XLFPMAR 19 '27Open interest change
Open interest in XLF puts expiring Mar 19, 2027 rose 21,028 at the Nov 4 settlement
358,016 to 379,044 contracts between the Nov 3 and Nov 4 settlements, 6% of the prior figure.
XLF · CALLS · SEP 17 '27Settled
Open interest in XLF calls expiring Sep 17, 2027 rose 35,082 at the Nov 4 settlement
As of . Source: settlement open interest archive.
On the page at squawkflow.com/options-flow/2026-11-04/xlf-calls-sep-17-2027-open-interest-change: the evidence table and the rule this settlement figure passed; and up to six other XLF snapshots from Nov 4, 2026.
7,239 to 42,321 contracts between the Nov 3 and Nov 4 settlements, 485% of the prior figure.
Evidence
| Measure | Value |
|---|---|
| Open interest, earlier settlement | 7,239 |
| Open interest, later settlement | 42,321 |
| Change (contracts) | +35,082 |
| Change as a share of the earlier figure | 485% |
| Earlier settlement | Nov 3, 2026 |
| Later settlement | Nov 4, 2026 |
| Days to expiry | 317 |
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: 35,082; Change as a share of the earlier figure: 4.8462
- Contracts traded behind each figure
- Open interest changed: 15
- Baseline
- median absolute open interest change share, contracts more than 3 months out: 0.0042
- 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.