IWMPNOV 27Open interest change
Open interest in IWM puts expiring Nov 27 (2 weeks out) rose 43,483 at the Nov 11 settlement
97,155 to 140,638 contracts between the Nov 10 and Nov 11 settlements, 45% of the prior figure.
IWM · PUTS · NOV 12Settled
Open interest in IWM puts expiring Nov 12 rose 11,143 at the Nov 11 settlement
As of . Source: settlement open interest archive.
On the page at squawkflow.com/options-flow/2026-11-11/iwm-puts-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 11, 2026.
17,769 to 28,912 contracts between the Nov 10 and Nov 11 settlements, 63% of the prior figure.
Evidence
| Measure | Value |
|---|---|
| Open interest, earlier settlement | 17,769 |
| Open interest, later settlement | 28,912 |
| Change (contracts) | +11,143 |
| Change as a share of the earlier figure | 63% |
| Earlier settlement | Nov 10, 2026 |
| Later settlement | Nov 11, 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: 11,143; Change as a share of the earlier figure: 0.6271
- Contracts traded behind each figure
- Open interest changed: 34
- Baseline
- median absolute open interest change share, contracts within a week: 0.2787
- 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 11, 2026
All IWM snapshots on the hub- IWMCFEB 19 '27Put/call by expiry
IWM calls outnumbered puts 1.7 to 1 expiring Feb 19, 2027, vs a 0.6 median
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.
- IWMPFEB 19 '27Put/call by expiry
IWM puts expiring Feb 19, 2027 traded 8.1x the calls, vs a 1.7x median
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.
- IWMNear vs far dates
IWM put/call volume ratio held at 1.19 within 3 weeks, against 4.58 1 to 3 months out
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.
- IWMPDEC 18Put/call by expiry
IWM puts expiring Dec 18 traded 10.9x the calls, vs a 2.3x median
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.
- IWMPNOV 20Put/call by expiry
IWM puts expiring Nov 20 (1 week out) traded 4.6x the calls, vs a 2.0x median
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.