Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$744.97 -2.85%
◀ 11/5 11:15 ▶

Option Volume

Detail
ℹ
Current (11/05 11:15am) 8,063,368
Calls: 2,990,151 (37%)
Puts: 5,073,217 (63%)
Prior (11/04) 5,006,967
Calls: 2,399,193 (48%)
Puts: 2,607,774 (52%)
Current vs Prior +61.04%
Calls: +24.63% (Calls)
Puts: +94.54% (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 -27.09%
Calls: -40.15%
Puts: -16.33%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/05 11:15am) $3.83B
Calls: $643.21M (17%)
Puts: $3.19B (83%)
Prior (11/04) $840.48M
Calls: $344.87M (41%)
Puts: $495.61M (59%)
Current vs Prior +356.27%
Calls: +86.51%
Puts: +543.99%
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 +146.35%
Calls: +8.09%
Puts: +231.90%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/05 11:15am) 1.70
Prior (11/04) 1.09
Current vs Prior +56.09%
Prior 7-Day Average 1.20
Current vs Prior 7-Day Avg +41.15%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/05 11:15am) 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 1.07% | 1.70%1.70% | 2.04%1.70% | 2.82%2.96% | 5.11%
Prior 0.67% | 0.98%0.25% | 0.98%0.98% | 1.78%1.92% | 4.02%
Current vs Prior +59.51% | +73.10%+594.17% | +107.77%+73.10% | +57.97%+54.58% | +27.07%
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 +21.93% | +45.42%+213.23% | +71.05%+50.34% | +35.49%+5.52% | +12.77%
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 +59.51% | +73.10%+594.17% | +107.77%+73.10% | +57.97%+54.58% | +27.07%
Sentiment BEARISHBEARISHBEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.51% | 0.71%
Calls: 0.48% | 0.74%
Puts: 0.53% | 0.68%
Prior 1.74% | 1.45%
Calls: 1.79% | 1.49%
Puts: 1.69% | 1.41%
Current vs Prior -70.69% | -51.03%
Prior 7-Day Avg 1.09% | 1.66%
Calls: 1.17% | 1.70%
Puts: 1.01% | 1.62%
Current vs 7-Day Avg -53.39% | -57.30%
Liquidity Excellent
+
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🤖 AI Insights

Strong bearish conviction with 83% of dollar volume in puts ($3.19B) vs calls ($643.21M). Massive premium surge with dollar volume up 356% vs prior. Dollar volume significantly above 7-day average (146% higher). Above-average activity with volume up 61% vs prior.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
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)
TimeSmart MoneyRetailOverall
11:15BEARISHBEARISHBEARISH
11:10BEARISHBEARISHBEARISH
11:05BEARISHBEARISHBEARISH
11:00BEARISHBEARISHBEARISH
10:55BEARISHBEARISHBEARISH
10:50BEARISHBEARISHBEARISH
10:45BEARISHBEARISHBEARISH
10:40BEARISHBEARISHBEARISH
10:35BEARISHBEARISHBEARISH
10:30BEARISHBEARISHBEARISH
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 3,107 of results (avg 3.3%, best 0.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$741.00Nov 56.006.02$6.010.3%14.0K0.6424
$731.00Nov 514.2714.32$14.300.3%4120.916
$742.00Nov 55.365.38$5.370.4%24.1K0.6015
$723.00Nov 623.0623.15$23.100.4%160.9050
$726.00Nov 620.3320.41$20.370.4%510.8730
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$759.00Nov 514.3514.40$14.380.3%47.7K0.933.1K
$748.00Nov 55.455.47$5.460.4%116.9K0.655.2K
$744.00Nov 65.455.47$5.460.4%12.1K0.482.8K
$760.00Nov 515.3015.36$15.330.4%77.8K0.9413.1K
$757.00Nov 512.5112.56$12.540.4%59.3K0.913.8K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 504 found (avg $0.44, cheapest $0.23)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Nov 50.060.07$0.0714.3%45.5K0.026.9K
$763.00Nov 50.140.15$0.156.7%83.1K0.042.2K
$766.00Nov 50.090.10$0.1010.0%75.5K0.023.6K
$764.00Nov 50.120.13$0.137.7%73.5K0.031.3K
$767.00Nov 50.070.08$0.0812.5%65.3K0.026.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$728.00Nov 50.220.23$0.234.3%30.7K0.061.1K
$726.00Nov 50.160.17$0.175.9%20.7K0.04371
$731.00Nov 50.360.37$0.372.7%34.9K0.092.8K
$729.00Nov 50.260.27$0.273.7%43.3K0.07912
$732.00Nov 50.430.44$0.442.3%32.5K0.11491

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,571 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Nov 544.5545.01$44.781.0%661.0032
$701.00Nov 543.5544.01$43.781.1%201.00--
$702.00Nov 542.6843.01$42.850.8%341.00--
$703.00Nov 541.6942.01$41.850.8%151.00--
$704.00Nov 540.5541.01$40.781.1%51.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Nov 627.9328.50$28.222.0%7471.00771
$774.00Nov 628.9330.80$29.876.3%4801.00908
$775.00Nov 629.9231.74$30.835.9%5991.002.0K
$776.00Nov 630.9231.42$31.171.6%3481.001.1K
$777.00Nov 631.9232.42$32.171.6%6811.00921

Most actively traded options today. High liquidity = easy entry/exit. 3,479 active (total vol 8.0M, top 164.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 50.250.26$0.263.8%131.3K0.062.5K
$755.00Nov 50.690.70$0.701.4%112.1K0.132.3K
$750.00Nov 51.731.74$1.740.6%94.3K0.273.6K
$765.00Nov 50.100.11$0.119.1%90.0K0.035.6K
$762.00Nov 50.170.18$0.185.6%88.6K0.04870
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$750.00Nov 56.786.81$6.800.4%164.9K0.7311.7K
$740.00Nov 51.761.78$1.771.1%149.5K0.324.3K
$745.00Nov 53.743.76$3.750.5%141.9K0.534.1K
$748.00Nov 55.455.47$5.460.4%116.9K0.655.2K
$747.00Nov 54.844.86$4.850.4%110.7K0.615.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 40 strikes (avg 194.8%, max 222.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$746.00Nov 5Dec 1852.8%16.5%219.8%33.1K94
$745.00Nov 5Dec 1852.7%16.6%216.8%48.0K11.6K
$744.00Nov 5Dec 1852.5%16.8%213.4%23.9K931
$743.00Nov 5Dec 1852.6%16.9%211.0%27.0K390
$742.00Nov 5Dec 1852.7%17.1%209.1%24.1K205
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$746.00Nov 5Dec 1853.2%16.5%222.4%90.4K5.2K
$745.00Nov 5Dec 1853.2%16.6%219.8%142.8K13.3K
$744.00Nov 5Dec 1852.1%16.8%210.8%97.5K2.4K
$743.00Nov 5Dec 1852.2%16.9%208.2%87.7K2.6K
$742.00Nov 5Dec 1852.5%17.1%207.9%85.0K3.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,445 found (best R:R 1.16, avg 4.30)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$689.00$690.00Nov 30$0.20$0.80$0.2087%4.00$689.20
$694.00$695.00Nov 30$0.24$0.76$0.2486%3.17$694.24
$691.00$693.00Nov 30$1.17$0.83$1.1787%0.71$692.17
$701.00$702.00Nov 9$0.46$0.54$0.4696%1.17$701.46
$705.00$706.00Nov 9$0.56$0.44$0.5695%0.79$705.56
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$755.00$750.00Nov 19$2.31$2.69$2.3164%1.16$752.69
$776.00$775.00Nov 6$0.34$0.66$0.34100%1.94$775.66
$770.00$769.00Nov 16$0.23$0.77$0.2388%3.35$769.77
$790.00$789.00Nov 20$0.38$0.62$0.3896%1.63$789.62
$735.00$730.00Dec 11$1.32$3.68$1.3240%2.79$733.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 1,054 found (best R:R 1.39, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$745.00$750.00Nov 19$2.91$2.91$2.0950%1.39$747.91
$750.00$755.00Nov 19$2.55$2.55$2.4556%1.04$752.55
$755.00$760.00Nov 19$2.14$2.14$2.8664%0.75$757.14
$760.00$765.00Nov 19$1.73$1.73$3.2771%0.53$761.73
$765.00$770.00Nov 19$1.29$1.29$3.7178%0.35$766.29
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$717.00$716.00Nov 9$0.10$0.10$0.9090%0.11$716.90
$721.00$720.00Nov 9$0.12$0.12$0.8887%0.14$720.88
$733.00$732.00Nov 5$0.10$0.10$0.9088%0.11$732.90
$742.00$741.00Nov 5$0.36$0.36$0.6460%0.56$741.64
$720.00$719.00Nov 17$0.20$0.20$0.8078%0.25$719.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 20 found (avg debit $2.29, cheapest $1.87)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$749.00Nov 5Nov 6$2.2352.9%35.1%
$748.00Nov 5Nov 6$2.3352.8%35.3%
$747.00Nov 5Nov 6$2.4252.8%35.5%
$746.00Nov 5Nov 6$2.4952.8%35.7%
$744.00Nov 5Nov 6$2.5852.5%35.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$749.00Nov 5Nov 6$1.8752.9%35.1%
$747.00Nov 5Nov 6$2.0453.2%35.5%
$748.00Nov 5Nov 6$1.9652.8%35.3%
$746.00Nov 5Nov 6$2.1153.2%35.7%
$745.00Nov 5Nov 6$2.1553.2%36.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,416 found (cheapest 1.00% of stock, avg 4.59%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$744.00Nov 5$4.20$3.27$7.47$736.53$751.471.00%
$745.00Nov 5$3.69$3.75$7.44$737.56$752.441.00%
$746.00Nov 5$3.21$4.28$7.49$738.51$753.491.01%
$743.00Nov 5$4.76$2.83$7.59$735.41$750.591.02%
$747.00Nov 5$2.78$4.85$7.63$739.37$754.631.02%
$742.00Nov 5$5.37$2.44$7.81$734.19$749.811.05%
$748.00Nov 5$2.39$5.46$7.85$740.15$755.851.05%
$741.00Nov 5$6.01$2.08$8.09$732.91$749.091.09%
$749.00Nov 5$2.05$6.11$8.16$740.84$757.161.10%
$740.00Nov 5$6.70$1.77$8.47$731.53$748.471.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.51% of stock, avg 2.67%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$749.00$740.00Nov 5$2.05$1.77$3.82$736.18$752.82
$748.00$740.00Nov 5$2.39$1.77$4.16$735.84$752.16
$749.00$741.00Nov 5$2.05$2.08$4.13$736.87$753.13
$748.00$741.00Nov 5$2.39$2.08$4.47$736.53$752.47
$747.00$740.00Nov 5$2.78$1.77$4.55$735.45$751.55
$749.00$742.00Nov 5$2.05$2.44$4.49$737.51$753.49
$747.00$741.00Nov 5$2.78$2.08$4.86$736.14$751.86
$748.00$742.00Nov 5$2.39$2.44$4.83$737.17$752.83
$747.00$742.00Nov 5$2.78$2.44$5.22$736.78$752.22
$746.00$740.00Nov 5$3.21$1.77$4.98$735.02$750.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 217 found (best R:R 1.38, avg credit $0.69)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
717/718754/755Nov 12$0.58$0.4248%1.38$717.42$754.58
713/714754/755Nov 12$0.55$0.4551%1.22$713.45$754.55
716/717754/755Nov 12$0.57$0.4349%1.33$716.43$754.57
714/715754/755Nov 12$0.55$0.4550%1.22$714.45$754.55
722/723754/755Nov 11$0.58$0.4247%1.38$722.42$754.58
719/720754/755Nov 12$0.58$0.4247%1.38$719.42$754.58
713/714754/755Nov 11$0.51$0.4954%1.04$713.49$754.51
716/717752/753Nov 9$0.49$0.5156%0.96$716.51$752.49
718/719754/755Nov 11$0.54$0.4650%1.17$718.46$754.54
722/723753/754Nov 11$0.59$0.4145%1.44$722.41$753.59

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 569 found (best R:R 30.25, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$740.00$745.00$750.00Nov 19$0.16$4.8413%30.25
$730.00$735.00$740.00Nov 19$0.18$4.8211%26.78
$725.00$730.00$735.00Dec 11$0.13$4.878%37.46
$705.00$710.00$715.00Dec 11$0.06$4.945%82.33
$700.00$705.00$710.00Dec 4$0.06$4.944%82.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Nov 19$0.12$4.8811%40.67
$770.00$775.00$780.00Nov 19$0.12$4.889%40.67
$705.00$710.00$715.00Nov 27$0.07$4.935%70.43
$720.00$725.00$730.00Nov 27$0.14$4.868%34.71
$735.00$740.00$745.00Nov 19$0.27$4.7312%17.52

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 915 found (best net $-31.23, 915 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$645.00$680.001:2Nov 12-$31.23$3.77
$640.00$680.001:2Dec 11-$34.04$5.96
$775.00$780.001:2Nov 19-$0.14$4.86
$770.00$775.001:2Nov 19-$0.36$4.64
$780.00$785.001:2Nov 19-$0.05$4.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$715.00$710.001:2Nov 6-$0.19$4.81
$605.00$600.001:2Nov 6-$0.01$4.99
$630.00$625.001:2Nov 6-$0.02$4.98
$645.00$640.001:2Nov 6-$0.03$4.97
$610.00$605.001:2Nov 6-$0.03$4.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 600 found (best yield 2.67%, avg 0.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$745.00Dec 18$19.900.500.0%2.67%2.68%4778.1K
$746.00Dec 18$19.250.490.1%2.58%2.72%1867
$747.00Dec 18$18.640.490.3%2.50%2.77%4080
$748.00Dec 18$18.020.480.4%2.42%2.83%4838
$749.00Dec 18$17.400.470.5%2.34%2.88%1.4K321
$750.00Dec 18$16.810.460.7%2.26%2.93%2.5K31.0K
$751.00Dec 18$16.180.450.8%2.17%2.98%385197
$745.00Dec 11$18.710.500.0%2.51%2.52%611255
$752.00Dec 18$15.610.440.9%2.10%3.04%218368
$746.00Dec 11$18.070.490.1%2.43%2.56%10721

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 2,990,151
Total Puts 5,073,217
Put/Call Ratio 1.70
Net Difference -2,083,066

Prior's Put/Call Breakdown

Total Calls 2,399,193
Total Puts 2,607,774
Put/Call Ratio 1.09
Net Difference -208,581

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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