XLPPNOV 13Open interest change
Open interest in XLP puts expiring Nov 13 (1 week out) rose 12,917 at the Nov 5 settlement
29,217 to 42,134 contracts between the Nov 4 and Nov 5 settlements, 44% of the prior figure.
XLP · PUTS · JAN 15 '27Settled
Open interest in XLP puts expiring Jan 15, 2027 rose 77,482 at the Nov 5 settlement
As of . Source: settlement open interest archive.
On the page at squawkflow.com/options-flow/2026-11-05/xlp-puts-jan-15-2027-open-interest-change: the evidence table and the rule this settlement figure passed; and up to six other XLP snapshots from Nov 5, 2026.
254,442 to 331,924 contracts between the Nov 4 and Nov 5 settlements, 30% of the prior figure.
Evidence
| Measure | Value |
|---|---|
| Open interest, earlier settlement | 254,442 |
| Open interest, later settlement | 331,924 |
| Change (contracts) | +77,482 |
| Change as a share of the earlier figure | 30% |
| Earlier settlement | Nov 4, 2026 |
| Later settlement | Nov 5, 2026 |
| Days to expiry | 71 |
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: 77,482; Change as a share of the earlier figure: 0.3045
- Contracts traded behind each figure
- Open interest changed: 22
- Baseline
- median absolute open interest change share, contracts 1 to 3 months out: 0.0483
- 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.