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 71% of tracked SPY option volume by 09:32 ET
As of , published from Nov 6, 2026, 09:47 ET. Source: delayed broker chain.
On the page at squawkflow.com/options-flow/2026-11-06/spy-nov-6-2026-same-day-share: the follow-up at the next settlement and at the Nov 6, 2026 expiry, each added once recorded; the evidence table and the rule that fired; and up to six other SPY snapshots from Nov 6, 2026.
92,510 of 129,427 tracked contracts on Nov 6, 2026, puts 34,950 and calls 57,560. Tracked: up to 40 strikes around the money across 35 expirations.
Same day71%
Of which57,560 C / 34,950 P
Evidence
The numbers behind this snapshot, Nov 6, 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 20 sessions. 345,345 put and 56,461 call contracts by 15:27 ET on Nov 6, 2026. Tracked: up to 46 strikes around the money across 35 expirations.
The median is SPY's call/put volume ratio for contracts within a week over the last 20 sessions. 18,172 call and 11,947 put contracts by 10:41 ET on Nov 6, 2026. Tracked: up to 46 strikes around the money across 35 expirations.
The median is SPY's call/put volume ratio for contracts within a week over the last 20 sessions. 22,950 call and 14,515 put contracts by 10:32 ET on Nov 6, 2026. Tracked: up to 46 strikes around the money across 35 expirations.
Within 3 weeks: 226,447 put and 536,601 call contracts. 1 to 3 months out: 13,682 put and 14,298 call contracts. By 09:47 ET on Nov 6, 2026. Tracked: up to 45 strikes around the money across 35 expirations.
The median is SPY's call/put volume ratio for contracts same day over the last 20 sessions. 264,956 call and 115,283 put contracts by 09:42 ET on Nov 6, 2026. Tracked: up to 43 strikes around the money across 35 expirations.
SPY calls expiring that date in the strikes we track traded 1.6x their open interest, by 09:42 ET on Nov 6, 2026. Tracked: up to 43 strikes around the money across 35 expirations.