ROK Options Chain Analysis

As of previous close (2026-10-12) · OPRA historical data

Spot $432.01 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.84

7k P / 8k C

Put/Call (Volume)

0.41

73 P / 178 C that session

30d ATM IV

38%

annualized implied move

Call wall

$440

773 contracts

Put wall

$390

2k contracts

Tail hedging

0.6×

deep-OTM puts vs calls

What the positioning says

●Call wall at $440 (773 contracts), 2% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $390 (2k contracts), 10% 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.

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	2k	4k	2.01	43
2026-11-20	2k	1k	0.54	35
2027-01-15	1k	428	0.30	6
2027-02-19	304	470	1.55	16
2027-04-16	125	27	0.22	0
2027-05-21	690	270	0.39	20
2027-08-20	89	244	2.74	0
2027-11-19	605	103	0.17	6
2028-01-21	543	287	0.53	125

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.