SPYPOCT 19Open interest change
Open interest in SPY puts expiring Oct 19 rose 201,858 at the Oct 15 settlement
93,948 to 295,806 contracts between the Oct 14 and Oct 15 settlements, 215% of the prior figure.
SPY · 766 · CALLS · OCT 15Expired
SPY 766 calls expiring Oct 15 (same day) traded 8.1x their open interest
As of , published from Oct 15, 2026, 09:52 ET. The evidence table and the rule that fired are at squawkflow.com/options-flow/2026-10-15/spy-766-calls-oct-15-2026-volume-vs-open-interest, with the follow-up recorded at Oct 16, 2026, 08:30 ET. Source: Schwab options chain.
SPY calls expiring that date in the strikes we track traded 0.6x their open interest, by 09:37 ET on Oct 15, 2026. Tracked: up to 40 strikes around the money across 34 expirations.
Evidence
| Measure | Value |
|---|---|
| Volume / prior open interest, this strike | 8.1x |
| Volume / prior open interest, the expiry's tracked strikes | 0.57x |
| Days to expiry | 0 |
Why it fired
- Rule
- volume/prior OI >= 5.0 and >= 3.0 x this expiry's call volume/OI; prior OI >= 1000; volume >= 2000
- Values that cleared it
- Expiry ratio: 0.57; Ratio: 8.07
- Contracts traded behind each figure
- Expiry calls: 40
- Baseline
- this expiry's call volume/open interest, same session: 0.57
- Baseline window
- same expiry, same session (n = strikes with open interest)
- Baseline n
- 40
- Claim level
- 1, arithmetic on reported figures
What happened next
- Next settlement: Pending the next settlement.
- Expiry, Oct 15, 2026: Expired Oct 15. SPY was 773.54 at the Oct 15 settlement capture; the 766 calls finished in the money by 7.54.
More SPY snapshots, Oct 15, 2026
All SPY snapshots on the hub- SPYPOCT 28Open interest change
Open interest in SPY puts expiring Oct 28 (2 weeks out) rose 13,708 at the Oct 15 settlement
2,987 to 16,695 contracts between the Oct 14 and Oct 15 settlements, 459% of the prior figure.
- SPYPOCT 30Put/call by expiry
SPY puts expiring Oct 30 (2 weeks out) traded 5.4x the calls, vs a 1.0x median
The median is SPY's put/call volume ratio for contracts 1 to 3 weeks out over the last 5 sessions. 174,086 put and 32,111 call contracts by 12:17 ET on Oct 15, 2026. Tracked: up to 40 strikes around the money across 34 expirations.
- SPYCMAR 19 '27Put/call by expiry
SPY calls outnumbered puts 1.6 to 1 expiring Mar 19, 2027, vs a 0.7 median
The median is SPY's call/put volume ratio for contracts more than 3 months out over the last 5 sessions. 12,544 call and 7,725 put contracts by 09:57 ET on Oct 15, 2026. Tracked: up to 40 strikes around the money across 34 expirations.
- SPYNear vs far dates
SPY put/call volume ratio held at 1.26 within 3 weeks, against 2.72 1 to 3 months out
Within 3 weeks: 621,207 put and 494,296 call contracts. 1 to 3 months out: 21,788 put and 8,009 call contracts. By 09:52 ET on Oct 15, 2026. Tracked: up to 40 strikes around the money across 34 expirations.
- SPYPNOV 20Put/call by expiry
SPY puts expiring Nov 20 traded 2.8x the calls, vs a 1.3x median
The median is SPY's put/call volume ratio for contracts 1 to 3 months out over the last 5 sessions. 7,610 put and 2,712 call contracts by 09:47 ET on Oct 15, 2026. Tracked: up to 40 strikes around the money across 34 expirations.