Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$736.96 +0.54%
◀ 11/6 12:40 ▶

Option Volume

Detail
ℹ
Current (11/06 12:40pm) 6,695,627
Calls: 3,467,096 (52%)
Puts: 3,228,531 (48%)
Prior (11/05) 11,316,793
Calls: 4,449,452 (39%)
Puts: 6,867,341 (61%)
Current vs Prior -40.83%
Calls: -22.08% (Calls)
Puts: -52.99% (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 -45.35%
Calls: -35.45%
Puts: -53.08%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 12:40pm) $1.50B
Calls: $486.35M (32%)
Puts: $1.01B (68%)
Prior (11/05) $6.49B
Calls: $564.41M (9%)
Puts: $5.92B (91%)
Current vs Prior -76.89%
Calls: -13.83%
Puts: -82.89%
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 -48.67%
Calls: -19.72%
Puts: -56.25%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 12:40pm) 0.93
Prior (11/05) 1.54
Current vs Prior -39.67%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -25.74%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06 12:40pm) 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 0.70% | 1.54%0.70% | 1.54%0.70% | 2.71%2.91% | 5.43%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -53.72% | -28.00%-53.72% | -28.01%-53.72% | -16.03%-15.07% | -7.19%
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 -28.77% | +15.98%+7.52% | +16.40%-40.23% | +20.40%+1.57% | +15.10%
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 -53.72% | -28.00%-53.72% | -28.01%-53.72% | -16.03%-15.07% | -7.19%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.61% | 0.26%
Calls: 0.35% | 0.33%
Puts: 0.87% | 0.19%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -60.13% | -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 -45.54% | -82.55%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 68% put dollar volume ($1.01B). Light premium activity with dollar volume down 77% vs prior. Below-average activity with volume down 41% vs prior. P/C ratio dropping 40% - sentiment shifting bullish.

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
12:40BEARISHNEUTRALMIXED
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 2,682 of results (avg 2.7%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$727.00Nov 610.2910.30$10.300.1%1.6K0.91232
$737.00Nov 95.395.40$5.400.2%5.0K0.50640
$733.00Nov 65.015.02$5.010.2%7.5K0.731.9K
$738.00Nov 94.844.85$4.850.2%8.8K0.47906
$739.00Nov 94.304.31$4.310.2%13.5K0.441.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 96.776.78$6.780.1%16.0K0.595.7K
$737.00Nov 95.355.36$5.360.2%10.2K0.501.2K
$736.00Nov 94.944.95$4.950.2%7.7K0.47634
$735.00Nov 94.564.57$4.560.2%17.0K0.443.2K
$734.00Nov 94.224.23$4.220.2%6.8K0.42898

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 412 found (avg $0.42, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$746.00Nov 60.060.07$0.0714.3%102.2K0.033.4K
$745.00Nov 60.110.12$0.128.3%226.3K0.0513.4K
$744.00Nov 60.180.19$0.195.3%121.7K0.084.1K
$743.00Nov 60.290.30$0.303.3%124.9K0.124.0K
$742.00Nov 60.440.45$0.452.2%190.4K0.163.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$724.00Nov 60.180.19$0.195.3%42.0K0.054.1K
$726.00Nov 60.260.27$0.273.7%32.1K0.083.3K
$722.00Nov 60.130.14$0.147.1%26.1K0.044.5K
$721.00Nov 60.110.12$0.128.3%18.7K0.035.2K
$725.00Nov 60.220.23$0.234.3%96.0K0.0620.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,320 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Nov 6145.74147.20$146.471.0%361.0056
$595.00Nov 6140.73142.20$141.461.0%41.00--
$600.00Nov 6135.74137.74$136.741.5%41.0011
$605.00Nov 6130.71132.20$131.451.1%41.009
$610.00Nov 6125.74127.20$126.471.2%41.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$781.00Nov 2043.6345.30$44.473.8%11.005
$782.00Nov 2044.4646.59$45.534.7%51.004
$783.00Nov 2045.6347.52$46.584.1%621.002
$785.00Nov 2047.9448.13$48.040.4%591.0083
$788.00Nov 2050.4452.42$51.433.8%11.001

Most actively traded options today. High liquidity = easy entry/exit. 3,134 active (total vol 6.7M, top 290.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.950.96$0.961.0%290.4K0.2810.5K
$745.00Nov 60.110.12$0.128.3%226.3K0.0513.4K
$741.00Nov 60.660.67$0.671.5%215.9K0.222.6K
$750.00Nov 60.010.02$0.0250.0%199.1K0.0123.0K
$742.00Nov 60.440.45$0.452.2%190.4K0.163.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$738.00Nov 62.762.78$2.770.7%198.1K0.585.6K
$735.00Nov 61.541.55$1.550.6%188.5K0.3715.6K
$739.00Nov 63.323.35$3.340.9%186.2K0.653.2K
$740.00Nov 63.963.99$3.980.8%173.1K0.7217.1K
$737.00Nov 62.282.30$2.290.9%145.0K0.504.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 26 strikes (avg 109.2%, max 139.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$730.00Nov 6Dec 1846.0%19.2%139.3%5.5K9.4K
$731.00Nov 6Dec 1844.9%19.1%135.6%5.9K745
$732.00Nov 6Dec 1843.6%18.9%130.9%6.9K1.7K
$733.00Nov 6Dec 1842.4%18.7%126.0%7.5K2.2K
$734.00Nov 6Dec 1841.3%18.6%122.5%12.3K2.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$730.00Nov 6Dec 1846.0%19.2%139.3%137.5K49.5K
$731.00Nov 6Dec 1844.9%19.1%135.6%71.9K5.7K
$732.00Nov 6Dec 1843.6%18.9%130.9%66.6K6.0K
$733.00Nov 6Dec 1842.4%18.7%126.0%82.8K7.7K
$734.00Nov 6Dec 1841.1%18.6%121.7%109.3K5.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,278 found (best R:R 3.55, avg 4.74)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$701.00$702.00Nov 10$0.51$0.49$0.5191%0.96$701.51
$752.00$753.00Nov 9$0.10$0.90$0.1010%9.00$752.10
$781.00$782.00Dec 11$0.12$0.88$0.1211%7.33$781.12
$783.00$784.00Dec 11$0.11$0.89$0.1110%8.09$783.11
$751.00$752.00Nov 9$0.12$0.88$0.1212%7.33$751.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$776.00$775.00Nov 9$0.22$0.78$0.22100%3.55$775.78
$782.00$780.00Nov 9$1.33$0.67$1.33100%0.50$780.67
$735.00$730.00Dec 11$1.59$3.41$1.5947%2.14$733.41
$770.00$769.00Nov 9$0.38$0.62$0.3899%1.63$769.62
$768.00$767.00Nov 17$0.32$0.68$0.3293%2.12$767.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 950 found (best R:R 0.90, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$745.00$750.00Nov 19$2.37$2.37$2.6360%0.90$747.37
$740.00$745.00Nov 19$2.71$2.71$2.2953%1.18$742.71
$750.00$755.00Nov 19$1.91$1.91$3.0968%0.62$751.91
$755.00$760.00Nov 19$1.44$1.44$3.5675%0.40$756.44
$760.00$765.00Nov 19$0.99$0.99$4.0182%0.25$760.99
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$731.00$730.00Nov 6$0.13$0.13$0.8781%0.15$730.87
$683.00$682.00Nov 30$0.10$0.10$0.9086%0.11$682.90
$733.00$732.00Nov 6$0.19$0.19$0.8173%0.23$732.81
$732.00$731.00Nov 6$0.15$0.15$0.8578%0.18$731.85
$720.00$719.00Nov 9$0.11$0.11$0.8984%0.12$719.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $3.04, cheapest $3.02)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$734.00Nov 6Nov 9$3.0241.3%20.2%
$735.00Nov 6Nov 9$3.0840.2%19.9%
$736.00Nov 6Nov 9$3.1239.1%19.6%
$737.00Nov 6Nov 9$3.1238.2%19.2%
$738.00Nov 6Nov 9$3.0937.3%19.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$734.00Nov 6Nov 9$2.9541.1%20.2%
$735.00Nov 6Nov 9$3.0140.0%19.9%
$736.00Nov 6Nov 9$3.0738.9%19.6%
$737.00Nov 6Nov 9$3.0738.4%19.3%
$738.00Nov 6Nov 9$3.0337.4%19.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,194 found (cheapest 0.61% of stock, avg 4.53%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$738.00Nov 6$1.76$2.77$4.53$733.47$742.530.61%
$737.00Nov 6$2.28$2.29$4.57$732.43$741.570.62%
$739.00Nov 6$1.32$3.34$4.66$734.34$743.660.63%
$736.00Nov 6$2.87$1.88$4.75$731.25$740.750.64%
$740.00Nov 6$0.96$3.98$4.94$735.06$744.940.67%
$735.00Nov 6$3.53$1.55$5.08$729.92$740.080.69%
$741.00Nov 6$0.67$4.70$5.37$735.63$746.370.73%
$734.00Nov 6$4.25$1.27$5.52$728.48$739.520.75%
$742.00Nov 6$0.45$5.48$5.93$736.07$747.930.80%
$733.00Nov 6$5.01$1.04$6.05$726.95$739.050.82%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.21% of stock, avg 2.68%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$741.00$732.00Nov 6$0.67$0.85$1.52$730.48$742.52
$741.00$733.00Nov 6$0.67$1.04$1.71$731.29$742.71
$740.00$732.00Nov 6$0.96$0.85$1.81$730.19$741.81
$740.00$733.00Nov 6$0.96$1.04$2.00$731.00$742.00
$741.00$734.00Nov 6$0.67$1.27$1.94$732.06$742.94
$740.00$734.00Nov 6$0.96$1.27$2.23$731.77$742.23
$739.00$732.00Nov 6$1.32$0.85$2.17$729.83$741.17
$739.00$733.00Nov 6$1.32$1.04$2.36$730.64$741.36
$741.00$735.00Nov 6$0.67$1.55$2.22$732.78$743.22
$739.00$734.00Nov 6$1.32$1.27$2.59$731.41$741.59

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 172 found (best R:R 1.04, avg credit $0.72)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
709/710746/747Nov 12$0.51$0.4950%1.04$709.49$746.51
719/720742/743Nov 9$0.51$0.4949%1.04$719.49$742.51
715/716746/747Nov 13$0.58$0.4242%1.38$715.42$746.58
714/715744/745Nov 10$0.50$0.5050%1.00$714.50$744.50
714/715746/747Nov 10$0.45$0.5555%0.82$714.55$746.45
712/713746/747Nov 12$0.52$0.4848%1.08$712.48$746.52
713/714745/746Nov 11$0.51$0.4948%1.04$713.49$745.51
711/712746/747Nov 12$0.51$0.4948%1.04$711.49$746.51
716/717744/745Nov 10$0.51$0.4948%1.04$716.49$744.51
718/719744/745Nov 10$0.53$0.4746%1.13$718.47$744.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 458 found (best R:R 70.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$715.00$720.00$725.00Nov 27$0.07$4.938%70.43
$725.00$730.00$735.00Dec 4$0.13$4.879%37.46
$715.00$720.00$725.00Nov 19$0.14$4.869%34.71
$705.00$710.00$715.00Nov 27$0.07$4.936%70.43
$710.00$715.00$720.00Dec 4$0.09$4.916%54.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$740.00$745.00$750.00Nov 19$0.25$4.7514%19.00
$725.00$730.00$735.00Nov 19$0.22$4.7812%21.73
$715.00$720.00$725.00Nov 27$0.13$4.878%37.46
$725.00$730.00$735.00Nov 27$0.19$4.8110%25.32
$705.00$710.00$715.00Nov 18$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. 868 found (best net $-19.99, 867 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$765.00$770.001:2Nov 19-$0.09$4.91
$760.00$765.001:2Nov 19-$0.36$4.64
$770.00$775.001:2Nov 19$0.00$5.00
$775.00$780.001:2Nov 19$0.00$5.00
$755.00$760.001:2Nov 19-$0.90$4.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$835.00$796.001:2Dec 11-$19.99$19.01
$825.00$793.001:2Nov 10-$23.71$8.29
$792.00$773.001:2Nov 16-$17.73$1.27
$715.00$710.001:2Nov 6-$0.01$4.99
$710.00$705.001:2Nov 6-$0.02$4.98

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 539 found (best yield 2.81%, avg 0.69%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$737.00Dec 18$20.710.500.0%2.81%2.82%214162
$738.00Dec 18$20.060.490.1%2.72%2.86%256450
$739.00Dec 18$19.430.480.3%2.64%2.91%232401
$740.00Dec 18$18.810.480.4%2.55%2.96%1.2K8.3K
$741.00Dec 18$18.160.470.6%2.46%3.01%141529
$742.00Dec 18$17.530.470.7%2.38%3.06%37268
$743.00Dec 18$16.920.460.8%2.30%3.12%1351.6K
$744.00Dec 18$16.320.451.0%2.21%3.17%2472.1K
$737.00Dec 11$19.370.510.0%2.63%2.63%193161
$745.00Dec 18$15.740.441.1%2.14%3.23%39612.8K

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 3,467,096
Total Puts 3,228,531
Put/Call Ratio 0.93
Net Difference 238,565

Prior's Put/Call Breakdown

Total Calls 4,449,452
Total Puts 6,867,341
Put/Call Ratio 1.54
Net Difference -2,417,889

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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