Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$739.16 +0.84%
◀ 11/6 09:45 ▶

Option Volume

Detail
ℹ
Current (11/06 9:45am) 841,444
Calls: 519,765 (62%)
Puts: 321,679 (38%)
Prior (11/05) 1,257,946
Calls: 406,775 (32%)
Puts: 851,171 (68%)
Current vs Prior -33.11%
Calls: +27.78% (Calls)
Puts: -62.21% (Puts)
Prior 7-Day Total 85,766,605
Calls: 37,596,482 (44%)
Puts: 48,170,123 (56%)
Prior 7-Day Average 12,252,372
Calls: 5,370,926 (44%)
Puts: 6,881,446 (56%)
Current vs Prior 7-Day Avg -93.13%
Calls: -90.32%
Puts: -95.33%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 9:45am) $269.58M
Calls: $171.03M (63%)
Puts: $98.55M (37%)
Prior (11/05) $405.31M
Calls: $40.34M (10%)
Puts: $364.97M (90%)
Current vs Prior -33.49%
Calls: +323.98%
Puts: -73.00%
Prior 7-Day Total $20.45B
Calls: $4.24B (21%)
Puts: $16.21B (79%)
Prior 7-Day Average $2.92B
Calls: $605.78M (21%)
Puts: $2.32B (79%)
Current vs Prior 7-Day Avg -90.77%
Calls: -71.77%
Puts: -95.75%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06 9:45am) 0.62
Prior (11/05) 2.09
Current vs Prior -70.42%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -50.65%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/06 9:45am) 10,622,600
Calls: 3,317,869 (31%)
Puts: 7,304,731 (69%)
Prior (11/05) 10,172,011
Calls: 2,858,212 (28%)
Puts: 7,313,799 (72%)
Current vs Prior +4.43%
Prior 7-Day Total 61,384,311
Calls: 16,373,821 (27%)
Puts: 45,010,490 (73%)
Prior 7-Day Average 8,769,187
Calls: 2,339,117 (27%)
Puts: 6,430,070 (73%)
Current vs Prior 7-Day Avg +21.14%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/09)Expiry (11/06) | Next (11/09)Expiry (11/06) | Next (11/13)Expiry (11/16) | Next (12/18)
Current 0.97% | 1.63%0.97% | 1.63%0.97% | 2.65%2.80% | 5.19%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -35.98% | -23.60%-35.97% | -23.60%-35.97% | -18.00%-18.17% | -11.29%
Prior 7-Day Avg 0.98% | 1.33%0.65% | 1.32%1.17% | 2.25%2.86% | 4.72%
Current vs 7-Day Avg -1.45% | +23.07%+48.76% | +23.52%-17.31% | +17.58%-2.13% | +10.02%
Prior 7-Day Eod 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs 7-Day Eod -35.98% | -23.60%-35.97% | -23.60%-35.97% | -18.00%-18.17% | -11.29%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.28% | 0.34%
Calls: 0.29% | 0.51%
Puts: 0.27% | 0.16%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -81.70% | -58.02%
Prior 7-Day Avg 1.12% | 1.49%
Calls: 1.13% | 1.34%
Puts: 1.10% | 1.64%
Current vs 7-Day Avg -75.00% | -77.18%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($171.03M). Bullish P/C ratio of 0.62. P/C ratio dropping 70% - sentiment shifting bullish. Put-heavy open interest (7,304,731 puts vs 3,317,869 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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
09:45BULLISHBULLISHBULLISH
09:40BULLISHBULLISHBULLISH
09:35BEARISHBULLISHBULLISH

📈 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 2,676 of results (avg 2.1%, best 0.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$725.00Dec 1128.7728.78$28.780.0%10.63297
$727.00Nov 3023.6523.66$23.660.0%10.6340
$730.00Dec 423.0123.02$23.020.0%560.59527
$718.00Nov 922.2322.24$22.240.0%120.8817
$721.00Nov 1221.9521.96$21.960.0%--0.7612
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$736.00Dec 1816.8616.87$16.870.1%660.472.3K
$730.00Dec 1814.9814.99$14.990.1%5020.4236.0K
$750.00Nov 1314.9014.91$14.910.1%880.695.6K
$753.00Nov 914.8114.82$14.820.1%190.86793
$745.00Nov 2014.2514.26$14.260.1%980.5732.0K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 533 found (avg $0.40, cheapest $0.23)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$754.00Nov 60.220.23$0.234.3%7.7K0.068.6K
$753.00Nov 60.250.26$0.263.8%4.4K0.066.8K
$759.00Nov 60.110.12$0.128.3%2.9K0.036.6K
$756.00Nov 60.160.17$0.175.9%4.5K0.046.6K
$755.00Nov 60.190.20$0.205.0%7.2K0.0518.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$717.00Nov 60.130.14$0.147.1%1.8K0.032.9K
$724.00Nov 60.320.33$0.333.0%3.2K0.084.1K
$727.00Nov 60.490.50$0.502.0%4.4K0.124.2K
$723.00Nov 60.280.29$0.293.4%2.8K0.074.7K
$726.00Nov 60.430.44$0.442.3%4.1K0.103.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,179 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Nov 6137.46139.20$138.331.3%--1.0011
$610.00Nov 6127.31129.20$128.261.5%--1.0012
$615.00Nov 6122.31124.18$123.251.5%--1.0012
$620.00Nov 6117.73119.20$118.471.2%--1.0012
$625.00Nov 6112.77114.21$113.491.3%--1.0039
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Nov 639.8241.25$40.533.5%11.002
$780.00Nov 640.8242.25$41.543.4%--1.0015
$818.00Nov 678.5780.24$79.412.1%11.00--
$819.00Nov 678.8981.24$80.072.9%11.00--
$792.00Nov 1052.6554.25$53.453.0%21.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,470 active (total vol 836.1K, top 40.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 62.892.90$2.900.3%40.4K0.4410.5K
$738.00Nov 63.943.96$3.950.5%27.0K0.533.5K
$750.00Nov 60.430.44$0.442.3%26.1K0.1023.0K
$739.00Nov 63.393.40$3.400.3%23.3K0.483.3K
$736.00Nov 65.205.23$5.220.6%22.7K0.624.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 61.771.78$1.780.6%16.2K0.3415.6K
$730.00Nov 60.790.80$0.801.3%14.1K0.1713.5K
$655.00Nov 130.570.58$0.571.8%11.4K0.034.0K
$700.00Nov 60.040.05$0.0520.0%10.4K0.0121.9K
$725.00Nov 60.370.38$0.382.6%10.0K0.0920.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 38 strikes (avg 129.1%, max 148.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$729.00Nov 6Dec 1847.1%19.0%148.5%747301
$730.00Nov 6Dec 1846.2%18.8%145.7%1.1K9.4K
$731.00Nov 6Dec 1845.6%18.7%144.7%990745
$732.00Nov 6Dec 1844.8%18.5%142.2%1.9K1.7K
$740.00Nov 6Dec 1841.5%17.2%141.3%40.7K18.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$729.00Nov 6Dec 1847.1%19.0%148.5%4.6K8.8K
$730.00Nov 6Dec 1846.2%18.8%145.7%14.7K49.5K
$731.00Nov 6Dec 1845.6%18.7%144.7%8.4K5.7K
$732.00Nov 6Dec 1844.8%18.5%142.2%5.5K6.0K
$740.00Nov 6Dec 1841.5%17.2%141.3%6.1K53.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,291 found (best R:R 3.55, avg 4.61)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$683.00$684.00Nov 30$0.12$0.88$0.1287%7.33$683.12
$679.00$680.00Nov 30$0.19$0.81$0.1988%4.26$679.19
$660.00$662.00Nov 30$1.19$0.81$1.1991%0.68$661.19
$701.00$702.00Nov 30$0.17$0.83$0.1780%4.88$701.17
$708.00$709.00Nov 30$0.16$0.84$0.1677%5.25$708.16
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$770.00$769.00Nov 9$0.22$0.78$0.2299%3.55$769.78
$770.00$769.00Nov 20$0.18$0.82$0.1890%4.56$769.82
$772.00$770.00Nov 11$1.25$0.75$1.2598%0.60$770.75
$774.00$773.00Nov 13$0.27$0.73$0.2797%2.70$773.73
$760.00$759.00Nov 13$0.15$0.85$0.1585%5.67$759.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 946 found (best R:R 1.34, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$740.00$745.00Nov 19$2.86$2.86$2.1451%1.34$742.86
$750.00$755.00Nov 19$2.03$2.03$2.9766%0.68$752.03
$745.00$750.00Nov 19$2.41$2.41$2.5958%0.93$747.41
$755.00$760.00Nov 19$1.56$1.56$3.4473%0.45$756.56
$760.00$765.00Nov 19$1.09$1.09$3.9180%0.28$761.09
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$737.00$736.00Nov 10$0.47$0.47$0.5354%0.89$736.53
$735.00$734.00Nov 10$0.41$0.41$0.5958%0.69$734.59
$734.00$733.00Nov 12$0.41$0.41$0.5958%0.69$733.59
$705.00$704.00Dec 18$0.26$0.26$0.7473%0.35$704.74
$702.00$701.00Nov 12$0.10$0.10$0.9089%0.11$701.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $2.41, cheapest $2.31)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$735.00Nov 6Nov 9$2.4543.1%21.2%
$736.00Nov 6Nov 9$2.4842.6%20.9%
$737.00Nov 6Nov 9$2.5142.2%20.7%
$738.00Nov 6Nov 9$2.5441.8%20.5%
$740.00Nov 6Nov 9$2.4841.5%21.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$735.00Nov 6Nov 9$2.3143.1%21.2%
$736.00Nov 6Nov 9$2.3642.6%20.9%
$737.00Nov 6Nov 9$2.3942.2%20.7%
$738.00Nov 6Nov 9$2.4041.8%20.5%
$739.00Nov 6Nov 9$2.4041.8%21.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,086 found (cheapest 0.90% of stock, avg 4.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$739.00Nov 6$3.40$3.26$6.66$732.34$745.660.90%
$740.00Nov 6$2.90$3.76$6.66$733.34$746.660.90%
$741.00Nov 6$2.44$4.31$6.75$734.25$747.750.91%
$738.00Nov 6$3.95$2.82$6.77$731.23$744.770.92%
$737.00Nov 6$4.56$2.42$6.98$730.02$743.980.94%
$742.00Nov 6$2.05$4.91$6.96$735.04$748.960.94%
$743.00Nov 6$1.69$5.58$7.27$735.73$750.270.98%
$736.00Nov 6$5.22$2.08$7.30$728.70$743.300.99%
$735.00Nov 6$5.91$1.78$7.69$727.31$742.691.04%
$744.00Nov 6$1.40$6.27$7.67$736.33$751.671.04%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.43% of stock, avg 2.66%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$743.00$734.00Nov 6$1.69$1.52$3.21$730.79$746.21
$743.00$735.00Nov 6$1.69$1.78$3.47$731.53$746.47
$742.00$734.00Nov 6$2.05$1.52$3.57$730.43$745.57
$742.00$735.00Nov 6$2.05$1.78$3.83$731.17$745.83
$743.00$736.00Nov 6$1.69$2.08$3.77$732.23$746.77
$742.00$736.00Nov 6$2.05$2.08$4.13$731.87$746.13
$741.00$734.00Nov 6$2.44$1.52$3.96$730.04$744.96
$741.00$735.00Nov 6$2.44$1.78$4.22$730.78$745.22
$741.00$736.00Nov 6$2.44$2.08$4.52$731.48$745.52
$743.00$737.00Nov 6$1.69$2.42$4.11$732.89$747.11

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 281 found (best R:R 1.38, avg credit $0.68)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
703/704749/750Nov 17$0.58$0.4250%1.38$703.42$749.58
707/708749/750Nov 17$0.59$0.4147%1.44$707.41$749.59
701/702747/748Nov 12$0.51$0.4954%1.04$701.49$747.51
701/702748/749Nov 12$0.49$0.5156%0.96$701.51$748.49
701/702749/750Nov 12$0.47$0.5358%0.89$701.53$749.47
709/710749/750Nov 17$0.59$0.4146%1.44$709.41$749.59
714/715747/748Nov 12$0.58$0.4247%1.38$714.42$747.58
714/715748/749Nov 12$0.56$0.4449%1.27$714.44$748.56
714/715749/750Nov 12$0.54$0.4651%1.17$714.46$749.54
705/706749/750Nov 17$0.56$0.4448%1.27$705.44$749.56

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 580 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$735.00$740.00$745.00Nov 19$0.18$4.8214%26.78
$725.00$730.00$735.00Dec 11$0.08$4.928%61.50
$710.00$716.00$722.00Nov 16$0.17$5.8310%34.29
$710.00$715.00$720.00Nov 19$0.08$4.927%61.50
$725.00$730.00$735.00Nov 27$0.16$4.8410%30.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$725.00$730.00$735.00Nov 19$0.08$4.9212%61.50
$725.00$730.00$735.00Nov 27$0.10$4.9010%49.00
$725.00$730.00$735.00Dec 4$0.10$4.909%49.00
$735.00$740.00$745.00Nov 19$0.23$4.7714%20.74
$760.00$765.00$770.00Nov 19$0.18$4.8211%26.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 947 found (best net $-3.67, 947 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$655.00$690.001:2Dec 4-$23.77$11.23
$765.00$770.001:2Nov 19-$0.26$4.74
$770.00$775.001:2Nov 19-$0.11$4.89
$760.00$765.001:2Nov 19-$0.59$4.41
$775.00$780.001:2Nov 19-$0.12$4.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$818.00$780.001:2Nov 6-$3.67$34.33
$794.00$775.001:2Nov 11-$18.36$0.64
$715.00$710.001:2Nov 6-$0.03$4.97
$710.00$705.001:2Nov 6-$0.04$4.96
$650.00$645.001:2Nov 6$0.00$5.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 548 found (best yield 2.65%, avg 0.63%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$740.00Dec 18$19.560.490.1%2.65%2.76%2708.3K
$741.00Dec 18$18.910.490.2%2.56%2.81%39529
$742.00Dec 18$18.280.480.4%2.47%2.86%6268
$743.00Dec 18$17.670.470.5%2.39%2.91%301.6K
$744.00Dec 18$17.040.460.7%2.31%2.96%62.1K
$745.00Dec 18$16.420.450.8%2.22%3.01%3512.8K
$746.00Dec 18$15.850.450.9%2.14%3.07%10269
$740.00Dec 11$18.300.500.1%2.48%2.59%8506
$747.00Dec 18$15.250.441.1%2.06%3.12%5785
$741.00Dec 11$17.670.490.2%2.39%2.64%5149

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 519,765
Total Puts 321,679
Put/Call Ratio 0.62
Net Difference 198,086

Prior's Put/Call Breakdown

Total Calls 406,775
Total Puts 851,171
Put/Call Ratio 2.09
Net Difference -444,396

Prior 7-Day Put/Call Summary

Total Calls 37,596,482
Total Puts 48,170,123
Average Put/Call Ratio 1.25
Ratio Trend Falling

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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