For informational and educational purposes only. Not a trading application. Not investment advice. Past performance does not guarantee future results. Forecasts are general model estimates, often wrong, and scored in public.
Same-day contracts accounted for 74% of tracked META option volume, vs a 62% median
As of , published from Nov 6, 2026, 09:51 ET. Source: delayed broker chain.
On the page at squawkflow.com/options-flow/2026-11-06/meta-nov-6-2026-same-day-share: the follow-up at the next settlement and at the Nov 6, 2026 expiry, each added once recorded; the evidence table and the rule that fired; and up to six other META snapshots from Nov 6, 2026.
The median is the same-day share over the last 5 sessions. 22,111 of 29,807 tracked contracts by 09:36 ET on Nov 6, 2026. Tracked: up to 42 strikes around the money across 24 expirations.
Same day74%
Of which19,139 C / 2,972 P
Evidence
The numbers behind this snapshot, Nov 6, 2026, 09:36 ET. Session volume from delayed options chain snapshots, published at least 15 minutes after capture. Totals cover the strikes captured around the money, not every listed strike. Not individual trades. Premium is an estimate: volume times the quote midpoint.
Measure
Value
Same-day share of volume
74%
Same-day volume (contracts)
22,111
CSame-day calls (contracts)
19,139
PSame-day puts (contracts)
2,972
Tracked volume (contracts)
29,807
Why it fired
Rule
same-day share >= baseline median + 0.1; volume >= 10000
Values that cleared it
Share: 0.7418
Contracts traded behind each figure
Same day calls: 33; Same day puts: 26; Ticker: 352
The median is META's call/put volume ratio for contracts 1 to 3 months out over the last 20 sessions. 403,652 call and 2,110 put contracts by 11:16 ET on Nov 6, 2026. Tracked: up to 45 strikes around the money across 24 expirations.
Within 3 weeks: 60,524 put and 159,201 call contracts. 1 to 3 months out: 5,289 put and 409,386 call contracts. By 11:16 ET on Nov 6, 2026. Tracked: up to 45 strikes around the money across 24 expirations.
$361.6M est. of $507.9M est. across the META strikes we track, by 11:16 ET. Calls $356.1M, puts $5.5M. Tracked: up to 45 strikes around the money across 24 expirations.
META calls expiring that date in the strikes we track traded 1.2x their open interest, by 10:26 ET on Nov 6, 2026. Tracked: up to 44 strikes around the money across 24 expirations.
The median is META's call/put volume ratio for contracts 1 to 3 months out over the last 20 sessions. 3,419 call and 593 put contracts by 10:11 ET on Nov 6, 2026. Tracked: up to 44 strikes around the money across 24 expirations.
The median is META's call/put volume ratio for contracts 1 to 3 weeks out over the last 20 sessions. 6,251 call and 535 put contracts by 09:46 ET on Nov 6, 2026. Tracked: up to 44 strikes around the money across 24 expirations.