DUK Options Chain Analysis

As of previous close (2026-10-08) · OPRA historical data

Spot $116.84 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.58

34k P / 58k C

Put/Call (Volume)

1.10

1k P / 1k C that session

30d ATM IV

20%

annualized implied move

Call wall

$125

11k contracts

Put wall

$115

6k contracts

Tail hedging

0.4×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.58 puts per call outstanding.
●Call wall at $125 (11k contracts), 7% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $115 (6k contracts), 2% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 2.4× deep-OTM put OI — speculative upside positioning dominates the tails.
●30-day ATM implied volatility is 20% — 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 2026-11-20. 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	18k	7k	0.38	488
2026-11-20	3k	1k	0.43	496
2026-12-18	8k	6k	0.67	244
2027-01-15	13k	8k	0.63	318
2027-03-19	2k	2k	0.98	253
2027-04-16	2k	361	0.17	21
2027-06-17	4k	1k	0.29	6
2027-09-17	1k	4k	3.79	166
2028-01-21	5k	4k	0.71	136
2029-01-19	826	293	0.35	3

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.