Tour
v536
SPY
State Street SPDR S&P 500 ETF Trust
$742.16
-3.21%
Option Volume
Detail
Current (11/05 11:00am)
7,172,016
Calls:
2,597,808
(36%)
Puts:
4,574,208
(64%)
Prior (11/04)
4,820,203
Calls:
2,312,558
(48%)
Puts:
2,507,645
(52%)
Current vs Prior
+48.79%
Calls:
+12.33%
(Calls)
Puts:
+82.41%
(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
-35.15%
Calls:
-48.01%
Puts:
-24.56%
Sentiment
BEARISH
Dollar Volume
Detail
Current (11/05 11:00am)
$4.27B
Calls:
$442.75M
(10%)
Puts:
$3.82B
(90%)
Prior (11/04)
$770.94M
Calls:
$386.32M
(50%)
Puts:
$384.62M
(50%)
Current vs Prior
+453.45%
Calls:
+14.61%
Puts:
+894.24%
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
+174.09%
Calls:
-25.60%
Puts:
+297.66%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (11/05 11:00am)
1.76
Prior (11/04)
1.08
Current vs Prior
+62.38%
Prior 7-Day Average
1.20
Current vs Prior 7-Day Avg
+46.49%
Sentiment
BEARISH
Open Interest
Detail
Current (11/05 11:00am)
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
1.19% | 1.87%1.87% | 2.22%1.87% | 3.06%3.21% | 5.43%
Prior
0.67% | 0.98%0.25% | 0.98%0.98% | 1.78%1.92% | 4.02%
Current vs Prior
+77.84% | +90.47%+663.83% | +125.82%+90.47% | +71.50%+67.61% | +35.12%
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
+35.94% | +60.01%+244.66% | +85.91%+65.42% | +47.08%+14.42% | +19.92%
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
+77.84% | +90.47%+663.83% | +125.82%+90.47% | +71.50%+67.61% | +35.12%
Sentiment
BEARISHBEARISHBEARISHBEARISH
Relative Spread
Detail
Expiry | Next
Current
0.46% | 0.21%
Calls:
0.71% | 0.29%
Puts:
0.22% | 0.14%
Prior
1.74% | 1.45%
Calls:
1.79% | 1.49%
Puts:
1.69% | 1.41%
Current vs Prior
-73.56% | -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
-57.96% | -87.37%
Liquidity
Excellent
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AI Insights
Strong bearish conviction with 90% of dollar volume in puts ($3.82B) vs calls ($442.75M). Massive premium surge with dollar volume up 453% vs prior. Dollar volume significantly above 7-day average (174% higher). Extreme bearish P/C ratio of 1.76 - heavy put buying.
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
BEARISH
Prior
BULLISH
7-Day Avg
BULLISH
Sentiment Timeline (Today)
| Time | Smart Money | Retail | Overall |
|---|---|---|---|
| 11:00 | BEARISH | BEARISH | BEARISH |
| 10:55 | BEARISH | BEARISH | BEARISH |
| 10:50 | BEARISH | BEARISH | BEARISH |
| 10:45 | BEARISH | BEARISH | BEARISH |
| 10:40 | BEARISH | BEARISH | BEARISH |
| 10:35 | BEARISH | BEARISH | BEARISH |
| 10:30 | BEARISH | BEARISH | BEARISH |
| 10:25 | BEARISH | BEARISH | BEARISH |
| 10:20 | BEARISH | BEARISH | BEARISH |
| 10:15 | BEARISH | BEARISH | BEARISH |
| 10:10 | BEARISH | BEARISH | BEARISH |
| 10:05 | BEARISH | BEARISH | BEARISH |
| 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
2,597,808
Total Puts
4,574,208
Put/Call Ratio
1.76
Net Difference
-1,976,400
Prior's Put/Call Breakdown
Total Calls
2,312,558
Total Puts
2,507,645
Put/Call Ratio
1.08
Net Difference
-195,087
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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