Dec 18$12.980.440.8%1.69%2.50%1512.6K
$775.00Dec 18$12.450.430.9%1.62%2.56%1.0K18.3K
$768.00Dec 11$15.250.510.0%1.99%2.02%5540
$776.00Dec 18$11.890.421.1%1.55%2.62%2011.9K

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 4,363,769
Total Puts 5,119,039
Put/Call Ratio 1.17
Net Difference -755,270

Prior's Put/Call Breakdown

Total Calls 3,402,896
Total Puts 3,236,475
Put/Call Ratio 0.95
Net Difference 166,421

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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