IPWR Options Chain Analysis

As of previous close (2026-10-22) · OPRA historical data

Spot $3.03 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.06

99 P / 2k C

Put/Call (Volume)

0.00

0 P / 10 C that session

30d ATM IV

135%

annualized implied move

Call wall

1k contracts

Put wall

$2.5

28 contracts

Tail hedging

0.0×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.06 puts per call outstanding.
●Call wall at $5 (1k contracts), 65% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $2.5 (28 contracts), 17% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 52.6× deep-OTM put OI — speculative upside positioning dominates the tails.
●30-day ATM implied volatility is 135% — the market prices very large moves; option premium is expensive.

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 2026-11-20. A steep left side = expensive downside protection.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-11-20	152	1	0.01	0
2026-12-18	759	71	0.09	0
2027-03-19	616	27	0.04	9
2027-06-17	5	0	0.00	1

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.