Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$737.15 +0.57%
◀ 11/6 14:55 ▶

Option Volume

Detail
ℹ
Current (11/06 2:55pm) 9,553,721
Calls: 4,674,464 (49%)
Puts: 4,879,257 (51%)
Prior (11/05) 16,234,432
Calls: 6,649,704 (41%)
Puts: 9,584,728 (59%)
Current vs Prior -41.15%
Calls: -29.70% (Calls)
Puts: -49.09% (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 -22.03%
Calls: -12.97%
Puts: -29.10%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06 2:55pm) $1.62B
Calls: $520.81M (32%)
Puts: $1.09B (68%)
Prior (11/05) $6.63B
Calls: $1.18B (18%)
Puts: $5.45B (82%)
Current vs Prior -75.63%
Calls: -55.73%
Puts: -79.93%
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 -44.71%
Calls: -14.03%
Puts: -52.73%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 2:55pm) 1.04
Prior (11/05) 1.44
Current vs Prior -27.58%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -16.77%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06 2:55pm) 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% | 1.32%0.36% | 1.32%0.36% | 2.48%2.69% | 5.26%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -76.06% | -38.42%-76.06% | -38.43%-76.06% | -23.31%-21.51% | -10.05%
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 -63.15% | -0.81%-44.38% | -0.45%-69.08% | +9.96%-6.13% | +11.56%
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 -76.06% | -38.42%-76.06% | -38.43%-76.06% | -23.31%-21.51% | -10.05%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.09% | 0.31%
Calls: 0.88% | 0.42%
Puts: 1.30% | 0.20%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -28.76% | -61.73%
Prior 7-Day Avg 1.12% | 1.49%
Calls: 1.13% | 1.34%
Puts: 1.10% | 1.64%
Current vs 7-Day Avg -2.68% | -79.19%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 68% put dollar volume ($1.09B). Light premium activity with dollar volume down 76% 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
14:55BEARISHNEUTRALBEARISH
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 2,731 of results (avg 2.2%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Nov 6146.98147.21$147.100.2%361.0056
$595.00Nov 6141.98142.21$142.100.2%41.00--
$605.00Nov 6131.98132.20$132.090.2%41.009
$620.00Nov 6116.98117.19$117.090.2%61.0012
$615.00Nov 6121.98122.20$122.090.2%11.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 95.975.98$5.980.2%19.4K0.605.7K
$739.00Nov 95.455.46$5.460.2%16.5K0.57542
$738.00Nov 94.974.98$4.970.2%20.9K0.531.0K
$750.00Nov 612.8712.90$12.890.2%12.5K1.0026.3K
$758.00Nov 620.8620.91$20.890.2%7781.00756

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 458 found (avg $0.39, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$741.00Nov 60.080.09$0.0911.1%278.4K0.072.6K
$740.00Nov 60.160.17$0.175.9%421.3K0.1310.5K
$739.00Nov 60.340.35$0.352.9%257.2K0.233.3K
$738.00Nov 60.650.66$0.661.5%219.1K0.363.5K
$758.00Nov 90.050.06$0.0616.7%4.8K0.022.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$733.00Nov 60.160.17$0.175.9%143.1K0.104.5K
$732.00Nov 60.110.12$0.128.3%122.0K0.074.9K
$734.00Nov 60.250.26$0.263.8%172.4K0.164.3K
$735.00Nov 60.390.40$0.402.5%319.4K0.2415.6K
$731.00Nov 60.080.09$0.0911.1%121.8K0.054.8K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,359 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Nov 6146.98147.21$147.100.2%361.0056
$595.00Nov 6141.98142.21$142.100.2%41.00--
$600.00Nov 6136.98137.23$137.100.2%81.0011
$605.00Nov 6131.98132.20$132.090.2%41.009
$610.00Nov 6126.98127.21$127.100.2%41.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Nov 635.5837.02$36.304.0%541.006
$775.00Nov 636.5838.02$37.303.9%811.00123
$776.00Nov 637.5839.02$38.303.8%101.005
$777.00Nov 638.5940.02$39.313.6%61.0021
$778.00Nov 639.5841.02$40.303.6%301.002

Most actively traded options today. High liquidity = easy entry/exit. 3,227 active (total vol 9.5M, top 421.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.160.17$0.175.9%421.3K0.1310.5K
$745.00Nov 60.010.02$0.0250.0%305.3K0.0113.4K
$742.00Nov 60.040.05$0.0520.0%282.4K0.043.9K
$741.00Nov 60.080.09$0.0911.1%278.4K0.072.6K
$739.00Nov 60.340.35$0.352.9%257.2K0.233.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$738.00Nov 61.531.55$1.541.3%343.4K0.645.6K
$735.00Nov 60.390.40$0.402.5%319.4K0.2415.6K
$737.00Nov 61.011.02$1.021.0%302.7K0.494.2K
$736.00Nov 60.630.64$0.641.6%253.8K0.353.3K
$739.00Nov 62.222.24$2.230.9%238.8K0.773.2K

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 73.3%, max 89.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$734.00Nov 6Dec 1833.7%18.0%87.1%17.0K2.7K
$735.00Nov 6Dec 1832.0%17.9%78.8%46.4K11.9K
$736.00Nov 6Dec 1830.8%17.7%73.4%80.5K5.0K
$737.00Nov 6Dec 1829.6%17.6%68.5%130.3K5.3K
$738.00Nov 6Dec 1828.7%17.4%64.9%223.4K4.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$734.00Nov 6Dec 1834.1%18.0%89.2%172.5K5.4K
$735.00Nov 6Dec 1832.3%17.9%80.4%321.7K88.4K
$736.00Nov 6Dec 1831.0%17.7%74.5%254.1K5.6K
$737.00Nov 6Dec 1829.9%17.6%70.1%303.1K7.0K
$738.00Nov 6Dec 1828.8%17.4%65.5%345.0K7.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,230 found (best R:R 5.25, avg 4.45)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$655.00$657.00Nov 30$1.02$0.98$1.0292%0.96$656.02
$664.00$665.00Nov 30$0.14$0.86$0.1490%6.14$664.14
$680.00$681.00Nov 30$0.11$0.89$0.1187%8.09$680.11
$700.00$701.00Nov 10$0.29$0.71$0.2993%2.45$700.29
$688.00$689.00Nov 30$0.21$0.79$0.2185%3.76$688.21
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$780.00$779.00Nov 10$0.16$0.84$0.16100%5.25$779.84
$771.00$770.00Nov 13$0.21$0.79$0.2199%3.76$770.79
$775.00$774.00Nov 12$0.25$0.75$0.25100%3.00$774.75
$775.00$774.00Nov 9$0.26$0.74$0.26100%2.85$774.74
$776.00$775.00Nov 20$0.28$0.72$0.2896%2.57$775.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 885 found (best R:R 1.19, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$740.00$745.00Nov 19$2.72$2.72$2.2853%1.19$742.72
$745.00$750.00Nov 19$2.30$2.30$2.7061%0.85$747.30
$750.00$755.00Nov 19$1.84$1.84$3.1668%0.58$751.84
$755.00$760.00Nov 19$1.36$1.36$3.6476%0.37$756.36
$760.00$765.00Nov 19$0.91$0.91$4.0984%0.22$760.91
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$737.00$736.00Nov 6$0.38$0.38$0.6251%0.61$736.62
$736.00$735.00Nov 6$0.24$0.24$0.7665%0.32$735.76
$735.00$734.00Nov 6$0.14$0.14$0.8676%0.16$734.86
$729.00$728.00Nov 9$0.21$0.21$0.7974%0.27$728.79
$724.00$723.00Nov 9$0.12$0.12$0.8883%0.14$723.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $3.53, cheapest $3.49)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$736.00Nov 6Nov 9$3.5930.8%17.1%
$737.00Nov 6Nov 9$3.6129.6%16.8%
$738.00Nov 6Nov 9$3.5328.7%17.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$736.00Nov 6Nov 9$3.4931.0%17.1%
$737.00Nov 6Nov 9$3.5129.9%16.8%
$738.00Nov 6Nov 9$3.4328.8%17.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,210 found (cheapest 0.29% of stock, avg 4.43%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$737.00Nov 6$1.13$1.02$2.15$734.85$739.150.29%
$738.00Nov 6$0.66$1.54$2.20$735.80$740.200.30%
$736.00Nov 6$1.75$0.64$2.39$733.61$738.390.32%
$739.00Nov 6$0.35$2.23$2.58$736.42$741.580.35%
$735.00Nov 6$2.51$0.40$2.91$732.09$737.910.39%
$740.00Nov 6$0.17$3.06$3.23$736.77$743.230.44%
$734.00Nov 6$3.37$0.26$3.63$730.37$737.630.49%
$741.00Nov 6$0.09$3.97$4.06$736.94$745.060.55%
$733.00Nov 6$4.27$0.17$4.44$728.56$737.440.60%
$742.00Nov 6$0.05$4.93$4.98$737.02$746.980.68%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 395 found (cheapest 0.04% of stock, avg 2.54%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$741.00$733.00Nov 6$0.09$0.17$0.26$732.74$741.26
$740.00$733.00Nov 6$0.17$0.17$0.34$732.66$740.34
$741.00$734.00Nov 6$0.09$0.26$0.35$733.65$741.35
$740.00$734.00Nov 6$0.17$0.26$0.43$733.57$740.43
$739.00$733.00Nov 6$0.35$0.17$0.52$732.48$739.52
$741.00$735.00Nov 6$0.09$0.40$0.49$734.51$741.49
$739.00$734.00Nov 6$0.35$0.26$0.61$733.39$739.61
$740.00$735.00Nov 6$0.17$0.40$0.57$734.43$740.57
$739.00$735.00Nov 6$0.35$0.40$0.75$734.25$739.75
$741.00$736.00Nov 6$0.09$0.64$0.73$735.27$741.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 258 found (best R:R 1.17, avg credit $0.67)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
707/708747/748Nov 16$0.54$0.4650%1.17$707.46$747.54
704/705747/748Nov 16$0.52$0.4852%1.08$704.48$747.52
704/705747/748Nov 17$0.54$0.4649%1.17$704.46$747.54
706/707747/748Nov 17$0.55$0.4548%1.22$706.45$747.55
714/715744/745Nov 11$0.53$0.4749%1.13$714.47$744.53
710/711747/748Nov 12$0.47$0.5355%0.89$710.53$747.47
710/711746/747Nov 12$0.49$0.5153%0.96$710.51$746.49
709/710747/748Nov 16$0.53$0.4749%1.13$709.47$747.53
708/709747/748Nov 17$0.55$0.4547%1.22$708.45$747.55
710/711745/746Nov 12$0.51$0.4951%1.04$710.49$745.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 403 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$705.00$710.00$715.00Nov 19$0.06$4.946%82.33
$720.00$725.00$730.00Nov 19$0.18$4.8211%26.78
$725.00$730.00$735.00Dec 11$0.14$4.869%34.71
$725.00$730.00$735.00Dec 4$0.17$4.8310%28.41
$725.00$730.00$735.00Nov 19$0.25$4.7512%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$765.00$770.00$775.00Nov 19$0.06$4.947%82.33
$725.00$730.00$735.00Nov 19$0.26$4.7412%18.23
$715.00$720.00$725.00Nov 27$0.15$4.858%32.33
$710.00$715.00$720.00Nov 19$0.14$4.868%34.71
$705.00$710.00$715.00Dec 4$0.10$4.906%49.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 840 found (best net $-2.78, 837 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$765.001:2Nov 19-$0.16$4.84
$755.00$760.001:2Nov 19-$0.62$4.38
$737.00$738.001:2Nov 6-$0.19$0.81
$775.00$780.001:2Nov 19$0.00$5.00
$736.00$737.001:2Nov 6-$0.51$0.49
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$880.00$810.001:2Dec 4-$2.78$67.22
$835.00$796.001:2Dec 11-$18.80$20.20
$825.00$793.001:2Nov 10-$23.72$8.28
$737.00$736.001:2Nov 6-$0.26$0.74
$736.00$735.001:2Nov 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. 489 found (best yield 2.68%, avg 0.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$738.00Dec 18$19.750.490.1%2.68%2.79%4.3K450
$739.00Dec 18$19.090.480.2%2.59%2.84%402401
$740.00Dec 18$18.470.480.4%2.51%2.89%1.3K8.3K
$741.00Dec 18$17.830.470.5%2.42%2.94%157529
$742.00Dec 18$17.210.470.7%2.33%2.99%93268
$743.00Dec 18$16.600.460.8%2.25%3.05%1541.6K
$744.00Dec 18$16.010.450.9%2.17%3.10%2692.1K
$745.00Dec 18$15.430.441.1%2.09%3.16%59712.8K
$738.00Dec 11$18.400.500.1%2.50%2.61%56172
$739.00Dec 11$17.770.490.2%2.41%2.66%81113

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 4,674,464
Total Puts 4,879,257
Put/Call Ratio 1.04
Net Difference -204,793

Prior's Put/Call Breakdown

Total Calls 6,649,704
Total Puts 9,584,728
Put/Call Ratio 1.44
Net Difference -2,935,024

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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