Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$756.05 -1.40%
◀ 11/5 09:50 ▶

Option Volume

Detail
ℹ
Current (11/05 9:50am) 1,717,622
Calls: 538,741 (31%)
Puts: 1,178,881 (69%)
Prior (11/04) 1,732,882
Calls: 891,908 (51%)
Puts: 840,974 (49%)
Current vs Prior -0.88%
Calls: -39.60% (Calls)
Puts: +40.18% (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 -84.47%
Calls: -89.22%
Puts: -80.56%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/05 9:50am) $579.70M
Calls: $66.89M (12%)
Puts: $512.81M (88%)
Prior (11/04) $346.62M
Calls: $233.32M (67%)
Puts: $113.30M (33%)
Current vs Prior +67.24%
Calls: -71.33%
Puts: +352.60%
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 -62.76%
Calls: -88.76%
Puts: -46.67%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/05 9:50am) 2.19
Prior (11/04) 0.94
Current vs Prior +132.07%
Prior 7-Day Average 1.20
Current vs Prior 7-Day Avg +82.05%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/05 9:50am) 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 0.79% | 1.21%1.21% | 1.49%1.21% | 2.19%2.34% | 4.50%
Prior 0.67% | 0.98%0.25% | 0.98%0.98% | 1.78%1.92% | 4.02%
Current vs Prior +18.23% | +22.94%+393.03% | +51.46%+22.94% | +23.01%+21.93% | +12.01%
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 -9.63% | +3.28%+122.47% | +24.69%+6.77% | +5.50%-16.76% | -0.59%
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 +18.23% | +22.94%+393.03% | +51.46%+22.94% | +23.01%+21.93% | +12.01%
Sentiment BEARISHBEARISHBEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.51% | 0.33%
Calls: 0.70% | 0.44%
Puts: 0.32% | 0.22%
Prior 1.74% | 1.45%
Calls: 1.79% | 1.49%
Puts: 1.69% | 1.41%
Current vs Prior -70.69% | -77.24%
Prior 7-Day Avg 1.09% | 1.66%
Calls: 1.17% | 1.70%
Puts: 1.01% | 1.62%
Current vs 7-Day Avg -53.39% | -80.15%
Liquidity Excellent
+
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🤖 AI Insights

Strong bearish conviction with 88% of dollar volume in puts ($512.81M) vs calls ($66.89M). Elevated premium activity with dollar volume up 67% vs prior. Extreme bearish P/C ratio of 2.19 - heavy put buying. P/C ratio rising 132% - increased hedging/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
09:50BEARISHBEARISHBEARISH
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 2,732 of results (avg 2.2%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$754.00Nov 2714.3714.38$14.380.1%--0.54293
$755.00Nov 2713.7013.71$13.710.1%1510.52333
$749.00Nov 1313.3713.38$13.380.1%10.64300
$751.00Nov 1713.1213.13$13.130.1%10.59--
$752.00Nov 1712.4312.44$12.430.1%50.583
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$761.00Dec 1817.3517.36$17.360.1%190.541.8K
$746.00Dec 1812.1712.18$12.180.1%730.401.6K
$753.00Nov 208.738.74$8.740.1%2250.452.5K
$764.00Nov 58.198.20$8.200.1%32.5K0.8913.1K
$751.00Nov 208.088.09$8.090.1%170.423.9K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 597 found (avg $0.43, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Nov 50.060.07$0.0714.3%13.9K0.037.2K
$768.00Nov 50.090.10$0.1010.0%24.4K0.046.9K
$767.00Nov 50.120.13$0.137.7%22.0K0.056.7K
$766.00Nov 50.170.18$0.185.6%25.8K0.063.6K
$765.00Nov 50.240.25$0.254.0%34.6K0.085.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$745.00Nov 50.320.33$0.333.0%13.6K0.094.1K
$744.00Nov 50.270.28$0.283.6%5.8K0.081.8K
$740.00Nov 50.140.15$0.156.7%5.3K0.044.3K
$741.00Nov 50.170.18$0.185.6%4.9K0.051.4K
$743.00Nov 50.230.24$0.244.2%5.1K0.071.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,210 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Nov 6129.53132.65$131.092.4%--1.0026
$605.00Dec 18153.66156.47$155.071.8%--1.002.7K
$610.00Dec 18148.56151.60$150.082.0%121.001.2K
$700.00Nov 555.9956.37$56.180.7%141.0032
$705.00Nov 550.9651.34$51.150.7%--1.0011
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$770.00Nov 513.8513.99$13.921.0%1.0K1.005.9K
$771.00Nov 514.8214.98$14.901.1%8031.00464
$772.00Nov 515.8215.94$15.880.8%9401.004.4K
$773.00Nov 516.8216.94$16.880.7%2721.00277
$774.00Nov 517.8417.93$17.880.5%1481.0099

Most actively traded options today. High liquidity = easy entry/exit. 2,504 active (total vol 1.7M, top 65.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 50.240.25$0.254.0%34.6K0.085.6K
$764.00Nov 50.330.34$0.342.9%31.2K0.111.3K
$770.00Nov 50.040.05$0.0520.0%30.9K0.0217.6K
$763.00Nov 50.460.47$0.472.1%30.5K0.142.2K
$766.00Nov 50.170.18$0.185.6%25.8K0.063.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 54.974.98$4.970.2%65.5K0.7313.1K
$755.00Nov 52.222.23$2.230.4%50.9K0.458.4K
$758.00Nov 53.683.69$3.690.3%50.4K0.626.1K
$757.00Nov 53.133.14$3.140.3%47.7K0.563.8K
$756.00Nov 52.642.65$2.650.4%44.5K0.504.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 30 strikes (avg 121.5%, max 142.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$748.00Nov 5Dec 1838.0%15.7%142.4%192113
$749.00Nov 5Dec 1837.4%15.5%140.8%308412
$750.00Nov 5Dec 1836.7%15.4%138.3%56834.7K
$751.00Nov 5Dec 1836.0%15.3%135.7%443345
$752.00Nov 5Dec 1835.5%15.1%134.7%578696
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$748.00Nov 5Dec 1837.9%15.7%142.2%19.1K6.4K
$749.00Nov 5Dec 1837.4%15.5%140.6%13.7K8.1K
$750.00Nov 5Dec 1836.7%15.4%138.3%34.9K48.3K
$751.00Nov 5Dec 1836.0%15.3%135.7%23.1K3.8K
$752.00Nov 5Dec 1835.5%15.1%134.7%20.6K5.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,195 found (best R:R 7.33, avg 4.19)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$695.00$696.00Nov 30$0.12$0.88$0.1291%7.33$695.12
$710.00$711.00Nov 20$0.13$0.87$0.1390%6.69$710.13
$709.00$710.00Nov 30$0.12$0.88$0.1287%7.33$709.12
$688.00$689.00Nov 30$0.35$0.65$0.3592%1.86$688.35
$703.00$704.00Nov 30$0.32$0.68$0.3289%2.12$703.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$796.00$795.00Nov 9$0.42$0.58$0.42100%1.38$795.58
$775.00$774.00Nov 12$0.31$0.69$0.3190%2.23$774.69
$760.00$755.00Nov 19$2.02$2.98$2.0256%1.48$757.98
$789.00$788.00Nov 6$0.48$0.52$0.48100%1.08$788.52
$780.00$779.00Nov 6$0.49$0.51$0.49100%1.04$779.51

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 889 found (best R:R 0.72, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$765.00$770.00Nov 19$2.09$2.09$2.9164%0.72$767.09
$760.00$765.00Nov 19$2.54$2.54$2.4656%1.03$762.54
$770.00$775.00Nov 19$1.51$1.51$3.4972%0.43$771.51
$775.00$780.00Nov 19$1.04$1.04$3.9681%0.26$776.04
$760.00$762.00Nov 17$1.06$1.06$0.9456%1.13$761.06
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$749.00$748.00Nov 5$0.14$0.14$0.8682%0.16$748.86
$736.00$735.00Nov 10$0.12$0.12$0.8885%0.14$735.88
$734.00$733.00Nov 10$0.10$0.10$0.9087%0.11$733.90
$739.00$738.00Nov 9$0.11$0.11$0.8985%0.12$738.89
$723.00$722.00Nov 18$0.11$0.11$0.8986%0.12$722.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $1.56, cheapest $1.46)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$753.00Nov 5Nov 6$1.7434.8%25.4%
$756.00Nov 5Nov 6$1.7433.7%24.3%
$754.00Nov 5Nov 6$1.7534.2%25.0%
$755.00Nov 5Nov 6$1.7533.9%24.7%
$757.00Nov 5Nov 6$1.7133.3%24.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$753.00Nov 5Nov 6$1.4634.8%25.4%
$756.00Nov 5Nov 6$1.4733.6%24.3%
$754.00Nov 5Nov 6$1.5034.2%25.0%
$755.00Nov 5Nov 6$1.5033.9%24.7%
$757.00Nov 5Nov 6$1.4233.3%24.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,107 found (cheapest 0.72% of stock, avg 3.98%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$757.00Nov 5$2.32$3.14$5.46$751.54$762.460.72%
$756.00Nov 5$2.84$2.65$5.49$750.51$761.490.73%
$758.00Nov 5$1.87$3.69$5.56$752.44$763.560.74%
$755.00Nov 5$3.42$2.23$5.65$749.35$760.650.75%
$759.00Nov 5$1.47$4.30$5.77$753.23$764.770.76%
$754.00Nov 5$4.05$1.85$5.90$748.10$759.900.78%
$760.00Nov 5$1.14$4.97$6.11$753.89$766.110.81%
$753.00Nov 5$4.74$1.53$6.27$746.73$759.270.83%
$761.00Nov 5$0.87$5.72$6.59$754.41$767.590.87%
$752.00Nov 5$5.48$1.27$6.75$745.25$758.750.89%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.29% of stock, avg 2.11%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$760.00$751.00Nov 5$1.14$1.04$2.18$748.82$762.18
$760.00$752.00Nov 5$1.14$1.27$2.41$749.59$762.41
$759.00$751.00Nov 5$1.47$1.04$2.51$748.49$761.51
$759.00$752.00Nov 5$1.47$1.27$2.74$749.26$761.74
$760.00$753.00Nov 5$1.14$1.53$2.67$750.33$762.67
$759.00$753.00Nov 5$1.47$1.53$3.00$750.00$762.00
$758.00$751.00Nov 5$1.87$1.04$2.91$748.09$760.91
$760.00$754.00Nov 5$1.14$1.85$2.99$751.01$762.99
$758.00$752.00Nov 5$1.87$1.27$3.14$748.86$761.14
$758.00$753.00Nov 5$1.87$1.53$3.40$749.60$761.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 363 found (best R:R 1.33, avg credit $0.57)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
726/727765/766Nov 17$0.57$0.4350%1.33$726.43$765.57
729/730764/765Nov 13$0.56$0.4451%1.27$729.44$764.56
722/723766/767Nov 18$0.54$0.4652%1.17$722.46$766.54
727/728765/766Nov 16$0.54$0.4652%1.17$727.46$765.54
731/732764/765Nov 13$0.56$0.4449%1.27$731.44$764.56
730/731765/766Nov 17$0.58$0.4247%1.38$730.42$765.58
735/736763/764Nov 10$0.52$0.4853%1.08$735.48$763.52
729/730765/766Nov 13$0.52$0.4853%1.08$729.48$765.52
729/730765/766Nov 17$0.57$0.4348%1.33$729.43$765.57
733/734763/764Nov 10$0.50$0.5055%1.00$733.50$763.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 378 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$740.00$745.00$750.00Nov 19$0.21$4.7912%22.81
$745.00$750.00$755.00Nov 19$0.27$4.7314%17.52
$725.00$730.00$735.00Dec 11$0.07$4.936%70.43
$750.00$755.00$760.00Nov 19$0.34$4.6615%13.71
$725.00$730.00$735.00Dec 4$0.10$4.906%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$730.00$735.00$740.00Nov 19$0.10$4.909%49.00
$745.00$750.00$755.00Nov 19$0.27$4.7314%17.52
$720.00$725.00$730.00Nov 27$0.07$4.936%70.43
$790.00$795.00$800.00Nov 19$0.06$4.945%82.33
$740.00$745.00$750.00Nov 19$0.26$4.7412%18.23

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 978 found (best net $-17.36, 977 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$700.00$720.001:2Nov 10-$17.36$2.64
$775.00$780.001:2Nov 19-$0.24$4.76
$780.00$785.001:2Nov 19-$0.04$4.96
$770.00$775.001:2Nov 19-$0.81$4.19
$780.00$784.001:2Nov 18-$0.16$3.84
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$675.00$660.001:2Nov 16-$0.23$14.77
$709.00$708.001:2Nov 5$0.00$1.00
$635.00$630.001:2Nov 6$0.00$5.00
$670.00$665.001:2Nov 6-$0.01$4.99
$710.00$705.001:2Nov 6-$0.03$4.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 486 found (best yield 2.33%, avg 0.55%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$757.00Dec 18$17.600.490.1%2.33%2.45%54520
$758.00Dec 18$17.030.480.3%2.25%2.51%81507
$759.00Dec 18$16.370.480.4%2.17%2.56%58523
$760.00Dec 18$15.770.470.5%2.09%2.61%17417.9K
$761.00Dec 18$15.180.460.7%2.01%2.66%7940
$762.00Dec 18$14.580.450.8%1.93%2.72%115.3K
$763.00Dec 18$14.080.440.9%1.86%2.78%584.5K
$757.00Dec 11$16.370.500.1%2.17%2.29%4178
$764.00Dec 18$13.480.431.1%1.78%2.83%101873
$758.00Dec 11$15.740.490.3%2.08%2.34%24124

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 538,741
Total Puts 1,178,881
Put/Call Ratio 2.19
Net Difference -640,140

Prior's Put/Call Breakdown

Total Calls 891,908
Total Puts 840,974
Put/Call Ratio 0.94
Net Difference 50,934

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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