SPYPNOV 11Open interest change
Open interest in SPY puts expiring Nov 11 (2 weeks out) rose 4,088 at the Oct 29 settlement
1,752 to 5,840 contracts between the Oct 28 and Oct 29 settlements, 233% of the prior figure.
SPY · CALLS · NOV 4Settled
Open interest in SPY calls expiring Nov 4 rose 22,596 at the Oct 29 settlement
As of . Source: settlement open interest archive.
On the page at squawkflow.com/options-flow/2026-10-29/spy-calls-nov-4-2026-open-interest-change: the evidence table and the rule this settlement figure passed; and up to six other SPY snapshots from Oct 29, 2026.
16,686 to 39,282 contracts between the Oct 28 and Oct 29 settlements, 135% of the prior figure.
Evidence
| Measure | Value |
|---|---|
| Open interest, earlier settlement | 16,686 |
| Open interest, later settlement | 39,282 |
| Change (contracts) | +22,596 |
| Change as a share of the earlier figure | 135% |
| Earlier settlement | Oct 28, 2026 |
| Later settlement | Oct 29, 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: 22,596; Change as a share of the earlier figure: 1.3542
- Contracts traded behind each figure
- Open interest changed: 89
- Baseline
- median absolute open interest change share, contracts within a week: 0.309
- 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 29, 2026
All SPY snapshots on the hub- SPYCNOV 4Put/call by expiry
SPY calls outnumbered puts 1.6 to 1 expiring Nov 4, vs a 0.8 median
The median is SPY's call/put volume ratio for contracts within a week over the last 15 sessions. 9,450 call and 5,850 put contracts by 10:02 ET on Oct 29, 2026. Tracked: up to 40 strikes around the money across 35 expirations.
- SPYPNOV 20Put/call by expiry
SPY puts expiring Nov 20 traded 4.4x 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 15 sessions. 6,178 put and 1,419 call contracts by 09:37 ET on Oct 29, 2026. Tracked: up to 40 strikes around the money across 35 expirations.
- SPYC769OCT 29Volume vs open interest
SPY 769 calls expiring Oct 29 (same day) traded 8.0x their open interest
SPY calls expiring that date in the strikes we track traded 1.1x their open interest, by 09:37 ET on Oct 29, 2026. Tracked: up to 40 strikes around the money across 35 expirations.
- SPYNear vs far dates
SPY put/call volume ratio held at 1.30 within 3 weeks, against 3.48 1 to 3 months out
Within 3 weeks: 189,888 put and 146,073 call contracts. 1 to 3 months out: 9,479 put and 2,720 call contracts. By 09:37 ET on Oct 29, 2026. Tracked: up to 40 strikes around the money across 35 expirations.
- SPYOCT 29Same-day share
Same-day contracts accounted for 70% of tracked SPY option volume by 09:32 ET
99,615 of 141,570 tracked contracts on Oct 29, 2026, puts 51,804 and calls 47,811. Tracked: up to 40 strikes around the money across 35 expirations.