Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$737.98 +0.68%
◀ 11/6 14:25 ▶

Option Volume

Detail
ℹ
Current (11/06 2:25pm) 8,928,503
Calls: 4,402,018 (49%)
Puts: 4,526,485 (51%)
Prior (11/05) 15,240,473
Calls: 6,144,665 (40%)
Puts: 9,095,808 (60%)
Current vs Prior -41.42%
Calls: -28.36% (Calls)
Puts: -50.24% (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 -27.13%
Calls: -18.04%
Puts: -34.22%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06 2:25pm) $1.53B
Calls: $574.87M (38%)
Puts: $956.93M (62%)
Prior (11/05) $8.16B
Calls: $803.14M (10%)
Puts: $7.36B (90%)
Current vs Prior -81.23%
Calls: -28.42%
Puts: -86.99%
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 -47.58%
Calls: -5.10%
Puts: -58.69%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 2:25pm) 1.03
Prior (11/05) 1.48
Current vs Prior -30.53%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -18.00%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06 2:25pm) 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% | 1.37%0.43% | 1.37%0.43% | 2.53%2.73% | 5.31%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -71.43% | -36.15%-71.43% | -36.15%-71.43% | -21.85%-20.17% | -9.29%
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 -56.02% | +2.86%-33.61% | +3.23%-63.10% | +12.05%-4.53% | +12.50%
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 -71.43% | -36.15%-71.43% | -36.15%-71.43% | -21.85%-20.17% | -9.29%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.03% | 0.51%
Calls: 0.53% | 0.37%
Puts: 1.53% | 0.64%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -32.68% | -37.04%
Prior 7-Day Avg 1.12% | 1.49%
Calls: 1.13% | 1.34%
Puts: 1.10% | 1.64%
Current vs 7-Day Avg -8.04% | -65.77%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 62% put dollar volume ($956.93M). 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 1.03.

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
14:25BEARISHNEUTRALBEARISH
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 2,758 of results (avg 2.2%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Nov 6137.85138.07$137.960.2%81.0011
$595.00Nov 6142.85143.08$142.970.2%41.00--
$605.00Nov 6132.85133.07$132.960.2%41.009
$610.00Nov 6127.85128.08$127.970.2%41.0012
$620.00Nov 6117.85118.08$117.970.2%61.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$736.00Nov 105.465.47$5.470.2%1.9K0.45834
$733.00Nov 115.405.41$5.410.2%7150.39297
$731.00Nov 114.814.82$4.810.2%8980.361.1K
$734.00Nov 104.754.76$4.760.2%1.3K0.409.9K
$739.00Nov 139.199.21$9.200.2%1.9K0.512.4K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 469 found (avg $0.39, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$743.00Nov 60.080.09$0.0911.1%156.9K0.074.0K
$742.00Nov 60.140.15$0.156.7%234.7K0.103.9K
$744.00Nov 60.050.06$0.0616.7%157.0K0.044.1K
$741.00Nov 60.260.27$0.273.7%263.8K0.172.6K
$740.00Nov 60.470.48$0.482.1%390.7K0.2710.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$732.00Nov 60.160.17$0.175.9%107.1K0.084.9K
$733.00Nov 60.220.23$0.234.3%131.2K0.114.5K
$731.00Nov 60.120.13$0.137.7%105.0K0.064.8K
$734.00Nov 60.310.32$0.323.1%163.5K0.154.3K
$730.00Nov 60.100.11$0.119.1%191.4K0.0513.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,347 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Nov 6142.85143.08$142.970.2%41.00--
$600.00Nov 6137.85138.07$137.960.2%81.0011
$605.00Nov 6132.85133.07$132.960.2%41.009
$610.00Nov 6127.85128.08$127.970.2%41.0012
$615.00Nov 6122.85123.09$122.970.2%11.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$776.00Nov 637.0639.21$38.145.6%101.005
$777.00Nov 638.0640.22$39.145.5%61.0021
$778.00Nov 639.0541.23$40.145.4%301.002
$779.00Nov 640.0642.21$41.145.2%211.002
$780.00Nov 641.0643.22$42.145.1%331.0015

Most actively traded options today. High liquidity = easy entry/exit. 3,205 active (total vol 8.9M, top 390.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.470.48$0.482.1%390.7K0.2710.5K
$745.00Nov 60.030.04$0.0425.0%303.1K0.0313.4K
$741.00Nov 60.260.27$0.273.7%263.8K0.172.6K
$742.00Nov 60.140.15$0.156.7%234.7K0.103.9K
$739.00Nov 60.810.82$0.821.2%226.1K0.383.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 60.440.45$0.452.2%301.8K0.2015.6K
$738.00Nov 61.301.32$1.311.5%298.5K0.495.6K
$737.00Nov 60.910.92$0.921.1%247.9K0.384.2K
$739.00Nov 61.831.85$1.841.1%228.8K0.623.2K
$736.00Nov 60.630.64$0.641.6%224.8K0.283.3K

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 74.8%, max 101.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$735.00Nov 6Dec 1834.6%18.1%91.5%44.2K11.9K
$736.00Nov 6Dec 1833.0%17.9%84.4%77.4K5.0K
$737.00Nov 6Dec 1831.5%17.7%77.3%120.2K5.3K
$738.00Nov 6Dec 1830.6%17.6%74.0%184.3K4.0K
$739.00Nov 6Dec 1829.8%17.4%71.0%226.5K3.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$734.00Nov 6Dec 1836.7%18.2%101.2%163.6K5.4K
$735.00Nov 6Dec 1834.6%18.1%91.5%304.0K88.4K
$736.00Nov 6Dec 1833.0%17.9%84.4%225.2K5.6K
$737.00Nov 6Dec 1831.5%17.7%77.3%248.3K7.0K
$738.00Nov 6Dec 1830.2%17.6%71.9%300.0K7.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,206 found (best R:R 2.23, avg 4.56)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$700.00$701.00Nov 9$0.63$0.37$0.6396%0.59$700.63
$741.00$742.00Nov 6$0.12$0.88$0.1217%7.33$741.12
$787.00$788.00Dec 18$0.10$0.90$0.109%9.00$787.10
$737.00$738.00Nov 6$0.59$0.41$0.5962%0.69$737.59
$783.00$784.00Dec 11$0.11$0.89$0.1110%8.09$783.11
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$1.38$3.62$1.3842%2.62$728.62
$730.00$725.00Dec 4$1.35$3.65$1.3541%2.70$728.65
$735.00$730.00Nov 27$1.55$3.45$1.5546%2.23$733.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 899 found (best R:R 1.26, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$740.00$745.00Nov 19$2.79$2.79$2.2152%1.26$742.79
$745.00$750.00Nov 19$2.36$2.36$2.6459%0.89$747.36
$750.00$755.00Nov 19$1.92$1.92$3.0867%0.62$751.92
$755.00$760.00Nov 19$1.45$1.45$3.5575%0.41$756.45
$760.00$765.00Nov 19$0.99$0.99$4.0182%0.25$760.99
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$735.00$734.00Nov 6$0.13$0.13$0.8780%0.15$734.87
$737.00$736.00Nov 6$0.28$0.28$0.7262%0.39$736.72
$736.00$735.00Nov 6$0.19$0.19$0.8172%0.23$735.81
$726.00$725.00Nov 9$0.15$0.15$0.8581%0.18$725.85
$724.00$723.00Nov 9$0.12$0.12$0.8884%0.14$723.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $3.42, cheapest $3.48)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.4831.5%17.4%
$738.00Nov 6Nov 9$3.4930.6%17.1%
$739.00Nov 6Nov 9$3.4029.8%17.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.3831.5%17.4%
$738.00Nov 6Nov 9$3.4130.2%17.1%
$739.00Nov 6Nov 9$3.3329.8%17.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,209 found (cheapest 0.35% of stock, avg 4.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$738.00Nov 6$1.29$1.31$2.60$735.40$740.600.35%
$739.00Nov 6$0.82$1.84$2.66$736.34$741.660.36%
$737.00Nov 6$1.88$0.92$2.80$734.20$739.800.38%
$740.00Nov 6$0.48$2.51$2.99$737.01$742.990.41%
$736.00Nov 6$2.61$0.64$3.25$732.75$739.250.44%
$741.00Nov 6$0.27$3.30$3.57$737.43$744.570.48%
$735.00Nov 6$3.42$0.45$3.87$731.13$738.870.52%
$742.00Nov 6$0.15$4.18$4.33$737.67$746.330.59%
$734.00Nov 6$4.29$0.32$4.61$729.39$738.610.62%
$743.00Nov 6$0.09$5.11$5.20$737.80$748.200.70%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.06% of stock, avg 2.53%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$742.00$734.00Nov 6$0.15$0.32$0.47$733.53$742.47
$743.00$734.00Nov 6$0.09$0.32$0.41$733.59$743.41
$743.00$735.00Nov 6$0.09$0.45$0.54$734.46$743.54
$741.00$734.00Nov 6$0.27$0.32$0.59$733.41$741.59
$742.00$735.00Nov 6$0.15$0.45$0.60$734.40$742.60
$741.00$735.00Nov 6$0.27$0.45$0.72$734.28$741.72
$740.00$734.00Nov 6$0.48$0.32$0.80$733.20$740.80
$743.00$736.00Nov 6$0.09$0.64$0.73$735.27$743.73
$742.00$736.00Nov 6$0.15$0.64$0.79$735.21$742.79
$741.00$736.00Nov 6$0.27$0.64$0.91$735.09$741.91

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 196 found (best R:R 1.04, avg credit $0.73)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
710/711746/747Nov 12$0.51$0.4951%1.04$710.49$746.51
716/717747/748Nov 13$0.57$0.4345%1.33$716.43$747.57
714/715745/746Nov 11$0.52$0.4850%1.08$714.48$745.52
717/718745/746Nov 11$0.54$0.4647%1.17$717.46$745.54
710/711747/748Nov 12$0.48$0.5253%0.92$710.52$747.48
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
712/713746/747Nov 12$0.51$0.4949%1.04$712.49$746.51
717/718746/747Nov 12$0.55$0.4545%1.22$717.45$746.55
716/717746/747Nov 12$0.54$0.4646%1.17$716.46$746.54

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 322 found (best R:R 70.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$715.00$720.00$725.00Dec 4$0.07$4.937%70.43
$710.00$715.00$720.00Nov 27$0.07$4.937%70.43
$715.00$720.00$725.00Dec 11$0.07$4.937%70.43
$680.00$690.00$700.00Nov 18$0.21$9.796%46.62
$720.00$725.00$730.00Nov 19$0.19$4.8110%25.32
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$715.00$720.00$725.00Nov 27$0.14$4.868%34.71
$725.00$730.00$735.00Nov 27$0.21$4.7910%22.81
$705.00$710.00$715.00Dec 4$0.09$4.916%54.56
$715.00$720.00$725.00Dec 4$0.14$4.867%34.71
$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. 855 found (best net $-1.98, 853 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$765.001:2Nov 19-$0.28$4.72
$765.00$770.001:2Nov 19-$0.05$4.95
$755.00$760.001:2Nov 19-$0.81$4.19
$739.00$740.001:2Nov 6-$0.14$0.86
$740.00$741.001:2Nov 6-$0.06$0.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$880.00$810.001:2Dec 4-$1.98$68.02
$835.00$796.001:2Dec 11-$18.98$20.02
$825.00$793.001:2Nov 10-$23.25$8.75
$715.00$710.001:2Nov 6-$0.01$4.99
$695.00$690.001:2Nov 6$0.00$5.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 513 found (best yield 2.75%, avg 0.68%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$738.00Dec 18$20.330.500.0%2.75%2.76%273450
$739.00Dec 18$19.680.490.1%2.67%2.80%402401
$740.00Dec 18$19.050.480.3%2.58%2.86%1.3K8.3K
$741.00Dec 18$18.410.480.4%2.49%2.90%157529
$742.00Dec 18$17.790.470.5%2.41%2.96%93268
$743.00Dec 18$17.170.470.7%2.33%3.01%1541.6K
$744.00Dec 18$16.570.460.8%2.25%3.06%2662.1K
$745.00Dec 18$15.970.450.9%2.16%3.12%50512.8K
$738.00Dec 11$18.990.510.0%2.57%2.58%55972
$746.00Dec 18$15.390.441.1%2.09%3.17%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 4,402,018
Total Puts 4,526,485
Put/Call Ratio 1.03
Net Difference -124,467

Prior's Put/Call Breakdown

Total Calls 6,144,665
Total Puts 9,095,808
Put/Call Ratio 1.48
Net Difference -2,951,143

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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