CIB Options Chain Analysis

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

Spot $91.08 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.95

146 P / 154 C

Put/Call (Volume)

0.20

2 P / 10 C that session

30d ATM IV

30%

annualized implied move

Call wall

$100

91 contracts

Put wall

$85

47 contracts

Tail hedging

0.2×

deep-OTM puts vs calls

What the positioning says

●Call wall at $100 (91 contracts), 10% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $85 (47 contracts), 7% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 4.3× 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.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-10-16	105	81	0.77	2
2026-11-20	20	49	2.45	10
2026-12-18	20	9	0.45	0
2027-03-19	2	7	3.50	0
2027-04-16	7	0	0.00	0

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.