Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$740.70 +1.05%
◀ 11/6 10:20 ▶

Option Volume

Detail
ℹ
Current (11/06 10:20am) 2,618,756
Calls: 1,574,688 (60%)
Puts: 1,044,068 (40%)
Prior (11/05) 3,948,400
Calls: 1,422,185 (36%)
Puts: 2,526,215 (64%)
Current vs Prior -33.68%
Calls: +10.72% (Calls)
Puts: -58.67% (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 -78.63%
Calls: -70.68%
Puts: -84.83%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 10:20am) $740.52M
Calls: $447.95M (60%)
Puts: $292.57M (40%)
Prior (11/05) $1.77B
Calls: $179.96M (10%)
Puts: $1.59B (90%)
Current vs Prior -58.11%
Calls: +148.92%
Puts: -81.58%
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 -74.66%
Calls: -26.05%
Puts: -87.37%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06 10:20am) 0.66
Prior (11/05) 1.78
Current vs Prior -62.67%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -47.13%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/06 10:20am) 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 0.90% | 1.57%0.90% | 1.57%0.90% | 2.58%2.75% | 5.11%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -40.75% | -26.60%-40.75% | -26.60%-40.75% | -20.13%-19.60% | -12.65%
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 -8.80% | +18.24%+37.65% | +18.67%-23.48% | +14.52%-3.84% | +8.33%
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 -40.75% | -26.60%-40.75% | -26.60%-40.75% | -20.13%-19.60% | -12.65%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.45% | 0.26%
Calls: 0.29% | 0.34%
Puts: 0.62% | 0.18%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -70.59% | -67.90%
Prior 7-Day Avg 1.12% | 1.49%
Calls: 1.13% | 1.34%
Puts: 1.10% | 1.64%
Current vs 7-Day Avg -59.82% | -82.55%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bullish flow with 60% call dollar volume ($447.95M). Light premium activity with dollar volume down 58% vs prior. Bullish P/C ratio of 0.66. P/C ratio dropping 63% - 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
10:20BULLISHBULLISHBULLISH
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 2,740 of results (avg 2.2%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$723.00Nov 919.0119.03$19.020.1%340.8616
$734.00Nov 67.697.70$7.700.1%6.9K0.792.5K
$728.00Nov 914.6414.66$14.650.1%1250.7914
$738.00Nov 97.177.18$7.180.1%4.4K0.57906
$721.00Nov 920.8220.85$20.840.1%150.8861
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Nov 627.3227.35$27.340.1%2420.991.3K
$765.00Nov 624.3324.36$24.350.1%2930.991.1K
$764.00Nov 623.3323.36$23.350.1%5670.99641
$763.00Nov 622.3422.37$22.360.1%5160.992.5K
$767.00Nov 626.3226.36$26.340.2%1840.99615

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 530 found (avg $0.41, cheapest $0.12)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$756.00Nov 60.110.12$0.128.3%18.0K0.046.6K
$757.00Nov 60.090.10$0.1010.0%17.7K0.036.7K
$758.00Nov 60.080.09$0.0911.1%15.6K0.034.5K
$755.00Nov 60.140.15$0.156.7%34.3K0.0418.3K
$759.00Nov 60.060.07$0.0714.3%8.0K0.026.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$724.00Nov 60.200.21$0.214.8%9.2K0.054.1K
$727.00Nov 60.320.33$0.333.0%14.2K0.084.2K
$728.00Nov 60.370.38$0.382.6%13.8K0.095.1K
$725.00Nov 60.240.25$0.254.0%30.6K0.0620.1K
$726.00Nov 60.280.29$0.293.4%9.9K0.073.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,256 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Nov 6139.71141.16$140.441.0%--1.0011
$610.00Nov 6129.71131.18$130.451.1%--1.0012
$615.00Nov 6124.71126.30$125.511.3%--1.0012
$620.00Nov 6119.71121.27$120.491.3%--1.0012
$625.00Nov 6114.71116.21$115.461.3%--1.0039
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$790.00Nov 648.8550.68$49.773.7%41.006
$816.00Nov 673.9776.74$75.353.7%21.00--
$817.00Nov 674.9777.72$76.353.6%21.00--
$818.00Nov 675.9678.74$77.353.6%61.00--
$819.00Nov 676.9879.70$78.343.5%81.00--

Most actively traded options today. High liquidity = easy entry/exit. 2,886 active (total vol 2.6M, top 118.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 63.423.43$3.430.3%118.8K0.5310.5K
$750.00Nov 60.420.43$0.432.3%96.8K0.1123.0K
$745.00Nov 61.301.31$1.310.8%93.8K0.2813.4K
$741.00Nov 62.882.89$2.890.3%85.3K0.482.6K
$742.00Nov 62.402.41$2.410.4%79.9K0.433.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 61.201.21$1.210.8%51.9K0.2515.6K
$730.00Nov 60.520.53$0.531.9%49.9K0.1213.5K
$740.00Nov 62.742.76$2.750.7%45.5K0.4717.1K
$739.00Nov 62.342.35$2.340.4%41.8K0.423.2K
$738.00Nov 61.982.00$1.991.0%33.2K0.375.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 34 strikes (avg 128.8%, max 147.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$732.00Nov 6Dec 1845.1%18.2%147.5%3.5K1.7K
$733.00Nov 6Dec 1844.3%18.1%145.3%3.9K2.2K
$734.00Nov 6Dec 1843.8%17.9%144.8%7.0K2.7K
$735.00Nov 6Dec 1843.1%17.8%142.5%20.6K11.9K
$736.00Nov 6Dec 1842.4%17.6%141.1%29.7K5.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$732.00Nov 6Dec 1845.1%18.3%147.0%22.8K6.0K
$733.00Nov 6Dec 1844.3%18.1%144.8%22.9K7.7K
$734.00Nov 6Dec 1843.5%17.9%142.7%25.1K5.4K
$735.00Nov 6Dec 1842.8%17.8%140.3%52.5K88.4K
$743.00Nov 6Dec 1839.2%16.5%138.3%4.2K6.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,249 found (best R:R 2.42, avg 4.43)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$690.00$691.00Nov 30$0.37$0.63$0.3786%1.70$690.37
$695.00$696.00Nov 30$0.37$0.63$0.3784%1.70$695.37
$710.00$711.00Nov 30$0.32$0.68$0.3277%2.12$710.32
$700.00$701.00Nov 30$0.42$0.58$0.4282%1.38$700.42
$749.00$750.00Nov 6$0.11$0.89$0.1114%8.09$749.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$735.00$730.00Dec 11$1.46$3.54$1.4644%2.42$733.54
$764.00$763.00Nov 17$0.29$0.71$0.2986%2.45$763.71
$735.00$730.00Dec 4$1.43$3.57$1.4343%2.50$733.57
$730.00$725.00Dec 11$1.27$3.73$1.2739%2.94$728.73
$770.00$769.00Nov 9$0.46$0.54$0.4699%1.17$769.54

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 932 found (best R:R 1.07, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$745.00$750.00Nov 19$2.59$2.59$2.4156%1.07$747.59
$750.00$755.00Nov 19$2.15$2.15$2.8563%0.75$752.15
$755.00$760.00Nov 19$1.68$1.68$3.3271%0.51$756.68
$760.00$765.00Nov 19$1.20$1.20$3.8078%0.32$761.20
$765.00$770.00Nov 19$0.78$0.78$4.2285%0.18$765.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$733.00$732.00Nov 6$0.14$0.14$0.8681%0.16$732.86
$737.00$736.00Nov 6$0.27$0.27$0.7367%0.37$736.73
$732.00$731.00Nov 6$0.11$0.11$0.8984%0.12$731.89
$740.00$739.00Nov 6$0.41$0.41$0.5953%0.69$739.59
$735.00$734.00Nov 6$0.19$0.19$0.8175%0.23$734.81

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $2.42, cheapest $2.46)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$2.4641.7%20.3%
$738.00Nov 6Nov 9$2.5141.1%20.1%
$739.00Nov 6Nov 9$2.5440.6%19.8%
$740.00Nov 6Nov 9$2.5440.0%19.5%
$741.00Nov 6Nov 9$2.5139.8%20.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$2.3941.2%20.3%
$738.00Nov 6Nov 9$2.4440.6%20.1%
$740.00Nov 6Nov 9$2.4640.1%19.6%
$739.00Nov 6Nov 9$2.4640.1%19.8%
$741.00Nov 6Nov 9$2.4539.8%20.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,146 found (cheapest 0.82% of stock, avg 4.32%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$741.00Nov 6$2.89$3.21$6.10$734.90$747.100.82%
$740.00Nov 6$3.43$2.75$6.18$733.82$746.180.83%
$742.00Nov 6$2.41$3.74$6.15$735.85$748.150.83%
$743.00Nov 6$1.99$4.31$6.30$736.70$749.300.85%
$739.00Nov 6$4.02$2.34$6.36$732.64$745.360.86%
$744.00Nov 6$1.62$4.94$6.56$737.44$750.560.89%
$738.00Nov 6$4.67$1.99$6.66$731.34$744.660.90%
$745.00Nov 6$1.31$5.64$6.95$738.05$751.950.94%
$737.00Nov 6$5.36$1.69$7.05$729.95$744.050.95%
$746.00Nov 6$1.06$6.38$7.44$738.56$753.441.00%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.37% of stock, avg 2.56%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$745.00$736.00Nov 6$1.31$1.42$2.73$733.27$747.73
$744.00$736.00Nov 6$1.62$1.42$3.04$732.96$747.04
$745.00$737.00Nov 6$1.31$1.69$3.00$734.00$748.00
$744.00$737.00Nov 6$1.62$1.69$3.31$733.69$747.31
$745.00$738.00Nov 6$1.31$1.99$3.30$734.70$748.30
$743.00$736.00Nov 6$1.99$1.42$3.41$732.59$746.41
$744.00$738.00Nov 6$1.62$1.99$3.61$734.39$747.61
$743.00$737.00Nov 6$1.99$1.69$3.68$733.32$746.68
$743.00$738.00Nov 6$1.99$1.99$3.98$734.02$746.98
$745.00$739.00Nov 6$1.31$2.34$3.65$735.35$748.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 228 found (best R:R 1.17, avg credit $0.64)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
709/710750/751Nov 16$0.54$0.4649%1.17$709.46$750.54
708/709750/751Nov 16$0.53$0.4750%1.13$708.47$750.53
711/712749/750Nov 12$0.51$0.4951%1.04$711.49$749.51
716/717749/750Nov 12$0.54$0.4648%1.17$716.46$749.54
711/712750/751Nov 16$0.54$0.4648%1.17$711.46$750.54
712/713749/750Nov 12$0.51$0.4951%1.04$712.49$749.51
710/711750/751Nov 16$0.53$0.4748%1.13$710.47$750.53
711/712750/751Nov 12$0.48$0.5253%0.92$711.52$750.48
714/715749/750Nov 12$0.52$0.4849%1.08$714.48$749.52
716/717750/751Nov 12$0.51$0.4950%1.04$716.49$750.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 369 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
$715.00$720.00$725.00Nov 19$0.10$4.908%49.00
$725.00$730.00$735.00Dec 4$0.12$4.889%40.67
$710.00$715.00$720.00Dec 4$0.06$4.946%82.33
$720.00$725.00$730.00Nov 27$0.13$4.879%37.46
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$720.00$725.00$730.00Nov 19$0.17$4.8310%28.41
$710.00$715.00$720.00Nov 27$0.10$4.907%49.00
$730.00$735.00$740.00Nov 19$0.27$4.7313%17.52
$725.00$730.00$735.00Nov 27$0.20$4.8010%24.00
$725.00$730.00$735.00Dec 4$0.18$4.829%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. 932 found (best net $-16.50, 932 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$765.00$770.001:2Nov 19-$0.20$4.80
$760.00$765.001:2Nov 19-$0.56$4.44
$770.00$775.001:2Nov 19-$0.08$4.92
$775.00$780.001:2Nov 19-$0.07$4.93
$780.00$785.001:2Nov 19-$0.04$4.96
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$835.00$796.001:2Dec 11-$16.50$22.50
$816.00$790.001:2Nov 6-$24.19$1.81
$715.00$710.001:2Nov 6-$0.04$4.96
$710.00$705.001:2Nov 6-$0.02$4.98
$675.00$670.001:2Nov 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. 537 found (best yield 2.64%, avg 0.63%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$741.00Dec 18$19.590.500.0%2.64%2.69%108529
$742.00Dec 18$18.920.490.2%2.55%2.73%23268
$743.00Dec 18$18.280.480.3%2.47%2.78%771.6K
$744.00Dec 18$17.650.480.5%2.38%2.83%352.1K
$745.00Dec 18$17.040.470.6%2.30%2.88%24112.8K
$746.00Dec 18$16.420.460.7%2.22%2.93%26269
$747.00Dec 18$15.820.450.8%2.14%2.99%14785
$741.00Dec 11$18.270.510.0%2.47%2.51%16149
$748.00Dec 18$15.230.441.0%2.06%3.04%172704
$742.00Dec 11$17.620.490.2%2.38%2.55%48175

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 1,574,688
Total Puts 1,044,068
Put/Call Ratio 0.66
Net Difference 530,620

Prior's Put/Call Breakdown

Total Calls 1,422,185
Total Puts 2,526,215
Put/Call Ratio 1.78
Net Difference -1,104,030

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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