Same-day contracts accounted for 72% of tracked SPY option volume by 09:32 ET
As of , published from Oct 27, 2026, 09:47 ET. Source: delayed broker chain.
On the page at squawkflow.com/options-flow/2026-10-27/spy-oct-27-2026-same-day-share: the follow-up at the next settlement and at the Oct 27, 2026 expiry, each added once recorded; the evidence table and the rule that fired; and up to six other SPY snapshots from Oct 27, 2026.
89,014 of 123,924 tracked contracts on Oct 27, 2026, puts 37,098 and calls 51,916. Tracked: up to 40 strikes around the money across 34 expirations.
Same day72%
Of which51,916 C / 37,098 P
Evidence
The numbers behind this snapshot, Oct 27, 2026, 09:32 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.
The median is SPY's put/call volume ratio for contracts 1 to 3 weeks out over the last 13 sessions. 19,394 put and 6,079 call contracts by 15:57 ET on Oct 27, 2026. Tracked: up to 40 strikes around the money across 33 expirations.
The median is SPY's put/call volume ratio for contracts within a week over the last 13 sessions. 133,917 put and 59,841 call contracts by 11:17 ET on Oct 27, 2026. Tracked: up to 40 strikes around the money across 34 expirations.
SPY puts expiring that date in the strikes we track traded 0.9x their open interest, by 09:42 ET on Oct 27, 2026. Tracked: up to 40 strikes around the money across 34 expirations.
The median is SPY's put/call volume ratio for contracts 1 to 3 months out over the last 13 sessions. 4,209 put and 1,051 call contracts by 09:42 ET on Oct 27, 2026. Tracked: up to 40 strikes around the money across 34 expirations.
Within 3 weeks: 185,417 put and 256,871 call contracts. 1 to 3 months out: 6,213 put and 2,807 call contracts. By 09:42 ET on Oct 27, 2026. Tracked: up to 40 strikes around the money across 34 expirations.
The median is SPY's put/call volume ratio for contracts within a week over the last 13 sessions. 3,509 put and 732 call contracts by 09:37 ET on Oct 27, 2026. Tracked: up to 40 strikes around the money across 34 expirations.