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Unusual options activityLast session, Nov 13, 2026

Unusual options activity: Nov 13, 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 Nov 13, 2026, 16:14 ET, the largest estimated premium on SquawkFlow's unusual options activity board was in XOM calls expiring December 18, 2026: about $616.6M on 132,512 contracts in the strikes we track. QQQ calls expiring November 13, 2026 traded 16.6x their prior open interest, the most on the board. SquawkFlow had published 130 snapshots for Nov 13, 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.

For volume, prior open interest and estimated premium by ticker, expiry and call or put from the same delayed captures: See the most active options.

  • 130
    Snapshots published for Nov 13, 2026
  • $616.6M
    Largest est. premium, XOM Dec 18 C
  • 16.6x
    Highest volume vs prior open interest, QQQ Nov 13 C
  • +225,500
    Largest open interest rise at the Nov 12, 2026 settlement, XLF Jan 19 '29 P
The full Nov 13, 2026 pageHow snapshots are madeMachine-readable version

Open interest board: computed from the Nov 12 settlement. Next update after the Nov 13 settlement, after 5:30 a.m. PT (8:30 a.m. ET) on Monday, Nov 16, 2026.

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Flow map: est. premium by name

On Nov 13, 2026, NVDA drew the most estimated option premium of the 20 names we capture every 5 minutes: $2.13B est., 43% of it in puts, ahead of SPY $1.77B and QQQ $1.76B, in the strikes we track.

Tile size: est. premiumcallsputs (share of est. premium)nearest expiries only
NVDA$2.13B est.43% puts
SPY$1.77B est.42% puts
QQQ$1.76B est.39% puts
AMD$1.04B est.46% puts
XOM$958M est.1% puts
TSLA$701M est.33% puts
META$398M est.19% puts
AAPL$377M est.46% puts
GOOGL$197M est.39% puts
AMZN
IWM
MSFT
PLTR
COIN
NFLX
NVDA$2.13B est.43% puts
SPY$1.77B est.42% puts
QQQ$1.76B est.39% puts
AMD$1.04B est.46% puts
XOM$958M est.1% puts
TSLA
META$398M est.19% puts
AAPL$377M est.46% puts
GOOGL
AMZN
IWM
MSFT
PLTR
COIN
As of Nov 13, 2026, newest snapshot 16:14 ET. Totals from delayed 5-minute options chain snapshots in the strikes we track, published at least 15 minutes after capture. Est. premium is volume times the quote midpoint. Cells with fewer than 3 traded contracts are left out. Index ETF snapshots (marked) cover only the 2 nearest expiries.
The numbers behind this chart
Flow map: est. premium by name, Nov 13, 2026, newest snapshot 16:14 ET
SymbolEst. premiumPuts shareShare of boardExpiries captured
NVDA$2.13B43%21%25
SPY$1.77B42%17%33
QQQ$1.76B39%17%30
AMD$1.04B46%10%23
XOM$958M1%9%18
TSLA$701M33%7%23
META$398M19%4%24
AAPL$377M46%4%24
GOOGL$197M39%2%24
AMZN$189M26%2%24
IWM$169M67%2%31
MSFT$169M41%2%23
PLTR$91.2M27%1%20
COIN$79.1M60%1%20
NFLX$36.1M58%0%18
SOFI$15.8M43%0%19
JPM$13.3M47%0%17
BAC$13.1M61%0%20
GS$13.0M22%0%24
V$9.7M28%0%20

Snapshot feed

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

  32. JPMPDEC 18Put/call by expiry

    JPM puts expiring Dec 18 traded 3.7x the calls, vs a 0.9x median

    The median is JPM's put/call volume ratio for contracts 1 to 3 months out over the last 20 sessions. 2,108 put and 577 call contracts by 11:39 ET on Nov 13, 2026. Tracked: up to 41 strikes around the money across 17 expirations.

    Source: delayed broker chainJPM pageDetails
  40. IWMPDEC 11Put/call by expiry

    IWM puts expiring Dec 11 traded 11.5x the calls, vs a 2.3x median

    The median is IWM's put/call volume ratio for contracts 1 to 3 months out over the last 20 sessions. 8,380 put and 727 call contracts by 10:56 ET on Nov 13, 2026. Tracked: up to 45 strikes around the money across 31 expirations.

    Source: delayed broker chainIWM pageDetails

Calls vs puts, today vs normal, and the expiry mix

Calls vs puts, est. premium by name

On Nov 13, 2026, put est. premium was larger than call est. premium in 4 of 20 names (IWM, COIN and NFLX and others). The largest call total was NVDA at $1.22B est. and the largest put total NVDA at $912M est.

puts, est. premiumcalls, est. premiumnearest expiries only
putscallsP/C volNVDA$912M$1.22B0.76SPY$737M$1.03B1.14QQQ$682M$1.08B0.99AMD$476M$565M0.78XOM$6.2M$952M0.05TSLA$229M$472M0.54META$75.2M$323M0.47AAPL$174M$203M1.04GOOGL$76.0M$121M0.39AMZN$49.0M$140M0.63IWM$114M$55.9M1.74MSFT$69.9M$99.0M0.92PLTR$24.2M$67.0M0.61COIN$47.8M$31.3M0.57NFLX$21.0M$15.1M0.40SOFI$6.8M$9.0M0.38JPM$6.2M$7.1M1.09BAC$8.0M$5.1M0.66GS$2.9M$10.1M0.40V$2.7M$6.9M0.78
As of Nov 13, 2026, newest snapshot 16:14 ET. Totals from delayed 5-minute options chain snapshots in the strikes we track, published at least 15 minutes after capture. Est. premium is volume times the quote midpoint. Cells with fewer than 3 traded contracts are left out. Index ETF snapshots (marked) cover only the 2 nearest expiries.
The numbers behind this chart
Calls vs puts, est. premium by name, Nov 13, 2026, newest snapshot 16:14 ET
SymbolCalls, est. premiumPuts, est. premiumPut to call volume
NVDA$1.22B$912M0.76
SPY$1.03B$737M1.14
QQQ$1.08B$682M0.99
AMD$565M$476M0.78
XOM$952M$6.2M0.05
TSLA$472M$229M0.54
META$323M$75.2M0.47
AAPL$203M$174M1.04
GOOGL$121M$76.0M0.39
AMZN$140M$49.0M0.63
IWM$55.9M$114M1.74
MSFT$99.0M$69.9M0.92
PLTR$67.0M$24.2M0.61
COIN$31.3M$47.8M0.57
NFLX$15.1M$21.0M0.40
SOFI$9.0M$6.8M0.38
JPM$7.1M$6.2M1.09
BAC$5.1M$8.0M0.66
GS$10.1M$2.9M0.40
V$6.9M$2.7M0.78

Session vs normal, vs the last 20 sessions

On Nov 13, 2026, XOM options volume was the highest of its last 20 sessions, with same-day expiries left out of every total.

this sessioneach previous session| medianeach row on its own scale
lowest of the windowhighestXOM277K vs 51,604 med, highestNVDA3.09M vs 1.61M med, 80th pctAMD367K vs 327K med, 65th pctCOIN94,304 vs 72,050 med, 65th pctBAC110K vs 101K med, 60th pctMSFT265K vs 273K med, 45th pctSPY2.55M vs 2.80M med, 44th pctGOOGL286K vs 350K med, 40th pctJPM29,922 vs 33,748 med, 30th pctNFLX213K vs 291K med, 30th pctAAPL552K vs 705K med, 25th pctSOFI253K vs 341K med, 20th pctGS9,909 vs 15,444 med, 15th pctIWM623K vs 855K med, 11th pctQQQ1.35M vs 1.90M med, 11th pctMETA195K vs 253K med, 10th pctTSLA600K vs 803K med, 10th pctV14,330 vs 24,646 med, 10th pctAMZN314K vs 558K med, 5th pctPLTR165K vs 270K med, 5th pct
lowest ratiohighest ratioJPM1.19 vs 0.85 med, 90th pctIWM2.21 vs 1.58 med, 89th pctMSFT0.83 vs 0.67 med, 82nd pctAAPL1.09 vs 0.96 med, 80th pctAMZN0.58 vs 0.49 med, 70th pctBAC0.82 vs 0.72 med, 68th pctAMD0.80 vs 0.92 med, 45th pctCOIN0.61 vs 0.64 med, 45th pctNVDA0.63 vs 0.67 med, 45th pctSOFI0.30 vs 0.33 med, 35th pctV0.72 vs 0.97 med, 15th pctGOOGL0.36 vs 0.50 med, 12th pctQQQ1.04 vs 1.31 med, 11th pctSPY0.97 vs 1.15 med, 11th pctMETA0.38 vs 0.67 med, 8th pctTSLA0.54 vs 0.69 med, 5th pctGS0.28 vs 0.75 med, 2nd pctNFLX0.29 vs 0.65 med, lowestPLTR0.51 vs 0.74 med, lowestXOM0.04 vs 0.56 med, lowest
As of Nov 13, 2026, newest snapshot 16:14 ET. Each name against its own previous sessions (N per row; the window grows to 20). Same-day expiries are left out of every total, and a session captured over a different window is not compared. Index ETF snapshots cover only the nearest expiries, so their totals move with the calendar.
The numbers behind this chart
Session vs normal, vs the last 20 sessions, Nov 13, 2026, newest snapshot 16:14 ET
SymbolVolumeMedianPercentilePut to callMedian ratioN
XOM277K51,604highest0.040.5620
NVDA3.09M1.61M80th pct0.630.6720
AMD367K327K65th pct0.800.9220
COIN94,30472,05065th pct0.610.6420
BAC110K101K60th pct0.820.7220
MSFT265K273K45th pct0.830.6720
SPY2.55M2.80M44th pct0.971.159
GOOGL286K350K40th pct0.360.5020
JPM29,92233,74830th pct1.190.8520
NFLX213K291K30th pct0.290.6520
AAPL552K705K25th pct1.090.9620
SOFI253K341K20th pct0.300.3320
GS9,90915,44415th pct0.280.7520
IWM623K855K11th pct2.211.589
QQQ1.35M1.90M11th pct1.041.319
META195K253K10th pct0.380.6720
TSLA600K803K10th pct0.540.6920
V14,33024,64610th pct0.720.9720
AMZN314K558K5th pct0.580.4920
PLTR165K270K5th pct0.510.7420

Expiry heat grid: where in time the volume sat

On Nov 13, 2026, SPY had the largest share of its options volume in expiries within a week (93%), and XOM the largest share a month or more out (61%), among single stocks in the strikes we track.

Cell: share of the name's volumecallsputs (put to call volume)
Same daySame dayWithin a weekWeek1 to 3 weeks1 to 3 wk1 to 3 months1 to 3 moMore than 3 months3 mo +SPY77%16%4%2%1%QQQ82%11%4%2%1%NVDA51%19%12%7%11%TSLA70%13%10%4%3%IWM55%13%17%12%3%AAPL59%14%15%7%5%AMD65%13%11%7%4%META68%13%11%6%2%AMZN47%18%21%9%6%MSFT53%13%21%10%2%GOOGL46%15%20%11%8%SOFI23%26%35%16%PLTR47%35%10%7%NFLX31%49%15%5%XOM5%34%55%5%COIN36%43%13%8%BAC21%44%13%22%JPM27%36%27%10%V29%41%26%4%GS36%47%15%2%
As of Nov 13, 2026, newest snapshot 16:14 ET. Totals from delayed 5-minute options chain snapshots in the strikes we track, published at least 15 minutes after capture. Est. premium is volume times the quote midpoint. Cells with fewer than 3 traded contracts are left out. Index ETF snapshots (marked) cover only the 2 nearest expiries. Cell: share of the name's volume; colour: put to call volume ratio. A blank cell has no expiry in that window or fewer than 3 traded contracts.
The numbers behind this chart
Expiry heat grid: where in time the volume sat, Nov 13, 2026, newest snapshot 16:14 ET
SymbolSame dayWithin a week1 to 3 weeks1 to 3 monthsMore than 3 months
SPY77% (P/C 1.20)16% (P/C 0.82)4% (P/C 1.08)2% (P/C 1.66)1% (P/C 3.55)
QQQ82% (P/C 0.98)11% (P/C 1.03)4% (P/C 0.82)2% (P/C 1.43)1% (P/C 1.48)
NVDA51% (P/C 0.90)19% (P/C 0.77)12% (P/C 0.63)7% (P/C 0.60)11% (P/C 0.44)
TSLA70% (P/C 0.54)13% (P/C 0.48)10% (P/C 0.35)4% (P/C 0.98)3% (P/C 1.31)
IWM55% (P/C 1.45)13% (P/C 1.12)17% (P/C 2.37)12% (P/C 6.60)3% (P/C 1.27)
AAPL59% (P/C 1.01)14% (P/C 1.16)15% (P/C 0.94)7% (P/C 1.13)5% (P/C 1.39)
AMD65% (P/C 0.76)13% (P/C 0.73)11% (P/C 0.88)7% (P/C 0.89)4% (P/C 0.72)
META68% (P/C 0.51)13% (P/C 0.44)11% (P/C 0.32)6% (P/C 0.26)2% (P/C 1.00)
AMZN47% (P/C 0.68)18% (P/C 0.63)21% (P/C 0.46)9% (P/C 0.70)6% (P/C 0.81)
MSFT53% (P/C 1.02)13% (P/C 1.30)21% (P/C 0.73)10% (P/C 0.52)2% (P/C 1.35)
GOOGL46% (P/C 0.41)15% (P/C 0.25)20% (P/C 0.35)11% (P/C 0.42)8% (P/C 0.60)
SOFI23% (P/C 0.75)26% (P/C 0.52)35% (P/C 0.11)16% (P/C 0.50)
PLTR47% (P/C 0.73)35% (P/C 0.48)10% (P/C 0.87)7% (P/C 0.29)
NFLX31% (P/C 0.77)49% (P/C 0.25)15% (P/C 0.43)5% (P/C 0.34)
XOM5% (P/C 0.28)34% (P/C 0.04)55% (P/C 0.01)5% (P/C 0.61)
COIN36% (P/C 0.51)43% (P/C 0.62)13% (P/C 0.76)8% (P/C 0.40)
BAC21% (P/C 0.24)44% (P/C 0.96)13% (P/C 0.29)22% (P/C 1.01)
JPM27% (P/C 0.85)36% (P/C 0.64)27% (P/C 2.76)10% (P/C 1.44)
V29% (P/C 0.93)41% (P/C 0.54)26% (P/C 1.02)4% (P/C 1.23)
GS36% (P/C 0.67)47% (P/C 0.28)15% (P/C 0.27)2% (P/C 0.48)

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 Nov 13, 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
1XOM calls expiring December 18, 2026$616.6M132,512142,373
2QQQ calls expiring November 13, 2026$556.7M3,007,835181,065
3SPY calls expiring November 13, 2026$461.1M3,969,592294,198
4SPY calls expiring November 16, 2026$229.9M777,393136,692
5XOM calls expiring January 15, 2027$156.4M25,937141,864
6XOM calls expiring November 20, 2026$155.3M93,76382,741
7SPY puts expiring November 13, 2026$144.8M4,760,821348,935
8NVDA calls expiring March 19, 2027$142.3M172,366557,946
9SPY puts expiring November 16, 2026$137.2M650,984144,077
10TSLA calls expiring November 13, 2026$135.1M914,800190,594

58 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 Nov 13, 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
1QQQ calls expiring November 13, 202616.6x3,007,835181,065
2SPY puts expiring November 13, 202613.6x4,760,821348,935
3SPY calls expiring November 13, 202613.5x3,969,592294,198
4QQQ puts expiring November 13, 202613.3x2,937,995220,571
5QQQ puts expiring November 16, 20269.1x310,51634,260
6QQQ calls expiring November 16, 20268.3x306,00937,096
7TSLA puts expiring November 13, 20266.2x492,36679,230
8META calls expiring November 16, 20266.0x44,6627,465
9AMD calls expiring November 16, 20265.8x62,35710,806
10SPY calls expiring November 16, 20265.7x777,393136,692

58 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.

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