DE Options Chain Analysis

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

Spot $687.5 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

1.08

30k P / 27k C

Put/Call (Volume)

1.24

2k P / 1k C that session

30d ATM IV

30%

annualized implied move

Call wall

$700

2k contracts

Put wall

$610

2k contracts

Tail hedging

2.7×

deep-OTM puts vs calls

What the positioning says

●Call wall at $700 (2k contracts), 2% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $610 (2k contracts), 11% below spot — the hedge floor; often acts as support.
●Deep-OTM put open interest is 2.7× 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 2026-10-30. 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
2026-10-09	1k	789	0.59	599
2026-10-16	4k	6k	1.72	499
2026-10-23	418	295	0.71	72
2026-10-30	430	200	0.47	138
2026-11-06	110	68	0.62	48
2026-11-13	29	18	0.62	69
2026-11-20	819	773	0.94	423
2026-12-18	5k	6k	1.09	197
2027-01-15	6k	6k	0.93	304
2027-02-19	813	2k	2.22	16
2027-03-19	1k	2k	1.43	54
2027-06-17	690	805	1.17	34
2027-09-17	227	283	1.25	1
2027-12-17	2k	2k	1.08	4
2028-01-21	3k	1k	0.54	92
2029-01-19	68	446	6.56	10

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.