XLPPJAN 15 '27Open interest change
Open interest in XLP puts expiring Jan 15, 2027 rose 63,058 at the Nov 4 settlement
191,384 to 254,442 contracts between the Nov 3 and Nov 4 settlements, 33% of the prior figure.
XLP · PUTS · MAR 19 '27Settled
Open interest in XLP puts expiring Mar 19, 2027 rose 12,388 at the Nov 4 settlement
As of . Source: settlement open interest archive.
On the page at squawkflow.com/options-flow/2026-11-04/xlp-puts-mar-19-2027-open-interest-change: the evidence table and the rule this settlement figure passed; and up to six other XLP snapshots from Nov 4, 2026.
287,224 to 299,612 contracts between the Nov 3 and Nov 4 settlements, 4% of the prior figure.
Evidence
| Measure | Value |
|---|---|
| Open interest, earlier settlement | 287,224 |
| Open interest, later settlement | 299,612 |
| Change (contracts) | +12,388 |
| Change as a share of the earlier figure | 4% |
| Earlier settlement | Nov 3, 2026 |
| Later settlement | Nov 4, 2026 |
| Days to expiry | 135 |
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: 12,388; Change as a share of the earlier figure: 0.0431
- Contracts traded behind each figure
- Open interest changed: 14
- Baseline
- median absolute open interest change share, contracts more than 3 months out: 0.0052
- 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.