Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$754.56 -1.60%
◀ 11/5 10:00 ▶

Option Volume

Detail
ℹ
Current (11/05 10:00am) 2,441,949
Calls: 831,047 (34%)
Puts: 1,610,902 (66%)
Prior (11/04) 2,237,010
Calls: 1,135,550 (51%)
Puts: 1,101,460 (49%)
Current vs Prior +9.16%
Calls: -26.82% (Calls)
Puts: +46.25% (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 -77.92%
Calls: -83.37%
Puts: -73.43%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/05 10:00am) $828.80M
Calls: $103.71M (13%)
Puts: $725.10M (87%)
Prior (11/04) $430.89M
Calls: $282.85M (66%)
Puts: $148.03M (34%)
Current vs Prior +92.35%
Calls: -63.33%
Puts: +389.82%
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 -46.76%
Calls: -82.57%
Puts: -24.60%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/05 10:00am) 1.94
Prior (11/04) 0.97
Current vs Prior +99.84%
Prior 7-Day Average 1.20
Current vs Prior 7-Day Avg +61.26%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/05 10:00am) 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 0.77% | 1.25%1.25% | 1.55%1.25% | 2.26%2.41% | 4.58%
Prior 0.67% | 0.98%0.25% | 0.98%0.98% | 1.78%1.92% | 4.02%
Current vs Prior +14.91% | +26.98%+409.18% | +57.16%+26.97% | +26.69%+25.57% | +14.03%
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 -12.17% | +6.67%+129.76% | +29.39%+10.27% | +8.65%-14.28% | +1.19%
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 +14.91% | +26.98%+409.18% | +57.16%+26.97% | +26.69%+25.57% | +14.03%
Sentiment BEARISHBEARISHBEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.69% | 0.42%
Calls: 0.71% | 0.41%
Puts: 0.67% | 0.44%
Prior 1.74% | 1.45%
Calls: 1.79% | 1.49%
Puts: 1.69% | 1.41%
Current vs Prior -60.34% | -71.03%
Prior 7-Day Avg 1.09% | 1.66%
Calls: 1.17% | 1.70%
Puts: 1.01% | 1.62%
Current vs 7-Day Avg -36.95% | -74.74%
Liquidity Excellent
+
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🤖 AI Insights

Strong bearish conviction with 87% of dollar volume in puts ($725.10M) vs calls ($103.71M). Elevated premium activity with dollar volume up 92% vs prior. Extreme bearish P/C ratio of 1.94 - heavy put buying. P/C ratio rising 100% - 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
10:00BEARISHBEARISHBEARISH
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 2,795 of results (avg 2.5%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$741.00Nov 614.6314.65$14.640.1%1410.86123
$753.00Nov 96.606.61$6.610.2%1920.54242
$743.00Nov 612.8812.90$12.890.2%330.82512
$749.00Nov 56.246.25$6.250.2%6200.7791
$744.00Nov 612.0312.05$12.040.2%730.81160
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Nov 511.7411.75$11.750.1%11.6K0.964.7K
$762.00Nov 68.818.82$8.820.1%3.3K0.779.4K
$756.00Dec 1114.7214.74$14.730.1%130.51113
$761.00Nov 57.157.16$7.160.1%45.5K0.852.6K
$759.00Nov 55.545.55$5.550.2%44.7K0.763.1K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 587 found (avg $0.43, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Nov 50.060.07$0.0714.3%34.0K0.036.9K
$767.00Nov 50.080.09$0.0911.1%31.5K0.036.7K
$766.00Nov 50.110.12$0.128.3%36.1K0.043.6K
$765.00Nov 50.150.16$0.166.3%46.4K0.065.6K
$764.00Nov 50.210.22$0.224.5%42.6K0.071.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$739.00Nov 50.120.13$0.137.7%8.0K0.041.2K
$738.00Nov 50.100.11$0.119.1%7.5K0.03619
$743.00Nov 50.260.27$0.273.7%10.8K0.081.6K
$741.00Nov 50.180.19$0.195.3%8.6K0.051.4K
$740.00Nov 50.150.16$0.166.3%11.8K0.044.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,258 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Nov 554.0154.41$54.210.7%171.0032
$701.00Nov 553.0153.41$53.210.8%31.00--
$702.00Nov 552.0152.40$52.210.7%11.00--
$703.00Nov 551.0551.41$51.230.7%11.00--
$704.00Nov 550.0050.39$50.200.8%41.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Nov 618.6318.95$18.791.7%6551.00771
$774.00Nov 619.5921.17$20.387.8%4251.00908
$775.00Nov 620.5922.15$21.377.3%4681.002.0K
$776.00Nov 621.5823.15$22.377.0%2551.001.1K
$777.00Nov 622.5724.04$23.316.3%6021.00921

Most actively traded options today. High liquidity = easy entry/exit. 2,698 active (total vol 2.4M, top 77.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 50.150.16$0.166.3%46.4K0.065.6K
$760.00Nov 50.690.70$0.701.4%44.3K0.192.5K
$764.00Nov 50.210.22$0.224.5%42.6K0.071.3K
$763.00Nov 50.280.29$0.293.4%41.7K0.092.2K
$762.00Nov 50.390.40$0.402.5%36.6K0.12870
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$755.00Nov 52.962.98$2.970.7%77.5K0.548.4K
$760.00Nov 56.326.34$6.330.3%69.0K0.8113.1K
$750.00Nov 51.111.12$1.120.9%66.4K0.2711.7K
$754.00Nov 52.482.49$2.490.4%57.4K0.484.2K
$756.00Nov 53.523.53$3.530.3%57.4K0.604.0K

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 115.4%, max 129.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$747.00Nov 5Dec 1836.3%15.8%129.9%505136
$757.00Nov 5Dec 1832.7%14.3%128.1%28.6K1.7K
$748.00Nov 5Dec 1835.6%15.7%127.6%599113
$749.00Nov 5Dec 1835.1%15.5%127.0%620412
$756.00Nov 5Dec 1832.9%14.5%126.7%17.6K2.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$747.00Nov 5Dec 1836.3%15.8%129.9%30.4K7.7K
$757.00Nov 5Dec 1832.7%14.3%128.1%54.5K5.2K
$748.00Nov 5Dec 1835.6%15.7%127.6%29.4K6.4K
$749.00Nov 5Dec 1835.1%15.5%127.0%26.9K8.1K
$756.00Nov 5Dec 1832.9%14.5%126.7%57.4K5.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,253 found (best R:R 0.55, avg 4.52)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$695.00$700.00Dec 4$3.22$1.78$3.2289%0.55$698.22
$712.00$714.00Dec 18$0.39$1.61$0.3980%4.13$712.39
$703.00$704.00Nov 30$0.17$0.83$0.1788%4.88$703.17
$716.00$717.00Nov 30$0.13$0.87$0.1383%6.69$716.13
$710.00$711.00Nov 30$0.18$0.82$0.1886%4.56$710.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$784.00$782.00Dec 11$0.76$1.24$0.7680%1.63$783.24
$774.00$773.00Nov 12$0.25$0.75$0.2590%3.00$773.75
$773.00$772.00Nov 11$0.30$0.70$0.3090%2.33$772.70
$785.00$784.00Nov 20$0.33$0.67$0.3392%2.03$784.67
$791.00$790.00Dec 18$0.26$0.74$0.2684%2.85$790.74

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 929 found (best R:R 1.34, avg 0.42)

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$1.88$1.88$3.1266%0.60$766.88
$770.00$775.00Nov 19$1.36$1.36$3.6475%0.37$771.36
$775.00$780.00Nov 19$0.90$0.90$4.1082%0.22$775.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$754.00$753.00Nov 5$0.44$0.44$0.5652%0.79$753.56
$751.00$750.00Nov 5$0.26$0.26$0.7468%0.35$750.74
$741.00$740.00Nov 6$0.11$0.11$0.8986%0.12$740.89
$743.00$742.00Nov 6$0.14$0.14$0.8682%0.16$742.86
$748.00$747.00Nov 5$0.14$0.14$0.8681%0.16$747.86

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $1.77, cheapest $1.62)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$751.00Nov 5Nov 6$1.9834.0%26.0%
$753.00Nov 5Nov 6$2.0233.4%25.3%
$752.00Nov 5Nov 6$2.0133.6%25.6%
$757.00Nov 5Nov 6$1.7932.7%24.8%
$754.00Nov 5Nov 6$2.0132.9%25.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$751.00Nov 5Nov 6$1.6234.1%26.0%
$752.00Nov 5Nov 6$1.6533.6%25.6%
$753.00Nov 5Nov 6$1.6733.4%25.3%
$754.00Nov 5Nov 6$1.6433.0%25.0%
$757.00Nov 5Nov 6$1.4532.7%24.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,162 found (cheapest 0.70% of stock, avg 4.07%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$755.00Nov 5$2.33$2.97$5.30$749.70$760.300.70%
$754.00Nov 5$2.83$2.49$5.32$748.68$759.320.71%
$753.00Nov 5$3.41$2.05$5.46$747.54$758.460.72%
$756.00Nov 5$1.88$3.53$5.41$750.59$761.410.72%
$757.00Nov 5$1.50$4.14$5.64$751.36$762.640.75%
$752.00Nov 5$4.04$1.69$5.73$746.27$757.730.76%
$758.00Nov 5$1.17$4.81$5.98$752.02$763.980.79%
$751.00Nov 5$4.72$1.38$6.10$744.90$757.100.81%
$759.00Nov 5$0.91$5.55$6.46$752.54$765.460.86%
$750.00Nov 5$5.46$1.12$6.58$743.42$756.580.87%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.27% of stock, avg 2.17%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$759.00$750.00Nov 5$0.91$1.12$2.03$747.97$761.03
$758.00$750.00Nov 5$1.17$1.12$2.29$747.71$760.29
$759.00$751.00Nov 5$0.91$1.38$2.29$748.71$761.29
$758.00$751.00Nov 5$1.17$1.38$2.55$748.45$760.55
$757.00$750.00Nov 5$1.50$1.12$2.62$747.38$759.62
$757.00$751.00Nov 5$1.50$1.38$2.88$748.12$759.88
$759.00$752.00Nov 5$0.91$1.69$2.60$749.40$761.60
$758.00$752.00Nov 5$1.17$1.69$2.86$749.14$760.86
$757.00$752.00Nov 5$1.50$1.69$3.19$748.81$760.19
$756.00$750.00Nov 5$1.88$1.12$3.00$747.00$759.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 350 found (best R:R 1.08, avg credit $0.62)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
727/728763/764Nov 12$0.52$0.4854%1.08$727.48$763.52
727/728763/764Nov 16$0.57$0.4349%1.33$727.43$763.57
724/725763/764Nov 16$0.55$0.4551%1.22$724.45$763.55
719/720764/765Nov 18$0.54$0.4651%1.17$719.46$764.54
727/728764/765Nov 12$0.48$0.5256%0.92$727.52$764.48
729/730763/764Nov 16$0.57$0.4348%1.33$729.43$763.57
732/733763/764Nov 12$0.54$0.4650%1.17$732.46$763.54
727/728763/764Nov 13$0.53$0.4751%1.13$727.47$763.53
728/729763/764Nov 16$0.56$0.4448%1.27$728.44$763.56
733/734763/764Nov 16$0.60$0.4044%1.50$733.40$763.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 421 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$660.00$680.00$700.00Nov 27$0.32$19.686%61.50
$733.00$740.00$747.00Nov 17$0.45$6.5516%14.56
$740.00$745.00$750.00Nov 19$0.23$4.7713%20.74
$745.00$750.00$755.00Nov 19$0.33$4.6715%14.15
$720.00$725.00$730.00Dec 4$0.09$4.916%54.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$730.00$735.00$740.00Nov 19$0.17$4.839%28.41
$740.00$745.00$750.00Nov 19$0.27$4.7313%17.52
$745.00$750.00$755.00Nov 19$0.33$4.6715%14.15
$725.00$730.00$735.00Dec 11$0.11$4.896%44.45
$720.00$725.00$730.00Dec 11$0.09$4.916%54.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 963 found (best net $-0.20, 963 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$775.00$780.001:2Nov 19-$0.20$4.80
$780.00$785.001:2Nov 19-$0.04$4.96
$770.00$775.001:2Nov 19-$0.64$4.36
$785.00$790.001:2Nov 19-$0.01$4.99
$810.00$835.001:2Nov 18-$0.01$24.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$675.00$660.001:2Nov 16-$0.25$14.75
$708.00$707.001:2Nov 5$0.00$1.00
$620.00$615.001:2Nov 6$0.00$5.00
$710.00$705.001:2Nov 6-$0.04$4.96
$625.00$615.001:2Nov 10-$0.02$9.98

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 508 found (best yield 2.39%, avg 0.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$755.00Dec 18$18.000.490.1%2.39%2.44%10911.2K
$756.00Dec 18$17.350.480.2%2.30%2.49%15609
$757.00Dec 18$16.730.470.3%2.22%2.54%76520
$758.00Dec 18$16.120.470.5%2.14%2.59%81507
$759.00Dec 18$15.510.460.6%2.06%2.64%67523
$760.00Dec 18$14.920.460.7%1.98%2.70%22117.9K
$761.00Dec 18$14.350.450.8%1.90%2.76%9940
$762.00Dec 18$13.780.441.0%1.83%2.81%175.3K
$755.00Dec 11$16.740.500.1%2.22%2.28%3334
$756.00Dec 11$16.110.490.2%2.14%2.33%8171

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 831,047
Total Puts 1,610,902
Put/Call Ratio 1.94
Net Difference -779,855

Prior's Put/Call Breakdown

Total Calls 1,135,550
Total Puts 1,101,460
Put/Call Ratio 0.97
Net Difference 34,090

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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