# SPY 766 calls expiring Oct 15 (same day) traded 8.1x their open interest

As of Oct 15, 2026, 09:37 ET: SPY 766 calls expiring Oct 15 (same day) traded 8.1x their open interest. The evidence table and the rule that fired are at https://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.

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. Source: Schwab options chain.

- Session: 2026-10-15
- Kind: Volume vs open interest
- Status: Expired
- Expiry: 2026-10-15 (same day)
- Rule: volume/prior OI >= 5.0 and >= 3.0 x this expiry's call volume/OI; prior OI >= 1000; volume >= 2000
- Baseline: this expiry's call volume/open interest, same session, same expiry, same session (n = strikes with open interest), n = 40, value 0.57

| Metric | Value |
|---|---:|
| daysToExpiry | 0 |
| expiryVolumeToOpenInterest | 0.57 |
| volumeToOpenInterest | 8.07 |

## What happened next

- Next settlement: pending the next settlement.
- Expiry: Expired Oct 15. SPY was 773.54 at the Oct 15 settlement capture; the 766 calls finished in the money by 7.54.

Caveat: 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.

Session page: https://squawkflow.com/options-flow/2026-10-15

## Citation

Source: SquawkFlow, https://squawkflow.com/options-flow/2026-10-15/spy-766-calls-oct-15-2026-volume-vs-open-interest
Retrieved: 2026-10-17 06:52 ET
Attribution: cite the page URL rather than a copied number. Levels are
recomputed every session, so a number without its date is wrong within a day.

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