Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$737.81 +0.66%
◀ 11/6 14:50 ▶

Option Volume

Detail
ℹ
Current (11/06 2:50pm) 9,431,946
Calls: 4,620,696 (49%)
Puts: 4,811,250 (51%)
Prior (11/05) 16,045,118
Calls: 6,534,902 (41%)
Puts: 9,510,216 (59%)
Current vs Prior -41.22%
Calls: -29.29% (Calls)
Puts: -49.41% (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 -23.02%
Calls: -13.97%
Puts: -30.08%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06 2:50pm) $1.53B
Calls: $554.71M (36%)
Puts: $979.09M (64%)
Prior (11/05) $6.68B
Calls: $1.16B (17%)
Puts: $5.51B (83%)
Current vs Prior -77.03%
Calls: -52.32%
Puts: -82.24%
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 -47.51%
Calls: -8.43%
Puts: -57.73%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 2:50pm) 1.04
Prior (11/05) 1.46
Current vs Prior -28.45%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -16.97%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06 2:50pm) 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 0.36% | 1.31%0.36% | 1.31%0.36% | 2.45%2.66% | 5.25%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -76.53% | -38.98%-76.53% | -38.99%-76.53% | -24.34%-22.49% | -10.24%
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 -63.87% | -1.71%-45.47% | -1.35%-69.69% | +8.47%-7.30% | +11.32%
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 -76.53% | -38.98%-76.53% | -38.99%-76.53% | -24.34%-22.49% | -10.24%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.11% | 0.42%
Calls: 1.34% | 0.40%
Puts: 0.88% | 0.44%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -27.45% | -48.15%
Prior 7-Day Avg 1.12% | 1.49%
Calls: 1.13% | 1.34%
Puts: 1.10% | 1.64%
Current vs 7-Day Avg -0.89% | -71.81%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 64% put dollar volume ($979.09M). Light premium activity with dollar volume down 77% 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
14:50BEARISHNEUTRALBEARISH
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 2,728 of results (avg 2.2%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Nov 6142.69142.91$142.800.2%41.00--
$605.00Nov 6132.69132.91$132.800.2%41.009
$600.00Nov 6137.69137.93$137.810.2%81.0011
$610.00Nov 6127.69127.93$127.810.2%41.0012
$615.00Nov 6122.69122.93$122.810.2%11.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$772.00Nov 1034.1834.25$34.220.2%2671.00--
$737.00Nov 138.148.16$8.150.2%1.3K0.482.6K
$736.00Nov 93.783.79$3.790.3%14.8K0.44634
$790.00Nov 2052.1452.29$52.220.3%30.9913
$820.00Nov 682.0782.31$82.190.3%21.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 466 found (avg $0.40, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$742.00Nov 60.060.07$0.0714.3%271.7K0.063.9K
$741.00Nov 60.120.13$0.137.7%276.5K0.102.6K
$740.00Nov 60.240.25$0.254.0%417.7K0.1910.5K
$739.00Nov 60.490.50$0.502.0%254.2K0.313.3K
$738.00Nov 60.900.91$0.911.1%211.4K0.463.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$733.00Nov 60.110.12$0.128.3%139.2K0.084.5K
$734.00Nov 60.170.18$0.185.6%171.1K0.124.3K
$735.00Nov 60.270.28$0.283.6%316.3K0.1715.6K
$732.00Nov 60.080.09$0.0911.1%118.7K0.064.9K
$736.00Nov 60.430.44$0.442.3%248.4K0.273.3K

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 6142.69142.91$142.800.2%41.00--
$600.00Nov 6137.69137.93$137.810.2%81.0011
$605.00Nov 6132.69132.91$132.800.2%41.009
$610.00Nov 6127.69127.93$127.810.2%41.0012
$615.00Nov 6122.69122.93$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. 3,217 active (total vol 9.4M, top 417.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.240.25$0.254.0%417.7K0.1910.5K
$745.00Nov 60.010.02$0.0250.0%305.0K0.0113.4K
$741.00Nov 60.120.13$0.137.7%276.5K0.102.6K
$742.00Nov 60.060.07$0.0714.3%271.7K0.063.9K
$739.00Nov 60.490.50$0.502.0%254.2K0.313.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$738.00Nov 61.121.13$1.130.9%335.3K0.545.6K
$735.00Nov 60.270.28$0.283.6%316.3K0.1715.6K
$737.00Nov 60.710.72$0.721.4%292.0K0.394.2K
$736.00Nov 60.430.44$0.442.3%248.4K0.273.3K
$739.00Nov 61.711.73$1.721.2%237.4K0.693.2K

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 62.3%, max 75.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$735.00Nov 6Dec 1831.4%17.9%75.8%46.0K11.9K
$736.00Nov 6Dec 1829.7%17.7%67.7%80.0K5.0K
$737.00Nov 6Dec 1828.3%17.5%61.7%128.0K5.3K
$738.00Nov 6Dec 1827.3%17.4%57.3%215.7K4.0K
$740.00Nov 6Dec 1826.7%17.0%57.0%419.0K18.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$735.00Nov 6Dec 1831.2%17.9%74.5%318.6K88.4K
$736.00Nov 6Dec 1829.4%17.7%66.2%248.8K5.6K
$737.00Nov 6Dec 1828.0%17.5%59.8%292.4K7.0K
$738.00Nov 6Dec 1827.7%17.4%59.5%336.9K7.9K
$740.00Nov 6Dec 1826.7%17.0%57.0%202.9K53.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,174 found (best R:R 2.21, avg 4.55)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$704.00$705.00Nov 30$0.24$0.76$0.2479%3.17$704.24
$698.00$699.00Nov 30$0.32$0.68$0.3282%2.12$698.32
$700.00$701.00Nov 10$0.57$0.43$0.5794%0.75$700.57
$740.00$741.00Nov 6$0.12$0.88$0.1219%7.33$740.12
$785.00$786.00Dec 18$0.11$0.89$0.1110%8.09$785.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$735.00$730.00Dec 11$1.56$3.44$1.5646%2.21$733.44
$735.00$730.00Dec 4$1.56$3.44$1.5646%2.21$733.44
$730.00$725.00Dec 11$1.37$3.63$1.3742%2.65$728.63
$730.00$725.00Dec 4$1.35$3.65$1.3541%2.70$728.65
$745.00$740.00Nov 19$2.26$2.74$2.2660%1.21$742.74

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 874 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$2.76$2.76$2.2452%1.23$742.76
$750.00$755.00Nov 19$1.87$1.87$3.1368%0.60$751.87
$755.00$760.00Nov 19$1.40$1.40$3.6076%0.39$756.40
$760.00$765.00Nov 19$0.93$0.93$4.0783%0.23$760.93
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$737.00$736.00Nov 6$0.28$0.28$0.7261%0.39$736.72
$735.00$734.00Nov 6$0.10$0.10$0.9082%0.11$734.90
$736.00$735.00Nov 6$0.16$0.16$0.8474%0.19$735.84
$727.00$726.00Nov 9$0.16$0.16$0.8479%0.19$726.84
$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 $3.46, cheapest $3.55)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.5528.3%16.6%
$738.00Nov 6Nov 9$3.5527.3%17.2%
$739.00Nov 6Nov 9$3.4226.6%17.0%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.4528.0%16.6%
$738.00Nov 6Nov 9$3.4627.7%17.2%
$739.00Nov 6Nov 9$3.3226.9%16.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,209 found (cheapest 0.28% of stock, avg 4.40%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$738.00Nov 6$0.91$1.13$2.04$735.96$740.040.28%
$737.00Nov 6$1.49$0.72$2.21$734.79$739.210.30%
$739.00Nov 6$0.50$1.72$2.22$736.78$741.220.30%
$736.00Nov 6$2.22$0.44$2.66$733.34$738.660.36%
$740.00Nov 6$0.25$2.47$2.72$737.28$742.720.37%
$735.00Nov 6$3.05$0.28$3.33$731.67$738.330.45%
$741.00Nov 6$0.13$3.35$3.48$737.52$744.480.47%
$734.00Nov 6$3.95$0.18$4.13$729.87$738.130.56%
$742.00Nov 6$0.07$4.29$4.36$737.64$746.360.59%
$733.00Nov 6$4.89$0.12$5.01$727.99$738.010.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.03% of stock, avg 2.47%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$742.00$733.00Nov 6$0.07$0.12$0.19$732.81$742.19
$741.00$733.00Nov 6$0.13$0.12$0.25$732.75$741.25
$742.00$734.00Nov 6$0.07$0.18$0.25$733.75$742.25
$741.00$734.00Nov 6$0.13$0.18$0.31$733.69$741.31
$740.00$733.00Nov 6$0.25$0.12$0.37$732.63$740.37
$742.00$735.00Nov 6$0.07$0.28$0.35$734.65$742.35
$740.00$734.00Nov 6$0.25$0.18$0.43$733.57$740.43
$741.00$735.00Nov 6$0.13$0.28$0.41$734.59$741.41
$740.00$735.00Nov 6$0.25$0.28$0.53$734.47$740.53
$742.00$736.00Nov 6$0.07$0.44$0.51$735.49$742.51

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 220 found (best R:R 1.17, avg credit $0.70)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
709/710747/748Nov 16$0.54$0.4648%1.17$709.46$747.54
706/707747/748Nov 16$0.52$0.4850%1.08$706.48$747.52
712/713747/748Nov 12$0.49$0.5153%0.96$712.51$747.49
712/713746/747Nov 12$0.51$0.4951%1.04$712.49$746.51
716/717747/748Nov 13$0.55$0.4546%1.22$716.45$747.55
717/718747/748Nov 13$0.56$0.4445%1.27$717.44$747.56
715/716747/748Nov 13$0.54$0.4647%1.17$715.46$747.54
716/717747/748Nov 12$0.51$0.4950%1.04$716.49$747.51
717/718745/746Nov 11$0.52$0.4849%1.08$717.48$745.52
716/717746/747Nov 12$0.53$0.4748%1.13$716.47$746.53

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 322 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
$715.00$720.00$725.00Nov 27$0.12$4.888%40.67
$645.00$650.00$655.00Nov 13$0.06$4.946%82.33
$680.00$690.00$700.00Nov 18$0.22$9.786%44.45
$715.00$720.00$725.00Dec 4$0.12$4.888%40.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$705.00$710.00$715.00Dec 4$0.09$4.916%54.56
$720.00$725.00$730.00Nov 19$0.22$4.7811%21.73
$715.00$720.00$725.00Dec 4$0.14$4.868%34.71
$710.00$715.00$720.00Dec 11$0.11$4.896%44.45
$720.00$725.00$730.00Dec 11$0.15$4.858%32.33

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 $-1.95, 852 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$765.001:2Nov 19-$0.19$4.81
$755.00$760.001:2Nov 19-$0.65$4.35
$738.00$739.001:2Nov 6-$0.09$0.91
$739.00$740.001:2Nov 6$0.00$1.00
$737.00$738.001:2Nov 6-$0.33$0.67
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$880.00$810.001:2Dec 4-$1.95$68.05
$835.00$796.001:2Dec 11-$19.25$19.75
$825.00$793.001:2Nov 10-$23.11$8.89
$738.00$737.001:2Nov 6-$0.31$0.69
$737.00$736.001:2Nov 6-$0.16$0.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 497 found (best yield 2.72%, avg 0.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$738.00Dec 18$20.040.500.0%2.72%2.74%4.3K450
$739.00Dec 18$19.390.490.2%2.63%2.79%402401
$740.00Dec 18$18.760.480.3%2.54%2.84%1.3K8.3K
$741.00Dec 18$18.120.480.4%2.46%2.89%157529
$742.00Dec 18$17.490.470.6%2.37%2.94%93268
$743.00Dec 18$16.890.460.7%2.29%2.99%1541.6K
$744.00Dec 18$16.290.460.8%2.21%3.05%2692.1K
$745.00Dec 18$15.690.451.0%2.13%3.10%59712.8K
$738.00Dec 11$18.680.510.0%2.53%2.56%56172
$746.00Dec 18$15.110.441.1%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 4,620,696
Total Puts 4,811,250
Put/Call Ratio 1.04
Net Difference -190,554

Prior's Put/Call Breakdown

Total Calls 6,534,902
Total Puts 9,510,216
Put/Call Ratio 1.46
Net Difference -2,975,314

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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