PNC Options Chain Analysis

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

Spot $221.29 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

1.00

21k P / 21k C

Put/Call (Volume)

0.65

368 P / 564 C that session

30d ATM IV

26%

annualized implied move

Call wall

$260

3k contracts

Put wall

$210

3k contracts

Tail hedging

0.8×

deep-OTM puts vs calls

What the positioning says

●Call wall at $260 (3k contracts), 17% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $210 (3k contracts), 5% 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.

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
2026-10-09	846	520	0.61	126
2026-10-16	2k	3k	1.43	337
2026-10-23	699	214	0.31	42
2026-10-30	27	18	0.67	18
2026-11-06	9	6	0.67	11
2026-11-13	5	0	0.00	0
2026-11-20	3k	1k	0.50	52
2026-12-18	2k	5k	2.86	13
2027-01-15	7k	6k	0.87	19
2027-02-19	507	419	0.83	24
2027-03-19	1k	2k	1.67	68
2027-05-21	5	40	8.00	10
2027-06-17	1k	887	0.70	80
2027-09-17	227	236	1.04	8
2028-01-21	2k	684	0.38	1
2028-12-15	684	382	0.56	4
2029-01-19	71	28	0.39	2

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.