SPY signal record for July 24, 2026

Each field below is stored at the moment the signal fires and is never edited afterward. Prices are SPY itself, measured from one-minute bars, not option quotes unless a row says otherwise.

Detected

3:01 PM ET

The minute the model flagged the activity. Fixed on detection and never edited afterward.

Direction

Put

Unusual activity in SPY put options. It records which side of the options tape moved, not who bought or sold.

Strike price

$739.00

The price at which the contract can be exercised.

Expiration

Same trading day

A 0DTE contract, with only the rest of the session for a move to play out.

SPY at detection

$740.86

The one-minute bar open at the detection minute. Every figure below is measured from this price.

Recorded close

$739.69 at 3:10 PM ET

Where the observation ended, in the same session. Nothing in this archive is held overnight.

Observed move

+0.16% in the signal's direction

How far SPY travelled between those two prices. This is the price of SPY, not the price of the option.

Session low

$739.58 at 11:10 AM ET

The most favorable point reached before the recorded close, +0.17% from detection. Capturing it would have required exiting at the exact extreme.

Estimated return

+17.4%

Derived from the underlying's move with a fixed leverage proxy, because no option quote was recorded. Not profit and loss.