TLTPDEC 11Open interest change
Open interest in TLT puts expiring Dec 11 rose 7,159 at the Nov 4 settlement
3,448 to 10,607 contracts between the Nov 3 and Nov 4 settlements, 208% of the prior figure.
TLT · PUTS · DEC 31Settled
Open interest in TLT puts expiring Dec 31 rose 58,215 at the Nov 4 settlement
As of . Source: settlement open interest archive.
On the page at squawkflow.com/options-flow/2026-11-04/tlt-puts-dec-31-2026-open-interest-change: the evidence table and the rule this settlement figure passed; and up to six other TLT snapshots from Nov 4, 2026.
194,168 to 252,383 contracts between the Nov 3 and Nov 4 settlements, 30% of the prior figure.
Evidence
| Measure | Value |
|---|---|
| Open interest, earlier settlement | 194,168 |
| Open interest, later settlement | 252,383 |
| Change (contracts) | +58,215 |
| Change as a share of the earlier figure | 30% |
| Earlier settlement | Nov 3, 2026 |
| Later settlement | Nov 4, 2026 |
| Days to expiry | 57 |
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: 58,215; Change as a share of the earlier figure: 0.2998
- Contracts traded behind each figure
- Open interest changed: 19
- Baseline
- median absolute open interest change share, contracts 1 to 3 months out: 0.0117
- 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.