SPY 779 puts expiring Oct 12 (same day) traded 5.8x their open interest
As of , published from Oct 12, 2026, 10:03 ET. Source: Schwab options chain.
SPY puts expiring that date in the strikes we track traded 1.9x their open interest, by 09:48 ET on Oct 12, 2026. Tracked: up to 40 strikes around the money across 33 expirations.
PStrike5.8x
Expiry1.9x
Evidence
The numbers behind this snapshot, Oct 12, 2026, 09:48 ET. Session volume from delayed options chain snapshots, published at least 15 minutes after capture. Totals cover the strikes captured around the money, not every listed strike. Not individual trades. Premium is an estimate: volume times the quote midpoint.
Measure
Value
Volume / prior open interest, this strike
5.8x
Volume / prior open interest, the expiry's tracked strikes
1.9x
Days to expiry
0
Why it fired
Rule
volume/prior OI >= 5.0 and >= 3.0 x this expiry's put volume/OI; prior OI >= 1000; volume >= 2000
Values that cleared it
Expiry ratio: 1.93; Ratio: 5.84
Contracts traded behind each figure
Expiry puts: 38
Baseline
this expiry's put volume/open interest, same session: 1.93
Baseline window
same expiry, same session (n = strikes with open interest)
15,303 put and 5,926 call contracts by 09:37 ET on Oct 12, 2026. Est. premium $2.3M puts, $2.0M calls. Tracked: up to 40 strikes around the money across 33 expirations.