Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$737.94 +0.67%
◀ 11/6 15:30 ▶

Option Volume

Detail
ℹ
Current (11/06 3:30pm) 10,990,093
Calls: 5,053,015 (46%)
Puts: 5,937,078 (54%)
Prior (11/05) 17,763,946
Calls: 7,171,802 (40%)
Puts: 10,592,144 (60%)
Current vs Prior -38.13%
Calls: -29.54% (Calls)
Puts: -43.95% (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 -10.30%
Calls: -5.92%
Puts: -13.72%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06 3:30pm) $2.00B
Calls: $593.84M (30%)
Puts: $1.41B (70%)
Prior (11/05) $9.02B
Calls: $792.18M (9%)
Puts: $8.23B (91%)
Current vs Prior -77.77%
Calls: -25.04%
Puts: -82.85%
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 -31.38%
Calls: -1.97%
Puts: -39.08%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 3:30pm) 1.18
Prior (11/05) 1.48
Current vs Prior -20.45%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -6.30%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06 3:30pm) 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 0.30% | 1.29%0.30% | 1.29%0.30% | 2.44%2.65% | 5.22%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -79.85% | -39.76%-79.85% | -39.76%-79.85% | -24.44%-22.66% | -10.75%
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 -68.98% | -2.95%-53.18% | -2.60%-73.97% | +8.33%-7.51% | +10.69%
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 -79.85% | -39.76%-79.85% | -39.76%-79.85% | -24.44%-22.66% | -10.75%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.94% | 0.43%
Calls: 0.71% | 0.40%
Puts: 1.18% | 0.45%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -38.56% | -46.91%
Prior 7-Day Avg 1.12% | 1.49%
Calls: 1.13% | 1.34%
Puts: 1.10% | 1.64%
Current vs 7-Day Avg -16.07% | -71.14%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 70% put dollar volume ($1.41B). Light premium activity with dollar volume down 78% vs prior. Slightly bearish P/C ratio of 1.18. P/C ratio dropping 20% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow BEARISH
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
15:30BEARISHBEARISHBEARISH
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
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 2,723 of results (avg 2.1%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$733.00Nov 97.727.73$7.730.1%3.0K0.66303
$738.00Nov 117.147.15$7.150.1%1.1K0.501.8K
$739.00Nov 116.576.58$6.580.2%1.6K0.48447
$735.00Nov 96.326.33$6.330.2%8.1K0.601.2K
$595.00Nov 6142.81143.05$142.930.2%81.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$739.00Nov 106.446.45$6.450.2%2.2K0.53380
$737.00Nov 105.585.59$5.590.2%3.1K0.47334
$736.00Nov 105.195.20$5.200.2%2.0K0.45834
$739.00Nov 94.904.91$4.910.2%17.7K0.54542
$772.00Nov 1034.0334.10$34.070.2%2721.00--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 478 found (avg $0.40, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$741.00Nov 60.080.09$0.0911.1%298.6K0.082.6K
$740.00Nov 60.170.18$0.185.6%470.4K0.1610.5K
$739.00Nov 60.370.38$0.382.6%308.1K0.303.3K
$738.00Nov 60.770.78$0.781.3%271.8K0.493.5K
$756.00Nov 90.080.09$0.0911.1%5.7K0.031.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 60.140.15$0.156.7%347.9K0.1215.6K
$736.00Nov 60.240.25$0.254.0%285.8K0.203.3K
$734.00Nov 60.090.10$0.1010.0%189.2K0.084.3K
$733.00Nov 60.060.07$0.0714.3%160.3K0.054.5K
$737.00Nov 60.450.46$0.462.2%377.1K0.334.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,362 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Nov 6142.81143.05$142.930.2%81.00--
$600.00Nov 6137.81138.06$137.940.2%141.0011
$605.00Nov 6132.81133.05$132.930.2%81.009
$610.00Nov 6127.81128.06$127.940.2%81.0012
$615.00Nov 6122.81123.05$122.930.2%21.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$774.00Nov 635.9536.19$36.070.7%541.006
$775.00Nov 636.9537.19$37.070.6%991.00123
$776.00Nov 637.9538.19$38.070.6%111.005
$777.00Nov 638.9539.19$39.070.6%61.0021
$778.00Nov 639.9540.19$40.070.6%301.002

Most actively traded options today. High liquidity = easy entry/exit. 3,243 active (total vol 10.9M, top 470.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.170.18$0.185.6%470.4K0.1610.5K
$745.00Nov 60.010.02$0.0250.0%313.5K0.0113.4K
$739.00Nov 60.370.38$0.382.6%308.1K0.303.3K
$742.00Nov 60.040.05$0.0520.0%307.1K0.053.9K
$741.00Nov 60.080.09$0.0911.1%298.6K0.082.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$738.00Nov 60.840.85$0.851.2%414.0K0.515.6K
$737.00Nov 60.450.46$0.462.2%377.1K0.334.2K
$735.00Nov 60.140.15$0.156.7%347.9K0.1215.6K
$736.00Nov 60.240.25$0.254.0%285.8K0.203.3K
$739.00Nov 61.441.45$1.440.7%263.2K0.703.2K

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 80.1%, max 93.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$736.00Nov 6Dec 1833.9%17.6%93.0%85.9K5.0K
$740.00Nov 6Dec 1830.8%16.9%82.0%471.7K18.8K
$737.00Nov 6Dec 1831.6%17.4%81.0%149.9K5.3K
$738.00Nov 6Dec 1830.1%17.3%74.4%276.1K4.0K
$739.00Nov 6Dec 1829.7%17.1%73.5%308.6K3.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$736.00Nov 6Dec 1833.6%17.6%91.1%286.1K5.6K
$740.00Nov 6Dec 1830.8%16.9%82.0%214.3K53.0K
$737.00Nov 6Dec 1831.4%17.4%80.2%377.6K7.0K
$738.00Nov 6Dec 1829.7%17.3%72.2%415.6K7.9K
$739.00Nov 6Dec 1829.4%17.1%72.0%263.6K4.7K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,182 found (best R:R 2.23, avg 4.45)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$739.00$740.00Nov 6$0.20$0.80$0.2030%4.00$739.20
$784.00$785.00Dec 11$0.10$0.90$0.109%9.00$784.10
$786.00$787.00Dec 18$0.11$0.89$0.119%8.09$786.11
$737.00$738.00Nov 6$0.62$0.38$0.6267%0.61$737.62
$781.00$782.00Dec 11$0.12$0.88$0.1210%7.33$781.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$735.00$730.00Dec 11$1.55$3.45$1.5546%2.23$733.45
$730.00$725.00Dec 11$1.36$3.64$1.3642%2.68$728.64
$735.00$730.00Dec 4$1.56$3.44$1.5646%2.21$733.44
$730.00$725.00Dec 4$1.34$3.66$1.3441%2.73$728.66
$735.00$730.00Nov 27$1.56$3.44$1.5646%2.21$733.44

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 876 found (best R:R 1.23, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$740.00$745.00Nov 19$2.76$2.76$2.2452%1.23$742.76
$745.00$750.00Nov 19$2.34$2.34$2.6660%0.88$747.34
$750.00$755.00Nov 19$1.89$1.89$3.1168%0.61$751.89
$755.00$760.00Nov 19$1.42$1.42$3.5875%0.40$756.42
$760.00$765.00Nov 19$0.95$0.95$4.0583%0.23$760.95
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$737.00$736.00Nov 6$0.21$0.21$0.7967%0.27$736.79
$736.00$735.00Nov 6$0.10$0.10$0.9080%0.11$735.90
$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
$728.00$727.00Nov 9$0.17$0.17$0.8378%0.20$727.83

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $3.63, cheapest $3.66)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.6631.6%16.5%
$738.00Nov 6Nov 9$3.6930.1%16.1%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.5831.4%16.5%
$738.00Nov 6Nov 9$3.6029.7%16.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,215 found (cheapest 0.22% of stock, avg 4.40%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$738.00Nov 6$0.78$0.85$1.63$736.37$739.630.22%
$737.00Nov 6$1.40$0.46$1.86$735.14$738.860.25%
$739.00Nov 6$0.38$1.44$1.82$737.18$740.820.25%
$736.00Nov 6$2.19$0.25$2.44$733.56$738.440.33%
$740.00Nov 6$0.18$2.24$2.42$737.58$742.420.33%
$735.00Nov 6$3.08$0.15$3.23$731.77$738.230.44%
$741.00Nov 6$0.09$3.15$3.24$737.76$744.240.44%
$734.00Nov 6$4.03$0.10$4.13$729.87$738.130.56%
$742.00Nov 6$0.05$4.11$4.16$737.84$746.160.56%
$733.00Nov 6$5.00$0.07$5.07$727.93$738.070.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 395 found (cheapest 0.02% of stock, avg 2.48%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$741.00$733.00Nov 6$0.09$0.07$0.16$732.84$741.16
$741.00$734.00Nov 6$0.09$0.10$0.19$733.81$741.19
$741.00$735.00Nov 6$0.09$0.15$0.24$734.76$741.24
$740.00$733.00Nov 6$0.18$0.07$0.25$732.75$740.25
$740.00$735.00Nov 6$0.18$0.15$0.33$734.67$740.33
$740.00$734.00Nov 6$0.18$0.10$0.28$733.72$740.28
$741.00$736.00Nov 6$0.09$0.25$0.34$735.66$741.34
$740.00$736.00Nov 6$0.18$0.25$0.43$735.57$740.43
$739.00$733.00Nov 6$0.38$0.07$0.45$732.55$739.45
$739.00$735.00Nov 6$0.38$0.15$0.53$734.47$739.53

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$0.4650%1.17$706.46$747.54
709/710747/748Nov 16$0.55$0.4548%1.22$709.45$747.55
708/709747/748Nov 16$0.54$0.4649%1.17$708.46$747.54
710/711747/748Nov 16$0.55$0.4548%1.22$710.45$747.55
713/714747/748Nov 12$0.50$0.5052%1.00$713.50$747.50
713/714746/747Nov 12$0.52$0.4850%1.08$713.48$746.52
714/715746/747Nov 11$0.48$0.5254%0.92$714.52$746.48
714/715745/746Nov 11$0.50$0.5052%1.00$714.50$745.50
717/718746/747Nov 11$0.50$0.5051%1.00$717.50$746.50
716/717747/748Nov 13$0.55$0.4546%1.22$716.45$747.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 328 found (best R:R 34.71, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$715.00$720.00$725.00Nov 19$0.14$4.869%34.71
$625.00$630.00$635.00Nov 20$0.06$4.946%82.33
$725.00$730.00$735.00Nov 19$0.24$4.7612%19.83
$680.00$690.00$700.00Nov 18$0.23$9.776%42.48
$700.00$705.00$710.00Dec 11$0.06$4.945%82.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$725.00$730.00$735.00Nov 19$0.26$4.7412%18.23
$705.00$710.00$715.00Nov 19$0.11$4.896%44.45
$715.00$720.00$725.00Nov 19$0.18$4.829%26.78
$715.00$720.00$725.00Dec 4$0.14$4.868%34.71
$720.00$725.00$730.00Nov 19$0.22$4.7810%21.73

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 850 found (best net $-1.93, 847 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$765.001:2Nov 19-$0.16$4.84
$737.00$738.001:2Nov 6-$0.16$0.84
$755.00$760.001:2Nov 19-$0.64$4.36
$736.00$737.001:2Nov 6-$0.61$0.39
$775.00$780.001:2Nov 19$0.00$5.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$880.00$810.001:2Dec 4-$1.93$68.07
$850.00$805.001:2Nov 20-$21.78$23.22
$835.00$796.001:2Dec 11-$19.05$19.95
$825.00$793.001:2Nov 10-$22.96$9.04
$739.00$738.001:2Nov 6-$0.26$0.74

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$20.020.500.0%2.71%2.72%4.3K450
$739.00Dec 18$19.370.490.1%2.62%2.77%404401
$740.00Dec 18$18.730.480.3%2.54%2.82%1.4K8.3K
$741.00Dec 18$18.100.480.4%2.45%2.87%173529
$742.00Dec 18$17.470.470.6%2.37%2.92%95268
$743.00Dec 18$16.870.470.7%2.29%2.97%1611.6K
$744.00Dec 18$16.260.460.8%2.20%3.02%2732.1K
$745.00Dec 18$15.670.451.0%2.12%3.08%61412.8K
$738.00Dec 11$18.640.510.0%2.53%2.53%56672
$746.00Dec 18$15.080.441.1%2.04%3.14%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 5,053,015
Total Puts 5,937,078
Put/Call Ratio 1.18
Net Difference -884,063

Prior's Put/Call Breakdown

Total Calls 7,171,802
Total Puts 10,592,144
Put/Call Ratio 1.48
Net Difference -3,420,342

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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