F Options Chain Analysis

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

Spot $12.09 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

1.01

861k P / 855k C

Put/Call (Volume)

0.24

29k P / 117k C that session

30d ATM IV

39%

annualized implied move

Call wall

$15

102k contracts

Put wall

$12

156k contracts

Tail hedging

0.6×

deep-OTM puts vs calls

What the positioning says

●Call wall at $15 (102k contracts), 24% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $12 (156k contracts), 1% 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 2026-10-30. 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	20k	12k	0.57	24k
2026-10-16	51k	44k	0.86	8k
2026-10-23	13k	5k	0.37	5k
2026-10-30	13k	10k	0.75	6k
2026-11-06	2k	6k	3.34	828
2026-11-13	42	587	13.98	2k
2026-11-20	36k	27k	0.75	62k
2026-12-18	156k	194k	1.24	6k
2027-01-15	256k	236k	0.92	10k
2027-03-19	38k	39k	1.02	1k
2027-06-17	62k	74k	1.19	298
2027-09-17	4k	26k	6.74	189
2027-12-17	52k	38k	0.73	346
2028-01-21	71k	76k	1.07	532
2028-12-15	23k	49k	2.08	201
2029-01-19	3k	12k	4.06	319

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.