Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$737.93 +0.67%
◀ 11/6 14:20 ▶

Option Volume

Detail
ℹ
Current (11/06 2:20pm) 8,834,367
Calls: 4,368,055 (49%)
Puts: 4,466,312 (51%)
Prior (11/05) 15,056,807
Calls: 6,075,694 (40%)
Puts: 8,981,113 (60%)
Current vs Prior -41.33%
Calls: -28.11% (Calls)
Puts: -50.27% (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 -27.90%
Calls: -18.67%
Puts: -35.10%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06 2:20pm) $1.52B
Calls: $571.44M (37%)
Puts: $953.35M (63%)
Prior (11/05) $7.34B
Calls: $894.40M (12%)
Puts: $6.44B (88%)
Current vs Prior -79.22%
Calls: -36.11%
Puts: -85.21%
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 -47.82%
Calls: -5.67%
Puts: -58.84%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 2:20pm) 1.02
Prior (11/05) 1.48
Current vs Prior -30.83%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -18.46%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06 2:20pm) 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 0.44% | 1.36%0.44% | 1.36%0.44% | 2.52%2.72% | 5.30%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -70.89% | -36.46%-70.89% | -36.46%-70.89% | -22.18%-20.52% | -9.38%
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 -55.19% | +2.35%-32.37% | +2.73%-62.41% | +11.58%-4.95% | +12.39%
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 -70.89% | -36.46%-70.89% | -36.46%-70.89% | -22.18%-20.52% | -9.38%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.63% | 0.40%
Calls: 0.53% | 0.38%
Puts: 0.73% | 0.42%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -58.82% | -50.62%
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% | -73.15%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 63% put dollar volume ($953.35M). Light premium activity with dollar volume down 79% vs prior. Below-average activity with volume down 41% vs prior. Slightly bearish P/C ratio of 1.02.

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
14:20BEARISHNEUTRALBEARISH
14:15BEARISHNEUTRALBEARISH
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 2,740 of results (avg 2.3%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$605.00Nov 6132.88133.08$132.980.2%41.009
$595.00Nov 6142.88143.10$142.990.2%41.00--
$600.00Nov 6137.88138.10$137.990.2%81.0011
$736.00Nov 95.925.93$5.930.2%6.6K0.57589
$615.00Nov 6122.88123.09$122.990.2%11.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$737.00Nov 105.825.83$5.830.2%2.4K0.47334
$735.00Nov 105.065.07$5.060.2%4.1K0.421.6K
$735.00Nov 137.597.61$7.600.3%15.1K0.444.9K
$772.00Nov 1034.0534.14$34.100.3%2671.00--
$790.00Nov 2052.0352.17$52.100.3%30.9913

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 474 found (avg $0.39, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$744.00Nov 60.050.06$0.0616.7%156.7K0.044.1K
$743.00Nov 60.090.10$0.1010.0%153.2K0.074.0K
$742.00Nov 60.160.17$0.175.9%233.3K0.113.9K
$741.00Nov 60.280.29$0.293.4%261.9K0.182.6K
$740.00Nov 60.490.50$0.502.0%386.0K0.2710.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$731.00Nov 60.120.13$0.137.7%103.6K0.064.8K
$730.00Nov 60.090.10$0.1010.0%189.9K0.0513.5K
$732.00Nov 60.160.17$0.175.9%106.0K0.084.9K
$734.00Nov 60.320.33$0.333.0%162.0K0.154.3K
$729.00Nov 60.070.08$0.0812.5%100.3K0.043.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,346 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Nov 6142.88143.10$142.990.2%41.00--
$600.00Nov 6137.88138.10$137.990.2%81.0011
$605.00Nov 6132.88133.08$132.980.2%41.009
$610.00Nov 6127.88128.10$127.990.2%41.0012
$615.00Nov 6122.88123.09$122.990.2%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. 3,200 active (total vol 8.8M, top 386.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.490.50$0.502.0%386.0K0.2710.5K
$745.00Nov 60.030.04$0.0425.0%302.0K0.0313.4K
$741.00Nov 60.280.29$0.293.4%261.9K0.182.6K
$742.00Nov 60.160.17$0.175.9%233.3K0.113.9K
$739.00Nov 60.820.83$0.831.2%221.9K0.383.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 60.460.47$0.472.1%297.7K0.2115.6K
$738.00Nov 61.361.37$1.370.7%288.4K0.505.6K
$737.00Nov 60.950.96$0.961.0%238.8K0.394.2K
$739.00Nov 61.901.92$1.911.0%225.9K0.623.2K
$736.00Nov 60.660.67$0.671.5%219.9K0.293.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 73.8%, max 97.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$735.00Nov 6Dec 1834.0%18.1%88.6%43.9K11.9K
$736.00Nov 6Dec 1832.5%17.9%81.6%77.1K5.0K
$737.00Nov 6Dec 1831.2%17.7%76.1%119.2K5.3K
$738.00Nov 6Dec 1830.4%17.6%72.8%180.9K4.0K
$739.00Nov 6Dec 1829.7%17.4%70.5%222.3K3.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$734.00Nov 6Dec 1836.0%18.2%97.8%162.1K5.4K
$735.00Nov 6Dec 1834.2%18.1%89.2%299.9K88.4K
$736.00Nov 6Dec 1832.7%17.9%82.8%220.3K5.6K
$737.00Nov 6Dec 1831.2%17.7%76.0%239.2K7.0K
$738.00Nov 6Dec 1830.4%17.6%72.9%289.9K7.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,220 found (best R:R 2.23, avg 4.48)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$741.00$742.00Nov 6$0.12$0.88$0.1218%7.33$741.12
$740.00$741.00Nov 6$0.21$0.79$0.2127%3.76$740.21
$750.00$751.00Nov 9$0.12$0.88$0.1212%7.33$750.12
$737.00$738.00Nov 6$0.59$0.41$0.5962%0.69$737.59
$786.00$787.00Dec 18$0.11$0.89$0.1110%8.09$786.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$735.00$730.00Dec 11$1.55$3.45$1.5546%2.23$733.45
$735.00$730.00Dec 4$1.56$3.44$1.5646%2.21$733.44
$730.00$725.00Dec 11$1.39$3.61$1.3942%2.60$728.61
$745.00$740.00Nov 19$2.22$2.78$2.2259%1.25$742.78
$735.00$730.00Nov 27$1.56$3.44$1.5646%2.21$733.44

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 896 found (best R:R 0.90, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$745.00$750.00Nov 19$2.37$2.37$2.6359%0.90$747.37
$740.00$745.00Nov 19$2.77$2.77$2.2352%1.24$742.77
$750.00$755.00Nov 19$1.91$1.91$3.0967%0.62$751.91
$755.00$760.00Nov 19$1.42$1.42$3.5875%0.40$756.42
$760.00$765.00Nov 19$0.98$0.98$4.0282%0.24$760.98
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$735.00$734.00Nov 6$0.14$0.14$0.8679%0.16$734.86
$736.00$735.00Nov 6$0.20$0.20$0.8071%0.25$735.80
$737.00$736.00Nov 6$0.29$0.29$0.7161%0.41$736.71
$725.00$724.00Nov 9$0.13$0.13$0.8783%0.15$724.87
$728.00$727.00Nov 9$0.18$0.18$0.8278%0.22$727.82

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $3.36, cheapest $3.42)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.4231.2%17.2%
$738.00Nov 6Nov 9$3.4330.4%17.0%
$739.00Nov 6Nov 9$3.3529.7%17.6%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.3531.2%17.2%
$738.00Nov 6Nov 9$3.3630.4%17.0%
$739.00Nov 6Nov 9$3.2729.9%17.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,205 found (cheapest 0.36% of stock, avg 4.43%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$738.00Nov 6$1.29$1.37$2.66$735.34$740.660.36%
$739.00Nov 6$0.83$1.91$2.74$736.26$741.740.37%
$737.00Nov 6$1.88$0.96$2.84$734.16$739.840.38%
$740.00Nov 6$0.50$2.58$3.08$736.92$743.080.42%
$736.00Nov 6$2.58$0.67$3.25$732.75$739.250.44%
$741.00Nov 6$0.29$3.37$3.66$737.34$744.660.50%
$735.00Nov 6$3.38$0.47$3.85$731.15$738.850.52%
$742.00Nov 6$0.17$4.25$4.42$737.58$746.420.60%
$734.00Nov 6$4.24$0.33$4.57$729.43$738.570.62%
$743.00Nov 6$0.10$5.18$5.28$737.72$748.280.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.05% of stock, avg 2.52%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$743.00$733.00Nov 6$0.10$0.24$0.34$732.66$743.34
$742.00$733.00Nov 6$0.17$0.24$0.41$732.59$742.41
$743.00$734.00Nov 6$0.10$0.33$0.43$733.57$743.43
$742.00$734.00Nov 6$0.17$0.33$0.50$733.50$742.50
$741.00$733.00Nov 6$0.29$0.24$0.53$732.47$741.53
$741.00$734.00Nov 6$0.29$0.33$0.62$733.38$741.62
$743.00$735.00Nov 6$0.10$0.47$0.57$734.43$743.57
$742.00$735.00Nov 6$0.17$0.47$0.64$734.36$742.64
$741.00$735.00Nov 6$0.29$0.47$0.76$734.24$741.76
$740.00$733.00Nov 6$0.50$0.24$0.74$732.26$740.74

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 206 found (best R:R 1.17, avg credit $0.72)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
705/706747/748Nov 16$0.54$0.4650%1.17$705.46$747.54
708/709747/748Nov 16$0.55$0.4548%1.22$708.45$747.55
707/708747/748Nov 16$0.54$0.4648%1.17$707.46$747.54
709/710747/748Nov 16$0.55$0.4547%1.22$709.45$747.55
711/712747/748Nov 12$0.49$0.5152%0.96$711.51$747.49
711/712746/747Nov 12$0.51$0.4950%1.04$711.49$746.51
713/714747/748Nov 12$0.50$0.5051%1.00$713.50$747.50
713/714746/747Nov 12$0.52$0.4849%1.08$713.48$746.52
715/716747/748Nov 13$0.55$0.4546%1.22$715.45$747.55
715/716747/748Nov 11$0.47$0.5354%0.89$715.53$747.47

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 327 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$680.00$690.00$700.00Nov 18$0.23$9.776%42.48
$720.00$725.00$730.00Dec 4$0.15$4.858%32.33
$715.00$720.00$725.00Dec 11$0.11$4.897%44.45
$655.00$660.00$665.00Nov 11$0.07$4.935%70.43
$725.00$730.00$735.00Dec 11$0.16$4.848%30.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$770.00$775.00$780.00Nov 19$0.05$4.955%99.00
$725.00$730.00$735.00Dec 11$0.16$4.848%30.25
$710.00$715.00$720.00Nov 19$0.14$4.868%34.71
$715.00$720.00$725.00Dec 4$0.14$4.867%34.71
$705.00$710.00$715.00Nov 13$0.12$4.886%40.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 873 found (best net $-1.82, 872 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$765.001:2Nov 19-$0.29$4.71
$765.00$770.001:2Nov 19-$0.05$4.95
$770.00$775.001:2Nov 19$0.00$5.00
$755.00$760.001:2Nov 19-$0.83$4.17
$739.00$740.001:2Nov 6-$0.17$0.83
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$880.00$810.001:2Dec 4-$1.82$68.18
$835.00$796.001:2Dec 11-$18.84$20.16
$825.00$793.001:2Nov 10-$23.10$8.90
$792.00$773.001:2Nov 16-$16.15$2.85
$715.00$710.001:2Nov 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. 514 found (best yield 2.75%, avg 0.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$738.00Dec 18$20.300.500.0%2.75%2.76%272450
$739.00Dec 18$19.650.490.1%2.66%2.81%401401
$740.00Dec 18$19.020.480.3%2.58%2.86%1.3K8.3K
$741.00Dec 18$18.380.480.4%2.49%2.91%157529
$742.00Dec 18$17.750.470.6%2.41%2.96%87268
$743.00Dec 18$17.140.470.7%2.32%3.01%1541.6K
$744.00Dec 18$16.540.460.8%2.24%3.06%2662.1K
$745.00Dec 18$15.940.451.0%2.16%3.12%48612.8K
$738.00Dec 11$18.950.510.0%2.57%2.58%55972
$746.00Dec 18$15.370.441.1%2.08%3.18%354269

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 4,368,055
Total Puts 4,466,312
Put/Call Ratio 1.02
Net Difference -98,257

Prior's Put/Call Breakdown

Total Calls 6,075,694
Total Puts 8,981,113
Put/Call Ratio 1.48
Net Difference -2,905,419

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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