Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$736.43 +0.47%
◀ 11/6 13:05 ▶

Option Volume

Detail
ℹ
Current (11/06 1:05pm) 7,401,509
Calls: 3,753,690 (51%)
Puts: 3,647,819 (49%)
Prior (11/05) 12,401,465
Calls: 4,877,156 (39%)
Puts: 7,524,309 (61%)
Current vs Prior -40.32%
Calls: -23.04% (Calls)
Puts: -51.52% (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 -39.59%
Calls: -30.11%
Puts: -46.99%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 1:05pm) $1.61B
Calls: $488.82M (30%)
Puts: $1.12B (70%)
Prior (11/05) $7.80B
Calls: $572.31M (7%)
Puts: $7.23B (93%)
Current vs Prior -79.38%
Calls: -14.59%
Puts: -84.50%
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 -44.91%
Calls: -19.31%
Puts: -51.61%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 1:05pm) 0.97
Prior (11/05) 1.54
Current vs Prior -37.01%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -22.51%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06 1:05pm) 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 0.63% | 1.52%0.63% | 1.52%0.63% | 2.69%2.89% | 5.46%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -58.18% | -28.97%-58.18% | -28.97%-58.18% | -16.89%-15.53% | -6.71%
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 -35.63% | +14.42%-2.83% | +14.84%-45.98% | +19.16%+1.03% | +15.70%
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 -58.18% | -28.97%-58.18% | -28.97%-58.18% | -16.89%-15.53% | -6.71%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.86% | 0.62%
Calls: 0.43% | 0.53%
Puts: 1.29% | 0.72%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -43.79% | -23.46%
Prior 7-Day Avg 1.12% | 1.49%
Calls: 1.13% | 1.34%
Puts: 1.10% | 1.64%
Current vs 7-Day Avg -23.21% | -58.39%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 70% put dollar volume ($1.12B). Light premium activity with dollar volume down 79% vs prior. Below-average activity with volume down 40% vs prior. P/C ratio dropping 37% - 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
13:05BEARISHNEUTRALMIXED
13:00BEARISHNEUTRALMIXED
12:55BEARISHNEUTRALMIXED
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 2,700 of results (avg 2.6%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$734.00Nov 108.568.58$8.570.2%6040.56422
$733.00Nov 97.527.54$7.530.3%2.8K0.60303
$712.00Nov 925.2825.36$25.320.3%110.9126
$735.00Nov 96.246.26$6.250.3%6.8K0.541.2K
$713.00Nov 924.3324.41$24.370.3%220.9019
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Nov 1035.4935.59$35.540.3%2670.99--
$750.00Nov 613.5313.57$13.550.3%9.5K1.0026.3K
$764.00Nov 1027.5127.61$27.560.4%120.98365
$790.00Nov 2053.4453.64$53.540.4%20.9913
$785.00Nov 2048.4448.63$48.540.4%640.9883

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 428 found (avg $0.41, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$745.00Nov 60.070.08$0.0812.5%240.8K0.0413.4K
$746.00Nov 60.050.06$0.0616.7%119.4K0.033.4K
$744.00Nov 60.110.12$0.128.3%129.5K0.064.1K
$743.00Nov 60.180.19$0.195.3%132.2K0.094.0K
$742.00Nov 60.280.29$0.293.4%201.2K0.123.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$728.00Nov 60.310.32$0.323.1%60.7K0.105.1K
$727.00Nov 60.260.27$0.273.7%60.9K0.084.2K
$729.00Nov 60.380.39$0.392.6%62.3K0.123.8K
$726.00Nov 60.210.22$0.224.5%37.0K0.073.3K
$724.00Nov 60.150.16$0.166.3%48.1K0.054.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,332 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Nov 6145.99147.46$146.731.0%361.0056
$595.00Nov 6140.99142.48$141.741.1%41.00--
$600.00Nov 6135.99137.46$136.731.1%41.0011
$605.00Nov 6131.00132.47$131.741.1%41.009
$610.00Nov 6126.00127.46$126.731.2%41.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$747.00Nov 610.5310.66$10.601.2%3.9K1.002.8K
$748.00Nov 611.5211.65$11.591.1%3.5K1.002.5K
$749.00Nov 612.5212.64$12.581.0%4.8K1.007.5K
$750.00Nov 613.5313.57$13.550.3%9.5K1.0026.3K
$751.00Nov 614.4914.64$14.571.0%2.4K1.003.8K

Most actively traded options today. High liquidity = easy entry/exit. 3,157 active (total vol 7.4M, top 318.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.650.66$0.661.5%318.3K0.2310.5K
$745.00Nov 60.070.08$0.0812.5%240.8K0.0413.4K
$741.00Nov 60.430.44$0.442.3%228.7K0.172.6K
$750.00Nov 60.010.02$0.0250.0%204.6K0.0123.0K
$742.00Nov 60.280.29$0.293.4%201.2K0.123.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 61.481.50$1.491.3%233.7K0.3915.6K
$738.00Nov 62.842.87$2.861.0%209.8K0.625.6K
$739.00Nov 63.473.50$3.490.9%190.7K0.703.2K
$740.00Nov 64.174.19$4.180.5%178.0K0.7717.1K
$737.00Nov 62.302.33$2.321.3%171.2K0.544.2K

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 98.8%, max 127.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$731.00Nov 6Dec 1843.5%19.1%127.5%6.2K745
$732.00Nov 6Dec 1841.9%18.9%121.0%7.6K1.7K
$733.00Nov 6Dec 1840.8%18.8%116.9%8.9K2.2K
$734.00Nov 6Dec 1839.5%18.6%112.2%13.9K2.7K
$735.00Nov 6Dec 1838.4%18.5%107.8%38.5K11.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$731.00Nov 6Dec 1843.5%19.1%127.5%85.9K5.7K
$732.00Nov 6Dec 1841.9%18.9%121.0%82.4K6.0K
$733.00Nov 6Dec 1840.8%18.8%116.9%101.2K7.7K
$734.00Nov 6Dec 1839.5%18.6%112.2%131.0K5.4K
$735.00Nov 6Dec 1838.4%18.5%108.3%235.5K88.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,283 found (best R:R 9.00, avg 4.57)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$682.00$683.00Nov 30$0.10$0.90$0.1086%9.00$682.10
$669.00$670.00Nov 30$0.25$0.75$0.2589%3.00$669.25
$673.00$674.00Nov 30$0.36$0.64$0.3688%1.78$673.36
$679.00$680.00Nov 30$0.39$0.61$0.3986%1.56$679.39
$696.00$697.00Nov 30$0.34$0.66$0.3481%1.94$696.34
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$735.00$730.00Dec 11$1.63$3.37$1.6348%2.07$733.37
$730.00$725.00Dec 11$1.43$3.57$1.4343%2.50$728.57
$735.00$730.00Dec 4$1.63$3.37$1.6348%2.07$733.37
$735.00$730.00Nov 27$1.61$3.39$1.6147%2.11$733.39
$730.00$725.00Dec 4$1.42$3.58$1.4243%2.52$728.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 935 found (best R:R 1.16, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$740.00$745.00Nov 19$2.69$2.69$2.3154%1.16$742.69
$745.00$750.00Nov 19$2.29$2.29$2.7161%0.85$747.29
$750.00$755.00Nov 19$1.85$1.85$3.1568%0.59$751.85
$755.00$760.00Nov 19$1.40$1.40$3.6076%0.39$756.40
$760.00$765.00Nov 19$0.98$0.98$4.0283%0.24$760.98
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$733.00$732.00Nov 6$0.20$0.20$0.8073%0.25$732.80
$731.00$730.00Nov 6$0.12$0.12$0.8882%0.14$730.88
$720.00$719.00Nov 9$0.11$0.11$0.8984%0.12$719.89
$736.00$735.00Nov 6$0.38$0.38$0.6254%0.61$735.62
$734.00$733.00Nov 6$0.24$0.24$0.7667%0.32$733.76

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $3.20, cheapest $3.14)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$734.00Nov 6Nov 9$3.2339.5%19.9%
$735.00Nov 6Nov 9$3.3038.4%19.6%
$736.00Nov 6Nov 9$3.3137.4%19.3%
$737.00Nov 6Nov 9$3.3036.6%19.9%
$738.00Nov 6Nov 9$3.2235.8%19.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$734.00Nov 6Nov 9$3.1439.5%19.9%
$735.00Nov 6Nov 9$3.2138.4%19.6%
$736.00Nov 6Nov 9$3.2437.4%19.3%
$737.00Nov 6Nov 9$3.2236.6%19.9%
$738.00Nov 6Nov 9$3.1535.9%19.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,198 found (cheapest 0.56% of stock, avg 4.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$737.00Nov 6$1.79$2.32$4.11$732.89$741.110.56%
$736.00Nov 6$2.34$1.87$4.21$731.79$740.210.57%
$738.00Nov 6$1.33$2.86$4.19$733.81$742.190.57%
$735.00Nov 6$2.95$1.49$4.44$730.56$739.440.60%
$739.00Nov 6$0.95$3.49$4.44$734.56$743.440.60%
$734.00Nov 6$3.66$1.19$4.85$729.15$738.850.66%
$740.00Nov 6$0.66$4.18$4.84$735.16$744.840.66%
$733.00Nov 6$4.41$0.95$5.36$727.64$738.360.73%
$741.00Nov 6$0.44$4.97$5.41$735.59$746.410.73%
$732.00Nov 6$5.22$0.75$5.97$726.03$737.970.81%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.16% of stock, avg 2.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$741.00$732.00Nov 6$0.44$0.75$1.19$730.81$742.19
$740.00$732.00Nov 6$0.66$0.75$1.41$730.59$741.41
$741.00$733.00Nov 6$0.44$0.95$1.39$731.61$742.39
$740.00$733.00Nov 6$0.66$0.95$1.61$731.39$741.61
$739.00$732.00Nov 6$0.95$0.75$1.70$730.30$740.70
$741.00$734.00Nov 6$0.44$1.19$1.63$732.37$742.63
$739.00$733.00Nov 6$0.95$0.95$1.90$731.10$740.90
$740.00$734.00Nov 6$0.66$1.19$1.85$732.15$741.85
$739.00$734.00Nov 6$0.95$1.19$2.14$731.86$741.14
$738.00$732.00Nov 6$1.33$0.75$2.08$729.92$740.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 198 found (best R:R 1.04, avg credit $0.69)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
709/710746/747Nov 12$0.51$0.4951%1.04$709.49$746.51
708/709746/747Nov 12$0.50$0.5051%1.00$708.50$746.50
711/712746/747Nov 12$0.52$0.4849%1.08$711.48$746.52
709/710745/746Nov 12$0.52$0.4849%1.08$709.48$745.52
712/713746/747Nov 12$0.52$0.4849%1.08$712.48$746.52
708/709745/746Nov 12$0.51$0.4950%1.04$708.49$745.51
711/712745/746Nov 12$0.53$0.4748%1.13$711.47$745.53
710/711746/747Nov 12$0.50$0.5050%1.00$710.50$746.50
710/711746/747Nov 11$0.46$0.5454%0.85$710.54$746.46
710/711745/746Nov 11$0.48$0.5252%0.92$710.52$745.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 414 found (best R:R 46.62, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$680.00$690.00$700.00Nov 18$0.21$9.796%46.62
$715.00$720.00$725.00Nov 19$0.13$4.879%37.46
$725.00$730.00$735.00Dec 4$0.15$4.859%32.33
$730.00$735.00$740.00Nov 19$0.25$4.7513%19.00
$700.00$705.00$710.00Nov 19$0.07$4.936%70.43
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$740.00$745.00$750.00Nov 19$0.26$4.7414%18.23
$705.00$710.00$715.00Nov 27$0.09$4.916%54.56
$725.00$730.00$735.00Nov 27$0.20$4.8010%24.00
$725.00$730.00$735.00Nov 19$0.25$4.7512%19.00
$715.00$720.00$725.00Nov 27$0.16$4.848%30.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 869 found (best net $-20.87, 868 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$765.001:2Nov 19-$0.28$4.72
$765.00$770.001:2Nov 19-$0.06$4.94
$770.00$775.001:2Nov 19-$0.02$4.98
$775.00$780.001:2Nov 19$0.00$5.00
$755.00$760.001:2Nov 19-$0.84$4.16
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$835.00$796.001:2Dec 11-$20.87$18.13
$825.00$793.001:2Nov 10-$24.62$7.38
$792.00$773.001:2Nov 16-$17.80$1.20
$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. 531 found (best yield 2.79%, avg 0.69%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$737.00Dec 18$20.570.500.1%2.79%2.87%255162
$738.00Dec 18$19.940.490.2%2.71%2.92%257450
$739.00Dec 18$19.300.490.3%2.62%2.97%248401
$740.00Dec 18$18.670.480.5%2.54%3.02%1.3K8.3K
$741.00Dec 18$18.040.470.6%2.45%3.07%152529
$742.00Dec 18$17.430.460.8%2.37%3.12%42268
$743.00Dec 18$16.830.460.9%2.29%3.18%1441.6K
$744.00Dec 18$16.230.451.0%2.20%3.23%2542.1K
$737.00Dec 11$19.220.510.1%2.61%2.69%195161
$745.00Dec 18$15.650.441.2%2.13%3.29%45112.8K

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 3,753,690
Total Puts 3,647,819
Put/Call Ratio 0.97
Net Difference 105,871

Prior's Put/Call Breakdown

Total Calls 4,877,156
Total Puts 7,524,309
Put/Call Ratio 1.54
Net Difference -2,647,153

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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