Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$757.15 -1.26%
◀ 11/5 09:45 ▶

Option Volume

Detail
ℹ
Current (11/05 9:45am) 1,257,946
Calls: 406,775 (32%)
Puts: 851,171 (68%)
Prior (11/04) 1,349,144
Calls: 682,584 (51%)
Puts: 666,560 (49%)
Current vs Prior -6.76%
Calls: -40.41% (Calls)
Puts: +27.70% (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 -88.63%
Calls: -91.86%
Puts: -85.96%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/05 9:45am) $405.31M
Calls: $40.34M (10%)
Puts: $364.97M (90%)
Prior (11/04) $294.55M
Calls: $219.47M (75%)
Puts: $75.08M (25%)
Current vs Prior +37.60%
Calls: -81.62%
Puts: +386.11%
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 -73.96%
Calls: -93.22%
Puts: -62.05%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/05 9:45am) 2.09
Prior (11/04) 0.98
Current vs Prior +114.28%
Prior 7-Day Average 1.20
Current vs Prior 7-Day Avg +74.08%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/05 9:45am) 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 0.78% | 1.18%1.18% | 1.44%1.18% | 2.12%2.26% | 4.40%
Prior 0.67% | 0.98%0.25% | 0.98%0.98% | 1.78%1.92% | 4.02%
Current vs Prior +16.67% | +19.54%+379.40% | +46.00%+19.55% | +18.98%+18.10% | +9.52%
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 -10.82% | +0.43%+116.32% | +20.19%+3.82% | +2.04%-19.38% | -2.81%
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 +16.67% | +19.54%+379.40% | +46.00%+19.55% | +18.98%+18.10% | +9.52%
Sentiment BEARISHBEARISHBEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.66% | 0.68%
Calls: 0.35% | 0.67%
Puts: 0.97% | 0.68%
Prior 1.74% | 1.45%
Calls: 1.79% | 1.49%
Puts: 1.69% | 1.41%
Current vs Prior -62.07% | -53.10%
Prior 7-Day Avg 1.09% | 1.66%
Calls: 1.17% | 1.70%
Puts: 1.01% | 1.62%
Current vs 7-Day Avg -39.69% | -59.11%
Liquidity Excellent
+
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🤖 AI Insights

Strong bearish conviction with 90% of dollar volume in puts ($364.97M) vs calls ($40.34M). Extreme bearish P/C ratio of 2.09 - heavy put buying. P/C ratio rising 114% - 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
09:45BEARISHBEARISHBEARISH
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 2,635 of results (avg 2.9%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Nov 2059.8159.93$59.870.2%390.936.4K
$755.00Nov 54.034.04$4.040.2%4630.622.3K
$750.00Nov 57.927.94$7.930.3%2000.823.6K
$746.00Nov 511.5411.57$11.560.3%170.9127
$747.00Nov 510.6110.64$10.630.3%450.8956
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$764.00Nov 57.247.26$7.250.3%31.6K0.8613.1K
$756.00Nov 63.573.58$3.580.3%2.2K0.453.4K
$767.00Nov 59.959.98$9.970.3%10.4K0.945.9K
$790.00Nov 2032.7932.89$32.840.3%650.946.1K
$770.00Nov 512.8512.89$12.870.3%7191.005.9K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 630 found (avg $0.41, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Nov 50.070.08$0.0812.5%12.9K0.037.2K
$767.00Nov 50.140.15$0.156.7%18.1K0.066.7K
$770.00Nov 50.050.06$0.0616.7%29.1K0.0217.6K
$768.00Nov 50.100.11$0.119.1%21.2K0.046.9K
$766.00Nov 50.210.22$0.224.5%21.1K0.083.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$742.00Nov 50.150.16$0.166.3%2.0K0.041.3K
$739.00Nov 50.090.10$0.1010.0%7240.031.2K
$743.00Nov 50.180.19$0.195.3%2.5K0.051.6K
$744.00Nov 50.220.23$0.234.3%2.7K0.061.8K
$745.00Nov 50.270.28$0.283.6%8.9K0.074.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,145 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Nov 6131.62134.43$133.032.1%--1.0026
$635.00Nov 6121.02124.44$122.732.8%--1.0037
$610.00Dec 18149.68153.22$151.452.3%121.001.2K
$615.00Dec 18145.16148.38$146.772.2%--1.001.5K
$700.00Nov 556.9357.35$57.140.7%141.0032
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 512.8512.89$12.870.3%7191.005.9K
$771.00Nov 513.7413.92$13.831.3%7851.00464
$772.00Nov 514.7314.92$14.831.3%5781.004.4K
$773.00Nov 515.7315.91$15.821.1%2471.00277
$774.00Nov 516.7116.91$16.811.2%1291.0099

Most actively traded options today. High liquidity = easy entry/exit. 2,263 active (total vol 1.3M, top 61.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 50.050.06$0.0616.7%29.1K0.0217.6K
$765.00Nov 50.300.31$0.313.2%27.3K0.105.6K
$763.00Nov 50.600.61$0.611.6%25.5K0.182.2K
$764.00Nov 50.430.44$0.442.3%25.2K0.141.3K
$768.00Nov 50.100.11$0.119.1%21.2K0.046.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 54.224.25$4.230.7%61.5K0.6713.1K
$758.00Nov 53.073.10$3.091.0%45.1K0.556.1K
$761.00Nov 54.894.92$4.900.6%41.2K0.732.6K
$763.00Nov 56.406.43$6.420.5%40.4K0.823.7K
$759.00Nov 53.623.64$3.630.6%39.8K0.613.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 28 strikes (avg 122.8%, max 145.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$750.00Nov 5Dec 1837.1%15.1%145.5%29434.7K
$751.00Nov 5Dec 1836.5%15.0%143.6%112345
$752.00Nov 5Dec 1835.9%14.8%141.7%243696
$753.00Nov 5Dec 1835.2%14.7%139.3%225735
$754.00Nov 5Dec 1834.7%14.6%138.5%2291.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$750.00Nov 5Dec 1837.1%15.1%145.5%20.4K48.3K
$751.00Nov 5Dec 1836.5%15.0%143.7%13.6K3.8K
$752.00Nov 5Dec 1835.9%14.8%141.7%13.6K5.4K
$753.00Nov 5Dec 1835.2%14.7%139.3%17.3K5.2K
$754.00Nov 5Dec 1834.7%14.6%138.5%21.7K5.7K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,173 found (best R:R 2.27, avg 4.20)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$724.00$725.00Nov 13$0.13$0.87$0.1390%6.69$724.13
$727.00$728.00Nov 6$0.27$0.73$0.2798%2.70$727.27
$688.00$689.00Nov 30$0.34$0.66$0.3493%1.94$688.34
$715.00$718.00Dec 18$1.82$1.18$1.8281%0.65$716.82
$727.00$728.00Dec 18$0.23$0.77$0.2375%3.35$727.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$765.00$760.00Nov 19$1.53$3.47$1.5362%2.27$763.47
$780.00$775.00Nov 18$3.21$1.79$3.2188%0.56$776.79
$783.00$782.00Nov 12$0.15$0.85$0.1596%5.67$782.85
$781.00$780.00Nov 9$0.26$0.74$0.26100%2.85$780.74
$765.00$763.00Nov 18$0.52$1.48$0.5263%2.85$764.48

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 859 found (best R:R 1.12, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$760.00$765.00Nov 19$2.64$2.64$2.3654%1.12$762.64
$765.00$770.00Nov 19$2.14$2.14$2.8662%0.75$767.14
$770.00$775.00Nov 19$1.58$1.58$3.4271%0.46$771.58
$775.00$780.00Nov 19$1.06$1.06$3.9480%0.27$776.06
$760.00$762.00Nov 17$1.09$1.09$0.9154%1.20$761.09
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$754.00$753.00Nov 5$0.27$0.27$0.7367%0.37$753.73
$746.00$745.00Nov 6$0.13$0.13$0.8783%0.15$745.87
$751.00$750.00Nov 5$0.15$0.15$0.8579%0.18$750.85
$742.00$741.00Nov 9$0.12$0.12$0.8884%0.14$741.88
$750.00$749.00Nov 5$0.12$0.12$0.8882%0.14$749.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $1.47, cheapest $1.35)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$754.00Nov 5Nov 6$1.6334.7%24.4%
$755.00Nov 5Nov 6$1.6534.1%24.0%
$756.00Nov 5Nov 6$1.6633.5%23.7%
$757.00Nov 5Nov 6$1.6533.1%23.3%
$758.00Nov 5Nov 6$1.6232.7%23.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$754.00Nov 5Nov 6$1.3534.7%24.4%
$755.00Nov 5Nov 6$1.3834.1%24.0%
$756.00Nov 5Nov 6$1.3933.5%23.7%
$757.00Nov 5Nov 6$1.3733.1%23.3%
$758.00Nov 5Nov 6$1.3432.8%23.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,062 found (cheapest 0.71% of stock, avg 3.91%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$758.00Nov 5$2.29$3.09$5.38$752.62$763.380.71%
$757.00Nov 5$2.82$2.61$5.43$751.57$762.430.72%
$759.00Nov 5$1.83$3.63$5.46$753.54$764.460.72%
$756.00Nov 5$3.40$2.19$5.59$750.41$761.590.74%
$760.00Nov 5$1.44$4.23$5.67$754.33$765.670.75%
$755.00Nov 5$4.04$1.83$5.87$749.13$760.870.78%
$761.00Nov 5$1.10$4.90$6.00$755.00$767.000.79%
$754.00Nov 5$4.73$1.52$6.25$747.75$760.250.83%
$762.00Nov 5$0.83$5.64$6.47$755.53$768.470.85%
$753.00Nov 5$5.47$1.25$6.72$746.28$759.720.89%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.27% of stock, avg 2.03%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$762.00$753.00Nov 5$0.83$1.25$2.08$750.92$764.08
$761.00$753.00Nov 5$1.10$1.25$2.35$750.65$763.35
$762.00$754.00Nov 5$0.83$1.52$2.35$751.65$764.35
$761.00$754.00Nov 5$1.10$1.52$2.62$751.38$763.62
$760.00$753.00Nov 5$1.44$1.25$2.69$750.31$762.69
$760.00$754.00Nov 5$1.44$1.52$2.96$751.04$762.96
$762.00$755.00Nov 5$0.83$1.83$2.66$752.34$764.66
$761.00$755.00Nov 5$1.10$1.83$2.93$752.07$763.93
$760.00$755.00Nov 5$1.44$1.83$3.27$751.73$763.27
$759.00$753.00Nov 5$1.83$1.25$3.08$749.92$762.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 375 found (best R:R 1.08, avg credit $0.56)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
729/730766/767Nov 16$0.52$0.4852%1.08$729.48$766.52
715/717768/770Nov 18$0.88$1.1258%0.79$716.12$768.88
735/736765/766Nov 13$0.56$0.4448%1.27$735.44$765.56
720/722768/770Nov 18$0.92$1.0856%0.85$721.08$768.92
727/728767/768Nov 18$0.53$0.4751%1.13$727.47$767.53
733/734765/766Nov 13$0.54$0.4650%1.17$733.46$765.54
734/735764/765Nov 11$0.51$0.4953%1.04$734.49$764.51
732/733765/766Nov 13$0.53$0.4750%1.13$732.47$765.53
730/731766/767Nov 16$0.52$0.4852%1.08$730.48$766.52
734/735766/767Nov 12$0.49$0.5154%0.96$734.51$766.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 263 found (best R:R 94.24, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$660.00$680.00$700.00Nov 27$0.21$19.795%94.24
$720.00$725.00$730.00Nov 27$0.09$4.916%54.56
$725.00$730.00$735.00Dec 11$0.11$4.896%44.45
$755.00$760.00$765.00Nov 19$0.41$4.5917%11.20
$759.00$760.00$761.00Nov 5$0.05$0.9511%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$745.00$750.00$755.00Nov 19$0.30$4.7014%15.67
$740.00$745.00$750.00Nov 19$0.24$4.7612%19.83
$710.00$715.00$720.00Dec 11$0.06$4.944%82.33
$725.00$730.00$735.00Dec 11$0.11$4.896%44.45
$730.00$735.00$740.00Nov 19$0.17$4.838%28.41

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 991 found (best net $-18.60, 991 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$700.00$720.001:2Nov 10-$18.60$1.40
$775.00$780.001:2Nov 19-$0.28$4.72
$770.00$775.001:2Nov 19-$0.82$4.18
$780.00$784.001:2Nov 18-$0.16$3.84
$810.00$835.001:2Nov 18$0.00$25.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$710.00$690.001:2Nov 19-$0.24$19.76
$635.00$615.001:2Nov 12-$0.04$19.96
$675.00$660.001:2Nov 16-$0.21$14.79
$714.00$713.001:2Nov 5$0.00$1.00
$640.00$635.001:2Nov 6$0.00$5.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 472 found (best yield 2.28%, avg 0.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$758.00Dec 18$17.280.490.1%2.28%2.39%80507
$759.00Dec 18$16.650.480.2%2.20%2.44%58523
$760.00Dec 18$16.040.480.4%2.12%2.49%14217.9K
$761.00Dec 18$15.420.470.5%2.04%2.55%1940
$762.00Dec 18$14.840.460.6%1.96%2.60%75.3K
$763.00Dec 18$14.260.450.8%1.88%2.66%454.5K
$764.00Dec 18$13.680.440.9%1.81%2.71%85873
$765.00Dec 18$13.120.431.0%1.73%2.77%19215.4K
$758.00Dec 11$16.050.500.1%2.12%2.23%16124
$759.00Dec 11$15.410.490.2%2.04%2.28%1451

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 406,775
Total Puts 851,171
Put/Call Ratio 2.09
Net Difference -444,396

Prior's Put/Call Breakdown

Total Calls 682,584
Total Puts 666,560
Put/Call Ratio 0.98
Net Difference 16,024

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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