Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$738.26 +0.72%
◀ 11/6 13:45 ▶

Option Volume

Detail
ℹ
Current (11/06 1:45pm) 8,221,839
Calls: 4,104,860 (50%)
Puts: 4,116,979 (50%)
Prior (11/05) 13,826,134
Calls: 5,508,221 (40%)
Puts: 8,317,913 (60%)
Current vs Prior -40.53%
Calls: -25.48% (Calls)
Puts: -50.50% (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 -32.90%
Calls: -23.57%
Puts: -40.17%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06 1:45pm) $1.47B
Calls: $591.26M (40%)
Puts: $881.44M (60%)
Prior (11/05) $7.59B
Calls: $719.55M (9%)
Puts: $6.87B (91%)
Current vs Prior -80.60%
Calls: -17.83%
Puts: -87.18%
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 -49.60%
Calls: -2.40%
Puts: -61.95%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 1:45pm) 1.00
Prior (11/05) 1.51
Current vs Prior -33.58%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -20.02%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06 1:45pm) 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 0.48% | 1.38%0.48% | 1.38%0.48% | 2.48%2.69% | 5.23%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -68.22% | -35.67%-68.22% | -35.67%-68.22% | -23.13%-21.47% | -10.64%
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 -51.08% | +3.63%-26.15% | +4.01%-58.95% | +10.21%-6.08% | +10.82%
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 -68.22% | -35.67%-68.22% | -35.67%-68.22% | -23.13%-21.47% | -10.64%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.57% | 0.30%
Calls: 0.61% | 0.40%
Puts: 0.53% | 0.19%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -62.75% | -62.96%
Prior 7-Day Avg 1.12% | 1.49%
Calls: 1.13% | 1.34%
Puts: 1.10% | 1.64%
Current vs 7-Day Avg -49.11% | -79.87%
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. Slightly bearish P/C ratio of 1.00. P/C ratio dropping 34% - sentiment shifting bullish.

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
13:45BEARISHNEUTRALBEARISH
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
$738.00Nov 139.349.36$9.350.2%2.5K0.51595
$739.00Dec 1118.3718.42$18.400.3%730.50113
$738.00Dec 416.8716.92$16.900.3%2900.51464
$734.00Nov 109.149.17$9.160.3%6100.60422
$733.00Nov 98.288.31$8.300.4%2.9K0.66303
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$739.00Nov 95.135.14$5.140.2%14.0K0.53542
$738.00Nov 94.684.69$4.690.2%14.8K0.501.0K
$734.00Nov 104.654.66$4.660.2%1.1K0.409.9K
$733.00Nov 104.344.35$4.350.2%1.5K0.38639
$737.00Nov 94.284.29$4.290.2%17.6K0.471.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 473 found (avg $0.40, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$745.00Nov 60.070.08$0.0812.5%272.9K0.0413.4K
$744.00Nov 60.110.12$0.128.3%141.7K0.074.1K
$746.00Nov 60.050.06$0.0616.7%138.8K0.033.4K
$743.00Nov 60.180.19$0.195.3%144.7K0.104.0K
$742.00Nov 60.290.30$0.303.3%218.8K0.153.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$729.00Nov 60.100.11$0.119.1%74.3K0.053.8K
$730.00Nov 60.130.14$0.147.1%177.8K0.0613.5K
$732.00Nov 60.220.23$0.234.3%95.0K0.104.9K
$733.00Nov 60.290.30$0.303.3%121.3K0.134.5K
$734.00Nov 60.390.40$0.402.5%151.9K0.174.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,339 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 68.758.88$8.821.5%3.9K1.002.8K
$748.00Nov 69.759.87$9.811.2%3.5K1.002.5K
$749.00Nov 610.7310.83$10.780.9%4.9K1.007.5K
$750.00Nov 611.7411.78$11.760.3%10.8K1.0026.3K
$751.00Nov 612.7212.86$12.791.1%2.5K1.003.8K

Most actively traded options today. High liquidity = easy entry/exit. 3,185 active (total vol 8.2M, top 352.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.750.76$0.761.3%352.3K0.3110.5K
$745.00Nov 60.070.08$0.0812.5%272.9K0.0413.4K
$741.00Nov 60.470.48$0.482.1%246.7K0.222.6K
$742.00Nov 60.290.30$0.303.3%218.8K0.153.9K
$750.00Nov 60.010.02$0.0250.0%207.0K0.0123.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 60.530.54$0.541.9%276.4K0.2315.6K
$738.00Nov 61.391.40$1.400.7%241.0K0.495.6K
$737.00Nov 61.011.02$1.021.0%212.2K0.394.2K
$739.00Nov 61.891.90$1.900.5%203.1K0.593.2K
$736.00Nov 60.730.74$0.741.4%198.1K0.303.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 77.3%, max 95.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$734.00Nov 6Dec 1835.4%18.1%95.8%15.2K2.7K
$735.00Nov 6Dec 1833.9%17.9%89.1%42.4K11.9K
$736.00Nov 6Dec 1832.8%17.8%84.5%74.1K5.0K
$737.00Nov 6Dec 1831.6%17.6%79.4%110.1K5.3K
$738.00Nov 6Dec 1830.6%17.4%75.4%156.8K4.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$734.00Nov 6Dec 1835.4%18.1%95.8%152.0K5.4K
$735.00Nov 6Dec 1833.9%17.9%89.1%278.3K88.4K
$736.00Nov 6Dec 1832.8%17.8%84.5%198.4K5.6K
$737.00Nov 6Dec 1831.6%17.6%79.4%212.6K7.0K
$738.00Nov 6Dec 1830.8%17.4%76.5%242.4K7.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,202 found (best R:R 2.29, avg 4.63)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$706.00$707.00Nov 10$0.54$0.46$0.5491%0.85$706.54
$742.00$743.00Nov 6$0.11$0.89$0.1115%8.09$742.11
$787.00$788.00Dec 18$0.10$0.90$0.109%9.00$787.10
$777.00$778.00Dec 4$0.11$0.89$0.1110%8.09$777.11
$784.00$785.00Dec 18$0.12$0.88$0.1211%7.33$784.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$735.00$730.00Dec 11$1.52$3.48$1.5246%2.29$733.48
$735.00$730.00Dec 4$1.54$3.46$1.5446%2.25$733.46
$730.00$725.00Dec 11$1.36$3.64$1.3642%2.68$728.64
$725.00$720.00Dec 11$1.17$3.83$1.1737%3.27$723.83
$730.00$725.00Dec 4$1.33$3.67$1.3341%2.76$728.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 896 found (best R:R 1.27, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$740.00$745.00Nov 19$2.80$2.80$2.2052%1.27$742.80
$745.00$750.00Nov 19$2.38$2.38$2.6259%0.91$747.38
$750.00$755.00Nov 19$1.91$1.91$3.0967%0.62$751.91
$755.00$760.00Nov 19$1.46$1.46$3.5475%0.41$756.46
$760.00$765.00Nov 19$0.99$0.99$4.0182%0.25$760.99
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$722.00$721.00Nov 9$0.10$0.10$0.9086%0.11$721.90
$724.00$723.00Nov 9$0.12$0.12$0.8883%0.14$723.88
$734.00$733.00Nov 6$0.10$0.10$0.9083%0.11$733.90
$735.00$734.00Nov 6$0.14$0.14$0.8677%0.16$734.86
$736.00$735.00Nov 6$0.20$0.20$0.8070%0.25$735.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $3.25, cheapest $3.16)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$736.00Nov 6Nov 9$3.2632.8%18.0%
$737.00Nov 6Nov 9$3.3431.6%17.7%
$738.00Nov 6Nov 9$3.3730.6%17.4%
$739.00Nov 6Nov 9$3.3130.1%18.0%
$740.00Nov 6Nov 9$3.1829.8%17.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$736.00Nov 6Nov 9$3.1632.8%18.0%
$737.00Nov 6Nov 9$3.2731.6%17.7%
$738.00Nov 6Nov 9$3.2930.8%17.4%
$739.00Nov 6Nov 9$3.2430.1%18.0%
$740.00Nov 6Nov 9$3.1129.8%17.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,202 found (cheapest 0.41% of stock, avg 4.42%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$738.00Nov 6$1.65$1.40$3.05$734.95$741.050.41%
$739.00Nov 6$1.15$1.90$3.05$735.95$742.050.41%
$740.00Nov 6$0.76$2.50$3.26$736.74$743.260.44%
$737.00Nov 6$2.28$1.02$3.30$733.70$740.300.45%
$741.00Nov 6$0.48$3.23$3.71$737.29$744.710.50%
$736.00Nov 6$2.99$0.74$3.73$732.27$739.730.51%
$735.00Nov 6$3.79$0.54$4.33$730.67$739.330.59%
$742.00Nov 6$0.30$4.05$4.35$737.65$746.350.59%
$734.00Nov 6$4.64$0.40$5.04$728.96$739.040.68%
$743.00Nov 6$0.19$4.93$5.12$737.88$748.120.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.08% of stock, avg 2.52%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$743.00$734.00Nov 6$0.19$0.40$0.59$733.41$743.59
$742.00$734.00Nov 6$0.30$0.40$0.70$733.30$742.70
$743.00$735.00Nov 6$0.19$0.54$0.73$734.27$743.73
$742.00$735.00Nov 6$0.30$0.54$0.84$734.16$742.84
$741.00$734.00Nov 6$0.48$0.40$0.88$733.12$741.88
$741.00$735.00Nov 6$0.48$0.54$1.02$733.98$742.02
$743.00$736.00Nov 6$0.19$0.74$0.93$735.07$743.93
$742.00$736.00Nov 6$0.30$0.74$1.04$734.96$743.04
$740.00$734.00Nov 6$0.76$0.40$1.16$732.84$741.16
$741.00$736.00Nov 6$0.48$0.74$1.22$734.78$742.22

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 261 found (best R:R 1.08, avg credit $0.67)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
705/706748/749Nov 16$0.52$0.4851%1.08$705.48$748.52
704/705748/749Nov 17$0.54$0.4649%1.17$704.46$748.54
707/708748/749Nov 17$0.55$0.4548%1.22$707.45$748.55
709/710748/749Nov 17$0.56$0.4446%1.27$709.44$748.56
707/708748/749Nov 16$0.52$0.4850%1.08$707.48$748.52
711/712748/749Nov 17$0.57$0.4345%1.33$711.43$748.57
716/717747/748Nov 13$0.57$0.4345%1.33$716.43$747.57
709/710748/749Nov 16$0.53$0.4749%1.13$709.47$748.53
716/717748/749Nov 13$0.55$0.4547%1.22$716.45$748.55
708/709748/749Nov 16$0.52$0.4850%1.08$708.48$748.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 368 found (best R:R 40.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$720.00$725.00$730.00Nov 19$0.12$4.8810%40.67
$715.00$720.00$725.00Dec 11$0.05$4.957%99.00
$680.00$690.00$700.00Nov 18$0.22$9.786%44.45
$725.00$730.00$735.00Dec 4$0.17$4.839%28.41
$660.00$665.00$670.00Nov 11$0.07$4.935%70.43
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$715.00$720.00$725.00Dec 11$0.10$4.907%49.00
$715.00$720.00$725.00Nov 27$0.14$4.868%34.71
$725.00$730.00$735.00Dec 11$0.16$4.848%30.25
$705.00$710.00$715.00Nov 27$0.10$4.906%49.00
$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. 875 found (best net $-1.86, 872 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$765.001:2Nov 19-$0.30$4.70
$765.00$770.001:2Nov 19-$0.05$4.95
$755.00$760.001:2Nov 19-$0.82$4.18
$775.00$780.001:2Nov 19-$0.01$4.99
$741.00$742.001:2Nov 6-$0.12$0.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$880.00$810.001:2Dec 4-$1.86$68.14
$835.00$796.001:2Dec 11-$18.85$20.15
$825.00$793.001:2Nov 10-$22.74$9.26
$792.00$773.001:2Nov 16-$15.83$3.17
$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. 501 found (best yield 2.67%, avg 0.65%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$739.00Dec 18$19.710.490.1%2.67%2.77%266401
$740.00Dec 18$19.070.480.2%2.58%2.82%1.3K8.3K
$741.00Dec 18$18.430.480.4%2.50%2.87%156529
$742.00Dec 18$17.800.470.5%2.41%2.92%53268
$743.00Dec 18$17.180.470.6%2.33%2.97%1501.6K
$744.00Dec 18$16.570.460.8%2.24%3.02%2582.1K
$745.00Dec 18$15.980.450.9%2.16%3.08%46612.8K
$739.00Dec 11$18.370.500.1%2.49%2.59%73113
$746.00Dec 18$15.390.441.1%2.08%3.13%352269
$740.00Dec 11$17.730.490.2%2.40%2.64%127506

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 4,104,860
Total Puts 4,116,979
Put/Call Ratio 1.00
Net Difference -12,119

Prior's Put/Call Breakdown

Total Calls 5,508,221
Total Puts 8,317,913
Put/Call Ratio 1.51
Net Difference -2,809,692

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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