IMOS Options Chain Analysis

As of previous close (2026-08-28) · OPRA historical data

Spot $55.46 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.23

300 P / 1k C

Put/Call (Volume)

0.50

2 P / 4 C that session

30d ATM IV

57%

annualized implied move

Call wall

$95

605 contracts

Put wall

$20

246 contracts

Tail hedging

0.3×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.23 puts per call outstanding.
●Call wall at $95 (605 contracts), 71% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $20 (246 contracts), 64% 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 2026-09-18. A steep left side = expensive downside protection.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-12-18	808	24	0.03	1
2027-03-19	16	3	0.19	2

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.