Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$739.59 +0.90%
◀ 11/6 12:30 ▶

Option Volume

Detail
ℹ
Current (11/06 12:30pm) 6,268,526
Calls: 3,305,146 (53%)
Puts: 2,963,380 (47%)
Prior (11/05) 10,972,006
Calls: 4,303,641 (39%)
Puts: 6,668,365 (61%)
Current vs Prior -42.87%
Calls: -23.20% (Calls)
Puts: -55.56% (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 -48.84%
Calls: -38.46%
Puts: -56.94%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 12:30pm) $1.24B
Calls: $574.12M (46%)
Puts: $667.10M (54%)
Prior (11/05) $5.80B
Calls: $587.02M (10%)
Puts: $5.21B (90%)
Current vs Prior -78.58%
Calls: -2.20%
Puts: -87.19%
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 -57.52%
Calls: -5.23%
Puts: -71.20%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 12:30pm) 0.90
Prior (11/05) 1.55
Current vs Prior -42.14%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -28.50%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06 12:30pm) 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 0.57% | 1.39%0.57% | 1.39%0.57% | 2.49%2.69% | 5.17%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -62.29% | -34.96%-62.29% | -34.96%-62.29% | -23.02%-21.57% | -11.61%
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 -41.95% | +4.78%-12.38% | +5.16%-51.29% | +10.38%-6.20% | +9.62%
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 -62.29% | -34.96%-62.29% | -34.96%-62.29% | -23.02%-21.57% | -11.61%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.47% | 0.20%
Calls: 0.47% | 0.19%
Puts: 0.48% | 0.20%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -69.28% | -75.31%
Prior 7-Day Avg 1.12% | 1.49%
Calls: 1.13% | 1.34%
Puts: 1.10% | 1.64%
Current vs 7-Day Avg -58.04% | -86.58%
Liquidity Excellent
+
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🤖 AI Insights

Light premium activity with dollar volume down 79% vs prior. Below-average activity with volume down 43% vs prior. P/C ratio dropping 42% - 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
12:30BEARISHBULLISHBULLISH
12:25BEARISHBULLISHBULLISH
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 2,771 of results (avg 2.0%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$727.00Nov 2021.1821.19$21.190.0%330.66269
$719.00Nov 620.5120.52$20.520.0%7911.0063
$723.00Nov 1220.2820.29$20.290.0%440.7630
$725.00Nov 1218.6518.66$18.660.1%450.73452
$721.00Nov 618.5118.52$18.520.1%1.6K1.0071
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$742.00Nov 1610.4210.43$10.430.1%3160.541.2K
$711.00Dec 1810.2210.23$10.230.1%840.29973
$741.00Nov 169.969.97$9.970.1%660.52321
$740.00Nov 169.559.56$9.560.1%5560.513.4K
$735.00Nov 199.309.31$9.310.1%5240.43424

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 525 found (avg $0.38, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$748.00Nov 60.070.08$0.0812.5%87.9K0.043.8K
$749.00Nov 60.050.06$0.0616.7%83.4K0.035.7K
$747.00Nov 60.110.12$0.128.3%107.6K0.063.8K
$746.00Nov 60.160.17$0.175.9%97.3K0.083.4K
$745.00Nov 60.240.25$0.254.0%218.3K0.1113.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$732.00Nov 60.280.29$0.293.4%56.6K0.104.9K
$733.00Nov 60.360.37$0.372.7%72.2K0.134.5K
$730.00Nov 60.180.19$0.195.3%121.8K0.0713.5K
$734.00Nov 60.460.47$0.472.1%99.4K0.174.3K
$731.00Nov 60.230.24$0.244.2%64.0K0.084.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,308 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Nov 6143.48144.94$144.211.0%41.00--
$600.00Nov 6138.48139.93$139.201.0%41.0011
$605.00Nov 6133.47134.93$134.201.1%41.009
$610.00Nov 6128.48129.94$129.211.1%41.0012
$615.00Nov 6123.45124.93$124.191.2%11.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$773.00Nov 1332.9934.61$33.804.8%171.00252
$774.00Nov 1334.0035.65$34.834.7%21.004
$775.00Nov 1334.9835.81$35.392.3%201.0051
$776.00Nov 1335.9837.70$36.844.7%21.002
$777.00Nov 1337.0038.73$37.864.6%801.0018

Most actively traded options today. High liquidity = easy entry/exit. 3,101 active (total vol 6.2M, top 274.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 61.591.60$1.600.6%274.2K0.4510.5K
$745.00Nov 60.240.25$0.254.0%218.3K0.1113.4K
$741.00Nov 61.161.17$1.170.9%205.6K0.362.6K
$750.00Nov 60.040.05$0.0520.0%194.0K0.0223.0K
$742.00Nov 60.810.82$0.821.2%181.4K0.283.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$738.00Nov 61.271.28$1.270.8%179.9K0.395.6K
$739.00Nov 61.651.66$1.650.6%172.4K0.473.2K
$735.00Nov 60.580.59$0.591.7%167.6K0.2115.6K
$740.00Nov 62.092.10$2.090.5%165.2K0.5517.1K
$737.00Nov 60.980.99$0.991.0%130.8K0.324.2K

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 77.4%, max 101.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$734.00Nov 6Dec 1836.4%18.0%101.5%11.4K2.7K
$735.00Nov 6Dec 1835.2%17.9%96.7%31.0K11.9K
$736.00Nov 6Dec 1834.1%17.7%92.1%39.2K5.0K
$737.00Nov 6Dec 1832.9%17.5%87.7%46.2K5.3K
$738.00Nov 6Dec 1832.0%17.4%83.9%86.9K4.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$734.00Nov 6Dec 1836.4%18.0%101.5%99.5K5.4K
$735.00Nov 6Dec 1835.2%17.9%96.7%169.2K88.4K
$736.00Nov 6Dec 1834.1%17.7%92.1%92.5K5.6K
$737.00Nov 6Dec 1832.9%17.5%87.7%130.9K7.0K
$738.00Nov 6Dec 1832.0%17.4%83.9%181.1K7.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,226 found (best R:R 5.25, avg 4.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$700.00$701.00Dec 18$0.16$0.84$0.1676%5.25$700.16
$683.00$684.00Nov 30$0.30$0.70$0.3087%2.33$683.30
$701.00$702.00Nov 20$0.28$0.72$0.2884%2.57$701.28
$685.00$686.00Nov 30$0.33$0.67$0.3387%2.03$685.33
$678.00$679.00Nov 30$0.35$0.65$0.3588%1.86$678.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$735.00$730.00Dec 11$1.49$3.51$1.4945%2.36$733.51
$745.00$740.00Nov 19$2.08$2.92$2.0857%1.40$742.92
$735.00$730.00Dec 4$1.48$3.52$1.4844%2.38$733.52
$730.00$725.00Dec 11$1.31$3.69$1.3140%2.82$728.69
$778.00$777.00Dec 11$0.31$0.69$0.3186%2.23$777.69

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 900 found (best R:R 1.36, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$740.00$745.00Nov 19$2.88$2.88$2.1250%1.36$742.88
$745.00$750.00Nov 19$2.48$2.48$2.5257%0.98$747.48
$750.00$755.00Nov 19$2.02$2.02$2.9865%0.68$752.02
$755.00$760.00Nov 19$1.55$1.55$3.4573%0.45$756.55
$760.00$765.00Nov 19$1.09$1.09$3.9180%0.28$761.09
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$736.00$735.00Nov 6$0.18$0.18$0.8274%0.22$735.82
$725.00$724.00Nov 9$0.12$0.12$0.8883%0.14$724.88
$739.00$738.00Nov 6$0.38$0.38$0.6253%0.61$738.62
$732.00$731.00Nov 10$0.28$0.28$0.7267%0.39$731.72
$720.00$719.00Nov 13$0.18$0.18$0.8277%0.22$719.82

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $2.99, cheapest $2.87)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$2.9932.9%18.2%
$738.00Nov 6Nov 9$3.0632.0%17.9%
$739.00Nov 6Nov 9$3.1031.3%17.6%
$740.00Nov 6Nov 9$3.0430.9%18.2%
$741.00Nov 6Nov 9$2.9630.3%18.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$2.8732.9%18.2%
$738.00Nov 6Nov 9$2.9732.0%17.9%
$739.00Nov 6Nov 9$2.9931.1%17.6%
$740.00Nov 6Nov 9$2.9730.9%18.2%
$741.00Nov 6Nov 9$2.9130.3%18.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,179 found (cheapest 0.50% of stock, avg 4.32%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$740.00Nov 6$1.60$2.09$3.69$736.31$743.690.50%
$739.00Nov 6$2.13$1.65$3.78$735.22$742.780.51%
$741.00Nov 6$1.17$2.64$3.81$737.19$744.810.52%
$738.00Nov 6$2.76$1.27$4.03$733.97$742.030.54%
$742.00Nov 6$0.82$3.29$4.11$737.89$746.110.56%
$737.00Nov 6$3.46$0.99$4.45$732.55$741.450.60%
$743.00Nov 6$0.56$4.02$4.58$738.42$747.580.62%
$736.00Nov 6$4.24$0.77$5.01$730.99$741.010.68%
$744.00Nov 6$0.38$4.82$5.20$738.80$749.200.70%
$735.00Nov 6$5.11$0.59$5.70$729.30$740.700.77%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.13% of stock, avg 2.51%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$744.00$735.00Nov 6$0.38$0.59$0.97$734.03$744.97
$743.00$735.00Nov 6$0.56$0.59$1.15$733.85$744.15
$744.00$736.00Nov 6$0.38$0.77$1.15$734.85$745.15
$743.00$736.00Nov 6$0.56$0.77$1.33$734.67$744.33
$742.00$735.00Nov 6$0.82$0.59$1.41$733.59$743.41
$742.00$736.00Nov 6$0.82$0.77$1.59$734.41$743.59
$744.00$737.00Nov 6$0.38$0.99$1.37$735.63$745.37
$743.00$737.00Nov 6$0.56$0.99$1.55$735.45$744.55
$742.00$737.00Nov 6$0.82$0.99$1.81$735.19$743.81
$741.00$735.00Nov 6$1.17$0.59$1.76$733.24$742.76

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 231 found (best R:R 0.96, avg credit $0.69)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
712/713748/749Nov 12$0.49$0.5151%0.96$712.51$748.49
716/717748/749Nov 13$0.55$0.4545%1.22$716.45$748.55
712/713749/750Nov 16$0.53$0.4747%1.13$712.47$749.53
715/716749/750Nov 11$0.45$0.5555%0.82$715.55$749.45
715/716748/749Nov 12$0.51$0.4949%1.04$715.49$748.51
716/717749/750Nov 13$0.53$0.4747%1.13$716.47$749.53
709/710749/750Nov 16$0.51$0.4949%1.04$709.49$749.51
715/716748/749Nov 13$0.54$0.4646%1.17$715.46$748.54
715/716749/750Nov 13$0.52$0.4848%1.08$715.48$749.52
711/712749/750Nov 16$0.52$0.4848%1.08$711.48$749.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 444 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$715.00$720.00$725.00Dec 11$0.08$4.927%61.50
$725.00$730.00$735.00Nov 19$0.22$4.7812%21.73
$680.00$690.00$700.00Nov 18$0.20$9.806%49.00
$725.00$730.00$735.00Dec 4$0.16$4.849%30.25
$725.00$730.00$735.00Dec 11$0.14$4.868%34.71
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$735.00$740.00$745.00Nov 19$0.30$4.7014%15.67
$730.00$735.00$740.00Nov 19$0.29$4.7113%16.24
$725.00$730.00$735.00Nov 27$0.21$4.7910%22.81
$700.00$705.00$710.00Dec 11$0.07$4.935%70.43
$705.00$710.00$715.00Nov 27$0.10$4.906%49.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 900 found (best net $-18.77, 899 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-$0.01$4.99
$775.00$780.001:2Nov 19-$0.02$4.98
$780.00$785.001:2Nov 19-$0.03$4.97
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$835.00$796.001:2Dec 11-$18.77$20.23
$816.00$790.001:2Nov 6-$24.55$1.45
$710.00$705.001:2Nov 6-$0.01$4.99
$695.00$690.001:2Nov 6$0.00$5.00
$715.00$710.001:2Nov 6-$0.03$4.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 512 found (best yield 2.66%, avg 0.64%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$740.00Dec 18$19.690.500.1%2.66%2.72%1.2K8.3K
$741.00Dec 18$19.050.490.2%2.58%2.77%120529
$742.00Dec 18$18.410.480.3%2.49%2.82%29268
$743.00Dec 18$17.790.480.5%2.41%2.87%1301.6K
$744.00Dec 18$17.170.470.6%2.32%2.92%2362.1K
$745.00Dec 18$16.540.460.7%2.24%2.97%39012.8K
$746.00Dec 18$15.950.450.9%2.16%3.02%311269
$747.00Dec 18$15.370.441.0%2.08%3.08%46785
$740.00Dec 11$18.350.500.1%2.48%2.54%84506
$741.00Dec 11$17.710.490.2%2.39%2.59%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 3,305,146
Total Puts 2,963,380
Put/Call Ratio 0.90
Net Difference 341,766

Prior's Put/Call Breakdown

Total Calls 4,303,641
Total Puts 6,668,365
Put/Call Ratio 1.55
Net Difference -2,364,724

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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