CINF Options Chain Analysis

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

Spot $161.95 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.32

1k P / 5k C

Put/Call (Volume)

0.03

8 P / 291 C that session

30d ATM IV

21%

annualized implied move

Call wall

$170

997 contracts

Put wall

$150

258 contracts

Tail hedging

0.2×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.32 puts per call outstanding.
●Call wall at $170 (997 contracts), 5% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $150 (258 contracts), 7% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 5.6× deep-OTM put OI — speculative upside positioning dominates the tails.
●30-day ATM implied volatility is 21% — calm pricing; option premium is cheap.

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	927	76	0.08	8
2026-11-20	2k	743	0.48	36
2026-12-18	1k	317	0.22	254
2027-03-19	590	300	0.51	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.