Election 2026: what SPX options price for the Nov 4 session.Election 2026: what SPX options price

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Unusual options activity on Oct 30, 2026

On Oct 30, 2026, SquawkFlow published 154 snapshots of unusual options activity, 154 from delayed options chain data, the newest captured Oct 30, 2026, 16:14 ET: 116 put/call by expiry, 15 volume vs open interest, 2 premium concentration, 10 same-day share, 11 near vs far dates. Figures are session totals and settlement counts, not individual trades, and no snapshot infers a buyer, seller or direction.

On the page at squawkflow.com/options-flow/2026-10-30: all 154 snapshots grouped by kind, each with its own permalink; the boards by ticker, expiry and call or put; and a link to the Oct 29, 2026 session. The next session's snapshots post no earlier than 9:45 ET and are linked from this page.

  • 154
    Snapshots published
  • 5
    Kinds that fired
  • NVDA
    Ticker with the largest est. premium
  • 20
    Tickers with a snapshot

Boards for Oct 30, 2026

Ticker x expiry x call or put totals from the session's last public capture.

Biggest estimated premium

Biggest est. premium by ticker, expiry and type, in the strikes we track. Estimated as volume times the quote midpoint.

Biggest estimated premium. As of Oct 30, 2026, 16:14 ET. Premium in US dollars, estimated; volume and open interest in contracts, in the strikes captured around the money. Session totals from delayed chain snapshots, not individual trades.
#Ticker, expiryEst. premiumVolumePrior OI
1NVDA calls expiring January 15, 2027$336.3M151,5131,248,066
2QQQ calls expiring November 2, 2026$202.2M657,76671,455
3TSLA calls expiring October 30, 2026$193.3M1,056,452197,498
4NVDA calls expiring December 18, 2026$188.6M111,981442,388
5SPY calls expiring November 2, 2026$169.7M709,07268,414
6QQQ puts expiring November 2, 2026$154.3M538,907116,378
7SPY puts expiring November 2, 2026$144.4M896,184115,121
8NVDA calls expiring November 20, 2026$89.5M379,116691,154
9SPY calls expiring November 3, 2026$82.6M207,96343,309
10TSLA calls expiring November 6, 2026$72.7M102,65864,524

14 cells withheld: fewer than 3 traded contracts

Volume against prior open interest

Volume vs prior open interest by ticker, expiry and type (open interest >= 5,000). Session volume in the strikes we track divided by their open interest from the prior settlement.

Volume against prior open interest. As of Oct 30, 2026, 16:14 ET. Premium in US dollars, estimated; volume and open interest in contracts, in the strikes captured around the money. Session totals from delayed chain snapshots, not individual trades.
#Ticker, expiryVolume / OIVolumePrior OI
1TSLA puts expiring October 30, 202610.9x1,058,43297,432
2SPY calls expiring November 2, 202610.4x709,07268,414
3COIN calls expiring November 6, 20269.9x58,5955,926
4QQQ calls expiring November 2, 20269.2x657,76671,455
5SPY puts expiring November 2, 20267.8x896,184115,121
6TSLA puts expiring November 2, 20267.4x136,25818,466
7AMD calls expiring October 30, 20266.6x202,87930,771
8NVDA calls expiring November 2, 20265.5x208,61437,930
9TSLA calls expiring October 30, 20265.3x1,056,452197,498
10AMZN calls expiring November 2, 20265.2x97,52818,916

14 cells withheld: fewer than 3 traded contracts

Put/call extremes by expiry

Put/call volume ratio by ticker and expiry (volume >= 5,000), in the strikes we track. Above 1, more puts than calls traded in that expiry.

Most puts per call

Highest put/call ratios. As of Oct 30, 2026, 16:14 ET. Ratio of put to call contracts traded in one expiry, in the strikes we track.
Ticker, expiryPut/callP / C contracts
PLTR options expiring March 19, 2027, Over 3 months18.5939,365 / 2,118
NFLX options expiring January 19, 2029, Over 3 months7.317,628 / 1,044
AAPL options expiring November 9, 2026, 1 to 3 weeks5.125,420 / 1,059
GOOGL options expiring May 21, 2027, Over 3 months3.984,713 / 1,183
NFLX options expiring January 15, 2027, 1 to 3 months3.8547,488 / 12,350

Most calls per put

Lowest put/call ratios. As of Oct 30, 2026, 16:14 ET. Ratio of put to call contracts traded in one expiry, in the strikes we track.
Ticker, expiryPut/callP / C contracts
META options expiring February 19, 2027, Over 3 months0.04983 / 25,326
AMZN options expiring June 16, 2028, Over 3 months0.07439 / 6,180
XOM options expiring November 20, 2026, 1 to 3 weeks0.112,619 / 24,200
XOM options expiring December 18, 2026, 1 to 3 months0.142,914 / 21,065
SOFI options expiring March 19, 2027, Over 3 months0.192,828 / 14,679

14 cells withheld: fewer than 3 traded contracts

Open interest rose at the settlement

Open interest rose at the latest settlement, by ticker, expiry and type, Oct 29, 2026.

Open interest rose at the latest settlement, by ticker, expiry and type. Change and open interest in contracts. Open interest change, not trades; it does not say which side opened or closed.
Ticker, expiryChangeNow open
TLT calls expiring January 15, 2027+58,7771,436,216
NFLX calls expiring December 18, 2026+45,357479,196
NFLX puts expiring December 18, 2026+44,595436,360
NVDA puts expiring November 2, 2026+36,56168,352
IWM calls expiring November 2, 2026+33,42846,476
ORCL puts expiring December 17, 2027+27,781122,561
ORCL calls expiring November 6, 2026+26,36598,017
RBLX puts expiring October 30, 2026+24,10637,437
INTC calls expiring November 6, 2026+23,262100,306
SPY calls expiring November 4, 2026+22,59639,282

Open interest change, not trades; it does not say which side opened or closed. Every symbol, every strike: biggest open interest changes.

Put/call by expiry

116 snapshots, most notable first

110 more put/call by expiry snapshots

  1. NVDA calls outnumbered puts 8.2 to 1 expiring Dec 18, vs a 1.6 median NVDA, 11:56 ET
  2. NFLX puts expiring Jan 19, 2029 traded 12.9x the calls, vs a 0.8x median NFLX, 13:29 ET
  3. SOFI calls outnumbered puts 11.9 to 1 expiring Dec 18, vs a 4.8 median SOFI, 09:44 ET
  4. NVDA calls outnumbered puts 10.6 to 1 expiring Mar 19, 2027, vs a 1.1 median NVDA, 09:51 ET
  5. QQQ puts expiring Nov 27 traded 9.5x the calls, vs a 1.4x median QQQ, 09:45 ET
  6. MSFT calls outnumbered puts 7.9 to 1 expiring Jan 15, 2027, vs a 1.5 median MSFT, 10:48 ET
  7. NFLX puts expiring Nov 13 (2 weeks out) traded 7.2x the calls, vs a 0.4x median NFLX, 12:05 ET
  8. QQQ puts expiring Nov 20 (3 weeks out) traded 8.7x the calls, vs a 1.2x median QQQ, 09:34 ET
  9. NFLX puts expiring Jan 15, 2027 traded 6.6x the calls, vs a 0.8x median NFLX, 12:05 ET
  10. QQQ puts expiring Dec 11 traded 8.2x the calls, vs a 1.4x median QQQ, 09:40 ET
  11. AMZN calls outnumbered puts 7.7 to 1 expiring Sep 17, 2027, vs a 1.7 median AMZN, 09:46 ET
  12. SPY puts expiring Nov 20 (3 weeks out) traded 7.7x the calls, vs a 1.3x median SPY, 09:32 ET
  13. NFLX calls outnumbered puts 7.3 to 1 expiring Dec 18, vs a 1.3 median NFLX, 10:10 ET
  14. NVDA calls outnumbered puts 6.6 to 1 expiring Dec 17, 2027, vs a 1.1 median NVDA, 10:27 ET
  15. GOOGL calls outnumbered puts 6.8 to 1 expiring Nov 6 (1 week out), vs a 2.5 median GOOGL, 09:38 ET
  16. SPY puts expiring Nov 13 (2 weeks out) traded 7.1x the calls, vs a 1.3x median SPY, 09:32 ET
  17. NFLX calls outnumbered puts 6.7 to 1 expiring Nov 6 (1 week out), vs a 2.2 median NFLX, 09:40 ET
  18. AAPL puts expiring Nov 6 (1 week out) traded 6.3x the calls, vs a 0.9x median AAPL, 09:36 ET
  19. NFLX calls outnumbered puts 7.0 to 1 expiring Mar 19, 2027, vs a 1.2 median NFLX, 11:39 ET
  20. SPY calls outnumbered puts 6.0 to 1 expiring Mar 19, 2027, vs a 0.9 median SPY, 09:52 ET
  21. QQQ puts expiring Dec 18 traded 5.4x the calls, vs a 1.4x median QQQ, 10:24 ET
  22. SOFI calls outnumbered puts 6.3 to 1 expiring Apr 16, 2027, vs a 3.1 median SOFI, 13:14 ET
  23. SOFI calls outnumbered puts 5.9 to 1 expiring Mar 19, 2027, vs a 3.1 median SOFI, 11:04 ET
  24. NFLX calls outnumbered puts 6.0 to 1 expiring Nov 13 (2 weeks out), vs a 2.2 median NFLX, 10:40 ET
  25. BAC calls outnumbered puts 4.8 to 1 expiring Nov 6 (1 week out), vs a 2.3 median BAC, 12:25 ET
  26. AAPL puts expiring Nov 27 traded 5.0x the calls, vs a 0.9x median AAPL, 14:16 ET
  27. SOFI calls outnumbered puts 5.8 to 1 expiring Jun 16, 2028, vs a 3.1 median SOFI, 15:55 ET
  28. COIN calls outnumbered puts 4.2 to 1 in contracts expiring Oct 30 (same day) COIN, 09:55 ET
  29. AMZN calls outnumbered puts 4.2 to 1 expiring Nov 20 (3 weeks out), vs a 2.0 median AMZN, 09:41 ET
  30. AAPL puts expiring Nov 9 (1 week out) traded 5.1x the calls, vs a 0.9x median AAPL, 15:56 ET
  31. QQQ puts expiring Jun 17, 2027 traded 4.3x the calls, vs a 1.9x median QQQ, 15:54 ET
  32. COIN puts expiring Jun 17, 2027 traded 5.0x the calls, vs a 1.0x median COIN, 15:34 ET
  33. GOOGL calls outnumbered puts 4.6 to 1 expiring Nov 4, vs a 2.6 median GOOGL, 10:53 ET
  34. PLTR puts expiring Nov 20 (3 weeks out) traded 4.8x the calls, vs a 0.8x median PLTR, 09:38 ET
  35. NFLX calls outnumbered puts 4.3 to 1 in contracts expiring Oct 30 (same day) NFLX, 09:34 ET
  36. IWM puts expiring Nov 13 (2 weeks out) traded 3.7x the calls, vs a 1.5x median IWM, 14:46 ET
  37. AMZN calls outnumbered puts 3.8 to 1 expiring Nov 13 (2 weeks out), vs a 2.0 median AMZN, 11:11 ET
  38. AAPL puts expiring Nov 13 (2 weeks out) traded 4.6x the calls, vs a 0.9x median AAPL, 09:56 ET
  39. MSFT calls outnumbered puts 4.5 to 1 expiring Nov 13 (2 weeks out), vs a 1.7 median MSFT, 10:43 ET
  40. SOFI calls outnumbered puts 3.6 to 1 expiring Nov 6 (1 week out), vs a 2.1 median SOFI, 10:04 ET
  41. NVDA calls outnumbered puts 4.1 to 1 expiring Nov 20 (3 weeks out), vs a 1.8 median NVDA, 09:31 ET
  42. XOM calls outnumbered puts 4.5 to 1 expiring Jan 15, 2027, vs a 1.6 median XOM, 10:49 ET
  43. AAPL puts expiring Nov 20 (3 weeks out) traded 4.3x the calls, vs a 0.9x median AAPL, 09:36 ET
  44. MSFT calls outnumbered puts 4.4 to 1 expiring Nov 4, vs a 1.4 median MSFT, 09:58 ET
  45. MSFT calls outnumbered puts 3.7 to 1 expiring Nov 6 (1 week out), vs a 1.7 median MSFT, 10:17 ET
  46. IWM puts expiring Nov 4 traded 3.9x the calls, vs a 0.8x median IWM, 09:51 ET
  47. AMD calls outnumbered puts 4.3 to 1 expiring Nov 9 (1 week out), vs a 1.2 median AMD, 10:00 ET
  48. XOM calls outnumbered puts 4.0 to 1 in contracts expiring Oct 30 (same day) XOM, 09:38 ET
  49. XOM calls outnumbered puts 4.1 to 1 expiring Nov 20 (3 weeks out), vs a 1.4 median XOM, 09:58 ET
  50. GOOGL calls outnumbered puts 3.8 to 1 expiring Dec 4, vs a 2.1 median GOOGL, 11:18 ET
  51. SOFI calls outnumbered puts 3.9 to 1 expiring Nov 13 (2 weeks out), vs a 2.1 median SOFI, 09:54 ET
  52. NVDA calls outnumbered puts 3.7 to 1 expiring Nov 27, vs a 1.6 median NVDA, 09:46 ET
  53. AMD puts expiring Jun 17, 2027 traded 3.7x the calls, vs a 1.4x median AMD, 12:25 ET
  54. NVDA puts expiring Jun 17, 2027 traded 3.6x the calls, vs a 0.9x median NVDA, 09:51 ET
  55. TSLA calls outnumbered puts 2.9 to 1 expiring Nov 20 (3 weeks out), vs a 1.6 median TSLA, 10:16 ET
  56. AMZN calls outnumbered puts 3.1 to 1 expiring Jan 21, 2028, vs a 1.7 median AMZN, 12:06 ET
  57. META calls outnumbered puts 3.5 to 1 expiring Nov 6 (1 week out), vs a 1.3 median META, 09:46 ET
  58. QQQ puts expiring Nov 4 traded 3.5x the calls, vs a 1.2x median QQQ, 09:34 ET
  59. GOOGL calls outnumbered puts 2.8 to 1 expiring Feb 19, 2027, vs a 1.2 median GOOGL, 13:19 ET
  60. COIN puts expiring Oct 30 (same day) traded 3.3x the calls on that date COIN, 09:35 ET
  61. META calls outnumbered puts 3.2 to 1 expiring Dec 18, vs a 1.3 median META, 10:21 ET
  62. AMD puts expiring Sep 17, 2027 traded 3.2x the calls, vs a 1.4x median AMD, 15:55 ET
  63. BAC calls outnumbered puts 2.6 to 1 in contracts expiring Oct 30 (same day) BAC, 12:25 ET
  64. AMD puts expiring Mar 19, 2027 traded 3.2x the calls, vs a 1.4x median AMD, 12:15 ET
  65. PLTR puts expiring Feb 19, 2027 traded 3.2x the calls, vs a 0.8x median PLTR, 10:59 ET
  66. AMZN calls outnumbered puts 3.2 to 1 expiring Mar 19, 2027, vs a 1.7 median AMZN, 09:36 ET
  67. IWM puts expiring Oct 30 (same day) traded 1.9x the calls, vs a 0.9x median IWM, 10:21 ET
  68. PLTR calls outnumbered puts 2.3 to 1 expiring Nov 6 (1 week out), vs a 1.3 median PLTR, 11:27 ET
  69. SPY puts expiring Nov 4 traded 2.1x the calls, vs a 1.2x median SPY, 12:07 ET
  70. AAPL puts expiring Jan 15, 2027 traded 2.6x the calls, vs a 0.9x median AAPL, 10:36 ET
  71. BAC calls outnumbered puts 2.5 to 1 expiring Jan 15, 2027, vs a 1.0 median BAC, 14:15 ET
  72. COIN puts expiring Jan 15, 2027 traded 2.8x the calls, vs a 0.9x median COIN, 09:59 ET
  73. MSFT calls outnumbered puts 2.9 to 1 expiring Dec 4, vs a 1.5 median MSFT, 15:57 ET
  74. AAPL puts expiring Nov 4 traded 2.4x the calls, vs a 0.8x median AAPL, 10:10 ET
  75. META calls outnumbered puts 2.8 to 1 expiring Jan 15, 2027, vs a 1.3 median META, 11:11 ET
  76. QQQ puts expiring Nov 2 traded 2.6x the calls, vs a 1.2x median QQQ, 09:30 ET
  77. QQQ puts expiring Nov 6 (1 week out) traded 2.8x the calls, vs a 1.2x median QQQ, 09:30 ET
  78. V puts expiring Jan 15, 2027 traded 2.8x the calls, vs a 0.7x median V, 14:09 ET
  79. JPM calls outnumbered puts 2.6 to 1 in contracts expiring Oct 30 (same day) JPM, 10:48 ET
  80. QQQ calls outnumbered puts 2.1 to 1 expiring Dec 18, vs a 0.7 median QQQ, 10:35 ET
  81. PLTR puts expiring Nov 27 traded 2.7x the calls, vs a 1.0x median PLTR, 11:19 ET
  82. GOOGL calls outnumbered puts 2.6 to 1 expiring Mar 19, 2027, vs a 1.2 median GOOGL, 09:33 ET
  83. XOM puts expiring Nov 13 (2 weeks out) traded 2.4x the calls, vs a 0.7x median XOM, 10:44 ET
  84. TSLA puts expiring Oct 30 (same day) traded 2.0x the calls, vs a 0.8x median TSLA, 09:31 ET
  85. GS puts expiring Nov 6 (1 week out) traded 2.6x the calls, vs a 0.8x median GS, 12:21 ET
  86. AMD puts expiring Nov 20 (3 weeks out) traded 2.5x the calls, vs a 0.8x median AMD, 09:45 ET
  87. IWM calls outnumbered puts 2.5 to 1 expiring Dec 18, vs a 0.4 median IWM, 09:45 ET
  88. IWM puts expiring Nov 2 traded 2.1x the calls, vs a 0.8x median IWM, 09:56 ET
  89. AMD calls outnumbered puts 2.3 to 1 expiring Nov 6 (1 week out), vs a 1.2 median AMD, 09:41 ET
  90. BAC calls outnumbered puts 2.2 to 1 expiring Dec 18, vs a 1.0 median BAC, 10:55 ET
  91. QQQ calls outnumbered puts 1.5 to 1 expiring Nov 2, vs a 0.9 median QQQ, 11:04 ET
  92. COIN puts expiring Nov 6 (1 week out) traded 2.3x the calls, vs a 0.5x median COIN, 09:40 ET
  93. GOOGL puts expiring Jun 17, 2027 traded 2.3x the calls, vs a 0.8x median GOOGL, 10:13 ET
  94. COIN puts expiring Nov 13 (2 weeks out) traded 2.3x the calls, vs a 0.5x median COIN, 10:04 ET
  95. BAC calls outnumbered puts 2.2 to 1 expiring Nov 27, vs a 1.0 median BAC, 13:26 ET
  96. TSLA puts expiring Nov 2 traded 1.8x the calls, vs a 0.7x median TSLA, 09:35 ET
  97. COIN puts expiring Dec 18 traded 1.8x the calls, vs a 0.9x median COIN, 10:55 ET
  98. TSLA puts expiring Nov 27 traded 1.8x the calls, vs a 0.6x median TSLA, 10:21 ET
  99. COIN puts expiring Feb 19, 2027 traded 2.0x the calls, vs a 1.0x median COIN, 12:54 ET
  100. PLTR calls outnumbered puts 1.9 to 1 expiring Dec 4, vs a 1.0 median PLTR, 15:57 ET
  101. PLTR puts expiring Nov 6 (1 week out) traded 1.9x the calls, vs a 0.8x median PLTR, 09:38 ET
  102. JPM puts expiring Nov 6 (1 week out) traded 1.8x the calls, vs a 0.9x median JPM, 10:33 ET
  103. AMZN puts expiring Jun 17, 2027 traded 1.8x the calls, vs a 0.6x median AMZN, 09:56 ET
  104. META puts expiring Nov 4 traded 1.7x the calls, vs a 0.6x median META, 10:16 ET
  105. COIN puts expiring Nov 20 (3 weeks out) traded 1.5x the calls, vs a 0.5x median COIN, 10:45 ET
  106. TSLA puts expiring Nov 6 (1 week out) traded 1.6x the calls, vs a 0.6x median TSLA, 09:31 ET
  107. JPM puts expiring Nov 20 (3 weeks out) traded 1.7x the calls, vs a 0.9x median JPM, 13:29 ET
  108. GOOGL puts expiring Sep 17, 2027 traded 1.6x the calls, vs a 0.8x median GOOGL, 10:08 ET
  109. JPM puts expiring Dec 18 traded 1.6x the calls, vs a 0.6x median JPM, 13:09 ET
  110. GOOGL puts expiring Feb 19, 2027 traded 1.5x the calls, vs a 0.8x median GOOGL, 09:58 ET

Volume vs open interest

15 snapshots, most notable first

9 more volume vs open interest snapshots

  1. PLTR 190 calls expiring Oct 30 (same day) traded 5.2x their open interest PLTR, 10:28 ET
  2. MSFT 522.5 calls expiring Oct 30 (same day) traded 5.1x their open interest MSFT, 12:18 ET
  3. AAPL 347.5 calls expiring Oct 30 (same day) traded 5.1x their open interest AAPL, 10:45 ET
  4. META 620 calls expiring Oct 30 (same day) traded 5.4x their open interest META, 10:16 ET
  5. TSLA 387.5 puts expiring Oct 30 (same day) traded 5.6x their open interest TSLA, 09:46 ET
  6. XOM 180 puts expiring Nov 6 (1 week out) traded 5.3x their open interest XOM, 15:34 ET
  7. GOOGL 285 calls expiring Oct 30 (same day) traded 5.0x their open interest GOOGL, 11:38 ET
  8. AMD 530 calls expiring Oct 30 (same day) traded 5.1x their open interest AMD, 10:31 ET
  9. QQQ 700 calls expiring Oct 30 (same day) traded 5.9x their open interest QQQ, 09:34 ET

Premium concentration

2 snapshots, most notable first

Same-day share

10 snapshots, most notable first

4 more same-day share snapshots

  1. Same-day contracts accounted for 71% of tracked META option volume by 09:36 ET META, 09:36 ET
  2. Same-day contracts accounted for 64% of tracked IWM option volume by 09:36 ET IWM, 09:36 ET
  3. Same-day contracts accounted for 64% of tracked COIN option volume by 09:44 ET COIN, 09:44 ET
  4. Same-day contracts accounted for 65% of tracked MSFT option volume by 09:32 ET MSFT, 09:32 ET

Near vs far dates

11 snapshots, most notable first

5 more near vs far dates snapshots

  1. XOM put/call volume ratio held at 0.57 within 3 weeks, against 0.27 1 to 3 months out XOM, 10:14 ET
  2. NFLX put/call volume ratio held at 0.26 within 3 weeks, against 0.18 1 to 3 months out NFLX, 10:04 ET
  3. JPM put/call volume ratio held at 0.85 within 3 weeks, against 1.28 1 to 3 months out JPM, 12:58 ET
  4. SOFI put/call volume ratio held at 0.72 within 3 weeks, against 0.74 1 to 3 months out SOFI, 09:35 ET
  5. BAC put/call volume ratio held at 1.09 within 3 weeks, against 1.10 1 to 3 months out BAC, 09:57 ET

How to read this, and what it cannot tell you

Each snapshot is one templated sentence computed from options chain snapshots aggregated to ticker, expiry and call or put totals, each over at least 3 traded contracts. The sentence is generated by fixed rules, never written by a model, and it never changes once published: a template fix applies only to new snapshots.

  • Delayed at least 15 minutesEvery figure is published at least 15 minutes after the chain capture it describes, and stamped with that capture time in Eastern time.
  • 21 symbols intraday, about 200 end of dayIntraday snapshots cover a fixed list of 21 symbols (major stocks, ETFs and the SPX index), not every optionable symbol. Open interest changes cover about 200 symbols from the nightly settlement open interest archive.
  • The strikes we track, not the full bookA chain capture is a window: up to 40 strikes around the money in each expiration from the broker chain, or every strike in the nearest expirations from the delayed option chain. Totals, shares and ratios describe the strikes captured, and each snapshot states its own coverage.
  • Thin cells are withheldEvery published total, ratio and share rests on at least 3 traded contracts (volume above zero; for open interest change, contracts whose open interest changed). A call or put side of one expiry below that is left out of every figure, shown as withheld, and counted in a footnote, so no difference between published numbers recovers it.
  • Session totals, not tradesVolume is the session total read from chain snapshots, aggregated to ticker, expiry and call or put. There is no trade-by-trade record behind it, and no single trade is shown.
  • No buyer, seller or directionA chain cannot say who bought or sold, whether a contract was opened or closed, or whether it was one leg of a spread. Calls can be sold and puts can hedge stock, so no snapshot carries a direction.
  • Premium is an estimateEstimated premium is volume times the quote midpoint times 100 shares. It is labelled "est." wherever it appears.
  • Open interest arrives the next dayOpen interest is the prior settlement figure. Whether contracts stayed open is only known after the next settlement, which is when each snapshot gets its follow-up.

The six kinds of snapshot

  • Put/call by expiry. Put or call volume in one expiry at least 2.5 times the other side (once a ticker has history, 1.75 times its own usual ratio for that range of expiries), with at least 2,000 contracts on the heavy side.
  • Volume vs open interest. One strike trading at least 5 times its prior open interest, and at least 3 times the ratio of its expiry's tracked strikes, with at least 1,000 contracts open.
  • Premium concentration. One expiry holding an outsized share of a ticker's tracked estimated premium for the session.
  • Same-day share. Contracts expiring the same day taking at least 60% of a ticker's tracked option volume (once it has history, 10 points above its own usual share).
  • Near vs far dates. The put/call ratio within three weeks at least twice, or at most half, the ratio one to three months out.
  • Open interest change. Open interest in one expiry and type changing sharply between two settlements, against that symbol's own typical change.

Until a ticker has five sessions of its own history, a snapshot is judged against a fixed threshold and says so; after that it is also compared with the ticker's own 20-session median, and the snapshot page shows how many sessions that median rests on.

Covered intraday

SPX, SPY, QQQ, IWM, AAPL, MSFT, NVDA, TSLA, META, AMZN, GOOGL, AMD, NFLX, COIN, PLTR, BAC, JPM, GS, XOM, V, SOFI.