WSE Options Chain Analysis

As of previous close (2026-10-20) · OPRA historical data

Spot $11.05 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.41

793 P / 2k C

Put/Call (Volume)

0.27

100 P / 368 C that session

30d ATM IV

36%

annualized implied move

Call wall

$12.5

964 contracts

Put wall

$10

137 contracts

Tail hedging

0.0×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.41 puts per call outstanding.
●Call wall at $12.5 (964 contracts), 13% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $10 (137 contracts), 10% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 1711.0× 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 2026-11-20. A steep left side = expensive downside protection.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-11-20	1k	568	0.40	271
2026-12-18	0	5	—	168
2027-02-19	380	219	0.58	9
2027-05-21	134	1	0.01	20

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.