# Unusual options activity, Oct 9, 2026

As of Oct 9, 2026, 16:14 ET, the largest estimated premium on SquawkFlow's unusual options activity board was in NVDA calls expiring October 16, 2026: about $242.0M on 347,368 contracts in the strikes we track. TSLA puts expiring October 9, 2026 traded 11.0x their prior open interest, the most on the board. SquawkFlow had published 115 snapshots for Oct 9, 2026, from its delayed options chain scan of 21 symbols and its nightly settlement open interest archive. Chain figures are session totals in the strikes we track, published at least 15 minutes after capture; settlement figures are open interest counts; none is an individual trade.

This is the Oct 9, 2026 session: the current session has no published snapshot yet.

Intraday universe (fixed list): SPX, SPY, QQQ, IWM, AAPL, MSFT, NVDA, TSLA, META, AMZN, GOOGL, AMD, NFLX, COIN, PLTR, BAC, JPM, GS, XOM, V, SOFI. Each is measured over the strikes its chain capture holds (up to 40 around the money per expiration), not every listed strike.

Full session page: https://squawkflow.com/options-flow/2026-10-09 (markdown: https://squawkflow.com/options-flow/2026-10-09.md).

## Newest snapshots

| As of (ET) | Ticker | Kind | Snapshot | Permalink |
|---|---|---|---|---|
| Oct 9, 2026, 15:44 ET | COIN | Put/call by expiry | COIN calls outnumbered puts 3.3 to 1 in contracts expiring Jan 15, 2027 | https://squawkflow.com/options-flow/2026-10-09/coin-calls-jan-15-2027-put-call-skew |
| Oct 9, 2026, 15:08 ET | GOOGL | Near vs far dates | GOOGL put/call volume ratio held at 0.32 within 3 weeks, against 0.66 1 to 3 months out | https://squawkflow.com/options-flow/2026-10-09/googl-term-structure |
| Oct 9, 2026, 14:56 ET | IWM | Put/call by expiry | IWM calls outnumbered puts 3.4 to 1 in contracts expiring Oct 13 | https://squawkflow.com/options-flow/2026-10-09/iwm-calls-oct-13-2026-put-call-skew |
| Oct 9, 2026, 14:34 ET | NFLX | Put/call by expiry | NFLX puts expiring Dec 15, 2028 traded 5.0x the calls on that date | https://squawkflow.com/options-flow/2026-10-09/nflx-puts-dec-15-2028-put-call-skew |
| Oct 9, 2026, 14:21 ET | GS | Put/call by expiry | GS calls outnumbered puts 2.5 to 1 in contracts expiring Oct 16 (1 week out) | https://squawkflow.com/options-flow/2026-10-09/gs-calls-oct-16-2026-put-call-skew |
| Oct 9, 2026, 14:09 ET | JPM | Put/call by expiry | JPM calls outnumbered puts 4.3 to 1 in contracts expiring Dec 18 | https://squawkflow.com/options-flow/2026-10-09/jpm-calls-dec-18-2026-put-call-skew |
| Oct 9, 2026, 14:07 ET | GS | Near vs far dates | GS put/call volume ratio held at 0.49 within 3 weeks, against 0.98 1 to 3 months out | https://squawkflow.com/options-flow/2026-10-09/gs-term-structure |
| Oct 9, 2026, 14:05 ET | IWM | Put/call by expiry | IWM puts expiring Dec 18 traded 3.3x the calls on that date | https://squawkflow.com/options-flow/2026-10-09/iwm-puts-dec-18-2026-put-call-skew |
| Oct 9, 2026, 14:05 ET | AAPL | Put/call by expiry | AAPL puts expiring Nov 27 traded 8.4x the calls on that date | https://squawkflow.com/options-flow/2026-10-09/aapl-puts-nov-27-2026-put-call-skew |
| Oct 9, 2026, 13:56 ET | NVDA | Put/call by expiry | NVDA puts expiring Feb 19, 2027 traded 25.0x the calls on that date | https://squawkflow.com/options-flow/2026-10-09/nvda-puts-feb-19-2027-put-call-skew |
| Oct 9, 2026, 13:40 ET | IWM | Put/call by expiry | IWM calls outnumbered puts 15.7 to 1 in contracts expiring Nov 13 | https://squawkflow.com/options-flow/2026-10-09/iwm-calls-nov-13-2026-put-call-skew |
| Oct 9, 2026, 13:34 ET | SOFI | Put/call by expiry | SOFI calls outnumbered puts 2.6 to 1 in contracts expiring Oct 30 (3 weeks out) | https://squawkflow.com/options-flow/2026-10-09/sofi-calls-oct-30-2026-put-call-skew |
| Oct 9, 2026, 13:20 ET | NFLX | Put/call by expiry | NFLX puts expiring Nov 20 traded 3.2x the calls on that date | https://squawkflow.com/options-flow/2026-10-09/nflx-puts-nov-20-2026-put-call-skew |
| Oct 9, 2026, 13:19 ET | SOFI | Volume vs open interest | SOFI 32 calls expiring Nov 20 traded 5.0x their open interest | https://squawkflow.com/options-flow/2026-10-09/sofi-32-calls-nov-20-2026-volume-vs-open-interest |
| Oct 9, 2026, 13:08 ET | GOOGL | Volume vs open interest | GOOGL 352.5 calls expiring Oct 9 (same day) traded 5.0x their open interest | https://squawkflow.com/options-flow/2026-10-09/googl-352p5-calls-oct-9-2026-volume-vs-open-interest |
| Oct 9, 2026, 13:04 ET | QQQ | Put/call by expiry | QQQ puts expiring Dec 18 traded 34.3x the calls on that date | https://squawkflow.com/options-flow/2026-10-09/qqq-puts-dec-18-2026-put-call-skew |
| Oct 9, 2026, 13:04 ET | SOFI | Put/call by expiry | SOFI calls outnumbered puts 3.6 to 1 in contracts expiring Mar 19, 2027 | https://squawkflow.com/options-flow/2026-10-09/sofi-calls-mar-19-2027-put-call-skew |
| Oct 9, 2026, 12:59 ET | SOFI | Put/call by expiry | SOFI calls outnumbered puts 3.3 to 1 in contracts expiring Jan 15, 2027 | https://squawkflow.com/options-flow/2026-10-09/sofi-calls-jan-15-2027-put-call-skew |
| Oct 9, 2026, 12:43 ET | MSFT | Put/call by expiry | MSFT calls outnumbered puts 2.5 to 1 in contracts expiring Oct 30 (3 weeks out) | https://squawkflow.com/options-flow/2026-10-09/msft-calls-oct-30-2026-put-call-skew |
| Oct 9, 2026, 12:41 ET | AMZN | Put/call by expiry | AMZN calls outnumbered puts 19.9 to 1 in contracts expiring Oct 30 (3 weeks out) | https://squawkflow.com/options-flow/2026-10-09/amzn-calls-oct-30-2026-put-call-skew |
| Oct 9, 2026, 12:14 ET | V | Put/call by expiry | V calls outnumbered puts 3.9 to 1 in contracts expiring Jan 15, 2027 | https://squawkflow.com/options-flow/2026-10-09/v-calls-jan-15-2027-put-call-skew |
| Oct 9, 2026, 11:59 ET | XOM | Put/call by expiry | XOM calls outnumbered puts 3.3 to 1 in contracts expiring Oct 16 (1 week out) | https://squawkflow.com/options-flow/2026-10-09/xom-calls-oct-16-2026-put-call-skew |
| Oct 9, 2026, 11:59 ET | XOM | Put/call by expiry | XOM calls outnumbered puts 3.1 to 1 in contracts expiring Oct 9 (same day) | https://squawkflow.com/options-flow/2026-10-09/xom-calls-oct-9-2026-put-call-skew |
| Oct 9, 2026, 11:54 ET | COIN | Put/call by expiry | COIN puts expiring Dec 18 traded 2.6x the calls on that date | https://squawkflow.com/options-flow/2026-10-09/coin-puts-dec-18-2026-put-call-skew |
| Oct 9, 2026, 11:53 ET | GOOGL | Put/call by expiry | GOOGL calls outnumbered puts 3.8 to 1 in contracts expiring Oct 12 | https://squawkflow.com/options-flow/2026-10-09/googl-calls-oct-12-2026-put-call-skew |

## Biggest estimated premium by ticker, expiry and type

| Ticker, expiry, type | Est. premium (USD) | Volume (contracts) | Prior open interest |
|---|---:|---:|---:|
| NVDA Oct 16 C | $242.0M | 347,368 | 834,292 |
| PLTR Oct 9 C | $198.0M | 404,684 | 146,681 |
| SPY Oct 12 C | $118.8M | 573,145 | 98,471 |
| PLTR Oct 16 C | $102.2M | 187,937 | 135,478 |
| TSLA Oct 9 C | $97.2M | 1,619,757 | 186,705 |
| TSLA Oct 16 C | $94.6M | 197,607 | 174,145 |
| AMZN Oct 9 C | $87.3M | 404,961 | 146,907 |
| TSLA Oct 9 P | $70.7M | 978,422 | 89,093 |
| AAPL Oct 9 C | $67.7M | 593,648 | 163,865 |
| QQQ Oct 12 C | $59.9M | 310,012 | 70,118 |

## Volume vs prior open interest by ticker, expiry and type (open interest >= 5,000)

| Ticker, expiry, type | Volume / prior OI | Volume (contracts) | Prior open interest |
|---|---:|---:|---:|
| TSLA Oct 9 P | 11.0x | 978,422 | 89,093 |
| TSLA Oct 12 C | 9.5x | 280,879 | 29,619 |
| TSLA Oct 12 P | 8.8x | 164,523 | 18,698 |
| TSLA Oct 9 C | 8.7x | 1,619,757 | 186,705 |
| AAPL Oct 12 C | 8.0x | 153,549 | 19,293 |
| SPY Oct 12 P | 6.3x | 928,820 | 148,297 |
| AMZN Oct 12 C | 6.0x | 113,728 | 18,956 |
| SPY Oct 12 C | 5.8x | 573,145 | 98,471 |
| AAPL Oct 12 P | 5.3x | 85,451 | 16,158 |
| META Oct 9 P | 5.2x | 183,220 | 35,343 |

## Put/call volume ratio by ticker and expiry (volume >= 5,000)

| Ticker, expiry | Put/call volume ratio | Put contracts | Call contracts |
|---|---:|---:|---:|
| BAC Jan 19 '29 | 93.40 | 8,032 | 86 |
| NVDA Feb 19 '27 | 21.29 | 79,374 | 3,728 |
| AAPL Nov 27 | 7.31 | 10,967 | 1,501 |
| NVDA Jan 15 '27 | 3.76 | 118,556 | 31,533 |
| BAC Nov 20 | 2.70 | 13,136 | 4,869 |
| SOFI Jun 17 '27 | 0.04 | 201 | 5,522 |
| BAC Oct 23 | 0.07 | 1,144 | 15,643 |
| SOFI Nov 20 | 0.08 | 10,199 | 121,932 |
| AMZN Oct 30 | 0.12 | 7,555 | 64,126 |
| BAC Oct 9 | 0.13 | 4,029 | 30,314 |

13 cells withheld: fewer than 3 traded contracts.

## Open interest rose at the latest settlement, by ticker, expiry and type (2026-10-08)

| Ticker, expiry, type | Change (contracts) | Open interest |
|---|---:|---:|
| XLF Nov 20 P | +132,494 | 574,375 |
| SPX Oct 9 C | +87,205 | 256,248 |
| EWZ Jan 15 '27 C | +58,045 | 584,724 |
| XLF Oct 16 C | +51,274 | 418,310 |
| MDT Oct 16 C | +33,994 | 118,001 |
| BAC Nov 20 P | +30,345 | 126,189 |
| MDT Oct 16 P | +26,783 | 61,820 |
| XLE Nov 20 C | +26,265 | 144,813 |
| QQQ Nov 13 P | +21,900 | 36,695 |
| NVDA Oct 12 P | +21,630 | 54,898 |

Open interest change, not trades; it does not say which side opened or closed.

## Limits

- **Delayed at least 15 minutes.** Every figure is published at least 15 minutes after the chain capture it describes, and stamped with that capture time in Eastern time.
- **21 symbols intraday, about 200 end of day.** Intraday snapshots cover a fixed list of 21 symbols (major stocks, ETFs and the SPX index), not every optionable symbol. Open interest changes cover about 200 symbols from the nightly Cboe settlement archive.
- **The strikes we track, not the full book.** A chain capture is a window: up to 40 strikes around the money in each expiration from the Schwab chain, or every strike in the nearest expirations from the Cboe delayed chain. Totals, shares and ratios describe the strikes captured, and each snapshot states its own coverage.
- **Thin cells are withheld.** Every published total, ratio and share rests on at least 3 traded contracts (volume above zero; for open interest change, contracts whose open interest changed). A call or put side of one expiry below that is left out of every figure, shown as withheld, and counted in a footnote, so no difference between published numbers recovers it.
- **Session totals, not trades.** Volume is the session total read from chain snapshots, aggregated to ticker, expiry and call or put. There is no trade-by-trade record behind it, and no single trade is shown.
- **No buyer, seller or direction.** A chain cannot say who bought or sold, whether a contract was opened or closed, or whether it was one leg of a spread. Calls can be sold and puts can hedge stock, so no snapshot carries a direction.
- **Premium is an estimate.** Estimated premium is volume times the quote midpoint times 100 shares. It is labelled "est." wherever it appears.
- **Open interest arrives the next day.** Open interest is the prior settlement figure. Whether contracts stayed open is only known after the next settlement, which is when each snapshot gets its follow-up.

## Method

Each snapshot is one templated sentence computed from options chain snapshots aggregated to ticker, expiry and call or put totals, each over at least 3 traded contracts. The sentence is generated by fixed rules, never written by a model, and it never changes once published: a template fix applies only to new snapshots.

## Questions

**Is this options activity real time?** No. Every snapshot is published at least 15 minutes after the options chain capture it describes, and carries that capture time in Eastern time. During regular US market hours new snapshots appear as new chain captures arrive.

**Which tickers are covered?** Intraday: SPX, SPY, QQQ, IWM, AAPL, MSFT, NVDA, TSLA, META, AMZN, GOOGL, AMD, NFLX, COIN, PLTR, BAC, JPM, GS, XOM, V, SOFI, each over the strikes its chain capture holds (up to 40 around the money per expiration), not every listed strike. After each settlement, open interest change snapshots cover about 200 symbols from SquawkFlow's nightly Cboe settlement archive. Symbols outside these lists are not scanned.

**Does this show individual trades, or who bought and who sold?** No. The figures are session totals aggregated from delayed options chain snapshots to ticker, expiry and call or put. A chain carries no trade tape, so it cannot show individual trades, the buyer or seller, whether a position was opened or closed, or whether a contract was part of a spread.

**Why does a call or put side show as withheld?** Every published figure is computed over at least 3 traded contracts. When one side of an expiry had fewer than 3 contracts with volume, that side is left out of all totals, ratios and shares and labelled withheld, and the page counts how many cells were withheld. A ratio needs both sides, so it is hidden when either is withheld.

**What makes a snapshot fire?** A fixed rule clearing a stated threshold, for example put/call volume of at least 2.5 to 1 in one expiry, or one strike trading at least 5 times its prior open interest with at least 1,000 contracts open. Each snapshot page shows the rule, the numbers that cleared it and the baseline it was compared against.

**What happens after a snapshot is published?** After the next settlement the snapshot page adds the open interest change for the same contracts, and after expiry it adds where the underlying settled against the strike. These follow-ups are facts, written the same way whatever the outcome, and are never added to a snapshot published after the fact.

## Previous sessions

- https://squawkflow.com/options-flow/2026-10-08
- https://squawkflow.com/options-flow/2026-10-07
- https://squawkflow.com/options-flow/2026-10-06

## Citation

Source: SquawkFlow, https://squawkflow.com/options-flow
Retrieved: 2026-10-11 12:04 ET
Attribution: cite the page URL rather than a copied number. Levels are
recomputed every session, so a number without its date is wrong within a day.

SquawkFlow publishes market-structure data and education. Nothing here is
investment advice, a price target or a recommendation, and we have no order
execution.