Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$738.79 +0.79%
◀ 11/6 13:35 ▶

Option Volume

Detail
ℹ
Current (11/06 1:35pm) 8,037,399
Calls: 4,020,443 (50%)
Puts: 4,016,956 (50%)
Prior (11/05) 13,590,486
Calls: 5,404,994 (40%)
Puts: 8,185,492 (60%)
Current vs Prior -40.86%
Calls: -25.62% (Calls)
Puts: -50.93% (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 -34.40%
Calls: -25.14%
Puts: -41.63%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06 1:35pm) $1.47B
Calls: $645.79M (44%)
Puts: $826.69M (56%)
Prior (11/05) $7.81B
Calls: $686.10M (9%)
Puts: $7.13B (91%)
Current vs Prior -81.15%
Calls: -5.87%
Puts: -88.40%
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 -49.61%
Calls: +6.60%
Puts: -64.31%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 1:35pm) 1.00
Prior (11/05) 1.51
Current vs Prior -34.03%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -20.33%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06 1:35pm) 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 0.51% | 1.39%0.51% | 1.39%0.51% | 2.49%2.69% | 5.23%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -66.00% | -34.89%-66.01% | -34.89%-66.01% | -22.86%-21.41% | -10.62%
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 -47.68% | +4.88%-21.02% | +5.27%-56.10% | +10.61%-6.01% | +10.85%
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 -66.00% | -34.89%-66.01% | -34.89%-66.01% | -22.86%-21.41% | -10.62%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.53% | 0.29%
Calls: 0.48% | 0.37%
Puts: 0.58% | 0.20%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -65.36% | -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 -52.68% | -80.54%
Liquidity Excellent
+
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🤖 AI Insights

Light premium activity with dollar volume down 81% vs prior. Below-average activity with volume down 41% vs prior. P/C ratio dropping 34% - sentiment shifting bullish. Put-heavy open interest (7,304,731 puts vs 3,317,869 calls) suggests hedging or bearish positioning.

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
13:35BEARISHNEUTRALMIXED
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 2,734 of results (avg 2.5%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 105.885.89$5.890.2%6.4K0.4711.3K
$742.00Nov 104.854.86$4.860.2%2.5K0.42299
$740.00Nov 94.254.26$4.260.2%24.3K0.462.9K
$744.00Nov 103.933.94$3.940.3%1.4K0.37586
$718.00Nov 921.6221.68$21.650.3%250.9017
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$742.00Nov 96.396.40$6.400.2%3.0K0.61574
$741.00Nov 95.855.86$5.860.2%6.1K0.57819
$739.00Nov 94.904.91$4.910.2%13.5K0.51542
$738.00Nov 94.484.49$4.490.2%14.2K0.471.0K
$737.00Nov 94.094.10$4.100.2%16.7K0.441.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 478 found (avg $0.40, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$746.00Nov 60.080.09$0.0911.1%135.5K0.053.4K
$747.00Nov 60.050.06$0.0616.7%123.3K0.033.8K
$745.00Nov 60.130.14$0.147.1%265.6K0.0713.4K
$744.00Nov 60.200.21$0.214.8%139.8K0.104.1K
$743.00Nov 60.300.31$0.313.2%140.2K0.154.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$731.00Nov 60.150.16$0.166.3%93.7K0.074.8K
$732.00Nov 60.200.21$0.214.8%93.3K0.094.9K
$730.00Nov 60.120.13$0.137.7%172.2K0.0513.5K
$733.00Nov 60.270.28$0.283.6%117.7K0.124.5K
$729.00Nov 60.090.10$0.1010.0%68.8K0.043.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,335 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Nov 6142.50143.95$143.231.0%41.00--
$600.00Nov 6138.15138.95$138.550.6%61.0011
$605.00Nov 6132.49133.95$133.221.1%41.009
$610.00Nov 6127.50128.95$128.231.1%41.0012
$615.00Nov 6122.51123.96$123.241.2%11.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$777.00Nov 638.0539.51$38.783.8%61.0021
$778.00Nov 639.0540.62$39.833.9%301.002
$779.00Nov 640.0541.49$40.773.5%211.002
$780.00Nov 641.0542.51$41.783.5%331.0015
$782.00Nov 643.0644.49$43.783.3%21.00--

Most actively traded options today. High liquidity = easy entry/exit. 3,176 active (total vol 8.0M, top 345.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 61.071.08$1.080.9%345.4K0.3910.5K
$745.00Nov 60.130.14$0.147.1%265.6K0.0713.4K
$741.00Nov 60.720.73$0.731.4%241.9K0.292.6K
$742.00Nov 60.470.48$0.482.1%214.0K0.213.9K
$750.00Nov 60.020.03$0.0333.3%206.7K0.0123.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 60.500.51$0.512.0%270.3K0.2015.6K
$738.00Nov 61.271.28$1.270.8%227.7K0.425.6K
$737.00Nov 60.930.94$0.941.1%203.4K0.334.2K
$739.00Nov 61.711.72$1.720.6%195.9K0.523.2K
$736.00Nov 60.680.69$0.691.4%185.8K0.263.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 81.6%, max 101.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$735.00Nov 6Dec 1835.3%17.9%97.0%42.0K11.9K
$736.00Nov 6Dec 1834.0%17.8%91.5%72.4K5.0K
$737.00Nov 6Dec 1833.0%17.6%87.1%104.8K5.3K
$739.00Nov 6Dec 1831.9%17.3%84.9%173.2K3.7K
$738.00Nov 6Dec 1832.2%17.5%84.4%146.5K4.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$734.00Nov 6Dec 1836.4%18.1%101.0%148.4K5.4K
$735.00Nov 6Dec 1835.3%17.9%97.0%272.1K88.4K
$736.00Nov 6Dec 1834.0%17.8%91.5%186.1K5.6K
$737.00Nov 6Dec 1833.0%17.6%87.1%203.8K7.0K
$739.00Nov 6Dec 1831.9%17.3%84.9%196.3K4.7K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,225 found (best R:R 0.89, avg 4.57)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$658.00$660.00Nov 30$1.06$0.94$1.0692%0.89$659.06
$648.00$650.00Nov 30$1.17$0.83$1.1792%0.71$649.17
$675.00$676.00Nov 30$0.34$0.66$0.3489%1.94$675.34
$673.00$674.00Nov 30$0.35$0.65$0.3589%1.86$673.35
$705.00$706.00Nov 10$0.49$0.51$0.4992%1.04$705.49
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$790.00$788.00Nov 20$1.26$0.74$1.2699%0.59$788.74
$770.00$769.00Nov 9$0.34$0.66$0.34100%1.94$769.66
$776.00$775.00Nov 9$0.35$0.65$0.35100%1.86$775.65
$735.00$730.00Dec 11$1.52$3.48$1.5245%2.29$733.48
$775.00$774.00Nov 20$0.36$0.64$0.3695%1.78$774.64

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 901 found (best R:R 1.31, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$740.00$745.00Nov 19$2.84$2.84$2.1651%1.31$742.84
$745.00$750.00Nov 19$2.43$2.43$2.5758%0.95$747.43
$750.00$755.00Nov 19$1.96$1.96$3.0466%0.64$751.96
$755.00$760.00Nov 19$1.49$1.49$3.5174%0.42$756.49
$760.00$765.00Nov 19$1.03$1.03$3.9781%0.26$761.03
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$735.00$734.00Nov 6$0.14$0.14$0.8680%0.16$734.86
$737.00$736.00Nov 6$0.25$0.25$0.7567%0.33$736.75
$725.00$724.00Nov 9$0.13$0.13$0.8783%0.15$724.87
$736.00$735.00Nov 6$0.18$0.18$0.8274%0.22$735.82
$738.00$737.00Nov 6$0.33$0.33$0.6758%0.49$737.67

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $3.21, cheapest $3.16)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.2433.0%17.9%
$738.00Nov 6Nov 9$3.3032.2%17.6%
$739.00Nov 6Nov 9$3.2731.9%18.3%
$740.00Nov 6Nov 9$3.1831.6%18.0%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.1633.0%17.9%
$738.00Nov 6Nov 9$3.2232.0%17.6%
$739.00Nov 6Nov 9$3.1931.9%18.3%
$740.00Nov 6Nov 9$3.1031.6%18.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,199 found (cheapest 0.44% of stock, avg 4.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$739.00Nov 6$1.53$1.72$3.25$735.75$742.250.44%
$738.00Nov 6$2.08$1.27$3.35$734.65$741.350.45%
$740.00Nov 6$1.08$2.26$3.34$736.66$743.340.45%
$741.00Nov 6$0.73$2.92$3.65$737.35$744.650.49%
$737.00Nov 6$2.75$0.94$3.69$733.31$740.690.50%
$742.00Nov 6$0.48$3.67$4.15$737.85$746.150.56%
$736.00Nov 6$3.50$0.69$4.19$731.81$740.190.57%
$735.00Nov 6$4.31$0.51$4.82$730.18$739.820.65%
$743.00Nov 6$0.31$4.50$4.81$738.19$747.810.65%
$734.00Nov 6$5.18$0.37$5.55$728.45$739.550.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.09% of stock, avg 2.51%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$743.00$734.00Nov 6$0.31$0.37$0.68$733.32$743.68
$743.00$735.00Nov 6$0.31$0.51$0.82$734.18$743.82
$742.00$734.00Nov 6$0.48$0.37$0.85$733.15$742.85
$742.00$735.00Nov 6$0.48$0.51$0.99$734.01$742.99
$743.00$736.00Nov 6$0.31$0.69$1.00$735.00$744.00
$742.00$736.00Nov 6$0.48$0.69$1.17$734.83$743.17
$741.00$734.00Nov 6$0.73$0.37$1.10$732.90$742.10
$741.00$735.00Nov 6$0.73$0.51$1.24$733.76$742.24
$741.00$736.00Nov 6$0.73$0.69$1.42$734.58$742.42
$743.00$737.00Nov 6$0.31$0.94$1.25$735.75$744.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 211 found (best R:R 1.13, avg credit $0.70)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
707/708748/749Nov 16$0.53$0.4749%1.13$707.47$748.53
711/712748/749Nov 16$0.55$0.4547%1.22$711.45$748.55
710/711748/749Nov 16$0.54$0.4648%1.17$710.46$748.54
712/713747/748Nov 12$0.51$0.4950%1.04$712.49$747.51
716/717747/748Nov 12$0.54$0.4647%1.17$716.46$747.54
709/710748/749Nov 16$0.53$0.4748%1.13$709.47$748.53
714/715747/748Nov 12$0.52$0.4849%1.08$714.48$747.52
715/716746/747Nov 11$0.51$0.4950%1.04$715.49$746.51
713/714747/748Nov 12$0.51$0.4950%1.04$713.49$747.51
717/718747/748Nov 12$0.54$0.4646%1.17$717.46$747.54

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 389 found (best R:R 32.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$720.00$725.00$730.00Nov 27$0.15$4.859%32.33
$680.00$690.00$700.00Nov 18$0.21$9.796%46.62
$715.00$720.00$725.00Dec 4$0.12$4.887%40.67
$720.00$725.00$730.00Dec 4$0.15$4.858%32.33
$725.00$730.00$735.00Nov 19$0.25$4.7512%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$745.00$750.00$755.00Nov 19$0.34$4.6616%13.71
$720.00$725.00$730.00Nov 27$0.17$4.839%28.41
$705.00$710.00$715.00Dec 11$0.08$4.926%61.50
$700.00$705.00$710.00Nov 27$0.07$4.935%70.43
$725.00$730.00$735.00Nov 27$0.21$4.7910%22.81

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 879 found (best net $-18.51, 878 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$765.001:2Nov 19-$0.32$4.68
$765.00$770.001:2Nov 19-$0.07$4.93
$770.00$775.001:2Nov 19-$0.01$4.99
$775.00$780.001:2Nov 19$0.00$5.00
$755.00$760.001:2Nov 19-$0.89$4.11
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$835.00$796.001:2Dec 11-$18.51$20.49
$825.00$793.001:2Nov 10-$22.46$9.54
$792.00$773.001:2Nov 16-$16.07$2.93
$710.00$705.001:2Nov 6-$0.01$4.99
$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. 513 found (best yield 2.71%, avg 0.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$739.00Dec 18$20.000.500.0%2.71%2.74%264401
$740.00Dec 18$19.360.490.2%2.62%2.78%1.3K8.3K
$741.00Dec 18$18.710.480.3%2.53%2.83%154529
$742.00Dec 18$18.080.480.4%2.45%2.88%47268
$743.00Dec 18$17.450.470.6%2.36%2.93%1481.6K
$744.00Dec 18$16.840.460.7%2.28%2.98%2542.1K
$745.00Dec 18$16.240.460.8%2.20%3.04%46412.8K
$746.00Dec 18$15.640.451.0%2.12%3.09%351269
$739.00Dec 11$18.650.510.0%2.52%2.55%72113
$747.00Dec 18$15.050.441.1%2.04%3.15%63785

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 4,020,443
Total Puts 4,016,956
Put/Call Ratio 1.00
Net Difference 3,487

Prior's Put/Call Breakdown

Total Calls 5,404,994
Total Puts 8,185,492
Put/Call Ratio 1.51
Net Difference -2,780,498

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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