Tour
v536
SPY
State Street SPDR S&P 500 ETF Trust
$735.29
+0.31%
$736.44 (+0.16%)
as of 11/06 06:07 PM
Option Volume
Detail
Current (11/06)
11,883,193
Calls:
5,417,283
(46%)
Puts:
6,465,910
(54%)
Prior (11/05)
19,251,392
Calls:
7,823,052
(41%)
Puts:
11,428,340
(59%)
Current vs Prior
-38.27%
Calls:
-30.75%
(Calls)
Puts:
-43.42%
(Puts)
Prior 7-Day Total
78,647,264
Calls:
34,348,568
(44%)
Puts:
44,298,696
(56%)
Prior 7-Day Average
13,107,877
Calls:
4,906,938
(44%)
Puts:
6,328,385
(56%)
Current vs Prior 7-Day Avg
-9.34%
Calls:
+10.40%
Puts:
+2.17%
Sentiment
BEARISH
Dollar Volume
Detail
Current (11/06)
$2.46B
Calls:
$517.05M
(21%)
Puts:
$1.95B
(79%)
Prior (11/05)
$10.62B
Calls:
$809.14M
(8%)
Puts:
$9.81B
(92%)
Current vs Prior
-76.79%
Calls:
-36.10%
Puts:
-80.15%
Prior 7-Day Total
$19.80B
Calls:
$4.00B
(20%)
Puts:
$15.79B
(80%)
Prior 7-Day Average
$3.30B
Calls:
$571.73M
(20%)
Puts:
$2.26B
(80%)
Current vs Prior 7-Day Avg
-25.29%
Calls:
-9.56%
Puts:
-13.67%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (11/06)
1.19
Prior (11/05)
1.46
Current vs Prior
-18.30%
Prior 7-Day Average
1.27
Current vs Prior 7-Day Avg
-5.99%
Sentiment
BEARISH
Open Interest
Detail
Current (11/06)
10,622,600
Calls:
3,317,869
(31%)
Puts:
7,304,731
(69%)
Prior (11/05)
9,954,043
Calls:
2,726,404
(27%)
Puts:
7,227,639
(73%)
Current vs Prior
+6.72%
Prior 7-Day Total
54,091,369
Calls:
14,941,080
(28%)
Puts:
39,150,289
(72%)
Prior 7-Day Average
9,015,228
Calls:
2,490,180
(28%)
Puts:
6,525,048
(72%)
Current vs Prior 7-Day Avg
+17.83%
Sentiment
BULLISH
Expected Move
Detail
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
0.18% | 1.35%0.18% | 1.35%0.18% | 2.64%2.87% | 5.52%
Prior
1.51% | 2.14%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs Prior
-10.47% | -14.43%-87.87% | -36.68%-87.87% | -18.19%-16.35% | -5.56%
Prior 7-Day Avg
1.07% | 1.46%0.70% | 1.46%1.29% | 2.46%2.89% | 4.87%
Current vs 7-Day Avg
+26.69% | +25.22%-73.95% | -6.91%-85.75% | +7.40%-0.95% | +13.33%
Prior 7-Day Eod
0.30% | 1.26%1.51% | 2.14%1.51% | 3.23%3.43% | 5.85%
Current vs 7-Day Eod
+352.54% | +44.86%-87.87% | -36.68%-87.87% | -18.19%-16.35% | -5.56%
Sentiment
BULLISHBULLISHBULLISHBULLISH
Relative Spread
Detail
Expiry | Next
Current
1.01% | 1.13%
Calls:
0.95% | 0.84%
Puts:
1.07% | 1.42%
Prior
1.53% | 0.81%
Calls:
1.29% | 0.70%
Puts:
1.77% | 0.92%
Current vs Prior
-33.99% | +39.51%
Prior 7-Day Avg
1.17% | 0.88%
Calls:
1.19% | 0.97%
Puts:
1.25% | 0.97%
Current vs 7-Day Avg
-13.55% | +27.92%
Liquidity
Good
Add Card
AI Insights
Strong bearish conviction with 79% of dollar volume in puts ($1.95B) vs calls ($517.05M). Light premium activity with dollar volume down 77% vs prior. Slightly bearish P/C ratio of 1.19. Put-heavy open interest (7,304,731 puts vs 3,317,869 calls) suggests hedging or bearish positioning.
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
BEARISH
Prior
BULLISH
7-Day Avg
BULLISH
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
5,417,283
Total Puts
6,465,910
Put/Call Ratio
1.19
Net Difference
-1,048,627
Prior's Put/Call Breakdown
Total Calls
7,823,052
Total Puts
11,428,340
Put/Call Ratio
1.46
Net Difference
-3,605,288
Prior 7-Day Put/Call Summary
Total Calls
34,348,568
Total Puts
44,298,696
Average Put/Call Ratio
1.27
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... | |||||