Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$738.81 +0.79%
◀ 11/6 14:00 ▶

Option Volume

Detail
ℹ
Current (11/06 2:00pm) 8,492,400
Calls: 4,230,432 (50%)
Puts: 4,261,968 (50%)
Prior (11/05) 14,207,117
Calls: 5,669,807 (40%)
Puts: 8,537,310 (60%)
Current vs Prior -40.22%
Calls: -25.39% (Calls)
Puts: -50.08% (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 -30.69%
Calls: -21.23%
Puts: -38.07%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06 2:00pm) $1.47B
Calls: $633.90M (43%)
Puts: $838.62M (57%)
Prior (11/05) $7.67B
Calls: $726.82M (9%)
Puts: $6.94B (91%)
Current vs Prior -80.80%
Calls: -12.78%
Puts: -87.92%
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: +4.64%
Puts: -63.79%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 2:00pm) 1.01
Prior (11/05) 1.51
Current vs Prior -33.09%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -19.66%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06 2:00pm) 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 0.45% | 1.34%0.45% | 1.34%0.45% | 2.45%2.66% | 5.20%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -69.94% | -37.42%-69.94% | -37.43%-69.94% | -24.16%-22.44% | -11.17%
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 -53.73% | +0.80%-30.16% | +1.17%-61.18% | +8.74%-7.24% | +10.16%
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 -69.94% | -37.42%-69.94% | -37.43%-69.94% | -24.16%-22.44% | -11.17%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.60% | 0.30%
Calls: 0.54% | 0.19%
Puts: 0.66% | 0.42%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -60.78% | -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 -46.43% | -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 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
14:00BEARISHNEUTRALBEARISH
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 2,759 of results (avg 2.2%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Nov 6143.70143.90$143.800.1%41.00--
$735.00Nov 97.097.10$7.100.1%7.4K0.621.2K
$600.00Nov 6138.70138.90$138.800.1%61.0011
$615.00Nov 6123.70123.90$123.800.2%11.0012
$620.00Nov 6118.70118.90$118.800.2%61.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$742.00Nov 96.206.21$6.210.2%3.0K0.61574
$819.00Nov 680.1180.31$80.210.2%271.00--
$790.00Nov 2051.1551.28$51.220.3%30.9913
$750.00Nov 611.2211.25$11.240.3%11.1K0.9926.3K
$772.00Nov 1033.1733.26$33.220.3%2671.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 485 found (avg $0.40, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$745.00Nov 60.070.08$0.0812.5%286.8K0.0513.4K
$744.00Nov 60.110.12$0.128.3%149.6K0.074.1K
$746.00Nov 60.050.06$0.0616.7%140.3K0.043.4K
$743.00Nov 60.190.20$0.205.0%148.7K0.114.0K
$742.00Nov 60.310.32$0.323.1%224.5K0.173.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$734.00Nov 60.260.27$0.273.7%156.5K0.134.3K
$733.00Nov 60.190.20$0.205.0%126.0K0.094.5K
$732.00Nov 60.150.16$0.166.3%98.5K0.074.9K
$731.00Nov 60.110.12$0.128.3%98.5K0.064.8K
$735.00Nov 60.370.38$0.382.6%285.4K0.1715.6K

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 6143.70143.90$143.800.1%41.00--
$600.00Nov 6138.70138.90$138.800.1%61.0011
$605.00Nov 6133.70133.93$133.820.2%41.009
$610.00Nov 6128.70128.93$128.820.2%41.0012
$615.00Nov 6123.70123.90$123.800.2%11.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$776.00Nov 636.9838.42$37.703.8%101.005
$777.00Nov 637.9839.42$38.703.7%61.0021
$778.00Nov 638.9840.42$39.703.6%301.002
$779.00Nov 639.9841.42$40.703.5%211.002
$780.00Nov 640.9842.42$41.703.5%331.0015

Most actively traded options today. High liquidity = easy entry/exit. 3,197 active (total vol 8.4M, top 366.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.830.84$0.841.2%366.6K0.3610.5K
$745.00Nov 60.070.08$0.0812.5%286.8K0.0513.4K
$741.00Nov 60.520.53$0.531.9%254.5K0.252.6K
$742.00Nov 60.310.32$0.323.1%224.5K0.173.9K
$750.00Nov 60.010.02$0.0250.0%207.4K0.0123.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 60.370.38$0.382.6%285.4K0.1715.6K
$738.00Nov 61.061.07$1.070.9%256.8K0.415.6K
$737.00Nov 60.740.75$0.751.3%224.2K0.324.2K
$739.00Nov 61.501.51$1.510.7%211.1K0.533.2K
$736.00Nov 60.520.53$0.531.9%209.8K0.243.3K

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 72.3%, max 90.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$735.00Nov 6Dec 1833.9%17.8%90.0%43.0K11.9K
$736.00Nov 6Dec 1832.6%17.7%83.9%75.4K5.0K
$737.00Nov 6Dec 1831.1%17.5%77.8%114.1K5.3K
$738.00Nov 6Dec 1830.1%17.4%73.1%168.9K4.0K
$739.00Nov 6Dec 1829.3%17.2%70.7%201.2K3.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$735.00Nov 6Dec 1833.9%17.8%90.0%287.3K88.4K
$736.00Nov 6Dec 1832.6%17.7%83.9%210.2K5.6K
$737.00Nov 6Dec 1831.1%17.5%77.8%224.6K7.0K
$738.00Nov 6Dec 1830.1%17.4%73.1%258.3K7.9K
$739.00Nov 6Dec 1829.4%17.2%71.4%211.5K4.7K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,197 found (best R:R 2.29, avg 4.54)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$708.00$709.00Nov 10$0.46$0.54$0.4691%1.17$708.46
$704.00$705.00Nov 9$0.55$0.45$0.5595%0.82$704.55
$703.00$704.00Nov 11$0.61$0.39$0.6191%0.64$703.61
$742.00$743.00Nov 6$0.12$0.88$0.1217%7.33$742.12
$782.00$783.00Dec 11$0.11$0.89$0.1110%8.09$782.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$735.00$730.00Dec 11$1.52$3.48$1.5245%2.29$733.48
$735.00$730.00Dec 4$1.52$3.48$1.5245%2.29$733.48
$730.00$725.00Dec 11$1.34$3.66$1.3441%2.73$728.66
$770.00$769.00Nov 9$0.45$0.55$0.45100%1.22$769.55
$730.00$725.00Dec 4$1.30$3.70$1.3040%2.85$728.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 885 found (best R:R 1.31, avg 0.45)

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$2.41$2.41$2.5958%0.93$747.41
$750.00$755.00Nov 19$1.95$1.95$3.0566%0.64$751.95
$755.00$760.00Nov 19$1.47$1.47$3.5374%0.42$756.47
$760.00$765.00Nov 19$1.00$1.00$4.0081%0.25$761.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$735.00$734.00Nov 6$0.11$0.11$0.8983%0.12$734.89
$738.00$737.00Nov 6$0.32$0.32$0.6858%0.47$737.68
$736.00$735.00Nov 6$0.15$0.15$0.8576%0.18$735.85
$737.00$736.00Nov 6$0.22$0.22$0.7868%0.28$736.78
$726.00$725.00Nov 9$0.13$0.13$0.8782%0.15$725.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $3.22, cheapest $3.16)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.2531.1%17.3%
$738.00Nov 6Nov 9$3.3230.1%17.0%
$739.00Nov 6Nov 9$3.3229.3%17.6%
$740.00Nov 6Nov 9$3.2028.7%17.4%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.1631.1%17.3%
$738.00Nov 6Nov 9$3.2330.1%17.0%
$739.00Nov 6Nov 9$3.2129.4%17.6%
$740.00Nov 6Nov 9$3.1028.7%17.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,207 found (cheapest 0.38% of stock, avg 4.40%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$739.00Nov 6$1.27$1.51$2.78$736.22$741.780.38%
$740.00Nov 6$0.84$2.07$2.91$737.09$742.910.39%
$738.00Nov 6$1.85$1.07$2.92$735.08$740.920.40%
$737.00Nov 6$2.53$0.75$3.28$733.72$740.280.44%
$741.00Nov 6$0.53$2.74$3.27$737.73$744.270.44%
$736.00Nov 6$3.31$0.53$3.84$732.16$739.840.52%
$742.00Nov 6$0.32$3.54$3.86$738.14$745.860.52%
$735.00Nov 6$4.15$0.38$4.53$730.47$739.530.61%
$743.00Nov 6$0.20$4.40$4.60$738.40$747.600.62%
$734.00Nov 6$5.05$0.27$5.32$728.68$739.320.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.06% of stock, avg 2.47%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$743.00$734.00Nov 6$0.20$0.27$0.47$733.53$743.47
$742.00$734.00Nov 6$0.32$0.27$0.59$733.41$742.59
$743.00$735.00Nov 6$0.20$0.38$0.58$734.42$743.58
$742.00$735.00Nov 6$0.32$0.38$0.70$734.30$742.70
$743.00$736.00Nov 6$0.20$0.53$0.73$735.27$743.73
$741.00$734.00Nov 6$0.53$0.27$0.80$733.20$741.80
$742.00$736.00Nov 6$0.32$0.53$0.85$735.15$742.85
$741.00$735.00Nov 6$0.53$0.38$0.91$734.09$741.91
$741.00$736.00Nov 6$0.53$0.53$1.06$734.94$742.06
$743.00$737.00Nov 6$0.20$0.75$0.95$736.05$743.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 213 found (best R:R 1.17, avg credit $0.70)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
711/712748/749Nov 16$0.54$0.4648%1.17$711.46$748.54
713/714748/749Nov 12$0.48$0.5253%0.92$713.52$748.48
709/710748/749Nov 16$0.52$0.4849%1.08$709.48$748.52
712/713748/749Nov 16$0.54$0.4647%1.17$712.46$748.54
717/718748/749Nov 12$0.51$0.4950%1.04$717.49$748.51
717/718747/748Nov 11$0.49$0.5151%0.96$717.51$747.49
715/716748/749Nov 12$0.49$0.5151%0.96$715.51$748.49
723/724747/748Nov 11$0.55$0.4545%1.22$723.45$747.55
710/711748/749Nov 16$0.52$0.4848%1.08$710.48$748.52
714/715748/749Nov 12$0.48$0.5252%0.92$714.52$748.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 320 found (best R:R 54.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$680.00$690.00$700.00Nov 18$0.18$9.826%54.56
$710.00$715.00$720.00Nov 19$0.10$4.907%49.00
$725.00$730.00$735.00Dec 11$0.15$4.858%32.33
$700.00$705.00$710.00Dec 4$0.06$4.945%82.33
$700.00$705.00$710.00Dec 11$0.06$4.945%82.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$720.00$725.00$730.00Dec 4$0.15$4.858%32.33
$710.00$715.00$720.00Nov 19$0.13$4.877%37.46
$700.00$705.00$710.00Nov 19$0.08$4.925%61.50
$720.00$725.00$730.00Nov 19$0.22$4.7810%21.73
$720.00$725.00$730.00Dec 11$0.15$4.858%32.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 885 found (best net $-1.22, 883 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$765.00$770.001:2Nov 19-$0.06$4.94
$760.00$765.001:2Nov 19-$0.32$4.68
$755.00$760.001:2Nov 19-$0.85$4.15
$775.00$780.001:2Nov 19-$0.02$4.98
$741.00$742.001:2Nov 6-$0.11$0.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$880.00$810.001:2Dec 4-$1.22$68.78
$835.00$796.001:2Dec 11-$18.35$20.65
$825.00$793.001:2Nov 10-$22.32$9.68
$792.00$773.001:2Nov 16-$15.54$3.46
$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. 506 found (best yield 2.69%, avg 0.65%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$739.00Dec 18$19.860.500.0%2.69%2.71%326401
$740.00Dec 18$19.250.490.2%2.61%2.77%1.3K8.3K
$741.00Dec 18$18.580.480.3%2.51%2.81%157529
$742.00Dec 18$17.980.480.4%2.43%2.87%53268
$743.00Dec 18$17.350.470.6%2.35%2.92%1501.6K
$744.00Dec 18$16.740.460.7%2.27%2.97%2592.1K
$745.00Dec 18$16.140.460.8%2.18%3.02%47512.8K
$746.00Dec 18$15.540.451.0%2.10%3.08%354269
$739.00Dec 11$18.550.510.0%2.51%2.54%75113
$747.00Dec 18$14.950.441.1%2.02%3.13%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 4,230,432
Total Puts 4,261,968
Put/Call Ratio 1.01
Net Difference -31,536

Prior's Put/Call Breakdown

Total Calls 5,669,807
Total Puts 8,537,310
Put/Call Ratio 1.51
Net Difference -2,867,503

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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