SPY
SPDR S&P 500 ETF TrustAs of 2026-10-30 16:14 ET, SPY net GEX is -$1.29B per 1% move; SPY call wall is $770; put wall is $755.
Vs last session: a comparable prior reading is pending.
Pin this symbol with the PIN button to save it in this browser.
The per-expiry gamma heatmap for SPY is at https://squawkflow.com/gex-heatmap/spy.
More SPY options data
The price and the session change are a point-in-time snapshot taken at the time shown. The gamma levels run on a different clock: they are computed 2026-11-01 02:30 ET from the open interest carried on the option chain at that time and are not intraday values. Dealer positioning is an assumption, not an observable: open interest shows that a contract exists, never which side a dealer holds. How dealer gamma is computed.
As of 2026-11-01 02:30 ET, SquawkFlow published SPY at $755.72 at the 4:00 PM ET close on 2026-10-30 (-1.77%), net dealer gamma of -$1.29B, a call wall at 770, a put wall at 755 and a zero-gamma flip at 767. The gamma figures are computed 2026-11-01 02:30 ET from the open interest carried on the option chain at that time; dealer positioning is an assumption, not an observable. Source: SquawkFlow, https://squawkflow.com/ticker/SPY. Machine-readable version.
MARKET SNAPSHOT
| Call Wall | 770 |
| Put Wall | 755 |
| GEX Flip | 767 |
| Swing Line | 767 |
| Net GEX | -$1.29B |
Cached snapshot as of 2026-11-01 02:30 ET, live streaming data in the terminal.
SPY DEALER GAMMA BY STRIKE
Part of the SquawkFlow GEX Calculator: gamma by strike for any US stock. Compare with SPX GEX.
Net gamma exposure at each strike near SPY's spot price, signed from the dealer perspective, calls positive, puts negative. Green strikes are where hedging tends to dampen moves; red is where it tends to amplify them. Dealer positioning is an assumption rather than an observable, so treat these as a map of where hedging pressure concentrates, not a forecast.
Unit: USD of dealer gamma per 1 percent move in spot. A window of the SPY option chain, not the whole book: the 30 strikes nearest spot out of 149 seen, 596 contract rows spanning 2 expirations. Gamma is taken as the chain publishes it per contract; nothing here is re-priced. Crossed with the open interest carried on that chain. These rows came from the last chain saved to disk, not from a fresh provider response, so the vintage is older than the calculation time.
New to these levels? Start with the call wall and put wall, or the zero gamma level where the sign of dealer hedging flips.
All captured expirations. Chain as of .
| Strike | Net GEX | Call GEX | Put GEX | Concentration |
|---|---|---|---|---|
| 772 | $8.1M | $14.8M | -$6.7M | |
| 771 | $8.0M | $18.0M | -$10.0M | |
| 770CALL WALL | $28.8M | $59.3M | -$30.4M | |
| 769 | $3.6M | $36.8M | -$33.2M | |
| 768 | $2.8M | $35.4M | -$32.6M | |
| 767GEX FLIP | $7.1M | $35.9M | -$28.8M | |
| 766 | -$19.6M | $16.1M | -$35.7M | |
| 765 | -$114.1M | $15.9M | -$130.0M | |
| 764 | -$43.9M | $8.2M | -$52.1M | |
| 763 | -$22.2M | $26.1M | -$48.3M | |
| 762 | -$18.2M | $10.2M | -$28.4M | |
| 761 | -$18.9M | $15.8M | -$34.7M | |
| 760 | -$194.1M | $21.0M | -$215.1M | |
| 759 | -$118.5M | $5.7M | -$124.2M | |
| 758 | -$37.9M | $4.8M | -$42.7M | |
| 757SPOT | -$115.5M | $2.3M | -$117.8M | |
| 756 | -$45.4M | $1.7M | -$47.1M | |
| 755PUT WALL | -$162.4M | $3.2M | -$165.6M | |
| 754 | -$82.4M | $973.3K | -$83.4M | |
| 753 | -$28.2M | $840.4K | -$29.1M | |
| 752 | -$42.8M | $2.0M | -$44.8M | |
| 751 | -$17.5M | $773.2K | -$18.3M | |
| 750 | -$140.2M | $1.9M | -$142.0M | |
| 749 | -$10.9M | $1.1M | -$12.0M | |
| 748 | -$10.1M | $381.0K | -$10.5M | |
| 747 | -$10.1M | $857.8K | -$11.0M | |
| 746 | -$29.5M | $489.2K | -$30.0M | |
| 745 | -$43.4M | $724.9K | -$44.1M | |
| 744 | -$11.0M | $461.0K | -$11.4M | |
| 743 | -$6.8M | $284.7K | -$7.1M |
These levels were captured November 1, 2026 from the open interest carried on the option chain. New levels post before each market open. Today's SPY gamma heatmap.
SPY PUT/CALL RATIO, OCT 30, 2026
As of (the latest completed session), SPY options in the strikes we track traded 1,078,340 put and 917,035 call contracts, a put/call volume ratio of 1.18; by open interest from the prior settlement the ratio is 1.81. Totals cover listed strikes in the 2 nearest expirations, not every listed strike. Expiry and call/put cells with fewer than 3 traded contracts are left out of every total. Session totals from delayed options chain data, not individual trades. Every figure rests on at least 3 traded contracts. Judge a ratio against this symbol's own range, not against 1.
- 1.18Put/call, volume
- 1.81Put/call, open interest
- 1,995,375Contracts traded, tracked strikes
SPY unusual options activity, Oct 30, 2026
- SPY puts expiring Nov 4 traded 2.1x the calls, vs a 1.2x median
- SPY puts expiring Feb 19, 2027 traded 41.1x the calls, vs a 1.2x median
- SPY calls outnumbered puts 6.0 to 1 expiring Mar 19, 2027, vs a 0.9 median
- SPY 761 calls expiring Oct 30 (same day) traded 7.8x their open interest
Every SPY snapshot on the options hub · All unusual options activity, Oct 30, 2026 · What the put/call ratio measures
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.
COMMON QUESTIONS
- What was the last SPY price on this page?
- SPY close, Oct 30: $755.72 (-1.77%), as of 2026-11-01 02:30 ET.
- What are the SPY call wall and put wall?
- As of 2026-11-01 02:30 ET, the SPY call wall was at 770 and the put wall at 755, computed 2026-11-01 02:30 ET from the open interest carried on the option chain at that time.
- What is SPY net dealer gamma?
- As of 2026-11-01 02:30 ET, net dealer gamma for SPY was -$1.29B, Negative gamma. Dealer positioning is an assumption, not an observable.
- Where is the SPY gamma flip?
- As of 2026-11-01 02:30 ET, the SPY zero-gamma flip was at 767, computed 2026-11-01 02:30 ET from the open interest carried on the option chain at that time.
- How often do these SPY figures change?
- The price is a snapshot taken at the time shown. The gamma levels come from open interest that settles once per trading day, and the page refreshes at most once an hour.
ABOUT SPY
SPY is an exchange-traded fund that tracks an index of large-cap U.S. stocks.
WHY TRACK SPY ON SQUAWKFLOW
SPY options flow is the single most important signal in all of options trading. Put/call ratios, gamma exposure, and dealer positioning in SPY drive intraday market dynamics. Zero-DTE SPY options have become a dominant market structure force.
SPY DATA ON SQUAWKFLOW
Options Flow
SPY options flow, unusual activity, and volume concentrations from the session chain
Latest Snapshot
Last SPY price, change, volume, and the current dealer-gamma regime
GEX Dashboard
SPY gamma exposure levels, call/put walls, and GEX flip
AI Narration
AI-powered analysis of SPY market microstructure in real time
News Sentiment
SPY news with AI sentiment scoring and impact analysis
Sector Context
ETFs/Indices sector rotation and relative strength vs peers
Track SPY in the Terminal
Options flow, per-strike dealer gamma, key levels, and AI narration, free.
Open Terminal →LEARN MORE
A practical guide to reading dealer positioning data and understanding how market maker flows affect price action.
What is Gamma Exposure (GEX)? A Complete GuideUnderstanding gamma exposure: how it is calculated, and how modelled dealer hedging is read as damping or amplifying moves.