Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$741.30 -3.33%
◀ 11/5 12:15 ▶

Option Volume

Detail
ℹ
Current (11/05 12:15pm) 10,557,130
Calls: 4,115,874 (39%)
Puts: 6,441,256 (61%)
Prior (11/04) 7,452,077
Calls: 3,507,723 (47%)
Puts: 3,944,354 (53%)
Current vs Prior +41.67%
Calls: +17.34% (Calls)
Puts: +63.30% (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 -4.54%
Calls: -17.62%
Puts: +6.23%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/05 12:15pm) $5.05B
Calls: $637.33M (13%)
Puts: $4.41B (87%)
Prior (11/04) $1.10B
Calls: $693.96M (63%)
Puts: $404.37M (37%)
Current vs Prior +359.37%
Calls: -8.16%
Puts: +990.11%
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 +224.11%
Calls: +7.10%
Puts: +358.40%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/05 12:15pm) 1.56
Prior (11/04) 1.12
Current vs Prior +39.17%
Prior 7-Day Average 1.20
Current vs Prior 7-Day Avg +30.20%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/05 12:15pm) 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 0.84% | 1.58%1.58% | 2.02%1.58% | 2.88%3.03% | 5.27%
Prior 0.67% | 0.98%0.25% | 0.98%0.98% | 1.78%1.92% | 4.02%
Current vs Prior +26.23% | +60.79%+544.78% | +105.64%+60.79% | +61.33%+58.09% | +31.02%
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 -3.51% | +35.07%+190.95% | +69.30%+39.64% | +38.36%+7.92% | +16.27%
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 +26.23% | +60.79%+544.78% | +105.64%+60.79% | +61.33%+58.09% | +31.02%
Sentiment BEARISHBEARISHBEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.32% | 0.51%
Calls: 0.33% | 0.50%
Puts: 0.31% | 0.52%
Prior 1.74% | 1.45%
Calls: 1.79% | 1.49%
Puts: 1.69% | 1.41%
Current vs Prior -81.61% | -64.83%
Prior 7-Day Avg 1.09% | 1.66%
Calls: 1.17% | 1.70%
Puts: 1.01% | 1.62%
Current vs 7-Day Avg -70.76% | -69.33%
Liquidity Excellent
+
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🤖 AI Insights

Strong bearish conviction with 87% of dollar volume in puts ($4.41B) vs calls ($637.33M). Massive premium surge with dollar volume up 359% vs prior. Dollar volume significantly above 7-day average (224% 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
12:15BEARISHBEARISHBEARISH
12:10BEARISHBEARISHBEARISH
12:05BEARISHBEARISHBEARISH
12:00BEARISHBEARISHBEARISH
11:55BEARISHBEARISHBEARISH
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 3,165 of results (avg 2.8%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 57.237.24$7.240.1%2.9K0.7930
$755.00Nov 206.456.46$6.460.2%3.6K0.334.6K
$732.00Nov 2019.9419.98$19.960.2%670.62238
$733.00Nov 2019.2319.27$19.250.2%1730.61174
$734.00Nov 2018.5318.57$18.550.2%610.6097
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 96.436.44$6.440.2%11.6K0.474.5K
$739.00Nov 96.036.04$6.040.2%2.7K0.45210
$738.00Nov 95.655.66$5.660.2%3.1K0.42524
$741.00Nov 65.265.27$5.270.2%21.0K0.484.2K
$739.00Nov 64.434.44$4.440.2%14.1K0.432.5K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 510 found (avg $0.42, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$759.00Nov 50.070.08$0.0812.5%73.6K0.02794
$756.00Nov 50.130.14$0.147.1%93.1K0.042.0K
$760.00Nov 50.060.07$0.0714.3%176.6K0.022.5K
$761.00Nov 50.050.06$0.0616.7%71.9K0.02317
$755.00Nov 50.160.17$0.175.9%140.4K0.052.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$725.00Nov 50.130.14$0.147.1%46.2K0.043.1K
$729.00Nov 50.270.28$0.283.6%56.0K0.07912
$730.00Nov 50.330.34$0.342.9%99.1K0.098.3K
$723.00Nov 50.090.10$0.1010.0%42.3K0.03259
$726.00Nov 50.160.17$0.175.9%32.3K0.04371

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,628 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$594.00Nov 5147.11147.60$147.360.3%291.0010
$595.00Nov 5146.04146.62$146.330.4%411.009
$600.00Nov 6140.12142.91$141.512.0%21.005
$605.00Nov 6134.58138.30$136.442.7%441.003
$610.00Nov 6129.65132.92$131.292.5%1181.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$759.00Nov 517.6717.80$17.740.7%48.0K1.003.1K
$760.00Nov 518.6618.78$18.720.6%78.4K1.0013.1K
$761.00Nov 519.6519.78$19.720.7%48.1K1.002.6K
$762.00Nov 520.6320.77$20.700.7%39.6K1.004.4K
$763.00Nov 521.6321.77$21.700.6%45.0K1.003.7K

Most actively traded options today. High liquidity = easy entry/exit. 3,609 active (total vol 10.4M, top 249.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 50.060.07$0.0714.3%176.6K0.022.5K
$750.00Nov 50.480.49$0.492.0%159.4K0.133.6K
$755.00Nov 50.160.17$0.175.9%140.4K0.052.3K
$745.00Nov 51.421.43$1.420.7%114.8K0.303.5K
$757.00Nov 50.110.12$0.128.3%110.2K0.031.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 52.242.25$2.250.4%249.2K0.434.3K
$750.00Nov 59.099.13$9.110.4%169.6K0.8711.7K
$745.00Nov 55.045.06$5.050.4%165.2K0.704.1K
$735.00Nov 50.860.87$0.871.1%155.2K0.2115.3K
$743.00Nov 53.753.76$3.760.3%139.8K0.601.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 32 strikes (avg 152.3%, max 167.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$734.00Nov 5Dec 1849.3%18.4%167.6%2.0K114
$743.00Nov 5Dec 1845.5%17.0%167.6%55.8K390
$742.00Nov 5Dec 1845.6%17.2%165.7%45.6K205
$735.00Nov 5Dec 1848.2%18.3%164.1%3.0K4.6K
$741.00Nov 5Dec 1845.4%17.3%162.1%27.2K194
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$743.00Nov 5Dec 1845.6%17.0%167.8%141.7K2.6K
$734.00Nov 5Dec 1849.3%18.4%167.6%74.4K2.9K
$742.00Nov 5Dec 1845.7%17.2%165.9%133.1K3.0K
$735.00Nov 5Dec 1848.2%18.3%164.1%160.2K87.7K
$741.00Nov 5Dec 1845.5%17.3%162.4%128.6K2.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,446 found (best R:R 2.33, avg 4.30)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$694.00$695.00Nov 30$0.18$0.82$0.1884%4.56$694.18
$679.00$680.00Nov 30$0.25$0.75$0.2589%3.00$679.25
$649.00$650.00Nov 30$0.31$0.69$0.3194%2.23$649.31
$661.00$662.00Nov 30$0.30$0.70$0.3092%2.33$661.30
$686.00$687.00Nov 30$0.26$0.74$0.2687%2.85$686.26
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$783.00$782.00Nov 6$0.30$0.70$0.30100%2.33$782.70
$770.00$769.00Dec 4$0.13$0.87$0.1379%6.69$769.87
$772.00$771.00Dec 18$0.12$0.88$0.1276%7.33$771.88
$777.00$776.00Nov 10$0.37$0.63$0.37100%1.70$776.63
$766.00$765.00Nov 27$0.16$0.84$0.1678%5.25$765.84

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 1,050 found (best R:R 1.16, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$745.00$750.00Nov 19$2.68$2.68$2.3254%1.16$747.68
$750.00$755.00Nov 19$2.29$2.29$2.7160%0.85$752.29
$755.00$760.00Nov 19$1.88$1.88$3.1268%0.60$756.88
$760.00$765.00Nov 19$1.45$1.45$3.5575%0.41$761.45
$765.00$770.00Nov 19$1.04$1.04$3.9681%0.26$766.04
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$726.00$725.00Nov 6$0.14$0.14$0.8684%0.16$725.86
$731.00$730.00Nov 6$0.21$0.21$0.7976%0.27$730.79
$733.00$732.00Nov 5$0.11$0.11$0.8985%0.12$732.89
$734.00$733.00Nov 6$0.27$0.27$0.7370%0.37$733.73
$738.00$737.00Nov 5$0.28$0.28$0.7267%0.39$737.72

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $2.67, cheapest $2.57)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$745.00Nov 5Nov 6$2.5745.7%33.0%
$744.00Nov 5Nov 6$2.6945.7%33.2%
$738.00Nov 5Nov 6$2.8646.4%34.1%
$739.00Nov 5Nov 6$2.9046.0%33.8%
$743.00Nov 5Nov 6$2.8045.5%33.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$744.00Nov 5Nov 6$2.3445.7%33.2%
$738.00Nov 5Nov 6$2.5046.4%34.1%
$740.00Nov 5Nov 6$2.5945.7%33.5%
$739.00Nov 5Nov 6$2.5746.0%33.8%
$743.00Nov 5Nov 6$2.4545.6%33.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,458 found (cheapest 0.78% of stock, avg 4.77%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$741.00Nov 5$3.06$2.69$5.75$735.25$746.750.78%
$742.00Nov 5$2.57$3.20$5.77$736.23$747.770.78%
$740.00Nov 5$3.63$2.25$5.88$734.12$745.880.79%
$743.00Nov 5$2.13$3.76$5.89$737.11$748.890.79%
$739.00Nov 5$4.25$1.87$6.12$732.88$745.120.83%
$744.00Nov 5$1.75$4.38$6.13$737.87$750.130.83%
$738.00Nov 5$4.92$1.55$6.47$731.53$744.470.87%
$745.00Nov 5$1.42$5.05$6.47$738.53$751.470.87%
$737.00Nov 5$5.65$1.27$6.92$730.08$743.920.93%
$746.00Nov 5$1.15$5.79$6.94$739.06$752.940.94%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.33% of stock, avg 2.71%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$746.00$737.00Nov 5$1.15$1.27$2.42$734.58$748.42
$745.00$737.00Nov 5$1.42$1.27$2.69$734.31$747.69
$746.00$738.00Nov 5$1.15$1.55$2.70$735.30$748.70
$745.00$738.00Nov 5$1.42$1.55$2.97$735.03$747.97
$744.00$737.00Nov 5$1.75$1.27$3.02$733.98$747.02
$744.00$738.00Nov 5$1.75$1.55$3.30$734.70$747.30
$746.00$739.00Nov 5$1.15$1.87$3.02$735.98$749.02
$745.00$739.00Nov 5$1.42$1.87$3.29$735.71$748.29
$744.00$739.00Nov 5$1.75$1.87$3.62$735.38$747.62
$743.00$737.00Nov 5$2.13$1.27$3.40$733.60$746.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 215 found (best R:R 1.17, avg credit $0.70)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
713/714751/752Nov 12$0.54$0.4649%1.17$713.46$751.54
710/711751/752Nov 12$0.52$0.4851%1.08$710.48$751.52
710/711750/751Nov 11$0.51$0.4952%1.04$710.49$750.51
716/717751/752Nov 12$0.56$0.4446%1.27$716.44$751.56
715/716750/751Nov 10$0.51$0.4951%1.04$715.49$750.51
714/715750/751Nov 10$0.50$0.5052%1.00$714.50$750.50
714/715751/752Nov 12$0.54$0.4648%1.17$714.46$751.54
710/711751/752Nov 11$0.48$0.5253%0.92$710.52$751.48
712/713750/751Nov 11$0.51$0.4950%1.04$712.49$750.51
712/713751/752Nov 12$0.52$0.4849%1.08$712.48$751.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 555 found (best R:R 54.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$725.00$730.00$735.00Nov 27$0.09$4.919%54.56
$715.00$720.00$725.00Dec 11$0.06$4.946%82.33
$715.00$720.00$725.00Nov 27$0.10$4.907%49.00
$705.00$710.00$715.00Dec 4$0.06$4.945%82.33
$705.00$710.00$715.00Dec 11$0.07$4.935%70.43
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$750.00$755.00$760.00Nov 19$0.25$4.7514%19.00
$720.00$725.00$730.00Dec 11$0.07$4.937%70.43
$720.00$725.00$730.00Dec 4$0.11$4.898%44.45
$715.00$720.00$725.00Nov 27$0.11$4.897%44.45
$710.00$715.00$720.00Dec 4$0.09$4.916%54.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 926 found (best net $-8.55, 925 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$690.00$715.001:2Nov 19-$8.55$16.45
$670.00$700.001:2Nov 16-$16.12$13.88
$645.00$680.001:2Nov 12-$28.17$6.83
$640.00$680.001:2Dec 11-$30.85$9.15
$770.00$775.001:2Nov 19-$0.25$4.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$700.00$595.001:2Nov 5$0.00$105.00
$600.00$595.001:2Nov 6-$0.01$4.99
$715.00$710.001:2Nov 6-$0.25$4.75
$620.00$615.001:2Nov 6-$0.02$4.98
$635.00$630.001:2Nov 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. 606 found (best yield 2.72%, avg 0.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$742.00Dec 18$20.130.500.1%2.72%2.81%38190
$743.00Dec 18$19.490.490.2%2.63%2.86%1.3K382
$744.00Dec 18$18.860.490.4%2.54%2.91%1.3K904
$745.00Dec 18$18.250.480.5%2.46%2.96%5.2K8.1K
$746.00Dec 18$17.630.470.6%2.38%3.01%9867
$747.00Dec 18$17.020.460.8%2.30%3.06%65980
$748.00Dec 18$16.430.450.9%2.22%3.12%66738
$749.00Dec 18$15.850.451.0%2.14%3.18%1.4K321
$742.00Dec 11$18.950.500.1%2.56%2.65%12476
$743.00Dec 11$18.310.490.2%2.47%2.70%4676

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 4,115,874
Total Puts 6,441,256
Put/Call Ratio 1.56
Net Difference -2,325,382

Prior's Put/Call Breakdown

Total Calls 3,507,723
Total Puts 3,944,354
Put/Call Ratio 1.12
Net Difference -436,631

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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