SPYCNOV 23Open interest change
Open interest in SPY calls expiring Nov 23 (2 weeks out) rose 6,314 at the Nov 10 settlement
1,951 to 8,265 contracts between the Nov 9 and Nov 10 settlements, 324% of the prior figure.
SPY · CALLS · NOV 11Settled
Open interest in SPY calls expiring Nov 11 rose 99,219 at the Nov 10 settlement
As of . Source: settlement open interest archive.
On the page at squawkflow.com/options-flow/2026-11-10/spy-calls-nov-11-2026-open-interest-change: the evidence table and the rule this settlement figure passed; and up to six other SPY snapshots from Nov 10, 2026.
91,139 to 190,358 contracts between the Nov 9 and Nov 10 settlements, 109% of the prior figure.
Evidence
| Measure | Value |
|---|---|
| Open interest, earlier settlement | 91,139 |
| Open interest, later settlement | 190,358 |
| Change (contracts) | +99,219 |
| Change as a share of the earlier figure | 109% |
| Earlier settlement | Nov 9, 2026 |
| Later settlement | Nov 10, 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: 99,219; Change as a share of the earlier figure: 1.0887
- Contracts traded behind each figure
- Open interest changed: 104
- Baseline
- median absolute open interest change share, contracts within a week: 0.3705
- 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 10, 2026
All SPY snapshots on the hub- SPYP747NOV 10Volume vs open interest
SPY 747 puts expiring Nov 10 (same day) traded 7.1x their open interest
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.
- SPYPNOV 20Put/call by expiry
SPY puts expiring Nov 20 (1 week out) traded 2.9x the calls, vs a 1.4x median
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.
- 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.
- SPYNear vs far dates
SPY put/call volume ratio held at 2.02 within 3 weeks, against 4.54 1 to 3 months out
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.