Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$737.72 +0.64%
◀ 11/6 15:25 ▶

Option Volume

Detail
ℹ
Current (11/06 3:25pm) 10,302,030
Calls: 5,005,192 (49%)
Puts: 5,296,838 (51%)
Prior (11/05) 17,271,368
Calls: 7,099,051 (41%)
Puts: 10,172,317 (59%)
Current vs Prior -40.35%
Calls: -29.49% (Calls)
Puts: -47.93% (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 -15.92%
Calls: -6.81%
Puts: -23.03%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06 3:25pm) $1.61B
Calls: $577.31M (36%)
Puts: $1.03B (64%)
Prior (11/05) $8.12B
Calls: $856.31M (11%)
Puts: $7.27B (89%)
Current vs Prior -80.18%
Calls: -32.58%
Puts: -85.79%
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 -44.91%
Calls: -4.70%
Puts: -55.43%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 3:25pm) 1.06
Prior (11/05) 1.43
Current vs Prior -26.15%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -15.61%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06 3:25pm) 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 0.31% | 1.29%0.31% | 1.29%0.31% | 2.44%2.65% | 5.24%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -79.39% | -39.67%-79.39% | -39.67%-79.39% | -24.59%-22.72% | -10.51%
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 -68.28% | -2.82%-52.12% | -2.46%-73.38% | +8.12%-7.58% | +10.98%
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 -79.39% | -39.67%-79.39% | -39.67%-79.39% | -24.59%-22.72% | -10.51%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.89% | 0.21%
Calls: 0.77% | 0.20%
Puts: 1.00% | 0.22%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -41.83% | -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 -20.54% | -85.91%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 64% put dollar volume ($1.03B). Light premium activity with dollar volume down 80% vs prior. Below-average activity with volume down 40% vs prior. Slightly bearish P/C ratio of 1.06.

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
15:25BEARISHNEUTRALBEARISH
15:20BEARISHNEUTRALBEARISH
15:15BEARISHNEUTRALBEARISH
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
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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 2,737 of results (avg 2.0%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 189.869.87$9.860.1%6950.47211
$735.00Nov 118.838.84$8.840.1%8180.57765
$738.00Nov 138.838.84$8.840.1%3.5K0.50595
$742.00Nov 188.738.74$8.740.1%2480.45262
$739.00Nov 138.258.26$8.250.1%2.4K0.49826
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$722.00Dec 1813.0713.08$13.080.1%3000.371.7K
$719.00Dec 1812.3412.35$12.350.1%2640.35813
$716.00Dec 1811.6611.67$11.670.1%1480.331.3K
$746.00Dec 1821.0821.10$21.090.1%1210.561.6K
$710.00Dec 1810.4210.43$10.430.1%1.0K0.2940.4K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 495 found (avg $0.39, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$741.00Nov 60.080.09$0.0911.1%296.6K0.092.6K
$740.00Nov 60.160.17$0.175.9%463.7K0.1610.5K
$742.00Nov 60.050.06$0.0616.7%305.2K0.053.9K
$739.00Nov 60.350.36$0.362.8%302.0K0.303.3K
$738.00Nov 60.710.72$0.721.4%263.5K0.483.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$734.00Nov 60.110.12$0.128.3%186.5K0.094.3K
$733.00Nov 60.070.08$0.0812.5%157.3K0.064.5K
$735.00Nov 60.180.19$0.195.3%343.9K0.1315.6K
$732.00Nov 60.050.06$0.0616.7%150.0K0.044.9K
$736.00Nov 60.320.33$0.333.0%281.8K0.213.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,357 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Nov 6142.68142.87$142.780.1%81.00--
$600.00Nov 6137.69137.89$137.790.1%131.0011
$605.00Nov 6132.68132.87$132.780.1%81.009
$610.00Nov 6127.68127.89$127.790.2%81.0012
$615.00Nov 6122.68122.87$122.780.2%21.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$768.00Nov 1329.0630.61$29.845.2%351.00932
$769.00Nov 1330.0731.60$30.845.0%1561.00622
$770.00Nov 1331.3532.77$32.064.4%1261.001.3K
$771.00Nov 1332.0133.55$32.784.7%661.00119
$772.00Nov 1332.9634.60$33.784.9%121.0024

Most actively traded options today. High liquidity = easy entry/exit. 3,237 active (total vol 10.2M, top 463.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.160.17$0.175.9%463.7K0.1610.5K
$745.00Nov 60.010.02$0.0250.0%312.7K0.0113.4K
$742.00Nov 60.050.06$0.0616.7%305.2K0.053.9K
$739.00Nov 60.350.36$0.362.8%302.0K0.303.3K
$741.00Nov 60.080.09$0.0911.1%296.6K0.092.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$738.00Nov 61.001.01$1.001.0%402.6K0.525.6K
$737.00Nov 60.570.58$0.571.8%367.6K0.354.2K
$735.00Nov 60.180.19$0.195.3%343.9K0.1315.6K
$736.00Nov 60.320.33$0.333.0%281.8K0.213.3K
$739.00Nov 61.631.65$1.641.2%261.1K0.703.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 75.7%, max 85.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$736.00Nov 6Dec 1832.8%17.7%85.7%84.8K5.0K
$740.00Nov 6Dec 1829.9%17.0%76.0%465.0K18.8K
$737.00Nov 6Dec 1830.5%17.5%74.1%145.9K5.3K
$739.00Nov 6Dec 1829.2%17.2%70.1%302.4K3.7K
$738.00Nov 6Dec 1829.4%17.3%69.7%267.8K4.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$736.00Nov 6Dec 1832.8%17.7%85.7%282.2K5.6K
$740.00Nov 6Dec 1830.5%17.0%79.3%213.1K53.0K
$737.00Nov 6Dec 1830.9%17.5%76.3%368.0K7.0K
$739.00Nov 6Dec 1829.2%17.2%70.1%261.5K4.7K
$738.00Nov 6Dec 1829.4%17.3%69.7%404.2K7.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,195 found (best R:R 2.16, avg 4.39)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$726.00$727.00Nov 13$0.63$0.37$0.6370%0.59$726.63
$738.00$739.00Nov 6$0.36$0.64$0.3648%1.78$738.36
$737.00$738.00Nov 6$0.58$0.42$0.5866%0.72$737.58
$739.00$740.00Nov 6$0.19$0.81$0.1930%4.26$739.19
$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$1.58$3.42$1.5846%2.16$733.42
$750.00$745.00Nov 19$2.63$2.37$2.6368%0.90$747.37
$730.00$725.00Dec 11$1.39$3.61$1.3942%2.60$728.61
$735.00$730.00Dec 4$1.59$3.41$1.5946%2.14$733.41
$771.00$770.00Nov 20$0.41$0.59$0.4193%1.44$770.59

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 874 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$2.2652%1.21$742.74
$750.00$755.00Nov 19$1.88$1.88$3.1268%0.60$751.88
$745.00$750.00Nov 19$2.30$2.30$2.7060%0.85$747.30
$755.00$760.00Nov 19$1.40$1.40$3.6075%0.39$756.40
$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$0.14$0.14$0.8679%0.16$735.86
$737.00$736.00Nov 6$0.24$0.24$0.7665%0.32$736.76
$710.00$709.00Nov 12$0.10$0.10$0.9087%0.11$709.90
$726.00$725.00Nov 9$0.14$0.14$0.8682%0.16$725.86
$724.00$723.00Nov 9$0.11$0.11$0.8985%0.12$723.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $3.62, cheapest $3.57)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.6630.5%16.5%
$738.00Nov 6Nov 9$3.6729.4%17.0%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.5730.9%16.5%
$738.00Nov 6Nov 9$3.5629.4%17.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,212 found (cheapest 0.23% of stock, avg 4.39%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$738.00Nov 6$0.72$1.00$1.72$736.28$739.720.23%
$737.00Nov 6$1.30$0.57$1.87$735.13$738.870.25%
$739.00Nov 6$0.36$1.64$2.00$737.00$741.000.27%
$736.00Nov 6$2.04$0.33$2.37$733.63$738.370.32%
$740.00Nov 6$0.17$2.46$2.63$737.37$742.630.36%
$735.00Nov 6$2.90$0.19$3.09$731.91$738.090.42%
$741.00Nov 6$0.09$3.37$3.46$737.54$744.460.47%
$734.00Nov 6$3.83$0.12$3.95$730.05$737.950.54%
$742.00Nov 6$0.06$4.35$4.41$737.59$746.410.60%
$733.00Nov 6$4.79$0.08$4.87$728.13$737.870.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 400 found (cheapest 0.02% of stock, avg 2.45%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$742.00$733.00Nov 6$0.06$0.08$0.14$732.86$742.14
$741.00$733.00Nov 6$0.09$0.08$0.17$732.83$741.17
$742.00$734.00Nov 6$0.06$0.12$0.18$733.82$742.18
$741.00$734.00Nov 6$0.09$0.12$0.21$733.79$741.21
$742.00$735.00Nov 6$0.06$0.19$0.25$734.75$742.25
$740.00$733.00Nov 6$0.17$0.08$0.25$732.75$740.25
$741.00$735.00Nov 6$0.09$0.19$0.28$734.72$741.28
$740.00$734.00Nov 6$0.17$0.12$0.29$733.71$740.29
$740.00$735.00Nov 6$0.17$0.19$0.36$734.64$740.36
$742.00$736.00Nov 6$0.06$0.33$0.39$735.61$742.39

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 208 found (best R:R 1.17, avg credit $0.71)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
706/707747/748Nov 16$0.54$0.4651%1.17$706.46$747.54
707/708747/748Nov 16$0.54$0.4650%1.17$707.46$747.54
710/711747/748Nov 16$0.56$0.4448%1.27$710.44$747.56
709/710747/748Nov 16$0.55$0.4549%1.22$709.45$747.55
708/709747/748Nov 16$0.54$0.4650%1.17$708.46$747.54
717/718745/746Nov 11$0.54$0.4649%1.17$717.46$745.54
709/710747/748Nov 12$0.47$0.5356%0.89$709.53$747.47
717/718747/748Nov 13$0.57$0.4346%1.33$717.43$747.57
709/710746/747Nov 12$0.49$0.5154%0.96$709.51$746.49
715/716745/746Nov 11$0.51$0.4951%1.04$715.49$745.51

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 433 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$730.00$735.00$740.00Nov 19$0.26$4.7414%18.23
$715.00$720.00$725.00Dec 4$0.11$4.898%44.45
$715.00$720.00$725.00Dec 11$0.10$4.907%49.00
$715.00$720.00$725.00Nov 27$0.14$4.868%34.71
$715.00$720.00$725.00Nov 19$0.17$4.839%28.41
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$740.00$745.00$750.00Nov 19$0.30$4.7015%15.67
$710.00$715.00$720.00Nov 27$0.10$4.907%49.00
$710.00$715.00$720.00Dec 11$0.08$4.926%61.50
$730.00$735.00$740.00Nov 19$0.28$4.7214%16.86
$720.00$725.00$730.00Dec 11$0.13$4.878%37.46

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 849 found (best net $-2.33, 845 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$765.001:2Nov 19-$0.17$4.83
$737.00$738.001:2Nov 6-$0.14$0.86
$738.00$739.001:2Nov 6$0.00$1.00
$755.00$760.001:2Nov 19-$0.65$4.35
$736.00$737.001:2Nov 6-$0.56$0.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$880.00$810.001:2Dec 4-$2.33$67.67
$850.00$805.001:2Nov 20-$21.76$23.24
$835.00$796.001:2Dec 11-$19.02$19.98
$825.00$793.001:2Nov 10-$22.74$9.26
$738.00$737.001:2Nov 6-$0.14$0.86

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 495 found (best yield 2.71%, avg 0.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$738.00Dec 18$19.990.500.0%2.71%2.75%4.3K450
$739.00Dec 18$19.330.490.2%2.62%2.79%404401
$740.00Dec 18$18.710.480.3%2.54%2.85%1.3K8.3K
$741.00Dec 18$18.070.480.4%2.45%2.89%173529
$742.00Dec 18$17.460.470.6%2.37%2.95%95268
$743.00Dec 18$16.840.470.7%2.28%3.00%1601.6K
$744.00Dec 18$16.230.460.8%2.20%3.05%2732.1K
$745.00Dec 18$15.650.451.0%2.12%3.11%61312.8K
$738.00Dec 11$18.600.510.0%2.52%2.56%56572
$746.00Dec 18$15.080.441.1%2.04%3.17%371269

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 5,005,192
Total Puts 5,296,838
Put/Call Ratio 1.06
Net Difference -291,646

Prior's Put/Call Breakdown

Total Calls 7,099,051
Total Puts 10,172,317
Put/Call Ratio 1.43
Net Difference -3,073,266

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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