Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$738.81 +0.79%
◀ 11/6 14:10 ▶

Option Volume

Detail
ℹ
Current (11/06 2:10pm) 8,654,769
Calls: 4,301,115 (50%)
Puts: 4,353,654 (50%)
Prior (11/05) 14,617,591
Calls: 5,845,836 (40%)
Puts: 8,771,755 (60%)
Current vs Prior -40.79%
Calls: -26.42% (Calls)
Puts: -50.37% (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 -29.36%
Calls: -19.92%
Puts: -36.73%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06 2:10pm) $1.48B
Calls: $633.55M (43%)
Puts: $843.15M (57%)
Prior (11/05) $7.93B
Calls: $760.45M (10%)
Puts: $7.17B (90%)
Current vs Prior -81.37%
Calls: -16.69%
Puts: -88.24%
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 -49.46%
Calls: +4.58%
Puts: -63.60%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 2:10pm) 1.01
Prior (11/05) 1.50
Current vs Prior -32.54%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -19.29%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06 2:10pm) 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 0.43% | 1.33%0.43% | 1.33%0.43% | 2.46%2.66% | 5.21%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -71.37% | -37.74%-71.37% | -37.74%-71.37% | -24.03%-22.36% | -10.90%
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 -55.94% | +0.30%-33.49% | +0.67%-63.03% | +8.93%-7.14% | +10.51%
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 -71.37% | -37.74%-71.37% | -37.74%-71.37% | -24.03%-22.36% | -10.90%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.63% | 0.41%
Calls: 0.56% | 0.39%
Puts: 0.70% | 0.43%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -58.82% | -49.38%
Prior 7-Day Avg 1.12% | 1.49%
Calls: 1.13% | 1.34%
Puts: 1.10% | 1.64%
Current vs 7-Day Avg -43.75% | -72.48%
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 1.01. 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
14:10BEARISHNEUTRALBEARISH
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 2,734 of results (avg 2.3%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Nov 6143.63143.84$143.740.1%41.00--
$600.00Nov 6138.63138.84$138.740.2%81.0011
$605.00Nov 6133.63133.84$133.740.2%41.009
$610.00Nov 6128.63128.84$128.740.2%41.0012
$615.00Nov 6123.63123.84$123.740.2%11.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$750.00Nov 611.2311.26$11.250.3%11.5K1.0026.3K
$772.00Nov 1033.1833.27$33.230.3%2671.00--
$819.00Nov 680.1680.38$80.270.3%331.00--
$736.00Nov 93.533.54$3.540.3%14.1K0.41634
$790.00Nov 2051.1551.30$51.220.3%30.9913

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 473 found (avg $0.41, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$745.00Nov 60.050.06$0.0616.7%294.1K0.0413.4K
$743.00Nov 60.150.16$0.166.3%151.7K0.104.0K
$744.00Nov 60.090.10$0.1010.0%151.8K0.064.1K
$742.00Nov 60.260.27$0.273.7%229.1K0.153.9K
$741.00Nov 60.460.47$0.472.1%258.2K0.242.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$733.00Nov 60.170.18$0.185.6%127.6K0.094.5K
$734.00Nov 60.230.24$0.244.2%159.6K0.124.3K
$732.00Nov 60.130.14$0.147.1%101.1K0.074.9K
$735.00Nov 60.330.34$0.342.9%290.5K0.1615.6K
$736.00Nov 60.470.48$0.482.1%214.4K0.233.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,343 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Nov 6143.63143.84$143.740.1%41.00--
$600.00Nov 6138.63138.84$138.740.2%81.0011
$605.00Nov 6133.63133.84$133.740.2%41.009
$610.00Nov 6128.63128.84$128.740.2%41.0012
$615.00Nov 6123.63123.84$123.740.2%11.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$747.00Nov 68.198.31$8.251.5%4.0K1.002.8K
$748.00Nov 69.199.31$9.251.3%3.6K1.002.5K
$749.00Nov 610.1810.27$10.230.9%5.0K1.007.5K
$750.00Nov 611.2311.26$11.250.3%11.5K1.0026.3K
$751.00Nov 612.1812.30$12.241.0%2.8K1.003.8K

Most actively traded options today. High liquidity = easy entry/exit. 3,199 active (total vol 8.6M, top 375.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.760.77$0.771.3%375.9K0.3410.5K
$745.00Nov 60.050.06$0.0616.7%294.1K0.0413.4K
$741.00Nov 60.460.47$0.472.1%258.2K0.242.6K
$742.00Nov 60.260.27$0.273.7%229.1K0.153.9K
$739.00Nov 61.201.21$1.210.8%211.6K0.473.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 60.330.34$0.342.9%290.5K0.1615.6K
$738.00Nov 60.991.00$1.001.0%271.4K0.415.6K
$737.00Nov 60.680.69$0.691.4%231.2K0.314.2K
$739.00Nov 61.421.43$1.420.7%218.2K0.533.2K
$736.00Nov 60.470.48$0.482.1%214.4K0.233.3K

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 68.4%, max 89.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$735.00Nov 6Dec 1834.0%17.9%89.8%43.4K11.9K
$736.00Nov 6Dec 1832.1%17.7%81.1%76.3K5.0K
$737.00Nov 6Dec 1830.8%17.6%75.3%116.9K5.3K
$738.00Nov 6Dec 1829.5%17.4%69.8%174.9K4.0K
$739.00Nov 6Dec 1828.7%17.2%66.3%211.9K3.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$735.00Nov 6Dec 1833.7%17.9%88.5%292.7K88.4K
$736.00Nov 6Dec 1832.3%17.7%81.8%214.8K5.6K
$737.00Nov 6Dec 1830.7%17.6%74.8%231.6K7.0K
$738.00Nov 6Dec 1829.7%17.4%70.8%272.9K7.9K
$739.00Nov 6Dec 1828.5%17.2%65.1%218.6K4.7K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,181 found (best R:R 8.09, avg 4.55)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$742.00$743.00Nov 6$0.11$0.89$0.1115%8.09$742.11
$786.00$787.00Dec 18$0.11$0.89$0.1110%8.09$786.11
$783.00$784.00Dec 11$0.11$0.89$0.1110%8.09$783.11
$785.00$786.00Dec 11$0.10$0.90$0.109%9.00$785.10
$774.00$775.00Nov 30$0.11$0.89$0.1110%8.09$774.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$776.00$775.00Nov 9$0.11$0.89$0.11100%8.09$775.89
$735.00$730.00Dec 11$1.53$3.47$1.5345%2.27$733.47
$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
$750.00$745.00Nov 19$2.57$2.43$2.5766%0.95$747.43

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 881 found (best R:R 1.30, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$740.00$745.00Nov 19$2.83$2.83$2.1751%1.30$742.83
$745.00$750.00Nov 19$2.42$2.42$2.5858%0.94$747.42
$750.00$755.00Nov 19$1.96$1.96$3.0466%0.64$751.96
$755.00$760.00Nov 19$1.48$1.48$3.5274%0.42$756.48
$760.00$765.00Nov 19$1.02$1.02$3.9882%0.26$761.02
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$735.00$734.00Nov 6$0.10$0.10$0.9084%0.11$734.90
$738.00$737.00Nov 6$0.31$0.31$0.6959%0.45$737.69
$736.00$735.00Nov 6$0.14$0.14$0.8677%0.16$735.86
$737.00$736.00Nov 6$0.21$0.21$0.7969%0.27$736.79
$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 $3.28, cheapest $3.30)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.3030.8%17.2%
$738.00Nov 6Nov 9$3.3629.5%16.9%
$739.00Nov 6Nov 9$3.3528.7%17.5%
$740.00Nov 6Nov 9$3.2528.1%17.2%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.2130.7%17.2%
$738.00Nov 6Nov 9$3.2929.7%16.9%
$739.00Nov 6Nov 9$3.2828.5%17.5%
$740.00Nov 6Nov 9$3.1727.8%17.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,207 found (cheapest 0.36% of stock, avg 4.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$739.00Nov 6$1.21$1.42$2.63$736.37$741.630.36%
$740.00Nov 6$0.77$1.99$2.76$737.24$742.760.37%
$738.00Nov 6$1.78$1.00$2.78$735.22$740.780.38%
$737.00Nov 6$2.46$0.69$3.15$733.85$740.150.43%
$741.00Nov 6$0.47$2.69$3.16$737.84$744.160.43%
$736.00Nov 6$3.25$0.48$3.73$732.27$739.730.50%
$742.00Nov 6$0.27$3.50$3.77$738.23$745.770.51%
$735.00Nov 6$4.11$0.34$4.45$730.55$739.450.60%
$743.00Nov 6$0.16$4.39$4.55$738.45$747.550.62%
$734.00Nov 6$5.01$0.24$5.25$728.75$739.250.71%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.05% of stock, avg 2.48%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$743.00$734.00Nov 6$0.16$0.24$0.40$733.60$743.40
$742.00$734.00Nov 6$0.27$0.24$0.51$733.49$742.51
$743.00$735.00Nov 6$0.16$0.34$0.50$734.50$743.50
$742.00$735.00Nov 6$0.27$0.34$0.61$734.39$742.61
$743.00$736.00Nov 6$0.16$0.48$0.64$735.36$743.64
$742.00$736.00Nov 6$0.27$0.48$0.75$735.25$742.75
$741.00$734.00Nov 6$0.47$0.24$0.71$733.29$741.71
$741.00$735.00Nov 6$0.47$0.34$0.81$734.19$741.81
$741.00$736.00Nov 6$0.47$0.48$0.95$735.05$741.95
$743.00$737.00Nov 6$0.16$0.69$0.85$736.15$743.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 219 found (best R:R 1.13, avg credit $0.71)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
709/710748/749Nov 16$0.53$0.4749%1.13$709.47$748.53
712/713748/749Nov 16$0.55$0.4547%1.22$712.45$748.55
713/714747/748Nov 12$0.51$0.4950%1.04$713.49$747.51
711/712748/749Nov 16$0.54$0.4648%1.17$711.46$748.54
710/711748/749Nov 16$0.53$0.4748%1.13$710.47$748.53
717/718747/748Nov 13$0.57$0.4344%1.33$717.43$747.57
716/717747/748Nov 13$0.56$0.4445%1.27$716.44$747.56
713/714748/749Nov 12$0.48$0.5253%0.92$713.52$748.48
715/716747/748Nov 13$0.55$0.4546%1.22$715.45$747.55
716/717747/748Nov 12$0.52$0.4848%1.08$716.48$747.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 360 found (best R:R 40.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$720.00$725.00$730.00Nov 27$0.12$4.889%40.67
$715.00$720.00$725.00Dec 11$0.07$4.937%70.43
$720.00$725.00$730.00Nov 19$0.18$4.8210%26.78
$715.00$720.00$725.00Dec 4$0.11$4.897%44.45
$720.00$725.00$730.00Dec 4$0.14$4.868%34.71
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$740.00$745.00$750.00Nov 19$0.30$4.7015%15.67
$705.00$710.00$715.00Nov 27$0.09$4.916%54.56
$705.00$710.00$715.00Dec 4$0.09$4.916%54.56
$730.00$735.00$740.00Nov 19$0.30$4.7013%15.67
$715.00$720.00$725.00Nov 27$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. 877 found (best net $-1.11, 875 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$765.001:2Nov 19-$0.29$4.71
$765.00$770.001:2Nov 19-$0.07$4.93
$770.00$775.001:2Nov 19-$0.01$4.99
$755.00$760.001:2Nov 19-$0.85$4.15
$741.00$742.001:2Nov 6-$0.07$0.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$880.00$810.001:2Dec 4-$1.11$68.89
$835.00$796.001:2Dec 11-$18.65$20.35
$825.00$793.001:2Nov 10-$22.35$9.65
$792.00$773.001:2Nov 16-$16.11$2.89
$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. 502 found (best yield 2.70%, avg 0.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$739.00Dec 18$19.930.500.0%2.70%2.72%326401
$740.00Dec 18$19.290.490.2%2.61%2.77%1.3K8.3K
$741.00Dec 18$18.650.480.3%2.52%2.82%157529
$742.00Dec 18$18.020.480.4%2.44%2.87%87268
$743.00Dec 18$17.390.470.6%2.35%2.92%1541.6K
$744.00Dec 18$16.780.460.7%2.27%2.97%2632.1K
$745.00Dec 18$16.180.450.8%2.19%3.03%48312.8K
$746.00Dec 18$15.580.451.0%2.11%3.08%354269
$739.00Dec 11$18.570.510.0%2.51%2.54%75113
$747.00Dec 18$15.010.441.1%2.03%3.14%65785

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 4,301,115
Total Puts 4,353,654
Put/Call Ratio 1.01
Net Difference -52,539

Prior's Put/Call Breakdown

Total Calls 5,845,836
Total Puts 8,771,755
Put/Call Ratio 1.50
Net Difference -2,925,919

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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