Election 2026: what SPX options price for the Nov 4 session.Election 2026: what SPX options price

Free, no account. Daily levels are open data.
SPY · OCT 27Session closed

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.

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.
MeasureValue
Same-day share of volume72%
Same-day volume (contracts)89,014
Same-day calls (contracts)51,916
Same-day puts (contracts)37,098
Tracked volume (contracts)123,924

Why it fired

Rule
same-day share >= 0.6 (absolute: baseline n 0 < 5); volume >= 10000
Values that cleared it
Share: 0.7183
Contracts traded behind each figure
Same day calls: 28; Same day puts: 29; Ticker: 690
Baseline
median same-day share of option volume: not set yet
Baseline window
last 20 sessions
Baseline n
0, so the fixed threshold applied
Claim level
1, arithmetic on reported figures

What happened next

  • Next settlement: Pending the next settlement.
  • Expiry, Oct 27, 2026: Pending expiry.
All SPY snapshots on the hub
  1. SPYPOCT 30Put/call by expiry

    SPY puts expiring Oct 30 traded 2.2x the calls, vs a 1.2x median

    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.

    Source: delayed broker chainSPY pageDetails
  2. SPYPNOV 20Put/call by expiry

    SPY puts expiring Nov 20 traded 4.0x the calls, vs a 1.4x median

    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.

    Source: delayed broker chainSPY pageDetails
  3. SPYPNOV 2Put/call by expiry

    SPY puts expiring Nov 2 traded 4.8x the calls, vs a 1.2x median

    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.

    Source: delayed broker chainSPY pageDetails