BLK Options Chain Analysis

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

Spot $1,056.1 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.69

16k P / 23k C

Put/Call (Volume)

0.71

567 P / 803 C that session

30d ATM IV

33%

annualized implied move

Call wall

$1,100

3k contracts

Put wall

$390

854 contracts

Tail hedging

0.7×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.69 puts per call outstanding.
●Call wall at $1,100 (3k contracts), 4% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $390 (854 contracts), 63% 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	234	443	1.89	190
2026-10-16	4k	2k	0.56	154
2026-10-23	332	193	0.58	148
2026-10-30	317	157	0.50	12
2026-11-06	16	13	0.81	35
2026-11-13	0	0	—	2
2026-11-20	4k	790	0.22	82
2026-12-18	3k	3k	0.77	74
2027-01-15	6k	5k	0.80	50
2027-03-19	1k	1k	0.79	15
2027-04-16	59	133	2.25	31
2027-06-17	453	727	1.60	26
2027-09-17	92	82	0.89	1
2028-01-21	1k	1k	0.79	19
2028-12-15	661	840	1.27	10
2029-01-19	89	7	0.08	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.