CF Options Chain Analysis

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

Spot $115.26 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.81

37k P / 46k C

Put/Call (Volume)

0.11

375 P / 4k C that session

30d ATM IV

40%

annualized implied move

Call wall

$150

6k contracts

Put wall

$105

6k contracts

Tail hedging

0.5×

deep-OTM puts vs calls

What the positioning says

●Call wall at $150 (6k contracts), 30% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $105 (6k contracts), 9% 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	716	650	0.91	432
2026-10-16	5k	7k	1.28	129
2026-10-23	891	147	0.16	21
2026-10-30	756	913	1.21	100
2026-11-06	592	559	0.94	121
2026-11-13	0	4	—	3
2026-11-20	8k	8k	1.07	320
2026-12-18	4k	2k	0.50	368
2027-01-15	14k	11k	0.74	2k
2027-02-19	449	277	0.62	0
2027-03-19	2k	2k	0.97	14
2027-05-21	34	16	0.47	3
2027-06-17	803	586	0.73	11
2027-09-17	57	49	0.86	3
2028-01-21	5k	4k	0.77	16
2029-01-19	55	130	2.36	1

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.