Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$737.82 +0.66%
◀ 11/6 13:40 ▶

Option Volume

Detail
ℹ
Current (11/06 1:40pm) 8,152,270
Calls: 4,070,803 (50%)
Puts: 4,081,467 (50%)
Prior (11/05) 13,704,131
Calls: 5,455,418 (40%)
Puts: 8,248,713 (60%)
Current vs Prior -40.51%
Calls: -25.38% (Calls)
Puts: -50.52% (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 -33.46%
Calls: -24.21%
Puts: -40.69%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06 1:40pm) $1.50B
Calls: $561.80M (38%)
Puts: $935.61M (62%)
Prior (11/05) $7.43B
Calls: $726.24M (10%)
Puts: $6.71B (90%)
Current vs Prior -79.86%
Calls: -22.64%
Puts: -86.05%
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 -48.76%
Calls: -7.26%
Puts: -59.61%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 1:40pm) 1.00
Prior (11/05) 1.51
Current vs Prior -33.69%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -20.05%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06 1:40pm) 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% | 1.40%0.51% | 1.40%0.51% | 2.51%2.72% | 5.28%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -66.32% | -34.55%-66.32% | -34.55%-66.32% | -22.29%-20.67% | -9.81%
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 -48.16% | +5.43%-21.74% | +5.82%-56.50% | +11.41%-5.13% | +11.86%
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 -66.32% | -34.55%-66.32% | -34.55%-66.32% | -22.29%-20.67% | -9.81%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.53% | 0.29%
Calls: 0.48% | 0.37%
Puts: 0.59% | 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

Moderately bearish flow with 62% put dollar volume ($935.61M). Light premium activity with dollar volume down 80% vs prior. Below-average activity with volume down 41% vs prior. Slightly bearish P/C ratio of 1.00.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall BEARISH
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
13:40BEARISHNEUTRALBEARISH
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 2,720 of results (avg 2.4%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$733.00Nov 65.175.18$5.180.2%9.8K0.841.9K
$720.00Nov 918.8318.89$18.860.3%940.8869
$717.00Nov 921.6221.69$21.660.3%90.9016
$719.00Nov 919.7519.82$19.790.4%160.8810
$736.00Nov 62.732.74$2.740.4%73.4K0.664.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$737.00Nov 105.955.96$5.960.2%2.1K0.48334
$740.00Nov 95.885.89$5.890.2%18.0K0.575.7K
$738.00Nov 94.934.94$4.940.2%14.6K0.511.0K
$737.00Nov 94.524.53$4.530.2%17.2K0.481.2K
$736.00Nov 94.124.13$4.130.2%13.6K0.44634

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 456 found (avg $0.40, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$745.00Nov 60.070.08$0.0812.5%267.2K0.0413.4K
$744.00Nov 60.110.12$0.128.3%140.6K0.074.1K
$746.00Nov 60.050.06$0.0616.7%138.6K0.033.4K
$743.00Nov 60.170.18$0.185.6%144.1K0.104.0K
$742.00Nov 60.270.28$0.283.6%217.2K0.143.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$729.00Nov 60.130.14$0.147.1%71.7K0.063.8K
$730.00Nov 60.170.18$0.185.6%175.6K0.0713.5K
$731.00Nov 60.220.23$0.234.3%94.3K0.094.8K
$732.00Nov 60.290.30$0.303.3%94.4K0.124.9K
$733.00Nov 60.380.39$0.392.6%120.3K0.154.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,337 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Nov 6142.50143.95$143.231.0%41.00--
$600.00Nov 6137.54138.95$138.251.0%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
$747.00Nov 69.199.31$9.251.3%3.9K1.002.8K
$748.00Nov 610.1810.30$10.241.2%3.5K1.002.5K
$749.00Nov 611.1711.29$11.231.1%4.9K1.007.5K
$750.00Nov 612.1912.22$12.210.2%10.6K1.0026.3K
$751.00Nov 613.1613.29$13.231.0%2.5K1.003.8K

Most actively traded options today. High liquidity = easy entry/exit. 3,179 active (total vol 8.1M, top 350.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.690.70$0.701.4%350.3K0.2810.5K
$745.00Nov 60.070.08$0.0812.5%267.2K0.0413.4K
$741.00Nov 60.440.45$0.452.2%244.1K0.202.6K
$742.00Nov 60.270.28$0.283.6%217.2K0.143.9K
$750.00Nov 60.010.02$0.0250.0%207.0K0.0123.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 60.690.70$0.701.4%274.4K0.2615.6K
$738.00Nov 61.691.70$1.690.6%237.5K0.525.6K
$737.00Nov 61.261.27$1.270.8%209.8K0.424.2K
$739.00Nov 62.232.24$2.240.4%200.9K0.623.2K
$736.00Nov 60.930.94$0.941.1%192.6K0.343.3K

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 84.6%, max 105.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$733.00Nov 6Dec 1837.5%18.3%105.1%9.8K2.2K
$734.00Nov 6Dec 1836.0%18.1%98.7%15.2K2.7K
$735.00Nov 6Dec 1834.6%18.0%92.8%42.2K11.9K
$736.00Nov 6Dec 1833.5%17.8%88.1%73.5K5.0K
$737.00Nov 6Dec 1832.4%17.6%83.9%107.9K5.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$733.00Nov 6Dec 1837.5%18.3%105.1%120.4K7.7K
$734.00Nov 6Dec 1836.0%18.1%98.7%150.9K5.4K
$735.00Nov 6Dec 1834.6%18.0%92.8%276.3K88.4K
$736.00Nov 6Dec 1833.5%17.8%88.1%193.0K5.6K
$737.00Nov 6Dec 1832.4%17.6%83.9%210.1K7.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,229 found (best R:R 2.03, avg 4.59)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$706.00$707.00Nov 10$0.49$0.51$0.4991%1.04$706.49
$742.00$743.00Nov 6$0.10$0.90$0.1014%9.00$742.10
$785.00$786.00Dec 18$0.11$0.89$0.1110%8.09$785.11
$778.00$779.00Dec 4$0.10$0.90$0.109%9.00$778.10
$787.00$788.00Dec 18$0.10$0.90$0.109%9.00$787.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$780.00$779.00Nov 10$0.33$0.67$0.33100%2.03$779.67
$735.00$730.00Dec 11$1.55$3.45$1.5546%2.23$733.45
$735.00$730.00Dec 4$1.56$3.44$1.5646%2.21$733.44
$730.00$725.00Dec 11$1.38$3.62$1.3842%2.62$728.62
$730.00$725.00Dec 4$1.34$3.66$1.3441%2.73$728.66

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 899 found (best R:R 1.24, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$740.00$745.00Nov 19$2.77$2.77$2.2352%1.24$742.77
$745.00$750.00Nov 19$2.35$2.35$2.6560%0.89$747.35
$750.00$755.00Nov 19$1.88$1.88$3.1267%0.60$751.88
$755.00$760.00Nov 19$1.42$1.42$3.5875%0.40$756.42
$760.00$765.00Nov 19$0.96$0.96$4.0482%0.24$760.96
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$734.00$733.00Nov 6$0.13$0.13$0.8780%0.15$733.87
$735.00$734.00Nov 6$0.18$0.18$0.8274%0.22$734.82
$737.00$736.00Nov 6$0.33$0.33$0.6758%0.49$736.67
$725.00$724.00Nov 9$0.14$0.14$0.8681%0.16$724.86
$727.00$726.00Nov 9$0.17$0.17$0.8378%0.20$726.83

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $3.25, cheapest $3.19)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$736.00Nov 6Nov 9$3.2733.5%18.1%
$737.00Nov 6Nov 9$3.3232.4%17.8%
$738.00Nov 6Nov 9$3.3131.7%18.4%
$739.00Nov 6Nov 9$3.2331.2%18.1%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$736.00Nov 6Nov 9$3.1933.5%18.1%
$737.00Nov 6Nov 9$3.2632.4%17.8%
$738.00Nov 6Nov 9$3.2531.7%18.4%
$739.00Nov 6Nov 9$3.1531.2%18.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,200 found (cheapest 0.43% of stock, avg 4.42%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$738.00Nov 6$1.50$1.69$3.19$734.81$741.190.43%
$739.00Nov 6$1.04$2.24$3.28$735.72$742.280.44%
$737.00Nov 6$2.07$1.27$3.34$733.66$740.340.45%
$740.00Nov 6$0.70$2.90$3.60$736.40$743.600.49%
$736.00Nov 6$2.74$0.94$3.68$732.32$739.680.50%
$741.00Nov 6$0.45$3.64$4.09$736.91$745.090.55%
$735.00Nov 6$3.49$0.70$4.19$730.81$739.190.57%
$742.00Nov 6$0.28$4.47$4.75$737.25$746.750.64%
$734.00Nov 6$4.31$0.52$4.83$729.17$738.830.65%
$733.00Nov 6$5.18$0.39$5.57$727.43$738.570.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.09% of stock, avg 2.52%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$742.00$733.00Nov 6$0.28$0.39$0.67$732.33$742.67
$741.00$733.00Nov 6$0.45$0.39$0.84$732.16$741.84
$742.00$734.00Nov 6$0.28$0.52$0.80$733.20$742.80
$741.00$734.00Nov 6$0.45$0.52$0.97$733.03$741.97
$742.00$735.00Nov 6$0.28$0.70$0.98$734.02$742.98
$741.00$735.00Nov 6$0.45$0.70$1.15$733.85$742.15
$740.00$733.00Nov 6$0.70$0.39$1.09$731.91$741.09
$740.00$734.00Nov 6$0.70$0.52$1.22$732.78$741.22
$740.00$735.00Nov 6$0.70$0.70$1.40$733.60$741.40
$742.00$736.00Nov 6$0.28$0.94$1.22$734.78$743.22

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 211 found (best R:R 1.17, avg credit $0.70)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
708/709747/748Nov 16$0.54$0.4648%1.17$708.46$747.54
707/708747/748Nov 16$0.53$0.4748%1.13$707.47$747.53
709/710747/748Nov 16$0.54$0.4647%1.17$709.46$747.54
711/712746/747Nov 12$0.50$0.5050%1.00$711.50$746.50
714/715746/747Nov 12$0.52$0.4848%1.08$714.48$746.52
713/714746/747Nov 12$0.51$0.4949%1.04$713.49$746.51
715/716747/748Nov 11$0.46$0.5453%0.85$715.54$747.46
711/712747/748Nov 12$0.47$0.5352%0.89$711.53$747.47
716/717746/747Nov 12$0.53$0.4746%1.13$716.47$746.53
715/716746/747Nov 11$0.48$0.5251%0.92$715.52$746.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 337 found (best R:R 54.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$715.00$720.00$725.00Nov 27$0.09$4.918%54.56
$655.00$660.00$665.00Nov 12$0.05$4.955%99.00
$660.00$665.00$670.00Nov 11$0.05$4.955%99.00
$680.00$690.00$700.00Nov 18$0.22$9.786%44.45
$715.00$720.00$725.00Dec 11$0.10$4.907%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$720.00$725.00$730.00Dec 4$0.15$4.858%32.33
$715.00$720.00$725.00Nov 27$0.15$4.858%32.33
$715.00$720.00$725.00Dec 11$0.12$4.887%40.67
$700.00$705.00$710.00Nov 27$0.08$4.925%61.50
$725.00$730.00$735.00Dec 11$0.17$4.839%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. 872 found (best net $-2.22, 870 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$765.001:2Nov 19-$0.25$4.75
$765.00$770.001:2Nov 19-$0.03$4.97
$770.00$775.001:2Nov 19$0.00$5.00
$755.00$760.001:2Nov 19-$0.75$4.25
$775.00$780.001:2Nov 19-$0.03$4.97
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$880.00$810.001:2Dec 4-$2.22$67.78
$835.00$796.001:2Dec 11-$19.16$19.84
$825.00$793.001:2Nov 10-$23.06$8.94
$792.00$773.001:2Nov 16-$16.15$2.85
$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. 513 found (best yield 2.73%, avg 0.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$738.00Dec 18$20.140.500.0%2.73%2.75%269450
$739.00Dec 18$19.490.490.2%2.64%2.80%266401
$740.00Dec 18$18.860.480.3%2.56%2.85%1.3K8.3K
$741.00Dec 18$18.210.480.4%2.47%2.90%154529
$742.00Dec 18$17.590.470.6%2.38%2.95%53268
$743.00Dec 18$16.980.460.7%2.30%3.00%1501.6K
$744.00Dec 18$16.370.460.8%2.22%3.06%2582.1K
$745.00Dec 18$15.780.451.0%2.14%3.11%46512.8K
$738.00Dec 11$18.790.510.0%2.55%2.57%54572
$746.00Dec 18$15.190.441.1%2.06%3.17%351269

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 4,070,803
Total Puts 4,081,467
Put/Call Ratio 1.00
Net Difference -10,664

Prior's Put/Call Breakdown

Total Calls 5,455,418
Total Puts 8,248,713
Put/Call Ratio 1.51
Net Difference -2,793,295

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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