Tour
v536
SPY
State Street SPDR S&P 500 ETF Trust
$754.56
-1.60%
Option Volume
Detail
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
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
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
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
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
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)
| Time | Smart Money | Retail | Overall |
|---|---|---|---|
| 10:00 | BEARISH | BEARISH | BEARISH |
| 09:55 | BEARISH | BEARISH | BEARISH |
| 09:50 | BEARISH | BEARISH | BEARISH |
| 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
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 |
|---|---|---|---|---|
| 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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