Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$737.69 +0.64%
◀ 11/6 15:05 ▶

Option Volume

Detail
ℹ
Current (11/06 3:05pm) 9,809,903
Calls: 4,790,668 (49%)
Puts: 5,019,235 (51%)
Prior (11/05) 16,586,825
Calls: 6,795,231 (41%)
Puts: 9,791,594 (59%)
Current vs Prior -40.86%
Calls: -29.50% (Calls)
Puts: -48.74% (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 -19.93%
Calls: -10.80%
Puts: -27.06%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06 3:05pm) $1.60B
Calls: $576.04M (36%)
Puts: $1.02B (64%)
Prior (11/05) $7.51B
Calls: $943.34M (13%)
Puts: $6.56B (87%)
Current vs Prior -78.75%
Calls: -38.94%
Puts: -84.47%
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 -45.40%
Calls: -4.91%
Puts: -55.99%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 3:05pm) 1.05
Prior (11/05) 1.44
Current vs Prior -27.29%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -16.45%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06 3:05pm) 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 0.35% | 1.31%0.35% | 1.31%0.35% | 2.45%2.66% | 5.24%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -77.15% | -38.97%-77.15% | -38.98%-77.15% | -24.29%-22.36% | -10.37%
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 -64.83% | -1.70%-46.91% | -1.34%-70.49% | +8.55%-7.14% | +11.16%
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 -77.15% | -38.97%-77.15% | -38.98%-77.15% | -24.29%-22.36% | -10.37%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.79% | 0.21%
Calls: 0.71% | 0.20%
Puts: 0.87% | 0.22%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -48.37% | -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 -29.46% | -85.91%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 64% put dollar volume ($1.02B). 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 1.05.

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
15:05BEARISHNEUTRALBEARISH
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 2,729 of results (avg 2.2%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$729.00Nov 1314.8314.84$14.840.1%1670.65302
$734.00Nov 1311.3511.36$11.360.1%9530.57253
$738.00Nov 138.868.87$8.860.1%3.4K0.50595
$685.00Dec 1161.0061.08$61.040.1%310.8317
$680.00Dec 1165.5165.60$65.560.1%250.8414
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$747.00Nov 910.1810.19$10.180.1%3590.821.1K
$721.00Nov 206.506.51$6.510.2%5780.301.8K
$746.00Dec 1119.3819.41$19.400.2%1800.56142
$741.00Nov 96.126.13$6.130.2%6.4K0.62819
$719.00Nov 206.106.11$6.110.2%1890.282.5K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 476 found (avg $0.40, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$742.00Nov 60.060.07$0.0714.3%291.0K0.063.9K
$741.00Nov 60.120.13$0.137.7%281.9K0.102.6K
$740.00Nov 60.230.24$0.244.2%430.9K0.1810.5K
$739.00Nov 60.450.46$0.462.2%265.8K0.303.3K
$738.00Nov 60.830.84$0.841.2%236.0K0.453.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 60.290.30$0.303.3%327.4K0.1815.6K
$734.00Nov 60.200.21$0.214.8%178.1K0.134.3K
$733.00Nov 60.140.15$0.156.7%148.9K0.094.5K
$732.00Nov 60.110.12$0.128.3%130.2K0.074.9K
$736.00Nov 60.460.47$0.472.1%263.6K0.273.3K

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 6142.63142.85$142.740.2%41.00--
$600.00Nov 6137.63137.87$137.750.2%81.0011
$605.00Nov 6132.63132.85$132.740.2%41.009
$610.00Nov 6127.63127.85$127.740.2%41.0012
$615.00Nov 6122.63122.85$122.740.2%11.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$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
$780.00Nov 641.5643.04$42.303.5%331.0015

Most actively traded options today. High liquidity = easy entry/exit. 3,224 active (total vol 9.8M, top 430.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.230.24$0.244.2%430.9K0.1810.5K
$745.00Nov 60.020.03$0.0333.3%307.2K0.0213.4K
$742.00Nov 60.060.07$0.0714.3%291.0K0.063.9K
$741.00Nov 60.120.13$0.137.7%281.9K0.102.6K
$739.00Nov 60.450.46$0.462.2%265.8K0.303.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$738.00Nov 61.151.16$1.150.9%359.0K0.555.6K
$735.00Nov 60.290.30$0.303.3%327.4K0.1815.6K
$737.00Nov 60.720.73$0.731.4%322.4K0.394.2K
$736.00Nov 60.460.47$0.472.1%263.6K0.273.3K
$739.00Nov 61.761.78$1.771.1%243.0K0.703.2K

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 77.1%, max 98.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$735.00Nov 6Dec 1835.3%17.8%98.2%47.2K11.9K
$736.00Nov 6Dec 1832.5%17.7%83.3%82.3K5.0K
$737.00Nov 6Dec 1830.6%17.5%74.6%135.9K5.3K
$740.00Nov 6Dec 1829.2%17.0%71.5%432.2K18.8K
$738.00Nov 6Dec 1829.2%17.4%68.3%240.3K4.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$735.00Nov 6Dec 1835.3%17.8%98.2%329.7K88.4K
$736.00Nov 6Dec 1832.5%17.7%83.3%264.0K5.6K
$737.00Nov 6Dec 1830.6%17.5%74.6%322.8K7.0K
$740.00Nov 6Dec 1829.2%17.0%71.5%207.3K53.0K
$738.00Nov 6Dec 1829.2%17.4%68.3%360.5K7.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,196 found (best R:R 5.25, avg 4.56)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$700.00$701.00Nov 30$0.16$0.84$0.1681%5.25$700.16
$698.00$699.00Nov 30$0.25$0.75$0.2582%3.00$698.25
$695.00$696.00Nov 30$0.27$0.73$0.2783%2.70$695.27
$701.00$702.00Nov 9$0.61$0.39$0.6196%0.64$701.61
$740.00$741.00Nov 6$0.11$0.89$0.1118%8.09$740.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$760.00$759.00Nov 11$0.33$0.67$0.3395%2.03$759.67
$772.00$771.00Dec 11$0.21$0.79$0.2183%3.76$771.79
$735.00$730.00Dec 11$1.56$3.44$1.5646%2.21$733.44
$763.00$762.00Dec 11$0.13$0.87$0.1374%6.69$762.87
$769.00$768.00Nov 6$0.42$0.58$0.42100%1.38$768.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 881 found (best R:R 1.21, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$740.00$745.00Nov 19$2.74$2.74$2.2653%1.21$742.74
$745.00$750.00Nov 19$2.32$2.32$2.6860%0.87$747.32
$750.00$755.00Nov 19$1.87$1.87$3.1368%0.60$751.87
$755.00$760.00Nov 19$1.38$1.38$3.6276%0.38$756.38
$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$0.17$0.17$0.8373%0.20$735.83
$727.00$726.00Nov 9$0.16$0.16$0.8479%0.19$726.84
$723.00$722.00Nov 9$0.10$0.10$0.9086%0.11$722.90
$719.00$718.00Nov 10$0.11$0.11$0.8984%0.12$718.89
$713.00$712.00Nov 16$0.15$0.15$0.8581%0.18$712.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $3.54, cheapest $3.49)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.5930.6%16.6%
$738.00Nov 6Nov 9$3.5729.2%17.2%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.4930.6%16.6%
$738.00Nov 6Nov 9$3.4929.2%17.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,211 found (cheapest 0.27% of stock, avg 4.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$738.00Nov 6$0.84$1.15$1.99$736.01$739.990.27%
$737.00Nov 6$1.40$0.73$2.13$734.87$739.130.29%
$739.00Nov 6$0.46$1.77$2.23$736.77$741.230.30%
$736.00Nov 6$2.13$0.47$2.60$733.40$738.600.35%
$740.00Nov 6$0.24$2.55$2.79$737.21$742.790.38%
$735.00Nov 6$2.98$0.30$3.28$731.72$738.280.44%
$741.00Nov 6$0.13$3.44$3.57$737.43$744.570.48%
$734.00Nov 6$3.88$0.21$4.09$729.91$738.090.55%
$742.00Nov 6$0.07$4.39$4.46$737.54$746.460.60%
$733.00Nov 6$4.82$0.15$4.97$728.03$737.970.67%

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$0.15$0.22$732.78$742.22
$741.00$733.00Nov 6$0.13$0.15$0.28$732.72$741.28
$742.00$734.00Nov 6$0.07$0.21$0.28$733.72$742.28
$741.00$734.00Nov 6$0.13$0.21$0.34$733.66$741.34
$740.00$733.00Nov 6$0.24$0.15$0.39$732.61$740.39
$742.00$735.00Nov 6$0.07$0.30$0.37$734.63$742.37
$740.00$734.00Nov 6$0.24$0.21$0.45$733.55$740.45
$741.00$735.00Nov 6$0.13$0.30$0.43$734.57$741.43
$740.00$735.00Nov 6$0.24$0.30$0.54$734.46$740.54
$742.00$736.00Nov 6$0.07$0.47$0.54$735.46$742.54

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 224 found (best R:R 1.13, avg credit $0.70)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
705/706747/748Nov 16$0.53$0.4751%1.13$705.47$747.53
716/717747/748Nov 13$0.57$0.4346%1.33$716.43$747.57
708/709747/748Nov 16$0.54$0.4649%1.17$708.46$747.54
707/708747/748Nov 16$0.53$0.4750%1.13$707.47$747.53
716/717746/747Nov 13$0.58$0.4244%1.38$716.42$746.58
716/717747/748Nov 11$0.47$0.5355%0.89$716.53$747.47
709/710747/748Nov 16$0.53$0.4748%1.13$709.47$747.53
712/713747/748Nov 12$0.48$0.5253%0.92$712.52$747.48
714/715747/748Nov 11$0.45$0.5556%0.82$714.55$747.45
716/717746/747Nov 11$0.49$0.5152%0.96$716.51$746.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 427 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$705.00$710.00$715.00Nov 18$0.08$4.926%61.50
$725.00$730.00$735.00Dec 11$0.14$4.869%34.71
$705.00$710.00$715.00Dec 4$0.07$4.936%70.43
$715.00$720.00$725.00Dec 11$0.10$4.907%49.00
$720.00$725.00$730.00Nov 27$0.17$4.839%28.41
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$700.00$705.00$710.00Nov 18$0.08$4.926%61.50
$720.00$725.00$730.00Dec 11$0.14$4.868%34.71
$720.00$725.00$730.00Nov 19$0.22$4.7811%21.73
$720.00$725.00$730.00Dec 4$0.16$4.848%30.25
$705.00$710.00$715.00Nov 13$0.11$4.896%44.45

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 $-2.59, 842 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$765.001:2Nov 19-$0.17$4.83
$755.00$760.001:2Nov 19-$0.67$4.33
$738.00$739.001:2Nov 6-$0.08$0.92
$737.00$738.001:2Nov 6-$0.28$0.72
$775.00$780.001:2Nov 19-$0.01$4.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$880.00$810.001:2Dec 4-$2.59$67.41
$835.00$796.001:2Dec 11-$19.21$19.79
$825.00$793.001:2Nov 10-$23.21$8.79
$738.00$737.001:2Nov 6-$0.31$0.69
$739.00$738.001:2Nov 6-$0.53$0.47

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 496 found (best yield 2.71%, avg 0.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$738.00Dec 18$19.980.500.0%2.71%2.75%4.3K450
$739.00Dec 18$19.330.490.2%2.62%2.80%403401
$740.00Dec 18$18.740.480.3%2.54%2.85%1.3K8.3K
$741.00Dec 18$18.060.480.5%2.45%2.90%161529
$742.00Dec 18$17.440.470.6%2.36%2.95%94268
$743.00Dec 18$16.810.460.7%2.28%3.00%1561.6K
$744.00Dec 18$16.230.460.9%2.20%3.06%2712.1K
$745.00Dec 18$15.610.451.0%2.12%3.11%59912.8K
$738.00Dec 11$18.610.510.0%2.52%2.56%56172
$746.00Dec 18$15.050.441.1%2.04%3.17%365269

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 4,790,668
Total Puts 5,019,235
Put/Call Ratio 1.05
Net Difference -228,567

Prior's Put/Call Breakdown

Total Calls 6,795,231
Total Puts 9,791,594
Put/Call Ratio 1.44
Net Difference -2,996,363

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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