SNPS Options Chain Analysis

As of previous close (2026-10-14) · OPRA historical data

Spot $479.93 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.74

44k P / 60k C

Put/Call (Volume)

0.35

2k P / 4k C that session

30d ATM IV

42%

annualized implied move

Call wall

$600

13k contracts

Put wall

$400

5k contracts

Tail hedging

1.0×

deep-OTM puts vs calls

What the positioning says

●Call wall at $600 (13k contracts), 25% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $400 (5k contracts), 17% 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 2026-11-13. 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	12k	6k	0.51	2k
2026-10-23	636	6k	8.94	1k
2026-10-30	648	3k	3.98	137
2026-11-06	299	2k	5.77	63
2026-11-13	50	113	2.26	14
2026-11-20	11k	4k	0.41	838
2026-11-27	4	545	136.25	9
2026-12-18	10k	8k	0.83	337
2027-01-15	9k	6k	0.70	165
2027-03-19	11k	2k	0.18	66
2027-06-17	2k	3k	1.53	94
2027-09-17	649	550	0.85	75
2028-01-21	3k	3k	0.97	216
2029-01-19	197	110	0.56	7

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.