FIS Options Chain Analysis

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

Spot $32.5 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.73

19k P / 26k C

Put/Call (Volume)

0.37

1k P / 3k C that session

30d ATM IV

46%

annualized implied move

Call wall

$50

3k contracts

Put wall

$32.5

3k contracts

Tail hedging

0.1×

deep-OTM puts vs calls

What the positioning says

●Call wall at $50 (3k contracts), 54% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $32.5 (3k contracts), 0% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 16.2× 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 2026-10-30. 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	3k	607	0.21	577
2026-10-16	4k	3k	0.85	351
2026-10-23	276	195	0.71	48
2026-10-30	225	157	0.70	24
2026-11-06	65	28	0.43	1k
2026-11-13	6	0	0.00	88
2026-11-20	2k	840	0.54	205
2026-12-18	3k	4k	1.56	132
2027-01-15	7k	2k	0.36	312
2027-03-19	998	802	0.80	118
2027-04-16	308	43	0.14	14
2027-06-17	339	999	2.95	118
2027-09-17	207	1k	4.99	20
2028-01-21	5k	4k	0.80	314
2029-01-19	288	165	0.57	55

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.