Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$737.28 +0.58%
◀ 11/6 15:40 ▶

Option Volume

Detail
ℹ
Current (11/06 3:40pm) 11,156,653
Calls: 5,119,124 (46%)
Puts: 6,037,529 (54%)
Prior (11/05) 18,238,522
Calls: 7,355,499 (40%)
Puts: 10,883,023 (60%)
Current vs Prior -38.83%
Calls: -30.40% (Calls)
Puts: -44.52% (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 -8.94%
Calls: -4.69%
Puts: -12.26%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06 3:40pm) $2.10B
Calls: $546.06M (26%)
Puts: $1.55B (74%)
Prior (11/05) $8.80B
Calls: $834.31M (9%)
Puts: $7.97B (91%)
Current vs Prior -76.15%
Calls: -34.55%
Puts: -80.51%
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 -28.17%
Calls: -9.86%
Puts: -32.96%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 3:40pm) 1.18
Prior (11/05) 1.48
Current vs Prior -20.29%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -5.95%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06 3:40pm) 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% | 1.30%0.28% | 1.30%0.28% | 2.48%2.69% | 5.27%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -81.71% | -39.45%-81.71% | -39.45%-81.71% | -23.12%-21.33% | -9.85%
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 -71.85% | -2.46%-57.51% | -2.10%-76.38% | +10.23%-5.91% | +11.80%
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 -81.71% | -39.45%-81.71% | -39.45%-81.71% | -23.12%-21.33% | -9.85%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.00% | 0.21%
Calls: 1.12% | 0.21%
Puts: 0.87% | 0.21%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior -34.64% | -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 -10.71% | -85.91%
Liquidity Excellent
+
Add Card

🤖 AI Insights

Moderately bearish flow with 74% put dollar volume ($1.55B). Light premium activity with dollar volume down 76% 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 BULLISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
15:40BEARISHBEARISHBEARISH
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 2,741 of results (avg 2.2%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Nov 6147.13147.31$147.220.1%361.0056
$595.00Nov 6142.13142.31$142.220.1%81.00--
$605.00Nov 6132.13132.31$132.220.1%81.009
$733.00Nov 97.317.32$7.320.1%3.0K0.64303
$734.00Nov 96.626.63$6.630.2%3.3K0.61636
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$741.00Nov 96.346.35$6.350.2%6.5K0.64819
$740.00Nov 95.795.80$5.800.2%20.6K0.605.7K
$739.00Nov 95.285.29$5.290.2%18.0K0.56542
$738.00Nov 94.804.81$4.810.2%25.7K0.531.0K
$737.00Nov 94.374.38$4.380.2%26.3K0.491.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 459 found (avg $0.39, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.070.08$0.0812.5%477.4K0.0810.5K
$739.00Nov 60.180.19$0.195.3%315.8K0.173.3K
$738.00Nov 60.420.43$0.432.3%285.5K0.343.5K
$737.00Nov 60.880.89$0.891.1%154.5K0.565.1K
$757.00Nov 90.060.07$0.0714.3%7.4K0.022.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$735.00Nov 60.150.16$0.166.3%353.0K0.1515.6K
$734.00Nov 60.090.10$0.1010.0%192.1K0.094.3K
$736.00Nov 60.300.31$0.313.2%293.5K0.263.3K
$733.00Nov 60.060.07$0.0714.3%163.8K0.064.5K
$737.00Nov 60.600.61$0.611.6%395.7K0.434.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,368 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Nov 6147.13147.31$147.220.1%361.0056
$595.00Nov 6142.13142.31$142.220.1%81.00--
$600.00Nov 6137.09137.31$137.200.2%141.0011
$605.00Nov 6132.13132.31$132.220.1%81.009
$610.00Nov 6127.09127.31$127.200.2%81.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$743.00Nov 65.715.74$5.730.5%15.9K1.004.0K
$744.00Nov 66.716.74$6.730.4%15.0K1.004.9K
$745.00Nov 67.717.74$7.730.4%12.1K1.0011.6K
$746.00Nov 68.708.83$8.771.5%6.3K1.003.3K
$747.00Nov 69.709.80$9.751.0%4.1K1.002.8K

Most actively traded options today. High liquidity = easy entry/exit. 3,257 active (total vol 11.1M, top 477.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.070.08$0.0812.5%477.4K0.0810.5K
$739.00Nov 60.180.19$0.195.3%315.8K0.173.3K
$745.00Nov 60.000.01$0.01100.0%314.0K0.0113.4K
$742.00Nov 60.020.03$0.0333.3%311.1K0.033.9K
$741.00Nov 60.030.04$0.0425.0%301.7K0.042.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$738.00Nov 61.141.15$1.150.9%429.3K0.655.6K
$737.00Nov 60.600.61$0.611.6%395.7K0.434.2K
$735.00Nov 60.150.16$0.166.3%353.0K0.1515.6K
$736.00Nov 60.300.31$0.313.2%293.5K0.263.3K
$739.00Nov 61.891.91$1.901.1%266.2K0.823.2K

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 79.7%, max 87.6%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$736.00Nov 6Dec 1833.4%17.8%87.6%86.9K5.0K
$739.00Nov 6Dec 1831.4%17.3%81.1%316.2K3.7K
$738.00Nov 6Dec 1831.2%17.5%78.3%289.8K4.0K
$737.00Nov 6Dec 1831.2%17.6%76.7%154.9K5.3K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$736.00Nov 6Dec 1833.1%17.8%85.7%293.9K5.6K
$739.00Nov 6Dec 1831.0%17.3%78.9%266.6K4.7K
$737.00Nov 6Dec 1831.4%17.6%78.1%396.1K7.0K
$738.00Nov 6Dec 1829.9%17.5%71.2%431.0K7.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,222 found (best R:R 0.54, avg 4.45)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$704.00$705.00Nov 10$0.56$0.44$0.5693%0.79$704.56
$700.00$701.00Nov 9$0.66$0.34$0.66100%0.52$700.66
$700.00$701.00Nov 10$0.62$0.38$0.6294%0.61$700.62
$783.00$784.00Dec 11$0.10$0.90$0.109%9.00$783.10
$739.00$740.00Nov 6$0.11$0.89$0.1118%8.09$739.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$775.00$773.00Nov 10$1.30$0.70$1.30100%0.54$773.70
$775.00$774.00Nov 12$0.36$0.64$0.36100%1.78$774.64
$735.00$730.00Dec 11$1.59$3.41$1.5947%2.14$733.41
$780.00$779.00Nov 10$0.43$0.57$0.43100%1.33$779.57
$730.00$725.00Dec 11$1.40$3.60$1.4042%2.57$728.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 891 found (best R:R 1.20, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$740.00$745.00Nov 19$2.73$2.73$2.2753%1.20$742.73
$745.00$750.00Nov 19$2.31$2.31$2.6960%0.86$747.31
$750.00$755.00Nov 19$1.86$1.86$3.1468%0.59$751.86
$755.00$760.00Nov 19$1.40$1.40$3.6076%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
$737.00$736.00Nov 6$0.30$0.30$0.7056%0.43$736.70
$736.00$735.00Nov 6$0.15$0.15$0.8574%0.18$735.85
$724.00$723.00Nov 9$0.12$0.12$0.8884%0.14$723.88
$730.00$729.00Nov 9$0.23$0.23$0.7772%0.30$729.77
$725.00$724.00Nov 9$0.13$0.13$0.8782%0.15$724.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $3.75, cheapest $3.77)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.8531.2%16.6%
$738.00Nov 6Nov 9$3.7431.2%17.1%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.7731.4%16.6%
$738.00Nov 6Nov 9$3.6629.9%17.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,216 found (cheapest 0.20% of stock, avg 4.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$737.00Nov 6$0.89$0.61$1.50$735.50$738.500.20%
$738.00Nov 6$0.43$1.15$1.58$736.42$739.580.21%
$736.00Nov 6$1.58$0.31$1.89$734.11$737.890.26%
$739.00Nov 6$0.19$1.90$2.09$736.91$741.090.28%
$735.00Nov 6$2.44$0.16$2.60$732.40$737.600.35%
$740.00Nov 6$0.08$2.80$2.88$737.12$742.880.39%
$734.00Nov 6$3.37$0.10$3.47$730.53$737.470.47%
$741.00Nov 6$0.04$3.76$3.80$737.20$744.800.52%
$733.00Nov 6$4.34$0.07$4.41$728.59$737.410.60%
$742.00Nov 6$0.03$4.73$4.76$737.24$746.760.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 390 found (cheapest 0.02% of stock, avg 2.57%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$740.00$734.00Nov 6$0.08$0.10$0.18$733.82$740.18
$740.00$733.00Nov 6$0.08$0.07$0.15$732.85$740.15
$740.00$735.00Nov 6$0.08$0.16$0.24$734.76$740.24
$739.00$734.00Nov 6$0.19$0.10$0.29$733.71$739.29
$739.00$733.00Nov 6$0.19$0.07$0.26$732.74$739.26
$739.00$735.00Nov 6$0.19$0.16$0.35$734.65$739.35
$740.00$736.00Nov 6$0.08$0.31$0.39$735.61$740.39
$739.00$736.00Nov 6$0.19$0.31$0.50$735.50$739.50
$738.00$734.00Nov 6$0.43$0.10$0.53$733.47$738.53
$738.00$733.00Nov 6$0.43$0.07$0.50$732.50$738.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 254 found (best R:R 1.17, avg credit $0.68)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
701/702747/748Nov 17$0.54$0.4650%1.17$701.46$747.54
704/705747/748Nov 17$0.55$0.4549%1.22$704.45$747.55
712/713746/747Nov 12$0.52$0.4851%1.08$712.48$746.52
715/716747/748Nov 13$0.56$0.4447%1.27$715.44$747.56
707/708747/748Nov 17$0.56$0.4447%1.27$707.44$747.56
710/711747/748Nov 17$0.58$0.4245%1.38$710.42$747.58
705/706747/748Nov 16$0.52$0.4851%1.08$705.48$747.52
710/711746/747Nov 12$0.50$0.5053%1.00$710.50$746.50
715/716746/747Nov 12$0.54$0.4649%1.17$715.46$746.54
706/707747/748Nov 17$0.55$0.4548%1.22$706.45$747.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 356 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$725.00Nov 27$0.11$4.898%44.45
$720.00$725.00$730.00Nov 19$0.18$4.8211%26.78
$705.00$710.00$715.00Nov 27$0.07$4.936%70.43
$655.00$660.00$665.00Nov 12$0.05$4.955%99.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$725.00$730.00$735.00Nov 19$0.26$4.7412%18.23
$740.00$745.00$750.00Nov 19$0.34$4.6615%13.71
$715.00$720.00$725.00Nov 27$0.15$4.858%32.33
$720.00$725.00$730.00Dec 4$0.17$4.838%28.41
$720.00$725.00$730.00Nov 19$0.23$4.7711%20.74

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 834 found (best net $-3.09, 831 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$736.00$737.001:2Nov 6-$0.20$0.80
$760.00$765.001:2Nov 19-$0.16$4.84
$755.00$760.001:2Nov 19-$0.64$4.36
$735.00$736.001:2Nov 6-$0.72$0.28
$775.00$780.001:2Nov 19$0.00$5.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$880.00$810.001:2Dec 4-$3.09$66.91
$850.00$805.001:2Nov 20-$22.97$22.03
$835.00$796.001:2Dec 11-$19.76$19.24
$825.00$793.001:2Nov 10-$23.85$8.15
$738.00$737.001:2Nov 6-$0.07$0.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 490 found (best yield 2.69%, avg 0.67%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$738.00Dec 18$19.840.500.1%2.69%2.79%4.3K450
$739.00Dec 18$19.200.490.2%2.60%2.84%405401
$740.00Dec 18$18.570.480.4%2.52%2.89%1.4K8.3K
$741.00Dec 18$17.940.480.5%2.43%2.94%173529
$742.00Dec 18$17.320.470.6%2.35%2.99%95268
$743.00Dec 18$16.710.460.8%2.27%3.04%1611.6K
$744.00Dec 18$16.120.450.9%2.19%3.10%2732.1K
$745.00Dec 18$15.530.441.1%2.11%3.15%61512.8K
$738.00Dec 11$18.520.500.1%2.51%2.61%56872
$739.00Dec 11$17.880.490.2%2.43%2.66%81113

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 5,119,124
Total Puts 6,037,529
Put/Call Ratio 1.18
Net Difference -918,405

Prior's Put/Call Breakdown

Total Calls 7,355,499
Total Puts 10,883,023
Put/Call Ratio 1.48
Net Difference -3,527,524

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
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All