Tour
v536
SPY
State Street SPDR S&P 500 ETF Trust
$760.21
-0.86%
Option Volume
Detail
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
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
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
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
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
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)
| Time | Smart Money | Retail | Overall |
|---|---|---|---|
| 09:40 | BEARISH | BEARISH | BEARISH |
| 09:35 | BEARISH | BEARISH | BEARISH |
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 |
|---|---|---|---|---|
| Loading data... | ||||
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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