Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$737.71 +0.64%
◀ 11/6 15:35 ▶

Option Volume

Detail
ℹ
Current (11/06 3:35pm) 11,044,820
Calls: 5,078,589 (46%)
Puts: 5,966,231 (54%)
Prior (11/05) 18,091,329
Calls: 7,291,784 (40%)
Puts: 10,799,545 (60%)
Current vs Prior -38.95%
Calls: -30.35% (Calls)
Puts: -44.75% (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 -9.86%
Calls: -5.44%
Puts: -13.30%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06 3:35pm) $2.02B
Calls: $573.66M (28%)
Puts: $1.45B (72%)
Prior (11/05) $8.43B
Calls: $873.31M (10%)
Puts: $7.56B (90%)
Current vs Prior -76.00%
Calls: -34.31%
Puts: -80.82%
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 -30.76%
Calls: -5.30%
Puts: -37.41%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 3:35pm) 1.17
Prior (11/05) 1.48
Current vs Prior -20.68%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -6.32%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06 3:35pm) 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 0.28% | 1.29%0.28% | 1.29%0.28% | 2.45%2.67% | 5.24%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -81.18% | -39.93%-81.18% | -39.93%-81.18% | -24.13%-22.20% | -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 -71.04% | -3.23%-56.28% | -2.87%-75.70% | +8.79%-6.96% | +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 -81.18% | -39.93%-81.18% | -39.93%-81.18% | -24.13%-22.20% | -10.37%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 0.97% | 0.32%
Calls: 0.84% | 0.20%
Puts: 1.10% | 0.44%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -36.60% | -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 -13.39% | -78.52%
Liquidity Excellent
+
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🤖 AI Insights

Moderately bearish flow with 72% put dollar volume ($1.45B). Light premium activity with dollar volume down 76% vs prior. Slightly bearish P/C ratio of 1.17. P/C ratio dropping 21% - 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 BULLISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
15:35BEARISHBEARISHBEARISH
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 2,721 of results (avg 2.2%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Nov 6142.61142.80$142.710.1%81.00--
$600.00Nov 6137.58137.80$137.690.2%141.0011
$615.00Nov 6122.58122.79$122.690.2%21.0012
$610.00Nov 6127.58127.80$127.690.2%81.0012
$605.00Nov 6132.58132.81$132.700.2%81.009
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$737.00Nov 138.198.20$8.200.1%1.5K0.482.6K
$772.00Nov 1034.2734.33$34.300.2%2721.00--
$735.00Nov 104.924.93$4.930.2%4.5K0.431.6K
$790.00Nov 2052.2452.35$52.300.2%30.9913
$764.00Nov 1026.2726.33$26.300.2%180.99365

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 474 found (avg $0.39, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$741.00Nov 60.050.06$0.0616.7%299.7K0.072.6K
$740.00Nov 60.120.13$0.137.7%473.2K0.1210.5K
$739.00Nov 60.280.29$0.293.4%310.9K0.243.3K
$738.00Nov 60.610.62$0.621.6%277.1K0.433.5K
$757.00Nov 90.070.08$0.0812.5%7.3K0.022.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 60.130.14$0.147.1%349.6K0.1215.6K
$736.00Nov 60.240.25$0.254.0%287.6K0.213.3K
$734.00Nov 60.080.09$0.0911.1%190.4K0.074.3K
$733.00Nov 60.050.06$0.0616.7%160.9K0.054.5K
$737.00Nov 60.470.48$0.482.1%382.4K0.354.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,360 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Nov 6142.61142.80$142.710.1%81.00--
$600.00Nov 6137.58137.80$137.690.2%141.0011
$605.00Nov 6132.58132.81$132.700.2%81.009
$610.00Nov 6127.58127.80$127.690.2%81.0012
$615.00Nov 6122.58122.79$122.690.2%21.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$744.00Nov 66.306.33$6.320.5%14.9K1.004.9K
$745.00Nov 67.307.33$7.320.4%12.1K1.0011.6K
$746.00Nov 68.248.35$8.301.3%6.3K1.003.3K
$747.00Nov 69.229.33$9.281.2%4.1K1.002.8K
$748.00Nov 610.2310.33$10.281.0%3.7K1.002.5K

Most actively traded options today. High liquidity = easy entry/exit. 3,245 active (total vol 11.0M, top 473.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.120.13$0.137.7%473.2K0.1210.5K
$745.00Nov 60.010.02$0.0250.0%313.7K0.0113.4K
$739.00Nov 60.280.29$0.293.4%310.9K0.243.3K
$742.00Nov 60.030.04$0.0425.0%308.0K0.043.9K
$741.00Nov 60.050.06$0.0616.7%299.7K0.072.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$738.00Nov 60.900.91$0.911.1%418.8K0.565.6K
$737.00Nov 60.470.48$0.482.1%382.4K0.354.2K
$735.00Nov 60.130.14$0.147.1%349.6K0.1215.6K
$736.00Nov 60.240.25$0.254.0%287.6K0.213.3K
$739.00Nov 61.571.59$1.581.3%264.2K0.753.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 76.9%, max 87.9%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$736.00Nov 6Dec 1832.7%17.7%84.7%86.3K5.0K
$737.00Nov 6Dec 1830.7%17.5%75.1%151.8K5.3K
$739.00Nov 6Dec 1830.0%17.2%74.1%311.3K3.7K
$738.00Nov 6Dec 1829.8%17.4%71.6%281.4K4.0K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$736.00Nov 6Dec 1833.2%17.7%87.9%287.9K5.6K
$737.00Nov 6Dec 1831.0%17.5%77.0%382.9K7.0K
$739.00Nov 6Dec 1829.8%17.2%73.4%264.6K4.7K
$738.00Nov 6Dec 1829.7%17.4%71.1%420.5K7.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,200 found (best R:R 2.18, avg 4.35)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$785.00$786.00Dec 18$0.11$0.89$0.1110%8.09$785.11
$739.00$740.00Nov 6$0.16$0.84$0.1624%5.25$739.16
$750.00$751.00Nov 9$0.10$0.90$0.1010%9.00$750.10
$782.00$783.00Dec 11$0.11$0.89$0.1110%8.09$782.11
$749.00$750.00Nov 9$0.12$0.88$0.1212%7.33$749.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$735.00$730.00Dec 11$1.57$3.43$1.5746%2.18$733.43
$735.00$730.00Dec 4$1.57$3.43$1.5746%2.18$733.43
$730.00$725.00Dec 11$1.40$3.60$1.4042%2.57$728.60
$725.00$720.00Dec 11$1.22$3.78$1.2238%3.10$723.78
$730.00$725.00Dec 4$1.37$3.63$1.3741%2.65$728.63

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 877 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$2.2453%1.23$742.76
$745.00$750.00Nov 19$2.33$2.33$2.6760%0.87$747.33
$750.00$755.00Nov 19$1.88$1.88$3.1268%0.60$751.88
$755.00$760.00Nov 19$1.41$1.41$3.5976%0.39$756.41
$760.00$765.00Nov 19$0.96$0.96$4.0483%0.24$760.96
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$737.00$736.00Nov 6$0.23$0.23$0.7764%0.30$736.77
$736.00$735.00Nov 6$0.11$0.11$0.8979%0.12$735.89
$726.00$725.00Nov 9$0.14$0.14$0.8682%0.16$725.86
$729.00$728.00Nov 9$0.19$0.19$0.8176%0.23$728.81
$727.00$726.00Nov 9$0.15$0.15$0.8580%0.18$726.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $3.69, cheapest $3.65)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.7430.7%16.5%
$738.00Nov 6Nov 9$3.7329.8%17.0%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.6531.0%16.5%
$738.00Nov 6Nov 9$3.6429.7%17.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,216 found (cheapest 0.21% of stock, avg 4.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$738.00Nov 6$0.62$0.91$1.53$736.47$739.530.21%
$737.00Nov 6$1.19$0.48$1.67$735.33$738.670.23%
$739.00Nov 6$0.29$1.58$1.87$737.13$740.870.25%
$736.00Nov 6$1.94$0.25$2.19$733.81$738.190.30%
$740.00Nov 6$0.13$2.42$2.55$737.45$742.550.35%
$735.00Nov 6$2.83$0.14$2.97$732.03$737.970.40%
$741.00Nov 6$0.06$3.36$3.42$737.58$744.420.46%
$734.00Nov 6$3.78$0.09$3.87$730.13$737.870.52%
$742.00Nov 6$0.04$4.34$4.38$737.62$746.380.59%
$733.00Nov 6$4.76$0.06$4.82$728.18$737.820.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 391 found (cheapest 0.02% of stock, avg 2.52%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$741.00$734.00Nov 6$0.06$0.09$0.15$733.85$741.15
$740.00$734.00Nov 6$0.13$0.09$0.22$733.78$740.22
$741.00$735.00Nov 6$0.06$0.14$0.20$734.80$741.20
$740.00$735.00Nov 6$0.13$0.14$0.27$734.73$740.27
$741.00$736.00Nov 6$0.06$0.25$0.31$735.69$741.31
$740.00$736.00Nov 6$0.13$0.25$0.38$735.62$740.38
$739.00$734.00Nov 6$0.29$0.09$0.38$733.62$739.38
$739.00$735.00Nov 6$0.29$0.14$0.43$734.57$739.43
$739.00$736.00Nov 6$0.29$0.25$0.54$735.46$739.54
$741.00$737.00Nov 6$0.06$0.48$0.54$736.46$741.54

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 223 found (best R:R 1.13, avg credit $0.70)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
706/707747/748Nov 16$0.53$0.4750%1.13$706.47$747.53
707/708747/748Nov 16$0.53$0.4750%1.13$707.47$747.53
710/711747/748Nov 16$0.55$0.4548%1.22$710.45$747.55
713/714746/747Nov 12$0.52$0.4850%1.08$713.48$746.52
709/710747/748Nov 16$0.54$0.4648%1.17$709.46$747.54
712/713746/747Nov 12$0.51$0.4951%1.04$712.49$746.51
715/716747/748Nov 13$0.55$0.4547%1.22$715.45$747.55
711/712747/748Nov 16$0.55$0.4547%1.22$711.45$747.55
716/717746/747Nov 12$0.54$0.4648%1.17$716.46$746.54
717/718746/747Nov 12$0.55$0.4547%1.22$717.45$746.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 342 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$715.00$720.00$725.00Dec 4$0.06$4.948%82.33
$715.00$720.00$725.00Dec 11$0.05$4.957%99.00
$680.00$690.00$700.00Nov 18$0.19$9.816%51.63
$615.00$620.00$625.00Nov 20$0.05$4.956%99.00
$715.00$720.00$725.00Nov 27$0.11$4.898%44.45
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$710.00$715.00$720.00Nov 27$0.12$4.887%40.67
$715.00$720.00$725.00Dec 4$0.13$4.878%37.46
$720.00$725.00$730.00Nov 19$0.22$4.7811%21.73
$725.00$730.00$735.00Dec 11$0.17$4.839%28.41
$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. 844 found (best net $-2.11, 841 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$760.00$765.001:2Nov 19-$0.13$4.87
$737.00$738.001:2Nov 6-$0.05$0.95
$736.00$737.001:2Nov 6-$0.44$0.56
$755.00$760.001:2Nov 19-$0.64$4.36
$775.00$780.001:2Nov 19$0.00$5.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$880.00$810.001:2Dec 4-$2.11$67.89
$850.00$805.001:2Nov 20-$22.54$22.46
$835.00$796.001:2Dec 11-$19.28$19.72
$825.00$793.001:2Nov 10-$23.29$8.71
$739.00$738.001:2Nov 6-$0.24$0.76

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 493 found (best yield 2.71%, avg 0.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$738.00Dec 18$19.960.500.0%2.71%2.74%4.3K450
$739.00Dec 18$19.320.490.2%2.62%2.79%404401
$740.00Dec 18$18.680.490.3%2.53%2.84%1.4K8.3K
$741.00Dec 18$18.050.480.5%2.45%2.89%173529
$742.00Dec 18$17.430.470.6%2.36%2.94%95268
$743.00Dec 18$16.810.460.7%2.28%3.00%1611.6K
$744.00Dec 18$16.210.450.8%2.20%3.05%2732.1K
$745.00Dec 18$15.620.451.0%2.12%3.11%61412.8K
$738.00Dec 11$18.610.510.0%2.52%2.56%56672
$746.00Dec 18$15.030.441.1%2.04%3.16%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 5,078,589
Total Puts 5,966,231
Put/Call Ratio 1.17
Net Difference -887,642

Prior's Put/Call Breakdown

Total Calls 7,291,784
Total Puts 10,799,545
Put/Call Ratio 1.48
Net Difference -3,507,761

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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