File: SPYETFCLIPPED · 2026-11-05
SPYSPDR S&P 500 ETF Trust
733.00
−4.4%
±1.5%into Nov 6721.91–744.09±4.0%monthly703.61–762.39Pullback · —Knife · —Momentum · —DP short-vol · 56% ▴ above 20d
Price · 6 months · daily
6m high779.09
6m low723.57
Vol vs 20d avg3.1× · heavy
Off 52-wk high-5.9%
SPY dark pool FINRA · T+1
Short-vol ratio56% · above 20d
Off-exchange share33%
vs own 1-yr (z)0.2
SPY sector RS
No sector benchmark series for this name.
SPY gamma profile CBOE delayed
Call wall745.00
Zero-gamma767.00
Put wall725.00
Spot vs zero-γ4.4% below
Dealer postureshort gamma · chases moves
nearest expiry 2026-11-06 · as of 2026-11-05 · heuristics · full profile →
SPY fundamentals SEC filings · TTM
No fundamentals for this name.
SPY earnings reactions two-session move
No earnings reactions for this name.
SPY dividends per share · Yahoo · SEC
No dividends for this name.
SPY gamma history nightly
25 Sep → 5 Nov · full history →
SPY session over session 4 Nov → 5 Nov
Expected move · monthly 20 Nov4.01%+1.69 pp
Call wall moved770.00 → 800.00
Put wall moved767.00 → 740.00
full listed chain, a separate capture from the gamma panel · CBOE delayed
Auto-note //Sitting below zero-gamma (767.00) — dealer hedging chases moves below it. The 745.00 call wall is the nearest-expiry ceiling heuristic; 725.00 is the floor. Options price ±1.5% into Nov 6. Dark-pool short volume at 56% and above vs its 20-day.
Composed from the nightly pipelines — every panel degrades independently when its dataset is missing. Heuristics labeled as heuristics; not investment advice.