IFF Options Chain Analysis

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

Spot $82.42 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.67

4k P / 6k C

Put/Call (Volume)

13.00

13 P / 1 C that session

30d ATM IV

25%

annualized implied move

Call wall

$87.5

1k contracts

Put wall

$55

432 contracts

Tail hedging

1.0×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.67 puts per call outstanding.
●Call wall at $87.5 (1k contracts), 6% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $55 (432 contracts), 33% 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 2026-10-16. 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	485	258	0.53	1
2026-11-20	3k	1k	0.38	5
2026-12-18	1k	2k	1.44	8
2027-02-19	149	139	0.93	0
2027-03-19	394	202	0.51	0
2027-05-21	0	12	—	0
2027-06-17	106	49	0.46	0
2027-09-17	40	0	0.00	0
2027-12-17	53	24	0.45	0

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.