For informational and educational purposes only. Not a trading application. Not investment advice. Past performance does not guarantee future results. Forecasts are general model estimates, often wrong, and scored in public.
Same-day contracts accounted for 63% of tracked SPY option volume by 09:33 ET
As of , published from Nov 4, 2026, 09:48 ET. Source: delayed broker chain.
On the page at squawkflow.com/options-flow/2026-11-04/spy-nov-4-2026-same-day-share: the follow-up at the next settlement and at the Nov 4, 2026 expiry, each added once recorded; the evidence table and the rule that fired; and up to six other SPY snapshots from Nov 4, 2026.
197,027 of 314,839 tracked contracts on Nov 4, 2026, puts 94,217 and calls 102,810. Tracked: up to 40 strikes around the money across 34 expirations.
Same day63%
Of which102,810 C / 94,217 P
Evidence
The numbers behind this snapshot, Nov 4, 2026, 09:33 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 19 sessions. 108,120 put and 33,482 call contracts by 10:52 ET on Nov 4, 2026. Tracked: up to 45 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 19 sessions. 14,173 put and 3,441 call contracts by 09:52 ET on Nov 4, 2026. Tracked: up to 44 strikes around the money across 34 expirations.
The median is SPY's call/put volume ratio for contracts within a week over the last 19 sessions. 9,574 call and 3,079 put contracts by 09:37 ET on Nov 4, 2026. Tracked: up to 41 strikes around the money across 34 expirations.
SPY puts expiring that date in the strikes we track traded 0.8x their open interest, by 09:33 ET on Nov 4, 2026. Tracked: up to 40 strikes around the money across 34 expirations.
The median is SPY's call/put volume ratio for contracts within a week over the last 19 sessions. 28,231 call and 10,874 put contracts by 09:33 ET on Nov 4, 2026. Tracked: up to 40 strikes around the money across 34 expirations.
The median is SPY's call/put volume ratio for contracts 1 to 3 weeks out over the last 19 sessions. 5,290 call and 2,083 put contracts by 09:33 ET on Nov 4, 2026. Tracked: up to 40 strikes around the money across 34 expirations.