## Today's flow

For Nov 3, 2026, the latest published board is for Nov 2, 2026, captured Nov 2, 2026, 16:14 ET. [Read the current flow board](https://squawkflow.com/options-flow).

- SPY Nov 2 P: est. $1.9B on 4,683,643 contracts, captured Nov 2, 2026, 16:14 ET.
- QQQ Nov 2 P: est. $1.9B on 2,900,261 contracts, captured Nov 2, 2026, 16:14 ET.
- TSLA Nov 2 P: est. $285.8M on 1,106,136 contracts, captured Nov 2, 2026, 15:56 ET.

Largest estimated-premium cells from delayed option chain snapshots, published at least 15 minutes after capture. Session totals, not individual trades.

## Archived session

# IWM put/call volume ratio held at 1.18 within 3 weeks, against 0.52 1 to 3 months out

This snapshot was captured Nov 2, 2026, 09:46 ET. A newer board from the same session, captured 16:14 ET, is at https://squawkflow.com/options-flow.

As of Nov 2, 2026, 09:46 ET: IWM put/call volume ratio held at 1.18 within 3 weeks, against 0.52 1 to 3 months out.
On the page at https://squawkflow.com/options-flow/2026-11-02/iwm-term-structure: the follow-up at the next settlement, added once recorded; the evidence table and the rule that fired; and up to six other IWM snapshots from Nov 2, 2026.

Within 3 weeks: 61,707 put and 52,104 call contracts. 1 to 3 months out: 1,432 put and 2,744 call contracts. By 09:46 ET on Nov 2, 2026. Tracked: up to 41 strikes around the money across 33 expirations. Source: delayed broker chain.

- Session: 2026-11-02
- Kind: Near vs far dates
- Status: Session closed
- Rule: near (<= 21 days) put/call ratio >= 2.0 x or <= 1/2.0 x the 22-92 day ratio (absolute: baseline n 0 < 5); each side >= 1000
- Baseline: median near/far put/call ratio tilt, last 20 sessions, n = 0

| Metric | Value |
|---|---:|
| farCallVolume | 2744 |
| farPutCallRatio | 0.522 |
| farPutVolume | 1432 |
| nearCallVolume | 52104 |
| nearPutCallRatio | 1.184 |
| nearPutVolume | 61707 |
| tilt | 2.269 |

## What happened next

- Next settlement: pending the next settlement.
- Expiry: pending expiry.

Caveat: Session volume from delayed options chain snapshots, published at least 15 minutes after capture. Totals cover the strikes captured around the money, not every listed strike. Not individual trades. Premium is an estimate: volume times the quote midpoint.

Session page: https://squawkflow.com/options-flow/2026-11-02

## Citation

Source: SquawkFlow, https://squawkflow.com/options-flow/2026-11-02/iwm-term-structure
Retrieved: 2026-11-03 02:40 ET
Attribution: cite the page URL rather than a copied number. Levels are
recomputed every session, so a number without its date is wrong within a day.

SquawkFlow publishes market-structure data and education. Nothing here is
investment advice, a price target or a recommendation, and we have no order
execution.
