GEHC Options Chain Analysis

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

Spot $64.29 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.70

24k P / 34k C

Put/Call (Volume)

0.44

614 P / 1k C that session

30d ATM IV

38%

annualized implied move

Call wall

$70

3k contracts

Put wall

$60

4k contracts

Tail hedging

0.3×

deep-OTM puts vs calls

What the positioning says

●Call wall at $70 (3k contracts), 9% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $60 (4k contracts), 7% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 3.0× 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	207	360	1.74	215
2026-10-16	7k	5k	0.69	333
2026-10-23	252	944	3.75	51
2026-10-30	145	116	0.80	43
2026-11-06	16	13	0.81	13
2026-11-13	0	0	—	1
2026-11-20	284	629	2.21	635
2026-12-18	6k	5k	0.78	313
2027-01-15	11k	6k	0.52	26
2027-03-19	2k	2k	1.04	47
2027-04-16	51	53	1.04	0
2027-06-17	2k	1k	0.79	0
2027-09-17	99	75	0.76	0
2028-01-21	4k	2k	0.44	28
2029-01-19	107	14	0.13	27

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.