Election 2026: what SPX options price for the Nov 4 session.Election 2026: what SPX options price

Free, no account. Daily levels are open data.
Unusual options activityLast session, Oct 29, 2026

Unusual options activity: Oct 29, 2026

A free options flow scanner, delayed at least 15 minutes: 21 symbols intraday in the strikes we track, and open interest for about 160 after each settlement.

As of Oct 29, 2026, 16:14 ET, the largest estimated premium on SquawkFlow's unusual options activity board was in QQQ puts expiring October 30, 2026: about $796.6M on 834,146 contracts in the strikes we track. GOOGL calls expiring November 6, 2026 traded 8.9x their prior open interest, the most on the board. SquawkFlow had published 117 snapshots for Oct 29, 2026, from its delayed options chain scan of 21 symbols and its nightly settlement open interest archive. Chain figures are session totals in the strikes we track, published at least 15 minutes after capture; settlement figures are open interest counts; none is an individual trade.

  • 117
    Snapshots published for Oct 29, 2026
  • $796.6M
    Largest est. premium, QQQ Oct 30 P
  • 8.9x
    Highest volume vs prior open interest, GOOGL Nov 6 C
  • +233,486
    Largest open interest rise at the Oct 28, 2026 settlement, GLD Dec 18 C

The snapshots on this page show where options traded, not how far the market is priced to move. For the one standard deviation move SPX, SPY and QQQ options price in, to the next close and to OPEX, CPI and FOMC: See the expected move →

Open interest board: computed from the Oct 28 settlement. Next update after the Oct 29 settlement, after 5:30 a.m. PT (8:30 a.m. ET) on Friday, Oct 30, 2026.

Open the free terminal →

Snapshot feed

Newest capture first. Each links to its own dated page.

  1. PLTRPDEC 4Put/call by expiry

    PLTR puts expiring Dec 4 traded 1.7x the calls, vs a 1.0x median

    The median is PLTR's put/call volume ratio for contracts 1 to 3 months out over the last 15 sessions. 2,010 put and 1,178 call contracts by 15:58 ET on Oct 29, 2026. Tracked: up to 40 strikes around the money across 20 expirations.

    Source: delayed broker chainPLTR pageDetails
  2. COINPNOV 20Put/call by expiry

    COIN puts expiring Nov 20 traded 1.6x the calls, vs a 0.9x median

    The median is COIN's put/call volume ratio for contracts 1 to 3 months out over the last 15 sessions. 4,870 put and 3,071 call contracts by 15:19 ET on Oct 29, 2026. Tracked: up to 40 strikes around the money across 20 expirations.

    Source: delayed broker chainCOIN pageDetails
  3. BACPNOV 20Put/call by expiry

    BAC puts expiring Nov 20 traded 2.2x the calls, vs a 1.0x median

    The median is BAC's put/call volume ratio for contracts 1 to 3 months out over the last 15 sessions. 14,831 put and 6,826 call contracts by 15:11 ET on Oct 29, 2026. Tracked: up to 40 strikes around the money across 20 expirations.

    Source: delayed broker chainBAC pageDetails
  4. IWMPOCT 30Put/call by expiry

    IWM puts expiring Oct 30 traded 1.5x the calls, vs a 0.8x median

    The median is IWM's put/call volume ratio for contracts within a week over the last 15 sessions. 159,548 put and 105,433 call contracts by 13:36 ET on Oct 29, 2026. Tracked: up to 40 strikes around the money across 34 expirations.

    Source: delayed broker chainIWM pageDetails
  5. XOMPNOV 20Put/call by expiry

    XOM puts expiring Nov 20 traded 5.8x the calls, vs a 0.6x median

    The median is XOM's put/call volume ratio for contracts 1 to 3 months out over the last 15 sessions. 4,657 put and 805 call contracts by 13:03 ET on Oct 29, 2026. Tracked: up to 40 strikes around the money across 18 expirations.

    Source: delayed broker chainXOM pageDetails
  6. TSLAPNOV 4Put/call by expiry

    TSLA puts expiring Nov 4 traded 1.6x the calls, vs a 0.7x median

    The median is TSLA's put/call volume ratio for contracts within a week over the last 15 sessions. 6,125 put and 3,784 call contracts by 10:36 ET on Oct 29, 2026. Tracked: up to 40 strikes around the money across 23 expirations.

    Source: delayed broker chainTSLA pageDetails
  7. NVDAPNOV 20Put/call by expiry

    NVDA puts expiring Nov 20 traded 1.6x the calls, vs a 0.6x median

    The median is NVDA's put/call volume ratio for contracts 1 to 3 months out over the last 15 sessions. 20,954 put and 12,718 call contracts by 10:16 ET on Oct 29, 2026. Tracked: up to 40 strikes around the money across 25 expirations.

    Source: delayed broker chainNVDA pageDetails

Biggest call and put activity by expiry

Ticker x expiry x call or put totals. No single contracts.

Biggest estimated premium

Biggest est. premium by ticker, expiry and type, in the strikes we track. Estimated as volume times the quote midpoint.

Biggest estimated premium. As of Oct 29, 2026, 16:14 ET. Premium in US dollars, estimated; volume and open interest in contracts, in the strikes captured around the money. Session totals from delayed chain snapshots, not individual trades.
#Ticker, expiryEst. premiumVolumePrior OI
1QQQ puts expiring October 30, 2026$796.6M834,146809,363
2SPY puts expiring October 30, 2026$199.3M842,7861,666,250
3GOOGL puts expiring October 30, 2026$177.4M231,257101,891
4SPY calls expiring October 30, 2026$149.6M703,166674,726
5GOOGL puts expiring December 18, 2026$91.9M49,129152,145
6AMZN calls expiring October 30, 2026$89.5M264,695245,863
7NVDA puts expiring October 30, 2026$83.2M336,980233,422
8AMZN puts expiring October 30, 2026$79.5M210,849113,162
9GOOGL puts expiring November 20, 2026$78.3M62,230171,663
10TSLA calls expiring October 30, 2026$75.8M427,305185,255

14 cells withheld: fewer than 3 traded contracts

Volume against prior open interest

Volume vs prior open interest by ticker, expiry and type (open interest >= 5,000). Session volume in the strikes we track divided by their open interest from the prior settlement.

Volume against prior open interest. As of Oct 29, 2026, 16:14 ET. Premium in US dollars, estimated; volume and open interest in contracts, in the strikes captured around the money. Session totals from delayed chain snapshots, not individual trades.
#Ticker, expiryVolume / OIVolumePrior OI
1GOOGL calls expiring November 6, 20268.9x51,8005,825
2GOOGL calls expiring October 30, 20266.7x282,60742,271
3GOOGL puts expiring November 2, 20264.7x29,7356,277
4IWM calls expiring November 2, 20264.4x57,95113,048
5META calls expiring October 30, 20264.2x229,97254,852
6NVDA puts expiring November 2, 20264.0x125,50831,762
7TSLA puts expiring October 30, 20263.8x293,24077,129
8GOOGL calls expiring November 2, 20263.6x43,06311,968
9SPY calls expiring November 2, 20263.5x133,52038,478
10AMZN calls expiring November 2, 20263.2x28,8219,047

14 cells withheld: fewer than 3 traded contracts

How to read this, and what it cannot tell you

Each snapshot is one templated sentence computed from options chain snapshots aggregated to ticker, expiry and call or put totals, each over at least 3 traded contracts. The sentence is generated by fixed rules, never written by a model, and it never changes once published: a template fix applies only to new snapshots.

  • Delayed at least 15 minutesEvery figure is published at least 15 minutes after the chain capture it describes, and stamped with that capture time in Eastern time.
  • 21 symbols intraday, about 200 end of dayIntraday snapshots cover a fixed list of 21 symbols (major stocks, ETFs and the SPX index), not every optionable symbol. Open interest changes cover about 200 symbols from the nightly settlement open interest archive.
  • The strikes we track, not the full bookA chain capture is a window: up to 40 strikes around the money in each expiration from the broker chain, or every strike in the nearest expirations from the delayed option chain. Totals, shares and ratios describe the strikes captured, and each snapshot states its own coverage.
  • Thin cells are withheldEvery published total, ratio and share rests on at least 3 traded contracts (volume above zero; for open interest change, contracts whose open interest changed). A call or put side of one expiry below that is left out of every figure, shown as withheld, and counted in a footnote, so no difference between published numbers recovers it.
  • Session totals, not tradesVolume is the session total read from chain snapshots, aggregated to ticker, expiry and call or put. There is no trade-by-trade record behind it, and no single trade is shown.
  • No buyer, seller or directionA chain cannot say who bought or sold, whether a contract was opened or closed, or whether it was one leg of a spread. Calls can be sold and puts can hedge stock, so no snapshot carries a direction.
  • Premium is an estimateEstimated premium is volume times the quote midpoint times 100 shares. It is labelled "est." wherever it appears.
  • Open interest arrives the next dayOpen interest is the prior settlement figure. Whether contracts stayed open is only known after the next settlement, which is when each snapshot gets its follow-up.

The six kinds of snapshot

  • Put/call by expiry. Put or call volume in one expiry at least 2.5 times the other side (once a ticker has history, 1.75 times its own usual ratio for that range of expiries), with at least 2,000 contracts on the heavy side.
  • Volume vs open interest. One strike trading at least 5 times its prior open interest, and at least 3 times the ratio of its expiry's tracked strikes, with at least 1,000 contracts open.
  • Premium concentration. One expiry holding an outsized share of a ticker's tracked estimated premium for the session.
  • Same-day share. Contracts expiring the same day taking at least 60% of a ticker's tracked option volume (once it has history, 10 points above its own usual share).
  • Near vs far dates. The put/call ratio within three weeks at least twice, or at most half, the ratio one to three months out.
  • Open interest change. Open interest in one expiry and type changing sharply between two settlements, against that symbol's own typical change.

Until a ticker has five sessions of its own history, a snapshot is judged against a fixed threshold and says so; after that it is also compared with the ticker's own 20-session median, and the snapshot page shows how many sessions that median rests on.

Covered intraday

SPX, SPY, QQQ, IWM, AAPL, MSFT, NVDA, TSLA, META, AMZN, GOOGL, AMD, NFLX, COIN, PLTR, BAC, JPM, GS, XOM, V, SOFI.

COMMON QUESTIONS

Is this options activity real time?
No. Every snapshot is published at least 15 minutes after the options chain capture it describes, and carries that capture time in Eastern time. During regular US market hours new snapshots appear as new chain captures arrive.
Which tickers are covered?
Intraday: SPX, SPY, QQQ, IWM, AAPL, MSFT, NVDA, TSLA, META, AMZN, GOOGL, AMD, NFLX, COIN, PLTR, BAC, JPM, GS, XOM, V, SOFI, each over the strikes its chain capture holds (up to 40 around the money per expiration), not every listed strike. After each settlement, open interest change snapshots cover about 200 symbols from SquawkFlow's nightly settlement open interest archive. Symbols outside these lists are not scanned.
Does this show individual trades, or who bought and who sold?
No. The figures are session totals aggregated from delayed options chain snapshots to ticker, expiry and call or put. A chain carries no trade tape, so it cannot show individual trades, the buyer or seller, whether a position was opened or closed, or whether a contract was part of a spread.
Why does a call or put side show as withheld?
Every published figure is computed over at least 3 traded contracts. When one side of an expiry had fewer than 3 contracts with volume, that side is left out of all totals, ratios and shares and labelled withheld, and the page counts how many cells were withheld. A ratio needs both sides, so it is hidden when either is withheld.
What makes a snapshot fire?
A fixed rule clearing a stated threshold, for example put/call volume of at least 2.5 to 1 in one expiry, or one strike trading at least 5 times its prior open interest with at least 1,000 contracts open. Each snapshot page shows the rule, the numbers that cleared it and the baseline it was compared against.
What happens after a snapshot is published?
After the next settlement the snapshot page adds the open interest change for the same contracts, and after expiry it adds where the underlying settled against the strike. These follow-ups are facts, written the same way whatever the outcome, and are never added to a snapshot published after the fact.

Related

See it next to gamma, levels and catalysts.

The free terminal puts options activity beside dealer gamma, key levels and the session calendar.