SEDG Options Chain Analysis

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

Spot $33.09 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.55

94k P / 172k C

Put/Call (Volume)

0.43

3k P / 7k C that session

30d ATM IV

77%

annualized implied move

Call wall

$52.5

20k contracts

Put wall

$30

21k contracts

Tail hedging

0.3×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.55 puts per call outstanding.
●Call wall at $52.5 (20k contracts), 59% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $30 (21k contracts), 9% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 3.5× deep-OTM put OI — speculative upside positioning dominates the tails.
●30-day ATM implied volatility is 77% — 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 2026-10-30. A steep left side = expensive downside protection.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-10-09	4k	4k	1.06	2k
2026-10-16	18k	13k	0.74	1k
2026-10-23	2k	642	0.29	149
2026-10-30	212	377	1.78	2k
2026-11-06	41	636	15.51	32
2026-11-13	4	22	5.50	23
2026-11-20	15k	10k	0.64	335
2026-12-18	82k	26k	0.32	569
2027-01-15	32k	22k	0.70	248
2027-03-19	4k	4k	1.05	439
2028-01-21	5k	4k	0.71	34
2028-12-15	3k	2k	0.94	17
2029-01-19	15	28	1.87	17

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.