Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$741.27 -3.33%
◀ 11/5 12:20 ▶

Option Volume

Detail
ℹ
Current (11/05 12:20pm) 10,684,020
Calls: 4,173,724 (39%)
Puts: 6,510,296 (61%)
Prior (11/04) 7,452,077
Calls: 3,507,723 (47%)
Puts: 3,944,354 (53%)
Current vs Prior +43.37%
Calls: +18.99% (Calls)
Puts: +65.05% (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 -3.40%
Calls: -16.46%
Puts: +7.37%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/05 12:20pm) $5.05B
Calls: $643.49M (13%)
Puts: $4.41B (87%)
Prior (11/04) $1.10B
Calls: $693.96M (63%)
Puts: $404.37M (37%)
Current vs Prior +359.73%
Calls: -7.27%
Puts: +989.56%
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 +224.37%
Calls: +8.14%
Puts: +358.17%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/05 12:20pm) 1.56
Prior (11/04) 1.12
Current vs Prior +38.72%
Prior 7-Day Average 1.20
Current vs Prior 7-Day Avg +29.77%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/05 12:20pm) 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 0.83% | 1.57%1.57% | 2.02%1.57% | 2.87%3.01% | 5.24%
Prior 0.67% | 0.98%0.25% | 0.98%0.98% | 1.78%1.92% | 4.02%
Current vs Prior +23.41% | +59.83%+540.95% | +105.25%+59.83% | +60.81%+57.32% | +30.25%
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 -5.67% | +34.27%+189.22% | +68.97%+38.81% | +37.91%+7.39% | +15.59%
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 +23.41% | +59.83%+540.95% | +105.25%+59.83% | +60.81%+57.32% | +30.25%
Sentiment BEARISHBEARISHBEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.66% | 0.35%
Calls: 0.68% | 0.17%
Puts: 0.63% | 0.52%
Prior 1.74% | 1.45%
Calls: 1.79% | 1.49%
Puts: 1.69% | 1.41%
Current vs Prior -62.07% | -75.86%
Prior 7-Day Avg 1.09% | 1.66%
Calls: 1.17% | 1.70%
Puts: 1.01% | 1.62%
Current vs 7-Day Avg -39.69% | -78.95%
Liquidity Excellent
+
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🤖 AI Insights

Strong bearish conviction with 87% of dollar volume in puts ($4.41B) vs calls ($643.49M). Massive premium surge with dollar volume up 360% 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
12:20BEARISHBEARISHBEARISH
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 3,177 of results (avg 2.8%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$742.00Nov 97.097.10$7.100.1%2.1K0.493
$743.00Nov 96.566.57$6.570.2%2.5K0.4723
$744.00Nov 96.066.07$6.070.2%2.4K0.4510
$741.00Nov 65.905.91$5.910.2%5.1K0.52123
$746.00Nov 95.125.13$5.130.2%3.4K0.418
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$734.00Nov 105.305.31$5.310.2%33.2K0.36210
$845.00Nov 5103.51103.75$103.630.2%41.00--
$840.00Nov 598.5198.75$98.630.2%71.00--
$835.00Nov 593.5193.76$93.640.3%91.00--
$737.00Nov 63.693.70$3.700.3%10.9K0.371.4K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 531 found (avg $0.40, cheapest $0.20)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$754.00Nov 50.190.20$0.205.0%84.4K0.06763
$756.00Nov 50.130.14$0.147.1%93.4K0.042.0K
$757.00Nov 50.110.12$0.128.3%115.0K0.041.2K
$758.00Nov 50.090.10$0.1010.0%94.9K0.03542
$755.00Nov 50.160.17$0.175.9%142.4K0.052.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$729.00Nov 50.240.25$0.254.0%56.4K0.07912
$723.00Nov 50.080.09$0.0911.1%43.4K0.02259
$726.00Nov 50.140.15$0.156.7%32.8K0.04371
$727.00Nov 50.170.18$0.185.6%45.6K0.05101
$728.00Nov 50.200.21$0.214.8%48.4K0.061.1K

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 5147.24147.60$147.420.2%291.0010
$594.50Nov 5146.74147.15$146.950.3%11.007
$595.00Nov 5146.24146.57$146.410.2%421.009
$700.00Nov 541.2541.60$41.430.8%841.0032
$701.00Nov 540.2540.57$40.410.8%201.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$767.00Nov 625.2125.81$25.512.4%8.5K1.009.3K
$768.00Nov 626.2027.02$26.613.1%3.8K1.004.9K
$769.00Nov 627.1928.65$27.925.2%2.8K1.003.7K
$770.00Nov 628.1928.80$28.502.1%3.1K1.007.6K
$771.00Nov 629.1830.33$29.763.9%6941.002.0K

Most actively traded options today. High liquidity = easy entry/exit. 3,611 active (total vol 10.5M, top 257.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 50.060.07$0.0714.3%177.2K0.022.5K
$750.00Nov 50.450.46$0.462.2%161.2K0.123.6K
$755.00Nov 50.160.17$0.175.9%142.4K0.052.3K
$745.00Nov 51.341.36$1.351.5%117.3K0.313.5K
$757.00Nov 50.110.12$0.128.3%115.0K0.041.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 52.212.22$2.220.5%257.3K0.424.3K
$750.00Nov 59.139.17$9.150.4%169.8K0.8811.7K
$745.00Nov 55.045.06$5.050.4%165.5K0.694.1K
$735.00Nov 50.820.83$0.831.2%159.7K0.1915.3K
$743.00Nov 53.723.74$3.730.5%140.2K0.591.6K

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 152.7%, max 166.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$744.00Nov 5Dec 1844.8%16.8%166.8%51.7K931
$734.00Nov 5Dec 1848.4%18.3%164.1%2.1K114
$743.00Nov 5Dec 1844.7%16.9%164.1%58.3K390
$735.00Nov 5Dec 1847.7%18.2%162.6%3.1K4.6K
$742.00Nov 5Dec 1844.7%17.1%161.5%48.8K205
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$744.00Nov 5Dec 1844.7%16.8%166.3%134.7K2.4K
$734.00Nov 5Dec 1848.4%18.3%164.1%76.3K2.9K
$743.00Nov 5Dec 1844.6%16.9%163.6%142.1K2.6K
$735.00Nov 5Dec 1847.7%18.2%162.6%164.8K87.7K
$742.00Nov 5Dec 1844.7%17.1%161.5%134.0K3.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,414 found (best R:R 1.19, avg 4.25)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$720.00$725.00Nov 19$3.28$1.72$3.2874%0.52$723.28
$749.00$750.00Nov 5$0.10$0.90$0.1015%9.00$749.10
$745.00$746.00Nov 5$0.25$0.75$0.2531%3.00$745.25
$747.00$748.00Nov 5$0.17$0.83$0.1722%4.88$747.17
$741.00$742.00Nov 5$0.48$0.52$0.4853%1.08$741.48
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$750.00$745.00Nov 19$2.28$2.72$2.2860%1.19$747.72
$735.00$730.00Dec 11$1.47$3.53$1.4743%2.40$733.53
$735.00$730.00Dec 4$1.44$3.56$1.4442%2.47$733.56
$760.00$755.00Nov 19$3.07$1.93$3.0774%0.63$756.93
$730.00$725.00Dec 11$1.28$3.72$1.2839%2.91$728.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 1,039 found (best R:R 1.14, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$745.00$750.00Nov 19$2.66$2.66$2.3454%1.14$747.66
$750.00$755.00Nov 19$2.27$2.27$2.7360%0.83$752.27
$755.00$760.00Nov 19$1.86$1.86$3.1467%0.59$756.86
$760.00$765.00Nov 19$1.43$1.43$3.5774%0.40$761.43
$765.00$770.00Nov 19$1.03$1.03$3.9781%0.26$766.03
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$740.00$739.00Nov 5$0.39$0.39$0.6158%0.64$739.61
$738.00$737.00Nov 5$0.28$0.28$0.7268%0.39$737.72
$741.00$740.00Nov 5$0.44$0.44$0.5653%0.79$740.56
$733.00$732.00Nov 5$0.11$0.11$0.8986%0.12$732.89
$735.00$734.00Nov 5$0.16$0.16$0.8481%0.19$734.84

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $2.68, cheapest $2.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$745.00Nov 5Nov 6$2.5844.9%32.7%
$738.00Nov 5Nov 6$2.8845.9%33.8%
$744.00Nov 5Nov 6$2.7244.8%32.9%
$739.00Nov 5Nov 6$2.9545.5%33.6%
$740.00Nov 5Nov 6$2.9645.1%33.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$745.00Nov 5Nov 6$2.2544.9%32.7%
$738.00Nov 5Nov 6$2.5445.9%33.8%
$740.00Nov 5Nov 6$2.6245.2%33.3%
$744.00Nov 5Nov 6$2.3944.7%32.9%
$741.00Nov 5Nov 6$2.6144.9%33.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,457 found (cheapest 0.76% of stock, avg 4.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$741.00Nov 5$2.95$2.66$5.61$735.39$746.610.76%
$742.00Nov 5$2.47$3.17$5.64$736.36$747.640.76%
$740.00Nov 5$3.51$2.22$5.73$734.27$745.730.77%
$743.00Nov 5$2.04$3.73$5.77$737.23$748.770.78%
$739.00Nov 5$4.12$1.83$5.95$733.05$744.950.80%
$744.00Nov 5$1.67$4.36$6.03$737.97$750.030.81%
$738.00Nov 5$4.80$1.51$6.31$731.69$744.310.85%
$745.00Nov 5$1.35$5.05$6.40$738.60$751.400.86%
$737.00Nov 5$5.53$1.23$6.76$730.24$743.760.91%
$746.00Nov 5$1.10$5.79$6.89$739.11$752.890.93%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.31% of stock, avg 2.68%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$746.00$737.00Nov 5$1.10$1.23$2.33$734.67$748.33
$745.00$737.00Nov 5$1.35$1.23$2.58$734.42$747.58
$746.00$738.00Nov 5$1.10$1.51$2.61$735.39$748.61
$745.00$738.00Nov 5$1.35$1.51$2.86$735.14$747.86
$744.00$737.00Nov 5$1.67$1.23$2.90$734.10$746.90
$746.00$739.00Nov 5$1.10$1.83$2.93$736.07$748.93
$744.00$738.00Nov 5$1.67$1.51$3.18$734.82$747.18
$745.00$739.00Nov 5$1.35$1.83$3.18$735.82$748.18
$744.00$739.00Nov 5$1.67$1.83$3.50$735.50$747.50
$743.00$737.00Nov 5$2.04$1.23$3.27$733.73$746.27

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 199 found (best R:R 0.92, avg credit $0.70)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
708/709751/752Nov 11$0.48$0.5255%0.92$708.52$751.48
714/715751/752Nov 11$0.51$0.4951%1.04$714.49$751.51
712/713751/752Nov 12$0.52$0.4850%1.08$712.48$751.52
709/710751/752Nov 12$0.50$0.5051%1.00$709.50$751.50
713/714751/752Nov 12$0.52$0.4849%1.08$713.48$751.52
716/717750/751Nov 10$0.50$0.5050%1.00$716.50$750.50
716/717751/752Nov 10$0.48$0.5252%0.92$716.52$751.48
717/718751/752Nov 11$0.52$0.4848%1.08$717.48$751.52
716/717751/752Nov 11$0.51$0.4949%1.04$716.49$751.51
715/716751/752Nov 12$0.53$0.4747%1.13$715.47$751.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 547 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$720.00$725.00$730.00Dec 4$0.06$4.948%82.33
$730.00$735.00$740.00Nov 19$0.21$4.7912%22.81
$720.00$725.00$730.00Nov 27$0.13$4.878%37.46
$720.00$725.00$730.00Dec 11$0.11$4.897%44.45
$700.00$705.00$710.00Dec 11$0.05$4.955%99.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$740.00$745.00$750.00Nov 19$0.25$4.7513%19.00
$770.00$775.00$780.00Nov 19$0.09$4.917%54.56
$715.00$720.00$725.00Dec 4$0.10$4.907%49.00
$705.00$710.00$715.00Nov 18$0.08$4.926%61.50
$710.00$715.00$720.00Dec 11$0.08$4.926%61.50

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 $-15.87, 931 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$670.00$700.001:2Nov 16-$15.87$14.13
$690.00$715.001:2Nov 19-$9.27$15.73
$645.00$680.001:2Nov 12-$28.16$6.84
$640.00$680.001:2Dec 11-$31.56$8.44
$770.00$775.001:2Nov 19-$0.26$4.74
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$685.00$675.001:2Nov 6-$0.08$9.92
$700.00$595.001:2Nov 5$0.00$105.00
$715.00$710.001:2Nov 6-$0.23$4.77
$600.00$595.001:2Nov 6-$0.01$4.99
$625.00$620.001:2Nov 6-$0.02$4.98

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 607 found (best yield 2.70%, avg 0.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$742.00Dec 18$20.000.500.1%2.70%2.80%38190
$743.00Dec 18$19.410.490.2%2.62%2.85%1.3K382
$744.00Dec 18$18.780.480.4%2.53%2.90%1.3K904
$745.00Dec 18$18.190.480.5%2.45%2.96%5.2K8.1K
$746.00Dec 18$17.500.470.6%2.36%3.00%9867
$747.00Dec 18$16.920.460.8%2.28%3.06%65980
$748.00Dec 18$16.290.460.9%2.20%3.11%66738
$742.00Dec 11$18.870.510.1%2.55%2.64%17676
$749.00Dec 18$15.710.451.0%2.12%3.16%1.4K321
$743.00Dec 11$18.230.500.2%2.46%2.69%12676

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 4,173,724
Total Puts 6,510,296
Put/Call Ratio 1.56
Net Difference -2,336,572

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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