Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$740.98 +1.09%
◀ 11/6 10:15 ▶

Option Volume

Detail
ℹ
Current (11/06 10:15am) 2,439,466
Calls: 1,465,075 (60%)
Puts: 974,391 (40%)
Prior (11/05) 3,558,062
Calls: 1,259,704 (35%)
Puts: 2,298,358 (65%)
Current vs Prior -31.44%
Calls: +16.30% (Calls)
Puts: -57.60% (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 -80.09%
Calls: -72.72%
Puts: -85.84%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 10:15am) $711.58M
Calls: $444.92M (63%)
Puts: $266.66M (37%)
Prior (11/05) $1.47B
Calls: $155.40M (11%)
Puts: $1.31B (89%)
Current vs Prior -51.56%
Calls: +186.31%
Puts: -79.70%
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 -75.65%
Calls: -26.55%
Puts: -88.49%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06 10:15am) 0.67
Prior (11/05) 1.82
Current vs Prior -63.55%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -46.96%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/06 10:15am) 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 0.91% | 1.56%0.91% | 1.56%0.91% | 2.59%2.76% | 5.11%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -39.70% | -27.07%-39.70% | -27.07%-39.70% | -19.82%-19.43% | -12.68%
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 -7.19% | +17.48%+40.10% | +17.91%-22.13% | +14.95%-3.64% | +8.29%
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 -39.70% | -27.07%-39.70% | -27.07%-39.70% | -19.82%-19.43% | -12.68%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.30% | 0.36%
Calls: 0.27% | 0.16%
Puts: 0.32% | 0.55%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -80.39% | -55.56%
Prior 7-Day Avg 1.12% | 1.49%
Calls: 1.13% | 1.34%
Puts: 1.10% | 1.64%
Current vs 7-Day Avg -73.21% | -75.84%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($444.92M). Light premium activity with dollar volume down 52% vs prior. Bullish P/C ratio of 0.67. P/C ratio dropping 64% - sentiment shifting bullish.

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
10:15BULLISHBULLISHBULLISH
10:10BULLISHBULLISHBULLISH
10:05BULLISHBULLISHBULLISH
10:00BULLISHBULLISHBULLISH
09:55BULLISHBULLISHBULLISH
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 2,737 of results (avg 2.2%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$733.00Nov 910.8910.90$10.900.1%1.7K0.71303
$735.00Nov 99.419.42$9.410.1%4.5K0.661.2K
$735.00Nov 67.217.22$7.220.1%20.0K0.776.3K
$736.00Nov 66.426.43$6.430.2%29.0K0.734.8K
$740.00Nov 96.126.13$6.130.2%9.0K0.532.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$727.00Nov 308.868.87$8.860.1%100.3422.2K
$725.00Nov 278.008.01$8.000.1%9260.321.7K
$768.00Nov 626.9727.01$26.990.1%2350.991.3K
$767.00Nov 625.9726.01$25.990.2%1770.99615
$743.00Nov 96.356.36$6.360.2%3130.56494

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 522 found (avg $0.41, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$759.00Nov 60.070.08$0.0812.5%7.2K0.026.6K
$760.00Nov 60.060.07$0.0714.3%21.0K0.0227.1K
$757.00Nov 60.110.12$0.128.3%14.9K0.036.7K
$761.00Nov 60.050.06$0.0616.7%5.0K0.029.0K
$756.00Nov 60.140.15$0.156.7%16.1K0.046.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$720.00Nov 60.130.14$0.147.1%19.3K0.0319.3K
$726.00Nov 60.280.29$0.293.4%9.4K0.073.3K
$727.00Nov 60.320.33$0.333.0%13.6K0.074.2K
$728.00Nov 60.370.38$0.382.6%12.4K0.095.1K
$729.00Nov 60.430.44$0.442.3%14.2K0.103.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,252 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Nov 6139.81141.25$140.531.0%--1.0011
$610.00Nov 6129.81131.25$130.531.1%--1.0012
$615.00Nov 6124.81126.25$125.531.1%--1.0012
$620.00Nov 6119.81121.25$120.531.2%--1.0012
$625.00Nov 6114.81116.25$115.531.2%--1.0039
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Nov 638.7540.24$39.503.8%21.0015
$790.00Nov 648.5450.24$49.393.4%41.006
$816.00Nov 673.5376.27$74.903.7%21.00--
$817.00Nov 674.5677.26$75.913.6%21.00--
$818.00Nov 675.5078.27$76.883.6%61.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,862 active (total vol 2.4M, top 113.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 63.673.68$3.680.3%113.7K0.5610.5K
$750.00Nov 60.500.51$0.512.0%89.8K0.1323.0K
$745.00Nov 61.461.47$1.470.7%85.9K0.3013.4K
$741.00Nov 63.113.12$3.120.3%76.8K0.512.6K
$742.00Nov 62.612.62$2.620.4%73.5K0.453.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$730.00Nov 60.500.51$0.512.0%47.0K0.1213.5K
$735.00Nov 61.161.17$1.170.9%46.1K0.2315.6K
$740.00Nov 62.632.64$2.640.4%39.0K0.4417.1K
$739.00Nov 62.242.25$2.250.4%37.0K0.403.2K
$738.00Nov 61.911.92$1.920.5%30.5K0.355.6K

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 129.6%, max 152.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$732.00Nov 6Dec 1846.0%18.2%152.0%3.3K1.7K
$733.00Nov 6Dec 1845.0%18.1%148.4%3.7K2.2K
$734.00Nov 6Dec 1844.3%17.9%147.0%6.7K2.7K
$735.00Nov 6Dec 1843.4%17.8%144.1%20.2K11.9K
$736.00Nov 6Dec 1842.7%17.6%142.2%29.0K5.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$732.00Nov 6Dec 1846.0%18.3%151.7%21.1K6.0K
$733.00Nov 6Dec 1845.0%18.1%148.1%21.5K7.7K
$734.00Nov 6Dec 1844.1%18.0%145.7%23.4K5.4K
$735.00Nov 6Dec 1843.4%17.8%144.0%46.7K88.4K
$736.00Nov 6Dec 1842.7%17.6%141.9%21.2K5.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,242 found (best R:R 2.03, avg 4.57)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$701.00$702.00Nov 9$0.59$0.41$0.5995%0.69$701.59
$706.00$707.00Nov 10$0.59$0.41$0.5992%0.69$706.59
$710.00$711.00Nov 10$0.65$0.35$0.6590%0.54$710.65
$704.00$705.00Nov 11$0.66$0.34$0.6691%0.52$704.66
$747.00$748.00Nov 6$0.18$0.82$0.1822%4.56$747.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$776.00$775.00Nov 9$0.33$0.67$0.3399%2.03$775.67
$735.00$730.00Dec 11$1.44$3.56$1.4443%2.47$733.56
$755.00$750.00Nov 19$2.78$2.22$2.7870%0.80$752.22
$768.00$767.00Nov 9$0.44$0.56$0.4498%1.27$767.56
$735.00$730.00Dec 4$1.42$3.58$1.4243%2.52$733.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 926 found (best R:R 1.12, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$745.00$750.00Nov 19$2.64$2.64$2.3655%1.12$747.64
$750.00$755.00Nov 19$2.18$2.18$2.8262%0.77$752.18
$755.00$760.00Nov 19$1.69$1.69$3.3170%0.51$756.69
$760.00$765.00Nov 19$1.22$1.22$3.7878%0.32$761.22
$765.00$770.00Nov 19$0.79$0.79$4.2185%0.19$765.79
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$733.00$732.00Nov 6$0.13$0.13$0.8782%0.15$732.87
$740.00$739.00Nov 6$0.39$0.39$0.6156%0.64$739.61
$694.00$693.00Nov 30$0.12$0.12$0.8885%0.14$693.88
$735.00$734.00Nov 6$0.18$0.18$0.8276%0.22$734.82
$737.00$736.00Nov 6$0.25$0.25$0.7569%0.33$736.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $2.30, cheapest $2.35)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$2.3542.1%20.2%
$738.00Nov 6Nov 9$2.4141.5%19.9%
$739.00Nov 6Nov 9$2.4340.8%19.7%
$740.00Nov 6Nov 9$2.4540.2%19.4%
$741.00Nov 6Nov 9$2.4339.8%19.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$2.2641.9%20.2%
$738.00Nov 6Nov 9$2.3041.2%19.9%
$739.00Nov 6Nov 9$2.3640.7%19.7%
$740.00Nov 6Nov 9$2.3540.3%19.4%
$741.00Nov 6Nov 9$2.3539.8%19.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,145 found (cheapest 0.84% of stock, avg 4.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$741.00Nov 6$3.12$3.08$6.20$734.80$747.200.84%
$742.00Nov 6$2.62$3.58$6.20$735.80$748.200.84%
$740.00Nov 6$3.68$2.64$6.32$733.68$746.320.85%
$743.00Nov 6$2.17$4.13$6.30$736.70$749.300.85%
$739.00Nov 6$4.30$2.25$6.55$732.45$745.550.88%
$744.00Nov 6$1.79$4.75$6.54$737.46$750.540.88%
$738.00Nov 6$4.96$1.92$6.88$731.12$744.880.93%
$745.00Nov 6$1.47$5.42$6.89$738.11$751.890.93%
$737.00Nov 6$5.67$1.63$7.30$729.70$744.300.99%
$746.00Nov 6$1.19$6.15$7.34$738.66$753.340.99%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 399 found (cheapest 0.38% of stock, avg 2.55%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$746.00$737.00Nov 6$1.19$1.63$2.82$734.18$748.82
$745.00$737.00Nov 6$1.47$1.63$3.10$733.90$748.10
$746.00$738.00Nov 6$1.19$1.92$3.11$734.89$749.11
$744.00$737.00Nov 6$1.79$1.63$3.42$733.58$747.42
$745.00$738.00Nov 6$1.47$1.92$3.39$734.61$748.39
$744.00$738.00Nov 6$1.79$1.92$3.71$734.29$747.71
$746.00$739.00Nov 6$1.19$2.25$3.44$735.56$749.44
$745.00$739.00Nov 6$1.47$2.25$3.72$735.28$748.72
$743.00$737.00Nov 6$2.17$1.63$3.80$733.20$746.80
$744.00$739.00Nov 6$1.79$2.25$4.04$734.96$748.04

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 192 found (best R:R 1.27, avg credit $0.67)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
717/718750/751Nov 13$0.56$0.4445%1.27$717.44$750.56
716/717750/751Nov 13$0.55$0.4546%1.22$716.45$750.55
718/719749/750Nov 11$0.52$0.4849%1.08$718.48$749.52
712/713749/750Nov 12$0.51$0.4950%1.04$712.49$749.51
712/713750/751Nov 12$0.49$0.5152%0.96$712.51$750.49
717/718749/750Nov 11$0.51$0.4950%1.04$717.49$749.51
715/716750/751Nov 13$0.54$0.4647%1.17$715.46$750.54
721/722749/750Nov 11$0.54$0.4646%1.17$721.46$749.54
722/723749/750Nov 11$0.55$0.4546%1.22$722.45$749.55
720/721749/750Nov 11$0.53$0.4747%1.13$720.47$749.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 413 found (best R:R 75.92, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$680.00$690.00$700.00Nov 18$0.13$9.875%75.92
$720.00$725.00$730.00Dec 11$0.08$4.927%61.50
$710.00$716.00$722.00Nov 16$0.17$5.839%34.29
$730.00$735.00$740.00Nov 19$0.24$4.7613%19.83
$720.00$725.00$730.00Nov 19$0.16$4.8410%30.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$745.00$750.00$755.00Nov 19$0.28$4.7215%16.86
$715.00$720.00$725.00Dec 4$0.10$4.907%49.00
$735.00$740.00$745.00Nov 19$0.29$4.7114%16.24
$720.00$725.00$730.00Nov 19$0.18$4.8210%26.78
$715.00$720.00$725.00Nov 27$0.12$4.887%40.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 940 found (best net $-17.03, 940 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$765.00$770.001:2Nov 19-$0.23$4.77
$770.00$775.001:2Nov 19-$0.08$4.92
$760.00$765.001:2Nov 19-$0.59$4.41
$775.00$780.001:2Nov 19-$0.05$4.95
$780.00$785.001:2Nov 19-$0.06$4.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$835.00$796.001:2Dec 11-$17.03$21.97
$816.00$790.001:2Nov 6-$23.88$2.12
$705.00$700.001:2Nov 6-$0.01$4.99
$710.00$705.001:2Nov 6-$0.03$4.97
$715.00$710.001:2Nov 6-$0.05$4.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 541 found (best yield 2.66%, avg 0.64%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$741.00Dec 18$19.740.500.0%2.66%2.67%85529
$742.00Dec 18$19.140.490.1%2.58%2.72%23268
$743.00Dec 18$18.480.480.3%2.49%2.77%771.6K
$744.00Dec 18$17.840.480.4%2.41%2.82%352.1K
$745.00Dec 18$17.240.470.5%2.33%2.87%20812.8K
$746.00Dec 18$16.620.470.7%2.24%2.92%24269
$747.00Dec 18$16.020.460.8%2.16%2.97%13785
$748.00Dec 18$15.420.450.9%2.08%3.03%168704
$741.00Dec 11$18.460.510.0%2.49%2.49%16149
$749.00Dec 18$14.850.441.1%2.00%3.09%151.5K

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 1,465,075
Total Puts 974,391
Put/Call Ratio 0.67
Net Difference 490,684

Prior's Put/Call Breakdown

Total Calls 1,259,704
Total Puts 2,298,358
Put/Call Ratio 1.82
Net Difference -1,038,654

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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