NTR Options Chain Analysis

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

Spot $68.15 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.68

34k P / 50k C

Put/Call (Volume)

0.43

122 P / 281 C that session

30d ATM IV

34%

annualized implied move

Call wall

$95

7k contracts

Put wall

$45

7k contracts

Tail hedging

0.6×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.68 puts per call outstanding.
●Call wall at $95 (7k contracts), 39% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $45 (7k contracts), 34% 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 2026-10-30. A steep left side = expensive downside protection.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-10-09	334	1k	3.03	11
2026-10-16	3k	2k	0.64	74
2026-10-23	204	183	0.90	51
2026-10-30	379	75	0.20	17
2026-11-06	24	21	0.88	0
2026-11-13	0	0	—	0
2026-11-20	3k	2k	0.59	94
2026-12-18	9k	2k	0.17	20
2027-01-15	24k	22k	0.94	24
2027-03-19	2k	595	0.27	6
2027-05-21	82	10	0.12	10
2027-06-17	1k	232	0.22	30
2028-01-21	4k	4k	0.93	36
2029-01-19	234	21	0.09	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.