XLPPNOV 27Open interest change
Open interest in XLP puts expiring Nov 27 (2 weeks out) rose 9,593 at the Nov 11 settlement
2,984 to 12,577 contracts between the Nov 10 and Nov 11 settlements, 321% of the prior figure.
XLP · PUTS · DEC 18Settled
Open interest in XLP puts expiring Dec 18 rose 38,610 at the Nov 11 settlement
As of . Source: settlement open interest archive.
On the page at squawkflow.com/options-flow/2026-11-11/xlp-puts-dec-18-2026-open-interest-change: the evidence table and the rule this settlement figure passed; and up to six other XLP snapshots from Nov 11, 2026.
370,845 to 409,455 contracts between the Nov 10 and Nov 11 settlements, 10% of the prior figure.
Evidence
| Measure | Value |
|---|---|
| Open interest, earlier settlement | 370,845 |
| Open interest, later settlement | 409,455 |
| Change (contracts) | +38,610 |
| Change as a share of the earlier figure | 10% |
| Earlier settlement | Nov 10, 2026 |
| Later settlement | Nov 11, 2026 |
| Days to expiry | 37 |
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: 38,610; Change as a share of the earlier figure: 0.1041
- Contracts traded behind each figure
- Open interest changed: 15
- Baseline
- median absolute open interest change share, contracts 1 to 3 months out: 0.0308
- 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.