YPF Options Chain Analysis

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

Spot $49.5 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.58

57k P / 99k C

Put/Call (Volume)

1.49

491 P / 330 C that session

30d ATM IV

41%

annualized implied move

Call wall

$65

22k contracts

Put wall

$46

7k contracts

Tail hedging

0.4×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.58 puts per call outstanding.
●Call wall at $65 (22k contracts), 31% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $46 (7k contracts), 7% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 2.6× 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.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-10-16	33k	18k	0.54	445
2026-11-20	2k	2k	0.76	159
2027-01-15	41k	33k	0.81	145
2027-03-19	2k	34	0.02	46
2027-04-16	15k	293	0.02	25
2027-05-21	3k	50	0.02	0
2027-08-20	59	0	0.00	0
2027-11-19	76	6	0.08	0
2028-01-21	4k	5k	1.19	1
2029-01-19	3	0	0.00	0

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.