SPYCNOV 27Open interest change
Open interest in SPY calls expiring Nov 27 (2 weeks out) rose 130,903 at the Nov 11 settlement
75,308 to 206,211 contracts between the Nov 10 and Nov 11 settlements, 174% of the prior figure.
SPY · PUTS · NOV 12Settled
Open interest in SPY puts expiring Nov 12 rose 126,612 at the Nov 11 settlement
As of . Source: settlement open interest archive.
On the page at squawkflow.com/options-flow/2026-11-11/spy-puts-nov-12-2026-open-interest-change: the evidence table and the rule this settlement figure passed; and up to six other SPY snapshots from Nov 11, 2026.
108,399 to 235,011 contracts between the Nov 10 and Nov 11 settlements, 117% of the prior figure.
Evidence
| Measure | Value |
|---|---|
| Open interest, earlier settlement | 108,399 |
| Open interest, later settlement | 235,011 |
| Change (contracts) | +126,612 |
| Change as a share of the earlier figure | 117% |
| 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: 126,612; Change as a share of the earlier figure: 1.168
- Contracts traded behind each figure
- Open interest changed: 83
- 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 11, 2026
All SPY snapshots on the hub- SPYCNOV 27Put/call by expiry
SPY calls outnumbered puts 11.0 to 1 expiring Nov 27 (2 weeks out), vs a 0.7 median
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.
- SPYCDEC 18Put/call by expiry
SPY calls outnumbered puts 4.7 to 1 expiring Dec 18, vs a 0.7 median
The median is SPY's call/put volume ratio for contracts 1 to 3 months out over the last 20 sessions. 35,232 call and 7,534 put contracts by 10:27 ET on Nov 11, 2026. Tracked: up to 42 strikes around the money across 35 expirations.
- SPYCNOV 16Put/call by expiry
SPY calls outnumbered puts 1.6 to 1 expiring Nov 16, vs a 0.9 median
The median is SPY's call/put volume ratio for contracts within a week over the last 20 sessions. 8,891 call and 5,602 put contracts by 10:02 ET on Nov 11, 2026. Tracked: up to 42 strikes around the money across 35 expirations.
- SPYCNOV 13Put/call by expiry
SPY calls outnumbered puts 1.6 to 1 expiring Nov 13, vs a 0.9 median
The median is SPY's call/put volume ratio for contracts within a week over the last 20 sessions. 31,482 call and 19,933 put contracts by 09:42 ET on Nov 11, 2026. Tracked: up to 42 strikes around the money across 35 expirations.
- SPYP755NOV 11Volume vs open interest
SPY 755 puts expiring Nov 11 (same day) traded 8.2x their open interest
Across the tracked strikes of that expiry, SPY puts traded 1.4x their open interest, against 8.2x for the 755 strike, by 09:37 ET on Nov 11, 2026. Tracked: up to 42 strikes around the money across 35 expirations.