F Options Chain Analysis

As of previous close (2026-10-16) · OPRA historical data

Spot $12.43 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.94

880k P / 939k C

Put/Call (Volume)

0.80

57k P / 72k C that session

30d ATM IV

40%

annualized implied move

Call wall

$14

106k contracts

Put wall

$12

176k contracts

Tail hedging

0.6×

deep-OTM puts vs calls

What the positioning says

●Call wall at $14 (106k contracts), 13% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $12 (176k contracts), 3% 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 2026-11-13. 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
2026-10-23	24k	9k	0.38	48k
2026-10-30	32k	14k	0.44	12k
2026-11-06	6k	12k	1.90	3k
2026-11-13	4k	3k	0.63	754
2026-11-20	95k	35k	0.37	11k
2026-11-27	2k	464	0.27	945
2026-12-18	167k	195k	1.17	3k
2027-01-15	274k	238k	0.87	4k
2027-03-19	45k	39k	0.87	2k
2027-06-17	65k	76k	1.17	2k
2027-09-17	4k	32k	7.46	6k
2027-12-17	53k	39k	0.72	334
2028-01-21	72k	80k	1.11	761
2028-12-15	24k	49k	2.09	393
2029-01-19	4k	16k	4.06	430

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.