VTR Options Chain Analysis

As of previous close (2026-10-01) · OPRA historical data

Spot $83.73 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.54

4k P / 7k C

Put/Call (Volume)

0.99

67 P / 68 C that session

30d ATM IV

25%

annualized implied move

Call wall

$92.5

1k contracts

Put wall

$75

664 contracts

Tail hedging

0.3×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.54 puts per call outstanding.
●Call wall at $92.5 (1k contracts), 10% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $75 (664 contracts), 10% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 3.6× 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	2k	873	0.45	2
2026-11-20	986	421	0.43	2
2027-01-15	4k	2k	0.48	130
2027-02-19	150	161	1.07	0
2027-05-21	51	471	9.24	1

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.