Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$737.74 +0.65%
◀ 11/6 14:35 ▶

Option Volume

Detail
ℹ
Current (11/06 2:35pm) 9,120,101
Calls: 4,475,282 (49%)
Puts: 4,644,819 (51%)
Prior (11/05) 15,524,166
Calls: 6,260,371 (40%)
Puts: 9,263,795 (60%)
Current vs Prior -41.25%
Calls: -28.51% (Calls)
Puts: -49.86% (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 -25.56%
Calls: -16.68%
Puts: -32.50%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06 2:35pm) $1.54B
Calls: $549.20M (36%)
Puts: $990.26M (64%)
Prior (11/05) $7.80B
Calls: $862.21M (11%)
Puts: $6.94B (89%)
Current vs Prior -80.27%
Calls: -36.30%
Puts: -85.73%
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 -47.32%
Calls: -9.34%
Puts: -57.25%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 2:35pm) 1.04
Prior (11/05) 1.48
Current vs Prior -29.86%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -17.24%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06 2:35pm) 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 0.40% | 1.33%0.40% | 1.33%0.40% | 2.50%2.71% | 5.30%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -73.57% | -37.65%-73.57% | -37.65%-73.57% | -22.70%-20.94% | -9.42%
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 -59.32% | +0.44%-38.59% | +0.81%-65.86% | +10.83%-5.45% | +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 -73.57% | -37.65%-73.57% | -37.65%-73.57% | -22.70%-20.94% | -9.42%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.69% | 0.21%
Calls: 0.62% | 0.20%
Puts: 0.75% | 0.21%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -54.90% | -74.07%
Prior 7-Day Avg 1.12% | 1.49%
Calls: 1.13% | 1.34%
Puts: 1.10% | 1.64%
Current vs 7-Day Avg -38.39% | -85.91%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 64% put dollar volume ($990.26M). Light premium activity with dollar volume down 80% vs prior. Below-average activity with volume down 41% vs prior. Slightly bearish P/C ratio of 1.04.

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
14:35BEARISHNEUTRALBEARISH
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 2,748 of results (avg 2.1%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Nov 6142.58142.77$142.680.1%41.00--
$600.00Nov 6137.57137.76$137.670.1%81.0011
$610.00Nov 6127.58127.76$127.670.1%41.0012
$605.00Nov 6132.58132.77$132.680.1%41.009
$735.00Nov 96.366.37$6.370.2%7.6K0.581.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$750.00Nov 612.2612.27$12.270.1%12.1K1.0026.3K
$745.00Nov 67.287.29$7.290.1%10.8K0.9811.6K
$742.00Nov 96.786.79$6.790.1%3.1K0.66574
$744.00Nov 66.286.29$6.290.2%14.0K0.984.9K
$735.00Nov 116.056.06$6.060.2%1.9K0.442.1K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 466 found (avg $0.39, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$742.00Nov 60.080.09$0.0911.1%240.4K0.063.9K
$741.00Nov 60.170.18$0.185.6%268.0K0.112.6K
$740.00Nov 60.340.35$0.352.9%403.1K0.1910.5K
$739.00Nov 60.620.63$0.631.6%235.6K0.303.3K
$759.00Nov 90.050.06$0.0616.7%4.0K0.02733
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$733.00Nov 60.170.18$0.185.6%132.9K0.114.5K
$732.00Nov 60.120.13$0.137.7%109.4K0.084.9K
$734.00Nov 60.250.26$0.263.8%166.8K0.164.3K
$731.00Nov 60.090.10$0.1010.0%113.2K0.064.8K
$735.00Nov 60.380.39$0.392.6%307.9K0.2315.6K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,352 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Nov 6142.58142.77$142.680.1%41.00--
$600.00Nov 6137.57137.76$137.670.1%81.0011
$605.00Nov 6132.58132.77$132.680.1%41.009
$610.00Nov 6127.58127.76$127.670.1%41.0012
$615.00Nov 6122.57122.77$122.670.2%11.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Nov 635.2636.99$36.134.8%541.006
$775.00Nov 636.2637.69$36.973.9%811.00123
$776.00Nov 637.2638.99$38.134.5%101.005
$777.00Nov 638.2639.99$39.134.4%61.0021
$778.00Nov 639.2640.98$40.124.3%301.002

Most actively traded options today. High liquidity = easy entry/exit. 3,213 active (total vol 9.1M, top 403.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.340.35$0.352.9%403.1K0.1910.5K
$745.00Nov 60.020.03$0.0333.3%304.3K0.0213.4K
$741.00Nov 60.170.18$0.185.6%268.0K0.112.6K
$742.00Nov 60.080.09$0.0911.1%240.4K0.063.9K
$739.00Nov 60.620.63$0.631.6%235.6K0.303.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$738.00Nov 61.321.33$1.330.8%316.0K0.575.6K
$735.00Nov 60.380.39$0.392.6%307.9K0.2315.6K
$737.00Nov 60.890.90$0.901.1%266.7K0.434.2K
$736.00Nov 60.580.59$0.591.7%235.5K0.323.3K
$739.00Nov 61.901.91$1.900.5%233.8K0.703.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 69.4%, max 89.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$734.00Nov 6Dec 1834.6%18.2%89.5%16.4K2.7K
$735.00Nov 6Dec 1833.0%18.1%82.5%44.8K11.9K
$736.00Nov 6Dec 1831.4%17.9%75.4%78.6K5.0K
$737.00Nov 6Dec 1830.2%17.8%69.9%122.7K5.3K
$738.00Nov 6Dec 1829.4%17.6%67.3%192.4K4.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$734.00Nov 6Dec 1834.6%18.2%89.7%167.0K5.4K
$735.00Nov 6Dec 1833.0%18.1%82.8%310.1K88.4K
$736.00Nov 6Dec 1831.5%17.9%75.7%235.8K5.6K
$737.00Nov 6Dec 1830.2%17.8%70.3%267.1K7.0K
$738.00Nov 6Dec 1829.4%17.6%67.0%317.5K7.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,205 found (best R:R 3.35, avg 4.40)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$700.00$701.00Nov 9$0.63$0.37$0.6395%0.59$700.63
$787.00$788.00Dec 18$0.10$0.90$0.109%9.00$787.10
$782.00$783.00Dec 18$0.13$0.87$0.1312%6.69$782.13
$750.00$751.00Nov 9$0.11$0.89$0.1111%8.09$750.11
$783.00$784.00Dec 11$0.11$0.89$0.1110%8.09$783.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$775.00$774.00Nov 9$0.23$0.77$0.23100%3.35$774.77
$775.00$774.00Nov 12$0.29$0.71$0.2999%2.45$774.71
$773.00$772.00Nov 9$0.38$0.62$0.38100%1.63$772.62
$735.00$730.00Dec 11$1.57$3.43$1.5747%2.18$733.43
$735.00$730.00Dec 4$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. 889 found (best R:R 1.23, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$740.00$745.00Nov 19$2.76$2.76$2.2453%1.23$742.76
$745.00$750.00Nov 19$2.34$2.34$2.6660%0.88$747.34
$750.00$755.00Nov 19$1.89$1.89$3.1168%0.61$751.89
$755.00$760.00Nov 19$1.42$1.42$3.5875%0.40$756.42
$760.00$765.00Nov 19$0.97$0.97$4.0383%0.24$760.97
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$735.00$734.00Nov 6$0.13$0.13$0.8777%0.15$734.87
$725.00$724.00Nov 9$0.13$0.13$0.8782%0.15$724.87
$737.00$736.00Nov 6$0.31$0.31$0.6956%0.45$736.69
$726.00$725.00Nov 9$0.14$0.14$0.8680%0.16$725.86
$736.00$735.00Nov 6$0.20$0.20$0.8068%0.25$735.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $3.40, cheapest $3.33)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$736.00Nov 6Nov 9$3.4131.4%17.4%
$737.00Nov 6Nov 9$3.5030.2%17.1%
$738.00Nov 6Nov 9$3.4829.4%17.7%
$739.00Nov 6Nov 9$3.3728.5%17.4%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$736.00Nov 6Nov 9$3.3331.5%17.4%
$737.00Nov 6Nov 9$3.4130.2%17.1%
$738.00Nov 6Nov 9$3.3929.4%17.7%
$739.00Nov 6Nov 9$3.2828.4%17.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,210 found (cheapest 0.32% of stock, avg 4.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$738.00Nov 6$1.06$1.33$2.39$735.61$740.390.32%
$737.00Nov 6$1.62$0.90$2.52$734.48$739.520.34%
$739.00Nov 6$0.63$1.90$2.53$736.47$741.530.34%
$736.00Nov 6$2.32$0.59$2.91$733.09$738.910.39%
$740.00Nov 6$0.35$2.62$2.97$737.03$742.970.40%
$735.00Nov 6$3.12$0.39$3.51$731.49$738.510.48%
$741.00Nov 6$0.18$3.45$3.63$737.37$744.630.49%
$734.00Nov 6$3.99$0.26$4.25$729.75$738.250.58%
$742.00Nov 6$0.09$4.35$4.44$737.56$746.440.60%
$733.00Nov 6$4.92$0.18$5.10$727.90$738.100.69%

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$0.09$0.18$0.27$732.73$742.27
$741.00$733.00Nov 6$0.18$0.18$0.36$732.64$741.36
$742.00$734.00Nov 6$0.09$0.26$0.35$733.65$742.35
$741.00$734.00Nov 6$0.18$0.26$0.44$733.56$741.44
$740.00$733.00Nov 6$0.35$0.18$0.53$732.47$740.53
$740.00$734.00Nov 6$0.35$0.26$0.61$733.39$740.61
$742.00$735.00Nov 6$0.09$0.39$0.48$734.52$742.48
$741.00$735.00Nov 6$0.18$0.39$0.57$734.43$741.57
$740.00$735.00Nov 6$0.35$0.39$0.74$734.26$740.74
$742.00$736.00Nov 6$0.09$0.59$0.68$735.32$742.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 214 found (best R:R 1.13, avg credit $0.72)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
705/706747/748Nov 16$0.53$0.4750%1.13$705.47$747.53
707/708747/748Nov 16$0.54$0.4649%1.17$707.46$747.54
710/711747/748Nov 12$0.48$0.5254%0.92$710.52$747.48
710/711746/747Nov 12$0.50$0.5052%1.00$710.50$746.50
709/710747/748Nov 16$0.54$0.4648%1.17$709.46$747.54
716/717747/748Nov 13$0.56$0.4445%1.27$716.44$747.56
708/709747/748Nov 16$0.53$0.4748%1.13$708.47$747.53
714/715747/748Nov 12$0.50$0.5051%1.00$714.50$747.50
714/715746/747Nov 12$0.52$0.4849%1.08$714.48$746.52
713/714747/748Nov 12$0.49$0.5152%0.96$713.51$747.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 329 found (best R:R 70.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$710.00$715.00$720.00Dec 11$0.07$4.936%70.43
$715.00$720.00$725.00Nov 27$0.13$4.878%37.46
$715.00$720.00$725.00Dec 4$0.12$4.887%40.67
$720.00$725.00$730.00Nov 27$0.17$4.839%28.41
$650.00$655.00$660.00Nov 13$0.08$4.926%61.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$725.00$730.00$735.00Nov 19$0.25$4.7512%19.00
$715.00$720.00$725.00Nov 27$0.15$4.858%32.33
$725.00$730.00$735.00Dec 4$0.19$4.819%25.32
$700.00$705.00$710.00Nov 19$0.09$4.916%54.56
$710.00$715.00$720.00Dec 4$0.12$4.887%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. 854 found (best net $-2.16, 852 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$765.001:2Nov 19-$0.24$4.76
$765.00$770.001:2Nov 19-$0.03$4.97
$755.00$760.001:2Nov 19-$0.76$4.24
$739.00$740.001:2Nov 6-$0.07$0.93
$738.00$739.001:2Nov 6-$0.20$0.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$880.00$810.001:2Dec 4-$2.16$67.84
$835.00$796.001:2Dec 11-$19.13$19.87
$825.00$793.001:2Nov 10-$23.52$8.48
$737.00$736.001:2Nov 6-$0.28$0.72
$736.00$735.001:2Nov 6-$0.19$0.81

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 502 found (best yield 2.74%, avg 0.68%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$738.00Dec 18$20.190.500.0%2.74%2.77%273450
$739.00Dec 18$19.550.490.2%2.65%2.82%402401
$740.00Dec 18$18.910.490.3%2.56%2.87%1.3K8.3K
$741.00Dec 18$18.270.480.4%2.48%2.92%157529
$742.00Dec 18$17.650.470.6%2.39%2.97%93268
$743.00Dec 18$17.040.460.7%2.31%3.02%1541.6K
$744.00Dec 18$16.430.450.8%2.23%3.08%2672.1K
$745.00Dec 18$15.840.451.0%2.15%3.13%53512.8K
$738.00Dec 11$18.840.510.0%2.55%2.59%55972
$746.00Dec 18$15.290.441.1%2.07%3.19%355269

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 4,475,282
Total Puts 4,644,819
Put/Call Ratio 1.04
Net Difference -169,537

Prior's Put/Call Breakdown

Total Calls 6,260,371
Total Puts 9,263,795
Put/Call Ratio 1.48
Net Difference -3,003,424

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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