Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$738.39 +0.74%
◀ 11/6 13:55 ▶

Option Volume

Detail
ℹ
Current (11/06 1:55pm) 8,404,959
Calls: 4,190,384 (50%)
Puts: 4,214,575 (50%)
Prior (11/05) 14,082,684
Calls: 5,609,954 (40%)
Puts: 8,472,730 (60%)
Current vs Prior -40.32%
Calls: -25.30% (Calls)
Puts: -50.26% (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 -31.40%
Calls: -21.98%
Puts: -38.75%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06 1:55pm) $1.49B
Calls: $602.95M (41%)
Puts: $884.14M (59%)
Prior (11/05) $7.60B
Calls: $730.73M (10%)
Puts: $6.87B (90%)
Current vs Prior -80.44%
Calls: -17.49%
Puts: -87.13%
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 -49.11%
Calls: -0.47%
Puts: -61.83%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 1:55pm) 1.01
Prior (11/05) 1.51
Current vs Prior -33.41%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -19.80%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06 1:55pm) 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 0.46% | 1.36%0.46% | 1.36%0.46% | 2.47%2.67% | 5.21%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -69.30% | -36.63%-69.30% | -36.63%-69.30% | -23.70%-21.92% | -10.87%
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 -52.74% | +2.08%-28.67% | +2.46%-60.35% | +9.41%-6.62% | +10.54%
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 -69.30% | -36.63%-69.30% | -36.63%-69.30% | -23.70%-21.92% | -10.87%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.58% | 0.30%
Calls: 0.60% | 0.40%
Puts: 0.57% | 0.20%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -62.09% | -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 -48.21% | -79.87%
Liquidity Excellent
+
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🤖 AI Insights

Light premium activity with dollar volume down 80% vs prior. Below-average activity with volume down 40% vs prior. Slightly bearish P/C ratio of 1.01. P/C ratio dropping 33% - 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
13:55BEARISHNEUTRALBEARISH
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 2,749 of results (avg 2.4%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Nov 6143.32143.54$143.430.2%41.00--
$600.00Nov 6138.32138.57$138.450.2%61.0011
$620.00Nov 6118.32118.54$118.430.2%61.0012
$605.00Nov 6133.32133.57$133.450.2%41.009
$625.00Nov 6113.32113.54$113.430.2%11.0039
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$743.00Nov 97.097.10$7.100.1%1.0K0.65494
$742.00Nov 96.506.51$6.510.2%3.0K0.62574
$740.00Nov 95.455.46$5.460.2%18.1K0.555.7K
$739.00Nov 94.984.99$4.990.2%14.4K0.52542
$738.00Nov 94.544.55$4.550.2%15.6K0.481.0K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 475 found (avg $0.40, cheapest $0.17)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$743.00Nov 60.160.17$0.175.9%147.4K0.104.0K
$745.00Nov 60.060.07$0.0714.3%283.6K0.0413.4K
$744.00Nov 60.100.11$0.119.1%146.7K0.074.1K
$742.00Nov 60.270.28$0.283.6%222.9K0.163.9K
$741.00Nov 60.450.46$0.462.2%252.4K0.242.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$727.00Nov 60.060.07$0.0714.3%74.0K0.034.2K
$731.00Nov 60.140.15$0.156.7%97.3K0.074.8K
$733.00Nov 60.240.25$0.254.0%124.5K0.114.5K
$732.00Nov 60.180.19$0.195.3%96.4K0.084.9K
$730.00Nov 60.110.12$0.128.3%180.3K0.0513.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,344 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Nov 6143.32143.54$143.430.2%41.00--
$600.00Nov 6138.32138.57$138.450.2%61.0011
$605.00Nov 6133.32133.57$133.450.2%41.009
$610.00Nov 6128.32128.57$128.450.2%41.0012
$615.00Nov 6123.32123.56$123.440.2%11.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$747.00Nov 68.588.71$8.651.5%4.0K1.002.8K
$748.00Nov 69.579.70$9.641.3%3.6K1.002.5K
$749.00Nov 610.5610.69$10.631.2%4.9K1.007.5K
$750.00Nov 611.5911.62$11.610.3%11.0K1.0026.3K
$751.00Nov 612.5612.69$12.631.0%2.5K1.003.8K

Most actively traded options today. High liquidity = easy entry/exit. 3,194 active (total vol 8.4M, top 360.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.740.75$0.751.3%360.9K0.3410.5K
$745.00Nov 60.060.07$0.0714.3%283.6K0.0413.4K
$741.00Nov 60.450.46$0.462.2%252.4K0.242.6K
$742.00Nov 60.270.28$0.283.6%222.9K0.163.9K
$750.00Nov 60.010.02$0.0250.0%207.3K0.0123.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 60.470.48$0.482.1%282.2K0.1915.6K
$738.00Nov 61.261.27$1.270.8%250.9K0.435.6K
$737.00Nov 60.910.92$0.921.1%220.3K0.344.2K
$739.00Nov 61.751.76$1.760.6%208.2K0.543.2K
$736.00Nov 60.650.66$0.661.5%205.7K0.253.3K

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 69.6%, max 92.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$735.00Nov 6Dec 1834.1%17.9%90.8%42.8K11.9K
$736.00Nov 6Dec 1832.5%17.7%83.6%75.1K5.0K
$737.00Nov 6Dec 1831.5%17.6%79.1%113.2K5.3K
$738.00Nov 6Dec 1830.3%17.4%73.8%164.8K4.0K
$739.00Nov 6Dec 1829.7%17.2%72.1%193.9K3.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$735.00Nov 6Dec 1834.4%17.9%92.3%284.1K88.4K
$736.00Nov 6Dec 1832.9%17.7%85.8%206.0K5.6K
$737.00Nov 6Dec 1831.6%17.6%80.0%220.7K7.0K
$738.00Nov 6Dec 1830.7%17.4%76.1%252.3K7.9K
$739.00Nov 6Dec 1829.5%17.2%71.0%208.6K4.7K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,192 found (best R:R 2.25, avg 4.52)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$701.00$702.00Nov 10$0.51$0.49$0.5193%0.96$701.51
$742.00$743.00Nov 6$0.11$0.89$0.1116%8.09$742.11
$741.00$742.00Nov 6$0.18$0.82$0.1824%4.56$741.18
$738.00$739.00Nov 6$0.52$0.48$0.5257%0.92$738.52
$739.00$740.00Nov 6$0.40$0.60$0.4046%1.50$739.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$735.00$730.00Dec 11$1.54$3.46$1.5446%2.25$733.46
$730.00$725.00Dec 11$1.34$3.66$1.3441%2.73$728.66
$745.00$740.00Nov 19$2.16$2.84$2.1659%1.31$742.84
$735.00$730.00Dec 4$1.54$3.46$1.5445%2.25$733.46
$777.00$776.00Dec 11$0.31$0.69$0.3186%2.23$776.69

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 885 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$2.1951%1.28$742.81
$745.00$750.00Nov 19$2.39$2.39$2.6159%0.92$747.39
$750.00$755.00Nov 19$1.93$1.93$3.0766%0.63$751.93
$755.00$760.00Nov 19$1.44$1.44$3.5674%0.40$756.44
$760.00$765.00Nov 19$0.99$0.99$4.0182%0.25$760.99
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$737.00$736.00Nov 6$0.26$0.26$0.7466%0.35$736.74
$735.00$734.00Nov 6$0.13$0.13$0.8781%0.15$734.87
$738.00$737.00Nov 6$0.35$0.35$0.6557%0.54$737.65
$736.00$735.00Nov 6$0.18$0.18$0.8275%0.22$735.82
$723.00$722.00Nov 9$0.11$0.11$0.8986%0.12$722.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $3.25, cheapest $3.22)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.3031.5%17.4%
$738.00Nov 6Nov 9$3.3530.3%17.2%
$739.00Nov 6Nov 9$3.3129.7%17.7%
$740.00Nov 6Nov 9$3.1829.0%17.5%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.2231.6%17.4%
$738.00Nov 6Nov 9$3.2830.7%17.2%
$739.00Nov 6Nov 9$3.2329.5%17.7%
$740.00Nov 6Nov 9$3.1229.0%17.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,206 found (cheapest 0.39% of stock, avg 4.42%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$739.00Nov 6$1.15$1.76$2.91$736.09$741.910.39%
$738.00Nov 6$1.67$1.27$2.94$735.06$740.940.40%
$740.00Nov 6$0.75$2.34$3.09$736.91$743.090.42%
$737.00Nov 6$2.32$0.92$3.24$733.76$740.240.44%
$741.00Nov 6$0.46$3.06$3.52$737.48$744.520.48%
$736.00Nov 6$3.05$0.66$3.71$732.29$739.710.50%
$742.00Nov 6$0.28$3.87$4.15$737.85$746.150.56%
$735.00Nov 6$3.88$0.48$4.36$730.64$739.360.59%
$743.00Nov 6$0.17$4.75$4.92$738.08$747.920.67%
$734.00Nov 6$4.75$0.35$5.10$728.90$739.100.69%

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$0.17$0.35$0.52$733.48$743.52
$742.00$734.00Nov 6$0.28$0.35$0.63$733.37$742.63
$743.00$735.00Nov 6$0.17$0.48$0.65$734.35$743.65
$742.00$735.00Nov 6$0.28$0.48$0.76$734.24$742.76
$741.00$734.00Nov 6$0.46$0.35$0.81$733.19$741.81
$743.00$736.00Nov 6$0.17$0.66$0.83$735.17$743.83
$741.00$735.00Nov 6$0.46$0.48$0.94$734.06$741.94
$742.00$736.00Nov 6$0.28$0.66$0.94$735.06$742.94
$741.00$736.00Nov 6$0.46$0.66$1.12$734.88$742.12
$740.00$734.00Nov 6$0.75$0.35$1.10$732.90$741.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 231 found (best R:R 1.08, avg credit $0.68)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
707/708748/749Nov 16$0.52$0.4850%1.08$707.48$748.52
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
710/711748/749Nov 16$0.53$0.4748%1.13$710.47$748.53
711/712748/749Nov 12$0.47$0.5354%0.89$711.53$748.47
711/712747/748Nov 12$0.49$0.5152%0.96$711.51$747.49
715/716747/748Nov 13$0.55$0.4546%1.22$715.45$747.55
715/716748/749Nov 13$0.53$0.4747%1.13$715.47$748.53
715/716748/749Nov 12$0.49$0.5151%0.96$715.51$748.49
715/716747/748Nov 12$0.51$0.4949%1.04$715.49$747.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 358 found (best R:R 37.46, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$715.00$720.00$725.00Nov 19$0.13$4.879%37.46
$715.00$720.00$725.00Nov 27$0.13$4.878%37.46
$705.00$710.00$715.00Dec 11$0.07$4.936%70.43
$715.00$720.00$725.00Dec 11$0.11$4.897%44.45
$720.00$725.00$730.00Dec 4$0.15$4.858%32.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$735.00$740.00$745.00Nov 19$0.30$4.7014%15.67
$700.00$705.00$710.00Nov 13$0.07$4.935%70.43
$715.00$720.00$725.00Nov 27$0.15$4.858%32.33
$700.00$705.00$710.00Nov 27$0.08$4.925%61.50
$725.00$730.00$735.00Nov 19$0.26$4.7412%18.23

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 882 found (best net $-1.50, 880 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$765.001:2Nov 19-$0.31$4.69
$765.00$770.001:2Nov 19-$0.06$4.94
$770.00$775.001:2Nov 19$0.00$5.00
$755.00$760.001:2Nov 19-$0.85$4.15
$775.00$780.001:2Nov 19-$0.02$4.98
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$880.00$810.001:2Dec 4-$1.50$68.50
$835.00$796.001:2Dec 11-$18.59$20.41
$825.00$793.001:2Nov 10-$22.77$9.23
$792.00$773.001:2Nov 16-$15.62$3.38
$715.00$710.001:2Nov 6-$0.02$4.98

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 504 found (best yield 2.67%, avg 0.65%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$739.00Dec 18$19.730.500.1%2.67%2.75%266401
$740.00Dec 18$19.090.490.2%2.59%2.80%1.3K8.3K
$741.00Dec 18$18.470.490.3%2.50%2.85%157529
$742.00Dec 18$17.820.480.5%2.41%2.90%53268
$743.00Dec 18$17.200.470.6%2.33%2.95%1501.6K
$744.00Dec 18$16.590.460.8%2.25%3.01%2582.1K
$745.00Dec 18$15.990.450.9%2.17%3.06%47312.8K
$746.00Dec 18$15.400.451.0%2.09%3.12%354269
$739.00Dec 11$18.390.510.1%2.49%2.57%75113
$747.00Dec 18$14.820.441.2%2.01%3.17%64785

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 4,190,384
Total Puts 4,214,575
Put/Call Ratio 1.01
Net Difference -24,191

Prior's Put/Call Breakdown

Total Calls 5,609,954
Total Puts 8,472,730
Put/Call Ratio 1.51
Net Difference -2,862,776

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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