VOD Options Chain Analysis

As of previous close (2026-10-06) · OPRA historical data

Spot $16.53 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.12

20k P / 171k C

Put/Call (Volume)

0.01

46 P / 6k C that session

30d ATM IV

31%

annualized implied move

Call wall

$20

88k contracts

Put wall

$16

3k contracts

Tail hedging

0.1×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.12 puts per call outstanding.
●Call wall at $20 (88k contracts), 21% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $16 (3k contracts), 3% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 8.9× 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 2026-11-06. A steep left side = expensive downside protection.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-10-09	414	22	0.05	201
2026-10-16	11k	5k	0.48	170
2026-10-23	281	2	0.01	8
2026-10-30	88	1	0.01	0
2026-11-06	12	23	1.92	2
2026-11-13	1	1	1.00	0
2026-11-20	1k	2k	1.72	1
2027-01-15	91k	11k	0.12	4k
2027-04-16	931	114	0.12	62
2028-01-21	65k	1k	0.02	732
2029-01-19	2k	728	0.43	68

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.