Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$738.49 +0.75%
◀ 11/6 13:50 ▶

Option Volume

Detail
ℹ
Current (11/06 1:50pm) 8,296,379
Calls: 4,146,110 (50%)
Puts: 4,150,269 (50%)
Prior (11/05) 13,964,040
Calls: 5,555,133 (40%)
Puts: 8,408,907 (60%)
Current vs Prior -40.59%
Calls: -25.36% (Calls)
Puts: -50.64% (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 -32.29%
Calls: -22.80%
Puts: -39.69%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06 1:50pm) $1.46B
Calls: $609.36M (42%)
Puts: $855.44M (58%)
Prior (11/05) $7.73B
Calls: $719.88M (9%)
Puts: $7.01B (91%)
Current vs Prior -81.06%
Calls: -15.35%
Puts: -87.80%
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 -49.87%
Calls: +0.59%
Puts: -63.07%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 1:50pm) 1.00
Prior (11/05) 1.51
Current vs Prior -33.87%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -20.18%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06 1:50pm) 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 0.47% | 1.36%0.47% | 1.36%0.47% | 2.47%2.68% | 5.22%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -68.67% | -36.38%-68.68% | -36.38%-68.68% | -23.53%-21.85% | -10.79%
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 -51.78% | +2.48%-27.23% | +2.86%-59.55% | +9.64%-6.54% | +10.64%
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 -68.67% | -36.38%-68.68% | -36.38%-68.68% | -23.53%-21.85% | -10.79%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.57% | 0.49%
Calls: 0.57% | 0.39%
Puts: 0.57% | 0.60%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -62.75% | -39.51%
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% | -67.11%
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
13:50BEARISHNEUTRALBEARISH
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 2,734 of results (avg 2.4%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$739.00Nov 94.514.52$4.510.2%15.9K0.481.7K
$615.00Dec 18128.36128.70$128.530.3%--0.931.5K
$625.00Dec 11118.00118.32$118.160.3%--0.9311
$625.00Dec 18118.72119.05$118.890.3%60.921.5K
$620.00Dec 18123.52123.87$123.700.3%30.932.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$738.00Nov 94.534.54$4.540.2%15.3K0.491.0K
$772.00Nov 1033.4833.57$33.530.3%2671.00--
$735.00Nov 93.433.44$3.440.3%27.0K0.393.2K
$790.00Nov 2051.4551.61$51.530.3%30.9913
$764.00Nov 1025.5025.58$25.540.3%120.98365

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 467 found (avg $0.41, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$745.00Nov 60.070.08$0.0812.5%280.6K0.0513.4K
$744.00Nov 60.110.12$0.128.3%144.3K0.074.1K
$746.00Nov 60.050.06$0.0616.7%139.4K0.033.4K
$743.00Nov 60.190.20$0.205.0%146.0K0.114.0K
$742.00Nov 60.310.32$0.323.1%220.2K0.163.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$733.00Nov 60.250.26$0.263.8%123.0K0.124.5K
$731.00Nov 60.140.15$0.156.7%96.5K0.074.8K
$734.00Nov 60.340.35$0.352.9%153.7K0.154.3K
$730.00Nov 60.110.12$0.128.3%179.0K0.0513.5K
$735.00Nov 60.470.48$0.482.1%279.0K0.2015.6K

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
$776.00Nov 637.0538.49$37.773.8%101.005
$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

Most actively traded options today. High liquidity = easy entry/exit. 3,188 active (total vol 8.3M, top 356.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.800.81$0.811.2%356.4K0.3310.5K
$745.00Nov 60.070.08$0.0812.5%280.6K0.0513.4K
$741.00Nov 60.500.51$0.512.0%249.8K0.242.6K
$742.00Nov 60.310.32$0.323.1%220.2K0.163.9K
$750.00Nov 60.010.02$0.0250.0%207.2K0.0123.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 60.470.48$0.482.1%279.0K0.2015.6K
$738.00Nov 61.271.28$1.270.8%244.3K0.455.6K
$737.00Nov 60.920.93$0.931.1%215.9K0.354.2K
$739.00Nov 61.741.75$1.750.6%204.6K0.563.2K
$736.00Nov 60.660.67$0.671.5%201.7K0.273.3K

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 74.6%, max 97.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$734.00Nov 6Dec 1835.6%18.1%97.1%15.3K2.7K
$735.00Nov 6Dec 1834.2%17.9%91.1%42.6K11.9K
$736.00Nov 6Dec 1832.8%17.8%85.0%74.5K5.0K
$737.00Nov 6Dec 1831.6%17.6%79.8%110.9K5.3K
$738.00Nov 6Dec 1830.7%17.4%76.2%160.8K4.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$734.00Nov 6Dec 1835.6%18.1%97.1%153.8K5.4K
$735.00Nov 6Dec 1834.4%17.9%92.0%280.9K88.4K
$736.00Nov 6Dec 1832.8%17.8%85.0%202.1K5.6K
$737.00Nov 6Dec 1831.6%17.6%79.8%216.3K7.0K
$738.00Nov 6Dec 1830.7%17.4%76.2%245.7K7.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,189 found (best R:R 2.31, avg 4.58)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$706.00$707.00Nov 10$0.65$0.35$0.6592%0.54$706.65
$742.00$743.00Nov 6$0.12$0.88$0.1216%7.33$742.12
$787.00$788.00Dec 18$0.10$0.90$0.1010%9.00$787.10
$741.00$742.00Nov 6$0.19$0.81$0.1924%4.26$741.19
$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 4$1.51$3.49$1.5145%2.31$733.49
$735.00$730.00Dec 11$1.54$3.46$1.5446%2.25$733.46
$730.00$725.00Dec 11$1.35$3.65$1.3541%2.70$728.65
$745.00$740.00Nov 19$2.19$2.81$2.1959%1.28$742.81
$730.00$725.00Dec 4$1.33$3.67$1.3340%2.76$728.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 890 found (best R:R 1.28, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$740.00$745.00Nov 19$2.81$2.81$2.1952%1.28$742.81
$745.00$750.00Nov 19$2.40$2.40$2.6059%0.92$747.40
$750.00$755.00Nov 19$1.94$1.94$3.0666%0.63$751.94
$755.00$760.00Nov 19$1.44$1.44$3.5674%0.40$756.44
$760.00$765.00Nov 19$1.00$1.00$4.0082%0.25$761.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$736.00$735.00Nov 6$0.19$0.19$0.8173%0.23$735.81
$735.00$734.00Nov 6$0.13$0.13$0.8780%0.15$734.87
$737.00$736.00Nov 6$0.26$0.26$0.7465%0.35$736.74
$724.00$723.00Nov 9$0.11$0.11$0.8984%0.12$723.89
$727.00$726.00Nov 9$0.15$0.15$0.8580%0.18$726.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $3.24, cheapest $3.21)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.2931.6%17.5%
$738.00Nov 6Nov 9$3.3330.7%17.3%
$739.00Nov 6Nov 9$3.3030.1%17.8%
$740.00Nov 6Nov 9$3.1729.5%17.6%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.2131.6%17.5%
$738.00Nov 6Nov 9$3.2730.7%17.3%
$739.00Nov 6Nov 9$3.2230.1%17.8%
$740.00Nov 6Nov 9$3.1029.5%17.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,202 found (cheapest 0.40% of stock, avg 4.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$739.00Nov 6$1.21$1.75$2.96$736.04$741.960.40%
$738.00Nov 6$1.75$1.27$3.02$734.98$741.020.41%
$740.00Nov 6$0.81$2.34$3.15$736.85$743.150.43%
$737.00Nov 6$2.39$0.93$3.32$733.68$740.320.45%
$741.00Nov 6$0.51$3.04$3.55$737.45$744.550.48%
$736.00Nov 6$3.14$0.67$3.81$732.19$739.810.52%
$742.00Nov 6$0.32$3.85$4.17$737.83$746.170.56%
$735.00Nov 6$3.95$0.48$4.43$730.57$739.430.60%
$743.00Nov 6$0.20$4.72$4.92$738.08$747.920.67%
$734.00Nov 6$4.81$0.35$5.16$728.84$739.160.70%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.07% of stock, avg 2.50%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$743.00$734.00Nov 6$0.20$0.35$0.55$733.45$743.55
$742.00$734.00Nov 6$0.32$0.35$0.67$733.33$742.67
$743.00$735.00Nov 6$0.20$0.48$0.68$734.32$743.68
$742.00$735.00Nov 6$0.32$0.48$0.80$734.20$742.80
$741.00$734.00Nov 6$0.51$0.35$0.86$733.14$741.86
$741.00$735.00Nov 6$0.51$0.48$0.99$734.01$741.99
$743.00$736.00Nov 6$0.20$0.67$0.87$735.13$743.87
$742.00$736.00Nov 6$0.32$0.67$0.99$735.01$742.99
$741.00$736.00Nov 6$0.51$0.67$1.18$734.82$742.18
$740.00$735.00Nov 6$0.81$0.48$1.29$733.71$741.29

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 238 found (best R:R 1.13, avg credit $0.69)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
709/710748/749Nov 16$0.53$0.4749%1.13$709.47$748.53
708/709748/749Nov 16$0.52$0.4849%1.08$708.48$748.52
712/713746/747Nov 12$0.52$0.4849%1.08$712.48$746.52
710/711748/749Nov 16$0.53$0.4748%1.13$710.47$748.53
714/715746/747Nov 12$0.53$0.4748%1.13$714.47$746.53
716/717747/748Nov 13$0.56$0.4445%1.27$716.44$747.56
712/713748/749Nov 12$0.47$0.5353%0.89$712.53$748.47
711/712748/749Nov 16$0.53$0.4747%1.13$711.47$748.53
712/713747/748Nov 12$0.49$0.5151%0.96$712.51$747.49
718/719746/747Nov 12$0.56$0.4444%1.27$718.44$746.56

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 308 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$715.00$720.00$725.00Dec 4$0.06$4.947%82.33
$715.00$720.00$725.00Nov 27$0.11$4.898%44.45
$680.00$690.00$700.00Nov 18$0.20$9.806%49.00
$715.00$720.00$725.00Dec 11$0.11$4.897%44.45
$720.00$725.00$730.00Nov 19$0.20$4.8010%24.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$725.00$730.00$735.00Dec 4$0.18$4.829%26.78
$710.00$715.00$720.00Nov 19$0.14$4.867%34.71
$710.00$715.00$720.00Dec 4$0.12$4.887%40.67
$700.00$705.00$710.00Nov 13$0.08$4.925%61.50
$720.00$725.00$730.00Nov 19$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. 881 found (best net $-1.19, 879 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$765.001:2Nov 19-$0.32$4.68
$765.00$770.001:2Nov 19-$0.08$4.92
$770.00$775.001:2Nov 19$0.00$5.00
$775.00$780.001:2Nov 19-$0.01$4.99
$755.00$760.001:2Nov 19-$0.88$4.12
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$880.00$810.001:2Dec 4-$1.19$68.81
$835.00$796.001:2Dec 11-$18.59$20.41
$825.00$793.001:2Nov 10-$22.54$9.46
$792.00$773.001:2Nov 16-$15.76$3.24
$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. 507 found (best yield 2.68%, avg 0.65%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$739.00Dec 18$19.780.500.1%2.68%2.75%266401
$740.00Dec 18$19.140.490.2%2.59%2.80%1.3K8.3K
$741.00Dec 18$18.500.490.3%2.51%2.84%156529
$742.00Dec 18$17.870.480.5%2.42%2.90%53268
$743.00Dec 18$17.250.470.6%2.34%2.95%1501.6K
$744.00Dec 18$16.640.460.8%2.25%3.00%2582.1K
$745.00Dec 18$16.050.450.9%2.17%3.05%47012.8K
$739.00Dec 11$18.440.510.1%2.50%2.57%75113
$746.00Dec 18$15.450.441.0%2.09%3.11%352269
$740.00Dec 11$17.800.490.2%2.41%2.61%133506

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 4,146,110
Total Puts 4,150,269
Put/Call Ratio 1.00
Net Difference -4,159

Prior's Put/Call Breakdown

Total Calls 5,555,133
Total Puts 8,408,907
Put/Call Ratio 1.51
Net Difference -2,853,774

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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