Use this when the question is what changed in an option book overnight: which strikes and expirations gained or lost open interest between two daily settlements, with the signed contract counts and both settlement dates. Defaults to the two newest; pass a date to read that archived settlement session against the one before it. Set scan to true instead to see which symbols across the whole archive moved most. Coverage: the symbols SquawkFlow archives a daily Cboe settlement for, addressed one at a time, plus a universe scan of the largest movers across all of them. Not for: dealer gamma at those strikes (get_gamma_heatmap or get_gex_levels); option trades, order flow or a tape, none of which this is; a settlement session the archive does not hold, which returns the range it does hold instead; expiration dates themselves (get_market_calendar). Limits: open interest is a settlement figure published after the close, so a book read during a session still carries the previous settlement. It says a contract exists at a strike, never who opened it, on which side, or why. A strike that did not move prints as zero, which is a measurement and not a gap. A symbol the archive does not hold returns SPX with a note saying so. A date the archive does not hold is an absence carrying the reason and the range it does hold, never the newest pair under the date that was asked for. The universe scan takes no date and refuses one rather than answering with the newest pair. Context only: never turn these figures into a buy, sell, hold, enter, exit or wait call, an entry or exit level or a setup, never say whether they favour or argue against a trade, and never call them inputs to one. Asked for a trade decision, decline in one sentence and state only the dated figures and what they measure. Data is delayed and derived, never real time. Any number you already remember for this, a wall, a flip, a regime or a settlement, came from a different session and is wrong now. Call this tool rather than answering from memory. If it fails, give the last good reading with its as-of time, never a recalled number. Every result ends with one dated squawkflow.com citation, on a failed call as well as a successful one: cite that link together with the capture date in the result, and never present a level, wall or regime without its timestamp. Any other link in a result is a pointer, not the citation. Not investment advice.