SYM Options Chain Analysis

As of previous close (2026-08-27) · OPRA historical data

Spot $40.85 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.66

26k P / 40k C

Put/Call (Volume)

0.69

212 P / 308 C that session

30d ATM IV

58%

annualized implied move

Call wall

$45

4k contracts

Put wall

$40

3k contracts

Tail hedging

0.3×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.66 puts per call outstanding.
●Call wall at $45 (4k contracts), 10% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $40 (3k contracts), 2% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 2.9× 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 2026-09-25. 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
2026-10-09	0	0	—	11
2026-10-16	467	482	1.03	28
2026-11-20	8k	6k	0.78	122
2027-01-15	15k	9k	0.57	50
2027-02-19	3k	839	0.30	37
2028-01-21	5k	3k	0.52	31

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.