Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$752.73 -1.84%
◀ 11/5 10:05 ▶

Option Volume

Detail
ℹ
Current (11/05 10:05am) 2,849,889
Calls: 998,672 (35%)
Puts: 1,851,217 (65%)
Prior (11/04) 2,518,716
Calls: 1,298,222 (52%)
Puts: 1,220,494 (48%)
Current vs Prior +13.15%
Calls: -23.07% (Calls)
Puts: +51.68% (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 -74.23%
Calls: -80.01%
Puts: -69.47%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/05 10:05am) $1.06B
Calls: $121.68M (12%)
Puts: $935.46M (88%)
Prior (11/04) $495.85M
Calls: $342.84M (69%)
Puts: $153.01M (31%)
Current vs Prior +113.20%
Calls: -64.51%
Puts: +511.37%
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 -32.09%
Calls: -79.55%
Puts: -2.72%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/05 10:05am) 1.85
Prior (11/04) 0.94
Current vs Prior +97.17%
Prior 7-Day Average 1.20
Current vs Prior 7-Day Avg +54.22%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/05 10:05am) 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% | 1.30%1.30% | 1.62%1.30% | 2.36%2.51% | 4.70%
Prior 0.67% | 0.98%0.25% | 0.98%0.98% | 1.78%1.92% | 4.02%
Current vs Prior +18.15% | +32.00%+429.32% | +65.10%+31.99% | +32.65%+31.00% | +17.00%
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 -9.69% | +10.89%+138.85% | +35.92%+14.64% | +13.76%-10.57% | +3.83%
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 +18.15% | +32.00%+429.32% | +65.10%+31.99% | +32.65%+31.00% | +17.00%
Sentiment BEARISHBEARISHBEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.33% | 0.21%
Calls: 0.32% | 0.19%
Puts: 0.35% | 0.22%
Prior 1.74% | 1.45%
Calls: 1.79% | 1.49%
Puts: 1.69% | 1.41%
Current vs Prior -81.03% | -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 -69.84% | -87.37%
Liquidity Excellent
+
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🤖 AI Insights

Strong bearish conviction with 88% of dollar volume in puts ($935.46M) vs calls ($121.68M). Massive premium surge with dollar volume up 113% vs prior. Extreme bearish P/C ratio of 1.85 - heavy put buying. P/C ratio rising 97% - 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
10:05BEARISHBEARISHBEARISH
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 2,830 of results (avg 2.4%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Dec 1810.1910.20$10.200.1%1330.364.7K
$771.00Dec 188.848.85$8.840.1%160.332.3K
$772.00Dec 188.428.43$8.430.1%290.322.2K
$775.00Dec 187.237.24$7.240.1%7610.2918.5K
$751.00Nov 97.057.06$7.060.1%1130.5517
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Dec 1819.0219.04$19.030.1%5870.5625.8K
$761.00Nov 58.648.65$8.650.1%46.0K0.892.6K
$790.00Nov 2037.3337.38$37.360.1%2380.956.1K
$711.00Dec 186.686.69$6.690.1%50.21932
$710.00Dec 186.556.56$6.560.2%2470.2041.9K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 570 found (avg $0.43, cheapest $0.11)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 50.100.11$0.119.1%52.4K0.045.6K
$766.00Nov 50.080.09$0.0911.1%43.3K0.033.6K
$767.00Nov 50.060.07$0.0714.3%38.0K0.026.7K
$764.00Nov 50.140.15$0.156.7%46.3K0.051.3K
$768.00Nov 50.050.06$0.0616.7%34.9K0.026.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 50.080.09$0.0911.1%5.3K0.0315.3K
$739.00Nov 50.170.18$0.185.6%11.2K0.051.2K
$737.00Nov 50.120.13$0.137.7%15.1K0.041.6K
$742.00Nov 50.310.32$0.323.1%14.8K0.091.3K
$740.00Nov 50.210.22$0.224.5%16.4K0.064.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,273 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Nov 552.3852.77$52.580.7%171.0032
$701.00Nov 551.3851.77$51.580.8%31.00--
$702.00Nov 550.3850.77$50.580.8%11.00--
$703.00Nov 549.3849.77$49.580.8%11.00--
$704.00Nov 548.3848.77$48.580.8%41.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Nov 619.9620.56$20.263.0%6621.00771
$774.00Nov 620.4922.19$21.348.0%4281.00908
$775.00Nov 621.9022.74$22.323.8%4751.002.0K
$776.00Nov 622.3723.83$23.106.3%2601.001.1K
$777.00Nov 623.3625.71$24.549.6%6041.00921

Most actively traded options today. High liquidity = easy entry/exit. 2,784 active (total vol 2.8M, top 85.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 50.460.47$0.472.1%55.5K0.142.5K
$765.00Nov 50.100.11$0.119.1%52.4K0.045.6K
$764.00Nov 50.140.15$0.156.7%46.3K0.051.3K
$763.00Nov 50.190.20$0.205.0%46.2K0.072.2K
$766.00Nov 50.080.09$0.0911.1%43.3K0.033.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$750.00Nov 51.621.63$1.630.6%85.2K0.3511.7K
$755.00Nov 53.984.00$3.990.5%82.3K0.638.4K
$760.00Nov 57.767.80$7.780.5%71.4K0.8613.1K
$754.00Nov 53.403.41$3.410.3%66.2K0.574.2K
$753.00Nov 52.862.87$2.870.3%62.3K0.524.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 29 strikes (avg 115.3%, max 129.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$745.00Nov 5Dec 1837.4%16.3%129.3%36911.6K
$746.00Nov 5Dec 1836.8%16.1%128.4%61794
$754.00Nov 5Dec 1834.1%15.0%127.7%13.4K1.0K
$755.00Nov 5Dec 1833.7%14.8%127.4%27.0K13.5K
$747.00Nov 5Dec 1836.3%16.0%127.2%731136
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$746.00Nov 5Dec 1836.8%16.1%128.4%20.6K5.2K
$754.00Nov 5Dec 1834.1%15.0%127.8%66.2K5.7K
$755.00Nov 5Dec 1833.7%14.8%127.4%83.3K20.0K
$747.00Nov 5Dec 1836.3%16.0%127.2%37.2K7.7K
$753.00Nov 5Dec 1834.2%15.1%126.2%62.3K5.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,262 found (best R:R 9.00, avg 4.47)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$682.00$683.00Nov 30$0.10$0.90$0.1091%9.00$682.10
$684.00$685.00Nov 30$0.12$0.88$0.1291%7.33$684.12
$715.00$716.00Nov 30$0.15$0.85$0.1582%5.67$715.15
$718.00$719.00Nov 30$0.18$0.82$0.1881%4.56$718.18
$721.00$722.00Nov 30$0.21$0.79$0.2180%3.76$721.21
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$788.00$787.00Dec 18$0.10$0.90$0.1082%9.00$787.90
$781.00$780.00Nov 9$0.40$0.60$0.40100%1.50$780.60
$774.00$772.00Nov 17$1.08$0.92$1.0885%0.85$772.92
$783.00$782.00Nov 10$0.43$0.57$0.43100%1.33$782.57
$785.00$784.00Nov 13$0.45$0.55$0.45100%1.22$784.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 946 found (best R:R 1.21, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$755.00$760.00Nov 19$2.74$2.74$2.2652%1.21$757.74
$760.00$765.00Nov 19$2.26$2.26$2.7460%0.82$762.26
$765.00$770.00Nov 19$1.79$1.79$3.2168%0.56$766.79
$770.00$775.00Nov 19$1.25$1.25$3.7577%0.33$771.25
$775.00$780.00Nov 19$0.83$0.83$4.1784%0.20$775.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$746.00$745.00Nov 5$0.15$0.15$0.8582%0.18$745.85
$751.00$750.00Nov 5$0.36$0.36$0.6460%0.56$750.64
$749.00$748.00Nov 5$0.25$0.25$0.7570%0.33$748.75
$752.00$751.00Nov 5$0.41$0.41$0.5954%0.69$751.59
$747.00$746.00Nov 5$0.17$0.17$0.8379%0.20$746.83

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $1.84, cheapest $1.71)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$753.00Nov 5Nov 6$2.0734.2%25.7%
$750.00Nov 5Nov 6$2.1134.8%26.6%
$752.00Nov 5Nov 6$2.1134.1%26.0%
$751.00Nov 5Nov 6$2.1234.4%26.4%
$756.00Nov 5Nov 6$1.8133.5%25.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$753.00Nov 5Nov 6$1.7134.2%25.7%
$750.00Nov 5Nov 6$1.7534.8%26.6%
$752.00Nov 5Nov 6$1.7434.1%26.0%
$751.00Nov 5Nov 6$1.7534.4%26.4%
$756.00Nov 5Nov 6$1.4633.5%25.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,176 found (cheapest 0.72% of stock, avg 4.10%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$753.00Nov 5$2.55$2.87$5.42$747.58$758.420.72%
$752.00Nov 5$3.08$2.40$5.48$746.52$757.480.73%
$754.00Nov 5$2.08$3.41$5.49$748.51$759.490.73%
$751.00Nov 5$3.67$1.99$5.66$745.34$756.660.75%
$755.00Nov 5$1.67$3.99$5.66$749.34$760.660.75%
$750.00Nov 5$4.31$1.63$5.94$744.06$755.940.79%
$756.00Nov 5$1.33$4.64$5.97$750.03$761.970.79%
$749.00Nov 5$5.01$1.34$6.35$742.65$755.350.84%
$757.00Nov 5$1.05$5.35$6.40$750.60$763.400.85%
$748.00Nov 5$5.76$1.09$6.85$741.15$754.850.91%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.28% of stock, avg 2.23%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$757.00$748.00Nov 5$1.05$1.09$2.14$745.86$759.14
$757.00$749.00Nov 5$1.05$1.34$2.39$746.61$759.39
$756.00$748.00Nov 5$1.33$1.09$2.42$745.58$758.42
$756.00$749.00Nov 5$1.33$1.34$2.67$746.33$758.67
$757.00$750.00Nov 5$1.05$1.63$2.68$747.32$759.68
$756.00$750.00Nov 5$1.33$1.63$2.96$747.04$758.96
$755.00$748.00Nov 5$1.67$1.09$2.76$745.24$757.76
$755.00$749.00Nov 5$1.67$1.34$3.01$745.99$758.01
$755.00$750.00Nov 5$1.67$1.63$3.30$746.70$758.30
$757.00$751.00Nov 5$1.05$1.99$3.04$747.96$760.04

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 280 found (best R:R 1.00, avg credit $0.66)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
723/724762/763Nov 12$0.50$0.5056%1.00$723.50$762.50
723/724761/762Nov 12$0.52$0.4853%1.08$723.48$761.52
719/720762/763Nov 16$0.52$0.4853%1.08$719.48$762.52
719/720762/763Nov 17$0.54$0.4651%1.17$719.46$762.54
728/729762/763Nov 12$0.52$0.4852%1.08$728.48$762.52
728/729761/762Nov 12$0.54$0.4650%1.17$728.46$761.54
726/727762/763Nov 12$0.50$0.5054%1.00$726.50$762.50
724/725762/763Nov 17$0.56$0.4448%1.27$724.44$762.56
731/732762/763Nov 12$0.54$0.4650%1.17$731.46$762.54
726/727761/762Nov 12$0.52$0.4852%1.08$726.48$761.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 436 found (best R:R 47.78, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$660.00$680.00$700.00Nov 27$0.41$19.597%47.78
$725.00$730.00$735.00Nov 27$0.07$4.937%70.43
$715.00$720.00$725.00Dec 4$0.06$4.945%82.33
$750.00$755.00$760.00Nov 19$0.34$4.6615%13.71
$720.00$725.00$730.00Dec 4$0.12$4.886%40.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$745.00$750.00$755.00Nov 19$0.30$4.7014%15.67
$720.00$725.00$730.00Nov 27$0.10$4.906%49.00
$760.00$765.00$770.00Nov 19$0.38$4.6216%12.16
$725.00$730.00$735.00Nov 19$0.15$4.858%32.33
$740.00$745.00$750.00Nov 19$0.29$4.7113%16.24

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 935 found (best net $-0.18, 935 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$775.00$780.001:2Nov 19-$0.18$4.82
$780.00$785.001:2Nov 19-$0.03$4.97
$770.00$775.001:2Nov 19-$0.59$4.41
$785.00$790.001:2Nov 19-$0.02$4.98
$810.00$835.001:2Nov 18-$0.01$24.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$675.00$660.001:2Nov 16-$0.29$14.71
$708.00$707.001:2Nov 5$0.00$1.00
$620.00$615.001:2Nov 6$0.00$5.00
$715.00$710.001:2Nov 6-$0.06$4.94
$655.00$650.001:2Nov 6-$0.01$4.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 525 found (best yield 2.47%, avg 0.59%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$753.00Dec 18$18.590.500.0%2.47%2.51%21271
$754.00Dec 18$17.950.490.2%2.38%2.55%13277
$755.00Dec 18$17.330.480.3%2.30%2.60%14011.2K
$756.00Dec 18$16.710.480.4%2.22%2.65%617609
$757.00Dec 18$16.110.470.6%2.14%2.71%989520
$758.00Dec 18$15.510.460.7%2.06%2.76%90507
$759.00Dec 18$14.920.450.8%1.98%2.82%76523
$760.00Dec 18$14.350.441.0%1.91%2.87%24417.9K
$753.00Dec 11$17.330.510.0%2.30%2.34%1257
$754.00Dec 11$16.690.500.2%2.22%2.39%697

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 998,672
Total Puts 1,851,217
Put/Call Ratio 1.85
Net Difference -852,545

Prior's Put/Call Breakdown

Total Calls 1,298,222
Total Puts 1,220,494
Put/Call Ratio 0.94
Net Difference 77,728

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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