| Strike | Call vol | Call OI | Put vol | Put OI | C/P | Vol/OI note | Read |
|---|---|---|---|---|---|---|---|
| 412.5 | 742 | 397 | 26 | 274 | 28.53846153846153846153846154 | Volume > OI; confirm with next-day OI | Call demand concentrated |
| 397.5 | 46 | 295 | 638 | 434 | 0.07210031347962382445141065831 | Volume > OI; confirm with next-day OI | Mixed flow |
| Expiry | DTE | ATM straddle | Move | Daily | Read |
|---|---|---|---|---|---|
| 2026-11-13 | 0 | $11.76 |
| 260 |
| 28 |
| 9 |
| 50 |
| 2324 |
| 0.56 |
| Volume > OI; confirm with next-day OI |
| Mixed flow |
| 447.5 | 38 | 136 | 20 | 5 | 1.9 | Volume > OI; confirm with next-day OI | Call demand concentrated |
| 407.5 | 20 | 0 | 12 | 0 | 1.666666666666666666666666667 | Volume > OI; confirm with next-day OI | Call demand concentrated |
| 440 | 757 | 1600 | 15 | 1077 | 50.46666666666666666666666667 | No volume/OI anomaly | Call demand concentrated |
| 210 | — | — | 721 | 1758 | — | No volume/OI anomaly | Mixed flow |
| 395 | 69 | 147 | 397 | 821 | 0.1738035264483627204030226700 | No volume/OI anomaly | Mixed flow |
| 0.41% |
| - |
| Front elevated |
| 2026-11-20 | 7 | $23.57 | 4.49% | 0.64% | Front elevated |
| 2026-11-27 | 14 | $27.48 | 5.49% | 0.39% | Back expiry |
| 2026-12-04 | 21 | $32.85 | 6.85% | 0.33% | Back expiry |
| 2026-12-11 | 28 | $36.67 | 7.82% | 0.28% | Back expiry |
| 2026-12-18 | 35 | $40.42 | 8.37% | 0.24% | Back expiry |