Tour v536
SPY
State Street SPDR S&P 500 ETF Trust
$736.94 +0.54%
◀ 11/6 15:45 ▶

Option Volume

Detail
ℹ
Current (11/06 3:45pm) 11,277,799
Calls: 5,176,333 (46%)
Puts: 6,101,466 (54%)
Prior (11/05) 18,376,488
Calls: 7,426,414 (40%)
Puts: 10,950,074 (60%)
Current vs Prior -38.63%
Calls: -30.30% (Calls)
Puts: -44.28% (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 -7.95%
Calls: -3.62%
Puts: -11.33%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06 3:45pm) $2.18B
Calls: $540.03M (25%)
Puts: $1.64B (75%)
Prior (11/05) $9.06B
Calls: $821.64M (9%)
Puts: $8.24B (91%)
Current vs Prior -75.99%
Calls: -34.27%
Puts: -80.15%
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 -25.53%
Calls: -10.85%
Puts: -29.36%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/06 3:45pm) 1.18
Prior (11/05) 1.47
Current vs Prior -20.06%
Prior 7-Day Average 1.25
Current vs Prior 7-Day Avg -6.01%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06 3:45pm) 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% | 1.34%0.28% | 1.34%0.28% | 2.56%2.77% | 5.36%
Prior 1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior -81.61% | -37.45%-81.61% | -37.45%-81.61% | -20.85%-19.27% | -8.30%
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 -71.70% | +0.76%-57.28% | +1.13%-76.25% | +13.48%-3.45% | +13.73%
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 -81.61% | -37.45%-81.61% | -37.45%-81.61% | -20.85%-19.27% | -8.30%
Sentiment BULLISHBULLISHBULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 1.78% | 0.61%
Calls: 0.75% | 0.57%
Puts: 2.82% | 0.65%
Prior 1.53% | 0.81%
Calls: 1.29% | 0.70%
Puts: 1.77% | 0.92%
Current vs Prior +16.34% | -24.69%
Prior 7-Day Avg 1.12% | 1.49%
Calls: 1.13% | 1.34%
Puts: 1.10% | 1.64%
Current vs 7-Day Avg +58.93% | -59.06%
Liquidity Excellent
+
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🤖 AI Insights

Strong bearish conviction with 75% of dollar volume in puts ($1.64B) vs calls ($540.03M). 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
15:45BEARISHBEARISHBEARISH
15:40BEARISHBEARISHBEARISH
15:35BEARISHBEARISHBEARISH
15:30BEARISHBEARISHBEARISH
15:25BEARISHNEUTRALBEARISH
15:20BEARISHNEUTRALBEARISH
15:15BEARISHNEUTRALBEARISH
15:10BEARISHNEUTRALBEARISH
15:05BEARISHNEUTRALBEARISH
15:00BEARISHNEUTRALBEARISH
14:55BEARISHNEUTRALBEARISH
14:50BEARISHNEUTRALBEARISH
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14:00BEARISHNEUTRALBEARISH
13:55BEARISHNEUTRALBEARISH
13:50BEARISHNEUTRALBEARISH
13:45BEARISHNEUTRALBEARISH
13:40BEARISHNEUTRALBEARISH
13:35BEARISHNEUTRALMIXED
13:30BEARISHNEUTRALMIXED
13:25BEARISHNEUTRALMIXED
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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 2,750 of results (avg 2.0%, best 0.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$733.00Nov 108.938.94$8.930.1%2600.60392
$728.00Nov 1817.6617.68$17.670.1%220.633
$734.00Nov 108.278.28$8.270.1%7360.58422
$736.00Nov 107.067.07$7.070.1%1.7K0.53837
$734.00Nov 96.566.57$6.570.2%3.4K0.60636
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$758.00Nov 1021.0121.02$21.020.0%530.943.7K
$738.00Dec 1116.8416.85$16.850.1%1.3K0.50147
$732.00Dec 1816.5716.58$16.580.1%1360.451.1K
$741.00Dec 416.4316.44$16.440.1%1510.53120
$730.00Dec 1815.9415.95$15.950.1%5.1K0.4336.0K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 469 found (avg $0.39, cheapest $0.06)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.050.06$0.0616.7%483.8K0.0710.5K
$739.00Nov 60.120.13$0.137.7%318.8K0.143.3K
$738.00Nov 60.300.31$0.313.2%293.3K0.293.5K
$737.00Nov 60.680.71$0.704.3%159.4K0.525.1K
$756.00Nov 90.080.09$0.0911.1%5.9K0.021.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$734.00Nov 60.080.09$0.0911.1%193.9K0.084.3K
$733.00Nov 60.050.06$0.0616.7%165.3K0.054.5K
$735.00Nov 60.160.17$0.175.9%358.7K0.1415.6K
$736.00Nov 60.340.35$0.352.9%302.7K0.263.3K
$737.00Nov 60.700.72$0.712.8%406.6K0.464.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 1,370 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Nov 6146.94147.18$147.060.2%361.0056
$595.00Nov 6141.95142.18$142.070.2%81.00--
$600.00Nov 6136.95137.18$137.070.2%141.0011
$605.00Nov 6131.95132.19$132.070.2%81.009
$610.00Nov 6126.95127.19$127.070.2%81.0012
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$742.00Nov 65.055.13$5.091.6%33.2K1.004.6K
$743.00Nov 66.056.13$6.091.3%16.0K1.004.0K
$744.00Nov 67.057.13$7.091.1%15.0K1.004.9K
$745.00Nov 67.998.13$8.061.7%12.2K1.0011.6K
$746.00Nov 68.999.13$9.061.5%6.3K1.003.3K

Most actively traded options today. High liquidity = easy entry/exit. 3,263 active (total vol 11.2M, top 483.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$740.00Nov 60.050.06$0.0616.7%483.8K0.0710.5K
$739.00Nov 60.120.13$0.137.7%318.8K0.143.3K
$745.00Nov 60.000.01$0.01100.0%314.0K0.0113.4K
$742.00Nov 60.010.02$0.0250.0%312.0K0.023.9K
$741.00Nov 60.020.03$0.0333.3%302.2K0.032.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$738.00Nov 61.311.35$1.333.0%435.2K0.695.6K
$737.00Nov 60.700.72$0.712.8%406.6K0.464.2K
$735.00Nov 60.160.17$0.175.9%358.7K0.1415.6K
$736.00Nov 60.340.35$0.352.9%302.7K0.263.3K
$739.00Nov 62.112.20$2.164.2%267.2K0.863.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 79.1%, max 97.6%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$735.00Nov 6Dec 1835.8%18.1%97.6%50.8K11.9K
$736.00Nov 6Dec 1833.2%18.0%85.1%88.1K5.0K
$737.00Nov 6Dec 1832.2%17.8%80.9%159.8K5.3K
$738.00Nov 6Dec 1830.2%17.7%71.3%297.6K4.0K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$736.00Nov 6Dec 1831.9%18.0%77.7%303.1K5.6K
$737.00Nov 6Dec 1830.7%17.8%72.1%407.1K7.0K
$738.00Nov 6Dec 1829.8%17.7%68.9%436.9K7.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 1,238 found (best R:R 2.13, avg 4.40)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$705.00$706.00Nov 10$0.53$0.47$0.5393%0.89$705.53
$700.00$701.00Nov 9$0.62$0.38$0.6296%0.61$700.62
$700.00$701.00Nov 10$0.63$0.37$0.6393%0.59$700.63
$736.00$737.00Nov 6$0.64$0.36$0.6472%0.56$736.64
$737.00$738.00Nov 6$0.39$0.61$0.3952%1.56$737.39
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$735.00$730.00Dec 11$1.60$3.40$1.6047%2.13$733.40
$768.00$767.00Dec 4$0.25$0.75$0.2582%3.00$767.75
$735.00$730.00Dec 4$1.61$3.39$1.6147%2.11$733.39
$761.00$760.00Nov 9$0.43$0.57$0.4399%1.33$760.57
$730.00$725.00Dec 11$1.42$3.58$1.4242%2.52$728.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 897 found (best R:R 0.86, avg 0.46)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$745.00$750.00Nov 19$2.31$2.31$2.6960%0.86$747.31
$740.00$745.00Nov 19$2.70$2.70$2.3053%1.17$742.70
$750.00$755.00Nov 19$1.86$1.86$3.1468%0.59$751.86
$755.00$760.00Nov 19$1.39$1.39$3.6176%0.39$756.39
$760.00$765.00Nov 19$0.96$0.96$4.0483%0.24$760.96
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$736.00$735.00Nov 6$0.18$0.18$0.8274%0.22$735.82
$724.00$723.00Nov 9$0.14$0.14$0.8683%0.16$723.86
$724.00$723.00Nov 13$0.26$0.26$0.7471%0.35$723.74
$726.00$725.00Nov 9$0.16$0.16$0.8480%0.19$725.84
$723.00$722.00Nov 9$0.11$0.11$0.8985%0.12$722.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $3.85, cheapest $3.97)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.9732.2%16.6%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$737.00Nov 6Nov 9$3.8830.7%16.6%
$738.00Nov 6Nov 9$3.7129.8%17.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 1,216 found (cheapest 0.19% of stock, avg 4.47%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$737.00Nov 6$0.70$0.71$1.41$735.59$738.410.19%
$738.00Nov 6$0.31$1.33$1.64$736.36$739.640.22%
$736.00Nov 6$1.34$0.35$1.69$734.31$737.690.23%
$739.00Nov 6$0.13$2.16$2.29$736.71$741.290.31%
$735.00Nov 6$2.17$0.17$2.34$732.66$737.340.32%
$734.00Nov 6$3.08$0.09$3.17$730.83$737.170.43%
$740.00Nov 6$0.06$3.11$3.17$736.83$743.170.43%
$733.00Nov 6$4.06$0.06$4.12$728.88$737.120.56%
$741.00Nov 6$0.03$4.08$4.11$736.89$745.110.56%
$732.00Nov 6$5.03$0.04$5.07$726.93$737.070.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 390 found (cheapest 0.02% of stock, avg 2.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$740.00$733.00Nov 6$0.06$0.06$0.12$732.88$740.12
$740.00$734.00Nov 6$0.06$0.09$0.15$733.85$740.15
$739.00$734.00Nov 6$0.13$0.09$0.22$733.78$739.22
$740.00$735.00Nov 6$0.06$0.17$0.23$734.77$740.23
$739.00$733.00Nov 6$0.13$0.06$0.19$732.81$739.19
$739.00$735.00Nov 6$0.13$0.17$0.30$734.70$739.30
$738.00$734.00Nov 6$0.31$0.09$0.40$733.60$738.40
$738.00$733.00Nov 6$0.31$0.06$0.37$732.63$738.37
$740.00$736.00Nov 6$0.06$0.35$0.41$735.59$740.41
$739.00$736.00Nov 6$0.13$0.35$0.48$735.52$739.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 183 found (best R:R 1.44, avg credit $0.75)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
716/717746/747Nov 13$0.59$0.4144%1.44$716.41$746.59
711/712745/746Nov 12$0.53$0.4750%1.13$711.47$745.53
716/717746/747Nov 11$0.50$0.5052%1.00$716.50$746.50
709/710745/746Nov 12$0.51$0.4951%1.04$709.49$745.51
717/718746/747Nov 13$0.59$0.4143%1.44$717.41$746.59
714/715746/747Nov 11$0.48$0.5254%0.92$714.52$746.48
720/721746/747Nov 11$0.54$0.4648%1.17$720.46$746.54
711/712746/747Nov 12$0.50$0.5052%1.00$711.50$746.50
715/716746/747Nov 13$0.57$0.4345%1.33$715.43$746.57
716/717744/745Nov 11$0.54$0.4647%1.17$716.46$744.54

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 417 found (best R:R 54.56, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$715.00$720.00$725.00Nov 27$0.09$4.918%54.56
$715.00$720.00$725.00Dec 11$0.06$4.947%82.33
$680.00$690.00$700.00Nov 18$0.23$9.776%42.48
$720.00$725.00$730.00Nov 19$0.20$4.8010%24.00
$725.00$730.00$735.00Nov 27$0.20$4.8010%24.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$715.00$720.00$725.00Nov 19$0.14$4.869%34.71
$750.00$755.00$760.00Nov 19$0.31$4.6915%15.13
$725.00$730.00$735.00Nov 19$0.24$4.7612%19.83
$700.00$705.00$710.00Nov 27$0.06$4.945%82.33
$710.00$715.00$720.00Nov 27$0.12$4.887%40.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 839 found (best net $-19.90, 834 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$736.00$737.001:2Nov 6-$0.06$0.94
$760.00$765.001:2Nov 19-$0.21$4.79
$735.00$736.001:2Nov 6-$0.51$0.49
$755.00$760.001:2Nov 19-$0.74$4.26
$780.00$785.001:2Nov 19-$0.01$4.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$835.00$796.001:2Dec 11-$19.90$19.10
$825.00$793.001:2Nov 10-$23.50$8.50
$880.00$830.001:2Dec 4-$43.17$6.83
$738.00$737.001:2Nov 6-$0.09$0.91
$739.00$738.001:2Nov 6-$0.50$0.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 509 found (best yield 2.78%, avg 0.70%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$737.00Dec 18$20.510.500.0%2.78%2.79%426162
$738.00Dec 18$19.900.490.1%2.70%2.84%4.3K450
$739.00Dec 18$19.270.490.3%2.61%2.89%406401
$740.00Dec 18$18.640.480.4%2.53%2.94%1.4K8.3K
$741.00Dec 18$18.010.480.6%2.44%2.99%173529
$742.00Dec 18$17.390.470.7%2.36%3.05%96268
$743.00Dec 18$16.790.460.8%2.28%3.10%1611.6K
$744.00Dec 18$16.190.451.0%2.20%3.15%2732.1K
$737.00Dec 11$19.220.510.0%2.61%2.62%365161
$745.00Dec 18$15.590.441.1%2.12%3.21%62312.8K

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 5,176,333
Total Puts 6,101,466
Put/Call Ratio 1.18
Net Difference -925,133

Prior's Put/Call Breakdown

Total Calls 7,426,414
Total Puts 10,950,074
Put/Call Ratio 1.47
Net Difference -3,523,660

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

Price — Past 7 Days

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