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 72% of tracked SPY option volume by 09:32 ET
As of , published from Nov 5, 2026, 09:47 ET. Source: delayed broker chain.
On the page at squawkflow.com/options-flow/2026-11-05/spy-nov-5-2026-same-day-share: the follow-up at the next settlement and at the Nov 5, 2026 expiry, each added once recorded; the evidence table and the rule that fired; and up to six other SPY snapshots from Nov 5, 2026.
167,320 of 231,741 tracked contracts on Nov 5, 2026, puts 101,279 and calls 66,041. Tracked: up to 40 strikes around the money across 35 expirations.
Same day72%
Of which66,041 C / 101,279 P
Evidence
The numbers behind this snapshot, Nov 5, 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 months out over the last 20 sessions. 40,021 put and 6,783 call contracts by 10:27 ET on Nov 5, 2026. Tracked: up to 58 strikes around the money across 35 expirations.
The median is SPY's put/call volume ratio for contracts same day over the last 19 sessions. 698,020 put and 328,627 call contracts by 09:47 ET on Nov 5, 2026. Tracked: up to 48 strikes around the money across 35 expirations.
SPY calls expiring that date in the strikes we track traded 0.9x their open interest, by 09:37 ET on Nov 5, 2026. Tracked: up to 42 strikes around the money across 35 expirations.
The median is SPY's put/call volume ratio for contracts within a week over the last 20 sessions. 6,255 put and 2,117 call contracts by 09:37 ET on Nov 5, 2026. Tracked: up to 42 strikes around the money across 35 expirations.
The median is SPY's put/call volume ratio for contracts 1 to 3 weeks out over the last 20 sessions. 4,522 put and 859 call contracts by 09:32 ET on Nov 5, 2026. Tracked: up to 40 strikes around the money across 35 expirations.
The median is SPY's put/call volume ratio for contracts within a week over the last 20 sessions. 6,386 put and 2,392 call contracts by 09:32 ET on Nov 5, 2026. Tracked: up to 40 strikes around the money across 35 expirations.