SPYPNOV 3Open interest change
Open interest in SPY puts expiring Nov 3 (2 weeks out) rose 8,733 at the Oct 21 settlement
2,617 to 11,350 contracts between the Oct 20 and Oct 21 settlements, 334% of the prior figure.
SPY · PUTS · OCT 27Settled
Open interest in SPY puts expiring Oct 27 rose 60,350 at the Oct 21 settlement
As of . Source: Cboe settlement open interest archive.
On the page at squawkflow.com/options-flow/2026-10-21/spy-puts-oct-27-2026-open-interest-change: the evidence table and the rule this settlement figure passed; and up to six other SPY snapshots from Oct 21, 2026.
43,044 to 103,394 contracts between the Oct 20 and Oct 21 settlements, 140% of the prior figure.
Evidence
| Measure | Value |
|---|---|
| Open interest, earlier settlement | 43,044 |
| Open interest, later settlement | 103,394 |
| Change (contracts) | +60,350 |
| Change as a share of the earlier figure | 140% |
| Earlier settlement | Oct 20, 2026 |
| Later settlement | Oct 21, 2026 |
| Days to expiry | 6 |
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: 60,350; Change as a share of the earlier figure: 1.4021
- Contracts traded behind each figure
- Open interest changed: 82
- Baseline
- median absolute open interest change share, contracts within a week: 0.3412
- 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 21, 2026
All SPY snapshots on the hub- SPYPOCT 30Put/call by expiry
SPY puts expiring Oct 30 (1 week out) traded 10.4x the calls, vs a 1.1x median
The median is SPY's put/call volume ratio for contracts 1 to 3 weeks out over the last 9 sessions. 59,078 put and 5,695 call contracts by 09:47 ET on Oct 21, 2026. Tracked: up to 40 strikes around the money across 33 expirations.
- SPYC771OCT 21Volume vs open interest
SPY 771 calls expiring Oct 21 (same day) traded 6.1x their open interest
SPY calls expiring that date in the strikes we track traded 1.7x their open interest, by 09:42 ET on Oct 21, 2026. Tracked: up to 40 strikes around the money across 33 expirations.
- SPYCOCT 30Put/call by expiry
SPY calls outnumbered puts 2.0 to 1 expiring Oct 30 (1 week out), vs a 0.9 median
The median is SPY's call/put volume ratio for contracts 1 to 3 weeks out over the last 9 sessions. 4,208 call and 2,115 put contracts by 09:42 ET on Oct 21, 2026. Tracked: up to 40 strikes around the money across 33 expirations.
- SPYPOCT 26Put/call by expiry
SPY puts expiring Oct 26 traded 5.0x the calls, vs a 1.2x median
The median is SPY's put/call volume ratio for contracts within a week over the last 9 sessions. 3,084 put and 621 call contracts by 09:32 ET on Oct 21, 2026. Tracked: up to 40 strikes around the money across 33 expirations.
- SPYPOCT 27Put/call by expiry
SPY puts expiring Oct 27 traded 2.7x the calls, vs a 1.2x median
The median is SPY's put/call volume ratio for contracts within a week over the last 9 sessions. 2,039 put and 764 call contracts by 09:32 ET on Oct 21, 2026. Tracked: up to 40 strikes around the money across 33 expirations.