FICO Options Chain Analysis

As of previous close (2026-09-29) · OPRA historical data

Spot $611.58 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.84

9k P / 10k C

Put/Call (Volume)

1.12

11k P / 10k C that session

30d ATM IV

60%

annualized implied move

Call wall

$1,000

765 contracts

Put wall

$600

207 contracts

Tail hedging

0.1×

deep-OTM puts vs calls

What the positioning says

●Call wall at $1,000 (765 contracts), 64% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $600 (207 contracts), 2% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 15.2× 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 2026-10-16. 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	3k	3k	1.02	13k
2026-11-20	3k	1k	0.51	3k
2026-12-18	1k	936	0.71	837
2027-01-15	1k	1k	1.24	2k
2027-03-19	392	473	1.21	674
2027-04-16	64	36	0.56	83
2027-06-17	220	254	1.15	173
2027-09-17	41	33	0.80	212
2028-01-21	707	497	0.70	680
2029-01-19	9	9	1.00	367

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.