AOSL Options Chain Analysis

As of previous close (2026-10-27) · OPRA historical data

Spot $24.02 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

1.04

6k P / 6k C

Put/Call (Volume)

0.36

38 P / 105 C that session

30d ATM IV

106%

annualized implied move

Call wall

$30

1k contracts

Put wall

$22.5

2k contracts

Tail hedging

0.4×

deep-OTM puts vs calls

What the positioning says

●Call wall at $30 (1k contracts), 25% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $22.5 (2k contracts), 6% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 2.3× deep-OTM put OI — speculative upside positioning dominates the tails.
●30-day ATM implied volatility is 106% — 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 2026-11-20. A steep left side = expensive downside protection.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-11-20	2k	1k	0.82	20
2026-12-18	3k	4k	1.31	21
2027-03-19	688	412	0.60	98
2027-06-17	48	2	0.04	1
2028-01-21	99	12	0.12	1
2029-01-19	20	27	1.35	2

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.