ESLT Options Chain Analysis

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

Spot $742.72 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.64

2k P / 3k C

Put/Call (Volume)

1.28

188 P / 147 C that session

30d ATM IV

43%

annualized implied move

Call wall

$850

266 contracts

Put wall

$640

143 contracts

Tail hedging

0.6×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.64 puts per call outstanding.
●Call wall at $850 (266 contracts), 14% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $640 (143 contracts), 14% below spot — the hedge floor; often acts as support.

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
2026-11-20	807	635	0.79	54
2026-12-18	1k	783	0.57	5
2027-03-19	545	343	0.63	0
2027-06-17	12	1	0.08	276

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.