META · NOV 11Session closed

Same-day contracts accounted for 68% of tracked META option volume, vs a 55% median

As of , published from Nov 11, 2026, 09:50 ET. Source: delayed broker chain.

On the page at squawkflow.com/options-flow/2026-11-11/meta-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 META snapshots from Nov 11, 2026.

The median is the same-day share over the last 6 sessions. 9,089 of 13,403 tracked contracts by 09:35 ET on Nov 11, 2026. Tracked: up to 40 strikes around the money across 24 expirations.

Evidence

The numbers behind this snapshot, Nov 11, 2026, 09:35 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
Same-day share of volume68%
Same-day volume (contracts)9,089
Same-day calls (contracts)6,295
Same-day puts (contracts)2,794
Tracked volume (contracts)13,403

Why it fired

Rule
same-day share >= baseline median + 0.1; volume >= 10000
Values that cleared it
Share: 0.6781
Contracts traded behind each figure
Same day calls: 23; Same day puts: 15; Ticker: 196
Baseline
median same-day share of option volume: 0.5514
Baseline window
last 20 sessions
Baseline n
6
Claim level
2, compared with a baseline

What happened next

  • Next settlement: Pending the next settlement.
  • Expiry, Nov 11, 2026: Pending expiry.
All META snapshots on the hub