SPYPOCT 28Open interest change
Open interest in SPY puts expiring Oct 28 (2 weeks out) rose 13,708 at the Oct 15 settlement
2,987 to 16,695 contracts between the Oct 14 and Oct 15 settlements, 459% of the prior figure.
SPY · PUTS · OCT 19Settled
Open interest in SPY puts expiring Oct 19 rose 201,858 at the Oct 15 settlement
As of . The evidence table and the rule this settlement figure passed are at squawkflow.com/options-flow/2026-10-15/spy-puts-oct-19-2026-open-interest-change. Source: Cboe settlement open interest archive.
93,948 to 295,806 contracts between the Oct 14 and Oct 15 settlements, 215% of the prior figure.
Evidence
| Measure | Value |
|---|---|
| Open interest, earlier settlement | 93,948 |
| Open interest, later settlement | 295,806 |
| Change (contracts) | +201,858 |
| Change as a share of the earlier figure | 215% |
| Earlier settlement | Oct 14, 2026 |
| Later settlement | Oct 15, 2026 |
| Days to expiry | 4 |
Why it fired
- Rule
- |change| >= 10000 or (>= 2000 and >= 50% of prior), and |change share| >= 2.0 x bucket median; prior OI >= 1000
- Values that cleared it
- Change: 201,858; Change as a share of the earlier figure: 2.1486
- Contracts traded behind each figure
- Open interest changed: 92
- Baseline
- median absolute open interest change share, contracts within a week: 0.3759
- Baseline window
- last 20 sessions
- Baseline n
- 20
- Claim level
- 0, a reported fact
What happened next
This snapshot is itself a settlement figure, so it has no follow-up of its own.
More SPY snapshots, Oct 15, 2026
All SPY snapshots on the hub- SPYPOCT 30Put/call by expiry
SPY puts expiring Oct 30 (2 weeks out) traded 5.4x the calls, vs a 1.0x median
The median is SPY's put/call volume ratio for contracts 1 to 3 weeks out over the last 5 sessions. 174,086 put and 32,111 call contracts by 12:17 ET on Oct 15, 2026. Tracked: up to 40 strikes around the money across 34 expirations.
- SPYCMAR 19 '27Put/call by expiry
SPY calls outnumbered puts 1.6 to 1 expiring Mar 19, 2027, vs a 0.7 median
The median is SPY's call/put volume ratio for contracts more than 3 months out over the last 5 sessions. 12,544 call and 7,725 put contracts by 09:57 ET on Oct 15, 2026. Tracked: up to 40 strikes around the money across 34 expirations.
- SPYNear vs far dates
SPY put/call volume ratio held at 1.26 within 3 weeks, against 2.72 1 to 3 months out
Within 3 weeks: 621,207 put and 494,296 call contracts. 1 to 3 months out: 21,788 put and 8,009 call contracts. By 09:52 ET on Oct 15, 2026. Tracked: up to 40 strikes around the money across 34 expirations.
- SPYPNOV 20Put/call by expiry
SPY puts expiring Nov 20 traded 2.8x the calls, vs a 1.3x median
The median is SPY's put/call volume ratio for contracts 1 to 3 months out over the last 5 sessions. 7,610 put and 2,712 call contracts by 09:47 ET on Oct 15, 2026. Tracked: up to 40 strikes around the money across 34 expirations.
- SPYC766OCT 15Volume vs open interest
SPY 766 calls expiring Oct 15 (same day) traded 8.1x their open interest
SPY calls expiring that date in the strikes we track traded 0.6x their open interest, by 09:37 ET on Oct 15, 2026. Tracked: up to 40 strikes around the money across 34 expirations.