| Strike | Call vol | Call OI | Put vol | Put OI | C/P | Vol/OI note | Read |
|---|---|---|---|---|---|---|---|
| 252.5 | 6 | 4 | 1 | 0 | 6 | Volume > OI; confirm with next-day OI | Call demand concentrated |
| 257.5 | 4 | 3 | 3 | 90 | 1.333333333333333333333333333 | Volume > OI; confirm with next-day OI | Mixed flow |
| 157.5 |
| Expiry | DTE | ATM straddle | Move | Daily | Read |
|---|---|---|---|---|---|
| 2026-11-13 | 0 | $5.53 |
| 2 |
| 0 |
| 0 |
| 1 |
| — |
| Volume > OI; confirm with next-day OI |
| Mixed flow |
| 265 | 1 | 0 | 0 | 60 | — | Volume > OI; confirm with next-day OI | Mixed flow |
| 235 | 1 | 791 | 65 | 378 | 0.01538461538461538461538461538 | No volume/OI anomaly | Mixed flow |
| 240 | 1 | 28 | 50 | 611 | 0.02 | No volume/OI anomaly | Mixed flow |
| 267.5 | 15 | 59 | 5 | 18 | 3 | No volume/OI anomaly | Call demand concentrated |
| 255 | 10 | 98 | 2 | 33 | 5 | No volume/OI anomaly | Call demand concentrated |
| 0.50% |
| - |
| Front elevated |
| 2026-11-20 | 7 | $12.50 | 3.90% | 0.56% | Front elevated |
| 2026-11-27 | 14 | - | 5.04% | 0.36% | Back expiry |
| 2026-12-04 | 21 | $19.55 | 6.35% | 0.30% | Back expiry |
| 2026-12-11 | 28 | $24.00 | 7.65% | 0.27% | Back expiry |
| 2026-12-18 | 35 | $31.25 | 10.40% | 0.30% | Back expiry |