Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$754.22 -1.64%
◀ 11/5 09:55 ▶

Option Volume

Detail
ℹ
Current (11/05 9:55am) 2,082,200
Calls: 682,854 (33%)
Puts: 1,399,346 (67%)
Prior (11/04) 1,995,987
Calls: 1,021,778 (51%)
Puts: 974,209 (49%)
Current vs Prior +4.32%
Calls: -33.17% (Calls)
Puts: +43.64% (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 -81.17%
Calls: -86.33%
Puts: -76.92%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/05 9:55am) $767.72M
Calls: $79.67M (10%)
Puts: $688.05M (90%)
Prior (11/04) $379.21M
Calls: $233.25M (62%)
Puts: $145.96M (38%)
Current vs Prior +102.45%
Calls: -65.85%
Puts: +371.41%
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 -50.68%
Calls: -86.61%
Puts: -28.45%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/05 9:55am) 2.05
Prior (11/04) 0.95
Current vs Prior +114.93%
Prior 7-Day Average 1.20
Current vs Prior 7-Day Avg +70.49%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/05 9:55am) 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 0.80% | 1.28%1.28% | 1.57%1.28% | 2.30%2.44% | 4.61%
Prior 0.67% | 0.98%0.25% | 0.98%0.98% | 1.78%1.92% | 4.02%
Current vs Prior +18.91% | +30.12%+421.82% | +59.79%+30.12% | +28.74%+27.49% | +14.69%
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 -9.11% | +9.31%+135.46% | +31.55%+13.01% | +10.42%-12.97% | +1.79%
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 +18.91% | +30.12%+421.82% | +59.79%+30.12% | +28.74%+27.49% | +14.69%
Sentiment BEARISHBEARISHBEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.51% | 0.21%
Calls: 0.69% | 0.20%
Puts: 0.32% | 0.21%
Prior 1.74% | 1.45%
Calls: 1.79% | 1.49%
Puts: 1.69% | 1.41%
Current vs Prior -70.69% | -85.52%
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% | -87.37%
Liquidity Excellent
+
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🤖 AI Insights

Strong bearish conviction with 90% of dollar volume in puts ($688.05M) vs calls ($79.67M). Massive premium surge with dollar volume up 102% vs prior. Extreme bearish P/C ratio of 2.05 - heavy put buying. P/C ratio rising 115% - 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
09:55BEARISHBEARISHBEARISH
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 2,787 of results (avg 2.3%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$748.00Dec 419.6119.62$19.620.1%20.5950
$746.00Nov 3019.5119.52$19.520.1%20.61509
$747.00Nov 3018.8018.81$18.810.1%--0.60736
$750.00Dec 418.2218.23$18.230.1%40.56449
$748.00Nov 3018.0718.08$18.080.1%20.59115
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 3014.0114.02$14.020.1%7930.569.8K
$759.00Nov 2713.1713.18$13.180.1%320.55646
$758.00Nov 2712.7412.75$12.750.1%680.53480
$740.00Dec 1811.3711.38$11.380.1%2.3K0.3643.0K
$753.00Nov 2710.8210.83$10.830.1%650.47431

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 587 found (avg $0.42, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Nov 50.050.06$0.0616.7%16.3K0.027.2K
$768.00Nov 50.070.08$0.0812.5%31.3K0.036.9K
$767.00Nov 50.090.10$0.1010.0%28.0K0.046.7K
$766.00Nov 50.130.14$0.147.1%30.1K0.053.6K
$765.00Nov 50.170.18$0.185.6%40.9K0.065.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$738.00Nov 50.090.10$0.1010.0%4.1K0.03619
$739.00Nov 50.110.12$0.128.3%5.7K0.031.2K
$740.00Nov 50.140.15$0.156.7%8.5K0.044.3K
$741.00Nov 50.170.18$0.185.6%7.4K0.051.4K
$743.00Nov 50.260.27$0.273.7%7.5K0.071.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,228 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Nov 6128.66131.66$130.162.3%--1.0026
$605.00Dec 18152.25154.91$153.581.7%--1.002.7K
$700.00Nov 554.2754.65$54.460.7%141.0032
$705.00Nov 549.2749.76$49.521.0%--1.0011
$706.00Nov 548.2748.76$48.521.0%11.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$769.00Nov 514.6514.83$14.741.2%2.8K1.003.3K
$770.00Nov 515.6715.81$15.740.9%1.1K1.005.9K
$771.00Nov 516.6516.80$16.730.9%8451.00464
$772.00Nov 517.6417.76$17.700.7%9521.004.4K
$773.00Nov 518.6318.79$18.710.9%2791.00277

Most actively traded options today. High liquidity = easy entry/exit. 2,610 active (total vol 2.1M, top 68.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 50.170.18$0.185.6%40.9K0.065.6K
$764.00Nov 50.230.24$0.244.2%37.1K0.081.3K
$763.00Nov 50.300.31$0.313.2%36.3K0.112.2K
$770.00Nov 50.040.05$0.0520.0%32.2K0.0217.6K
$760.00Nov 50.720.73$0.731.4%31.9K0.212.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$755.00Nov 53.103.11$3.110.3%68.2K0.528.4K
$760.00Nov 56.446.46$6.450.3%67.8K0.7913.1K
$756.00Nov 53.643.66$3.650.5%54.0K0.584.0K
$758.00Nov 54.944.96$4.950.4%52.7K0.696.1K
$757.00Nov 54.264.28$4.270.5%52.3K0.643.8K

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 117.2%, max 131.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$747.00Nov 5Dec 1836.7%15.9%131.0%379136
$748.00Nov 5Dec 1836.2%15.8%129.5%387113
$757.00Nov 5Dec 1833.2%14.5%129.2%18.4K1.7K
$756.00Nov 5Dec 1833.4%14.6%128.8%11.7K2.6K
$750.00Nov 5Dec 1835.3%15.5%128.2%76334.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$747.00Nov 5Dec 1836.8%15.9%131.0%24.2K7.7K
$748.00Nov 5Dec 1836.2%15.8%129.5%22.6K6.4K
$757.00Nov 5Dec 1833.2%14.5%129.0%52.3K5.2K
$756.00Nov 5Dec 1833.4%14.6%128.8%54.1K5.2K
$749.00Nov 5Dec 1835.6%15.6%127.9%17.8K8.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,248 found (best R:R 7.33, avg 4.34)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$725.00$726.00Nov 6$0.40$0.60$0.4098%1.50$725.40
$718.00$719.00Nov 10$0.55$0.45$0.5595%0.82$718.55
$715.00$716.00Nov 10$0.59$0.41$0.5996%0.69$715.59
$815.00$820.00Dec 11$0.11$4.89$0.113%44.45$815.11
$761.00$762.00Nov 5$0.13$0.87$0.1317%6.69$761.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$781.00$780.00Nov 20$0.12$0.88$0.1288%7.33$780.88
$786.00$785.00Nov 20$0.19$0.81$0.1993%4.26$785.81
$773.00$772.00Nov 13$0.22$0.78$0.2286%3.55$772.78
$760.00$755.00Nov 19$2.07$2.93$2.0758%1.42$757.93
$774.00$773.00Nov 16$0.29$0.71$0.2985%2.45$773.71

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 931 found (best R:R 1.34, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$755.00$760.00Nov 19$2.86$2.86$2.1450%1.34$757.86
$760.00$765.00Nov 19$2.41$2.41$2.5958%0.93$762.41
$765.00$770.00Nov 19$1.89$1.89$3.1166%0.61$766.89
$770.00$775.00Nov 19$1.42$1.42$3.5874%0.40$771.42
$775.00$780.00Nov 19$0.91$0.91$4.0982%0.22$775.91
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$754.00$753.00Nov 5$0.45$0.45$0.5554%0.82$753.55
$725.00$724.00Nov 16$0.15$0.15$0.8586%0.18$724.85
$751.00$750.00Nov 5$0.28$0.28$0.7270%0.39$750.72
$739.00$738.00Nov 13$0.25$0.25$0.7575%0.33$738.75
$742.00$741.00Nov 6$0.15$0.15$0.8584%0.18$741.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $1.75, cheapest $1.97)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$751.00Nov 5Nov 6$1.9734.8%26.2%
$752.00Nov 5Nov 6$2.0434.4%25.9%
$754.00Nov 5Nov 6$2.0633.8%25.3%
$753.00Nov 5Nov 6$2.0734.1%25.6%
$758.00Nov 5Nov 6$1.6832.9%24.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$751.00Nov 5Nov 6$1.6134.8%26.3%
$752.00Nov 5Nov 6$1.6734.4%25.9%
$753.00Nov 5Nov 6$1.6634.1%25.6%
$754.00Nov 5Nov 6$1.6233.6%25.3%
$758.00Nov 5Nov 6$1.3233.0%24.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,128 found (cheapest 0.73% of stock, avg 4.03%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$754.00Nov 5$2.89$2.63$5.52$748.48$759.520.73%
$755.00Nov 5$2.38$3.11$5.49$749.51$760.490.73%
$756.00Nov 5$1.94$3.65$5.59$750.41$761.590.74%
$753.00Nov 5$3.46$2.18$5.64$747.36$758.640.75%
$757.00Nov 5$1.55$4.27$5.82$751.18$762.820.77%
$752.00Nov 5$4.09$1.80$5.89$746.11$757.890.78%
$758.00Nov 5$1.23$4.95$6.18$751.82$764.180.82%
$751.00Nov 5$4.81$1.49$6.30$744.70$757.300.84%
$759.00Nov 5$0.95$5.68$6.63$752.37$765.630.88%
$750.00Nov 5$5.56$1.21$6.77$743.23$756.770.90%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.29% of stock, avg 2.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$759.00$750.00Nov 5$0.95$1.21$2.16$747.84$761.16
$759.00$751.00Nov 5$0.95$1.49$2.44$748.56$761.44
$758.00$750.00Nov 5$1.23$1.21$2.44$747.56$760.44
$758.00$751.00Nov 5$1.23$1.49$2.72$748.28$760.72
$759.00$752.00Nov 5$0.95$1.80$2.75$749.25$761.75
$757.00$750.00Nov 5$1.55$1.21$2.76$747.24$759.76
$758.00$752.00Nov 5$1.23$1.80$3.03$748.97$761.03
$757.00$751.00Nov 5$1.55$1.49$3.04$747.96$760.04
$757.00$752.00Nov 5$1.55$1.80$3.35$748.65$760.35
$759.00$753.00Nov 5$0.95$2.18$3.13$749.87$762.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 310 found (best R:R 1.63, avg credit $0.64)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
735/736763/764Nov 12$0.62$0.3847%1.63$735.38$763.62
726/727763/764Nov 12$0.54$0.4654%1.17$726.46$763.54
738/739763/764Nov 12$0.64$0.3644%1.78$738.36$763.64
730/731763/764Nov 12$0.56$0.4452%1.27$730.44$763.56
733/734763/764Nov 12$0.58$0.4249%1.38$733.42$763.58
732/733763/764Nov 12$0.57$0.4350%1.33$732.43$763.57
724/725764/765Nov 16$0.54$0.4652%1.17$724.46$764.54
729/730763/764Nov 12$0.54$0.4652%1.17$729.46$763.54
732/733764/765Nov 10$0.47$0.5359%0.89$732.53$764.47
727/728763/764Nov 11$0.49$0.5157%0.96$727.51$763.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 543 found (best R:R 16.86, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$733.00$740.00$747.00Nov 17$0.48$6.5216%13.58
$750.00$755.00$760.00Nov 19$0.35$4.6515%13.29
$720.00$725.00$730.00Nov 27$0.10$4.906%49.00
$710.00$715.00$720.00Nov 27$0.06$4.944%82.33
$745.00$750.00$755.00Nov 19$0.34$4.6614%13.71
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Nov 19$0.28$4.7215%16.86
$725.00$730.00$735.00Nov 27$0.08$4.927%61.50
$725.00$730.00$735.00Dec 4$0.10$4.907%49.00
$745.00$750.00$755.00Nov 19$0.32$4.6814%14.63
$715.00$720.00$725.00Nov 27$0.07$4.935%70.43

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 960 found (best net $-11.38, 960 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$705.00$725.001:2Nov 11-$11.38$8.62
$775.00$780.001:2Nov 19-$0.23$4.77
$770.00$775.001:2Nov 19-$0.63$4.37
$780.00$785.001:2Nov 19-$0.06$4.94
$785.00$790.001:2Nov 19$0.00$5.00
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
$670.00$660.001:2Nov 9-$0.03$9.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 512 found (best yield 2.41%, avg 0.57%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$755.00Dec 18$18.150.500.1%2.41%2.51%10111.2K
$756.00Dec 18$17.510.490.2%2.32%2.56%12609
$757.00Dec 18$16.910.480.4%2.24%2.61%76520
$758.00Dec 18$16.200.480.5%2.15%2.65%81507
$759.00Dec 18$15.590.470.6%2.07%2.70%58523
$760.00Dec 18$15.160.460.8%2.01%2.78%19817.9K
$761.00Dec 18$14.490.450.9%1.92%2.82%9940
$762.00Dec 18$13.920.441.0%1.85%2.88%115.3K
$755.00Dec 11$16.820.510.1%2.23%2.33%1334
$756.00Dec 11$16.280.500.2%2.16%2.39%6171

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 682,854
Total Puts 1,399,346
Put/Call Ratio 2.05
Net Difference -716,492

Prior's Put/Call Breakdown

Total Calls 1,021,778
Total Puts 974,209
Put/Call Ratio 0.95
Net Difference 47,569

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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