| Strike | Call vol | Call OI | Put vol | Put OI | C/P | Vol/OI note | Read |
|---|---|---|---|---|---|---|---|
| 5 | 7 | 28 | 40 | 1 | 0.175 | Volume > OI; confirm with next-day OI | Mixed flow |
| 40 | 1 | 316 | 13 | 10 | 0.07692307692307692307692307692 | Volume > OI; confirm with next-day OI | Mixed flow |
| 30.5 |
| Expiry | DTE | ATM straddle | Move | Daily | Read |
|---|---|---|---|---|---|
| 2026-11-13 | 0 | $0.73 |
| 0 |
| 35 |
| 13 |
| 3 |
| 0 |
| Volume > OI; confirm with next-day OI |
| Mixed flow |
| 10 | 2 | 0 | 5 | 2561 | 0.4 | Volume > OI; confirm with next-day OI | Mixed flow |
| 29.5 | 0 | 5 | 4 | 2 | 0 | Volume > OI; confirm with next-day OI | Mixed flow |
| 45 | 2 | 1034 | 1 | 0 | 2 | Volume > OI; confirm with next-day OI | Call demand concentrated |
| 32 | 0 | 126 | 2 | 1 | 0 | Volume > OI; confirm with next-day OI | Mixed flow |
| 60 | 28 | 1951 | — | — | — | No volume/OI anomaly | Mixed flow |
| 0.72% |
| - |
| Front elevated |
| 2026-11-20 | 7 | $1.41 | 5.33% | 0.76% | Front elevated |
| 2026-11-27 | 14 | $1.91 | 6.61% | 0.47% | Back expiry |
| 2026-12-04 | 21 | $2.31 | 9.16% | 0.44% | Back expiry |
| 2026-12-11 | 28 | $2.65 | 11.16% | 0.40% | Back expiry |
| 2026-12-18 | 35 | $3.06 | 13.23% | 0.38% | Back expiry |