Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$737.80 +0.65%
◀ 11/6 14:45 ▶

Option Volume

Detail
ℹ
Current (11/06 2:45pm) 9,302,818
Calls: 4,565,255 (49%)
Puts: 4,737,563 (51%)
Prior (11/05) 15,833,158
Calls: 6,423,177 (41%)
Puts: 9,409,981 (59%)
Current vs Prior -41.24%
Calls: -28.93% (Calls)
Puts: -49.65% (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 -24.07%
Calls: -15.00%
Puts: -31.15%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06 2:45pm) $1.53B
Calls: $558.02M (36%)
Puts: $972.03M (64%)
Prior (11/05) $6.85B
Calls: $1.10B (16%)
Puts: $5.75B (84%)
Current vs Prior -77.66%
Calls: -49.18%
Puts: -83.10%
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 -47.64%
Calls: -7.88%
Puts: -58.03%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 2:45pm) 1.04
Prior (11/05) 1.47
Current vs Prior -29.16%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -17.25%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06 2:45pm) 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 0.37% | 1.32%0.37% | 1.32%0.37% | 2.45%2.67% | 5.26%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -75.72% | -38.48%-75.72% | -38.48%-75.72% | -24.09%-22.17% | -10.10%
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 -62.63% | -0.89%-43.60% | -0.53%-68.65% | +8.83%-6.92% | +11.49%
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 -75.72% | -38.48%-75.72% | -38.48%-75.72% | -24.09%-22.17% | -10.10%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.07% | 0.30%
Calls: 1.30% | 0.39%
Puts: 0.85% | 0.22%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -30.07% | -62.96%
Prior 7-Day Avg 1.12% | 1.49%
Calls: 1.13% | 1.34%
Puts: 1.10% | 1.64%
Current vs 7-Day Avg -4.46% | -79.87%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 64% put dollar volume ($972.03M). Light premium activity with dollar volume down 78% 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
14:45BEARISHNEUTRALBEARISH
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 2,738 of results (avg 2.2%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Nov 6142.72142.92$142.820.1%41.00--
$605.00Nov 6132.71132.90$132.810.1%41.009
$600.00Nov 6137.71137.92$137.820.2%81.0011
$610.00Nov 6127.71127.93$127.820.2%41.0012
$620.00Nov 6117.71117.92$117.820.2%61.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Nov 1034.1934.26$34.220.2%2671.00--
$738.00Nov 94.624.63$4.630.2%20.0K0.511.0K
$737.00Nov 94.204.21$4.210.2%20.2K0.471.2K
$750.00Nov 612.2112.24$12.230.2%12.3K1.0026.3K
$736.00Nov 93.823.83$3.830.3%14.7K0.44634

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 470 found (avg $0.40, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$742.00Nov 60.060.07$0.0714.3%259.8K0.063.9K
$741.00Nov 60.140.15$0.156.7%273.1K0.112.6K
$740.00Nov 60.280.29$0.293.4%413.4K0.2010.5K
$739.00Nov 60.540.55$0.551.8%242.0K0.333.3K
$738.00Nov 60.950.96$0.961.0%205.4K0.473.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$734.00Nov 60.180.19$0.195.3%169.6K0.124.3K
$733.00Nov 60.120.13$0.137.7%134.6K0.084.5K
$732.00Nov 60.080.09$0.0911.1%115.7K0.064.9K
$735.00Nov 60.290.30$0.303.3%313.5K0.1815.6K
$731.00Nov 60.060.07$0.0714.3%116.6K0.044.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,353 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Nov 6142.72142.92$142.820.1%41.00--
$600.00Nov 6137.71137.92$137.820.2%81.0011
$605.00Nov 6132.71132.90$132.810.1%41.009
$610.00Nov 6127.71127.93$127.820.2%41.0012
$615.00Nov 6122.70122.92$122.810.2%11.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$777.00Nov 638.2639.99$39.134.4%61.0021
$778.00Nov 639.2640.98$40.124.3%301.002
$779.00Nov 640.2541.99$41.124.2%211.002
$780.00Nov 641.2542.99$42.124.1%331.0015
$782.00Nov 643.2544.97$44.113.9%21.00--

Most actively traded options today. High liquidity = easy entry/exit. 3,216 active (total vol 9.3M, top 413.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.280.29$0.293.4%413.4K0.2010.5K
$745.00Nov 60.010.02$0.0250.0%304.8K0.0113.4K
$741.00Nov 60.140.15$0.156.7%273.1K0.112.6K
$742.00Nov 60.060.07$0.0714.3%259.8K0.063.9K
$739.00Nov 60.540.55$0.551.8%242.0K0.333.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$738.00Nov 61.171.18$1.170.9%327.6K0.535.6K
$735.00Nov 60.290.30$0.303.3%313.5K0.1815.6K
$737.00Nov 60.750.76$0.761.3%280.7K0.394.2K
$736.00Nov 60.470.48$0.482.1%243.7K0.273.3K
$739.00Nov 61.751.76$1.760.6%236.5K0.683.2K

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 64.0%, max 76.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$735.00Nov 6Dec 1831.5%17.9%76.1%45.6K11.9K
$736.00Nov 6Dec 1829.8%17.7%68.1%79.6K5.0K
$737.00Nov 6Dec 1828.6%17.6%62.8%126.0K5.3K
$738.00Nov 6Dec 1827.8%17.4%59.6%209.6K4.0K
$740.00Nov 6Dec 1827.2%17.1%59.3%414.8K18.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$735.00Nov 6Dec 1831.2%17.9%74.5%315.8K88.4K
$736.00Nov 6Dec 1829.8%17.7%68.0%244.1K5.6K
$737.00Nov 6Dec 1828.5%17.6%62.0%281.1K7.0K
$738.00Nov 6Dec 1828.0%17.4%61.0%329.1K7.9K
$739.00Nov 6Dec 1827.6%17.2%59.9%236.9K4.7K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,184 found (best R:R 2.21, avg 4.60)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$740.00$741.00Nov 6$0.14$0.86$0.1420%6.14$740.14
$787.00$788.00Dec 18$0.10$0.90$0.109%9.00$787.10
$779.00$780.00Dec 11$0.13$0.87$0.1312%6.69$779.13
$784.00$785.00Dec 18$0.12$0.88$0.1211%7.33$784.12
$749.00$750.00Nov 9$0.13$0.87$0.1313%6.69$749.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$735.00$730.00Dec 11$1.56$3.44$1.5646%2.21$733.44
$745.00$740.00Nov 19$2.20$2.80$2.2060%1.27$742.80
$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
$735.00$730.00Nov 27$1.57$3.43$1.5746%2.18$733.43

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 882 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$2.2452%1.23$742.76
$745.00$750.00Nov 19$2.34$2.34$2.6660%0.88$747.34
$750.00$755.00Nov 19$1.88$1.88$3.1268%0.60$751.88
$755.00$760.00Nov 19$1.40$1.40$3.6075%0.39$756.40
$760.00$765.00Nov 19$0.94$0.94$4.0683%0.23$760.94
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$736.00$735.00Nov 6$0.18$0.18$0.8273%0.22$735.82
$735.00$734.00Nov 6$0.11$0.11$0.8982%0.12$734.89
$737.00$736.00Nov 6$0.28$0.28$0.7261%0.39$736.72
$723.00$722.00Nov 9$0.10$0.10$0.9085%0.11$722.90
$725.00$724.00Nov 9$0.12$0.12$0.8883%0.14$724.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $3.45, cheapest $3.54)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.5428.6%16.7%
$738.00Nov 6Nov 9$3.5427.8%17.4%
$739.00Nov 6Nov 9$3.4027.2%17.1%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.4528.5%16.7%
$738.00Nov 6Nov 9$3.4628.0%17.4%
$739.00Nov 6Nov 9$3.3227.6%17.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,209 found (cheapest 0.29% of stock, avg 4.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$738.00Nov 6$0.96$1.17$2.13$735.87$740.130.29%
$737.00Nov 6$1.54$0.76$2.30$734.70$739.300.31%
$739.00Nov 6$0.55$1.76$2.31$736.69$741.310.31%
$736.00Nov 6$2.26$0.48$2.74$733.26$738.740.37%
$740.00Nov 6$0.29$2.50$2.79$737.21$742.790.38%
$735.00Nov 6$3.09$0.30$3.39$731.61$738.390.46%
$741.00Nov 6$0.15$3.35$3.50$737.50$744.500.47%
$734.00Nov 6$3.99$0.19$4.18$729.82$738.180.57%
$742.00Nov 6$0.07$4.28$4.35$737.65$746.350.59%
$733.00Nov 6$4.93$0.13$5.06$727.94$738.060.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.03% of stock, avg 2.48%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$742.00$733.00Nov 6$0.07$0.13$0.20$732.80$742.20
$741.00$733.00Nov 6$0.15$0.13$0.28$732.72$741.28
$742.00$734.00Nov 6$0.07$0.19$0.26$733.74$742.26
$741.00$734.00Nov 6$0.15$0.19$0.34$733.66$741.34
$742.00$735.00Nov 6$0.07$0.30$0.37$734.63$742.37
$741.00$735.00Nov 6$0.15$0.30$0.45$734.55$741.45
$740.00$733.00Nov 6$0.29$0.13$0.42$732.58$740.42
$740.00$734.00Nov 6$0.29$0.19$0.48$733.52$740.48
$740.00$735.00Nov 6$0.29$0.30$0.59$734.41$740.59
$742.00$736.00Nov 6$0.07$0.48$0.55$735.45$742.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 216 found (best R:R 1.13, avg credit $0.70)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
707/708747/748Nov 16$0.53$0.4749%1.13$707.47$747.53
709/710747/748Nov 16$0.54$0.4648%1.17$709.46$747.54
711/712747/748Nov 16$0.55$0.4547%1.22$711.45$747.55
710/711747/748Nov 16$0.54$0.4648%1.17$710.46$747.54
713/714747/748Nov 12$0.49$0.5152%0.96$713.51$747.49
715/716747/748Nov 12$0.50$0.5050%1.00$715.50$747.50
714/715747/748Nov 12$0.49$0.5151%0.96$714.51$747.49
717/718744/745Nov 10$0.49$0.5151%0.96$717.51$744.49
717/718747/748Nov 13$0.55$0.4545%1.22$717.45$747.55
716/717747/748Nov 13$0.54$0.4646%1.17$716.46$747.54

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 343 found (best R:R 54.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$715.00$720.00$725.00Dec 11$0.09$4.917%54.56
$665.00$670.00$675.00Nov 11$0.05$4.955%99.00
$680.00$690.00$700.00Nov 18$0.22$9.786%44.45
$715.00$720.00$725.00Nov 27$0.14$4.868%34.71
$725.00$730.00$735.00Dec 11$0.16$4.849%30.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$735.00$740.00$745.00Nov 19$0.30$4.7014%15.67
$705.00$710.00$715.00Nov 18$0.11$4.896%44.45
$720.00$725.00$730.00Nov 19$0.22$4.7810%21.73
$725.00$730.00$735.00Dec 4$0.19$4.819%25.32
$715.00$720.00$725.00Dec 4$0.14$4.867%34.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 860 found (best net $-1.80, 857 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$765.001:2Nov 19-$0.22$4.78
$765.00$770.001:2Nov 19-$0.02$4.98
$755.00$760.001:2Nov 19-$0.70$4.30
$738.00$739.001:2Nov 6-$0.14$0.86
$737.00$738.001:2Nov 6-$0.38$0.62
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$880.00$810.001:2Dec 4-$1.80$68.20
$835.00$796.001:2Dec 11-$19.40$19.60
$825.00$793.001:2Nov 10-$23.30$8.70
$737.00$736.001:2Nov 6-$0.20$0.80
$738.00$737.001:2Nov 6-$0.35$0.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 501 found (best yield 2.72%, avg 0.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$738.00Dec 18$20.080.500.0%2.72%2.75%4.3K450
$739.00Dec 18$19.430.490.2%2.63%2.80%402401
$740.00Dec 18$18.790.480.3%2.55%2.84%1.3K8.3K
$741.00Dec 18$18.160.480.4%2.46%2.90%157529
$742.00Dec 18$17.530.470.6%2.38%2.95%93268
$743.00Dec 18$16.920.460.7%2.29%3.00%1541.6K
$744.00Dec 18$16.310.460.8%2.21%3.05%2692.1K
$745.00Dec 18$15.710.451.0%2.13%3.11%53612.8K
$738.00Dec 11$18.720.510.0%2.54%2.56%56072
$746.00Dec 18$15.140.441.1%2.05%3.16%362269

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 4,565,255
Total Puts 4,737,563
Put/Call Ratio 1.04
Net Difference -172,308

Prior's Put/Call Breakdown

Total Calls 6,423,177
Total Puts 9,409,981
Put/Call Ratio 1.47
Net Difference -2,986,804

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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