SPY Trading Analysis - 10/27/2026 04:36 PM — TRU-SENTIMENT

SPY (State Street SPDR S&P 500 ETF Trust) at $769.88. True Sentiment Balanced, delta 40-60 call 56% / put 44%, call $176,757,203 vs put $138,041,094. RSI 45.5.

TRU-SENTIMENT · DeltaNeutral

SPY Trading Analysis - 10/27/2026 04:36 PM — TRU-SENTIMENT

Options chain · Stock chart · Baseline chart

SPY (State Street SPDR S&P 500 ETF Trust) at $769.88. True Sentiment Balanced, delta 40-60 call 56% / put 44%, call $176,757,203 vs put $138,041,094. RSI 45.5.

Symbol
SPY
Price
$769.88
Article bias (separate from True Sentiment)
neutral
Conviction
medium
Published
2026-10-27 16:36:00 ET
Author
DeltaNeutral staff

TRUE SENTIMENT ANALYSIS (DELTA 40-60 OPTIONS)

True Sentiment Analysis (Delta 40-60 Options)

From the embedded True Sentiment Options data:

Call Dollar Volume: $176,757,203.00 (56.10%) Put Dollar Volume: $138,041,094.00 (43.90%) Total: $314,798,297.00

Sentiment is classified as Balanced. Call contracts (1,300,871) exceeded put contracts (921,772) and call trades (333) exceeded put trades (280), but the 56/44 split is not conclusively directional. Pure directional conviction (delta 40-60 filter, 4.90% of total options) yields a balanced read. This aligns with the neutral MACD/RSI and the spread engine's "no_recommendation" due to balanced sentiment. No divergence is seen versus price, as both price and flow are non-committal.

Key Statistics: SPY

$769.66 +0.54%
52-Week Range
$629.28 - $781.62
Market Cap
$817.06B
P/E (TTM)
N/A
PEG Ratio
N/A
Beta
1.00
Next Earnings
N/A
Avg Volume
$31.85M
Dividend Yield
0.01%

Fundamental Snapshot

Valuation

Market cap$817.06B
Shares outstanding1,061.6M

Dividend

Dividend yield1.00%
Annual dividend$7.58
Ex-dividend date2026-09-18

Risk & range

Beta1.00
52-week low$629.28
52-week high$781.62
Historical volatility10.5%

Ownership & trading

Institutional ownership1.5%
Average daily volume40.0M sh

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