Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$747.38 -2.53%
◀ 11/5 10:25 ▶

Option Volume

Detail
ℹ
Current (11/05 10:25am) 4,319,285
Calls: 1,532,888 (35%)
Puts: 2,786,397 (65%)
Prior (11/04) 3,353,837
Calls: 1,712,267 (51%)
Puts: 1,641,570 (49%)
Current vs Prior +28.79%
Calls: -10.48% (Calls)
Puts: +69.74% (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 -60.95%
Calls: -69.32%
Puts: -54.04%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/05 10:25am) $2.11B
Calls: $186.08M (9%)
Puts: $1.92B (91%)
Prior (11/04) $571.60M
Calls: $314.54M (55%)
Puts: $257.06M (45%)
Current vs Prior +268.75%
Calls: -40.84%
Puts: +647.57%
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 +35.40%
Calls: -68.73%
Puts: +99.84%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/05 10:25am) 1.82
Prior (11/04) 0.96
Current vs Prior +89.60%
Prior 7-Day Average 1.20
Current vs Prior 7-Day Avg +51.22%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/05 10:25am) 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 0.89% | 1.53%1.53% | 1.91%1.53% | 2.76%2.92% | 5.20%
Prior 0.67% | 0.98%0.25% | 0.98%0.98% | 1.78%1.92% | 4.02%
Current vs Prior +33.60% | +55.12%+522.06% | +94.45%+55.12% | +54.77%+52.40% | +29.42%
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 +2.12% | +30.32%+180.70% | +60.08%+34.72% | +32.73%+4.04% | +14.85%
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 +33.60% | +55.12%+522.06% | +94.45%+55.12% | +54.77%+52.40% | +29.42%
Sentiment BEARISHBEARISHBEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.30% | 0.27%
Calls: 0.30% | 0.17%
Puts: 0.30% | 0.36%
Prior 1.74% | 1.45%
Calls: 1.79% | 1.49%
Puts: 1.69% | 1.41%
Current vs Prior -82.76% | -81.38%
Prior 7-Day Avg 1.09% | 1.66%
Calls: 1.17% | 1.70%
Puts: 1.01% | 1.62%
Current vs 7-Day Avg -72.58% | -83.76%
Liquidity Excellent
+
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🤖 AI Insights

Strong bearish conviction with 91% of dollar volume in puts ($1.92B) vs calls ($186.08M). Massive premium surge with dollar volume up 269% vs prior. Extreme bearish P/C ratio of 1.82 - heavy put buying. P/C ratio rising 90% - 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
10:25BEARISHBEARISHBEARISH
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 2,975 of results (avg 2.5%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$741.00Nov 1213.9613.97$13.970.1%50.612
$742.00Nov 1213.2713.28$13.270.1%910.60--
$744.00Nov 1211.9311.94$11.930.1%1200.571
$738.00Nov 1216.1016.12$16.110.1%270.661
$746.00Nov 2014.3914.41$14.400.1%300.53338
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$758.00Nov 510.8510.86$10.860.1%57.1K0.916.1K
$757.00Nov 59.969.97$9.970.1%58.2K0.893.8K
$756.00Nov 59.079.08$9.070.1%63.4K0.864.0K
$753.00Nov 68.218.22$8.220.1%8.5K0.653.7K
$755.00Nov 58.208.21$8.210.1%90.5K0.838.4K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 511 found (avg $0.40, cheapest $0.12)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$763.00Nov 50.110.12$0.128.3%57.3K0.042.2K
$764.00Nov 50.090.10$0.1010.0%55.2K0.031.3K
$762.00Nov 50.140.15$0.156.7%60.6K0.04870
$765.00Nov 50.070.08$0.0812.5%62.5K0.025.6K
$766.00Nov 50.060.07$0.0714.3%63.9K0.023.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$733.00Nov 50.240.25$0.254.0%14.4K0.06716
$730.00Nov 50.150.16$0.166.3%8.3K0.048.3K
$731.00Nov 50.180.19$0.195.3%8.7K0.042.8K
$734.00Nov 50.290.30$0.303.3%13.9K0.071.8K
$735.00Nov 50.340.35$0.352.9%11.8K0.0815.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,355 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Nov 6146.80149.96$148.382.1%21.005
$605.00Nov 6141.46144.93$143.202.4%21.003
$610.00Nov 6136.65139.90$138.282.4%101.002
$625.00Nov 6121.64124.98$123.312.7%--1.0026
$635.00Nov 6111.48114.99$113.243.1%--1.0037
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$765.00Nov 517.6117.64$17.630.2%21.2K1.009.9K
$766.00Nov 518.4818.62$18.550.8%12.2K1.004.7K
$767.00Nov 519.4919.60$19.550.6%12.4K1.005.9K
$768.00Nov 520.4520.62$20.540.8%5.3K1.008.0K
$769.00Nov 521.4521.60$21.530.7%3.1K1.003.3K

Most actively traded options today. High liquidity = easy entry/exit. 3,027 active (total vol 4.3M, top 149.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 50.210.22$0.224.5%81.8K0.062.5K
$766.00Nov 50.060.07$0.0714.3%63.9K0.023.6K
$765.00Nov 50.070.08$0.0812.5%62.5K0.025.6K
$762.00Nov 50.140.15$0.156.7%60.6K0.04870
$755.00Nov 50.670.68$0.681.5%57.8K0.172.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$750.00Nov 54.474.50$4.480.7%149.0K0.6311.7K
$748.00Nov 53.333.34$3.340.3%93.3K0.535.2K
$755.00Nov 58.208.21$8.210.1%90.5K0.838.4K
$745.00Nov 52.052.06$2.050.5%76.4K0.374.1K
$747.00Nov 52.862.87$2.870.3%76.3K0.475.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 34 strikes (avg 126.8%, max 142.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$739.00Nov 5Dec 1844.1%18.2%142.0%382153
$740.00Nov 5Dec 1843.4%18.1%139.9%8597.8K
$750.00Nov 5Dec 1839.7%16.6%138.9%19.5K34.7K
$741.00Nov 5Dec 1842.6%17.9%137.5%650194
$749.00Nov 5Dec 1839.7%16.8%136.5%8.4K412
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$739.00Nov 5Dec 1844.1%18.2%142.0%29.1K2.5K
$740.00Nov 5Dec 1843.5%18.1%140.3%43.6K47.3K
$750.00Nov 5Dec 1839.7%16.6%138.7%151.2K48.3K
$741.00Nov 5Dec 1842.7%17.9%137.9%25.4K2.6K
$742.00Nov 5Dec 1842.2%17.8%136.8%29.9K3.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,434 found (best R:R 5.67, avg 4.69)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$695.00$696.00Nov 30$0.15$0.85$0.1586%5.67$695.15
$687.00$688.00Nov 30$0.29$0.71$0.2988%2.45$687.29
$730.00$731.00Dec 18$0.11$0.89$0.1165%8.09$730.11
$681.00$682.00Nov 30$0.37$0.63$0.3790%1.70$681.37
$685.00$686.00Nov 30$0.37$0.63$0.3789%1.70$685.37
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$773.00$772.00Nov 11$0.15$0.85$0.1594%5.67$772.85
$781.00$780.00Nov 13$0.29$0.71$0.2997%2.45$780.71
$755.00$750.00Nov 19$2.13$2.87$2.1359%1.35$752.87
$771.00$770.00Nov 6$0.37$0.63$0.37100%1.70$770.63
$776.00$775.00Nov 6$0.40$0.60$0.40100%1.50$775.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 1,061 found (best R:R 1.26, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$750.00$755.00Nov 19$2.79$2.79$2.2152%1.26$752.79
$755.00$760.00Nov 19$2.38$2.38$2.6259%0.91$757.38
$760.00$765.00Nov 19$1.96$1.96$3.0466%0.64$761.96
$765.00$770.00Nov 19$1.50$1.50$3.5073%0.43$766.50
$770.00$775.00Nov 19$1.09$1.09$3.9180%0.28$771.09
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$747.00$746.00Nov 5$0.45$0.45$0.5553%0.82$746.55
$744.00$743.00Nov 5$0.29$0.29$0.7167%0.41$743.71
$742.00$741.00Nov 5$0.21$0.21$0.7975%0.27$741.79
$734.00$733.00Nov 6$0.16$0.16$0.8482%0.19$733.84
$740.00$739.00Nov 5$0.15$0.15$0.8582%0.18$739.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $2.30, cheapest $1.88)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$744.00Nov 5Nov 6$2.5441.0%31.9%
$751.00Nov 5Nov 6$2.2639.7%30.6%
$745.00Nov 5Nov 6$2.5740.7%31.6%
$747.00Nov 5Nov 6$2.5740.0%31.1%
$750.00Nov 5Nov 6$2.3739.7%30.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$751.00Nov 5Nov 6$1.8839.7%30.6%
$744.00Nov 5Nov 6$2.1741.0%31.9%
$745.00Nov 5Nov 6$2.2040.5%31.6%
$747.00Nov 5Nov 6$2.1840.0%31.1%
$746.00Nov 5Nov 6$2.2240.2%31.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,244 found (cheapest 0.83% of stock, avg 4.40%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$747.00Nov 5$3.34$2.87$6.21$740.79$753.210.83%
$748.00Nov 5$2.83$3.34$6.17$741.83$754.170.83%
$749.00Nov 5$2.37$3.88$6.25$742.75$755.250.84%
$746.00Nov 5$3.91$2.42$6.33$739.67$752.330.85%
$750.00Nov 5$1.97$4.48$6.45$743.55$756.450.86%
$745.00Nov 5$4.54$2.05$6.59$738.41$751.590.88%
$751.00Nov 5$1.62$5.14$6.76$744.24$757.760.90%
$744.00Nov 5$5.21$1.73$6.94$737.06$750.940.93%
$752.00Nov 5$1.32$5.84$7.16$744.84$759.160.96%
$743.00Nov 5$5.93$1.44$7.37$735.63$750.370.99%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.37% of stock, avg 2.62%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$752.00$743.00Nov 5$1.32$1.44$2.76$740.24$754.76
$751.00$743.00Nov 5$1.62$1.44$3.06$739.94$754.06
$752.00$744.00Nov 5$1.32$1.73$3.05$740.95$755.05
$751.00$744.00Nov 5$1.62$1.73$3.35$740.65$754.35
$752.00$745.00Nov 5$1.32$2.05$3.37$741.63$755.37
$750.00$743.00Nov 5$1.97$1.44$3.41$739.59$753.41
$751.00$745.00Nov 5$1.62$2.05$3.67$741.33$754.67
$750.00$744.00Nov 5$1.97$1.73$3.70$740.30$753.70
$750.00$745.00Nov 5$1.97$2.05$4.02$740.98$754.02
$752.00$746.00Nov 5$1.32$2.42$3.74$742.26$755.74

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 238 found (best R:R 1.13, avg credit $0.75)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
720/721757/758Nov 11$0.53$0.4752%1.13$720.47$757.53
712/713757/758Nov 12$0.51$0.4954%1.04$712.49$757.51
725/726757/758Nov 11$0.56$0.4448%1.27$725.44$757.56
721/722757/758Nov 12$0.55$0.4548%1.22$721.45$757.55
724/725757/758Nov 11$0.54$0.4649%1.17$724.46$757.54
723/724757/758Nov 11$0.53$0.4750%1.13$723.47$757.53
722/723757/758Nov 11$0.52$0.4850%1.08$722.48$757.52
718/719757/758Nov 12$0.52$0.4850%1.08$718.48$757.52
721/722757/758Nov 11$0.51$0.4951%1.04$721.49$757.51
727/728757/758Nov 11$0.56$0.4446%1.27$727.44$757.56

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 471 found (best R:R 40.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$740.00$745.00$750.00Nov 19$0.22$4.7813%21.73
$720.00$725.00$730.00Nov 27$0.10$4.907%49.00
$710.00$715.00$720.00Nov 27$0.07$4.935%70.43
$720.00$725.00$730.00Dec 11$0.12$4.886%40.67
$725.00$730.00$735.00Dec 11$0.14$4.867%34.71
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$770.00$775.00$780.00Nov 19$0.12$4.8811%40.67
$745.00$750.00$755.00Nov 19$0.21$4.7913%22.81
$755.00$760.00$765.00Nov 19$0.29$4.7114%16.24
$765.00$770.00$775.00Nov 19$0.25$4.7513%19.00
$715.00$720.00$725.00Nov 27$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. 872 found (best net $-29.64, 868 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$650.00$685.001:2Nov 13-$29.64$5.36
$775.00$780.001:2Nov 19-$0.19$4.81
$780.00$785.001:2Nov 19-$0.05$4.95
$770.00$775.001:2Nov 19-$0.54$4.46
$785.00$790.001:2Nov 19$0.00$5.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$675.00$660.001:2Nov 16-$0.48$14.52
$605.00$600.001:2Nov 6$0.00$5.00
$620.00$615.001:2Nov 6-$0.01$4.99
$635.00$630.001:2Nov 6-$0.02$4.98
$715.00$710.001:2Nov 6-$0.16$4.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 585 found (best yield 2.70%, avg 0.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$748.00Dec 18$20.150.500.1%2.70%2.78%338
$749.00Dec 18$19.520.490.2%2.61%2.83%5321
$750.00Dec 18$18.990.480.3%2.54%2.89%24631.0K
$751.00Dec 18$18.280.480.5%2.45%2.93%12197
$752.00Dec 18$17.720.470.6%2.37%2.99%72368
$753.00Dec 18$17.070.460.8%2.28%3.04%32271
$754.00Dec 18$16.480.460.9%2.21%3.09%25277
$755.00Dec 18$15.970.451.0%2.14%3.16%23111.2K
$748.00Dec 11$18.890.510.1%2.53%2.61%2110
$756.00Dec 18$15.320.441.1%2.05%3.20%1.1K609

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 1,532,888
Total Puts 2,786,397
Put/Call Ratio 1.82
Net Difference -1,253,509

Prior's Put/Call Breakdown

Total Calls 1,712,267
Total Puts 1,641,570
Put/Call Ratio 0.96
Net Difference 70,697

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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