CFG Options Chain Analysis

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

Spot $64.33 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.49

11k P / 23k C

Put/Call (Volume)

2.59

412 P / 159 C that session

30d ATM IV

33%

annualized implied move

Call wall

$72.5

4k contracts

Put wall

$62.5

1k contracts

Tail hedging

0.5×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.49 puts per call outstanding.
●Call wall at $72.5 (4k contracts), 13% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $62.5 (1k contracts), 3% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 2.2× 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	4k	0.64	258
2026-11-20	2k	1k	0.75	25
2027-01-15	11k	4k	0.37	166
2027-04-16	348	168	0.48	2
2028-01-21	850	688	0.81	111
2028-12-15	1k	1k	0.86	3
2029-01-19	2k	14	0.01	6

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.