XLPPNOV 20Open interest change
Open interest in XLP puts expiring Nov 20 rose 37,740 at the Oct 28 settlement
173,611 to 211,351 contracts between the Oct 27 and Oct 28 settlements, 22% of the prior figure.
XLP · CALLS · DEC 18Settled
Open interest in XLP calls expiring Dec 18 rose 10,927 at the Oct 28 settlement
As of . Source: settlement open interest archive.
On the page at squawkflow.com/options-flow/2026-10-28/xlp-calls-dec-18-2026-open-interest-change: the evidence table and the rule this settlement figure passed; and up to six other XLP snapshots from Oct 28, 2026.
40,445 to 51,372 contracts between the Oct 27 and Oct 28 settlements, 27% of the prior figure.
Evidence
| Measure | Value |
|---|---|
| Open interest, earlier settlement | 40,445 |
| Open interest, later settlement | 51,372 |
| Change (contracts) | +10,927 |
| Change as a share of the earlier figure | 27% |
| Earlier settlement | Oct 27, 2026 |
| Later settlement | Oct 28, 2026 |
| Days to expiry | 51 |
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: 10,927; Change as a share of the earlier figure: 0.2702
- Contracts traded behind each figure
- Open interest changed: 18
- Baseline
- median absolute open interest change share, contracts 1 to 3 months out: 0.046
- 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.