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.
Same-day contracts accounted for 60% of tracked IWM option volume, vs a 49% median
As of , published from Nov 11, 2026, 09:45 ET. Source: delayed broker chain.
On the page at squawkflow.com/options-flow/2026-11-11/iwm-nov-11-2026-same-day-share: the follow-up at the next settlement and at the Nov 11, 2026 expiry, each added once recorded; the evidence table and the rule that fired; and up to six other IWM snapshots from Nov 11, 2026.
The median is the same-day share over the last 7 sessions. 7,297 of 12,073 tracked contracts by 09:30 ET on Nov 11, 2026. Tracked: up to 40 strikes around the money across 33 expirations.
Same day60%
Of which5,031 C / 2,266 P
Evidence
The numbers behind this snapshot, Nov 11, 2026, 09:30 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
Same-day share of volume
60%
Same-day volume (contracts)
7,297
CSame-day calls (contracts)
5,031
PSame-day puts (contracts)
2,266
Tracked volume (contracts)
12,073
Why it fired
Rule
same-day share >= baseline median + 0.1; volume >= 10000
Values that cleared it
Share: 0.6044
Contracts traded behind each figure
Same day calls: 11; Same day puts: 17; Ticker: 237
The median is IWM's call/put volume ratio for contracts more than 3 months out over the last 20 sessions. 14,053 call and 8,411 put contracts by 13:00 ET on Nov 11, 2026. Tracked: up to 43 strikes around the money across 33 expirations.
The median is IWM's put/call volume ratio for contracts more than 3 months out over the last 20 sessions. 7,947 put and 985 call contracts by 10:46 ET on Nov 11, 2026. Tracked: up to 42 strikes around the money across 33 expirations.
Within 3 weeks: 119,655 put and 100,756 call contracts. 1 to 3 months out: 74,958 put and 16,380 call contracts. By 10:06 ET on Nov 11, 2026. Tracked: up to 42 strikes around the money across 33 expirations.
The median is IWM's put/call volume ratio for contracts 1 to 3 months out over the last 20 sessions. 25,336 put and 2,332 call contracts by 10:01 ET on Nov 11, 2026. Tracked: up to 42 strikes around the money across 33 expirations.
The median is IWM's put/call volume ratio for contracts 1 to 3 weeks out over the last 20 sessions. 33,581 put and 7,295 call contracts by 10:01 ET on Nov 11, 2026. Tracked: up to 42 strikes around the money across 33 expirations.
The median is IWM's call/put volume ratio for contracts within a week over the last 20 sessions. 3,345 call and 680 put contracts by 09:45 ET on Nov 11, 2026. Tracked: up to 41 strikes around the money across 33 expirations.