ROIV Options Chain Analysis

As of previous close (2026-10-21) · OPRA historical data

Spot $36.9 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.46

25k P / 55k C

Put/Call (Volume)

0.83

1k P / 2k C that session

30d ATM IV

53%

annualized implied move

Call wall

$45

21k contracts

Put wall

$32

12k contracts

Tail hedging

0.9×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.46 puts per call outstanding.
●Call wall at $45 (21k contracts), 22% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $32 (12k contracts), 13% 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 2026-11-20. A steep left side = expensive downside protection.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-11-20	7k	1k	0.15	3k
2026-12-18	21k	13k	0.62	55
2027-01-15	3k	8k	2.81	53
2027-02-19	10k	37	0.00	4
2027-05-21	0	0	—	0
2027-06-17	4k	551	0.14	0
2027-08-20	8k	28	0.00	0
2027-11-19	1	500	500.00	0
2028-01-21	2k	2k	1.03	2
2029-01-19	80	0	0.00	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.