BBY Options Chain Analysis

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

Spot $87.96 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

1.03

53k P / 51k C

Put/Call (Volume)

0.39

1k P / 4k C that session

30d ATM IV

35%

annualized implied move

Call wall

$95

8k contracts

Put wall

$85

6k contracts

Tail hedging

1.8×

deep-OTM puts vs calls

What the positioning says

●Call wall at $95 (8k contracts), 8% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $85 (6k contracts), 3% 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 2026-10-30. A steep left side = expensive downside protection.

30-day implied volatility history

Daily ATM IV (~30 DTE bucket) collected since March 2026. Rising IV into an event = the market bracing; collapsing IV after = the crush.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-10-09	1k	665	0.61	418
2026-10-16	8k	12k	1.38	266
2026-10-23	221	345	1.56	49
2026-10-30	135	314	2.33	192
2026-11-06	11	18	1.64	4
2026-11-13	0	0	—	3
2026-11-20	6k	3k	0.53	3k
2026-12-18	8k	7k	0.88	108
2027-01-15	15k	10k	0.69	149
2027-03-19	4k	5k	1.11	13
2027-06-17	1k	915	0.81	16
2027-09-17	156	152	0.97	7
2028-01-21	4k	11k	2.70	9
2029-01-19	123	291	2.37	1

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.