SPY · CALLS · NOV 27Session closed

SPY calls outnumbered puts 11.0 to 1 expiring Nov 27 (2 weeks out), vs a 0.7 median

As of , published from Nov 11, 2026, 12:51 ET. Source: delayed broker chain.

On the page at squawkflow.com/options-flow/2026-11-11/spy-calls-nov-27-2026-put-call-skew: the follow-up at the next settlement and at the Nov 27, 2026 expiry, each added once recorded; the evidence table and the rule that fired; and up to six other SPY snapshots from Nov 11, 2026.

The median is SPY's call/put volume ratio for contracts 1 to 3 weeks out over the last 20 sessions. 80,785 call and 7,370 put contracts by 12:36 ET on Nov 11, 2026. Tracked: up to 46 strikes around the money across 35 expirations.

Evidence

The numbers behind this snapshot, Nov 11, 2026, 12:36 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
Call volume (contracts)80,785
Put volume (contracts)7,370
Call open interest, prior settlement36,237
Put open interest, prior settlement41,807
Call premium, est. (USD)$30.1M
Put premium, est. (USD)$3.8M
Call/put volume ratio11.0x
Days to expiry16

Why it fired

Rule
call/put volume >= max(1.5, 1.75 x baseline median); call volume >= 2000
Values that cleared it
Call volume (contracts): 80,785; Ratio: 10.96
Contracts traded behind each figure
Calls: 46; Puts: 41
Baseline
median call/put volume ratio, contracts 1 to 3 weeks out: 0.6944
Baseline window
last 20 sessions
Baseline n
20
Claim level
2, compared with a baseline

Last-trade position, raw counts

Count of contracts whose single last trade sat near the ask or bid. Not the side of the session's volume. It is not used in the headline.

Count of contracts by where their single last trade sat against the quote.
Side of chainNear askNear bidOther
Calls1405
Puts3452

What happened next

  • Next settlement: Pending the next settlement.
  • Expiry, Nov 27, 2026: Pending expiry.
All SPY snapshots on the hub