ROST Options Chain Analysis

Delayed CBOE data, snapshot 2026-08-18. Spot $236.1.

Put/Call (OI)

1.46

22k P / 15k C

Put/Call (Volume)

1.47

8k P / 5k C today

30d ATM IV

38%

annualized implied move

Call wall

$250

2k contracts

Put wall

$220

8k contracts

Tail hedging

1.9×

deep-OTM puts vs calls

What the positioning says

●Defensive positioning: 1.46 puts outstanding per call — holders are hedging rather than selling.
●Call wall at $250 (2k contracts), 6% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $220 (8k contracts), 7% 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 2026-09-18. 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	4k	3k	0.91	2k
2026-08-28	521	592	1.14	511
2026-09-04	26	78	3.00	2k
2026-09-11	22	100	4.55	2k
2026-09-18	4k	8k	2.04	6k
2026-09-25	12	3k	261.50	13
2026-10-02	5	0	0.00	203
2026-11-20	641	1k	1.56	332
2026-12-18	1k	2k	1.16	49
2027-01-15	3k	3k	0.99	124
2027-02-19	202	182	0.90	1
2027-03-19	459	329	0.72	14
2027-06-17	561	440	0.78	79
2028-01-21	785	681	0.87	20

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