Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$736.10 +0.42%
◀ 11/6 12:50 ▶

Option Volume

Detail
ℹ
Current (11/06 12:50pm) 6,986,185
Calls: 3,585,892 (51%)
Puts: 3,400,293 (49%)
Prior (11/05) 11,725,870
Calls: 4,626,553 (39%)
Puts: 7,099,317 (61%)
Current vs Prior -40.42%
Calls: -22.49% (Calls)
Puts: -52.10% (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 -42.98%
Calls: -33.24%
Puts: -50.59%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 12:50pm) $1.62B
Calls: $465.77M (29%)
Puts: $1.15B (71%)
Prior (11/05) $6.33B
Calls: $621.78M (10%)
Puts: $5.71B (90%)
Current vs Prior -74.44%
Calls: -25.09%
Puts: -79.81%
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 -44.63%
Calls: -23.11%
Puts: -50.25%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 12:50pm) 0.95
Prior (11/05) 1.53
Current vs Prior -38.20%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -24.39%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06 12:50pm) 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% | 1.55%0.70% | 1.55%0.70% | 2.72%2.93% | 5.48%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -53.85% | -27.73%-53.85% | -27.73%-53.85% | -15.72%-14.54% | -6.32%
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 -28.96% | +16.42%+7.23% | +16.85%-40.39% | +20.84%+2.21% | +16.18%
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 -53.85% | -27.73%-53.85% | -27.73%-53.85% | -15.72%-14.54% | -6.32%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.60% | 0.35%
Calls: 0.84% | 0.36%
Puts: 0.36% | 0.34%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -60.78% | -56.79%
Prior 7-Day Avg 1.12% | 1.49%
Calls: 1.13% | 1.34%
Puts: 1.10% | 1.64%
Current vs 7-Day Avg -46.43% | -76.51%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 71% put dollar volume ($1.15B). Light premium activity with dollar volume down 74% vs prior. Below-average activity with volume down 40% vs prior. P/C ratio dropping 38% - 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
12:50BEARISHNEUTRALMIXED
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 2.5%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$738.00Nov 138.999.00$9.000.1%1.8K0.48595
$721.00Nov 1823.0223.05$23.040.1%110.68--
$731.00Nov 1111.5211.54$11.530.2%470.60408
$720.00Nov 616.2316.26$16.250.2%1.1K0.95164
$725.00Nov 1819.9519.99$19.970.2%450.642
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$754.00Nov 617.8817.89$17.880.1%2.6K0.99728
$755.00Nov 618.8718.89$18.880.1%2.2K0.994.0K
$744.00Nov 68.018.02$8.020.1%12.1K0.944.9K
$736.00Nov 95.365.37$5.370.2%8.9K0.50634
$746.00Nov 69.929.94$9.930.2%5.3K0.973.3K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 403 found (avg $0.41, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$746.00Nov 60.060.07$0.0714.3%109.4K0.033.4K
$745.00Nov 60.090.10$0.1010.0%231.4K0.0413.4K
$744.00Nov 60.140.15$0.156.7%125.0K0.074.1K
$743.00Nov 60.220.23$0.234.3%127.7K0.094.0K
$742.00Nov 60.330.34$0.342.9%194.8K0.133.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$723.00Nov 60.170.18$0.185.6%44.8K0.054.7K
$722.00Nov 60.150.16$0.166.3%28.0K0.044.5K
$721.00Nov 60.120.13$0.137.7%20.9K0.045.2K
$720.00Nov 60.110.12$0.128.3%63.9K0.0319.3K
$726.00Nov 60.300.31$0.313.2%33.9K0.093.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,329 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Nov 6145.94147.40$146.671.0%361.0056
$595.00Nov 6140.94142.40$141.671.0%41.00--
$600.00Nov 6135.94137.40$136.671.1%41.0011
$605.00Nov 6130.94132.40$131.671.1%41.009
$610.00Nov 6125.94127.40$126.671.2%41.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Nov 637.5939.06$38.333.8%811.00123
$776.00Nov 638.6040.06$39.333.7%101.005
$777.00Nov 639.5941.06$40.333.6%61.0021
$778.00Nov 640.5842.06$41.323.6%301.002
$779.00Nov 641.5943.06$42.333.5%211.002

Most actively traded options today. High liquidity = easy entry/exit. 3,150 active (total vol 7.0M, top 301.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.730.74$0.741.4%301.6K0.2410.5K
$745.00Nov 60.090.10$0.1010.0%231.4K0.0413.4K
$741.00Nov 60.500.51$0.512.0%220.1K0.182.6K
$750.00Nov 60.010.02$0.0250.0%202.5K0.0123.0K
$742.00Nov 60.330.34$0.342.9%194.8K0.133.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 61.871.88$1.880.5%204.7K0.4215.6K
$738.00Nov 63.283.29$3.290.3%204.1K0.635.6K
$739.00Nov 63.903.93$3.920.8%188.5K0.703.2K
$740.00Nov 64.604.63$4.620.6%175.5K0.7617.1K
$737.00Nov 62.742.75$2.750.4%157.3K0.564.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 25 strikes (avg 115.2%, max 146.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$730.00Nov 6Dec 1846.9%19.4%142.2%5.6K9.4K
$731.00Nov 6Dec 1845.7%19.2%138.3%6.0K745
$732.00Nov 6Dec 1844.6%19.0%134.1%7.1K1.7K
$733.00Nov 6Dec 1843.5%18.8%130.9%7.9K2.2K
$734.00Nov 6Dec 1842.2%18.7%125.7%12.8K2.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$729.00Nov 6Dec 1848.2%19.5%146.9%55.7K8.8K
$730.00Nov 6Dec 1846.9%19.4%142.2%148.7K49.5K
$731.00Nov 6Dec 1845.7%19.2%138.3%78.8K5.7K
$732.00Nov 6Dec 1844.6%19.0%134.1%73.5K6.0K
$733.00Nov 6Dec 1843.5%18.8%130.9%90.9K7.7K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,289 found (best R:R 2.09, avg 4.62)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$695.00$696.00Nov 30$0.27$0.73$0.2781%2.70$695.27
$681.00$682.00Nov 30$0.35$0.65$0.3586%1.86$681.35
$685.00$686.00Nov 30$0.34$0.66$0.3484%1.94$685.34
$707.00$708.00Nov 30$0.25$0.75$0.2575%3.00$707.25
$698.00$699.00Nov 30$0.30$0.70$0.3080%2.33$698.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$735.00$730.00Dec 11$1.62$3.38$1.6248%2.09$733.38
$735.00$730.00Dec 4$1.61$3.39$1.6148%2.11$733.39
$740.00$735.00Nov 19$1.92$3.08$1.9254%1.60$738.08
$750.00$745.00Nov 19$2.67$2.33$2.6769%0.87$747.33
$730.00$725.00Dec 4$1.41$3.59$1.4143%2.55$728.59

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 948 found (best R:R 1.18, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$740.00$745.00Nov 19$2.71$2.71$2.2954%1.18$742.71
$745.00$750.00Nov 19$2.29$2.29$2.7161%0.85$747.29
$750.00$755.00Nov 19$1.85$1.85$3.1569%0.59$751.85
$755.00$760.00Nov 19$1.40$1.40$3.6076%0.39$756.40
$760.00$765.00Nov 19$0.96$0.96$4.0483%0.24$760.96
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$730.00$729.00Nov 6$0.13$0.13$0.8782%0.15$729.87
$729.00$728.00Nov 6$0.10$0.10$0.9085%0.11$728.90
$734.00$733.00Nov 6$0.29$0.29$0.7164%0.41$733.71
$731.00$730.00Nov 6$0.15$0.15$0.8578%0.18$730.85
$718.00$717.00Nov 9$0.10$0.10$0.9085%0.11$717.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $3.06, cheapest $2.99)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$733.00Nov 6Nov 9$3.0843.5%20.5%
$734.00Nov 6Nov 9$3.1542.2%20.2%
$735.00Nov 6Nov 9$3.2041.3%19.9%
$736.00Nov 6Nov 9$3.1940.1%19.6%
$737.00Nov 6Nov 9$3.1539.2%20.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$733.00Nov 6Nov 9$2.9943.5%20.5%
$734.00Nov 6Nov 9$3.0542.4%20.2%
$735.00Nov 6Nov 9$3.0841.3%19.9%
$736.00Nov 6Nov 9$3.0940.3%19.6%
$737.00Nov 6Nov 9$3.0539.0%20.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,197 found (cheapest 0.63% of stock, avg 4.56%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$736.00Nov 6$2.39$2.28$4.67$731.33$740.670.63%
$737.00Nov 6$1.86$2.75$4.61$732.39$741.610.63%
$738.00Nov 6$1.40$3.29$4.69$733.31$742.690.64%
$735.00Nov 6$2.98$1.88$4.86$730.14$739.860.66%
$739.00Nov 6$1.04$3.92$4.96$734.04$743.960.67%
$734.00Nov 6$3.65$1.54$5.19$728.81$739.190.71%
$740.00Nov 6$0.74$4.62$5.36$734.64$745.360.73%
$733.00Nov 6$4.37$1.25$5.62$727.38$738.620.76%
$741.00Nov 6$0.51$5.39$5.90$735.10$746.900.80%
$732.00Nov 6$5.15$1.02$6.17$725.83$738.170.84%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.21% of stock, avg 2.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$741.00$732.00Nov 6$0.51$1.02$1.53$730.47$742.53
$740.00$732.00Nov 6$0.74$1.02$1.76$730.24$741.76
$741.00$733.00Nov 6$0.51$1.25$1.76$731.24$742.76
$740.00$733.00Nov 6$0.74$1.25$1.99$731.01$741.99
$739.00$732.00Nov 6$1.04$1.02$2.06$729.94$741.06
$739.00$733.00Nov 6$1.04$1.25$2.29$730.71$741.29
$741.00$734.00Nov 6$0.51$1.54$2.05$731.95$743.05
$740.00$734.00Nov 6$0.74$1.54$2.28$731.72$742.28
$739.00$734.00Nov 6$1.04$1.54$2.58$731.42$741.58
$738.00$732.00Nov 6$1.40$1.02$2.42$729.58$740.42

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 216 found (best R:R 1.17, avg credit $0.67)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
708/709745/746Nov 12$0.54$0.4649%1.17$708.46$745.54
707/708745/746Nov 12$0.53$0.4750%1.13$707.47$745.53
708/709746/747Nov 12$0.51$0.4951%1.04$708.49$746.51
703/704746/747Nov 16$0.54$0.4648%1.17$703.46$746.54
709/710744/745Nov 11$0.52$0.4850%1.08$709.48$744.52
707/708746/747Nov 12$0.50$0.5052%1.00$707.50$746.50
710/711745/746Nov 12$0.54$0.4648%1.17$710.46$745.54
712/713745/746Nov 12$0.55$0.4546%1.22$712.45$745.55
709/710745/746Nov 11$0.49$0.5152%0.96$709.51$745.49
710/711746/747Nov 12$0.51$0.4950%1.04$710.49$746.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 500 found (best R:R 20.74, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$720.00$725.00$730.00Dec 4$0.12$4.888%40.67
$715.00$720.00$725.00Dec 11$0.10$4.907%49.00
$700.00$705.00$710.00Nov 27$0.06$4.945%82.33
$715.00$720.00$725.00Nov 27$0.13$4.878%37.46
$700.00$705.00$710.00Dec 11$0.06$4.945%82.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$730.00$735.00$740.00Nov 19$0.23$4.7713%20.74
$740.00$745.00$750.00Nov 19$0.31$4.6914%15.13
$700.00$705.00$710.00Dec 11$0.06$4.945%82.33
$705.00$710.00$715.00Nov 18$0.10$4.907%49.00
$710.00$715.00$720.00Nov 19$0.13$4.878%37.46

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 863 found (best net $-20.64, 862 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$765.001:2Nov 19-$0.29$4.71
$765.00$770.001:2Nov 19-$0.05$4.95
$770.00$775.001:2Nov 19-$0.01$4.99
$755.00$760.001:2Nov 19-$0.81$4.19
$775.00$780.001:2Nov 19-$0.01$4.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$835.00$796.001:2Dec 11-$20.64$18.36
$825.00$793.001:2Nov 10-$24.21$7.79
$792.00$773.001:2Nov 16-$17.73$1.27
$715.00$710.001:2Nov 6-$0.02$4.98
$705.00$700.001:2Nov 6-$0.01$4.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 529 found (best yield 2.79%, avg 0.69%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$737.00Dec 18$20.520.500.1%2.79%2.91%255162
$738.00Dec 18$19.860.490.3%2.70%2.96%257450
$739.00Dec 18$19.220.490.4%2.61%3.01%232401
$740.00Dec 18$18.610.480.5%2.53%3.06%1.2K8.3K
$741.00Dec 18$17.970.470.7%2.44%3.11%147529
$742.00Dec 18$17.290.460.8%2.35%3.15%38268
$743.00Dec 18$16.720.450.9%2.27%3.21%1411.6K
$737.00Dec 11$19.170.500.1%2.60%2.73%193161
$744.00Dec 18$16.130.451.1%2.19%3.26%2502.1K
$745.00Dec 18$15.570.441.2%2.12%3.32%40812.8K

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 3,585,892
Total Puts 3,400,293
Put/Call Ratio 0.95
Net Difference 185,599

Prior's Put/Call Breakdown

Total Calls 4,626,553
Total Puts 7,099,317
Put/Call Ratio 1.53
Net Difference -2,472,764

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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