Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$737.31 +0.59%
◀ 11/6 13:30 ▶

Option Volume

Detail
ℹ
Current (11/06 1:30pm) 7,860,208
Calls: 3,933,859 (50%)
Puts: 3,926,349 (50%)
Prior (11/05) 13,441,776
Calls: 5,356,888 (40%)
Puts: 8,084,888 (60%)
Current vs Prior -41.52%
Calls: -26.56% (Calls)
Puts: -51.44% (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 -35.85%
Calls: -26.76%
Puts: -42.94%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 1:30pm) $1.51B
Calls: $526.70M (35%)
Puts: $986.86M (65%)
Prior (11/05) $7.50B
Calls: $720.90M (10%)
Puts: $6.78B (90%)
Current vs Prior -79.83%
Calls: -26.94%
Puts: -85.45%
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 -48.20%
Calls: -13.06%
Puts: -57.39%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 1:30pm) 1.00
Prior (11/05) 1.51
Current vs Prior -33.87%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -20.41%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06 1:30pm) 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 0.53% | 1.43%0.53% | 1.43%0.53% | 2.57%2.78% | 5.34%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -64.95% | -33.30%-64.95% | -33.30%-64.95% | -20.43%-18.88% | -8.79%
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 -46.05% | +7.44%-18.57% | +7.84%-54.73% | +14.08%-2.98% | +13.12%
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 -64.95% | -33.30%-64.95% | -33.30%-64.95% | -20.43%-18.88% | -8.79%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.76% | 0.29%
Calls: 0.53% | 0.38%
Puts: 0.98% | 0.19%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -50.33% | -64.20%
Prior 7-Day Avg 1.12% | 1.49%
Calls: 1.13% | 1.34%
Puts: 1.10% | 1.64%
Current vs 7-Day Avg -32.14% | -80.54%
Liquidity Excellent
+
Add Card

🤖 AI Insights

Moderately bearish flow with 65% put dollar volume ($986.86M). Light premium activity with dollar volume down 80% vs prior. Below-average activity with volume down 42% vs prior. P/C ratio dropping 34% - 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
13:30BEARISHNEUTRALMIXED
13:25BEARISHNEUTRALMIXED
13:20BEARISHNEUTRALMIXED
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 2,730 of results (avg 2.4%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$738.00Nov 94.674.68$4.680.2%11.0K0.48906
$734.00Nov 97.107.12$7.110.3%3.0K0.60636
$737.00Nov 106.886.90$6.890.3%1.3K0.51372
$735.00Nov 96.446.46$6.450.3%7.1K0.571.2K
$741.00Nov 93.203.21$3.210.3%15.1K0.38590
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 96.256.26$6.260.2%17.5K0.595.7K
$739.00Nov 95.755.76$5.760.2%13.2K0.56542
$735.00Nov 105.555.56$5.560.2%3.7K0.441.6K
$738.00Nov 95.285.29$5.290.2%13.9K0.521.0K
$730.00Nov 114.924.93$4.930.2%1.9K0.351.7K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 454 found (avg $0.40, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$745.00Nov 60.070.08$0.0812.5%255.7K0.0413.4K
$744.00Nov 60.110.12$0.128.3%136.2K0.064.1K
$746.00Nov 60.050.06$0.0616.7%130.4K0.033.4K
$743.00Nov 60.170.18$0.185.6%136.0K0.094.0K
$742.00Nov 60.260.27$0.273.7%210.0K0.133.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$730.00Nov 60.220.23$0.234.3%167.0K0.0913.5K
$722.00Nov 60.050.06$0.0616.7%36.8K0.024.5K
$728.00Nov 60.140.15$0.156.7%62.7K0.065.1K
$731.00Nov 60.290.30$0.303.3%92.3K0.114.8K
$729.00Nov 60.180.19$0.195.3%66.8K0.073.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,338 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%61.0011
$605.00Nov 6131.10132.54$131.821.1%41.009
$610.00Nov 6126.10127.54$126.821.1%41.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Nov 636.4737.90$37.193.8%541.006
$775.00Nov 637.4738.90$38.193.7%811.00123
$776.00Nov 638.4739.90$39.193.6%101.005
$777.00Nov 639.4740.90$40.193.6%61.0021
$778.00Nov 640.4741.93$41.203.5%301.002

Most actively traded options today. High liquidity = easy entry/exit. 3,184 active (total vol 7.8M, top 334.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.630.64$0.641.6%334.7K0.2610.5K
$745.00Nov 60.070.08$0.0812.5%255.7K0.0413.4K
$741.00Nov 60.410.42$0.422.4%236.5K0.182.6K
$742.00Nov 60.260.27$0.273.7%210.0K0.133.9K
$750.00Nov 60.010.02$0.0250.0%206.4K0.0123.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 60.880.89$0.891.1%260.7K0.3015.6K
$738.00Nov 62.032.05$2.041.0%220.0K0.565.6K
$737.00Nov 61.551.56$1.560.6%194.2K0.474.2K
$739.00Nov 62.622.64$2.630.8%193.7K0.663.2K
$740.00Nov 63.313.34$3.330.9%180.5K0.7417.1K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 81.7%, max 103.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$733.00Nov 6Dec 1837.6%18.5%103.2%9.6K2.2K
$734.00Nov 6Dec 1836.0%18.4%96.0%14.9K2.7K
$735.00Nov 6Dec 1834.7%18.2%90.8%41.4K11.9K
$736.00Nov 6Dec 1833.8%18.0%87.1%70.3K5.0K
$737.00Nov 6Dec 1833.0%17.9%84.5%100.6K5.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$733.00Nov 6Dec 1837.6%18.5%103.2%113.0K7.7K
$734.00Nov 6Dec 1836.1%18.4%96.9%145.7K5.4K
$735.00Nov 6Dec 1834.9%18.2%91.9%262.6K88.4K
$736.00Nov 6Dec 1833.8%18.0%87.3%178.4K5.6K
$737.00Nov 6Dec 1833.0%17.9%85.0%194.6K7.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,253 found (best R:R 0.63, avg 4.56)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$665.00$669.00Nov 30$2.46$1.54$2.4690%0.63$667.46
$682.00$683.00Nov 30$0.12$0.88$0.1286%7.33$682.12
$680.00$681.00Nov 30$0.33$0.67$0.3387%2.03$680.33
$663.00$664.00Nov 30$0.37$0.63$0.3790%1.70$663.37
$695.00$696.00Nov 30$0.30$0.70$0.3082%2.33$695.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$735.00$730.00Dec 11$1.58$3.42$1.5847%2.16$733.42
$776.00$775.00Nov 9$0.42$0.58$0.42100%1.38$775.58
$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

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 913 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$2.33$2.33$2.6760%0.87$747.33
$750.00$755.00Nov 19$1.87$1.87$3.1368%0.60$751.87
$755.00$760.00Nov 19$1.42$1.42$3.5875%0.40$756.42
$760.00$765.00Nov 19$0.97$0.97$4.0382%0.24$760.97
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$737.00$736.00Nov 6$0.39$0.39$0.6153%0.64$736.61
$733.00$732.00Nov 6$0.12$0.12$0.8881%0.14$732.88
$724.00$723.00Nov 9$0.14$0.14$0.8682%0.16$723.86
$735.00$734.00Nov 6$0.22$0.22$0.7870%0.28$734.78
$734.00$733.00Nov 6$0.16$0.16$0.8476%0.19$733.84

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $3.26, cheapest $3.17)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$735.00Nov 6Nov 9$3.2534.7%18.6%
$736.00Nov 6Nov 9$3.3433.8%18.3%
$737.00Nov 6Nov 9$3.3633.0%18.1%
$738.00Nov 6Nov 9$3.3232.5%18.7%
$739.00Nov 6Nov 9$3.2031.8%18.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$735.00Nov 6Nov 9$3.1734.9%18.6%
$736.00Nov 6Nov 9$3.2733.8%18.3%
$737.00Nov 6Nov 9$3.2933.0%18.1%
$738.00Nov 6Nov 9$3.2532.2%18.7%
$739.00Nov 6Nov 9$3.1331.8%18.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,200 found (cheapest 0.46% of stock, avg 4.48%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$738.00Nov 6$1.36$2.04$3.40$734.60$741.400.46%
$737.00Nov 6$1.87$1.56$3.43$733.57$740.430.47%
$739.00Nov 6$0.95$2.63$3.58$735.42$742.580.49%
$736.00Nov 6$2.49$1.17$3.66$732.34$739.660.50%
$740.00Nov 6$0.64$3.33$3.97$736.03$743.970.54%
$735.00Nov 6$3.20$0.89$4.09$730.91$739.090.55%
$741.00Nov 6$0.42$4.11$4.53$736.47$745.530.61%
$734.00Nov 6$3.98$0.67$4.65$729.35$738.650.63%
$742.00Nov 6$0.27$4.96$5.23$736.77$747.230.71%
$733.00Nov 6$4.81$0.51$5.32$727.68$738.320.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.11% of stock, avg 2.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$742.00$733.00Nov 6$0.27$0.51$0.78$732.22$742.78
$741.00$733.00Nov 6$0.42$0.51$0.93$732.07$741.93
$742.00$734.00Nov 6$0.27$0.67$0.94$733.06$742.94
$741.00$734.00Nov 6$0.42$0.67$1.09$732.91$742.09
$740.00$733.00Nov 6$0.64$0.51$1.15$731.85$741.15
$740.00$734.00Nov 6$0.64$0.67$1.31$732.69$741.31
$742.00$735.00Nov 6$0.27$0.89$1.16$733.84$743.16
$741.00$735.00Nov 6$0.42$0.89$1.31$733.69$742.31
$740.00$735.00Nov 6$0.64$0.89$1.53$733.47$741.53
$739.00$733.00Nov 6$0.95$0.51$1.46$731.54$740.46

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
708/709747/748Nov 16$0.55$0.4548%1.22$708.45$747.55
705/706747/748Nov 16$0.53$0.4749%1.13$705.47$747.53
715/716746/747Nov 13$0.58$0.4243%1.38$715.42$746.58
707/708747/748Nov 16$0.53$0.4748%1.13$707.47$747.53
714/715746/747Nov 12$0.53$0.4748%1.13$714.47$746.53
714/715747/748Nov 12$0.51$0.4950%1.04$714.49$747.51
715/716747/748Nov 13$0.55$0.4545%1.22$715.45$747.55
716/717747/748Nov 11$0.48$0.5252%0.92$716.52$747.48
716/717746/747Nov 11$0.50$0.5050%1.00$716.50$746.50
711/712746/747Nov 12$0.50$0.5050%1.00$711.50$746.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 357 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$705.00$710.00$715.00Dec 4$0.05$4.956%99.00
$715.00$720.00$725.00Nov 19$0.14$4.869%34.71
$715.00$720.00$725.00Nov 27$0.13$4.878%37.46
$715.00$720.00$725.00Dec 4$0.12$4.887%40.67
$680.00$690.00$700.00Nov 18$0.26$9.746%37.46
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$705.00$710.00$715.00Nov 13$0.11$4.897%44.45
$720.00$725.00$730.00Nov 27$0.18$4.829%26.78
$735.00$740.00$745.00Nov 19$0.32$4.6814%14.63
$705.00$710.00$715.00Nov 27$0.11$4.896%44.45
$720.00$725.00$730.00Dec 4$0.17$4.838%28.41

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 $-20.32, 866 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$765.001:2Nov 19-$0.28$4.72
$765.00$770.001:2Nov 19-$0.05$4.95
$755.00$760.001:2Nov 19-$0.80$4.20
$775.00$780.001:2Nov 19$0.00$5.00
$780.00$785.001:2Nov 19-$0.02$4.98
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$835.00$796.001:2Dec 11-$20.32$18.68
$825.00$793.001:2Nov 10-$23.32$8.68
$792.00$773.001:2Nov 16-$17.28$1.72
$715.00$710.001:2Nov 6-$0.02$4.98
$695.00$690.001:2Nov 6$0.00$5.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 515 found (best yield 2.72%, avg 0.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$738.00Dec 18$20.090.500.1%2.72%2.82%269450
$739.00Dec 18$19.450.490.2%2.64%2.87%264401
$740.00Dec 18$18.820.490.4%2.55%2.92%1.3K8.3K
$741.00Dec 18$18.180.480.5%2.47%2.97%153529
$742.00Dec 18$17.560.470.6%2.38%3.02%46268
$743.00Dec 18$16.950.460.8%2.30%3.07%1461.6K
$744.00Dec 18$16.350.450.9%2.22%3.12%2542.1K
$745.00Dec 18$15.750.441.0%2.14%3.18%45912.8K
$738.00Dec 11$18.740.500.1%2.54%2.64%32572
$746.00Dec 18$15.210.441.2%2.06%3.24%350269

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 3,933,859
Total Puts 3,926,349
Put/Call Ratio 1.00
Net Difference 7,510

Prior's Put/Call Breakdown

Total Calls 5,356,888
Total Puts 8,084,888
Put/Call Ratio 1.51
Net Difference -2,728,000

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
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All