Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$738.12 +0.70%
◀ 11/6 15:00 ▶

Option Volume

Detail
ℹ
Current (11/06 3:00pm) 9,684,905
Calls: 4,727,873 (49%)
Puts: 4,957,032 (51%)
Prior (11/05) 16,404,867
Calls: 6,717,647 (41%)
Puts: 9,687,220 (59%)
Current vs Prior -40.96%
Calls: -29.62% (Calls)
Puts: -48.83% (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 -20.95%
Calls: -11.97%
Puts: -27.97%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06 3:00pm) $1.58B
Calls: $604.33M (38%)
Puts: $972.09M (62%)
Prior (11/05) $6.83B
Calls: $1.12B (16%)
Puts: $5.71B (84%)
Current vs Prior -76.91%
Calls: -46.02%
Puts: -82.97%
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 -46.05%
Calls: -0.24%
Puts: -58.03%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 3:00pm) 1.05
Prior (11/05) 1.44
Current vs Prior -27.29%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -16.39%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06 3:00pm) 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% | 1.29%0.36% | 1.29%0.36% | 2.43%2.63% | 5.20%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -76.00% | -39.77%-76.00% | -39.77%-76.00% | -24.80%-23.08% | -11.05%
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 -63.06% | -2.98%-44.24% | -2.62%-69.01% | +7.83%-8.01% | +10.32%
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 -76.00% | -39.77%-76.00% | -39.77%-76.00% | -24.80%-23.08% | -11.05%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.77% | 0.32%
Calls: 0.88% | 0.43%
Puts: 0.65% | 0.21%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -49.67% | -60.49%
Prior 7-Day Avg 1.12% | 1.49%
Calls: 1.13% | 1.34%
Puts: 1.10% | 1.64%
Current vs 7-Day Avg -31.25% | -78.52%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 62% put dollar volume ($972.09M). 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 1.05.

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
15:00BEARISHNEUTRALBEARISH
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 2,750 of results (avg 2.3%, best 0.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Dec 18123.21123.47$123.340.2%30.932.7K
$630.00Dec 18113.60113.85$113.730.2%10.92915
$635.00Dec 18108.82109.06$108.940.2%20.921.8K
$635.00Dec 4106.98107.22$107.100.2%50.932
$650.00Dec 1894.5994.81$94.700.2%50.903.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$741.00Nov 95.865.87$5.870.2%6.4K0.61819
$739.00Nov 94.864.87$4.870.2%16.6K0.54542
$738.00Nov 94.424.43$4.430.2%21.3K0.501.0K
$737.00Nov 94.024.03$4.030.2%21.8K0.471.2K
$736.00Nov 93.653.66$3.660.3%15.5K0.43634

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 469 found (avg $0.40, cheapest $0.10)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$742.00Nov 60.090.10$0.1010.0%290.0K0.083.9K
$743.00Nov 60.050.06$0.0616.7%171.4K0.054.0K
$741.00Nov 60.180.19$0.195.3%280.1K0.132.6K
$740.00Nov 60.350.36$0.362.8%426.9K0.2310.5K
$739.00Nov 60.650.66$0.661.5%261.2K0.363.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 60.260.27$0.273.7%324.2K0.1715.6K
$734.00Nov 60.180.19$0.195.3%176.2K0.114.3K
$736.00Nov 60.400.41$0.412.4%260.4K0.243.3K
$732.00Nov 60.090.10$0.1010.0%125.1K0.064.9K
$733.00Nov 60.130.14$0.147.1%145.6K0.084.5K

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 6142.90143.28$143.090.3%41.00--
$600.00Nov 6137.90138.28$138.090.3%81.0011
$605.00Nov 6132.90133.28$133.090.3%41.009
$610.00Nov 6127.90128.28$128.090.3%41.0012
$615.00Nov 6122.90123.29$123.100.3%11.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$775.00Nov 636.5738.03$37.303.9%811.00123
$776.00Nov 637.5639.04$38.303.9%101.005
$777.00Nov 638.5740.04$39.313.7%61.0021
$778.00Nov 639.5641.04$40.303.7%301.002
$779.00Nov 640.5642.04$41.303.6%211.002

Most actively traded options today. High liquidity = easy entry/exit. 3,219 active (total vol 9.6M, top 426.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.350.36$0.362.8%426.9K0.2310.5K
$745.00Nov 60.020.03$0.0333.3%305.9K0.0213.4K
$742.00Nov 60.090.10$0.1010.0%290.0K0.083.9K
$741.00Nov 60.180.19$0.195.3%280.1K0.132.6K
$739.00Nov 60.650.66$0.661.5%261.2K0.363.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$738.00Nov 61.011.02$1.021.0%352.1K0.495.6K
$735.00Nov 60.260.27$0.273.7%324.2K0.1715.6K
$737.00Nov 60.640.65$0.651.5%314.7K0.354.2K
$736.00Nov 60.400.41$0.412.4%260.4K0.243.3K
$739.00Nov 61.541.55$1.550.6%240.7K0.643.2K

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 81.2%, max 99.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$735.00Nov 6Dec 1835.6%17.9%99.2%47.0K11.9K
$736.00Nov 6Dec 1833.1%17.7%86.8%81.9K5.0K
$737.00Nov 6Dec 1831.6%17.5%79.9%134.2K5.3K
$738.00Nov 6Dec 1830.3%17.4%74.4%234.7K4.0K
$740.00Nov 6Dec 1829.7%17.0%74.3%428.3K18.8K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$735.00Nov 6Dec 1835.6%17.9%99.2%326.5K88.4K
$736.00Nov 6Dec 1833.1%17.7%86.8%260.7K5.6K
$737.00Nov 6Dec 1831.6%17.5%79.9%315.1K7.0K
$738.00Nov 6Dec 1830.6%17.4%76.1%353.6K7.9K
$740.00Nov 6Dec 1829.7%17.0%74.3%205.4K53.0K

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 4.56, avg 4.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$695.00$696.00Nov 30$0.26$0.74$0.2683%2.85$695.26
$698.00$699.00Nov 30$0.28$0.72$0.2882%2.57$698.28
$707.00$708.00Nov 9$0.55$0.45$0.5595%0.82$707.55
$787.00$788.00Dec 18$0.10$0.90$0.109%9.00$787.10
$782.00$783.00Dec 11$0.11$0.89$0.1110%8.09$782.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$776.00$775.00Nov 9$0.18$0.82$0.18100%4.56$775.82
$769.00$768.00Nov 11$0.36$0.64$0.3699%1.78$768.64
$735.00$730.00Dec 11$1.54$3.46$1.5446%2.25$733.46
$769.00$768.00Nov 6$0.40$0.60$0.40100%1.50$768.60
$735.00$730.00Dec 4$1.54$3.46$1.5446%2.25$733.46

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 875 found (best R:R 0.90, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$745.00$750.00Nov 19$2.37$2.37$2.6360%0.90$747.37
$740.00$745.00Nov 19$2.78$2.78$2.2252%1.25$742.78
$750.00$755.00Nov 19$1.93$1.93$3.0767%0.63$751.93
$755.00$760.00Nov 19$1.41$1.41$3.5975%0.39$756.41
$760.00$765.00Nov 19$0.97$0.97$4.0383%0.24$760.97
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$737.00$736.00Nov 6$0.24$0.24$0.7665%0.32$736.76
$738.00$737.00Nov 6$0.37$0.37$0.6351%0.59$737.63
$736.00$735.00Nov 6$0.14$0.14$0.8676%0.16$735.86
$726.00$725.00Nov 9$0.13$0.13$0.8781%0.15$725.87
$713.00$712.00Nov 12$0.11$0.11$0.8984%0.12$712.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $3.42, cheapest $3.38)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.4831.6%16.7%
$738.00Nov 6Nov 9$3.5130.3%16.4%
$739.00Nov 6Nov 9$3.4229.7%17.0%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.3831.6%16.7%
$738.00Nov 6Nov 9$3.4130.6%16.4%
$739.00Nov 6Nov 9$3.3229.4%17.0%

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$1.13$1.02$2.15$735.85$740.150.29%
$739.00Nov 6$0.66$1.55$2.21$736.79$741.210.30%
$737.00Nov 6$1.76$0.65$2.41$734.59$739.410.33%
$740.00Nov 6$0.36$2.23$2.59$737.41$742.590.35%
$736.00Nov 6$2.54$0.41$2.95$733.05$738.950.40%
$741.00Nov 6$0.19$3.07$3.26$737.74$744.260.44%
$735.00Nov 6$3.38$0.27$3.65$731.35$738.650.49%
$742.00Nov 6$0.10$3.96$4.06$737.94$746.060.55%
$734.00Nov 6$4.31$0.19$4.50$729.50$738.500.61%
$743.00Nov 6$0.06$4.92$4.98$738.02$747.980.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 395 found (cheapest 0.04% of stock, avg 2.50%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$742.00$734.00Nov 6$0.10$0.19$0.29$733.71$742.29
$741.00$734.00Nov 6$0.19$0.19$0.38$733.62$741.38
$742.00$735.00Nov 6$0.10$0.27$0.37$734.63$742.37
$741.00$735.00Nov 6$0.19$0.27$0.46$734.54$741.46
$740.00$734.00Nov 6$0.36$0.19$0.55$733.45$740.55
$742.00$736.00Nov 6$0.10$0.41$0.51$735.49$742.51
$741.00$736.00Nov 6$0.19$0.41$0.60$735.40$741.60
$740.00$735.00Nov 6$0.36$0.27$0.63$734.37$740.63
$740.00$736.00Nov 6$0.36$0.41$0.77$735.23$740.77
$742.00$737.00Nov 6$0.10$0.65$0.75$736.25$742.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 267 found (best R:R 1.08, avg credit $0.67)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
707/708748/749Nov 16$0.52$0.4851%1.08$707.48$748.52
706/707748/749Nov 17$0.54$0.4649%1.17$706.46$748.54
711/712748/749Nov 17$0.57$0.4346%1.33$711.43$748.57
712/713746/747Nov 12$0.52$0.4850%1.08$712.48$746.52
711/712748/749Nov 16$0.54$0.4648%1.17$711.46$748.54
707/708748/749Nov 17$0.54$0.4648%1.17$707.46$748.54
715/716746/747Nov 12$0.54$0.4648%1.17$715.46$746.54
710/711748/749Nov 16$0.53$0.4749%1.13$710.47$748.53
707/708747/748Nov 16$0.53$0.4749%1.13$707.47$747.53
717/718747/748Nov 13$0.57$0.4345%1.33$717.43$747.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 384 found (best R:R 30.25, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$680.00$690.00$700.00Nov 18$0.20$9.806%49.00
$725.00$730.00$735.00Dec 4$0.17$4.839%28.41
$715.00$720.00$725.00Nov 19$0.16$4.849%30.25
$725.00$730.00$735.00Dec 11$0.15$4.858%32.33
$705.00$710.00$715.00Nov 27$0.09$4.916%54.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$725.00$730.00$735.00Nov 27$0.16$4.8410%30.25
$710.00$715.00$720.00Nov 19$0.14$4.868%34.71
$715.00$720.00$725.00Dec 4$0.14$4.868%34.71
$705.00$710.00$715.00Dec 11$0.09$4.916%54.56
$725.00$730.00$735.00Nov 19$0.27$4.7312%17.52

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 846 found (best net $-1.96, 842 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$765.001:2Nov 19-$0.17$4.83
$755.00$760.001:2Nov 19-$0.70$4.30
$738.00$739.001:2Nov 6-$0.19$0.81
$739.00$740.001:2Nov 6-$0.06$0.94
$737.00$738.001:2Nov 6-$0.50$0.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$880.00$810.001:2Dec 4-$1.96$68.04
$835.00$796.001:2Dec 11-$18.42$20.58
$825.00$793.001:2Nov 10-$22.63$9.37
$738.00$737.001:2Nov 6-$0.28$0.72
$737.00$736.001:2Nov 6-$0.17$0.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 483 found (best yield 2.65%, avg 0.65%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$739.00Dec 18$19.550.490.1%2.65%2.77%402401
$740.00Dec 18$18.910.480.2%2.56%2.82%1.3K8.3K
$741.00Dec 18$18.290.480.4%2.48%2.87%157529
$742.00Dec 18$17.670.470.5%2.39%2.92%93268
$743.00Dec 18$17.050.470.7%2.31%2.97%1551.6K
$744.00Dec 18$16.440.460.8%2.23%3.02%2702.1K
$745.00Dec 18$15.820.450.9%2.14%3.08%59712.8K
$746.00Dec 18$15.260.441.1%2.07%3.13%364269
$739.00Dec 11$18.170.500.1%2.46%2.58%81113
$747.00Dec 18$14.680.431.2%1.99%3.19%69785

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 4,727,873
Total Puts 4,957,032
Put/Call Ratio 1.05
Net Difference -229,159

Prior's Put/Call Breakdown

Total Calls 6,717,647
Total Puts 9,687,220
Put/Call Ratio 1.44
Net Difference -2,969,573

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

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