SPYPNOV 4Open interest change
Open interest in SPY puts expiring Nov 4 (1 week out) rose 29,567 at the Oct 28 settlement
37,100 to 66,667 contracts between the Oct 27 and Oct 28 settlements, 80% of the prior figure.
SPY · CALLS · OCT 29Settled
Open interest in SPY calls expiring Oct 29 rose 66,772 at the Oct 28 settlement
As of . Source: settlement open interest archive.
On the page at squawkflow.com/options-flow/2026-10-28/spy-calls-oct-29-2026-open-interest-change: the evidence table and the rule this settlement figure passed; and up to six other SPY snapshots from Oct 28, 2026.
57,912 to 124,684 contracts between the Oct 27 and Oct 28 settlements, 115% of the prior figure.
Evidence
| Measure | Value |
|---|---|
| Open interest, earlier settlement | 57,912 |
| Open interest, later settlement | 124,684 |
| Change (contracts) | +66,772 |
| Change as a share of the earlier figure | 115% |
| Earlier settlement | Oct 27, 2026 |
| Later settlement | Oct 28, 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: 66,772; Change as a share of the earlier figure: 1.153
- Contracts traded behind each figure
- Open interest changed: 93
- 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 28, 2026
All SPY snapshots on the hub- SPYCNOV 2Put/call by expiry
SPY calls outnumbered puts 1.6 to 1 expiring Nov 2, vs a 0.8 median
The median is SPY's call/put volume ratio for contracts within a week over the last 14 sessions. 4,819 call and 3,017 put contracts by 09:57 ET on Oct 28, 2026. Tracked: up to 40 strikes around the money across 34 expirations.
- SPYP771OCT 28Volume vs open interest
SPY 771 puts expiring Oct 28 (same day) traded 5.9x their open interest
SPY puts expiring that date in the strikes we track traded 1.1x their open interest, by 09:42 ET on Oct 28, 2026. Tracked: up to 40 strikes around the money across 34 expirations.
- SPYPNOV 4Put/call by expiry
SPY puts expiring Nov 4 (1 week out) traded 7.5x the calls, vs a 1.3x median
The median is SPY's put/call volume ratio for contracts 1 to 3 weeks out over the last 14 sessions. 4,539 put and 606 call contracts by 09:32 ET on Oct 28, 2026. Tracked: up to 40 strikes around the money across 34 expirations.
- SPYOCT 28Same-day share
Same-day contracts accounted for 69% of tracked SPY option volume by 09:32 ET
65,290 of 95,142 tracked contracts on Oct 28, 2026, puts 31,689 and calls 33,601. Tracked: up to 40 strikes around the money across 34 expirations.