Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$739.00 +0.82%
◀ 11/6 15:10 ▶

Option Volume

Detail
ℹ
Current (11/06 3:10pm) 9,952,736
Calls: 4,863,923 (49%)
Puts: 5,088,813 (51%)
Prior (11/05) 16,784,242
Calls: 6,872,504 (41%)
Puts: 9,911,738 (59%)
Current vs Prior -40.70%
Calls: -29.23% (Calls)
Puts: -48.66% (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 -18.77%
Calls: -9.44%
Puts: -26.05%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06 3:10pm) $1.57B
Calls: $698.66M (45%)
Puts: $869.39M (55%)
Prior (11/05) $8.31B
Calls: $850.59M (10%)
Puts: $7.46B (90%)
Current vs Prior -81.14%
Calls: -17.86%
Puts: -88.35%
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 -46.34%
Calls: +15.33%
Puts: -62.47%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 3:10pm) 1.05
Prior (11/05) 1.44
Current vs Prior -27.46%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -16.57%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06 3:10pm) 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 0.27% | 1.20%0.27% | 1.20%0.27% | 2.32%2.52% | 5.09%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -82.47% | -43.95%-82.47% | -43.96%-82.47% | -28.32%-26.41% | -13.07%
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 -73.02% | -9.72%-59.28% | -9.39%-77.36% | +2.77%-11.99% | +7.81%
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 -82.47% | -43.95%-82.47% | -43.96%-82.47% | -28.32%-26.41% | -13.07%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.02% | 0.23%
Calls: 1.04% | 0.22%
Puts: 1.00% | 0.23%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -33.33% | -71.60%
Prior 7-Day Avg 1.12% | 1.49%
Calls: 1.13% | 1.34%
Puts: 1.10% | 1.64%
Current vs 7-Day Avg -8.93% | -84.56%
Liquidity Excellent
+
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🤖 AI Insights

Light premium activity with dollar volume down 81% vs prior. Below-average activity with volume down 41% vs prior. Slightly bearish P/C ratio of 1.05. P/C ratio dropping 27% - sentiment shifting bullish.

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 BULLISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
15:10BEARISHNEUTRALBEARISH
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 2,744 of results (avg 2.1%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Nov 6138.83139.03$138.930.1%81.0011
$605.00Nov 6133.83134.03$133.930.1%41.009
$738.00Nov 106.676.68$6.680.1%2.2K0.53523
$595.00Nov 6143.83144.05$143.940.2%41.00--
$610.00Nov 6128.83129.03$128.930.2%41.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$737.00Nov 126.846.85$6.850.1%5130.46211
$738.00Nov 105.455.46$5.460.2%2.8K0.47337
$737.00Nov 105.065.07$5.060.2%2.9K0.45334
$772.00Nov 1033.0033.07$33.030.2%2671.00--
$739.00Nov 94.404.41$4.410.2%17.0K0.51542

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 486 found (avg $0.40, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$743.00Nov 60.070.08$0.0812.5%181.6K0.064.0K
$742.00Nov 60.140.15$0.156.7%298.5K0.113.9K
$741.00Nov 60.270.28$0.283.6%287.3K0.192.6K
$740.00Nov 60.530.54$0.541.9%440.7K0.3210.5K
$739.00Nov 60.950.96$0.961.0%277.7K0.483.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 60.140.15$0.156.7%332.1K0.1015.6K
$736.00Nov 60.220.23$0.234.3%269.0K0.153.3K
$737.00Nov 60.360.37$0.372.7%333.0K0.244.2K
$734.00Nov 60.100.11$0.119.1%180.5K0.074.3K
$733.00Nov 60.070.08$0.0812.5%151.3K0.054.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,356 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Nov 6143.83144.05$143.940.2%41.00--
$600.00Nov 6138.83139.03$138.930.1%81.0011
$605.00Nov 6133.83134.03$133.930.1%41.009
$610.00Nov 6128.83129.03$128.930.2%41.0012
$615.00Nov 6123.82124.04$123.930.2%11.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$778.00Nov 638.9839.18$39.080.5%301.002
$779.00Nov 639.9640.18$40.070.5%211.002
$780.00Nov 640.9641.18$41.070.5%341.0015
$782.00Nov 642.9643.18$43.070.5%21.00--
$783.00Nov 643.9644.18$44.070.5%21.00--

Most actively traded options today. High liquidity = easy entry/exit. 3,224 active (total vol 9.9M, top 440.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.530.54$0.541.9%440.7K0.3210.5K
$745.00Nov 60.020.03$0.0333.3%308.7K0.0213.4K
$742.00Nov 60.140.15$0.156.7%298.5K0.113.9K
$741.00Nov 60.270.28$0.283.6%287.3K0.192.6K
$739.00Nov 60.950.96$0.961.0%277.7K0.483.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$738.00Nov 60.590.60$0.601.7%368.9K0.375.6K
$737.00Nov 60.360.37$0.372.7%333.0K0.244.2K
$735.00Nov 60.140.15$0.156.7%332.1K0.1015.6K
$736.00Nov 60.220.23$0.234.3%269.0K0.153.3K
$739.00Nov 60.991.00$1.001.0%247.2K0.533.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 79.1%, max 95.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$737.00Nov 6Dec 1832.0%17.4%83.8%138.4K5.3K
$741.00Nov 6Dec 1830.1%16.8%79.3%287.5K3.1K
$738.00Nov 6Dec 1830.6%17.3%77.5%247.6K4.0K
$740.00Nov 6Dec 1829.7%16.9%75.4%442.0K18.8K
$739.00Nov 6Dec 1829.7%17.1%73.4%278.1K3.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$736.00Nov 6Dec 1834.3%17.6%95.0%269.4K5.6K
$737.00Nov 6Dec 1831.8%17.4%82.7%333.5K7.0K
$741.00Nov 6Dec 1829.9%16.8%78.2%83.6K6.0K
$738.00Nov 6Dec 1830.4%17.3%76.1%370.5K7.9K
$739.00Nov 6Dec 1829.9%17.1%75.1%247.6K4.7K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,178 found (best R:R 2.31, avg 4.40)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$707.00$708.00Nov 9$0.41$0.59$0.4195%1.44$707.41
$704.00$705.00Nov 9$0.56$0.44$0.5696%0.79$704.56
$712.00$713.00Nov 10$0.63$0.37$0.6391%0.59$712.63
$741.00$742.00Nov 6$0.13$0.87$0.1319%6.69$741.13
$784.00$785.00Dec 11$0.10$0.90$0.109%9.00$784.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$735.00$730.00Dec 11$1.51$3.49$1.5145%2.31$733.49
$770.00$769.00Nov 9$0.43$0.57$0.43100%1.33$769.57
$735.00$730.00Dec 4$1.51$3.49$1.5145%2.31$733.49
$730.00$725.00Dec 11$1.33$3.67$1.3341%2.76$728.67
$762.00$761.00Nov 10$0.43$0.57$0.4398%1.33$761.57

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 849 found (best R:R 1.30, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$740.00$745.00Nov 19$2.83$2.83$2.1751%1.30$742.83
$745.00$750.00Nov 19$2.40$2.40$2.6058%0.92$747.40
$750.00$755.00Nov 19$1.96$1.96$3.0466%0.64$751.96
$755.00$760.00Nov 19$1.47$1.47$3.5374%0.42$756.47
$760.00$765.00Nov 19$1.01$1.01$3.9982%0.25$761.01
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$737.00$736.00Nov 6$0.14$0.14$0.8676%0.16$736.86
$719.00$718.00Nov 12$0.15$0.15$0.8581%0.18$718.85
$717.00$716.00Nov 11$0.11$0.11$0.8985%0.12$716.89
$738.00$737.00Nov 6$0.23$0.23$0.7763%0.30$737.77
$727.00$726.00Nov 9$0.13$0.13$0.8782%0.15$726.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $3.40, cheapest $3.48)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$738.00Nov 6Nov 9$3.4830.6%16.3%
$740.00Nov 6Nov 9$3.3629.7%16.6%
$739.00Nov 6Nov 9$3.4929.7%16.9%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$738.00Nov 6Nov 9$3.3830.4%16.3%
$739.00Nov 6Nov 9$3.4129.9%16.9%
$740.00Nov 6Nov 9$3.2729.5%16.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,201 found (cheapest 0.27% of stock, avg 4.32%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$739.00Nov 6$0.96$1.00$1.96$737.04$740.960.27%
$738.00Nov 6$1.56$0.60$2.16$735.84$740.160.29%
$740.00Nov 6$0.54$1.58$2.12$737.88$742.120.29%
$741.00Nov 6$0.28$2.32$2.60$738.40$743.600.35%
$737.00Nov 6$2.32$0.37$2.69$734.31$739.690.36%
$742.00Nov 6$0.15$3.19$3.34$738.66$745.340.45%
$736.00Nov 6$3.18$0.23$3.41$732.59$739.410.46%
$743.00Nov 6$0.08$4.12$4.20$738.80$747.200.57%
$735.00Nov 6$4.11$0.15$4.26$730.74$739.260.58%
$734.00Nov 6$5.06$0.11$5.17$728.83$739.170.70%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.03% of stock, avg 2.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$743.00$734.00Nov 6$0.08$0.11$0.19$733.81$743.19
$743.00$735.00Nov 6$0.08$0.15$0.23$734.77$743.23
$742.00$735.00Nov 6$0.15$0.15$0.30$734.70$742.30
$742.00$734.00Nov 6$0.15$0.11$0.26$733.74$742.26
$743.00$736.00Nov 6$0.08$0.23$0.31$735.69$743.31
$742.00$736.00Nov 6$0.15$0.23$0.38$735.62$742.38
$741.00$734.00Nov 6$0.28$0.11$0.39$733.61$741.39
$741.00$735.00Nov 6$0.28$0.15$0.43$734.57$741.43
$741.00$736.00Nov 6$0.28$0.23$0.51$735.49$741.51
$743.00$737.00Nov 6$0.08$0.37$0.45$736.55$743.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 290 found (best R:R 1.17, avg credit $0.66)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
707/708749/750Nov 17$0.54$0.4650%1.17$707.46$749.54
704/705749/750Nov 17$0.52$0.4852%1.08$704.48$749.52
713/714748/749Nov 16$0.56$0.4447%1.27$713.44$748.56
718/719748/749Nov 12$0.53$0.4750%1.13$718.47$748.53
718/719747/748Nov 12$0.55$0.4548%1.22$718.45$747.55
711/712748/749Nov 16$0.54$0.4648%1.17$711.46$748.54
717/718749/750Nov 13$0.53$0.4749%1.13$717.47$749.53
710/711748/749Nov 16$0.53$0.4749%1.13$710.47$748.53
716/717749/750Nov 13$0.52$0.4850%1.08$716.48$749.52
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. 324 found (best R:R 19.83, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$725.00$730.00$735.00Nov 19$0.24$4.7612%19.83
$720.00$725.00$730.00Nov 27$0.16$4.849%30.25
$715.00$720.00$725.00Dec 4$0.11$4.897%44.45
$725.00$730.00$735.00Dec 4$0.18$4.829%26.78
$680.00$690.00$700.00Nov 18$0.22$9.786%44.45
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$725.00$730.00$735.00Nov 27$0.21$4.7910%22.81
$725.00$730.00$735.00Nov 19$0.26$4.7412%18.23
$715.00$720.00$725.00Nov 19$0.17$4.839%28.41
$710.00$715.00$720.00Dec 4$0.12$4.887%40.67
$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. 861 found (best net $-1.62, 857 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$765.001:2Nov 19-$0.22$4.78
$739.00$740.001:2Nov 6-$0.12$0.88
$755.00$760.001:2Nov 19-$0.77$4.23
$738.00$739.001:2Nov 6-$0.36$0.64
$780.00$785.001:2Nov 19$0.00$5.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$880.00$810.001:2Dec 4-$1.62$68.38
$835.00$796.001:2Dec 11-$18.40$20.60
$825.00$793.001:2Nov 10-$21.87$10.13
$739.00$738.001:2Nov 6-$0.20$0.80
$740.00$739.001:2Nov 6-$0.42$0.58

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 496 found (best yield 2.69%, avg 0.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$739.00Dec 18$19.890.500.0%2.69%2.69%403401
$740.00Dec 18$19.240.490.1%2.60%2.74%1.3K8.3K
$741.00Dec 18$18.600.480.3%2.52%2.79%162529
$742.00Dec 18$17.960.480.4%2.43%2.84%94268
$743.00Dec 18$17.340.470.5%2.35%2.89%1601.6K
$744.00Dec 18$16.740.460.7%2.27%2.94%2712.1K
$745.00Dec 18$16.130.460.8%2.18%2.99%59912.8K
$746.00Dec 18$15.540.450.9%2.10%3.05%370269
$739.00Dec 11$18.520.510.0%2.51%2.51%81113
$747.00Dec 18$14.950.441.1%2.02%3.11%74785

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 4,863,923
Total Puts 5,088,813
Put/Call Ratio 1.05
Net Difference -224,890

Prior's Put/Call Breakdown

Total Calls 6,872,504
Total Puts 9,911,738
Put/Call Ratio 1.44
Net Difference -3,039,234

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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Price — Past 7 Days

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