SPY Quant Signals WEEKLY V2 2025-08-03

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SPY Weekly Analysis Summary (2025-08-03)

1. Summary of Key Points from Weekly Options Flow Analysis

Market Condition: SPY is currently at $621.72, showing a neutral sentiment with total call and put volumes both at 0. The call/put ratio of 1.00 indicates no prevailing bias.

Gamma & Time Decay: Currently, the gamma risk is low, while time decay is rated as moderate, suggesting that options positions won't decay too quickly while certain strategies may benefit from it.

Put Options: Open interest is significant for the $620 put at 15,419 contracts indicating a substantial defensive position that might imply bearish sentiment. The highest put premium near current prices is around $5.15, while the rest have a decreasing premium suggesting there might be a threshold for profit taking or hedging.

Call Options: The most attention-grabbing call is at the $635 strike with a premium of $0.93. Open interest is comparable but indicates weaker expectations for price movement upward.