IR Options Chain Analysis

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

Spot $76.07 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.24

4k P / 17k C

Put/Call (Volume)

0.26

68 P / 264 C that session

30d ATM IV

32%

annualized implied move

Call wall

$95

5k contracts

Put wall

$75

2k contracts

Tail hedging

0.1×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.24 puts per call outstanding.
●Call wall at $95 (5k contracts), 25% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $75 (2k contracts), 1% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 12.2× 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 2026-10-16. 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	734	417	0.57	26
2026-11-20	118	43	0.36	42
2026-12-18	2k	419	0.22	0
2027-01-15	12k	3k	0.23	0
2027-03-19	435	98	0.23	10
2027-06-17	520	38	0.07	2
2027-09-17	553	24	0.04	252

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.