SPY delayed session history. Spot, weekly expected move, put/call volume, and gamma snapshot — not OCC max pain.
Spot close
Expected move %
Put/call volume
| tape | spot | EM $ | EM % | P/C vol | vol wall | flip | regime |
|---|
| 2026-09-18 | 761.69 | ±3.84 | 0.50% | 1.1123 | 760.0 | 759.09 | TRANSITIONING |
| 2026-09-17 | 762.60 | ±4.52 | 0.59% | 0.9724 | 763.0 | 758.3 | TRANSITIONING |
| 2026-09-16 | 754.05 | ±5.86 | 0.78% | 1.2332 | 760.0 | 762.95 | NEGATIVE_GAMMA |
| 2026-09-15 | 757.39 | ±6.23 | 0.82% | 1.1217 | 758.0 | 761.98 | NEGATIVE_GAMMA |
| 2026-09-14 | 760.88 | ±3.90 | 0.51% | 1.2183 | 762.0 | 766.24 | NEGATIVE_GAMMA |
| 2026-09-11 | 764.29 | ±3.97 | 0.52% | 1.3736 | 765.0 | 761.99 | NEGATIVE_GAMMA |
| 2026-09-10 | 757.83 | ±6.27 | 0.83% | 1.336 | 760.0 | 764.59 | NEGATIVE_GAMMA |
| 2026-09-09 | 762.40 | ±4.30 | 0.56% | 1.3136 | 763.0 | 769.76 | NEGATIVE_GAMMA |
| 2026-09-08 | 765.96 | ±3.63 | 0.47% | 1.2579 | 768.0 | 769.76 | NEGATIVE_GAMMA |
| 2026-09-04 | 770.19 | ±3.71 | 0.48% | 1.2103 | 770.0 | 769.29 | TRANSITIONING |
| 2026-09-03 | 773.17 | ±3.77 | 0.49% | 1.0886 | 774.0 | 766.43 | POSITIVE_GAMMA |
| 2026-09-02 | 765.16 | ±3.91 | 0.51% | 1.2398 | 766.0 | 766.96 | NEGATIVE_GAMMA |
| 2026-09-01 | 761.78 | ±4.02 | 0.53% | 1.1813 | 762.0 | 768.77 | NEGATIVE_GAMMA |
| 2026-08-31 | 767.05 | ±3.22 | 0.42% | 1.2242 | 767.0 | 771.08 | NEGATIVE_GAMMA |
| 2026-08-28 | 769.35 | ±3.47 | 0.45% | 1.0308 | 772.0 | 770.04 | NEGATIVE_GAMMA |
| 2026-08-27 | 771.10 | ±4.24 | 0.55% | 1.0354 | 770.0 | 770.04 | NEGATIVE_GAMMA |
| 2026-08-26 | 766.08 | ±4.93 | 0.64% | 1.1016 | 767.0 | 766.85 | NEGATIVE_GAMMA |
| 2026-08-25 | 765.91 | ±3.85 | 0.50% | 1.0488 | 766.0 | 765.53 | NEGATIVE_GAMMA |
| 2026-08-24 | 763.47 | ±3.22 | 0.42% | 1.2751 | 764.0 | 766.9 | NEGATIVE_GAMMA |
| 2026-08-21 | 765.72 | ±3.38 | 0.44% | 1.1624 | 766.0 | 768.15 | NEGATIVE_GAMMA |
| 2026-08-20 | 762.60 | ±4.30 | 0.56% | 1.3953 | 770.0 | 768.15 | NEGATIVE_GAMMA |
| 2026-08-19 | 769.06 | ±3.36 | 0.44% | 1.1748 | 770.0 | — | — |
| 2026-08-18 | 767.45 | ±3.57 | 0.47% | 1.4134 | 769.0 | 773.28 | POSITIVE_GAMMA |
| 2026-08-17 | 772.67 | ±2.85 | 0.37% | 1.3266 | 776.0 | 773.28 | POSITIVE_GAMMA |
| 2026-08-14 | 776.34 | ±3.07 | 0.40% | 1.1311 | 777.0 | — | — |
| 2026-08-13 | 777.88 | ±3.24 | 0.42% | 0.9507 | 780.0 | — | — |
| 2026-08-12 | 772.49 | ±3.50 | 0.45% | 1.1579 | 774.0 | 773.19 | POSITIVE_GAMMA |
| 2026-08-11 | 770.56 | ±4.54 | 0.59% | 1.0733 | 774.0 | 773.19 | POSITIVE_GAMMA |
| 2026-08-10 | 773.03 | ±3.24 | 0.42% | 1.1048 | 773.0 | 769.59 | POSITIVE_GAMMA |