| Strike | Call vol | Call OI | Put vol | Put OI | C/P | Vol/OI note | Read |
|---|---|---|---|---|---|---|---|
| 132.5 | — | — | 2 | 0 | — | Volume > OI; confirm with next-day OI | Mixed flow |
| 124.5 | — | — | 1 | 0 | — | Volume > OI; confirm with next-day OI | Mixed flow |
| 127.5 |
| Expiry | DTE | ATM straddle | Move | Daily | Read |
|---|---|---|---|---|---|
| 2026-11-13 | 0 | $2.95 |
| 37 |
| 3417 |
| — |
| — |
| — |
| No volume/OI anomaly |
| Mixed flow |
| 97.5 | — | — | 5 | 4662 | — | No volume/OI anomaly | Mixed flow |
| 140 | 3 | 50 | — | — | — | No volume/OI anomaly | Mixed flow |
| 122 | 2 | 28 | 0 | 11 | — | No volume/OI anomaly | Mixed flow |
| 122.5 | 1 | 474 | 1 | 277 | 1 | No volume/OI anomaly | Mixed flow |
| 123 | 2 | 8 | 0 | 0 | — | No volume/OI anomaly | Mixed flow |
| 0.44% |
| - |
| Front elevated |
| 2026-11-20 | 7 | $3.98 | 2.24% | 0.32% | Front elevated |
| 2026-11-27 | 14 | $4.05 | 2.89% | 0.21% | Back expiry |
| 2026-12-04 | 21 | - | 3.57% | 0.17% | Back expiry |
| 2026-12-11 | 28 | $5.78 | 4.19% | 0.15% | Back expiry |
| 2026-12-18 | 35 | $8.15 | 4.64% | 0.13% | Back expiry |