IBKR Options Chain Analysis

As of previous close (2026-10-01) · OPRA historical data

Spot $85.96 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.76

59k P / 78k C

Put/Call (Volume)

0.57

3k P / 6k C that session

30d ATM IV

41%

annualized implied move

Call wall

$90

12k contracts

Put wall

$85

6k contracts

Tail hedging

1.1×

deep-OTM puts vs calls

What the positioning says

●Call wall at $90 (12k contracts), 5% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $85 (6k 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
2026-10-02	2k	4k	1.99	4k
2026-10-09	7k	2k	0.35	2k
2026-10-16	5k	11k	2.07	954
2026-10-23	711	543	0.76	150
2026-10-30	216	396	1.83	143
2026-11-06	59	372	6.31	91
2026-11-13	0	0	—	1
2026-11-20	2k	879	0.40	217
2026-12-18	15k	8k	0.51	2k
2027-01-15	35k	23k	0.67	559
2027-03-19	6k	1k	0.26	132
2027-06-17	870	760	0.87	63
2027-09-17	248	558	2.25	28
2028-01-21	4k	5k	1.41	403
2029-01-19	200	40	0.20	24

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.