ESLT Options Chain Analysis

As of previous close (2026-09-02) · OPRA historical data

Spot $708.7 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.80

3k P / 3k C

Put/Call (Volume)

0.76

28 P / 37 C that session

30d ATM IV

31%

annualized implied move

Call wall

$810

322 contracts

Put wall

$640

142 contracts

Tail hedging

0.3×

deep-OTM puts vs calls

What the positioning says

●Call wall at $810 (322 contracts), 14% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $640 (142 contracts), 10% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 3.5× 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 2026-09-18. A steep left side = expensive downside protection.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-09-18	1k	890	0.85	28
2026-10-16	284	270	0.95	9
2026-11-20	625	697	1.12	4
2026-12-18	1k	722	0.54	15
2027-03-19	97	145	1.49	9

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.