Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$749.06 -2.31%
◀ 11/5 10:20 ▶

Option Volume

Detail
ℹ
Current (11/05 10:20am) 3,948,400
Calls: 1,422,185 (36%)
Puts: 2,526,215 (64%)
Prior (11/04) 3,084,539
Calls: 1,598,665 (52%)
Puts: 1,485,874 (48%)
Current vs Prior +28.01%
Calls: -11.04% (Calls)
Puts: +70.02% (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 -64.30%
Calls: -71.54%
Puts: -58.34%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/05 10:20am) $1.77B
Calls: $179.96M (10%)
Puts: $1.59B (90%)
Prior (11/04) $560.26M
Calls: $372.00M (66%)
Puts: $188.26M (34%)
Current vs Prior +215.56%
Calls: -51.62%
Puts: +743.52%
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 +13.57%
Calls: -69.76%
Puts: +65.13%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/05 10:20am) 1.78
Prior (11/04) 0.93
Current vs Prior +91.11%
Prior 7-Day Average 1.20
Current vs Prior 7-Day Avg +47.78%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/05 10:20am) 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 0.85% | 1.46%1.46% | 1.83%1.46% | 2.66%2.81% | 5.06%
Prior 0.67% | 0.98%0.25% | 0.98%0.98% | 1.78%1.92% | 4.02%
Current vs Prior +26.71% | +48.53%+495.64% | +86.27%+48.53% | +48.95%+46.63% | +25.91%
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 -3.14% | +24.78%+168.77% | +53.35%+29.00% | +27.74%+0.10% | +11.74%
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 +26.71% | +48.53%+495.64% | +86.27%+48.53% | +48.95%+46.63% | +25.91%
Sentiment BEARISHBEARISHBEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.46% | 0.28%
Calls: 0.34% | 0.37%
Puts: 0.58% | 0.18%
Prior 1.74% | 1.45%
Calls: 1.79% | 1.49%
Puts: 1.69% | 1.41%
Current vs Prior -73.56% | -80.69%
Prior 7-Day Avg 1.09% | 1.66%
Calls: 1.17% | 1.70%
Puts: 1.01% | 1.62%
Current vs 7-Day Avg -57.96% | -83.16%
Liquidity Excellent
+
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🤖 AI Insights

Strong bearish conviction with 90% of dollar volume in puts ($1.59B) vs calls ($179.96M). Massive premium surge with dollar volume up 216% vs prior. Extreme bearish P/C ratio of 1.78 - heavy put buying. P/C ratio rising 91% - 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
10:20BEARISHBEARISHBEARISH
10:15BEARISHBEARISHBEARISH
10:10BEARISHBEARISHBEARISH
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 2,949 of results (avg 2.3%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$739.00Nov 510.4110.42$10.420.1%2350.895
$740.00Nov 59.509.51$9.500.1%7060.87439
$745.00Nov 99.339.34$9.340.1%260.60116
$741.00Nov 58.618.62$8.610.1%5090.8424
$747.00Nov 98.058.06$8.060.1%2570.5527
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$761.00Nov 512.2412.25$12.250.1%47.0K0.932.6K
$760.00Nov 511.2911.30$11.300.1%74.2K0.9213.1K
$759.00Nov 510.3610.37$10.360.1%46.6K0.903.1K
$758.00Nov 59.469.47$9.470.1%56.7K0.886.1K
$752.00Nov 66.566.57$6.570.2%8.7K0.583.5K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 508 found (avg $0.42, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 50.080.09$0.0911.1%61.1K0.035.6K
$763.00Nov 50.130.14$0.147.1%54.9K0.042.2K
$766.00Nov 50.070.08$0.0812.5%62.0K0.023.6K
$764.00Nov 50.110.12$0.128.3%53.5K0.041.3K
$761.00Nov 50.210.22$0.224.5%38.3K0.06317
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 50.200.21$0.214.8%9.9K0.0615.3K
$734.00Nov 50.170.18$0.185.6%11.3K0.051.8K
$732.00Nov 50.130.14$0.147.1%4.9K0.04491
$738.00Nov 50.360.37$0.372.7%18.5K0.10619
$733.00Nov 50.150.16$0.166.3%13.5K0.04716

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,334 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Nov 548.8249.26$49.040.9%291.0032
$610.00Nov 6138.37140.59$139.481.6%81.002
$625.00Nov 6123.00126.33$124.672.7%--1.0026
$600.00Nov 9148.46150.70$149.581.5%--1.0011
$635.00Nov 6113.18115.61$114.402.1%--1.0037
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$766.00Nov 517.0317.15$17.090.7%12.1K1.004.7K
$767.00Nov 518.0618.16$18.110.6%12.3K1.005.9K
$768.00Nov 519.0119.19$19.100.9%5.2K1.008.0K
$769.00Nov 520.0020.16$20.080.8%3.1K1.003.3K
$770.00Nov 521.0021.17$21.090.8%1.5K1.005.9K

Most actively traded options today. High liquidity = easy entry/exit. 2,973 active (total vol 3.9M, top 142.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 50.270.28$0.283.6%75.7K0.082.5K
$766.00Nov 50.070.08$0.0812.5%62.0K0.023.6K
$765.00Nov 50.080.09$0.0911.1%61.1K0.035.6K
$762.00Nov 50.170.18$0.185.6%55.6K0.05870
$763.00Nov 50.130.14$0.147.1%54.9K0.042.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$750.00Nov 53.443.46$3.450.6%142.2K0.5611.7K
$755.00Nov 56.876.90$6.890.4%89.8K0.798.4K
$752.00Nov 54.654.68$4.670.6%74.9K0.664.2K
$760.00Nov 511.2911.30$11.300.1%74.2K0.9213.1K
$748.00Nov 52.462.47$2.470.4%73.2K0.455.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 32 strikes (avg 119.0%, max 132.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$741.00Nov 5Dec 1841.1%17.7%131.9%509194
$751.00Nov 5Dec 1837.7%16.3%131.8%14.9K345
$750.00Nov 5Dec 1837.8%16.4%130.1%14.5K34.7K
$742.00Nov 5Dec 1840.4%17.6%129.8%922205
$749.00Nov 5Dec 1837.9%16.6%128.7%4.3K412
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$741.00Nov 5Dec 1841.1%17.7%132.0%21.7K2.6K
$751.00Nov 5Dec 1837.7%16.3%131.7%67.4K3.8K
$750.00Nov 5Dec 1837.8%16.4%130.1%143.5K48.3K
$749.00Nov 5Dec 1837.9%16.6%129.1%65.0K8.1K
$742.00Nov 5Dec 1840.2%17.6%128.7%25.6K3.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,397 found (best R:R 0.96, avg 4.62)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$676.00$678.00Nov 30$1.02$0.98$1.0291%0.96$677.02
$679.00$680.00Nov 30$0.11$0.89$0.1191%8.09$679.11
$711.00$712.00Nov 20$0.14$0.86$0.1484%6.14$711.14
$718.00$719.00Nov 9$0.35$0.65$0.3592%1.86$718.35
$712.00$713.00Nov 9$0.43$0.57$0.4394%1.33$712.43
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$786.00$785.00Nov 20$0.27$0.73$0.2794%2.70$785.73
$800.00$799.00Nov 9$0.35$0.65$0.35100%1.86$799.65
$755.00$750.00Nov 19$2.05$2.95$2.0557%1.44$752.95
$779.00$778.00Nov 30$0.25$0.75$0.2584%3.00$778.75
$793.00$792.00Nov 6$0.45$0.55$0.45100%1.22$792.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 1,036 found (best R:R 0.99, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$755.00$760.00Nov 19$2.49$2.49$2.5157%0.99$757.49
$750.00$755.00Nov 19$2.85$2.85$2.1551%1.33$752.85
$760.00$765.00Nov 19$2.05$2.05$2.9565%0.69$762.05
$765.00$770.00Nov 19$1.59$1.59$3.4172%0.47$766.59
$770.00$775.00Nov 19$1.15$1.15$3.8579%0.30$771.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$749.00$748.00Nov 5$0.47$0.47$0.5350%0.89$748.53
$748.00$747.00Nov 5$0.41$0.41$0.5955%0.69$747.59
$742.00$741.00Nov 5$0.15$0.15$0.8582%0.18$741.85
$746.00$745.00Nov 5$0.30$0.30$0.7065%0.43$745.70
$745.00$744.00Nov 5$0.25$0.25$0.7570%0.33$744.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $2.26, cheapest $1.90)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$752.00Nov 5Nov 6$2.2437.7%29.5%
$749.00Nov 5Nov 6$2.5037.9%29.6%
$747.00Nov 5Nov 6$2.5438.2%30.2%
$751.00Nov 5Nov 6$2.3537.7%29.7%
$746.00Nov 5Nov 6$2.5238.6%30.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$752.00Nov 5Nov 6$1.9037.8%29.4%
$749.00Nov 5Nov 6$2.1237.9%29.6%
$751.00Nov 5Nov 6$2.0037.7%29.7%
$746.00Nov 5Nov 6$2.1338.6%30.6%
$748.00Nov 5Nov 6$2.1737.9%29.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,224 found (cheapest 0.78% of stock, avg 4.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$749.00Nov 5$2.90$2.94$5.84$743.16$754.840.78%
$750.00Nov 5$2.43$3.45$5.88$744.12$755.880.78%
$748.00Nov 5$3.45$2.47$5.92$742.08$753.920.79%
$747.00Nov 5$4.04$2.06$6.10$740.90$753.100.81%
$751.00Nov 5$2.01$4.03$6.04$744.96$757.040.81%
$752.00Nov 5$1.65$4.67$6.32$745.68$758.320.84%
$746.00Nov 5$4.69$1.72$6.41$739.59$752.410.86%
$753.00Nov 5$1.34$5.35$6.69$746.31$759.690.89%
$745.00Nov 5$5.40$1.42$6.82$738.18$751.820.91%
$754.00Nov 5$1.08$6.10$7.18$746.82$761.180.96%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.34% of stock, avg 2.54%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$753.00$744.00Nov 5$1.34$1.17$2.51$741.49$755.51
$753.00$745.00Nov 5$1.34$1.42$2.76$742.24$755.76
$752.00$744.00Nov 5$1.65$1.17$2.82$741.18$754.82
$752.00$745.00Nov 5$1.65$1.42$3.07$741.93$755.07
$753.00$746.00Nov 5$1.34$1.72$3.06$742.94$756.06
$752.00$746.00Nov 5$1.65$1.72$3.37$742.63$755.37
$751.00$744.00Nov 5$2.01$1.17$3.18$740.82$754.18
$753.00$747.00Nov 5$1.34$2.06$3.40$743.60$756.40
$751.00$745.00Nov 5$2.01$1.42$3.43$741.57$754.43
$751.00$746.00Nov 5$2.01$1.72$3.73$742.27$754.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 289 found (best R:R 1.17, avg credit $0.64)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
713/714759/760Nov 16$0.54$0.4651%1.17$713.46$759.54
717/718759/760Nov 13$0.53$0.4751%1.13$717.47$759.53
720/721758/759Nov 12$0.54$0.4650%1.17$720.46$758.54
719/720759/760Nov 13$0.54$0.4650%1.17$719.46$759.54
719/720759/760Nov 16$0.56$0.4448%1.27$719.44$759.56
719/720758/759Nov 12$0.53$0.4751%1.13$719.47$758.53
722/723758/759Nov 12$0.55$0.4549%1.22$722.45$758.55
716/717759/760Nov 16$0.54$0.4650%1.17$716.46$759.54
725/726758/759Nov 12$0.57$0.4346%1.33$725.43$758.57
718/719759/760Nov 16$0.55$0.4548%1.22$718.45$759.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 436 found (best R:R 28.41, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$725.00$730.00$735.00Dec 4$0.10$4.907%49.00
$720.00$725.00$730.00Dec 11$0.07$4.936%70.43
$710.00$715.00$720.00Dec 4$0.06$4.945%82.33
$715.00$720.00$725.00Nov 27$0.09$4.916%54.56
$715.00$720.00$725.00Dec 11$0.08$4.926%61.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Nov 19$0.17$4.8314%28.41
$745.00$750.00$755.00Nov 19$0.24$4.7614%19.83
$740.00$745.00$750.00Nov 19$0.26$4.7413%18.23
$755.00$760.00$765.00Nov 19$0.32$4.6815%14.62
$705.00$710.00$715.00Nov 18$0.06$4.944%82.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 876 found (best net $-31.24, 872 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$650.00$685.001:2Nov 13-$31.24$3.76
$775.00$780.001:2Nov 19-$0.20$4.80
$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
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$675.00$660.001:2Nov 16-$0.45$14.55
$701.00$700.001:2Nov 5$0.00$1.00
$605.00$600.001:2Nov 6$0.00$5.00
$715.00$710.001:2Nov 6-$0.12$4.88
$630.00$625.001:2Nov 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. 559 found (best yield 2.59%, avg 0.63%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$750.00Dec 18$19.430.490.1%2.59%2.72%22431.0K
$751.00Dec 18$18.800.480.3%2.51%2.77%11197
$752.00Dec 18$18.170.480.4%2.43%2.82%71368
$753.00Dec 18$17.560.470.5%2.34%2.87%23271
$754.00Dec 18$16.950.470.7%2.26%2.92%19277
$755.00Dec 18$16.360.460.8%2.18%2.98%20911.2K
$756.00Dec 18$15.770.450.9%2.11%3.03%1.1K609
$750.00Dec 11$18.200.500.1%2.43%2.56%45294
$757.00Dec 18$15.200.441.1%2.03%3.09%1.1K520
$751.00Dec 11$17.540.490.3%2.34%2.60%14261

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 1,422,185
Total Puts 2,526,215
Put/Call Ratio 1.78
Net Difference -1,104,030

Prior's Put/Call Breakdown

Total Calls 1,598,665
Total Puts 1,485,874
Put/Call Ratio 0.93
Net Difference 112,791

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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