| Strike | Call vol | Call OI | Put vol | Put OI | C/P | Vol/OI note | Read |
|---|---|---|---|---|---|---|---|
| 27.5 | 8 | 1 | 8 | 8 | 1 | Volume > OI; confirm with next-day OI | Mixed flow |
| 26.5 | 0 | 0 | 6 | 4 | 0 | Volume > OI; confirm with next-day OI | Mixed flow |
| 28.5 |
| Expiry | DTE | ATM straddle | Move | Daily | Read |
|---|---|---|---|---|---|
| 2026-11-13 | 0 | $0.57 |
| 5 |
| 3 |
| 1 |
| 3 |
| 5 |
| Volume > OI; confirm with next-day OI |
| Call demand concentrated |
| 25.5 | 0 | 0 | 4 | 3 | 0 | Volume > OI; confirm with next-day OI | Mixed flow |
| 36 | 0 | 220 | 1 | 0 | 0 | Volume > OI; confirm with next-day OI | Mixed flow |
| 40 | 13 | 5917 | — | — | — | No volume/OI anomaly | Mixed flow |
| 45 | 10 | 6471 | — | — | — | No volume/OI anomaly | Mixed flow |
| 3 | 5 | 30 | — | — | — | No volume/OI anomaly | Mixed flow |
| 1.40% |
| - |
| Front elevated |
| 2026-11-20 | 7 | $1.30 | 6.15% | 0.88% | Front elevated |
| 2026-11-27 | 14 | $1.68 | 9.14% | 0.65% | Back expiry |
| 2026-12-04 | 21 | $2.08 | 11.00% | 0.52% | Back expiry |
| 2026-12-11 | 28 | $3.30 | 19.11% | 0.68% | Back expiry |
| 2026-12-18 | 35 | $3.40 | 20.10% | 0.57% | Back expiry |