| Strike | Call vol | Call OI | Put vol | Put OI | C/P | Vol/OI note | Read |
|---|---|---|---|---|---|---|---|
| 92.5 | 1 | 5818 | 488 | 325 | 0.002049180327868852459016393443 | Volume > OI; confirm with next-day OI | Mixed flow |
| 97.5 | 13 | 1276 | 30 | 20 | 0.4333333333333333333333333333 | Volume > OI; confirm with next-day OI | Mixed flow |
| Expiry | DTE | ATM straddle | Move | Daily | Read |
|---|---|---|---|---|---|
| 2026-11-13 | 0 | $1.34 |
| 100 |
| 10 |
| 14733 |
| 20 |
| 13 |
| 0.5 |
| Volume > OI; confirm with next-day OI |
| Mixed flow |
| 77 | 27 | 1194 | 1 | 0 | 27 | Volume > OI; confirm with next-day OI | Call demand concentrated |
| 80 | 7 | 128 | 1 | 0 | 7 | Volume > OI; confirm with next-day OI | Call demand concentrated |
| 56 | 7 | 5 | — | — | — | Volume > OI; confirm with next-day OI | Mixed flow |
| 54 | 6 | 4 | — | — | — | Volume > OI; confirm with next-day OI | Mixed flow |
| 55 | 4 | 0 | 1 | 137 | 4 | Volume > OI; confirm with next-day OI | Call demand concentrated |
| 0.56% |
| - |
| Front elevated |
| 2026-11-20 | 7 | $2.85 | 3.15% | 0.45% | Front elevated |
| 2026-11-27 | 14 | $3.55 | 4.14% | 0.30% | Back expiry |
| 2026-12-04 | 21 | $4.40 | 5.16% | 0.25% | Back expiry |
| 2026-12-11 | 28 | $5.11 | 5.76% | 0.21% | Back expiry |
| 2026-12-18 | 35 | $5.76 | 6.73% | 0.19% | Back expiry |