CRBG Options Chain Analysis

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

Spot $34.03 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

6.16

22k P / 4k C

Put/Call (Volume)

0.00

1 P / 208 C that session

30d ATM IV

28%

annualized implied move

Call wall

$35

518 contracts

Put wall

$31

8k contracts

Tail hedging

13.8×

deep-OTM puts vs calls

What the positioning says

●Defensive positioning: 6.16 puts outstanding per call — holders are hedging rather than selling.
●Call wall at $35 (518 contracts), 3% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $31 (8k contracts), 9% below spot — the hedge floor; often acts as support.
●Deep-OTM put open interest is 13.8× deep-OTM call OI — an institutional hedging ladder sits under this stock.

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	1k	13k	9.33	5
2026-11-20	94	7k	70.39	0
2027-01-15	2k	2k	1.24	202
2027-04-16	74	9	0.12	2

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.