SPYCNOV 5Open interest change
Open interest in SPY calls expiring Nov 5 (1 week out) rose 10,508 at the Oct 26 settlement
4,671 to 15,179 contracts between the Oct 23 and Oct 26 settlements, 225% of the prior figure.
SPY · CALLS · OCT 27Settled
Open interest in SPY calls expiring Oct 27 rose 64,766 at the Oct 26 settlement
As of . Source: settlement open interest archive.
On the page at squawkflow.com/options-flow/2026-10-26/spy-calls-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 26, 2026.
83,223 to 147,989 contracts between the Oct 23 and Oct 26 settlements, 78% of the prior figure.
Evidence
| Measure | Value |
|---|---|
| Open interest, earlier settlement | 83,223 |
| Open interest, later settlement | 147,989 |
| Change (contracts) | +64,766 |
| Change as a share of the earlier figure | 78% |
| Earlier settlement | Oct 23, 2026 |
| Later settlement | Oct 26, 2026 |
| Days to expiry | 1 |
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: 64,766; Change as a share of the earlier figure: 0.7782
- Contracts traded behind each figure
- Open interest changed: 97
- Baseline
- median absolute open interest change share, contracts within a week: 0.2894
- 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 26, 2026
All SPY snapshots on the hub- SPYPNOV 20Put/call by expiry
SPY puts expiring Nov 20 traded 7.0x the calls, vs a 1.4x median
The median is SPY's put/call volume ratio for contracts 1 to 3 months out over the last 12 sessions. 60,185 put and 8,552 call contracts by 10:17 ET on Oct 26, 2026. Tracked: up to 40 strikes around the money across 34 expirations.
- SPYPOCT 30Put/call by expiry
SPY puts expiring Oct 30 traded 4.6x the calls, vs a 1.2x median
The median is SPY's put/call volume ratio for contracts within a week over the last 12 sessions. 138,729 put and 30,094 call contracts by 10:12 ET on Oct 26, 2026. Tracked: up to 40 strikes around the money across 34 expirations.
- SPYP763OCT 26Volume vs open interest
SPY 763 puts expiring Oct 26 (same day) traded 5.0x their open interest
SPY puts expiring that date in the strikes we track traded 0.5x their open interest, by 09:42 ET on Oct 26, 2026. Tracked: up to 40 strikes around the money across 34 expirations.
- SPYPNOV 6Put/call by expiry
SPY puts expiring Nov 6 (2 weeks out) traded 9.9x the calls, vs a 1.2x median
The median is SPY's put/call volume ratio for contracts 1 to 3 weeks out over the last 12 sessions. 11,173 put and 1,123 call contracts by 09:37 ET on Oct 26, 2026. Tracked: up to 40 strikes around the money across 34 expirations.
- SPYNear vs far dates
SPY put/call volume ratio held at 0.87 within 3 weeks, against 1.86 1 to 3 months out
Within 3 weeks: 151,354 put and 174,389 call contracts. 1 to 3 months out: 4,602 put and 2,473 call contracts. By 09:37 ET on Oct 26, 2026. Tracked: up to 40 strikes around the money across 34 expirations.