PR Options Chain Analysis

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

Spot $22.12 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.25

21k P / 86k C

Put/Call (Volume)

0.03

28 P / 834 C that session

30d ATM IV

36%

annualized implied move

Call wall

$25

43k contracts

Put wall

$10

5k contracts

Tail hedging

0.3×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.25 puts per call outstanding.
●Call wall at $25 (43k contracts), 13% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $10 (5k contracts), 55% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 4.0× 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	50k	7k	0.15	591
2026-11-20	3k	551	0.22	15
2027-01-15	26k	12k	0.45	186
2027-03-19	1k	20	0.02	61
2027-04-16	304	2	0.01	0
2027-05-21	319	140	0.44	0
2027-08-20	245	134	0.55	1
2027-11-19	143	387	2.71	0
2028-01-21	4k	940	0.22	1
2029-01-19	152	1	0.01	7

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.