Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$739.32 +0.86%
◀ 11/6 12:20 ▶

Option Volume

Detail
ℹ
Current (11/06 12:20pm) 6,061,103
Calls: 3,208,115 (53%)
Puts: 2,852,988 (47%)
Prior (11/05) 10,684,020
Calls: 4,173,724 (39%)
Puts: 6,510,296 (61%)
Current vs Prior -43.27%
Calls: -23.14% (Calls)
Puts: -56.18% (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 -50.53%
Calls: -40.27%
Puts: -58.54%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 12:20pm) $1.23B
Calls: $561.06M (46%)
Puts: $670.06M (54%)
Prior (11/05) $5.05B
Calls: $643.49M (13%)
Puts: $4.41B (87%)
Current vs Prior -75.62%
Calls: -12.81%
Puts: -84.79%
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 -57.87%
Calls: -7.38%
Puts: -71.07%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 12:20pm) 0.89
Prior (11/05) 1.56
Current vs Prior -42.99%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -29.09%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06 12:20pm) 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 0.60% | 1.42%0.60% | 1.42%0.60% | 2.51%2.69% | 5.17%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -60.40% | -33.73%-60.40% | -33.74%-60.40% | -22.41%-21.39% | -11.63%
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 -39.04% | +6.74%-7.99% | +7.13%-48.85% | +11.25%-5.98% | +9.60%
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 -60.40% | -33.73%-60.40% | -33.74%-60.40% | -22.41%-21.39% | -11.63%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.45% | 0.19%
Calls: 0.47% | 0.19%
Puts: 0.43% | 0.19%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -70.59% | -76.54%
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% | -87.25%
Liquidity Excellent
+
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🤖 AI Insights

Light premium activity with dollar volume down 76% vs prior. Below-average activity with volume down 43% vs prior. P/C ratio dropping 43% - sentiment shifting bullish. Put-heavy open interest (7,304,731 puts vs 3,317,869 calls) suggests hedging or bearish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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
12:20BEARISHBULLISHBULLISH
12:15BEARISHBULLISHBULLISH
12:10BEARISHBULLISHBULLISH
12:05BEARISHBULLISHBULLISH
12:00BULLISHBULLISHBULLISH
11:55BULLISHBULLISHBULLISH
11:50BEARISHBULLISHBULLISH
11:45BEARISHBULLISHBULLISH
11:40BULLISHBULLISHBULLISH
11:35BULLISHBULLISHBULLISH
11:30BULLISHBULLISHBULLISH
11:25BULLISHBULLISHBULLISH
11:20BEARISHBULLISHBULLISH
11:15BEARISHBULLISHBULLISH
10:45BEARISHBULLISHBULLISH
10:40BEARISHBULLISHBULLISH
10:35BEARISHBULLISHBULLISH
10:30BEARISHBULLISHBULLISH
10:25BULLISHBULLISHBULLISH
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 2,773 of results (avg 2.0%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$737.00Nov 119.019.02$9.020.1%5280.55229
$740.00Nov 138.908.91$8.910.1%5.5K0.502.3K
$739.00Nov 117.807.81$7.810.1%7290.51447
$735.00Nov 97.767.77$7.770.1%5.9K0.631.2K
$740.00Nov 117.237.24$7.240.1%2.4K0.49894
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$730.00Nov 208.288.29$8.290.1%2.9K0.3758.3K
$740.00Nov 117.627.63$7.630.1%9990.513.1K
$736.00Nov 126.826.83$6.830.1%4620.43664
$723.00Nov 206.606.61$6.610.2%2690.306.1K
$722.00Nov 206.396.40$6.400.2%1960.2935.9K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 528 found (avg $0.39, cheapest $0.10)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$748.00Nov 60.090.10$0.1010.0%81.2K0.053.8K
$747.00Nov 60.130.14$0.147.1%102.5K0.063.8K
$746.00Nov 60.190.20$0.205.0%93.3K0.093.4K
$749.00Nov 60.070.08$0.0812.5%73.2K0.045.7K
$750.00Nov 60.050.06$0.0616.7%192.5K0.0323.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$726.00Nov 60.090.10$0.1010.0%29.1K0.043.3K
$730.00Nov 60.200.21$0.214.8%117.4K0.0713.5K
$731.00Nov 60.250.26$0.263.8%60.0K0.094.8K
$732.00Nov 60.310.32$0.323.1%53.9K0.114.9K
$728.00Nov 60.130.14$0.147.1%40.6K0.055.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,306 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Nov 6143.46144.88$144.171.0%41.00--
$600.00Nov 6138.46139.88$139.171.0%41.0011
$605.00Nov 6133.46134.90$134.181.1%41.009
$610.00Nov 6128.46129.89$129.181.1%41.0012
$615.00Nov 6123.46124.88$124.171.1%11.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$777.00Nov 637.1138.55$37.833.8%61.0021
$778.00Nov 638.1139.55$38.833.7%301.002
$779.00Nov 639.1040.55$39.833.6%211.002
$780.00Nov 640.1041.55$40.833.6%131.0015
$782.00Nov 642.1143.55$42.833.4%21.00--

Most actively traded options today. High liquidity = easy entry/exit. 3,097 active (total vol 6.0M, top 262.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 61.611.62$1.620.6%262.6K0.4610.5K
$745.00Nov 60.280.29$0.293.4%213.3K0.1213.4K
$741.00Nov 61.181.20$1.191.7%201.0K0.382.6K
$750.00Nov 60.050.06$0.0616.7%192.5K0.0323.0K
$742.00Nov 60.850.86$0.861.2%173.4K0.303.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$738.00Nov 61.411.43$1.421.4%167.8K0.395.6K
$735.00Nov 60.660.67$0.671.5%163.1K0.2115.6K
$739.00Nov 61.811.82$1.820.5%162.7K0.463.2K
$740.00Nov 62.292.30$2.300.4%158.4K0.5417.1K
$737.00Nov 61.101.11$1.110.9%124.8K0.324.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 22 strikes (avg 79.4%, max 101.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$734.00Nov 6Dec 1836.3%18.0%101.3%11.0K2.7K
$735.00Nov 6Dec 1835.1%17.9%96.6%30.6K11.9K
$736.00Nov 6Dec 1834.0%17.7%92.0%38.7K5.0K
$737.00Nov 6Dec 1833.1%17.6%88.5%45.6K5.3K
$738.00Nov 6Dec 1832.3%17.4%85.9%84.8K4.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$734.00Nov 6Dec 1836.3%18.0%101.3%95.8K5.4K
$735.00Nov 6Dec 1835.1%17.9%96.6%164.7K88.4K
$736.00Nov 6Dec 1834.0%17.7%92.0%86.9K5.6K
$737.00Nov 6Dec 1833.1%17.6%88.5%124.9K7.0K
$738.00Nov 6Dec 1832.3%17.4%85.9%169.1K7.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,205 found (best R:R 2.57, avg 4.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$686.00$687.00Nov 30$0.28$0.72$0.2887%2.57$686.28
$679.00$680.00Nov 30$0.31$0.69$0.3188%2.23$679.31
$743.00$744.00Nov 6$0.18$0.82$0.1823%4.56$743.18
$744.00$745.00Nov 6$0.13$0.87$0.1317%6.69$744.13
$741.00$742.00Nov 6$0.33$0.67$0.3338%2.03$741.33
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$735.00$730.00Dec 11$1.50$3.50$1.5045%2.33$733.50
$780.00$779.00Dec 18$0.29$0.71$0.2986%2.45$779.71
$730.00$725.00Dec 4$1.27$3.73$1.2739%2.94$728.73
$735.00$730.00Dec 4$1.51$3.49$1.5144%2.31$733.49
$750.00$745.00Nov 19$2.53$2.47$2.5365%0.98$747.47

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 902 found (best R:R 1.35, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$740.00$745.00Nov 19$2.87$2.87$2.1350%1.35$742.87
$745.00$750.00Nov 19$2.46$2.46$2.5457%0.97$747.46
$750.00$755.00Nov 19$2.01$2.01$2.9965%0.67$752.01
$755.00$760.00Nov 19$1.53$1.53$3.4773%0.44$756.53
$760.00$765.00Nov 19$1.07$1.07$3.9380%0.27$761.07
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$739.00$738.00Nov 6$0.40$0.40$0.6054%0.67$738.60
$737.00$736.00Nov 6$0.25$0.25$0.7568%0.33$736.75
$735.00$734.00Nov 6$0.15$0.15$0.8579%0.18$734.85
$736.00$735.00Nov 6$0.19$0.19$0.8174%0.23$735.81
$734.00$733.00Nov 6$0.11$0.11$0.8983%0.12$733.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $2.99, cheapest $2.92)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.0033.1%18.4%
$738.00Nov 6Nov 9$3.0732.3%18.1%
$739.00Nov 6Nov 9$3.0931.7%17.8%
$740.00Nov 6Nov 9$3.0431.3%18.4%
$741.00Nov 6Nov 9$2.9530.8%18.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$2.9233.1%18.4%
$738.00Nov 6Nov 9$2.9832.3%18.1%
$739.00Nov 6Nov 9$2.9931.6%17.8%
$740.00Nov 6Nov 9$2.9631.3%18.4%
$741.00Nov 6Nov 9$2.8730.8%18.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,178 found (cheapest 0.53% of stock, avg 4.33%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$739.00Nov 6$2.13$1.82$3.95$735.05$742.950.53%
$740.00Nov 6$1.62$2.30$3.92$736.08$743.920.53%
$741.00Nov 6$1.19$2.87$4.06$736.94$745.060.55%
$738.00Nov 6$2.74$1.42$4.16$733.84$742.160.56%
$742.00Nov 6$0.86$3.54$4.40$737.60$746.400.60%
$737.00Nov 6$3.43$1.11$4.54$732.46$741.540.61%
$743.00Nov 6$0.60$4.28$4.88$738.12$747.880.66%
$736.00Nov 6$4.17$0.86$5.03$730.97$741.030.68%
$744.00Nov 6$0.42$5.10$5.52$738.48$749.520.75%
$735.00Nov 6$4.98$0.67$5.65$729.35$740.650.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.15% of stock, avg 2.51%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$744.00$735.00Nov 6$0.42$0.67$1.09$733.91$745.09
$743.00$735.00Nov 6$0.60$0.67$1.27$733.73$744.27
$744.00$736.00Nov 6$0.42$0.86$1.28$734.72$745.28
$743.00$736.00Nov 6$0.60$0.86$1.46$734.54$744.46
$742.00$735.00Nov 6$0.86$0.67$1.53$733.47$743.53
$742.00$736.00Nov 6$0.86$0.86$1.72$734.28$743.72
$744.00$737.00Nov 6$0.42$1.11$1.53$735.47$745.53
$743.00$737.00Nov 6$0.60$1.11$1.71$735.29$744.71
$742.00$737.00Nov 6$0.86$1.11$1.97$735.03$743.97
$741.00$735.00Nov 6$1.19$0.67$1.86$733.14$742.86

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 217 found (best R:R 1.13, avg credit $0.64)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
707/708749/750Nov 16$0.53$0.4750%1.13$707.47$749.53
711/712749/750Nov 16$0.54$0.4648%1.17$711.46$749.54
713/714749/750Nov 12$0.49$0.5153%0.96$713.51$749.49
712/713749/750Nov 16$0.54$0.4647%1.17$712.46$749.54
715/716749/750Nov 12$0.50$0.5051%1.00$715.50$749.50
709/710749/750Nov 16$0.52$0.4849%1.08$709.48$749.52
715/716748/749Nov 13$0.55$0.4546%1.22$715.45$748.55
719/720749/750Nov 12$0.53$0.4748%1.13$719.47$749.53
710/711749/750Nov 16$0.52$0.4849%1.08$710.48$749.52
719/720748/749Nov 10$0.46$0.5455%0.85$719.54$748.46

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 367 found (best R:R 141.86, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$680.00$690.00$700.00Nov 18$0.07$9.936%141.86
$720.00$725.00$730.00Dec 11$0.10$4.908%49.00
$720.00$725.00$730.00Nov 19$0.18$4.8210%26.78
$725.00$730.00$735.00Dec 4$0.16$4.849%30.25
$665.00$670.00$675.00Nov 11$0.06$4.945%82.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$725.00$730.00$735.00Dec 11$0.15$4.858%32.33
$710.00$715.00$720.00Dec 11$0.09$4.916%54.56
$720.00$725.00$730.00Dec 4$0.15$4.858%32.33
$725.00$730.00$735.00Nov 19$0.25$4.7512%19.00
$700.00$705.00$710.00Dec 11$0.07$4.935%70.43

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 905 found (best net $-16.53, 904 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$765.00$770.001:2Nov 19-$0.10$4.90
$760.00$765.001:2Nov 19-$0.39$4.61
$770.00$775.001:2Nov 19$0.00$5.00
$775.00$780.001:2Nov 19-$0.01$4.99
$755.00$760.001:2Nov 19-$1.00$4.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$835.00$796.001:2Dec 11-$16.53$22.47
$816.00$790.001:2Nov 6-$24.86$1.14
$710.00$705.001:2Nov 6-$0.01$4.99
$715.00$710.001:2Nov 6-$0.02$4.98
$695.00$690.001:2Nov 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. 511 found (best yield 2.65%, avg 0.64%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$740.00Dec 18$19.610.500.1%2.65%2.74%1.2K8.3K
$741.00Dec 18$18.970.490.2%2.57%2.79%120529
$742.00Dec 18$18.320.490.4%2.48%2.84%29268
$743.00Dec 18$17.700.480.5%2.39%2.89%1301.6K
$744.00Dec 18$17.090.470.6%2.31%2.94%2362.1K
$745.00Dec 18$16.480.460.8%2.23%3.00%38812.8K
$746.00Dec 18$15.880.450.9%2.15%3.05%311269
$747.00Dec 18$15.290.441.0%2.07%3.11%46785
$740.00Dec 11$18.250.510.1%2.47%2.56%82506
$741.00Dec 11$17.580.490.2%2.38%2.61%50149

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 3,208,115
Total Puts 2,852,988
Put/Call Ratio 0.89
Net Difference 355,127

Prior's Put/Call Breakdown

Total Calls 4,173,724
Total Puts 6,510,296
Put/Call Ratio 1.56
Net Difference -2,336,572

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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