CCI Options Chain Analysis

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

Spot $66.75 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.41

19k P / 45k C

Put/Call (Volume)

0.35

357 P / 1k C that session

30d ATM IV

31%

annualized implied move

Call wall

$85

18k contracts

Put wall

$65

2k contracts

Tail hedging

0.1×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.41 puts per call outstanding.
●Call wall at $85 (18k contracts), 27% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $65 (2k contracts), 3% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 18.1× deep-OTM put OI — speculative upside positioning dominates the tails.

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.

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
2026-10-16	6k	3k	0.50	345
2026-11-20	3k	2k	0.58	284
2026-12-18	4k	2k	0.64	396
2027-01-15	22k	4k	0.17	164
2027-03-19	4k	1k	0.35	63
2027-04-16	100	168	1.68	11
2027-06-17	631	635	1.01	14
2027-09-17	1k	5k	4.24	20
2028-01-21	5k	1k	0.20	86
2029-01-19	326	34	0.10	2

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.