Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$739.09 -3.62%
◀ 11/5 12:30 ▶

Option Volume

Detail
ℹ
Current (11/05 12:30pm) 10,972,006
Calls: 4,303,641 (39%)
Puts: 6,668,365 (61%)
Prior (11/04) 7,827,851
Calls: 3,690,328 (47%)
Puts: 4,137,523 (53%)
Current vs Prior +40.17%
Calls: +16.62% (Calls)
Puts: +61.17% (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 -0.79%
Calls: -13.86%
Puts: +9.98%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/05 12:30pm) $5.80B
Calls: $587.02M (10%)
Puts: $5.21B (90%)
Prior (11/04) $1.16B
Calls: $793.82M (68%)
Puts: $369.54M (32%)
Current vs Prior +398.21%
Calls: -26.05%
Puts: +1309.56%
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 +272.32%
Calls: -1.35%
Puts: +441.67%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/05 12:30pm) 1.55
Prior (11/04) 1.12
Current vs Prior +38.20%
Prior 7-Day Average 1.20
Current vs Prior 7-Day Avg +28.91%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/05 12:30pm) 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 0.85% | 1.61%1.61% | 2.09%1.61% | 2.99%3.15% | 5.41%
Prior 0.67% | 0.98%0.25% | 0.98%0.98% | 1.78%1.92% | 4.02%
Current vs Prior +26.81% | +63.47%+555.55% | +112.46%+63.47% | +67.73%+64.35% | +34.57%
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 -3.07% | +37.33%+195.80% | +74.91%+41.97% | +43.86%+12.20% | +19.43%
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 +26.81% | +63.47%+555.55% | +112.46%+63.47% | +67.73%+64.35% | +34.57%
Sentiment BEARISHBEARISHBEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.49% | 0.43%
Calls: 0.68% | 0.34%
Puts: 0.30% | 0.51%
Prior 1.74% | 1.45%
Calls: 1.79% | 1.49%
Puts: 1.69% | 1.41%
Current vs Prior -71.84% | -70.34%
Prior 7-Day Avg 1.09% | 1.66%
Calls: 1.17% | 1.70%
Puts: 1.01% | 1.62%
Current vs 7-Day Avg -55.22% | -74.14%
Liquidity Excellent
+
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🤖 AI Insights

Strong bearish conviction with 90% of dollar volume in puts ($5.21B) vs calls ($587.02M). Massive premium surge with dollar volume up 398% vs prior. Dollar volume significantly above 7-day average (272% higher). Extreme bearish P/C ratio of 1.55 - 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
12:30BEARISHBEARISHBEARISH
12:25BEARISHBEARISHBEARISH
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
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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 3,166 of results (avg 2.6%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 910.2010.21$10.210.1%4050.5923
$737.00Nov 98.958.96$8.960.1%1.0K0.556
$725.00Nov 514.3514.37$14.360.1%3270.9517
$726.00Nov 513.3913.41$13.400.1%4170.944
$740.00Nov 65.415.42$5.420.2%7.2K0.49314
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$739.00Nov 97.197.20$7.200.1%3.0K0.49210
$741.00Nov 66.436.44$6.440.2%22.3K0.544.2K
$738.00Nov 65.025.03$5.030.2%14.9K0.462.7K
$744.00Nov 99.679.69$9.680.2%3.3K0.60479
$737.00Nov 64.614.62$4.620.2%11.4K0.431.4K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 508 found (avg $0.40, cheapest $0.17)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$753.00Nov 50.160.17$0.175.9%95.1K0.05464
$757.00Nov 50.070.08$0.0812.5%115.7K0.021.2K
$754.00Nov 50.130.14$0.147.1%85.8K0.04763
$758.00Nov 50.060.07$0.0714.3%98.2K0.02542
$755.00Nov 50.110.12$0.128.3%145.7K0.032.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$722.00Nov 50.110.12$0.128.3%30.8K0.03388
$718.00Nov 50.060.07$0.0714.3%22.6K0.025.2K
$725.00Nov 50.200.21$0.214.8%50.2K0.053.1K
$720.00Nov 50.080.09$0.0911.1%34.1K0.022.5K
$724.00Nov 50.170.18$0.185.6%36.1K0.05824

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,637 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$591.50Nov 5147.40147.91$147.660.3%51.0013
$592.00Nov 5146.88147.35$147.120.3%--1.0012
$592.50Nov 5146.38146.86$146.620.3%21.008
$593.00Nov 5145.91146.37$146.140.3%101.006
$593.50Nov 5145.42145.85$145.640.3%21.007
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$757.00Nov 517.8918.02$17.950.7%59.6K1.003.8K
$758.00Nov 518.8819.00$18.940.6%58.9K1.006.1K
$759.00Nov 519.8819.99$19.930.6%48.0K1.003.1K
$760.00Nov 520.8620.97$20.920.5%78.5K1.0013.1K
$761.00Nov 521.8521.98$21.920.6%48.1K1.002.6K

Most actively traded options today. High liquidity = easy entry/exit. 3,626 active (total vol 10.8M, top 274.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 50.040.05$0.0520.0%182.6K0.012.5K
$750.00Nov 50.300.31$0.313.2%165.5K0.093.6K
$755.00Nov 50.110.12$0.128.3%145.7K0.032.3K
$745.00Nov 50.870.88$0.881.1%122.6K0.213.5K
$757.00Nov 50.070.08$0.0812.5%115.7K0.021.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 53.313.32$3.320.3%274.5K0.554.3K
$735.00Nov 51.331.35$1.341.5%171.8K0.2915.3K
$750.00Nov 511.1311.16$11.150.3%170.2K0.9111.7K
$745.00Nov 56.706.74$6.720.6%166.3K0.794.1K
$743.00Nov 55.175.21$5.190.8%141.1K0.701.6K

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 155.5%, max 173.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$731.00Nov 5Dec 1852.2%19.1%173.7%72422
$732.00Nov 5Dec 1851.3%18.9%170.8%890112
$733.00Nov 5Dec 1850.4%18.8%168.4%2.1K150
$741.00Nov 5Dec 1847.0%17.6%167.9%37.3K194
$740.00Nov 5Dec 1847.2%17.7%166.4%32.0K7.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$731.00Nov 5Dec 1852.2%19.1%173.7%54.3K3.7K
$732.00Nov 5Dec 1851.3%18.9%170.8%55.4K1.7K
$733.00Nov 5Dec 1850.4%18.8%168.4%70.8K2.0K
$734.00Nov 5Dec 1849.5%18.6%166.0%82.6K2.9K
$741.00Nov 5Dec 1846.7%17.6%166.0%135.8K2.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,475 found (best R:R 1.98, avg 4.31)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$679.00$680.00Nov 30$0.15$0.85$0.1588%5.67$679.15
$701.00$702.00Nov 20$0.17$0.83$0.1783%4.88$701.17
$687.00$688.00Nov 30$0.21$0.79$0.2186%3.76$687.21
$682.00$683.00Nov 30$0.28$0.72$0.2887%2.57$682.28
$697.00$698.00Nov 30$0.23$0.77$0.2382%3.35$697.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$750.00$745.00Nov 19$1.68$3.32$1.6863%1.98$748.32
$770.00$769.00Nov 11$0.25$0.75$0.2595%3.00$769.75
$774.00$773.00Dec 18$0.18$0.82$0.1879%4.56$773.82
$786.00$785.00Nov 20$0.37$0.63$0.3796%1.70$785.63
$769.00$768.00Nov 9$0.39$0.61$0.3996%1.56$768.61

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 1,073 found (best R:R 1.34, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$740.00$745.00Nov 19$2.86$2.86$2.1450%1.34$742.86
$745.00$750.00Nov 19$2.52$2.52$2.4856%1.02$747.52
$750.00$755.00Nov 19$2.14$2.14$2.8663%0.75$752.14
$755.00$760.00Nov 19$1.76$1.76$3.2470%0.54$756.76
$760.00$765.00Nov 19$1.34$1.34$3.6676%0.37$761.34
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$739.00$738.00Nov 5$0.46$0.46$0.5451%0.85$738.54
$731.00$730.00Nov 5$0.12$0.12$0.8885%0.14$730.88
$736.00$735.00Nov 5$0.29$0.29$0.7167%0.41$735.71
$735.00$734.00Nov 6$0.35$0.35$0.6562%0.54$734.65
$737.00$736.00Nov 6$0.40$0.40$0.6057%0.67$736.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $2.77, cheapest $2.59)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$736.00Nov 5Nov 6$2.9448.1%34.8%
$737.00Nov 5Nov 6$3.0047.7%34.5%
$739.00Nov 5Nov 6$3.0047.1%34.0%
$742.00Nov 5Nov 6$2.7747.0%34.0%
$738.00Nov 5Nov 6$3.0247.3%34.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$736.00Nov 5Nov 6$2.5948.1%34.7%
$737.00Nov 5Nov 6$2.6647.7%34.5%
$739.00Nov 5Nov 6$2.6547.1%34.0%
$738.00Nov 5Nov 6$2.6947.3%34.2%
$742.00Nov 5Nov 6$2.4246.7%33.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,452 found (cheapest 0.78% of stock, avg 4.83%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$739.00Nov 5$2.95$2.80$5.75$733.25$744.750.78%
$740.00Nov 5$2.46$3.32$5.78$734.22$745.780.78%
$738.00Nov 5$3.50$2.34$5.84$732.16$743.840.79%
$741.00Nov 5$2.04$3.90$5.94$735.06$746.940.80%
$737.00Nov 5$4.11$1.96$6.07$730.93$743.070.82%
$742.00Nov 5$1.67$4.53$6.20$735.80$748.200.84%
$736.00Nov 5$4.78$1.63$6.41$729.59$742.410.87%
$743.00Nov 5$1.36$5.19$6.55$736.45$749.550.89%
$735.00Nov 5$5.51$1.34$6.85$728.15$741.850.93%
$744.00Nov 5$1.10$5.94$7.04$736.96$751.040.95%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 425 found (cheapest 0.33% of stock, avg 2.82%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$744.00$735.00Nov 5$1.10$1.34$2.44$732.56$746.44
$743.00$735.00Nov 5$1.36$1.34$2.70$732.30$745.70
$744.00$736.00Nov 5$1.10$1.63$2.73$733.27$746.73
$743.00$736.00Nov 5$1.36$1.63$2.99$733.01$745.99
$742.00$735.00Nov 5$1.67$1.34$3.01$731.99$745.01
$742.00$736.00Nov 5$1.67$1.63$3.30$732.70$745.30
$744.00$737.00Nov 5$1.10$1.96$3.06$733.94$747.06
$743.00$737.00Nov 5$1.36$1.96$3.32$733.68$746.32
$742.00$737.00Nov 5$1.67$1.96$3.63$733.37$745.63
$741.00$735.00Nov 5$2.04$1.34$3.38$731.62$744.38

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 199 found (best R:R 1.08, avg credit $0.72)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
713/714749/750Nov 11$0.52$0.4849%1.08$713.48$749.52
706/707749/750Nov 12$0.50$0.5051%1.00$706.50$749.50
709/710749/750Nov 11$0.49$0.5152%0.96$709.51$749.49
708/709749/750Nov 12$0.51$0.4950%1.04$708.49$749.51
715/716748/749Nov 10$0.52$0.4849%1.08$715.48$748.52
711/712749/750Nov 11$0.50$0.5050%1.00$711.50$749.50
707/708749/750Nov 12$0.50$0.5050%1.00$707.50$749.50
713/714748/749Nov 10$0.50$0.5050%1.00$713.50$748.50
710/711749/750Nov 11$0.49$0.5151%0.96$710.51$749.49
709/710749/750Nov 12$0.51$0.4949%1.04$709.49$749.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 491 found (best R:R 32.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$725.00$730.00$735.00Dec 4$0.15$4.859%32.33
$715.00$720.00$725.00Dec 11$0.10$4.907%49.00
$715.00$720.00$725.00Nov 27$0.13$4.878%37.46
$715.00$720.00$725.00Dec 4$0.12$4.887%40.67
$725.00$730.00$735.00Nov 27$0.19$4.8110%25.32
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$695.00$700.00$705.00Nov 19$0.07$4.935%70.43
$715.00$720.00$725.00Nov 27$0.15$4.858%32.33
$735.00$740.00$745.00Nov 19$0.28$4.7212%16.86
$700.00$705.00$710.00Dec 11$0.08$4.925%61.50
$725.00$730.00$735.00Nov 19$0.24$4.7611%19.83

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 922 found (best net $-14.13, 921 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$670.00$700.001:2Nov 16-$14.13$15.87
$690.00$715.001:2Nov 19-$9.99$15.01
$645.00$680.001:2Nov 12-$26.36$8.64
$640.00$680.001:2Dec 11-$30.06$9.94
$770.00$775.001:2Nov 19-$0.21$4.79
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$715.00$710.001:2Nov 6-$0.25$4.75
$700.00$595.001:2Nov 5$0.00$105.00
$593.50$592.001:2Nov 5-$0.01$1.49
$615.00$610.001:2Nov 6-$0.02$4.98
$710.00$705.001:2Nov 6-$0.21$4.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 620 found (best yield 2.77%, avg 0.68%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$740.00Dec 18$20.480.500.1%2.77%2.89%8887.4K
$741.00Dec 18$19.840.490.3%2.68%2.94%244170
$742.00Dec 18$19.210.490.4%2.60%2.99%38190
$743.00Dec 18$18.610.480.5%2.52%3.05%1.3K382
$744.00Dec 18$17.990.470.7%2.43%3.10%1.3K904
$745.00Dec 18$17.410.460.8%2.36%3.16%5.3K8.1K
$746.00Dec 18$16.910.460.9%2.29%3.22%10867
$740.00Dec 11$19.300.500.1%2.61%2.73%444223
$747.00Dec 18$16.200.451.1%2.19%3.26%65980
$741.00Dec 11$18.660.490.3%2.52%2.78%1945

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 4,303,641
Total Puts 6,668,365
Put/Call Ratio 1.55
Net Difference -2,364,724

Prior's Put/Call Breakdown

Total Calls 3,690,328
Total Puts 4,137,523
Put/Call Ratio 1.12
Net Difference -447,195

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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