CRH Options Chain Analysis

As of previous close (2026-10-21) · OPRA historical data

Spot $86.03 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.69

13k P / 19k C

Put/Call (Volume)

0.63

413 P / 652 C that session

30d ATM IV

44%

annualized implied move

Call wall

$95

4k contracts

Put wall

$70

1k contracts

Tail hedging

0.3×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.69 puts per call outstanding.
●Call wall at $95 (4k contracts), 10% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $70 (1k contracts), 19% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 3.6× 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 2026-11-20. A steep left side = expensive downside protection.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-10-23	712	247	0.35	47
2026-10-30	395	259	0.66	450
2026-11-06	129	114	0.88	5
2026-11-13	53	45	0.85	29
2026-11-20	5k	565	0.12	31
2026-11-27	25	20	0.80	4
2026-12-18	3k	3k	0.97	3
2027-01-15	6k	6k	0.97	386
2027-03-19	1k	2k	1.96	56
2027-06-17	4	1	0.25	6
2028-01-21	2k	867	0.38	26
2029-01-19	662	75	0.11	22

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.