SPY Fail-to-Deliver
State Street SPDR S&P 500 ETF Trust (SPY) operates in the Financial Services sector, specifically the Asset Management industry, with a market capitalization near $765.22B, listed on AMEX, carrying a beta of 1.00 to the broader market. The State Street SPDR S&P 500 ETF Trust seeks to provide investment results that, before expenses, correspond generally to the price and yield performance of the S&P 500 Index (the “Index”)The S&P 500 Index is a diversified large cap U. public since 1993-01-29.
Fail-to-deliver (FTD) data from the SEC tracks settlement failures where shares were not delivered within the standard settlement period. Persistent FTDs may indicate naked short selling or settlement issues and are monitored by regulators.
- Latest Date
- 2026-04-30
- Latest FTD Quantity
- 271.3K
- Latest Price
- $711.58
- 30-Day Avg FTD
- 353.3K
- 30-Day Total FTD
- 10.6M
Showing 30 days of SEC fail-to-deliver data for State Street SPDR S&P 500 ETF Trust.
Learn how fails-to-deliver is reported and how to read the data →
SPY most-active contracts
| Type | Strike | Expiration | Volume | OI | IV | Bid | Ask |
|---|---|---|---|---|---|---|---|
| CALL | $740.00 | May 19, 2026 | 78.8K | 2.4K | 14.5% | $1.35 | $1.37 |
| CALL | $820.00 | Mar 19, 2027 | 75.3K | 74.5K | 15.0% | $18.49 | $18.64 |
| PUT | $736.00 | May 19, 2026 | 69.8K | 1.8K | 15.6% | $1.57 | $1.58 |
| PUT | $710.00 | May 29, 2026 | 66.7K | 126.4K | 19.6% | $1.47 | $1.49 |
| CALL | $738.00 | May 19, 2026 | 64.2K | 1.1K | 15.0% | $2.29 | $2.30 |
| PUT | $735.00 | May 19, 2026 | 61.6K | 4.8K | 15.9% | $1.26 | $1.28 |
| PUT | $675.00 | May 29, 2026 | 58.3K | 61.7K | 26.3% | $0.30 | $0.31 |
| PUT | $700.00 | Jun 5, 2026 | 56.9K | 35.3K | 20.4% | $1.82 | $1.85 |
| PUT | $725.00 | Jun 5, 2026 | 56.4K | 4.4K | 16.9% | $5.27 | $5.31 |
| CALL | $737.00 | May 19, 2026 | 55.4K | 871 | 15.3% | $2.84 | $2.88 |
Top 10 contracts from the institutional-grade nightly options scan; ranked by volume within the broader S&P 500/400/600 + ETF universe.
Frequently asked SPY fail to deliver questions
- What is the latest SPY fail-to-deliver count?
- As of Apr 30, 2026, State Street SPDR S&P 500 ETF Trust (SPY) fail-to-deliver quantity is 271.3K shares, with a 30-day average of 353.3K shares. The SEC publishes FTD data twice monthly: first-half data at month-end, second-half around the 15th of the following month.
- What is the FTD aggregate net balance?
- FTD figures represent the aggregate net balance in NSCC's Continuous Net Settlement (CNS) system, not the gross failed-share count. The published numbers run 2-6 weeks stale relative to the underlying settlement date.
- How do SPY FTDs affect options pricing?
- Persistent FTDs flag hard-to-borrow conditions that distort put-call parity: in HTB names, synthetic long stock (long call + short put at the same strike) trades below the frictionless-parity price by approximately the borrow rebate. The discount equals the lending revenue forgone by holding the synthetic instead of actual shares. Reg SHO threshold-list inclusion follows from sustained FTD persistence.