SSNC Options Chain Analysis

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

Spot $78.44 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.54

1k P / 2k C

Put/Call (Volume)

0.02

17 P / 958 C that session

30d ATM IV

26%

annualized implied move

Call wall

$80

459 contracts

Put wall

$70

436 contracts

Tail hedging

2.8×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.54 puts per call outstanding.
●Call wall at $80 (459 contracts), 2% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $70 (436 contracts), 11% below spot — the hedge floor; often acts as support.
●Deep-OTM put open interest is 2.8× deep-OTM call OI — an institutional hedging ladder sits under this stock.

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	626	335	0.54	840
2026-11-20	38	28	0.74	3
2026-12-18	509	717	1.41	34
2027-01-15	362	57	0.16	29
2027-04-16	115	31	0.27	0
2027-12-17	527	1	0.00	69

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.