IWMPNOV 27Open interest change
Open interest in IWM puts expiring Nov 27 (2 weeks out) rose 30,214 at the Nov 10 settlement
66,941 to 97,155 contracts between the Nov 9 and Nov 10 settlements, 45% of the prior figure.
IWM · CALLS · NOV 12Settled
Open interest in IWM calls expiring Nov 12 rose 26,219 at the Nov 10 settlement
As of . Source: settlement open interest archive.
On the page at squawkflow.com/options-flow/2026-11-10/iwm-calls-nov-12-2026-open-interest-change: the evidence table and the rule this settlement figure passed; and up to six other IWM snapshots from Nov 10, 2026.
22,606 to 48,825 contracts between the Nov 9 and Nov 10 settlements, 116% of the prior figure.
Evidence
| Measure | Value |
|---|---|
| Open interest, earlier settlement | 22,606 |
| Open interest, later settlement | 48,825 |
| Change (contracts) | +26,219 |
| Change as a share of the earlier figure | 116% |
| Earlier settlement | Nov 9, 2026 |
| Later settlement | Nov 10, 2026 |
| Days to expiry | 2 |
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: 26,219; Change as a share of the earlier figure: 1.1598
- Contracts traded behind each figure
- Open interest changed: 26
- Baseline
- median absolute open interest change share, contracts within a week: 0.2838
- 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 IWM snapshots, Nov 10, 2026
All IWM snapshots on the hub- IWMCNOV 12Put/call by expiry
IWM calls outnumbered puts 3.5 to 1 expiring Nov 12, vs a 1.2 median
The median is IWM's call/put volume ratio for contracts within a week over the last 20 sessions. 31,739 call and 9,114 put contracts by 16:14 ET on Nov 10, 2026. Tracked: listed strikes in the 33 nearest expirations.
- IWMCNOV 17Put/call by expiry
IWM calls outnumbered puts 3.8 to 1 expiring Nov 17 (1 week out), vs a 0.6 median
The median is IWM's call/put volume ratio for contracts 1 to 3 weeks out over the last 20 sessions. 13,797 call and 3,606 put contracts by 13:50 ET on Nov 10, 2026. Tracked: up to 43 strikes around the money across 33 expirations.
- IWMPFEB 19 '27Put/call by expiry
IWM puts expiring Feb 19, 2027 traded 23.2x the calls, vs a 1.4x median
The median is IWM's put/call volume ratio for contracts more than 3 months out over the last 20 sessions. 11,929 put and 515 call contracts by 13:11 ET on Nov 10, 2026. Tracked: up to 43 strikes around the money across 33 expirations.
- IWMPNOV 27Put/call by expiry
IWM puts expiring Nov 27 (2 weeks out) traded 36.3x the calls, vs a 1.6x median
The median is IWM's put/call volume ratio for contracts 1 to 3 weeks out over the last 20 sessions. 61,498 put and 1,692 call contracts by 11:01 ET on Nov 10, 2026. Tracked: up to 43 strikes around the money across 33 expirations.
- IWMCNOV 16Put/call by expiry
IWM calls outnumbered puts 2.1 to 1 expiring Nov 16, vs a 1.2 median
The median is IWM's call/put volume ratio for contracts within a week over the last 20 sessions. 3,936 call and 1,858 put contracts by 10:31 ET on Nov 10, 2026. Tracked: up to 42 strikes around the money across 33 expirations.