SPYPAPR 16 '27Open interest change
Open interest in SPY puts expiring Apr 16, 2027 rose 5,893 at the Nov 9 settlement
2,341 to 8,234 contracts between the Nov 6 and Nov 9 settlements, 252% of the prior figure.
SPY · PUTS · NOV 10Settled
Open interest in SPY puts expiring Nov 10 rose 254,210 at the Nov 9 settlement
As of . Source: settlement open interest archive.
On the page at squawkflow.com/options-flow/2026-11-09/spy-puts-nov-10-2026-open-interest-change: the evidence table and the rule this settlement figure passed; and up to six other SPY snapshots from Nov 9, 2026.
96,286 to 350,496 contracts between the Nov 6 and Nov 9 settlements, 264% of the prior figure.
Evidence
| Measure | Value |
|---|---|
| Open interest, earlier settlement | 96,286 |
| Open interest, later settlement | 350,496 |
| Change (contracts) | +254,210 |
| Change as a share of the earlier figure | 264% |
| Earlier settlement | Nov 6, 2026 |
| Later settlement | Nov 9, 2026 |
| Days to expiry | 1 |
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: 254,210; Change as a share of the earlier figure: 2.6402
- Contracts traded behind each figure
- Open interest changed: 91
- Baseline
- median absolute open interest change share, contracts within a week: 0.427
- 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.
More SPY snapshots, Nov 9, 2026
All SPY snapshots on the hub- SPYCDEC 18Put/call by expiry
SPY calls outnumbered puts 2.1 to 1 expiring Dec 18, vs a 0.7 median
The median is SPY's call/put volume ratio for contracts 1 to 3 months out over the last 20 sessions. 21,571 call and 10,470 put contracts by 10:52 ET on Nov 9, 2026. Tracked: up to 49 strikes around the money across 35 expirations.
- SPYPJAN 15 '27Put/call by expiry
SPY puts expiring Jan 15, 2027 traded 2.8x the calls, vs a 1.4x median
The median is SPY's put/call volume ratio for contracts 1 to 3 months out over the last 20 sessions. 19,831 put and 6,959 call contracts by 10:07 ET on Nov 9, 2026. Tracked: up to 47 strikes around the money across 35 expirations.
- SPYNear vs far dates
SPY put/call volume ratio held at 0.43 within 3 weeks, against 1.15 1 to 3 months out
Within 3 weeks: 376,582 put and 874,780 call contracts. 1 to 3 months out: 22,484 put and 19,625 call contracts. By 09:57 ET on Nov 9, 2026. Tracked: up to 46 strikes around the money across 35 expirations.
- SPYCNOV 10Put/call by expiry
SPY calls outnumbered puts 2.4 to 1 expiring Nov 10, vs a 0.8 median
The median is SPY's call/put volume ratio for contracts within a week over the last 20 sessions. 44,910 call and 18,493 put contracts by 09:42 ET on Nov 9, 2026. Tracked: up to 44 strikes around the money across 35 expirations.
- SPYCNOV 9Put/call by expiry
SPY calls outnumbered puts 2.4 to 1 expiring Nov 9 (same day), vs a 1.0 median
The median is SPY's call/put volume ratio for contracts same day over the last 20 sessions. 194,226 call and 79,507 put contracts by 09:37 ET on Nov 9, 2026. Tracked: up to 43 strikes around the money across 35 expirations.