SPYPNOV 5Open interest change
Open interest in SPY puts expiring Nov 5 rose 61,555 at the Nov 2 settlement
29,460 to 91,015 contracts between the Oct 30 and Nov 2 settlements, 209% of the prior figure.
SPY · CALLS · DEC 11Settled
Open interest in SPY calls expiring Dec 11 rose 8,233 at the Nov 2 settlement
As of . Source: settlement open interest archive.
On the page at squawkflow.com/options-flow/2026-11-02/spy-calls-dec-11-2026-open-interest-change: the evidence table and the rule this settlement figure passed; and up to six other SPY snapshots from Nov 2, 2026.
5,116 to 13,349 contracts between the Oct 30 and Nov 2 settlements, 161% of the prior figure.
Evidence
| Measure | Value |
|---|---|
| Open interest, earlier settlement | 5,116 |
| Open interest, later settlement | 13,349 |
| Change (contracts) | +8,233 |
| Change as a share of the earlier figure | 161% |
| Earlier settlement | Oct 30, 2026 |
| Later settlement | Nov 2, 2026 |
| Days to expiry | 39 |
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: 8,233; Change as a share of the earlier figure: 1.6093
- Contracts traded behind each figure
- Open interest changed: 98
- Baseline
- median absolute open interest change share, contracts 1 to 3 months out: 0.0166
- 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, Nov 2, 2026
All SPY snapshots on the hub- SPYPNOV 20Put/call by expiry
SPY puts expiring Nov 20 (3 weeks out) traded 4.6x the calls, vs a 1.4x median
The median is SPY's put/call volume ratio for contracts 1 to 3 weeks out over the last 17 sessions. 193,811 put and 42,105 call contracts by 15:07 ET on Nov 2, 2026. Tracked: up to 50 strikes around the money across 34 expirations.
- SPYPNOV 13Put/call by expiry
SPY puts expiring Nov 13 (2 weeks out) traded 2.7x the calls, vs a 1.4x median
The median is SPY's put/call volume ratio for contracts 1 to 3 weeks out over the last 17 sessions. 98,636 put and 36,178 call contracts by 15:07 ET on Nov 2, 2026. Tracked: up to 50 strikes around the money across 34 expirations.
- SPYCNOV 3Put/call by expiry
SPY calls outnumbered puts 1.7 to 1 expiring Nov 3, vs a 0.8 median
The median is SPY's call/put volume ratio for contracts within a week over the last 17 sessions. 92,448 call and 55,927 put contracts by 10:17 ET on Nov 2, 2026. Tracked: up to 43 strikes around the money across 34 expirations.
- SPYCNOV 10Put/call by expiry
SPY calls outnumbered puts 3.4 to 1 expiring Nov 10 (1 week out), vs a 0.7 median
The median is SPY's call/put volume ratio for contracts 1 to 3 weeks out over the last 17 sessions. 9,289 call and 2,721 put contracts by 10:02 ET on Nov 2, 2026. Tracked: up to 41 strikes around the money across 34 expirations.
- SPYCNOV 12Put/call by expiry
SPY calls outnumbered puts 3.9 to 1 expiring Nov 12 (1 week out), vs a 0.7 median
The median is SPY's call/put volume ratio for contracts 1 to 3 weeks out over the last 17 sessions. 7,490 call and 1,920 put contracts by 09:42 ET on Nov 2, 2026. Tracked: up to 40 strikes around the money across 34 expirations.