Dollars vs positions
During the sessionHow this is built
How strongly the money (the call/put premium ratio) and the standing positions (the call/put open-interest ratio) point in opposite directions. Largest mismatch first.
It really happens that open interest is put-heavy while the money flows into calls — cheap puts stacked up by count, with the dollars going into pricier calls. Read only one of the two and you get the opposite story. The contradiction itself is the information.
- 1BAPremium C/P 0.03 · OI C/P 2.19
- 2AVGOPremium C/P 0.09 · OI C/P 1.62
- 3CATPremium C/P 0.06 · OI C/P 1.03
- 4PLTRPremium C/P 12.72 · OI C/P 0.87
- 5SMCIPremium C/P 0.12 · OI C/P 1.54
- 6SPYPremium C/P 2.58 · OI C/P 0.31
- 7LLYPremium C/P 6.47 · OI C/P 0.94
- 8JPMPremium C/P 0.3 · OI C/P 1.62
- 9IWMPremium C/P 0.12 · OI C/P 0.65
- 10COINPremium C/P 6.15 · OI C/P 1.26
What we guard against
- Premium and open interest are always read from the same snapshot
- Both sides must be greater than zero
Source: Daily options-chain snapshots — premium and open interest from the same snapshot
Updated: 2026-10-16 13:14 UTC