CDNS Options Chain Analysis

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

Spot $350.2 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.85

26k P / 30k C

Put/Call (Volume)

0.22

846 P / 4k C that session

30d ATM IV

47%

annualized implied move

Call wall

$380

2k contracts

Put wall

$270

3k contracts

Tail hedging

1.8×

deep-OTM puts vs calls

What the positioning says

●Call wall at $380 (2k contracts), 9% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $270 (3k contracts), 23% 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	892	630	0.71	493
2026-10-16	3k	3k	1.18	295
2026-10-23	465	898	1.93	68
2026-10-30	533	158	0.30	67
2026-11-06	62	31	0.50	41
2026-11-13	7	9	1.29	5
2026-11-20	3k	3k	1.05	179
2026-12-18	3k	2k	0.97	54
2027-01-15	10k	8k	0.84	3k
2027-02-19	773	835	1.08	44
2027-03-19	2k	1k	0.46	172
2027-05-21	80	515	6.44	94
2027-06-17	868	1k	1.35	34
2027-09-17	162	364	2.25	6
2028-01-21	3k	1k	0.42	47
2029-01-19	360	49	0.14	3

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.