| Strike | Call vol | Call OI | Put vol | Put OI | C/P | Vol/OI note | Read |
|---|---|---|---|---|---|---|---|
| 9.5 | 1 | 0 | 0 | 41 | — | Volume > OI; confirm with next-day OI | Mixed flow |
| 7.5 | 0 | 7 | 67 | 2071 | 0 | No volume/OI anomaly | Mixed flow |
| 2.5 | 20 |
| Expiry | DTE | ATM straddle | Move | Daily | Read |
|---|---|---|---|---|---|
| 2026-11-13 | 0 | $0.32 |
| 120 |
| — |
| — |
| — |
| No volume/OI anomaly |
| Mixed flow |
| 8 | 1 | 137 | 7 | 21 | 0.1428571428571428571428571429 | No volume/OI anomaly | Mixed flow |
| 8.5 | 5 | 62 | 1 | 1105 | 5 | No volume/OI anomaly | Call demand concentrated |
| 10 | 4 | 2389 | 0 | 49 | — | No volume/OI anomaly | Mixed flow |
| 9 | 2 | 203 | 1 | 72 | 2 | No volume/OI anomaly | Call demand concentrated |
| 7 | 0 | 4 | 1 | 778 | 0 | No volume/OI anomaly | Mixed flow |
| 1.02% |
| - |
| Front elevated |
| 2026-11-20 | 7 | $0.63 | 5.48% | 0.78% | Front elevated |
| 2026-11-27 | 14 | $0.75 | 7.17% | 0.51% | Back expiry |
| 2026-12-04 | 21 | $0.93 | 8.91% | 0.42% | Back expiry |
| 2026-12-11 | 28 | $1.03 | 10.17% | 0.36% | Back expiry |
| 2026-12-18 | 35 | $1.14 | 11.46% | 0.33% | Back expiry |