Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$737.71 +0.64%
◀ 11/6 14:40 ▶

Option Volume

Detail
ℹ
Current (11/06 2:40pm) 9,193,609
Calls: 4,508,011 (49%)
Puts: 4,685,598 (51%)
Prior (11/05) 15,622,921
Calls: 6,309,921 (40%)
Puts: 9,313,000 (60%)
Current vs Prior -41.15%
Calls: -28.56% (Calls)
Puts: -49.69% (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 -24.96%
Calls: -16.07%
Puts: -31.91%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06 2:40pm) $1.53B
Calls: $542.49M (35%)
Puts: $988.15M (65%)
Prior (11/05) $7.41B
Calls: $914.12M (12%)
Puts: $6.50B (88%)
Current vs Prior -79.35%
Calls: -40.65%
Puts: -84.79%
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 -47.62%
Calls: -10.45%
Puts: -57.34%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 2:40pm) 1.04
Prior (11/05) 1.48
Current vs Prior -29.58%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -17.12%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06 2:40pm) 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 0.38% | 1.33%0.38% | 1.33%0.38% | 2.49%2.70% | 5.29%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -74.82% | -37.77%-74.82% | -37.78%-74.82% | -23.08%-21.29% | -9.61%
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 -61.25% | +0.24%-41.51% | +0.60%-67.49% | +10.29%-5.87% | +12.11%
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 -74.82% | -37.77%-74.82% | -37.78%-74.82% | -23.08%-21.29% | -9.61%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.72% | 0.21%
Calls: 0.65% | 0.20%
Puts: 0.79% | 0.21%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -52.94% | -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 -35.71% | -85.91%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 65% put dollar volume ($988.15M). 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 1.04.

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
14:40BEARISHNEUTRALBEARISH
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 2,754 of results (avg 2.1%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$734.00Nov 97.007.01$7.010.1%3.2K0.62636
$595.00Nov 6142.60142.82$142.710.2%41.00--
$600.00Nov 6137.60137.82$137.710.2%81.0011
$605.00Nov 6132.60132.82$132.710.2%41.009
$615.00Nov 6122.60122.82$122.710.2%11.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$742.00Nov 96.796.80$6.800.1%3.1K0.65574
$736.00Nov 116.416.42$6.420.2%1.2K0.46653
$741.00Nov 96.226.23$6.230.2%6.3K0.62819
$737.00Nov 105.835.84$5.840.2%2.6K0.48334
$740.00Nov 95.685.69$5.690.2%19.2K0.585.7K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 462 found (avg $0.40, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$742.00Nov 60.070.08$0.0812.5%248.9K0.063.9K
$741.00Nov 60.150.16$0.166.3%270.3K0.122.6K
$740.00Nov 60.300.31$0.313.2%408.6K0.2010.5K
$739.00Nov 60.560.57$0.561.8%238.4K0.323.3K
$738.00Nov 60.970.98$0.981.0%196.7K0.453.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$733.00Nov 60.160.17$0.175.9%133.5K0.104.5K
$734.00Nov 60.230.24$0.244.2%168.2K0.144.3K
$732.00Nov 60.110.12$0.128.3%110.0K0.074.9K
$731.00Nov 60.080.09$0.0911.1%115.2K0.054.8K
$735.00Nov 60.350.36$0.362.8%309.6K0.2015.6K

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 6142.60142.82$142.710.2%41.00--
$600.00Nov 6137.60137.82$137.710.2%81.0011
$605.00Nov 6132.60132.82$132.710.2%41.009
$610.00Nov 6127.59127.82$127.710.2%41.0012
$615.00Nov 6122.60122.82$122.710.2%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. 3,215 active (total vol 9.1M, top 408.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.300.31$0.313.2%408.6K0.2010.5K
$745.00Nov 60.010.02$0.0250.0%304.4K0.0113.4K
$741.00Nov 60.150.16$0.166.3%270.3K0.122.6K
$742.00Nov 60.070.08$0.0812.5%248.9K0.063.9K
$739.00Nov 60.560.57$0.561.8%238.4K0.323.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$738.00Nov 61.271.28$1.270.8%321.1K0.555.6K
$735.00Nov 60.350.36$0.362.8%309.6K0.2015.6K
$737.00Nov 60.830.84$0.841.2%273.4K0.414.2K
$736.00Nov 60.540.55$0.551.8%239.1K0.293.3K
$739.00Nov 61.851.88$1.871.6%234.7K0.683.2K

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 67.4%, max 79.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$735.00Nov 6Dec 1832.2%18.0%79.0%45.1K11.9K
$736.00Nov 6Dec 1830.5%17.8%70.9%79.1K5.0K
$737.00Nov 6Dec 1829.4%17.7%66.5%123.8K5.3K
$738.00Nov 6Dec 1828.6%17.5%63.2%197.0K4.0K
$740.00Nov 6Dec 1827.9%17.2%62.6%409.9K18.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$735.00Nov 6Dec 1832.3%18.0%79.4%311.8K88.4K
$736.00Nov 6Dec 1830.6%17.8%71.3%239.5K5.6K
$737.00Nov 6Dec 1829.3%17.7%65.6%273.8K7.0K
$738.00Nov 6Dec 1828.7%17.5%64.0%322.6K7.9K
$740.00Nov 6Dec 1827.9%17.2%62.6%200.7K53.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,197 found (best R:R 2.18, avg 4.57)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$705.00$706.00Nov 9$0.51$0.49$0.5195%0.96$705.51
$702.00$703.00Nov 9$0.58$0.42$0.5895%0.72$702.58
$707.00$708.00Nov 10$0.63$0.37$0.6391%0.59$707.63
$787.00$788.00Dec 18$0.10$0.90$0.109%9.00$787.10
$773.00$774.00Nov 27$0.10$0.90$0.109%9.00$773.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$735.00$730.00Dec 11$1.57$3.43$1.5746%2.18$733.43
$735.00$730.00Dec 4$1.57$3.43$1.5746%2.18$733.43
$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
$745.00$740.00Nov 19$2.25$2.75$2.2560%1.22$742.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 888 found (best R:R 1.22, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$740.00$745.00Nov 19$2.75$2.75$2.2553%1.22$742.75
$745.00$750.00Nov 19$2.34$2.34$2.6660%0.88$747.34
$750.00$755.00Nov 19$1.88$1.88$3.1268%0.60$751.88
$755.00$760.00Nov 19$1.41$1.41$3.5975%0.39$756.41
$760.00$765.00Nov 19$0.97$0.97$4.0382%0.24$760.97
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$735.00$734.00Nov 6$0.12$0.12$0.8880%0.14$734.88
$736.00$735.00Nov 6$0.19$0.19$0.8171%0.23$735.81
$737.00$736.00Nov 6$0.29$0.29$0.7159%0.41$736.71
$725.00$724.00Nov 9$0.13$0.13$0.8782%0.15$724.87
$728.00$727.00Nov 9$0.18$0.18$0.8277%0.22$727.82

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $3.46, cheapest $3.54)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.5429.4%16.9%
$738.00Nov 6Nov 9$3.5328.6%17.6%
$739.00Nov 6Nov 9$3.4128.1%17.3%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.4729.3%16.9%
$738.00Nov 6Nov 9$3.4728.7%17.6%
$739.00Nov 6Nov 9$3.3228.0%17.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,210 found (cheapest 0.30% of stock, avg 4.43%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$738.00Nov 6$0.98$1.27$2.25$735.75$740.250.30%
$737.00Nov 6$1.54$0.84$2.38$734.62$739.380.32%
$739.00Nov 6$0.56$1.87$2.43$736.57$741.430.33%
$736.00Nov 6$2.24$0.55$2.79$733.21$738.790.38%
$740.00Nov 6$0.31$2.60$2.91$737.09$742.910.39%
$735.00Nov 6$3.05$0.36$3.41$731.59$738.410.46%
$741.00Nov 6$0.16$3.46$3.62$737.38$744.620.49%
$734.00Nov 6$3.94$0.24$4.18$729.82$738.180.57%
$742.00Nov 6$0.08$4.38$4.46$737.54$746.460.60%
$733.00Nov 6$4.86$0.17$5.03$727.97$738.030.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.03% of stock, avg 2.51%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$742.00$733.00Nov 6$0.08$0.17$0.25$732.75$742.25
$741.00$733.00Nov 6$0.16$0.17$0.33$732.67$741.33
$742.00$734.00Nov 6$0.08$0.24$0.32$733.68$742.32
$741.00$734.00Nov 6$0.16$0.24$0.40$733.60$741.40
$742.00$735.00Nov 6$0.08$0.36$0.44$734.56$742.44
$740.00$734.00Nov 6$0.31$0.24$0.55$733.45$740.55
$741.00$735.00Nov 6$0.16$0.36$0.52$734.48$741.52
$740.00$733.00Nov 6$0.31$0.17$0.48$732.52$740.48
$740.00$735.00Nov 6$0.31$0.36$0.67$734.33$740.67
$742.00$736.00Nov 6$0.08$0.55$0.63$735.37$742.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 220 found (best R:R 1.13, avg credit $0.71)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
705/706747/748Nov 16$0.53$0.4750%1.13$705.47$747.53
708/709747/748Nov 16$0.54$0.4648%1.17$708.46$747.54
709/710747/748Nov 16$0.54$0.4648%1.17$709.46$747.54
710/711747/748Nov 16$0.54$0.4647%1.17$710.46$747.54
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
716/717747/748Nov 13$0.55$0.4546%1.22$716.45$747.55
715/716747/748Nov 13$0.54$0.4646%1.17$715.46$747.54
717/718747/748Nov 12$0.52$0.4848%1.08$717.48$747.52
718/719747/748Nov 12$0.53$0.4747%1.13$718.47$747.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 323 found (best R:R 30.25, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$720.00$725.00$730.00Nov 27$0.16$4.849%30.25
$680.00$690.00$700.00Nov 18$0.23$9.776%42.48
$710.00$715.00$720.00Nov 19$0.13$4.878%37.46
$725.00$730.00$735.00Dec 11$0.16$4.848%30.25
$720.00$725.00$730.00Dec 4$0.16$4.848%30.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$710.00$715.00$720.00Dec 11$0.10$4.906%49.00
$720.00$725.00$730.00Dec 4$0.16$4.848%30.25
$710.00$715.00$720.00Nov 19$0.14$4.868%34.71
$700.00$705.00$710.00Nov 27$0.08$4.925%61.50
$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. 856 found (best net $-2.29, 854 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$765.001:2Nov 19-$0.22$4.78
$765.00$770.001:2Nov 19-$0.03$4.97
$738.00$739.001:2Nov 6-$0.14$0.86
$755.00$760.001:2Nov 19-$0.75$4.25
$739.00$740.001:2Nov 6-$0.06$0.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$880.00$810.001:2Dec 4-$2.29$67.71
$835.00$796.001:2Dec 11-$19.21$19.79
$825.00$793.001:2Nov 10-$23.33$8.67
$737.00$736.001:2Nov 6-$0.26$0.74
$738.00$737.001:2Nov 6-$0.41$0.59

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 503 found (best yield 2.73%, avg 0.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$738.00Dec 18$20.120.500.0%2.73%2.77%274450
$739.00Dec 18$19.470.490.2%2.64%2.81%402401
$740.00Dec 18$18.840.480.3%2.55%2.86%1.3K8.3K
$741.00Dec 18$18.210.480.5%2.47%2.91%157529
$742.00Dec 18$17.580.470.6%2.38%2.96%93268
$743.00Dec 18$16.970.460.7%2.30%3.02%1541.6K
$744.00Dec 18$16.380.460.8%2.22%3.07%2692.1K
$745.00Dec 18$15.780.451.0%2.14%3.13%53512.8K
$738.00Dec 11$18.770.510.0%2.54%2.58%55972
$746.00Dec 18$15.190.441.1%2.06%3.18%360269

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 4,508,011
Total Puts 4,685,598
Put/Call Ratio 1.04
Net Difference -177,587

Prior's Put/Call Breakdown

Total Calls 6,309,921
Total Puts 9,313,000
Put/Call Ratio 1.48
Net Difference -3,003,079

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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