Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$744.53 -2.91%
◀ 11/5 11:20 ▶

Option Volume

Detail
ℹ
Current (11/05 11:20am) 8,377,797
Calls: 3,146,032 (38%)
Puts: 5,231,765 (62%)
Prior (11/04) 5,006,967
Calls: 2,399,193 (48%)
Puts: 2,607,774 (52%)
Current vs Prior +67.32%
Calls: +31.13% (Calls)
Puts: +100.62% (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 -24.25%
Calls: -37.03%
Puts: -13.71%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/05 11:20am) $3.94B
Calls: $630.13M (16%)
Puts: $3.31B (84%)
Prior (11/04) $840.48M
Calls: $344.87M (41%)
Puts: $495.61M (59%)
Current vs Prior +368.98%
Calls: +82.71%
Puts: +568.18%
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 +153.21%
Calls: +5.89%
Puts: +244.37%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/05 11:20am) 1.66
Prior (11/04) 1.09
Current vs Prior +53.00%
Prior 7-Day Average 1.20
Current vs Prior 7-Day Avg +38.35%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/05 11:20am) 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 1.03% | 1.64%1.64% | 1.99%1.64% | 2.74%2.88% | 5.05%
Prior 0.67% | 0.98%0.25% | 0.98%0.98% | 1.78%1.92% | 4.02%
Current vs Prior +53.79% | +67.06%+569.90% | +101.88%+67.05% | +53.48%+50.46% | +25.57%
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 +17.55% | +40.34%+202.28% | +66.20%+45.08% | +31.63%+2.72% | +11.44%
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 +53.79% | +67.06%+569.90% | +101.88%+67.05% | +53.48%+50.46% | +25.57%
Sentiment BEARISHBEARISHBEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.52% | 0.50%
Calls: 0.52% | 0.32%
Puts: 0.52% | 0.68%
Prior 1.74% | 1.45%
Calls: 1.79% | 1.49%
Puts: 1.69% | 1.41%
Current vs Prior -70.11% | -65.52%
Prior 7-Day Avg 1.09% | 1.66%
Calls: 1.17% | 1.70%
Puts: 1.01% | 1.62%
Current vs 7-Day Avg -52.48% | -69.93%
Liquidity Excellent
+
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🤖 AI Insights

Strong bearish conviction with 84% of dollar volume in puts ($3.31B) vs calls ($630.13M). Massive premium surge with dollar volume up 369% vs prior. Dollar volume significantly above 7-day average (153% higher). Above-average activity with volume up 67% 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
11:20BEARISHBEARISHBEARISH
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 3,043 of results (avg 3.1%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$742.00Nov 1110.5210.53$10.520.1%2340.55--
$741.00Nov 99.399.40$9.400.1%8870.582
$738.00Nov 57.807.81$7.810.1%3.6K0.7510
$745.00Nov 97.057.06$7.060.1%1.5K0.49116
$746.00Nov 96.486.49$6.490.2%1.3K0.478
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$757.00Nov 512.8612.88$12.870.2%59.3K0.923.8K
$747.00Nov 54.934.94$4.940.2%111.3K0.625.9K
$746.00Nov 54.354.36$4.360.2%91.0K0.583.6K
$756.00Nov 511.9311.96$11.950.3%65.6K0.904.0K
$740.00Nov 63.893.90$3.900.3%41.4K0.3821.7K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 497 found (avg $0.44, cheapest $0.17)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$761.00Nov 50.160.17$0.175.9%58.9K0.04317
$762.00Nov 50.140.15$0.156.7%94.3K0.04870
$763.00Nov 50.120.13$0.137.7%84.3K0.032.2K
$760.00Nov 50.190.20$0.205.0%138.2K0.052.5K
$764.00Nov 50.100.11$0.119.1%75.0K0.031.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$725.00Nov 50.150.16$0.166.3%22.0K0.043.1K
$724.00Nov 50.130.14$0.147.1%19.8K0.03824
$731.00Nov 50.380.39$0.392.6%36.2K0.092.8K
$732.00Nov 50.450.46$0.462.2%34.7K0.10491
$730.00Nov 50.330.34$0.342.9%70.6K0.088.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,576 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Nov 544.2344.61$44.420.9%691.0032
$701.00Nov 543.0943.61$43.351.2%201.00--
$702.00Nov 542.2542.61$42.430.8%341.00--
$703.00Nov 541.2141.61$41.411.0%151.00--
$704.00Nov 540.0340.61$40.321.4%51.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$771.00Nov 626.4227.30$26.863.3%6871.002.0K
$772.00Nov 626.8128.42$27.625.8%5031.001.1K
$773.00Nov 627.7528.94$28.354.2%7471.00771
$774.00Nov 628.8030.43$29.625.5%4801.00908
$775.00Nov 629.8231.25$30.544.7%6001.002.0K

Most actively traded options today. High liquidity = easy entry/exit. 3,487 active (total vol 8.3M, top 165.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 50.190.20$0.205.0%138.2K0.052.5K
$755.00Nov 50.530.54$0.541.9%116.1K0.122.3K
$750.00Nov 51.451.46$1.460.7%104.1K0.263.6K
$762.00Nov 50.140.15$0.156.7%94.3K0.04870
$765.00Nov 50.090.10$0.1010.0%92.8K0.025.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$750.00Nov 56.946.96$6.950.3%165.1K0.7411.7K
$740.00Nov 51.801.81$1.810.6%155.8K0.324.3K
$745.00Nov 53.803.82$3.810.5%143.5K0.544.1K
$748.00Nov 55.565.58$5.570.4%117.3K0.675.2K
$747.00Nov 54.934.94$4.940.2%111.3K0.625.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 38 strikes (avg 189.4%, max 213.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$746.00Nov 5Dec 1850.9%16.2%213.5%36.7K94
$745.00Nov 5Dec 1851.1%16.4%211.3%58.3K11.6K
$744.00Nov 5Dec 1851.0%16.6%208.0%28.9K931
$743.00Nov 5Dec 1851.1%16.7%205.6%29.8K390
$742.00Nov 5Dec 1851.1%16.9%202.3%26.3K205
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$746.00Nov 5Dec 1850.7%16.2%212.1%91.1K5.2K
$745.00Nov 5Dec 1850.8%16.4%209.5%144.3K13.3K
$744.00Nov 5Dec 1850.8%16.6%206.7%101.8K2.4K
$743.00Nov 5Dec 1851.0%16.7%205.1%92.9K2.6K
$742.00Nov 5Dec 1851.1%16.9%202.3%88.1K3.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,386 found (best R:R 0.87, avg 4.34)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$706.00$707.00Nov 9$0.58$0.42$0.5894%0.72$706.58
$730.00$731.00Nov 9$0.66$0.34$0.6677%0.52$730.66
$732.00$733.00Nov 13$0.64$0.36$0.6468%0.56$732.64
$741.00$742.00Nov 9$0.53$0.47$0.5358%0.89$741.53
$731.00$732.00Nov 17$0.66$0.34$0.6668%0.52$731.66
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$765.00$760.00Nov 19$2.68$2.32$2.6879%0.87$762.32
$770.00$769.00Nov 17$0.26$0.74$0.2687%2.85$769.74
$765.00$764.00Nov 18$0.19$0.81$0.1980%4.26$764.81
$750.00$745.00Nov 19$2.08$2.92$2.0857%1.40$747.92
$792.00$791.00Nov 20$0.44$0.56$0.44100%1.27$791.56

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 1,030 found (best R:R 1.37, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$745.00$750.00Nov 19$2.89$2.89$2.1150%1.37$747.89
$750.00$755.00Nov 19$2.52$2.52$2.4857%1.02$752.52
$755.00$760.00Nov 19$2.11$2.11$2.8964%0.73$757.11
$760.00$765.00Nov 19$1.65$1.65$3.3571%0.49$761.65
$765.00$770.00Nov 19$1.20$1.20$3.8078%0.32$766.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$733.00$732.00Nov 5$0.10$0.10$0.9088%0.11$732.90
$744.00$743.00Nov 5$0.46$0.46$0.5451%0.85$743.54
$737.00$736.00Nov 5$0.18$0.18$0.8278%0.22$736.82
$740.00$739.00Nov 5$0.28$0.28$0.7268%0.39$739.72
$739.00$738.00Nov 5$0.24$0.24$0.7672%0.32$738.76

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $2.24, cheapest $1.86)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$748.00Nov 5Nov 6$2.2150.7%33.8%
$747.00Nov 5Nov 6$2.3050.8%34.0%
$744.00Nov 5Nov 6$2.4851.0%34.3%
$746.00Nov 5Nov 6$2.3950.9%34.3%
$743.00Nov 5Nov 6$2.5051.1%34.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$748.00Nov 5Nov 6$1.8650.8%33.8%
$747.00Nov 5Nov 6$1.9550.7%34.0%
$744.00Nov 5Nov 6$2.1250.8%34.3%
$743.00Nov 5Nov 6$2.1651.0%34.5%
$746.00Nov 5Nov 6$2.0350.7%34.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,419 found (cheapest 0.96% of stock, avg 4.57%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$744.00Nov 5$3.85$3.33$7.18$736.82$751.180.96%
$745.00Nov 5$3.34$3.81$7.15$737.85$752.150.96%
$746.00Nov 5$2.87$4.36$7.23$738.77$753.230.97%
$743.00Nov 5$4.40$2.87$7.27$735.73$750.270.98%
$747.00Nov 5$2.46$4.94$7.40$739.60$754.400.99%
$742.00Nov 5$4.99$2.47$7.46$734.54$749.461.00%
$748.00Nov 5$2.08$5.57$7.65$740.35$755.651.03%
$741.00Nov 5$5.63$2.11$7.74$733.26$748.741.04%
$749.00Nov 5$1.75$6.24$7.99$741.01$756.991.07%
$740.00Nov 5$6.32$1.81$8.13$731.87$748.131.09%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.48% of stock, avg 2.60%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$749.00$740.00Nov 5$1.75$1.81$3.56$736.44$752.56
$748.00$740.00Nov 5$2.08$1.81$3.89$736.11$751.89
$749.00$741.00Nov 5$1.75$2.11$3.86$737.14$752.86
$748.00$741.00Nov 5$2.08$2.11$4.19$736.81$752.19
$747.00$740.00Nov 5$2.46$1.81$4.27$735.73$751.27
$747.00$741.00Nov 5$2.46$2.11$4.57$736.43$751.57
$749.00$742.00Nov 5$1.75$2.47$4.22$737.78$753.22
$748.00$742.00Nov 5$2.08$2.47$4.55$737.45$752.55
$747.00$742.00Nov 5$2.46$2.47$4.93$737.07$751.93
$746.00$740.00Nov 5$2.87$1.81$4.68$735.32$750.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 227 found (best R:R 0.96, avg credit $0.67)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
724/725754/755Nov 9$0.49$0.5154%0.96$724.51$754.49
730/731754/755Nov 9$0.56$0.4447%1.27$730.44$754.56
719/720753/754Nov 11$0.54$0.4649%1.17$719.46$753.54
719/720754/755Nov 11$0.52$0.4851%1.08$719.48$754.52
715/716754/755Nov 13$0.54$0.4648%1.17$715.46$754.54
722/723754/755Nov 9$0.46$0.5456%0.85$722.54$754.46
725/726754/755Nov 9$0.49$0.5153%0.96$725.51$754.49
726/727754/755Nov 9$0.50$0.5052%1.00$726.50$754.50
717/718754/755Nov 13$0.55$0.4547%1.22$717.45$754.55
727/728754/755Nov 9$0.51$0.4951%1.04$727.49$754.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 517 found (best R:R 32.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$740.00$745.00$750.00Nov 19$0.15$4.8513%32.33
$720.00$725.00$730.00Dec 11$0.08$4.927%61.50
$730.00$735.00$740.00Nov 19$0.20$4.8011%24.00
$715.00$720.00$725.00Nov 27$0.10$4.907%49.00
$725.00$730.00$735.00Dec 4$0.14$4.868%34.71
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$715.00$720.00$725.00Dec 4$0.05$4.956%99.00
$740.00$745.00$750.00Nov 19$0.26$4.7413%18.23
$725.00$730.00$735.00Dec 4$0.13$4.878%37.46
$720.00$725.00$730.00Nov 19$0.16$4.848%30.25
$715.00$720.00$725.00Dec 11$0.10$4.906%49.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 942 found (best net $-33.82, 942 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$640.00$680.001:2Dec 11-$33.82$6.18
$645.00$680.001:2Nov 12-$31.36$3.64
$770.00$775.001:2Nov 19-$0.30$4.70
$775.00$780.001:2Nov 19-$0.12$4.88
$780.00$785.001:2Nov 19-$0.07$4.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$605.00$600.001:2Nov 6-$0.01$4.99
$625.00$620.001:2Nov 6-$0.02$4.98
$635.00$630.001:2Nov 6-$0.03$4.97
$610.00$605.001:2Nov 6-$0.03$4.97
$615.00$610.001:2Nov 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. 590 found (best yield 2.62%, avg 0.63%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$745.00Dec 18$19.470.500.1%2.62%2.68%5138.1K
$746.00Dec 18$18.800.490.2%2.53%2.72%1967
$747.00Dec 18$18.170.480.3%2.44%2.77%4080
$748.00Dec 18$17.570.480.5%2.36%2.83%4938
$749.00Dec 18$16.940.470.6%2.28%2.88%1.4K321
$750.00Dec 18$16.370.460.7%2.20%2.93%2.7K31.0K
$751.00Dec 18$15.750.450.9%2.12%2.98%389197
$745.00Dec 11$18.290.500.1%2.46%2.52%625255
$752.00Dec 18$15.160.441.0%2.04%3.04%221368
$746.00Dec 11$17.650.490.2%2.37%2.57%10921

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 3,146,032
Total Puts 5,231,765
Put/Call Ratio 1.66
Net Difference -2,085,733

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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