DD Options Chain Analysis

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

Spot $129.98 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.27

3k P / 10k C

Put/Call (Volume)

0.03

9 P / 340 C that session

30d ATM IV

30%

annualized implied move

Call wall

$150

3k contracts

Put wall

$125

799 contracts

Tail hedging

0.2×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.27 puts per call outstanding.
●Call wall at $150 (3k contracts), 15% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $125 (799 contracts), 4% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 4.5× 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	4k	349	0.08	181
2026-11-20	375	360	0.96	157
2026-12-18	1k	347	0.33	3
2027-01-15	1k	763	0.62	6
2027-03-19	265	359	1.35	0
2027-04-16	208	81	0.39	0
2027-06-17	384	318	0.83	0
2027-09-17	200	13	0.07	0
2028-01-21	2k	168	0.08	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.