Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$760.21 -0.86%
◀ 11/5 09:40 ▶

Option Volume

Detail
ℹ
Current (11/05 9:40am) 820,888
Calls: 268,312 (33%)
Puts: 552,576 (67%)
Prior (11/04) 829,192
Calls: 442,963 (53%)
Puts: 386,229 (47%)
Current vs Prior -1.00%
Calls: -39.43% (Calls)
Puts: +43.07% (Puts)
Prior 7-Day Total 77,417,407
Calls: 34,974,556 (45%)
Puts: 42,442,851 (55%)
Prior 7-Day Average 11,059,629
Calls: 4,996,365 (45%)
Puts: 6,063,264 (55%)
Current vs Prior 7-Day Avg -92.58%
Calls: -94.63%
Puts: -90.89%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/05 9:40am) $198.68M
Calls: $24.74M (12%)
Puts: $173.94M (88%)
Prior (11/04) $173.54M
Calls: $128.03M (74%)
Puts: $45.51M (26%)
Current vs Prior +14.49%
Calls: -80.67%
Puts: +282.23%
Prior 7-Day Total $10.90B
Calls: $4.17B (38%)
Puts: $6.73B (62%)
Prior 7-Day Average $1.56B
Calls: $595.06M (38%)
Puts: $961.63M (62%)
Current vs Prior 7-Day Avg -87.24%
Calls: -95.84%
Puts: -81.91%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/05 9:40am) 2.06
Prior (11/04) 0.87
Current vs Prior +136.20%
Prior 7-Day Average 1.20
Current vs Prior 7-Day Avg +71.34%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/05 9:40am) 10,172,011
Calls: 2,858,212 (28%)
Puts: 7,313,799 (72%)
Prior (11/04) 10,146,645
Calls: 2,826,040 (28%)
Puts: 7,320,605 (72%)
Current vs Prior +0.25%
Prior 7-Day Total 59,141,250
Calls: 15,498,634 (26%)
Puts: 43,642,616 (74%)
Prior 7-Day Average 8,448,750
Calls: 2,214,090 (26%)
Puts: 6,234,659 (74%)
Current vs Prior 7-Day Avg +20.40%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/05) | Next (11/06)Expiry (11/06) | Next (11/09)Expiry (11/06) | Next (11/13)Expiry (11/16) | Next (12/18)
Current 0.66% | 1.05%1.05% | 1.30%1.05% | 1.96%2.10% | 4.23%
Prior 0.67% | 0.98%0.25% | 0.98%0.98% | 1.78%1.92% | 4.02%
Current vs Prior -0.90% | +6.75%+328.10% | +32.03%+6.75% | +10.02%+9.73% | +5.32%
Prior 7-Day Avg 0.88% | 1.17%0.54% | 1.19%1.13% | 2.08%2.81% | 4.53%
Current vs 7-Day Avg -24.25% | -10.32%+93.17% | +8.70%-7.29% | -5.64%-25.09% | -6.54%
Prior 7-Day Eod 0.67% | 0.98%0.25% | 0.98%0.98% | 1.78%1.92% | 4.02%
Current vs 7-Day Eod -0.90% | +6.75%+328.10% | +32.03%+6.75% | +10.02%+9.73% | +5.32%
Sentiment BULLISHBEARISHBEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.58% | 0.62%
Calls: 0.41% | 0.49%
Puts: 0.76% | 0.76%
Prior 1.74% | 1.45%
Calls: 1.79% | 1.49%
Puts: 1.69% | 1.41%
Current vs Prior -66.67% | -57.24%
Prior 7-Day Avg 1.09% | 1.66%
Calls: 1.17% | 1.70%
Puts: 1.01% | 1.62%
Current vs 7-Day Avg -47.00% | -62.71%
Liquidity Excellent
+
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🤖 AI Insights

Strong bearish conviction with 88% of dollar volume in puts ($173.94M) vs calls ($24.74M). Extreme bearish P/C ratio of 2.06 - heavy put buying. P/C ratio rising 136% - increased hedging/bearish positioning. Put-heavy open interest (7,313,799 puts vs 2,858,212 calls) suggests hedging or bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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
09:40BEARISHBEARISHBEARISH
09:35BEARISHBEARISHBEARISH

📈 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 2,499 of results (avg 2.4%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$747.00Nov 614.1914.20$14.200.1%50.89219
$749.00Nov 612.3912.41$12.400.2%70.86431
$700.00Nov 2062.6062.71$62.660.2%260.956.4K
$751.00Nov 610.6510.67$10.660.2%400.82550
$756.00Nov 55.145.15$5.150.2%4650.772.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$750.00Nov 307.197.20$7.200.1%770.3510.0K
$747.00Nov 306.486.49$6.490.2%20.32619
$766.00Nov 56.066.07$6.070.2%9.5K0.864.7K
$745.00Nov 275.715.72$5.720.2%50.291.4K
$761.00Nov 105.565.57$5.570.2%1160.51220

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 669 found (avg $0.41, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 50.070.08$0.0812.5%26.4K0.0417.6K
$769.00Nov 50.100.11$0.119.1%10.6K0.057.2K
$768.00Nov 50.160.17$0.175.9%17.2K0.076.9K
$767.00Nov 50.240.25$0.254.0%13.1K0.106.7K
$766.00Nov 50.360.37$0.372.7%14.2K0.143.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$746.00Nov 50.050.06$0.0616.7%1.8K0.023.6K
$747.00Nov 50.070.08$0.0812.5%6.1K0.035.9K
$749.00Nov 50.130.14$0.147.1%3.3K0.046.9K
$748.00Nov 50.100.11$0.119.1%4.9K0.045.2K
$750.00Nov 50.170.18$0.185.6%8.2K0.0611.7K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,043 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Nov 6134.34137.65$136.002.4%--1.0026
$635.00Nov 6124.15127.65$125.902.8%--1.0037
$650.00Nov 6109.03112.66$110.853.3%--1.0045
$610.00Dec 18153.20155.67$154.441.6%--1.001.2K
$615.00Dec 18148.29151.40$149.852.1%--1.001.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$771.00Nov 510.6510.81$10.731.5%7481.00464
$772.00Nov 511.6411.80$11.721.4%4411.004.4K
$773.00Nov 512.6312.78$12.711.2%2011.00277
$774.00Nov 513.6413.79$13.721.1%1071.0099
$775.00Nov 514.6514.79$14.721.0%1421.00285

Most actively traded options today. High liquidity = easy entry/exit. 1,892 active (total vol 818.5K, top 46.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 50.070.08$0.0812.5%26.4K0.0417.6K
$765.00Nov 50.530.54$0.541.9%17.5K0.195.6K
$768.00Nov 50.160.17$0.175.9%17.2K0.076.9K
$764.00Nov 50.770.78$0.781.3%16.1K0.251.3K
$766.00Nov 50.360.37$0.372.7%14.2K0.143.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 52.132.15$2.140.9%46.8K0.4713.1K
$763.00Nov 53.793.81$3.800.5%37.6K0.683.7K
$761.00Nov 52.612.63$2.620.8%35.1K0.542.6K
$762.00Nov 53.173.19$3.180.6%30.9K0.614.4K
$764.00Nov 54.494.52$4.510.7%28.4K0.7513.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 95.4%, max 111.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$754.00Nov 5Dec 1830.2%14.3%111.0%291.0K
$755.00Nov 5Dec 1829.6%14.2%108.9%19213.5K
$756.00Nov 5Dec 1829.1%14.1%107.2%4652.6K
$757.00Nov 5Dec 1828.7%14.0%105.8%2761.7K
$758.00Nov 5Dec 1828.2%13.8%103.8%7071.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$754.00Nov 5Dec 1830.2%14.3%111.0%9.8K5.7K
$755.00Nov 5Dec 1829.6%14.2%108.9%17.8K20.0K
$756.00Nov 5Dec 1829.1%14.1%107.2%13.0K5.2K
$757.00Nov 5Dec 1828.7%14.0%105.8%18.4K5.2K
$758.00Nov 5Dec 1828.2%13.8%103.8%23.6K7.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,080 found (best R:R 1.76, avg 4.24)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$704.00$705.00Nov 30$0.11$0.89$0.1191%8.09$704.11
$740.00$742.00Dec 11$0.81$1.19$0.8171%1.47$740.81
$715.00$717.00Nov 20$1.27$0.73$1.2791%0.57$716.27
$726.00$727.00Nov 20$0.37$0.63$0.3787%1.70$726.37
$724.00$725.00Nov 6$0.50$0.50$0.5099%1.00$724.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$770.00$765.00Nov 19$1.81$3.19$1.8166%1.76$768.19
$786.00$785.00Nov 20$0.16$0.84$0.1690%5.25$785.84
$791.00$790.00Nov 20$0.46$0.54$0.4694%1.17$790.54
$765.00$760.00Nov 19$2.14$2.86$2.1457%1.34$762.86
$781.00$780.00Nov 20$0.36$0.64$0.3684%1.78$780.64

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 815 found (best R:R 0.92, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$770.00Nov 19$2.40$2.40$2.6057%0.92$767.40
$770.00$775.00Nov 19$1.82$1.82$3.1866%0.57$771.82
$775.00$780.00Nov 19$1.27$1.27$3.7376%0.34$776.27
$767.00$770.00Nov 18$1.35$1.35$1.6561%0.82$768.35
$780.00$784.00Nov 18$0.59$0.59$3.4185%0.17$780.59
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$757.00$756.00Nov 5$0.24$0.24$0.7672%0.32$756.76
$754.00$753.00Nov 5$0.12$0.12$0.8885%0.14$753.88
$756.00$755.00Nov 5$0.19$0.19$0.8177%0.23$755.81
$759.00$758.00Nov 5$0.35$0.35$0.6560%0.54$758.65
$726.00$725.00Nov 18$0.10$0.10$0.9088%0.11$725.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $1.44, cheapest $1.65)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$758.00Nov 5Nov 6$1.6528.2%21.3%
$759.00Nov 5Nov 6$1.6527.8%21.0%
$760.00Nov 5Nov 6$1.6327.2%20.6%
$761.00Nov 5Nov 6$1.5926.7%20.9%
$762.00Nov 5Nov 6$1.5326.2%20.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$758.00Nov 5Nov 6$1.3528.2%21.4%
$759.00Nov 5Nov 6$1.3627.6%21.0%
$760.00Nov 5Nov 6$1.3527.2%20.6%
$762.00Nov 5Nov 6$1.2426.3%20.5%
$761.00Nov 5Nov 6$1.3126.7%20.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 968 found (cheapest 0.59% of stock, avg 3.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$761.00Nov 5$1.90$2.62$4.52$756.48$765.520.59%
$760.00Nov 5$2.42$2.14$4.56$755.44$764.560.60%
$762.00Nov 5$1.46$3.18$4.64$757.36$766.640.61%
$759.00Nov 5$3.01$1.73$4.74$754.26$763.740.62%
$763.00Nov 5$1.08$3.80$4.88$758.12$767.880.64%
$758.00Nov 5$3.66$1.38$5.04$752.96$763.040.66%
$764.00Nov 5$0.78$4.51$5.29$758.71$769.290.70%
$757.00Nov 5$4.37$1.10$5.47$751.53$762.470.72%
$765.00Nov 5$0.54$5.27$5.81$759.19$770.810.76%
$756.00Nov 5$5.15$0.86$6.01$749.99$762.010.79%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 420 found (cheapest 0.18% of stock, avg 1.88%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$765.00$756.00Nov 5$0.54$0.86$1.40$754.60$766.40
$764.00$756.00Nov 5$0.78$0.86$1.64$754.36$765.64
$765.00$757.00Nov 5$0.54$1.10$1.64$755.36$766.64
$764.00$757.00Nov 5$0.78$1.10$1.88$755.12$765.88
$763.00$756.00Nov 5$1.08$0.86$1.94$754.06$764.94
$765.00$758.00Nov 5$0.54$1.38$1.92$756.08$766.92
$763.00$757.00Nov 5$1.08$1.10$2.18$754.82$765.18
$764.00$758.00Nov 5$0.78$1.38$2.16$755.84$766.16
$763.00$758.00Nov 5$1.08$1.38$2.46$755.54$765.46
$762.00$756.00Nov 5$1.46$0.86$2.32$753.68$764.32

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 406 found (best R:R 1.00, avg credit $0.56)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
725/726770/771Nov 18$0.50$0.5056%1.00$725.50$770.50
725/726771/772Nov 18$0.48$0.5258%0.92$725.52$771.48
737/738767/768Nov 12$0.53$0.4752%1.13$737.47$767.53
740/741766/767Nov 10$0.51$0.4953%1.04$740.49$766.51
740/741767/768Nov 12$0.55$0.4549%1.22$740.45$767.55
739/740767/768Nov 12$0.54$0.4650%1.17$739.46$767.54
738/739767/768Nov 12$0.53$0.4751%1.13$738.47$767.53
740/741768/769Nov 10$0.44$0.5660%0.79$740.56$768.44
735/736769/770Nov 16$0.51$0.4952%1.04$735.49$769.51
742/743766/767Nov 10$0.52$0.4851%1.08$742.48$766.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 336 found (best R:R 17.52, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$725.00$730.00$735.00Dec 4$0.09$4.916%54.56
$720.00$725.00$730.00Dec 4$0.07$4.935%70.43
$720.00$725.00$730.00Dec 11$0.08$4.925%61.50
$725.00$730.00$735.00Dec 11$0.12$4.886%40.67
$720.00$725.00$730.00Nov 27$0.10$4.905%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$745.00$750.00$755.00Nov 19$0.27$4.7313%17.52
$735.00$740.00$745.00Nov 19$0.16$4.849%30.25
$750.00$755.00$760.00Nov 19$0.35$4.6516%13.29
$715.00$720.00$725.00Nov 27$0.05$4.954%99.00
$725.00$730.00$735.00Dec 4$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. 1,028 found (best net $-2.25, 1,027 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$750.00$760.001:2Nov 19-$2.25$7.75
$775.00$780.001:2Nov 19-$0.36$4.64
$770.00$775.001:2Nov 19-$1.08$3.92
$780.00$784.001:2Nov 18-$0.21$3.79
$798.00$805.001:2Nov 17-$0.01$6.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$710.00$690.001:2Nov 19-$0.18$19.82
$675.00$660.001:2Nov 16-$0.15$14.85
$640.00$615.001:2Nov 12-$0.03$24.97
$655.00$650.001:2Nov 6$0.00$5.00
$731.00$730.001:2Nov 5$0.00$1.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 450 found (best yield 2.20%, avg 0.52%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$761.00Dec 18$16.760.490.1%2.20%2.31%1940
$762.00Dec 18$16.130.480.2%2.12%2.36%15.3K
$763.00Dec 18$15.520.470.4%2.04%2.41%24.5K
$764.00Dec 18$14.910.470.5%1.96%2.46%78873
$765.00Dec 18$14.370.460.6%1.89%2.52%3615.4K
$766.00Dec 18$13.750.450.8%1.81%2.57%242.5K
$767.00Dec 18$13.210.440.9%1.74%2.63%163.7K
$768.00Dec 18$12.650.431.0%1.66%2.69%114.7K
$761.00Dec 11$15.540.500.1%2.04%2.15%--271
$762.00Dec 11$14.920.490.2%1.96%2.20%--62

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 268,312
Total Puts 552,576
Put/Call Ratio 2.06
Net Difference -284,264

Prior's Put/Call Breakdown

Total Calls 442,963
Total Puts 386,229
Put/Call Ratio 0.87
Net Difference 56,734

Prior 7-Day Put/Call Summary

Total Calls 34,974,556
Total Puts 42,442,851
Average Put/Call Ratio 1.20
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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