Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$742.31 -3.20%
◀ 11/5 11:50 ▶

Option Volume

Detail
ℹ
Current (11/05 11:50am) 9,675,154
Calls: 3,773,913 (39%)
Puts: 5,901,241 (61%)
Prior (11/04) 6,459,724
Calls: 3,027,836 (47%)
Puts: 3,431,888 (53%)
Current vs Prior +49.78%
Calls: +24.64% (Calls)
Puts: +71.95% (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 -12.52%
Calls: -24.47%
Puts: -2.67%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/05 11:50am) $4.65B
Calls: $636.46M (14%)
Puts: $4.01B (86%)
Prior (11/04) $981.26M
Calls: $576.17M (59%)
Puts: $405.10M (41%)
Current vs Prior +373.87%
Calls: +10.46%
Puts: +890.75%
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 +198.71%
Calls: +6.96%
Puts: +317.36%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/05 11:50am) 1.56
Prior (11/04) 1.13
Current vs Prior +37.96%
Prior 7-Day Average 1.20
Current vs Prior 7-Day Avg +30.09%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/05 11:50am) 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 0.90% | 1.63%1.63% | 2.07%1.63% | 2.90%3.06% | 5.21%
Prior 0.67% | 0.98%0.25% | 0.98%0.98% | 1.78%1.92% | 4.02%
Current vs Prior +34.92% | +65.92%+565.33% | +110.99%+65.91% | +62.40%+59.49% | +29.47%
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 +3.13% | +39.38%+200.22% | +73.70%+44.09% | +39.28%+8.88% | +14.90%
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 +34.92% | +65.92%+565.33% | +110.99%+65.91% | +62.40%+59.49% | +29.47%
Sentiment BEARISHBEARISHBEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.29% | 0.75%
Calls: 0.30% | 0.81%
Puts: 0.29% | 0.68%
Prior 1.74% | 1.45%
Calls: 1.79% | 1.49%
Puts: 1.69% | 1.41%
Current vs Prior -83.33% | -48.28%
Prior 7-Day Avg 1.09% | 1.66%
Calls: 1.17% | 1.70%
Puts: 1.01% | 1.62%
Current vs 7-Day Avg -73.50% | -54.90%
Liquidity Excellent
+
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🤖 AI Insights

Strong bearish conviction with 86% of dollar volume in puts ($4.01B) vs calls ($636.46M). Massive premium surge with dollar volume up 374% vs prior. Dollar volume significantly above 7-day average (199% higher). Extreme bearish P/C ratio of 1.56 - 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
11:50BEARISHBEARISHBEARISH
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 3,156 of results (avg 2.9%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$739.00Nov 99.709.72$9.710.2%6980.5811
$740.00Nov 99.089.10$9.090.2%1.2K0.5653
$734.00Nov 59.079.09$9.080.2%1.8K0.8411
$741.00Nov 98.488.50$8.490.2%1.1K0.542
$595.00Nov 5147.20147.56$147.380.2%411.009
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$739.00Nov 95.815.82$5.820.2%2.4K0.42210
$738.00Nov 95.455.46$5.460.2%2.8K0.40524
$737.00Nov 95.125.13$5.130.2%3.2K0.38227
$740.00Nov 64.604.61$4.610.2%47.5K0.4321.7K
$735.00Nov 94.494.50$4.500.2%4.6K0.352.3K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 514 found (avg $0.42, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$761.00Nov 50.050.06$0.0616.7%71.1K0.02317
$758.00Nov 50.100.11$0.119.1%75.8K0.03542
$759.00Nov 50.080.09$0.0911.1%67.3K0.03794
$760.00Nov 50.070.08$0.0812.5%166.3K0.022.5K
$757.00Nov 50.130.14$0.147.1%99.7K0.041.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$731.00Nov 50.420.43$0.432.3%44.0K0.102.8K
$728.00Nov 50.270.28$0.283.6%40.5K0.071.1K
$726.00Nov 50.190.20$0.205.0%27.1K0.05371
$730.00Nov 50.360.37$0.372.7%86.9K0.098.3K
$729.00Nov 50.310.32$0.323.1%51.7K0.07912

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,618 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$594.00Nov 5148.16148.57$148.370.3%291.0010
$595.00Nov 5147.20147.56$147.380.2%411.009
$600.00Nov 6141.40143.95$142.681.8%21.005
$605.00Nov 6136.24139.15$137.702.1%301.003
$610.00Nov 6131.45133.96$132.701.9%481.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 517.5917.75$17.670.9%78.2K1.0013.1K
$761.00Nov 518.5818.74$18.660.9%48.0K1.002.6K
$762.00Nov 519.5719.73$19.650.8%39.5K1.004.4K
$763.00Nov 520.5720.72$20.650.7%45.0K1.003.7K
$764.00Nov 521.5621.71$21.640.7%35.9K1.0013.1K

Most actively traded options today. High liquidity = easy entry/exit. 3,578 active (total vol 9.6M, top 197.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 50.070.08$0.0812.5%166.3K0.022.5K
$750.00Nov 50.690.70$0.701.4%145.7K0.163.6K
$755.00Nov 50.210.22$0.224.5%132.2K0.062.3K
$765.00Nov 50.030.04$0.0425.0%102.2K0.015.6K
$762.00Nov 50.040.05$0.0520.0%101.9K0.01870
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 52.062.08$2.071.0%197.0K0.394.3K
$750.00Nov 58.318.34$8.320.4%167.9K0.8411.7K
$745.00Nov 54.564.58$4.570.4%161.0K0.644.1K
$743.00Nov 53.403.41$3.410.3%132.2K0.541.6K
$735.00Nov 50.830.84$0.841.2%129.5K0.1915.3K

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 160.6%, max 177.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$734.00Nov 5Dec 1850.7%18.3%177.4%1.8K114
$744.00Nov 5Dec 1846.4%16.8%175.7%41.1K931
$735.00Nov 5Dec 1850.1%18.2%175.5%2.6K4.6K
$736.00Nov 5Dec 1849.3%18.0%173.2%2.4K173
$743.00Nov 5Dec 1846.4%17.0%173.1%39.1K390
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$734.00Nov 5Dec 1850.7%18.3%177.9%64.3K2.9K
$735.00Nov 5Dec 1850.1%18.2%175.9%134.4K87.7K
$736.00Nov 5Dec 1849.3%18.0%173.7%87.7K2.7K
$742.00Nov 5Dec 1846.9%17.1%173.6%115.1K3.0K
$744.00Nov 5Dec 1846.0%16.8%173.1%129.8K2.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,433 found (best R:R 1.17, avg 4.37)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$720.00$725.00Nov 19$3.12$1.88$3.1274%0.60$723.12
$751.00$752.00Nov 5$0.11$0.89$0.1114%8.09$751.11
$748.00$749.00Nov 5$0.20$0.80$0.2023%4.00$748.20
$745.00$746.00Nov 5$0.33$0.67$0.3336%2.03$745.33
$750.00$751.00Nov 5$0.14$0.86$0.1416%6.14$750.14
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$760.00$755.00Nov 19$2.30$2.70$2.3073%1.17$757.70
$778.00$777.00Nov 9$0.21$0.79$0.21100%3.76$777.79
$750.00$745.00Nov 19$2.23$2.77$2.2359%1.24$747.77
$735.00$730.00Dec 11$1.44$3.56$1.4442%2.47$733.56
$730.00$725.00Dec 11$1.24$3.76$1.2438%3.03$728.76

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 1,068 found (best R:R 0.91, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$750.00$755.00Nov 19$2.38$2.38$2.6259%0.91$752.38
$745.00$750.00Nov 19$2.73$2.73$2.2752%1.20$747.73
$755.00$760.00Nov 19$1.98$1.98$3.0266%0.66$756.98
$760.00$765.00Nov 19$1.54$1.54$3.4673%0.45$761.54
$765.00$770.00Nov 19$1.14$1.14$3.8680%0.30$766.14
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$741.00$740.00Nov 5$0.40$0.40$0.6057%0.67$740.60
$730.00$729.00Nov 6$0.19$0.19$0.8179%0.23$729.81
$733.00$732.00Nov 6$0.24$0.24$0.7674%0.32$732.76
$727.00$726.00Nov 6$0.14$0.14$0.8684%0.16$726.86
$738.00$737.00Nov 5$0.25$0.25$0.7570%0.33$737.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $2.64, cheapest $2.85)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$739.00Nov 5Nov 6$2.8547.6%34.9%
$746.00Nov 5Nov 6$2.5946.5%33.9%
$740.00Nov 5Nov 6$2.9047.0%34.6%
$745.00Nov 5Nov 6$2.7146.4%34.1%
$742.00Nov 5Nov 6$2.9046.4%34.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$742.00Nov 5Nov 6$2.5646.9%34.2%
$741.00Nov 5Nov 6$2.5647.0%34.4%
$739.00Nov 5Nov 6$2.4847.6%35.0%
$740.00Nov 5Nov 6$2.5447.2%34.6%
$746.00Nov 5Nov 6$2.2446.1%33.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,447 found (cheapest 0.83% of stock, avg 4.74%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$743.00Nov 5$2.78$3.41$6.19$736.81$749.190.83%
$742.00Nov 5$3.29$2.91$6.20$735.80$748.200.84%
$741.00Nov 5$3.84$2.47$6.31$734.69$747.310.85%
$744.00Nov 5$2.34$3.97$6.31$737.69$750.310.85%
$740.00Nov 5$4.45$2.07$6.52$733.48$746.520.88%
$745.00Nov 5$1.94$4.57$6.51$738.49$751.510.88%
$739.00Nov 5$5.12$1.74$6.86$732.14$745.860.92%
$746.00Nov 5$1.61$5.23$6.84$739.16$752.840.92%
$738.00Nov 5$5.84$1.46$7.30$730.70$745.300.98%
$747.00Nov 5$1.32$5.95$7.27$739.73$754.270.98%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.37% of stock, avg 2.73%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$747.00$738.00Nov 5$1.32$1.46$2.78$735.22$749.78
$746.00$738.00Nov 5$1.61$1.46$3.07$734.93$749.07
$747.00$739.00Nov 5$1.32$1.74$3.06$735.94$750.06
$746.00$739.00Nov 5$1.61$1.74$3.35$735.65$749.35
$745.00$738.00Nov 5$1.94$1.46$3.40$734.60$748.40
$745.00$739.00Nov 5$1.94$1.74$3.68$735.32$748.68
$747.00$740.00Nov 5$1.32$2.07$3.39$736.61$750.39
$746.00$740.00Nov 5$1.61$2.07$3.68$736.32$749.68
$745.00$740.00Nov 5$1.94$2.07$4.01$735.99$749.01
$744.00$738.00Nov 5$2.34$1.46$3.80$734.20$747.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 196 found (best R:R 1.00, avg credit $0.80)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
712/713752/753Nov 11$0.50$0.5052%1.00$712.50$752.50
713/714752/753Nov 11$0.50$0.5052%1.00$713.50$752.50
717/718752/753Nov 11$0.53$0.4749%1.13$717.47$752.53
715/716752/753Nov 12$0.54$0.4648%1.17$715.46$752.54
716/717752/753Nov 11$0.52$0.4850%1.08$716.48$752.52
715/716752/753Nov 11$0.51$0.4950%1.04$715.49$752.51
711/712752/753Nov 12$0.51$0.4950%1.04$711.49$752.51
714/715752/753Nov 12$0.53$0.4748%1.13$714.47$752.53
721/722750/751Nov 9$0.52$0.4849%1.08$721.48$750.52
719/720752/753Nov 11$0.54$0.4647%1.17$719.46$752.54

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 441 found (best R:R 30.25, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$730.00$735.00$740.00Nov 19$0.20$4.8012%24.00
$720.00$725.00$730.00Nov 27$0.11$4.898%44.45
$720.00$725.00$730.00Dec 4$0.10$4.908%49.00
$725.00$730.00$735.00Nov 27$0.17$4.839%28.41
$710.00$715.00$720.00Dec 4$0.09$4.916%54.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Nov 19$0.16$4.8411%30.25
$740.00$745.00$750.00Nov 19$0.26$4.7413%18.23
$695.00$700.00$705.00Nov 27$0.05$4.954%99.00
$705.00$710.00$715.00Dec 4$0.08$4.925%61.50
$720.00$725.00$730.00Dec 11$0.13$4.877%37.46

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 932 found (best net $-17.06, 931 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$670.00$700.001:2Nov 16-$17.06$12.94
$690.00$715.001:2Nov 19-$11.95$13.05
$640.00$680.001:2Dec 11-$32.30$7.70
$645.00$680.001:2Nov 12-$29.84$5.16
$770.00$775.001:2Nov 19-$0.33$4.67
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$715.00$710.001:2Nov 6-$0.20$4.80
$700.00$595.001:2Nov 5$0.00$105.00
$620.00$615.001:2Nov 6-$0.02$4.98
$635.00$630.001:2Nov 6-$0.03$4.97
$600.00$595.001:2Nov 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. 610 found (best yield 2.68%, avg 0.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$743.00Dec 18$19.920.500.1%2.68%2.78%851382
$744.00Dec 18$19.300.490.2%2.60%2.83%881904
$745.00Dec 18$18.720.490.4%2.52%2.88%5.0K8.1K
$746.00Dec 18$18.070.480.5%2.43%2.93%8267
$747.00Dec 18$17.460.470.6%2.35%2.98%64380
$748.00Dec 18$16.850.460.8%2.27%3.04%65538
$749.00Dec 18$16.270.450.9%2.19%3.09%1.4K321
$743.00Dec 11$18.820.510.1%2.54%2.63%4176
$744.00Dec 11$18.240.490.2%2.46%2.68%67133
$750.00Dec 18$15.700.441.0%2.12%3.15%3.0K31.0K

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 3,773,913
Total Puts 5,901,241
Put/Call Ratio 1.56
Net Difference -2,127,328

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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