IVZ Options Chain Analysis

As of previous close (2026-09-14) · OPRA historical data

Spot $32.28 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.29

7k P / 23k C

Put/Call (Volume)

0.36

63 P / 177 C that session

30d ATM IV

36%

annualized implied move

Call wall

$36

5k contracts

Put wall

$25

799 contracts

Tail hedging

0.6×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.29 puts per call outstanding.
●Call wall at $36 (5k contracts), 12% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $25 (799 contracts), 23% 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.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-10-16	5k	2k	0.39	138
2027-01-15	12k	3k	0.23	27
2027-04-16	73	3	0.04	5
2028-01-21	1k	295	0.27	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.