Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$742.04 -3.23%
◀ 11/5 11:45 ▶

Option Volume

Detail
ℹ
Current (11/05 11:45am) 9,462,411
Calls: 3,682,548 (39%)
Puts: 5,779,863 (61%)
Prior (11/04) 6,459,724
Calls: 3,027,836 (47%)
Puts: 3,431,888 (53%)
Current vs Prior +46.48%
Calls: +21.62% (Calls)
Puts: +68.42% (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 -14.44%
Calls: -26.30%
Puts: -4.67%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/05 11:45am) $4.68B
Calls: $610.81M (13%)
Puts: $4.07B (87%)
Prior (11/04) $981.26M
Calls: $576.17M (59%)
Puts: $405.10M (41%)
Current vs Prior +377.09%
Calls: +6.01%
Puts: +904.86%
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 +200.73%
Calls: +2.65%
Puts: +323.31%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/05 11:45am) 1.57
Prior (11/04) 1.13
Current vs Prior +38.47%
Prior 7-Day Average 1.20
Current vs Prior 7-Day Avg +30.57%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/05 11:45am) 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 0.94% | 1.64%1.64% | 2.07%1.64% | 2.89%3.04% | 5.21%
Prior 0.67% | 0.98%0.25% | 0.98%0.98% | 1.78%1.92% | 4.02%
Current vs Prior +40.81% | +66.79%+568.88% | +110.37%+66.80% | +61.92%+58.56% | +29.55%
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 +7.63% | +40.12%+201.82% | +73.19%+44.86% | +38.87%+8.25% | +14.97%
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 +40.81% | +66.79%+568.88% | +110.37%+66.80% | +61.92%+58.56% | +29.55%
Sentiment BEARISHBEARISHBEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.57% | 0.57%
Calls: 0.61% | 0.33%
Puts: 0.54% | 0.82%
Prior 1.74% | 1.45%
Calls: 1.79% | 1.49%
Puts: 1.69% | 1.41%
Current vs Prior -67.24% | -60.69%
Prior 7-Day Avg 1.09% | 1.66%
Calls: 1.17% | 1.70%
Puts: 1.01% | 1.62%
Current vs 7-Day Avg -47.91% | -65.72%
Liquidity Excellent
+
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🤖 AI Insights

Strong bearish conviction with 87% of dollar volume in puts ($4.07B) vs calls ($610.81M). Massive premium surge with dollar volume up 377% vs prior. Dollar volume significantly above 7-day average (201% higher). Extreme bearish P/C ratio of 1.57 - 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 NEUTRAL
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
11:45BEARISHBEARISHBEARISH
11:40BEARISHBEARISHBEARISH
11:35BEARISHBEARISHBEARISH
11:30BEARISHBEARISHBEARISH
11:25BEARISHBEARISHBEARISH
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 3,117 of results (avg 2.7%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$738.00Nov 1212.7212.73$12.730.1%1580.581
$732.00Nov 510.7510.76$10.760.1%6440.889
$741.00Nov 109.469.47$9.470.1%1.5K0.543
$741.00Nov 98.338.34$8.340.1%1.1K0.542
$735.00Nov 58.138.14$8.140.1%2.4K0.8130
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$739.00Nov 95.915.92$5.920.2%2.4K0.42210
$736.00Nov 94.854.86$4.860.2%2.1K0.36413
$750.00Nov 610.1310.16$10.150.3%40.6K0.7038.5K
$729.00Nov 93.033.04$3.040.3%1.4K0.24480
$750.00Nov 58.588.61$8.590.3%167.6K0.8211.7K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 507 found (avg $0.43, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 50.070.08$0.0812.5%158.1K0.032.5K
$756.00Nov 50.170.18$0.185.6%87.7K0.052.0K
$758.00Nov 50.110.12$0.128.3%72.1K0.04542
$759.00Nov 50.090.10$0.1010.0%66.8K0.03794
$755.00Nov 50.220.23$0.234.3%130.4K0.072.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$720.00Nov 50.100.11$0.119.1%24.1K0.022.5K
$715.00Nov 50.050.06$0.0616.7%17.0K0.013.1K
$716.00Nov 50.060.07$0.0714.3%12.6K0.012.1K
$728.00Nov 50.320.33$0.333.0%38.6K0.071.1K
$721.00Nov 50.120.13$0.137.7%15.7K0.03229

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,597 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$594.00Nov 5147.91148.44$148.180.4%281.0010
$595.00Nov 5146.91147.45$147.180.4%401.009
$600.00Nov 6141.66144.53$143.102.0%21.005
$605.00Nov 6136.46139.25$137.862.0%241.003
$610.00Nov 6131.49134.29$132.892.1%421.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$761.00Nov 518.8819.05$18.970.9%48.0K1.002.6K
$762.00Nov 519.8619.99$19.920.7%39.5K1.004.4K
$763.00Nov 520.8621.03$20.950.8%45.0K1.003.7K
$764.00Nov 521.8621.98$21.920.5%35.9K1.0013.1K
$765.00Nov 522.8423.02$22.930.8%22.2K1.009.9K

Most actively traded options today. High liquidity = easy entry/exit. 3,547 active (total vol 9.3M, top 188.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 50.070.08$0.0812.5%158.1K0.032.5K
$750.00Nov 50.700.71$0.711.4%140.2K0.173.6K
$755.00Nov 50.220.23$0.234.3%130.4K0.072.3K
$765.00Nov 50.030.04$0.0425.0%101.8K0.015.6K
$762.00Nov 50.050.06$0.0616.7%101.0K0.02870
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 52.322.33$2.330.4%188.2K0.384.3K
$750.00Nov 58.588.61$8.590.3%167.6K0.8211.7K
$745.00Nov 54.854.87$4.860.4%159.9K0.624.1K
$743.00Nov 53.683.70$3.690.5%127.7K0.531.6K
$744.00Nov 54.244.26$4.250.5%126.3K0.571.8K

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 169.5%, max 186.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$734.00Nov 5Dec 1852.3%18.3%186.1%1.1K114
$745.00Nov 5Dec 1847.3%16.7%184.0%96.3K11.6K
$735.00Nov 5Dec 1851.4%18.1%183.8%2.5K4.6K
$744.00Nov 5Dec 1847.4%16.8%182.8%38.8K931
$736.00Nov 5Dec 1850.6%18.0%181.4%2.4K173
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$734.00Nov 5Dec 1852.3%18.3%186.1%61.5K2.9K
$735.00Nov 5Dec 1851.4%18.1%183.7%128.7K87.7K
$745.00Nov 5Dec 1847.2%16.7%183.4%160.8K13.3K
$744.00Nov 5Dec 1847.4%16.8%182.7%127.3K2.4K
$743.00Nov 5Dec 1847.6%16.9%181.4%129.1K2.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,458 found (best R:R 5.25, avg 4.33)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$720.00$725.00Nov 19$3.05$1.95$3.0574%0.64$723.05
$731.00$732.00Nov 12$0.65$0.35$0.6568%0.54$731.65
$751.00$752.00Nov 5$0.10$0.90$0.1015%9.00$751.10
$747.00$748.00Nov 5$0.24$0.76$0.2429%3.17$747.24
$742.00$743.00Nov 5$0.49$0.51$0.4953%1.04$742.49
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$786.00$785.00Nov 20$0.16$0.84$0.1696%5.25$785.84
$773.00$772.00Dec 4$0.14$0.86$0.1481%6.14$772.86
$787.00$786.00Nov 17$0.38$0.62$0.38100%1.63$786.62
$776.00$775.00Nov 20$0.28$0.72$0.2890%2.57$775.72
$781.00$780.00Nov 20$0.34$0.66$0.3493%1.94$780.66

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 1,073 found (best R:R 0.89, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$750.00$755.00Nov 19$2.35$2.35$2.6559%0.89$752.35
$745.00$750.00Nov 19$2.70$2.70$2.3052%1.17$747.70
$755.00$760.00Nov 19$1.96$1.96$3.0466%0.64$756.96
$760.00$765.00Nov 19$1.54$1.54$3.4673%0.45$761.54
$765.00$770.00Nov 19$1.10$1.10$3.9079%0.28$766.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$732.00$731.00Nov 6$0.24$0.24$0.7676%0.32$731.76
$740.00$739.00Nov 5$0.36$0.36$0.6462%0.56$739.64
$734.00$733.00Nov 6$0.27$0.27$0.7372%0.37$733.73
$741.00$740.00Nov 5$0.40$0.40$0.6057%0.67$740.60
$742.00$741.00Nov 5$0.45$0.45$0.5552%0.82$741.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $2.52, cheapest $2.72)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$739.00Nov 5Nov 6$2.7248.8%34.7%
$740.00Nov 5Nov 6$2.7748.4%34.5%
$741.00Nov 5Nov 6$2.7948.0%34.3%
$742.00Nov 5Nov 6$2.7847.7%34.0%
$746.00Nov 5Nov 6$2.5047.1%33.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$739.00Nov 5Nov 6$2.3948.7%34.7%
$740.00Nov 5Nov 6$2.4348.3%34.5%
$742.00Nov 5Nov 6$2.4347.8%34.0%
$741.00Nov 5Nov 6$2.4447.9%34.3%
$746.00Nov 5Nov 6$2.1547.2%33.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,434 found (cheapest 0.87% of stock, avg 4.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$742.00Nov 5$3.30$3.18$6.48$735.52$748.480.87%
$743.00Nov 5$2.81$3.69$6.50$736.50$749.500.88%
$741.00Nov 5$3.85$2.73$6.58$734.42$747.580.89%
$744.00Nov 5$2.37$4.25$6.62$737.38$750.620.89%
$740.00Nov 5$4.45$2.33$6.78$733.22$746.780.91%
$745.00Nov 5$1.98$4.86$6.84$738.16$751.840.92%
$739.00Nov 5$5.11$1.97$7.08$731.92$746.080.95%
$746.00Nov 5$1.63$5.52$7.15$738.85$753.150.96%
$738.00Nov 5$5.81$1.67$7.48$730.52$745.481.01%
$747.00Nov 5$1.34$6.23$7.57$739.43$754.571.02%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.41% of stock, avg 2.71%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$747.00$738.00Nov 5$1.34$1.67$3.01$734.99$750.01
$746.00$738.00Nov 5$1.63$1.67$3.30$734.70$749.30
$747.00$739.00Nov 5$1.34$1.97$3.31$735.69$750.31
$746.00$739.00Nov 5$1.63$1.97$3.60$735.40$749.60
$745.00$738.00Nov 5$1.98$1.67$3.65$734.35$748.65
$747.00$740.00Nov 5$1.34$2.33$3.67$736.33$750.67
$745.00$739.00Nov 5$1.98$1.97$3.95$735.05$748.95
$746.00$740.00Nov 5$1.63$2.33$3.96$736.04$749.96
$745.00$740.00Nov 5$1.98$2.33$4.31$735.69$749.31
$744.00$738.00Nov 5$2.37$1.67$4.04$733.96$748.04

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 208 found (best R:R 1.08, avg credit $0.76)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
708/709752/753Nov 12$0.52$0.4852%1.08$708.48$752.52
709/710752/753Nov 11$0.49$0.5154%0.96$709.51$752.49
712/713752/753Nov 12$0.53$0.4750%1.13$712.47$752.53
715/716752/753Nov 12$0.55$0.4548%1.22$715.45$752.55
712/713752/753Nov 11$0.50$0.5053%1.00$712.50$752.50
711/712752/753Nov 12$0.52$0.4851%1.08$711.48$752.52
714/715752/753Nov 12$0.54$0.4649%1.17$714.46$752.54
713/714752/753Nov 12$0.53$0.4749%1.13$713.47$752.53
711/712751/752Nov 10$0.48$0.5254%0.92$711.52$751.48
716/717752/753Nov 11$0.52$0.4850%1.08$716.48$752.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 587 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$720.00$725.00$730.00Nov 27$0.05$4.958%99.00
$730.00$735.00$740.00Nov 19$0.17$4.8311%28.41
$720.00$725.00$730.00Dec 4$0.10$4.908%49.00
$705.00$710.00$715.00Nov 13$0.07$4.936%70.43
$710.00$715.00$720.00Dec 11$0.07$4.936%70.43
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$765.00$770.00Nov 19$0.06$4.9412%82.33
$740.00$745.00$750.00Nov 19$0.21$4.7913%22.81
$700.00$705.00$710.00Dec 4$0.05$4.955%99.00
$700.00$705.00$710.00Nov 18$0.06$4.945%82.33
$700.00$705.00$710.00Dec 11$0.06$4.945%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. 937 found (best net $-15.97, 936 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$670.00$700.001:2Nov 16-$15.97$14.03
$690.00$715.001:2Nov 19-$10.89$14.11
$645.00$680.001:2Nov 12-$29.26$5.74
$640.00$680.001:2Dec 11-$32.12$7.88
$770.00$775.001:2Nov 19-$0.31$4.69
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$715.00$710.001:2Nov 6-$0.17$4.83
$700.00$595.001:2Nov 5$0.00$105.00
$605.00$600.001:2Nov 6-$0.01$4.99
$620.00$615.001:2Nov 6-$0.02$4.98
$710.00$705.001:2Nov 6-$0.15$4.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 612 found (best yield 2.66%, avg 0.65%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$743.00Dec 18$19.760.500.1%2.66%2.79%850382
$744.00Dec 18$19.270.490.3%2.60%2.86%880904
$745.00Dec 18$18.580.480.4%2.50%2.90%4.9K8.1K
$746.00Dec 18$18.030.480.5%2.43%2.96%8067
$747.00Dec 18$17.300.470.7%2.33%3.00%64380
$748.00Dec 18$16.700.460.8%2.25%3.05%65038
$749.00Dec 18$16.100.460.9%2.17%3.11%1.4K321
$743.00Dec 11$18.670.510.1%2.52%2.65%4076
$750.00Dec 18$15.590.451.1%2.10%3.17%3.0K31.0K
$744.00Dec 11$18.070.500.3%2.44%2.70%67133

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 3,682,548
Total Puts 5,779,863
Put/Call Ratio 1.57
Net Difference -2,097,315

Prior's Put/Call Breakdown

Total Calls 3,027,836
Total Puts 3,431,888
Put/Call Ratio 1.13
Net Difference -404,052

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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