Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$737.79 +0.65%
◀ 11/6 14:30 ▶

Option Volume

Detail
ℹ
Current (11/06 2:30pm) 9,024,104
Calls: 4,440,848 (49%)
Puts: 4,583,256 (51%)
Prior (11/05) 15,407,378
Calls: 6,202,117 (40%)
Puts: 9,205,261 (60%)
Current vs Prior -41.43%
Calls: -28.40% (Calls)
Puts: -50.21% (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 -26.35%
Calls: -17.32%
Puts: -33.40%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06 2:30pm) $1.54B
Calls: $552.10M (36%)
Puts: $984.20M (64%)
Prior (11/05) $8.32B
Calls: $801.58M (10%)
Puts: $7.51B (90%)
Current vs Prior -81.53%
Calls: -31.12%
Puts: -86.90%
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 -47.42%
Calls: -8.86%
Puts: -57.51%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 2:30pm) 1.03
Prior (11/05) 1.48
Current vs Prior -30.46%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -17.70%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06 2:30pm) 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 0.41% | 1.35%0.41% | 1.35%0.41% | 2.51%2.72% | 5.30%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -72.95% | -36.96%-72.95% | -36.96%-72.95% | -22.33%-20.71% | -9.43%
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 -58.36% | +1.56%-37.15% | +1.93%-65.06% | +11.36%-5.17% | +12.33%
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 -72.95% | -36.96%-72.95% | -36.96%-72.95% | -22.33%-20.71% | -9.43%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.97% | 0.41%
Calls: 1.20% | 0.39%
Puts: 0.74% | 0.42%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -36.60% | -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 -13.39% | -72.48%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 64% put dollar volume ($984.20M). Light premium activity with dollar volume down 82% 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
14:30BEARISHNEUTRALBEARISH
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 2,750 of results (avg 2.2%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Nov 6142.70142.92$142.810.2%41.00--
$600.00Nov 6137.70137.92$137.810.2%81.0011
$615.00Nov 6122.70122.91$122.810.2%11.0012
$610.00Nov 6127.70127.94$127.820.2%41.0012
$605.00Nov 6132.70132.96$132.830.2%41.009
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Nov 1034.2134.29$34.250.2%2671.00--
$819.00Nov 681.1181.30$81.210.2%331.00--
$790.00Nov 2052.1852.32$52.250.3%30.9913
$785.00Nov 2047.1847.32$47.250.3%640.9883
$764.00Nov 1026.2126.29$26.250.3%150.98365

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 467 found (avg $0.39, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$743.00Nov 60.050.06$0.0616.7%158.4K0.054.0K
$742.00Nov 60.100.11$0.119.1%237.3K0.083.9K
$741.00Nov 60.200.21$0.214.8%265.3K0.142.6K
$740.00Nov 60.370.38$0.382.6%398.3K0.2310.5K
$739.00Nov 60.650.66$0.661.5%232.3K0.353.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$733.00Nov 60.190.20$0.205.0%132.0K0.104.5K
$731.00Nov 60.100.11$0.119.1%107.0K0.064.8K
$732.00Nov 60.140.15$0.156.7%108.5K0.084.9K
$734.00Nov 60.280.29$0.293.4%164.8K0.144.3K
$730.00Nov 60.080.09$0.0911.1%195.6K0.0413.5K

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 6142.70142.92$142.810.2%41.00--
$600.00Nov 6137.70137.92$137.810.2%81.0011
$605.00Nov 6132.70132.96$132.830.2%41.009
$610.00Nov 6127.70127.94$127.820.2%41.0012
$615.00Nov 6122.70122.91$122.810.2%11.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$776.00Nov 637.0638.99$38.035.1%101.005
$777.00Nov 638.0639.99$39.034.9%61.0021
$778.00Nov 639.0540.98$40.024.8%301.002
$779.00Nov 640.0641.99$41.034.7%211.002
$780.00Nov 641.0642.99$42.034.6%331.0015

Most actively traded options today. High liquidity = easy entry/exit. 3,204 active (total vol 9.0M, top 398.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.370.38$0.382.6%398.3K0.2310.5K
$745.00Nov 60.020.03$0.0333.3%304.1K0.0213.4K
$741.00Nov 60.200.21$0.214.8%265.3K0.142.6K
$742.00Nov 60.100.11$0.119.1%237.3K0.083.9K
$739.00Nov 60.650.66$0.661.5%232.3K0.353.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 60.410.42$0.422.4%305.2K0.2015.6K
$738.00Nov 61.341.35$1.350.7%304.8K0.525.6K
$737.00Nov 60.910.92$0.921.1%255.2K0.394.2K
$739.00Nov 61.901.92$1.911.0%231.4K0.653.2K
$736.00Nov 60.610.62$0.621.6%229.1K0.283.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 70.3%, max 84.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$735.00Nov 6Dec 1833.1%18.0%83.6%44.4K11.9K
$736.00Nov 6Dec 1831.5%17.9%75.9%78.0K5.0K
$737.00Nov 6Dec 1830.2%17.7%70.3%121.1K5.3K
$738.00Nov 6Dec 1829.2%17.6%66.2%187.5K4.0K
$739.00Nov 6Dec 1828.4%17.4%63.3%232.7K3.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$735.00Nov 6Dec 1833.2%18.0%84.1%307.4K88.4K
$736.00Nov 6Dec 1831.6%17.9%76.6%229.5K5.6K
$737.00Nov 6Dec 1830.1%17.7%69.7%255.6K7.0K
$738.00Nov 6Dec 1829.1%17.6%65.9%306.3K7.9K
$740.00Nov 6Dec 1828.1%17.2%62.8%199.4K53.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,217 found (best R:R 2.18, avg 4.51)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$704.00$705.00Nov 10$0.47$0.53$0.4792%1.13$704.47
$706.00$707.00Nov 10$0.62$0.38$0.6292%0.61$706.62
$750.00$751.00Nov 9$0.11$0.89$0.1112%8.09$750.11
$784.00$785.00Dec 18$0.12$0.88$0.1211%7.33$784.12
$739.00$740.00Nov 6$0.28$0.72$0.2835%2.57$739.28
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$735.00$730.00Dec 11$1.57$3.43$1.5746%2.18$733.43
$773.00$772.00Nov 20$0.37$0.63$0.3794%1.70$772.63
$735.00$730.00Dec 4$1.57$3.43$1.5746%2.18$733.43
$745.00$740.00Nov 19$2.23$2.77$2.2360%1.24$742.77
$730.00$725.00Dec 11$1.40$3.60$1.4042%2.57$728.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 897 found (best R:R 0.89, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$745.00$750.00Nov 19$2.35$2.35$2.6560%0.89$747.35
$740.00$745.00Nov 19$2.75$2.75$2.2552%1.22$742.75
$750.00$755.00Nov 19$1.89$1.89$3.1167%0.61$751.89
$755.00$760.00Nov 19$1.41$1.41$3.5975%0.39$756.41
$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$0.30$0.30$0.7061%0.43$736.70
$736.00$735.00Nov 6$0.20$0.20$0.8072%0.25$735.80
$735.00$734.00Nov 6$0.13$0.13$0.8780%0.15$734.87
$724.00$723.00Nov 9$0.12$0.12$0.8884%0.14$723.88
$725.00$724.00Nov 9$0.13$0.13$0.8782%0.15$724.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $3.43, cheapest $3.51)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.5130.2%17.1%
$738.00Nov 6Nov 9$3.5129.2%17.7%
$739.00Nov 6Nov 9$3.4028.4%17.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.4330.1%17.1%
$738.00Nov 6Nov 9$3.4229.1%17.7%
$739.00Nov 6Nov 9$3.3128.3%17.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,209 found (cheapest 0.33% of stock, avg 4.43%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$738.00Nov 6$1.10$1.35$2.45$735.55$740.450.33%
$737.00Nov 6$1.67$0.92$2.59$734.41$739.590.35%
$739.00Nov 6$0.66$1.91$2.57$736.43$741.570.35%
$736.00Nov 6$2.37$0.62$2.99$733.01$738.990.41%
$740.00Nov 6$0.38$2.63$3.01$736.99$743.010.41%
$735.00Nov 6$3.17$0.42$3.59$731.41$738.590.49%
$741.00Nov 6$0.21$3.45$3.66$737.34$744.660.50%
$734.00Nov 6$4.03$0.29$4.32$729.68$738.320.59%
$742.00Nov 6$0.11$4.36$4.47$737.53$746.470.61%
$733.00Nov 6$4.96$0.20$5.16$727.84$738.160.70%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.04% of stock, avg 2.52%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$742.00$733.00Nov 6$0.11$0.20$0.31$732.69$742.31
$742.00$734.00Nov 6$0.11$0.29$0.40$733.60$742.40
$741.00$733.00Nov 6$0.21$0.20$0.41$732.59$741.41
$741.00$734.00Nov 6$0.21$0.29$0.50$733.50$741.50
$742.00$735.00Nov 6$0.11$0.42$0.53$734.47$742.53
$740.00$733.00Nov 6$0.38$0.20$0.58$732.42$740.58
$741.00$735.00Nov 6$0.21$0.42$0.63$734.37$741.63
$740.00$734.00Nov 6$0.38$0.29$0.67$733.33$740.67
$740.00$735.00Nov 6$0.38$0.42$0.80$734.20$740.80
$742.00$736.00Nov 6$0.11$0.62$0.73$735.27$742.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 206 found (best R:R 1.27, avg credit $0.71)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
709/710747/748Nov 16$0.56$0.4447%1.27$709.44$747.56
708/709747/748Nov 16$0.55$0.4548%1.22$708.45$747.55
707/708747/748Nov 16$0.54$0.4649%1.17$707.46$747.54
711/712747/748Nov 12$0.49$0.5153%0.96$711.51$747.49
716/717747/748Nov 12$0.53$0.4749%1.13$716.47$747.53
710/711747/748Nov 16$0.55$0.4547%1.22$710.45$747.55
713/714747/748Nov 12$0.50$0.5051%1.00$713.50$747.50
711/712746/747Nov 12$0.50$0.5051%1.00$711.50$746.50
715/716747/748Nov 12$0.51$0.4950%1.04$715.49$747.51
716/717746/747Nov 12$0.54$0.4647%1.17$716.46$746.54

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 378 found (best R:R 40.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$715.00$720.00$725.00Nov 19$0.12$4.889%40.67
$705.00$710.00$715.00Nov 27$0.07$4.936%70.43
$680.00$690.00$700.00Nov 18$0.23$9.776%42.48
$705.00$710.00$715.00Dec 11$0.07$4.936%70.43
$710.00$715.00$720.00Dec 4$0.10$4.906%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$715.00$720.00$725.00Nov 27$0.13$4.878%37.46
$730.00$735.00$740.00Nov 19$0.29$4.7113%16.24
$710.00$715.00$720.00Dec 11$0.10$4.906%49.00
$700.00$705.00$710.00Nov 27$0.08$4.925%61.50
$700.00$705.00$710.00Dec 4$0.08$4.925%61.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 849 found (best net $-2.16, 847 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$765.001:2Nov 19-$0.24$4.76
$765.00$770.001:2Nov 19-$0.05$4.95
$738.00$739.001:2Nov 6-$0.22$0.78
$739.00$740.001:2Nov 6-$0.10$0.90
$755.00$760.001:2Nov 19-$0.81$4.19
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$880.00$810.001:2Dec 4-$2.16$67.84
$835.00$796.001:2Dec 11-$19.50$19.50
$825.00$793.001:2Nov 10-$23.12$8.88
$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. 510 found (best yield 2.74%, avg 0.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$738.00Dec 18$20.230.500.0%2.74%2.77%273450
$739.00Dec 18$19.570.490.2%2.65%2.82%402401
$740.00Dec 18$18.930.480.3%2.57%2.87%1.3K8.3K
$741.00Dec 18$18.330.480.4%2.48%2.92%157529
$742.00Dec 18$17.680.470.6%2.40%2.97%93268
$743.00Dec 18$17.070.470.7%2.31%3.02%1541.6K
$744.00Dec 18$16.480.460.8%2.23%3.08%2662.1K
$745.00Dec 18$15.900.451.0%2.16%3.13%50512.8K
$738.00Dec 11$18.840.510.0%2.55%2.58%55972
$746.00Dec 18$15.310.441.1%2.08%3.19%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 4,440,848
Total Puts 4,583,256
Put/Call Ratio 1.03
Net Difference -142,408

Prior's Put/Call Breakdown

Total Calls 6,202,117
Total Puts 9,205,261
Put/Call Ratio 1.48
Net Difference -3,003,144

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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