Tour
v536
SPY
State Street SPDR S&P 500 ETF Trust
$757.15
-1.26%
Option Volume
Detail
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
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
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
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
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
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)
| Time | Smart Money | Retail | Overall |
|---|---|---|---|
| 09:45 | BEARISH | BEARISH | BEARISH |
| 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
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 |
|---|---|---|---|---|
| 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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