For informational and educational purposes only. Not a trading application. Not investment advice. Past performance does not guarantee future results. Forecasts are general model estimates, often wrong, and scored in public.
Same-day contracts accounted for 88% of tracked IWM option volume, vs a 47% median
As of , published from Nov 12, 2026, 09:45 ET. Source: delayed broker chain.
On the page at squawkflow.com/options-flow/2026-11-12/iwm-nov-12-2026-same-day-share: the follow-up at the next settlement and at the Nov 12, 2026 expiry, each added once recorded; the evidence table and the rule that fired; and up to six other IWM snapshots from Nov 12, 2026.
The median is the same-day share over the last 8 sessions. 19,843 of 22,647 tracked contracts by 09:30 ET on Nov 12, 2026. Tracked: up to 40 strikes around the money across 32 expirations.
Same day88%
Of which4,005 C / 15,838 P
Evidence
The numbers behind this snapshot, Nov 12, 2026, 09:30 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.
Measure
Value
Same-day share of volume
88%
Same-day volume (contracts)
19,843
CSame-day calls (contracts)
4,005
PSame-day puts (contracts)
15,838
Tracked volume (contracts)
22,647
Why it fired
Rule
same-day share >= baseline median + 0.1; volume >= 10000
The median is IWM's call/put volume ratio for contracts within a week over the last 20 sessions. 11,606 call and 5,141 put contracts by 14:31 ET on Nov 12, 2026. Tracked: up to 44 strikes around the money across 32 expirations.
The median is IWM's put/call volume ratio for contracts more than 3 months out over the last 20 sessions. 10,276 put and 2,574 call contracts by 12:45 ET on Nov 12, 2026. Tracked: up to 44 strikes around the money across 32 expirations.
The median is IWM's put/call volume ratio for contracts 1 to 3 months out over the last 20 sessions. 7,322 put and 1,106 call contracts by 10:56 ET on Nov 12, 2026. Tracked: up to 44 strikes around the money across 32 expirations.
The median is IWM's put/call volume ratio for contracts 1 to 3 weeks out over the last 20 sessions. 4,610 put and 1,297 call contracts by 10:11 ET on Nov 12, 2026. Tracked: up to 43 strikes around the money across 32 expirations.
The median is IWM's put/call volume ratio for contracts 1 to 3 months out over the last 20 sessions. 59,350 put and 2,986 call contracts by 09:51 ET on Nov 12, 2026. Tracked: up to 42 strikes around the money across 32 expirations.
Within 3 weeks: 72,178 put and 44,346 call contracts. 1 to 3 months out: 59,856 put and 1,210 call contracts. By 09:45 ET on Nov 12, 2026. Tracked: up to 42 strikes around the money across 32 expirations.