SPY · 756 · CALLS · NOV 12Session closed

SPY 756 calls expiring Nov 12 (same day) traded 9.7x their open interest

As of , published from Nov 12, 2026, 09:52 ET. Source: delayed broker chain.

On the page at squawkflow.com/options-flow/2026-11-12/spy-756-calls-nov-12-2026-volume-vs-open-interest: 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 SPY snapshots from Nov 12, 2026.

Across the tracked strikes of that expiry, SPY calls traded 1.4x their open interest, against 9.7x for the 756 strike, by 09:37 ET on Nov 12, 2026. Tracked: up to 42 strikes around the money across 34 expirations.

Evidence

The numbers behind this snapshot, Nov 12, 2026, 09:37 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
Volume / prior open interest, this strike9.7x
Volume / prior open interest, the expiry's tracked strikes1.4x
Days to expiry0

Why it fired

Rule
volume/prior OI >= 5.0 and >= 3.0 x this expiry's call volume/OI; prior OI >= 1000; volume >= 2000
Values that cleared it
Expiry ratio: 1.43; Ratio: 9.71
Contracts traded behind each figure
Expiry calls: 38
Baseline
this expiry's call volume/open interest, same session: 1.43
Baseline window
same expiry, same session (n = strikes with open interest)
Baseline n
38
Claim level
1, arithmetic on reported figures

What happened next

  • Next settlement: Pending the next settlement.
  • Expiry, Nov 12, 2026: Pending expiry.
All SPY snapshots on the hub
  1. SPYPNOV 17Put/call by expiry

    SPY puts expiring Nov 17 traded 2.3x the calls, vs a 1.1x median

    The median is SPY's put/call volume ratio for contracts within a week over the last 20 sessions. 4,018 put and 1,775 call contracts by 09:37 ET on Nov 12, 2026. Tracked: up to 42 strikes around the money across 34 expirations.

    Source: delayed broker chainSPY pageDetails
  2. SPYPNOV 13Put/call by expiry

    SPY puts expiring Nov 13 traded 2.5x the calls, vs a 1.1x median

    The median is SPY's put/call volume ratio for contracts within a week over the last 20 sessions. 24,584 put and 9,763 call contracts by 09:32 ET on Nov 12, 2026. Tracked: up to 40 strikes around the money across 34 expirations.

    Source: delayed broker chainSPY pageDetails