For informational and educational purposes only. Not a trading application. Not investment advice. Past performance does not guarantee future results. Forecasts are general model estimates, often wrong, and scored in public.
SPY puts expiring that date in the strikes we track traded 0.8x their open interest, by 09:33 ET on Nov 4, 2026. Tracked: up to 40 strikes around the money across 34 expirations.
PStrike5.6x
Expiry0.81x
Evidence
The numbers behind this snapshot, Nov 4, 2026, 09:33 ET. 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.
Measure
Value
Volume / prior open interest, this strike
5.6x
Volume / prior open interest, the expiry's tracked strikes
0.81x
Days to expiry
0
Why it fired
Rule
volume/prior OI >= 5.0 and >= 3.0 x this expiry's put volume/OI; prior OI >= 1000; volume >= 2000
Values that cleared it
Expiry ratio: 0.81; Ratio: 5.62
Contracts traded behind each figure
Expiry puts: 33
Baseline
this expiry's put volume/open interest, same session: 0.81
Baseline window
same expiry, same session (n = strikes with open interest)
The median is SPY's put/call volume ratio for contracts 1 to 3 weeks out over the last 19 sessions. 108,120 put and 33,482 call contracts by 10:52 ET on Nov 4, 2026. Tracked: up to 45 strikes around the money across 34 expirations.
The median is SPY's put/call volume ratio for contracts 1 to 3 months out over the last 19 sessions. 14,173 put and 3,441 call contracts by 09:52 ET on Nov 4, 2026. Tracked: up to 44 strikes around the money across 34 expirations.
The median is SPY's call/put volume ratio for contracts within a week over the last 19 sessions. 9,574 call and 3,079 put contracts by 09:37 ET on Nov 4, 2026. Tracked: up to 41 strikes around the money across 34 expirations.
The median is SPY's call/put volume ratio for contracts within a week over the last 19 sessions. 28,231 call and 10,874 put contracts by 09:33 ET on Nov 4, 2026. Tracked: up to 40 strikes around the money across 34 expirations.
The median is SPY's call/put volume ratio for contracts 1 to 3 weeks out over the last 19 sessions. 5,290 call and 2,083 put contracts by 09:33 ET on Nov 4, 2026. Tracked: up to 40 strikes around the money across 34 expirations.
Within 3 weeks: 129,599 put and 172,940 call contracts. 1 to 3 months out: 2,417 put and 7,900 call contracts. By 09:33 ET on Nov 4, 2026. Tracked: up to 40 strikes around the money across 34 expirations.