Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$737.31 +0.59%
◀ 11/6 13:15 ▶

Option Volume

Detail
ℹ
Current (11/06 1:15pm) 7,593,850
Calls: 3,836,915 (51%)
Puts: 3,756,935 (49%)
Prior (11/05) 12,949,877
Calls: 5,140,624 (40%)
Puts: 7,809,253 (60%)
Current vs Prior -41.36%
Calls: -25.36% (Calls)
Puts: -51.89% (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 -38.02%
Calls: -28.56%
Puts: -45.40%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 1:15pm) $1.52B
Calls: $523.64M (35%)
Puts: $992.63M (65%)
Prior (11/05) $6.81B
Calls: $739.17M (11%)
Puts: $6.07B (89%)
Current vs Prior -77.73%
Calls: -29.16%
Puts: -83.65%
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 -48.11%
Calls: -13.56%
Puts: -57.15%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 1:15pm) 0.98
Prior (11/05) 1.52
Current vs Prior -35.54%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -21.92%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06 1:15pm) 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 0.57% | 1.44%0.57% | 1.44%0.57% | 2.58%2.79% | 5.34%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -62.26% | -32.54%-62.26% | -32.54%-62.26% | -20.14%-18.64% | -8.75%
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 -41.91% | +8.67%-12.32% | +9.07%-51.26% | +14.50%-2.69% | +13.17%
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 -62.26% | -32.54%-62.26% | -32.54%-62.26% | -20.14%-18.64% | -8.75%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.71% | 0.56%
Calls: 0.50% | 0.38%
Puts: 0.91% | 0.75%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -53.59% | -30.86%
Prior 7-Day Avg 1.12% | 1.49%
Calls: 1.13% | 1.34%
Puts: 1.10% | 1.64%
Current vs 7-Day Avg -36.61% | -62.42%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 65% put dollar volume ($992.63M). Light premium activity with dollar volume down 78% vs prior. Below-average activity with volume down 41% vs prior. P/C ratio dropping 36% - 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
13:15BEARISHNEUTRALMIXED
13:10BEARISHNEUTRALMIXED
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 2,746 of results (avg 2.5%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 108.158.17$8.160.2%2.5K0.56542
$729.00Nov 1315.0815.12$15.100.3%1650.64302
$718.00Nov 920.3320.39$20.360.3%250.8817
$732.00Nov 1010.1410.17$10.160.3%1640.62202
$731.00Nov 66.676.69$6.680.3%6.3K0.87687
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$734.00Nov 105.255.26$5.260.2%1.1K0.429.9K
$736.00Nov 94.504.51$4.510.2%11.6K0.46634
$730.00Nov 104.034.04$4.040.2%3.5K0.341.3K
$734.00Nov 93.783.79$3.790.3%9.0K0.40898
$772.00Nov 1034.6634.76$34.710.3%2670.99--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 452 found (avg $0.40, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$746.00Nov 60.050.06$0.0616.7%128.3K0.033.4K
$745.00Nov 60.080.09$0.0911.1%247.2K0.0513.4K
$744.00Nov 60.130.14$0.147.1%132.7K0.074.1K
$743.00Nov 60.200.21$0.214.8%134.1K0.104.0K
$742.00Nov 60.320.33$0.333.0%205.6K0.143.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$727.00Nov 60.150.16$0.166.3%61.6K0.064.2K
$728.00Nov 60.190.20$0.205.0%61.9K0.075.1K
$729.00Nov 60.230.24$0.244.2%64.1K0.083.8K
$726.00Nov 60.130.14$0.147.1%38.2K0.053.3K
$730.00Nov 60.300.31$0.313.2%161.4K0.1013.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,331 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Nov 6146.10147.54$146.821.0%361.0056
$595.00Nov 6141.10142.54$141.821.0%41.00--
$600.00Nov 6136.10137.54$136.821.1%41.0011
$605.00Nov 6131.10132.54$131.821.1%41.009
$610.00Nov 6126.10127.54$126.821.1%41.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Nov 637.4738.89$38.183.7%811.00123
$776.00Nov 638.4739.90$39.193.6%101.005
$777.00Nov 639.4740.90$40.193.6%61.0021
$778.00Nov 640.4741.94$41.213.6%301.002
$779.00Nov 641.4742.94$42.213.5%211.002

Most actively traded options today. High liquidity = easy entry/exit. 3,167 active (total vol 7.6M, top 325.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.730.74$0.741.4%325.1K0.2710.5K
$745.00Nov 60.080.09$0.0911.1%247.2K0.0513.4K
$741.00Nov 60.480.49$0.492.0%232.3K0.202.6K
$742.00Nov 60.320.33$0.333.0%205.6K0.143.9K
$750.00Nov 60.010.02$0.0250.0%205.1K0.0123.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 61.031.05$1.041.9%244.3K0.3215.6K
$738.00Nov 62.192.21$2.200.9%215.5K0.565.6K
$739.00Nov 62.762.77$2.760.4%192.4K0.653.2K
$737.00Nov 61.721.73$1.730.6%181.4K0.474.2K
$740.00Nov 63.433.44$3.440.3%178.9K0.7317.1K

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 91.4%, max 115.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$732.00Nov 6Dec 1840.3%18.7%115.8%7.8K1.7K
$733.00Nov 6Dec 1839.0%18.5%110.5%9.2K2.2K
$734.00Nov 6Dec 1837.6%18.3%104.8%14.3K2.7K
$735.00Nov 6Dec 1836.5%18.2%100.7%39.2K11.9K
$736.00Nov 6Dec 1835.4%18.0%96.3%63.9K5.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$732.00Nov 6Dec 1840.3%18.7%115.8%85.6K6.0K
$733.00Nov 6Dec 1839.0%18.5%110.6%105.6K7.7K
$734.00Nov 6Dec 1837.4%18.3%103.9%137.6K5.4K
$735.00Nov 6Dec 1836.3%18.2%99.6%246.2K88.4K
$736.00Nov 6Dec 1835.1%18.0%95.1%160.5K5.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,234 found (best R:R 2.16, avg 4.60)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$784.00$785.00Dec 18$0.11$0.89$0.1111%8.09$784.11
$741.00$742.00Nov 6$0.16$0.84$0.1620%5.25$741.16
$787.00$788.00Dec 18$0.10$0.90$0.109%9.00$787.10
$779.00$780.00Dec 18$0.15$0.85$0.1514%5.67$779.15
$777.00$778.00Dec 4$0.11$0.89$0.1110%8.09$777.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$735.00$730.00Dec 11$1.58$3.42$1.5847%2.16$733.42
$745.00$740.00Nov 19$2.23$2.77$2.2360%1.24$742.77
$735.00$730.00Dec 4$1.59$3.41$1.5947%2.14$733.41
$730.00$725.00Dec 11$1.40$3.60$1.4042%2.57$728.60
$776.00$775.00Nov 9$0.43$0.57$0.43100%1.33$775.57

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 912 found (best R:R 1.22, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$740.00$745.00Nov 19$2.75$2.75$2.2553%1.22$742.75
$745.00$750.00Nov 19$2.34$2.34$2.6660%0.88$747.34
$750.00$755.00Nov 19$1.89$1.89$3.1168%0.61$751.89
$755.00$760.00Nov 19$1.40$1.40$3.6075%0.39$756.40
$760.00$765.00Nov 19$0.97$0.97$4.0382%0.24$760.97
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$733.00$732.00Nov 6$0.14$0.14$0.8679%0.16$732.86
$736.00$735.00Nov 6$0.31$0.31$0.6961%0.45$735.69
$734.00$733.00Nov 6$0.18$0.18$0.8274%0.22$733.82
$721.00$720.00Nov 9$0.10$0.10$0.9085%0.11$720.90
$735.00$734.00Nov 6$0.23$0.23$0.7768%0.30$734.77

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $3.17, cheapest $3.18)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$735.00Nov 6Nov 9$3.1836.5%18.8%
$736.00Nov 6Nov 9$3.2535.4%18.5%
$737.00Nov 6Nov 9$3.2834.4%18.3%
$738.00Nov 6Nov 9$3.2333.7%18.9%
$739.00Nov 6Nov 9$3.1433.1%18.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$735.00Nov 6Nov 9$3.0936.3%18.8%
$736.00Nov 6Nov 9$3.1635.1%18.5%
$737.00Nov 6Nov 9$3.1934.3%18.3%
$738.00Nov 6Nov 9$3.1533.7%19.0%
$739.00Nov 6Nov 9$3.0633.1%18.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,197 found (cheapest 0.50% of stock, avg 4.48%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$738.00Nov 6$1.50$2.20$3.70$734.30$741.700.50%
$737.00Nov 6$2.01$1.73$3.74$733.26$740.740.51%
$739.00Nov 6$1.07$2.76$3.83$735.17$742.830.52%
$736.00Nov 6$2.64$1.35$3.99$732.01$739.990.54%
$740.00Nov 6$0.74$3.44$4.18$735.82$744.180.57%
$735.00Nov 6$3.33$1.04$4.37$730.63$739.370.59%
$741.00Nov 6$0.49$4.21$4.70$736.30$745.700.64%
$734.00Nov 6$4.09$0.81$4.90$729.10$738.900.66%
$742.00Nov 6$0.33$5.03$5.36$736.64$747.360.73%
$733.00Nov 6$4.92$0.63$5.55$727.45$738.550.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.13% of stock, avg 2.60%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$742.00$733.00Nov 6$0.33$0.63$0.96$732.04$742.96
$741.00$733.00Nov 6$0.49$0.63$1.12$731.88$742.12
$742.00$734.00Nov 6$0.33$0.81$1.14$732.86$743.14
$741.00$734.00Nov 6$0.49$0.81$1.30$732.70$742.30
$740.00$733.00Nov 6$0.74$0.63$1.37$731.63$741.37
$740.00$734.00Nov 6$0.74$0.81$1.55$732.45$741.55
$742.00$735.00Nov 6$0.33$1.04$1.37$733.63$743.37
$741.00$735.00Nov 6$0.49$1.04$1.53$733.47$742.53
$740.00$735.00Nov 6$0.74$1.04$1.78$733.22$741.78
$739.00$733.00Nov 6$1.07$0.63$1.70$731.30$740.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 231 found (best R:R 1.22, avg credit $0.70)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
707/708747/748Nov 16$0.55$0.4548%1.22$707.45$747.55
706/707747/748Nov 16$0.54$0.4649%1.17$706.46$747.54
708/709747/748Nov 16$0.55$0.4547%1.22$708.45$747.55
711/712746/747Nov 12$0.52$0.4850%1.08$711.48$746.52
713/714746/747Nov 12$0.53$0.4748%1.13$713.47$746.53
712/713746/747Nov 12$0.52$0.4849%1.08$712.48$746.52
716/717746/747Nov 12$0.55$0.4546%1.22$716.45$746.55
715/716746/747Nov 12$0.54$0.4647%1.17$715.46$746.54
714/715746/747Nov 12$0.53$0.4747%1.13$714.47$746.53
715/716746/747Nov 13$0.57$0.4343%1.33$715.43$746.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 370 found (best R:R 141.86, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$630.00$640.00$650.00Nov 13$0.07$9.936%141.86
$715.00$720.00$725.00Nov 19$0.08$4.929%61.50
$680.00$690.00$700.00Nov 18$0.23$9.776%42.48
$705.00$710.00$715.00Nov 27$0.07$4.936%70.43
$710.00$715.00$720.00Dec 4$0.10$4.906%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$715.00$720.00$725.00Nov 19$0.17$4.839%28.41
$695.00$700.00$705.00Nov 18$0.06$4.944%82.33
$725.00$730.00$735.00Nov 19$0.26$4.7412%18.23
$735.00$740.00$745.00Nov 19$0.32$4.6814%14.62
$725.00$730.00$735.00Nov 27$0.22$4.7810%21.73

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 876 found (best net $-20.58, 875 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$765.00$770.001:2Nov 19-$0.05$4.95
$760.00$765.001:2Nov 19-$0.30$4.70
$770.00$775.001:2Nov 19$0.00$5.00
$755.00$760.001:2Nov 19-$0.84$4.16
$775.00$780.001:2Nov 19-$0.01$4.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$835.00$796.001:2Dec 11-$20.58$18.42
$825.00$793.001:2Nov 10-$23.66$8.34
$792.00$773.001:2Nov 16-$17.25$1.75
$715.00$710.001:2Nov 6-$0.02$4.98
$710.00$705.001:2Nov 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. 516 found (best yield 2.73%, avg 0.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$738.00Dec 18$20.110.500.1%2.73%2.82%269450
$739.00Dec 18$19.460.490.2%2.64%2.87%249401
$740.00Dec 18$18.850.490.4%2.56%2.92%1.3K8.3K
$741.00Dec 18$18.200.480.5%2.47%2.97%152529
$742.00Dec 18$17.580.470.6%2.38%3.02%43268
$743.00Dec 18$16.960.460.8%2.30%3.07%1461.6K
$744.00Dec 18$16.360.450.9%2.22%3.13%2542.1K
$745.00Dec 18$15.800.441.0%2.14%3.19%45312.8K
$738.00Dec 11$18.750.500.1%2.54%2.64%32572
$746.00Dec 18$15.190.441.2%2.06%3.24%350269

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 3,836,915
Total Puts 3,756,935
Put/Call Ratio 0.98
Net Difference 79,980

Prior's Put/Call Breakdown

Total Calls 5,140,624
Total Puts 7,809,253
Put/Call Ratio 1.52
Net Difference -2,668,629

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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