Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$740.55 +1.03%
◀ 11/6 09:50 ▶

Option Volume

Detail
ℹ
Current (11/06 9:50am) 1,145,872
Calls: 738,013 (64%)
Puts: 407,859 (36%)
Prior (11/05) 1,717,622
Calls: 538,741 (31%)
Puts: 1,178,881 (69%)
Current vs Prior -33.29%
Calls: +36.99% (Calls)
Puts: -65.40% (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 -90.65%
Calls: -86.26%
Puts: -94.07%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 9:50am) $382.40M
Calls: $258.83M (68%)
Puts: $123.57M (32%)
Prior (11/05) $579.70M
Calls: $66.89M (12%)
Puts: $512.81M (88%)
Current vs Prior -34.04%
Calls: +286.94%
Puts: -75.90%
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 -86.91%
Calls: -57.27%
Puts: -94.67%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06 9:50am) 0.55
Prior (11/05) 2.19
Current vs Prior -74.74%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -55.93%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/06 9:50am) 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% | 1.60%0.97% | 1.60%0.97% | 2.60%2.77% | 5.15%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -35.92% | -25.32%-35.92% | -25.32%-35.92% | -19.69%-19.15% | -12.03%
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 -1.36% | +20.29%+48.88% | +20.74%-17.24% | +15.14%-3.31% | +9.10%
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 -35.92% | -25.32%-35.92% | -25.32%-35.92% | -19.69%-19.15% | -12.03%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.28% | 0.42%
Calls: 0.28% | 0.50%
Puts: 0.28% | 0.34%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -81.70% | -48.15%
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% | -71.81%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 68% call dollar volume ($258.83M). Bullish P/C ratio of 0.55. P/C ratio dropping 75% - 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
09:50BULLISHBULLISHBULLISH
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 2,740 of results (avg 2.2%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$729.00Nov 612.0112.02$12.020.1%9440.89268
$730.00Nov 611.1111.12$11.110.1%1.4K0.871.0K
$731.00Nov 610.2210.23$10.230.1%1.3K0.85687
$732.00Nov 69.359.36$9.360.1%2.1K0.831.6K
$735.00Nov 99.159.16$9.160.1%3.2K0.651.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$760.00Nov 619.6519.66$19.660.1%2510.962.1K
$754.00Nov 613.8213.83$13.830.1%3450.92728
$753.00Nov 612.8712.88$12.880.1%2660.911.7K
$750.00Nov 610.1110.12$10.110.1%2.8K0.8526.3K
$749.00Nov 69.229.23$9.230.1%5810.837.5K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 559 found (avg $0.40, cheapest $0.44)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$752.00Nov 60.430.44$0.442.3%7.2K0.114.9K
$762.00Nov 60.110.12$0.128.3%2.1K0.038.1K
$755.00Nov 60.280.29$0.293.4%9.6K0.0718.3K
$758.00Nov 60.190.20$0.205.0%6.2K0.054.5K
$754.00Nov 60.320.33$0.333.0%10.2K0.088.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$721.00Nov 60.140.15$0.156.7%2.3K0.035.2K
$723.00Nov 60.190.20$0.205.0%3.5K0.044.7K
$722.00Nov 60.160.17$0.175.9%3.3K0.044.5K
$720.00Nov 60.120.13$0.137.7%8.9K0.0319.3K
$724.00Nov 60.220.23$0.234.3%4.2K0.054.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,205 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Nov 6139.59141.17$140.381.1%--1.0011
$610.00Nov 6129.56131.04$130.301.1%--1.0012
$615.00Nov 6124.57126.06$125.321.2%--1.0012
$620.00Nov 6119.58120.98$120.281.2%--1.0012
$625.00Nov 6114.57116.07$115.321.3%--1.0039
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$779.00Nov 638.0439.44$38.743.6%11.002
$780.00Nov 639.0439.70$39.371.7%11.0015
$790.00Nov 648.1450.43$49.294.6%41.006
$818.00Nov 676.1478.91$77.533.6%21.00--
$819.00Nov 677.1379.84$78.493.5%21.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,586 active (total vol 1.1M, top 64.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 63.593.60$3.600.3%64.2K0.5310.5K
$750.00Nov 60.610.62$0.621.6%43.8K0.1423.0K
$745.00Nov 61.531.54$1.540.6%34.2K0.3013.4K
$739.00Nov 64.164.17$4.170.2%32.1K0.583.3K
$738.00Nov 64.784.79$4.790.2%32.0K0.623.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 61.411.42$1.420.7%22.4K0.2615.6K
$730.00Nov 60.610.62$0.621.6%18.7K0.1313.5K
$734.00Nov 61.191.20$1.190.8%11.6K0.234.3K
$725.00Nov 60.260.27$0.273.7%11.4K0.0620.1K
$731.00Nov 60.730.74$0.741.4%11.4K0.154.8K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 36 strikes (avg 136.8%, max 150.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$743.00Nov 6Dec 1841.6%16.6%150.5%21.0K5.6K
$732.00Nov 6Dec 1845.9%18.3%150.0%2.1K1.7K
$733.00Nov 6Dec 1845.2%18.2%148.5%2.7K2.2K
$734.00Nov 6Dec 1844.7%18.0%147.9%4.9K2.7K
$742.00Nov 6Dec 1841.7%16.8%147.6%24.0K4.2K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$743.00Nov 6Dec 1841.6%16.6%150.7%1.1K6.3K
$732.00Nov 6Dec 1845.9%18.3%150.0%6.9K6.0K
$733.00Nov 6Dec 1845.2%18.2%148.5%10.2K7.7K
$742.00Nov 6Dec 1841.7%16.8%148.2%1.4K6.3K
$741.00Nov 6Dec 1841.9%16.9%147.4%2.2K6.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,253 found (best R:R 1.12, avg 4.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$700.00$701.00Nov 10$0.50$0.50$0.5093%1.00$700.50
$691.00$693.00Nov 30$1.27$0.73$1.2785%0.57$692.27
$703.00$704.00Nov 11$0.57$0.43$0.5791%0.75$703.57
$703.00$704.00Nov 10$0.60$0.40$0.6093%0.67$703.60
$749.00$750.00Nov 6$0.12$0.88$0.1217%7.33$749.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$750.00$745.00Nov 19$2.36$2.64$2.3663%1.12$747.64
$735.00$730.00Dec 11$1.45$3.55$1.4544%2.45$733.55
$735.00$730.00Dec 4$1.45$3.55$1.4543%2.45$733.55
$730.00$725.00Dec 11$1.29$3.71$1.2939%2.88$728.71
$793.00$792.00Nov 10$0.47$0.53$0.47100%1.13$792.53

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 943 found (best R:R 1.07, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$745.00$750.00Nov 19$2.58$2.58$2.4255%1.07$747.58
$750.00$755.00Nov 19$2.11$2.11$2.8963%0.73$752.11
$755.00$760.00Nov 19$1.62$1.62$3.3870%0.48$756.62
$760.00$765.00Nov 19$1.18$1.18$3.8278%0.31$761.18
$765.00$770.00Nov 19$0.78$0.78$4.2284%0.18$765.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$738.00$737.00Nov 6$0.35$0.35$0.6562%0.54$737.65
$735.00$734.00Nov 6$0.23$0.23$0.7774%0.30$734.77
$731.00$730.00Nov 6$0.12$0.12$0.8885%0.14$730.88
$740.00$739.00Nov 6$0.43$0.43$0.5753%0.75$739.57
$737.00$736.00Nov 6$0.29$0.29$0.7167%0.41$736.71

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $2.23, cheapest $2.26)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$2.3542.7%20.5%
$738.00Nov 6Nov 9$2.3942.3%20.2%
$739.00Nov 6Nov 9$2.4041.9%20.0%
$740.00Nov 6Nov 9$2.3941.7%19.8%
$745.00Nov 6Nov 9$2.0241.6%19.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$2.2642.9%20.5%
$738.00Nov 6Nov 9$2.2842.5%20.2%
$739.00Nov 6Nov 9$2.3042.0%20.0%
$740.00Nov 6Nov 9$2.2941.7%19.8%
$745.00Nov 6Nov 9$1.9141.6%19.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,113 found (cheapest 0.90% of stock, avg 4.27%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$740.00Nov 6$3.60$3.09$6.69$733.31$746.690.90%
$741.00Nov 6$3.08$3.58$6.66$734.34$747.660.90%
$742.00Nov 6$2.62$4.11$6.73$735.27$748.730.91%
$739.00Nov 6$4.17$2.66$6.83$732.17$745.830.92%
$743.00Nov 6$2.21$4.70$6.91$736.09$749.910.93%
$738.00Nov 6$4.79$2.29$7.08$730.92$745.080.96%
$744.00Nov 6$1.85$5.35$7.20$736.80$751.200.97%
$737.00Nov 6$5.46$1.94$7.40$729.60$744.401.00%
$745.00Nov 6$1.54$6.04$7.58$737.42$752.581.02%
$736.00Nov 6$6.17$1.65$7.82$728.18$743.821.06%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.43% of stock, avg 2.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$745.00$736.00Nov 6$1.54$1.65$3.19$732.81$748.19
$745.00$737.00Nov 6$1.54$1.94$3.48$733.52$748.48
$744.00$736.00Nov 6$1.85$1.65$3.50$732.50$747.50
$744.00$737.00Nov 6$1.85$1.94$3.79$733.21$747.79
$745.00$738.00Nov 6$1.54$2.29$3.83$734.17$748.83
$743.00$736.00Nov 6$2.21$1.65$3.86$732.14$746.86
$744.00$738.00Nov 6$1.85$2.29$4.14$733.86$748.14
$743.00$737.00Nov 6$2.21$1.94$4.15$732.85$747.15
$743.00$738.00Nov 6$2.21$2.29$4.50$733.50$747.50
$745.00$739.00Nov 6$1.54$2.66$4.20$734.80$749.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 224 found (best R:R 1.08, avg credit $0.64)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
704/705750/751Nov 16$0.52$0.4851%1.08$704.48$750.52
710/711750/751Nov 16$0.54$0.4648%1.17$710.46$750.54
709/710750/751Nov 16$0.52$0.4849%1.08$709.48$750.52
711/712750/751Nov 16$0.53$0.4748%1.13$711.47$750.53
714/715749/750Nov 12$0.51$0.4949%1.04$714.49$749.51
714/715750/751Nov 12$0.49$0.5151%0.96$714.51$750.49
715/716750/751Nov 13$0.53$0.4747%1.13$715.47$750.53
717/718749/750Nov 12$0.53$0.4747%1.13$717.47$749.53
717/718750/751Nov 12$0.51$0.4949%1.04$717.49$750.51
716/717749/750Nov 12$0.51$0.4948%1.04$716.49$749.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 380 found (best R:R 30.25, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$725.00$730.00$735.00Nov 19$0.16$4.8411%30.25
$720.00$725.00$730.00Nov 27$0.11$4.899%44.45
$730.00$735.00$740.00Nov 19$0.24$4.7613%19.83
$715.00$720.00$725.00Nov 27$0.11$4.898%44.45
$720.00$725.00$730.00Dec 4$0.13$4.878%37.46
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Nov 19$0.12$4.889%40.67
$740.00$745.00$750.00Nov 19$0.28$4.7214%16.86
$705.00$710.00$715.00Nov 19$0.08$4.926%61.50
$720.00$725.00$730.00Nov 19$0.19$4.8110%25.32
$720.00$725.00$730.00Nov 27$0.16$4.848%30.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 949 found (best net $-21.05, 949 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$655.00$690.001:2Dec 4-$24.70$10.30
$765.00$770.001:2Nov 19-$0.33$4.67
$770.00$775.001:2Nov 19-$0.15$4.85
$760.00$765.001:2Nov 19-$0.71$4.29
$775.00$780.001:2Nov 19-$0.11$4.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$818.00$790.001:2Nov 6-$21.05$6.95
$715.00$710.001:2Nov 6-$0.02$4.98
$665.00$660.001:2Nov 6$0.00$5.00
$710.00$705.001:2Nov 6-$0.03$4.97
$685.00$680.001:2Nov 6-$0.01$4.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 559 found (best yield 2.65%, avg 0.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$741.00Dec 18$19.630.500.1%2.65%2.71%40529
$742.00Dec 18$18.990.490.2%2.56%2.76%7268
$743.00Dec 18$18.360.480.3%2.48%2.81%311.6K
$744.00Dec 18$17.670.480.5%2.39%2.85%82.1K
$745.00Dec 18$17.080.470.6%2.31%2.91%5412.8K
$746.00Dec 18$16.450.460.7%2.22%2.96%12269
$747.00Dec 18$15.860.450.9%2.14%3.01%7785
$741.00Dec 11$18.330.510.1%2.48%2.54%11149
$748.00Dec 18$15.270.451.0%2.06%3.07%17704
$742.00Dec 11$17.670.500.2%2.39%2.58%2175

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 738,013
Total Puts 407,859
Put/Call Ratio 0.55
Net Difference 330,154

Prior's Put/Call Breakdown

Total Calls 538,741
Total Puts 1,178,881
Put/Call Ratio 2.19
Net Difference -640,140

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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