SPYPNOV 5Open interest change
Open interest in SPY puts expiring Nov 5 rose 153,833 at the Nov 4 settlement
130,781 to 284,614 contracts between the Nov 3 and Nov 4 settlements, 118% of the prior figure.
SPY · CALLS · NOV 17Settled
Open interest in SPY calls expiring Nov 17 (2 weeks out) rose 8,725 at the Nov 4 settlement
As of . Source: settlement open interest archive.
On the page at squawkflow.com/options-flow/2026-11-04/spy-calls-nov-17-2026-open-interest-change: the evidence table and the rule this settlement figure passed; and up to six other SPY snapshots from Nov 4, 2026.
2,129 to 10,854 contracts between the Nov 3 and Nov 4 settlements, 410% of the prior figure.
Evidence
| Measure | Value |
|---|---|
| Open interest, earlier settlement | 2,129 |
| Open interest, later settlement | 10,854 |
| Change (contracts) | +8,725 |
| Change as a share of the earlier figure | 410% |
| Earlier settlement | Nov 3, 2026 |
| Later settlement | Nov 4, 2026 |
| Days to expiry | 13 |
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: 8,725; Change as a share of the earlier figure: 4.0982
- Contracts traded behind each figure
- Open interest changed: 55
- Baseline
- median absolute open interest change share, contracts 1 to 3 weeks out: 0.2868
- 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 4, 2026
All SPY snapshots on the hub- SPYPNOV 13Put/call by expiry
SPY puts expiring Nov 13 (1 week out) traded 3.2x 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 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.
- SPYPDEC 18Put/call by expiry
SPY puts expiring Dec 18 traded 4.1x 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 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.
- SPYCNOV 9Put/call by expiry
SPY calls outnumbered puts 3.1 to 1 expiring Nov 9, vs a 0.8 median
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.
- SPYP757NOV 4Volume vs open interest
SPY 757 puts expiring Nov 4 (same day) traded 5.6x their open interest
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.
- SPYCNOV 6Put/call by expiry
SPY calls outnumbered puts 2.6 to 1 expiring Nov 6, vs a 0.8 median
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.