ROIV Options Chain Analysis

As of previous close (2026-09-02) · OPRA historical data

Spot $34.27 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.48

23k P / 48k C

Put/Call (Volume)

0.00

0 P / 9 C that session

30d ATM IV

73%

annualized implied move

Call wall

$39

21k contracts

Put wall

$32

12k contracts

Tail hedging

0.2×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.48 puts per call outstanding.
●Call wall at $39 (21k contracts), 14% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $32 (12k contracts), 7% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 4.1× deep-OTM put OI — speculative upside positioning dominates the tails.
●30-day ATM implied volatility is 73% — 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.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-09-18	10k	1k	0.11	0
2026-10-16	246	127	0.52	1
2026-11-20	725	1k	1.38	0
2026-12-18	33k	13k	0.39	7
2027-01-15	3k	7k	2.73	1
2027-02-19	7	5	0.71	0
2027-06-17	117	0	0.00	0
2027-08-20	32	28	0.88	0
2027-11-19	0	0	—	0
2028-01-21	2k	1k	0.67	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.