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.
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.
PStrike7.1x
Expiry1.1x
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.
Measure
Value
Volume / prior open interest, this strike
7.1x
Volume / prior open interest, the expiry's tracked strikes
1.1x
Days to expiry
0
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)
The median is SPY's put/call volume ratio for contracts 1 to 3 weeks out over the last 20 sessions. 3,677 put and 1,251 call contracts by 09:32 ET on Nov 10, 2026. Tracked: up to 40 strikes around the money across 35 expirations.
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.
Within 3 weeks: 138,056 put and 68,233 call contracts. 1 to 3 months out: 6,911 put and 1,521 call contracts. By 09:32 ET on Nov 10, 2026. Tracked: up to 40 strikes around the money across 35 expirations.