BAP Options Chain Analysis

As of previous close (2026-09-02) · OPRA historical data

Spot $372.85 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.88

510 P / 578 C

Put/Call (Volume)

0.25

1 P / 4 C that session

30d ATM IV

32%

annualized implied move

Call wall

$390

205 contracts

Put wall

$370

119 contracts

Tail hedging

1.5×

deep-OTM puts vs calls

What the positioning says

●Call wall at $390 (205 contracts), 5% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $370 (119 contracts), 1% below spot — the hedge floor; often acts as support.

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 2026-09-18. A steep left side = expensive downside protection.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-09-18	268	119	0.44	0
2026-10-16	0	4	—	1
2026-11-20	277	252	0.91	0
2027-02-19	33	135	4.09	4

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.