XLFCMAR 31 '27Open interest change
Open interest in XLF calls expiring Mar 31, 2027 rose 3,714 at the Oct 15 settlement
6,618 to 10,332 contracts between the Oct 14 and Oct 15 settlements, 56% of the prior figure.
XLF · PUTS · DEC 15 '28Settled
Open interest in XLF puts expiring Dec 15, 2028 rose 76,464 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/xlf-puts-dec-15-2028-open-interest-change. Source: Cboe settlement open interest archive.
339,244 to 415,708 contracts between the Oct 14 and Oct 15 settlements, 23% of the prior figure.
Evidence
| Measure | Value |
|---|---|
| Open interest, earlier settlement | 339,244 |
| Open interest, later settlement | 415,708 |
| Change (contracts) | +76,464 |
| Change as a share of the earlier figure | 23% |
| Earlier settlement | Oct 14, 2026 |
| Later settlement | Oct 15, 2026 |
| Days to expiry | 792 |
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: 76,464; Change as a share of the earlier figure: 0.2254
- Contracts traded behind each figure
- Open interest changed: 7
- Baseline
- median absolute open interest change share, contracts more than 3 months out: 0.0046
- 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.