Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$737.20 +0.57%
◀ 11/6 12:45 ▶

Option Volume

Detail
ℹ
Current (11/06 12:45pm) 6,841,008
Calls: 3,528,892 (52%)
Puts: 3,312,116 (48%)
Prior (11/05) 11,529,198
Calls: 4,537,936 (39%)
Puts: 6,991,262 (61%)
Current vs Prior -40.66%
Calls: -22.24% (Calls)
Puts: -52.62% (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 -44.17%
Calls: -34.30%
Puts: -51.87%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 12:45pm) $1.49B
Calls: $500.71M (34%)
Puts: $986.25M (66%)
Prior (11/05) $6.61B
Calls: $581.39M (9%)
Puts: $6.03B (91%)
Current vs Prior -77.51%
Calls: -13.88%
Puts: -83.64%
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 -49.11%
Calls: -17.34%
Puts: -57.42%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 12:45pm) 0.94
Prior (11/05) 1.54
Current vs Prior -39.08%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -25.15%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06 12:45pm) 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 0.67% | 1.48%0.67% | 1.48%0.67% | 2.64%2.84% | 5.36%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -55.71% | -30.94%-55.71% | -30.95%-55.71% | -18.45%-17.20% | -8.38%
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 -31.83% | +11.24%+2.90% | +11.65%-42.80% | +16.92%-0.97% | +13.62%
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 -55.71% | -30.94%-55.71% | -30.95%-55.71% | -18.45%-17.20% | -8.38%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.41% | 0.28%
Calls: 0.43% | 0.37%
Puts: 0.38% | 0.18%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -73.20% | -65.43%
Prior 7-Day Avg 1.12% | 1.49%
Calls: 1.13% | 1.34%
Puts: 1.10% | 1.64%
Current vs 7-Day Avg -63.39% | -81.21%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 66% put dollar volume ($986.25M). Light premium activity with dollar volume down 78% vs prior. Below-average activity with volume down 41% vs prior. P/C ratio dropping 39% - 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
12:45BEARISHNEUTRALMIXED
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 2,688 of results (avg 2.4%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$736.00Nov 107.687.69$7.690.1%1.3K0.53837
$729.00Nov 1113.3913.41$13.400.1%120.65180
$735.00Nov 96.576.58$6.580.2%6.0K0.561.2K
$739.00Nov 105.975.98$5.980.2%1.7K0.46346
$736.00Nov 95.955.96$5.960.2%4.3K0.54589
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 116.836.84$6.840.1%1.4K0.452.1K
$738.00Nov 95.525.53$5.530.2%12.3K0.531.0K
$733.00Nov 105.165.17$5.170.2%1.0K0.40639
$731.00Nov 104.554.56$4.560.2%1.1K0.36396
$735.00Nov 94.304.31$4.310.2%18.2K0.443.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 426 found (avg $0.41, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$746.00Nov 60.070.08$0.0812.5%106.6K0.043.4K
$747.00Nov 60.050.06$0.0616.7%115.4K0.033.8K
$745.00Nov 60.120.13$0.137.7%228.3K0.0613.4K
$744.00Nov 60.190.20$0.205.0%123.2K0.094.1K
$743.00Nov 60.290.30$0.303.3%126.0K0.124.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$727.00Nov 60.270.28$0.283.6%55.3K0.084.2K
$725.00Nov 60.190.20$0.205.0%97.2K0.0620.1K
$724.00Nov 60.160.17$0.175.9%43.0K0.054.1K
$726.00Nov 60.230.24$0.244.2%33.2K0.073.3K
$723.00Nov 60.130.14$0.147.1%43.5K0.044.7K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,324 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Nov 6146.13147.57$146.851.0%361.0056
$595.00Nov 6141.13142.57$141.851.0%41.00--
$600.00Nov 6136.12137.74$136.931.2%41.0011
$605.00Nov 6131.10132.57$131.831.1%41.009
$610.00Nov 6126.10127.57$126.841.2%41.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$748.00Nov 610.8110.92$10.871.0%3.4K1.002.5K
$749.00Nov 611.8011.91$11.860.9%4.8K1.007.5K
$750.00Nov 612.8112.84$12.830.2%8.9K1.0026.3K
$751.00Nov 613.7813.91$13.850.9%2.3K1.003.8K
$752.00Nov 614.7814.91$14.850.9%1.5K1.001.8K

Most actively traded options today. High liquidity = easy entry/exit. 3,138 active (total vol 6.8M, top 296.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.950.96$0.961.0%296.0K0.2910.5K
$745.00Nov 60.120.13$0.137.7%228.3K0.0613.4K
$741.00Nov 60.660.67$0.671.5%218.1K0.232.6K
$750.00Nov 60.010.02$0.0250.0%200.7K0.0123.0K
$742.00Nov 60.450.46$0.462.2%192.4K0.173.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$738.00Nov 62.602.61$2.610.4%201.2K0.565.6K
$735.00Nov 61.411.43$1.421.4%196.4K0.3515.6K
$739.00Nov 63.133.16$3.151.0%187.5K0.633.2K
$740.00Nov 63.763.79$3.780.8%174.1K0.7117.1K
$737.00Nov 62.132.15$2.140.9%151.5K0.494.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 107.8%, max 138.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$731.00Nov 6Dec 1845.2%18.9%138.9%6.0K745
$732.00Nov 6Dec 1843.8%18.8%133.8%7.0K1.7K
$733.00Nov 6Dec 1842.5%18.6%128.4%7.6K2.2K
$734.00Nov 6Dec 1841.3%18.4%124.3%12.5K2.7K
$735.00Nov 6Dec 1840.2%18.2%120.2%33.8K11.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$731.00Nov 6Dec 1845.2%18.9%138.9%76.3K5.7K
$732.00Nov 6Dec 1843.8%18.8%133.8%69.9K6.0K
$733.00Nov 6Dec 1842.5%18.6%128.4%87.3K7.7K
$734.00Nov 6Dec 1841.3%18.4%124.3%112.7K5.4K
$735.00Nov 6Dec 1840.0%18.2%119.2%198.1K88.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,246 found (best R:R 6.14, avg 4.77)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$752.00$753.00Nov 9$0.10$0.90$0.1010%9.00$752.10
$786.00$787.00Dec 18$0.11$0.89$0.1110%8.09$786.11
$748.00$749.00Nov 9$0.18$0.82$0.1818%4.56$748.18
$751.00$752.00Nov 9$0.12$0.88$0.1212%7.33$751.12
$783.00$784.00Dec 11$0.11$0.89$0.1110%8.09$783.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$772.00$771.00Dec 11$0.14$0.86$0.1482%6.14$771.86
$730.00$725.00Dec 11$1.37$3.63$1.3742%2.65$728.63
$735.00$730.00Dec 11$1.59$3.41$1.5947%2.14$733.41
$735.00$730.00Dec 4$1.59$3.41$1.5947%2.14$733.41
$735.00$730.00Nov 27$1.58$3.42$1.5847%2.16$733.42

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 936 found (best R:R 0.89, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$745.00$750.00Nov 19$2.36$2.36$2.6460%0.89$747.36
$740.00$745.00Nov 19$2.73$2.73$2.2753%1.20$742.73
$750.00$755.00Nov 19$1.89$1.89$3.1168%0.61$751.89
$755.00$760.00Nov 19$1.43$1.43$3.5775%0.40$756.43
$760.00$765.00Nov 19$0.99$0.99$4.0182%0.25$760.99
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$732.00$731.00Nov 6$0.15$0.15$0.8579%0.18$731.85
$731.00$730.00Nov 6$0.11$0.11$0.8983%0.12$730.89
$720.00$719.00Nov 9$0.10$0.10$0.9085%0.11$719.90
$722.00$721.00Nov 9$0.12$0.12$0.8883%0.14$721.88
$717.00$716.00Nov 10$0.12$0.12$0.8883%0.14$716.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $2.94, cheapest $2.97)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$735.00Nov 6Nov 9$2.9740.2%19.3%
$736.00Nov 6Nov 9$3.0239.1%18.9%
$737.00Nov 6Nov 9$3.0337.8%18.7%
$738.00Nov 6Nov 9$3.0037.1%19.4%
$739.00Nov 6Nov 9$2.9336.4%19.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$735.00Nov 6Nov 9$2.8940.0%19.3%
$736.00Nov 6Nov 9$2.9239.0%18.9%
$737.00Nov 6Nov 9$2.9337.8%18.7%
$738.00Nov 6Nov 9$2.9237.4%19.4%
$739.00Nov 6Nov 9$2.8436.3%19.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,194 found (cheapest 0.60% of stock, avg 4.50%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$738.00Nov 6$1.80$2.61$4.41$733.59$742.410.60%
$737.00Nov 6$2.33$2.14$4.47$732.53$741.470.61%
$739.00Nov 6$1.34$3.15$4.49$734.51$743.490.61%
$736.00Nov 6$2.94$1.75$4.69$731.31$740.690.64%
$740.00Nov 6$0.96$3.78$4.74$735.26$744.740.64%
$735.00Nov 6$3.61$1.42$5.03$729.97$740.030.68%
$741.00Nov 6$0.67$4.48$5.15$735.85$746.150.70%
$734.00Nov 6$4.34$1.15$5.49$728.51$739.490.74%
$742.00Nov 6$0.46$5.27$5.73$736.27$747.730.78%
$733.00Nov 6$5.13$0.94$6.07$726.93$739.070.82%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.19% of stock, avg 2.65%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$742.00$733.00Nov 6$0.46$0.94$1.40$731.60$743.40
$741.00$733.00Nov 6$0.67$0.94$1.61$731.39$742.61
$742.00$734.00Nov 6$0.46$1.15$1.61$732.39$743.61
$741.00$734.00Nov 6$0.67$1.15$1.82$732.18$742.82
$740.00$733.00Nov 6$0.96$0.94$1.90$731.10$741.90
$740.00$734.00Nov 6$0.96$1.15$2.11$731.89$742.11
$742.00$735.00Nov 6$0.46$1.42$1.88$733.12$743.88
$741.00$735.00Nov 6$0.67$1.42$2.09$732.91$743.09
$740.00$735.00Nov 6$0.96$1.42$2.38$732.62$742.38
$739.00$733.00Nov 6$1.34$0.94$2.28$730.72$741.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 224 found (best R:R 1.22, avg credit $0.70)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
704/705747/748Nov 16$0.55$0.4549%1.22$704.45$747.55
708/709746/747Nov 12$0.52$0.4851%1.08$708.48$746.52
705/706747/748Nov 16$0.54$0.4649%1.17$705.46$747.54
710/711746/747Nov 12$0.53$0.4750%1.13$710.47$746.53
712/713746/747Nov 12$0.54$0.4648%1.17$712.46$746.54
712/713746/747Nov 11$0.49$0.5152%0.96$712.51$746.49
711/712746/747Nov 12$0.52$0.4849%1.08$711.48$746.52
713/714746/747Nov 12$0.53$0.4747%1.13$713.47$746.53
716/717744/745Nov 10$0.51$0.4949%1.04$716.49$744.51
712/713745/746Nov 11$0.50$0.5050%1.00$712.50$745.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 408 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$590.00$595.00$600.00Nov 30$0.05$4.956%99.00
$680.00$690.00$700.00Nov 18$0.22$9.786%44.45
$710.00$715.00$720.00Nov 27$0.08$4.927%61.50
$710.00$715.00$720.00Dec 4$0.08$4.926%61.50
$705.00$710.00$715.00Nov 19$0.08$4.926%61.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$720.00$725.00$730.00Dec 11$0.12$4.888%40.67
$760.00$765.00$770.00Nov 19$0.21$4.7911%22.81
$725.00$730.00$735.00Nov 27$0.20$4.8010%24.00
$710.00$715.00$720.00Dec 4$0.10$4.907%49.00
$730.00$735.00$740.00Nov 19$0.28$4.7213%16.86

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 881 found (best net $-19.99, 880 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$765.00$770.001:2Nov 19-$0.06$4.94
$760.00$765.001:2Nov 19-$0.31$4.69
$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-$0.86$4.14
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$835.00$796.001:2Dec 11-$19.99$19.01
$825.00$793.001:2Nov 10-$23.17$8.83
$792.00$773.001:2Nov 16-$17.34$1.66
$715.00$710.001:2Nov 6-$0.02$4.98
$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. 523 found (best yield 2.73%, avg 0.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$738.00Dec 18$20.130.500.1%2.73%2.84%257450
$739.00Dec 18$19.490.490.2%2.64%2.89%232401
$740.00Dec 18$18.860.480.4%2.56%2.94%1.2K8.3K
$741.00Dec 18$18.230.480.5%2.47%2.99%142529
$742.00Dec 18$17.600.470.7%2.39%3.04%38268
$743.00Dec 18$16.960.460.8%2.30%3.09%1371.6K
$744.00Dec 18$16.400.450.9%2.22%3.15%2482.1K
$745.00Dec 18$15.800.441.1%2.14%3.20%39912.8K
$738.00Dec 11$18.740.500.1%2.54%2.65%32372
$739.00Dec 11$18.100.490.2%2.46%2.70%69113

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 3,528,892
Total Puts 3,312,116
Put/Call Ratio 0.94
Net Difference 216,776

Prior's Put/Call Breakdown

Total Calls 4,537,936
Total Puts 6,991,262
Put/Call Ratio 1.54
Net Difference -2,453,326

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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