SPYCAPR 30 '27Open interest change
Open interest in SPY calls expiring Apr 30, 2027 rose 3,945 at the Nov 3 settlement
4,103 to 8,048 contracts between the Nov 2 and Nov 3 settlements, 96% of the prior figure.
SPY · CALLS · NOV 4Settled
Open interest in SPY calls expiring Nov 4 rose 75,698 at the Nov 3 settlement
As of . Source: settlement open interest archive.
On the page at squawkflow.com/options-flow/2026-11-03/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 Nov 3, 2026.
105,979 to 181,677 contracts between the Nov 2 and Nov 3 settlements, 71% of the prior figure.
Evidence
| Measure | Value |
|---|---|
| Open interest, earlier settlement | 105,979 |
| Open interest, later settlement | 181,677 |
| Change (contracts) | +75,698 |
| Change as a share of the earlier figure | 71% |
| Earlier settlement | Nov 2, 2026 |
| Later settlement | Nov 3, 2026 |
| Days to expiry | 1 |
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: 75,698; Change as a share of the earlier figure: 0.7143
- Contracts traded behind each figure
- Open interest changed: 90
- Baseline
- median absolute open interest change share, contracts within a week: 0.3547
- 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 3, 2026
All SPY snapshots on the hub- SPYCNOV 4Put/call by expiry
SPY calls outnumbered puts 1.5 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 18 sessions. 89,126 call and 59,032 put contracts by 10:17 ET on Nov 3, 2026. Tracked: up to 41 strikes around the money across 34 expirations.
- SPYCNOV 5Put/call by expiry
SPY calls outnumbered puts 1.6 to 1 expiring Nov 5, vs a 0.8 median
The median is SPY's call/put volume ratio for contracts within a week over the last 18 sessions. 11,511 call and 7,249 put contracts by 09:47 ET on Nov 3, 2026. Tracked: up to 40 strikes around the money across 34 expirations.
- SPYPDEC 18Put/call by expiry
SPY puts expiring Dec 18 traded 5.9x 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 18 sessions. 3,896 put and 656 call contracts by 09:42 ET on Nov 3, 2026. Tracked: up to 40 strikes around the money across 34 expirations.
- SPYC754NOV 3Volume vs open interest
SPY 754 calls expiring Nov 3 (same day) traded 6.5x their open interest
SPY calls expiring that date in the strikes we track traded 1.1x their open interest, by 09:37 ET on Nov 3, 2026. Tracked: up to 40 strikes around the money across 34 expirations.
- SPYCNOV 3Put/call by expiry
SPY calls outnumbered puts 1.8 to 1 expiring Nov 3 (same day), vs a 1.0 median
The median is SPY's call/put volume ratio for contracts same day over the last 17 sessions. 144,771 call and 81,551 put contracts by 09:37 ET on Nov 3, 2026. Tracked: up to 40 strikes around the money across 34 expirations.