Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$739.07 +0.83%
◀ 11/6 12:35 ▶

Option Volume

Detail
ℹ
Current (11/06 12:35pm) 6,402,947
Calls: 3,360,175 (52%)
Puts: 3,042,772 (48%)
Prior (11/05) 11,126,544
Calls: 4,368,890 (39%)
Puts: 6,757,654 (61%)
Current vs Prior -42.45%
Calls: -23.09% (Calls)
Puts: -54.97% (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 -47.74%
Calls: -37.44%
Puts: -55.78%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 12:35pm) $1.27B
Calls: $552.18M (44%)
Puts: $716.97M (56%)
Prior (11/05) $5.67B
Calls: $602.51M (11%)
Puts: $5.07B (89%)
Current vs Prior -77.61%
Calls: -8.35%
Puts: -85.85%
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 -56.57%
Calls: -8.85%
Puts: -69.05%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 12:35pm) 0.91
Prior (11/05) 1.55
Current vs Prior -41.46%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -27.79%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06 12:35pm) 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 0.58% | 1.40%0.58% | 1.40%0.58% | 2.51%2.70% | 5.19%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -61.37% | -34.41%-61.37% | -34.41%-61.37% | -22.46%-21.24% | -11.30%
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 -40.54% | +5.66%-10.24% | +6.05%-50.11% | +11.17%-5.81% | +10.01%
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 -61.37% | -34.41%-61.37% | -34.41%-61.37% | -22.46%-21.24% | -11.30%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.47% | 0.30%
Calls: 0.52% | 0.40%
Puts: 0.42% | 0.19%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -69.28% | -62.96%
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% | -79.87%
Liquidity Excellent
+
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🤖 AI Insights

Light premium activity with dollar volume down 78% vs prior. Below-average activity with volume down 42% vs prior. P/C ratio dropping 41% - 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 NEUTRAL
Overall MIXED
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
12:35BEARISHNEUTRALMIXED
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 2,761 of results (avg 2.1%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$739.00Nov 117.617.62$7.620.1%8360.50447
$665.00Dec 1881.3981.51$81.450.1%490.871.0K
$731.00Nov 2017.9617.99$17.980.2%1740.61347
$742.00Nov 115.975.98$5.980.2%8100.44387
$739.00Nov 1811.4111.43$11.420.2%5120.51166
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$719.00Dec 1812.0812.10$12.090.2%2050.34813
$741.00Nov 95.815.82$5.820.2%5.7K0.57819
$715.00Dec 1811.2111.23$11.220.2%8910.3210.7K
$740.00Nov 95.335.34$5.340.2%15.5K0.535.7K
$730.00Dec 1814.9014.93$14.920.2%3.7K0.4236.0K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 510 found (avg $0.38, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$748.00Nov 60.050.06$0.0616.7%90.1K0.033.8K
$747.00Nov 60.080.09$0.0911.1%109.9K0.043.8K
$746.00Nov 60.120.13$0.137.7%98.9K0.063.4K
$745.00Nov 60.190.20$0.205.0%221.3K0.0913.4K
$744.00Nov 60.300.31$0.313.2%118.2K0.134.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$729.00Nov 60.170.18$0.185.6%48.4K0.063.8K
$730.00Nov 60.210.22$0.224.5%123.5K0.0813.5K
$728.00Nov 60.140.15$0.156.7%46.3K0.055.1K
$731.00Nov 60.260.27$0.273.7%65.6K0.104.8K
$733.00Nov 60.410.42$0.422.4%74.0K0.154.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,307 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Nov 6142.70144.72$143.711.4%41.00--
$600.00Nov 6138.29139.73$139.011.0%41.0011
$605.00Nov 6132.69134.73$133.711.5%41.009
$610.00Nov 6127.69129.73$128.711.6%41.0012
$615.00Nov 6122.69124.73$123.711.6%11.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$749.00Nov 69.9210.03$9.981.1%4.5K1.007.5K
$750.00Nov 610.9611.00$10.980.4%8.4K1.0026.3K
$751.00Nov 611.9112.03$11.971.0%2.3K1.003.8K
$752.00Nov 612.9013.02$12.960.9%1.5K1.001.8K
$753.00Nov 613.8914.02$13.960.9%1.3K1.001.7K

Most actively traded options today. High liquidity = easy entry/exit. 3,104 active (total vol 6.4M, top 281.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 61.431.44$1.440.7%281.6K0.4110.5K
$745.00Nov 60.190.20$0.205.0%221.3K0.0913.4K
$741.00Nov 61.021.03$1.021.0%208.7K0.332.6K
$750.00Nov 60.030.04$0.0425.0%196.1K0.0223.0K
$742.00Nov 60.700.71$0.711.4%185.2K0.263.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$738.00Nov 61.461.47$1.470.7%186.7K0.425.6K
$739.00Nov 61.861.87$1.870.5%179.2K0.503.2K
$735.00Nov 60.670.68$0.681.5%171.7K0.2315.6K
$740.00Nov 62.372.38$2.380.4%169.1K0.5817.1K
$737.00Nov 61.131.14$1.130.9%134.7K0.344.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 80.8%, max 101.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$734.00Nov 6Dec 1836.5%18.1%101.2%11.7K2.7K
$735.00Nov 6Dec 1835.2%18.0%96.0%31.3K11.9K
$736.00Nov 6Dec 1834.3%17.8%92.6%39.8K5.0K
$737.00Nov 6Dec 1833.2%17.6%88.2%46.8K5.3K
$738.00Nov 6Dec 1832.5%17.5%85.9%90.0K4.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$734.00Nov 6Dec 1836.5%18.1%101.2%101.4K5.4K
$735.00Nov 6Dec 1835.4%18.0%97.3%173.3K88.4K
$736.00Nov 6Dec 1834.4%17.8%93.4%95.3K5.6K
$737.00Nov 6Dec 1833.4%17.6%89.6%134.8K7.0K
$738.00Nov 6Dec 1832.7%17.5%86.9%187.9K7.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,211 found (best R:R 2.23, avg 4.55)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$669.00$670.00Nov 30$0.31$0.69$0.3190%2.23$669.31
$690.00$691.00Nov 30$0.30$0.70$0.3085%2.33$690.30
$657.00$658.00Nov 30$0.40$0.60$0.4092%1.50$657.40
$673.00$674.00Nov 30$0.41$0.59$0.4189%1.44$673.41
$678.00$679.00Nov 30$0.40$0.60$0.4088%1.50$678.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$730.00$725.00Dec 11$1.30$3.70$1.3041%2.85$728.70
$735.00$730.00Dec 11$1.52$3.48$1.5245%2.29$733.48
$735.00$730.00Dec 4$1.51$3.49$1.5145%2.31$733.49
$772.00$771.00Nov 11$0.44$0.56$0.4499%1.27$771.56
$730.00$725.00Dec 4$1.30$3.70$1.3040%2.85$728.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 905 found (best R:R 1.34, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$740.00$745.00Nov 19$2.86$2.86$2.1451%1.34$742.86
$745.00$750.00Nov 19$2.45$2.45$2.5558%0.96$747.45
$750.00$755.00Nov 19$1.99$1.99$3.0166%0.66$751.99
$755.00$760.00Nov 19$1.52$1.52$3.4873%0.44$756.52
$760.00$765.00Nov 19$1.07$1.07$3.9381%0.27$761.07
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$722.00$721.00Nov 9$0.10$0.10$0.9086%0.11$721.90
$738.00$737.00Nov 6$0.34$0.34$0.6658%0.52$737.66
$734.00$733.00Nov 6$0.12$0.12$0.8882%0.14$733.88
$736.00$735.00Nov 6$0.20$0.20$0.8072%0.25$735.80
$719.00$718.00Nov 10$0.11$0.11$0.8984%0.12$718.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $3.00, cheapest $2.96)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.0333.2%18.2%
$738.00Nov 6Nov 9$3.0932.5%18.0%
$739.00Nov 6Nov 9$3.0931.7%17.6%
$740.00Nov 6Nov 9$3.0331.0%18.3%
$741.00Nov 6Nov 9$2.9530.5%18.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$2.9633.4%18.2%
$738.00Nov 6Nov 9$3.0032.7%18.0%
$739.00Nov 6Nov 9$3.0231.5%17.6%
$740.00Nov 6Nov 9$2.9631.0%18.3%
$741.00Nov 6Nov 9$2.8530.5%18.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,179 found (cheapest 0.52% of stock, avg 4.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$739.00Nov 6$1.94$1.87$3.81$735.19$742.810.52%
$740.00Nov 6$1.44$2.38$3.82$736.18$743.820.52%
$738.00Nov 6$2.53$1.47$4.00$734.00$742.000.54%
$741.00Nov 6$1.02$2.97$3.99$737.01$744.990.54%
$737.00Nov 6$3.20$1.13$4.33$732.67$741.330.59%
$742.00Nov 6$0.71$3.65$4.36$737.64$746.360.59%
$736.00Nov 6$3.94$0.88$4.82$731.18$740.820.65%
$743.00Nov 6$0.48$4.42$4.90$738.10$747.900.66%
$735.00Nov 6$4.75$0.68$5.43$729.57$740.430.73%
$744.00Nov 6$0.31$5.26$5.57$738.43$749.570.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.13% of stock, avg 2.53%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$744.00$735.00Nov 6$0.31$0.68$0.99$734.01$744.99
$743.00$735.00Nov 6$0.48$0.68$1.16$733.84$744.16
$744.00$736.00Nov 6$0.31$0.88$1.19$734.81$745.19
$742.00$735.00Nov 6$0.71$0.68$1.39$733.61$743.39
$743.00$736.00Nov 6$0.48$0.88$1.36$734.64$744.36
$742.00$736.00Nov 6$0.71$0.88$1.59$734.41$743.59
$744.00$737.00Nov 6$0.31$1.13$1.44$735.56$745.44
$741.00$735.00Nov 6$1.02$0.68$1.70$733.30$742.70
$743.00$737.00Nov 6$0.48$1.13$1.61$735.39$744.61
$741.00$736.00Nov 6$1.02$0.88$1.90$734.10$742.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 268 found (best R:R 1.27, avg credit $0.66)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
708/709749/750Nov 17$0.56$0.4448%1.27$708.44$749.56
711/712749/750Nov 17$0.57$0.4346%1.33$711.43$749.57
708/709749/750Nov 16$0.52$0.4850%1.08$708.48$749.52
706/707749/750Nov 17$0.53$0.4749%1.13$706.47$749.53
713/714747/748Nov 12$0.52$0.4849%1.08$713.48$747.52
713/714749/750Nov 12$0.48$0.5253%0.92$713.52$749.48
711/712749/750Nov 16$0.53$0.4748%1.13$711.47$749.53
712/713749/750Nov 17$0.56$0.4445%1.27$712.44$749.56
709/710749/750Nov 17$0.54$0.4647%1.17$709.46$749.54
710/711749/750Nov 16$0.52$0.4849%1.08$710.48$749.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 416 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$720.00$725.00$730.00Nov 27$0.08$4.929%61.50
$720.00$725.00$730.00Dec 4$0.08$4.928%61.50
$715.00$720.00$725.00Nov 19$0.11$4.898%44.45
$725.00$730.00$735.00Dec 11$0.11$4.898%44.45
$705.00$710.00$715.00Nov 27$0.06$4.946%82.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$720.00$725.00$730.00Dec 11$0.10$4.908%49.00
$725.00$730.00$735.00Nov 19$0.22$4.7812%21.73
$705.00$710.00$715.00Dec 11$0.06$4.946%82.33
$740.00$745.00$750.00Nov 19$0.32$4.6815%14.63
$770.00$775.00$780.00Nov 19$0.08$4.925%61.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 896 found (best net $-18.58, 895 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
$780.00$785.001:2Nov 19-$0.02$4.98
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$835.00$796.001:2Dec 11-$18.58$20.42
$816.00$790.001:2Nov 6-$25.61$0.39
$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. 509 found (best yield 2.64%, avg 0.64%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$740.00Dec 18$19.510.490.1%2.64%2.77%1.2K8.3K
$741.00Dec 18$18.870.480.3%2.55%2.81%120529
$742.00Dec 18$18.240.480.4%2.47%2.86%29268
$743.00Dec 18$17.610.470.5%2.38%2.91%1311.6K
$744.00Dec 18$16.990.470.7%2.30%2.97%2402.1K
$745.00Dec 18$16.390.460.8%2.22%3.02%39112.8K
$746.00Dec 18$15.790.450.9%2.14%3.07%313269
$747.00Dec 18$15.210.441.1%2.06%3.13%47785
$740.00Dec 11$18.170.500.1%2.46%2.58%84506
$741.00Dec 11$17.530.490.3%2.37%2.63%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 3,360,175
Total Puts 3,042,772
Put/Call Ratio 0.91
Net Difference 317,403

Prior's Put/Call Breakdown

Total Calls 4,368,890
Total Puts 6,757,654
Put/Call Ratio 1.55
Net Difference -2,388,764

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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