ROL Options Chain Analysis

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

Spot $30.16 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.41

7k P / 18k C

Put/Call (Volume)

0.31

64 P / 205 C that session

30d ATM IV

27%

annualized implied move

Call wall

$37.5

3k contracts

Put wall

$27.5

1k contracts

Tail hedging

0.0×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.41 puts per call outstanding.
●Call wall at $37.5 (3k contracts), 24% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $27.5 (1k contracts), 9% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 40.3× 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	3k	2k	0.53	149
2026-11-20	6k	3k	0.55	71
2027-01-15	364	105	0.29	1
2027-02-19	6k	2k	0.33	7
2027-05-21	730	110	0.15	6
2028-01-21	1k	206	0.14	0
2029-01-19	201	36	0.18	35

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.