BNS Options Chain Analysis

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

Spot $90.67 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.93

8k P / 9k C

Put/Call (Volume)

1.27

354 P / 278 C that session

30d ATM IV

19%

annualized implied move

Call wall

$95

2k contracts

Put wall

$72.5

2k contracts

Tail hedging

7.6×

deep-OTM puts vs calls

What the positioning says

●Call wall at $95 (2k contracts), 5% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $72.5 (2k contracts), 20% below spot — the hedge floor; often acts as support.
●Deep-OTM put open interest is 7.6× deep-OTM call OI — an institutional hedging ladder sits under this stock.
●30-day ATM implied volatility is 19% — calm pricing; option premium is cheap.

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 2026-10-16. A steep left side = expensive downside protection.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-10-16	2k	1k	0.71	147
2026-11-20	4k	3k	0.73	46
2026-12-18	3k	4k	1.60	407
2027-03-19	804	133	0.17	32

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.