BLK Options Chain Analysis

As of previous close (2026-10-16) · OPRA historical data

Spot $1,133.5 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.70

20k P / 29k C

Put/Call (Volume)

0.46

1k P / 3k C that session

30d ATM IV

28%

annualized implied move

Call wall

$1,760

3k contracts

Put wall

$1,000

922 contracts

Tail hedging

1.4×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.70 puts per call outstanding.
●Call wall at $1,760 (3k contracts), 55% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $1,000 (922 contracts), 12% 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 2026-11-13. 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
2026-10-23	980	1k	1.32	913
2026-10-30	495	247	0.50	248
2026-11-06	365	55	0.15	35
2026-11-13	247	63	0.26	132
2026-11-20	4k	1k	0.34	399
2026-11-27	35	17	0.49	24
2026-12-18	5k	3k	0.58	99
2027-01-15	7k	5k	0.74	75
2027-03-19	2k	1k	0.69	112
2027-04-16	86	233	2.71	9
2027-06-17	494	1k	2.18	31
2027-09-17	299	223	0.75	77
2028-01-21	1k	1k	0.79	69
2028-12-15	673	862	1.28	4
2029-01-19	110	10	0.09	0

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.