SPY · 747 · PUTS · NOV 10Session closed

SPY 747 puts expiring Nov 10 (same day) traded 7.1x their open interest

As of , published from Nov 10, 2026, 09:52 ET. Source: delayed broker chain.

On the page at squawkflow.com/options-flow/2026-11-10/spy-747-puts-nov-10-2026-volume-vs-open-interest: the follow-up at the next settlement and at the Nov 10, 2026 expiry, each added once recorded; the evidence table and the rule that fired; and up to six other SPY snapshots from Nov 10, 2026.

Across the tracked strikes of that expiry, SPY puts traded 1.1x their open interest, against 7.1x for the 747 strike, by 09:37 ET on Nov 10, 2026. Tracked: up to 41 strikes around the money across 35 expirations.

Evidence

The numbers behind this snapshot, Nov 10, 2026, 09:37 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.
MeasureValue
Volume / prior open interest, this strike7.1x
Volume / prior open interest, the expiry's tracked strikes1.1x
Days to expiry0

Why it fired

Rule
volume/prior OI >= 5.0 and >= 3.0 x this expiry's put volume/OI; prior OI >= 1000; volume >= 2000
Values that cleared it
Expiry ratio: 1.08; Ratio: 7.06
Contracts traded behind each figure
Expiry puts: 38
Baseline
this expiry's put volume/open interest, same session: 1.08
Baseline window
same expiry, same session (n = strikes with open interest)
Baseline n
38
Claim level
1, arithmetic on reported figures

What happened next

  • Next settlement: Pending the next settlement.
  • Expiry, Nov 10, 2026: Pending expiry.
All SPY snapshots on the hub
  1. SPYPNOV 13Put/call by expiry

    SPY puts expiring Nov 13 traded 2.7x the calls, vs a 1.2x median

    The median is SPY's put/call volume ratio for contracts within a week over the last 20 sessions. 8,272 put and 3,113 call contracts by 09:32 ET on Nov 10, 2026. Tracked: up to 40 strikes around the money across 35 expirations.

    Source: delayed broker chainSPY pageDetails