RKLB Options Chain Analysis

Delayed CBOE data, snapshot 2026-08-18. Spot $82.49.

Put/Call (OI)

0.71

449k P / 634k C

Put/Call (Volume)

0.51

39k P / 76k C today

30d ATM IV

79%

annualized implied move

Call wall

$100

53k contracts

Put wall

$60

50k contracts

Tail hedging

0.9×

deep-OTM puts vs calls

What the positioning says

●Call wall at $100 (53k contracts), 21% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $60 (50k contracts), 27% below spot — the hedge floor; often acts as support.
●30-day ATM implied volatility is 79% — the market prices very large moves; option premium is expensive.

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 2026-09-18. 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 today
2026-08-21	113k	59k	0.53	61k
2026-08-28	19k	11k	0.57	13k
2026-09-04	7k	7k	1.00	5k
2026-09-11	4k	5k	1.32	2k
2026-09-18	57k	40k	0.69	15k
2026-09-25	3k	4k	1.45	2k
2026-10-02	73	127	1.74	979
2026-10-16	45k	36k	0.81	5k
2026-12-18	63k	69k	1.11	4k
2027-01-15	139k	103k	0.74	2k
2027-03-19	25k	21k	0.84	472
2027-06-17	17k	11k	0.64	2k
2028-01-21	131k	76k	0.58	1k
2028-06-16	552	823	1.49	174
2028-12-15	11k	5k	0.45	1k

Source: CBOE delayed quotes, refreshed daily after US market close. Open interest is exchange-reported and lags one session. Research, not investment advice.