MTD Options Chain Analysis

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

Spot $1,486.19 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.30

1k P / 4k C

Put/Call (Volume)

35.83

215 P / 6 C that session

30d ATM IV

26%

annualized implied move

Call wall

$1,500

598 contracts

Put wall

$1,300

163 contracts

Tail hedging

0.3×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.30 puts per call outstanding.
●Call wall at $1,500 (598 contracts), 1% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $1,300 (163 contracts), 13% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 2.9× 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	478	297	0.62	65
2026-11-20	1k	343	0.24	151
2027-01-15	881	95	0.11	4
2027-04-16	80	87	1.09	1
2027-05-21	244	2	0.01	0
2027-08-20	11	0	0.00	0
2027-11-19	13	101	7.77	0
2027-12-17	936	295	0.32	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.