AEHR Options Chain Analysis

As of previous close (2026-10-02) · OPRA historical data

Spot $106.94 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.87

63k P / 72k C

Put/Call (Volume)

0.32

2k P / 8k C that session

30d ATM IV

103%

annualized implied move

Call wall

$110

3k contracts

Put wall

$7.5

13k contracts

Tail hedging

2.6×

deep-OTM puts vs calls

What the positioning says

●Call wall at $110 (3k contracts), 3% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $7.5 (13k contracts), 93% below spot — the hedge floor; often acts as support.
●Deep-OTM put open interest is 2.6× deep-OTM call OI — an institutional hedging ladder sits under this stock.
●30-day ATM implied volatility is 103% — the market prices very large moves; option premium is expensive.

Open interest by strike

All expiries combined. Amber lines mark the call and put walls; the dashed line is spot.

IV term structure

At-the-money implied volatility per expiry.

Volatility smile

IV by strike — expiry 2026-10-30. A steep left side = expensive downside protection.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-10-09	3k	2k	0.85	2k
2026-10-16	10k	9k	0.91	1k
2026-10-23	1k	1k	0.92	319
2026-10-30	543	679	1.25	232
2026-11-06	219	153	0.70	138
2026-11-13	0	6	—	16
2026-11-20	970	2k	2.16	529
2026-12-18	8k	5k	0.62	662
2027-01-15	21k	31k	1.45	348
2027-03-19	3k	855	0.31	82
2028-01-21	14k	5k	0.36	68
2028-12-15	3k	857	0.30	172
2029-01-19	147	41	0.28	11

Source: Cboe end-of-session option chains, summarized after each US market close and published from the following trading day — OPRA historical data. Under the OPRA plan options data becomes historical, and freely publishable, at the opening of the next trading session; data from the session in progress is never displayed or served here. Open interest is exchange-reported once a day. Research, not investment advice.