TDY Options Chain Analysis

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

Spot $617.17 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.33

201 P / 604 C

Put/Call (Volume)

0.24

8 P / 33 C that session

30d ATM IV

25%

annualized implied move

Call wall

$690

99 contracts

Put wall

$370

23 contracts

Tail hedging

0.3×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.33 puts per call outstanding.
●Call wall at $690 (99 contracts), 12% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $370 (23 contracts), 40% 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 2026-10-16. 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	98	30	0.31	1
2026-11-20	266	68	0.26	27
2026-12-18	95	33	0.35	0
2027-01-15	32	22	0.69	0
2027-03-19	28	34	1.21	0
2027-05-21	85	14	0.16	13

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.