Consumer Staples

Ollie's Bargain Outlet Holdings, Inc. (OLLI) options and signal

Figures as of 28 Sep 2026

OLLI is Ollie's Bargain Outlet Holdings, Inc., a Consumer Staples name the model ranks every trading day. The options figures are from the close on 28 Sep 2026. The model's figures are from 25 Sep 2026, one trading day behind the latest, as the Free plan shows them. Every model figure is paper trading.

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At a glance

Figure	Value	Date
IV rank	81 of 100	28 Sep
At the money IV	52.9%	28 Sep
Priced move to 16 Oct	12.5% down, 10.7% up	28 Sep
Call wall and put wall	85 and 70	28 Sep
Signal and the desk's view	No signal, view neutral	25 Sep
Last close	85.53	28 Sep

Options Snapshot

OLLI's IV rank is 81 of 100 on 28 Sep 2026.

Figure	Value
IV rank	81 of 100
At the money IV	52.9%, near month, 18 days
Put/call ratio, open interest	1.86
Call open interest, strikes captured near the price	5,010 contracts
Put open interest, strikes captured near the price	9,310 contracts
Cost to trade at the money	Fair, 32.9% of the option's mid price

IV rank is where the at the money IV sits among OLLI's own weekly readings, 0 the lowest and 100 the highest.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Priced Range

On 28 Sep 2026, OLLI options priced a move of 12.5 percent down and 10.7 percent up by 16 Oct 2026.

Expiry	Days	Down	Up	Range
16 Oct 2026	18	12.5%	10.7%	74.83 to 94.64
20 Nov 2026	53	18.2%	19.9%	69.93 to 102.53
15 Jan 2027	109	28.4%	29.0%	61.23 to 110.33
19 Mar 2027	172	35.1%	35.2%	55.53 to 115.63
16 Apr 2027	200	38.6%	38.6%	52.53 to 118.53

The range is one standard deviation either side of the close of 85.53, as the option prices imply it.

A priced move restates option prices at the close and says nothing certain about where the price goes.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Gamma Map

On 28 Sep 2026, OLLI's call wall is the 85 strike and its put wall is the 70 strike.

Figure	Value
Call wall, most open call gamma	85
Put wall, most open put gamma	70
Flip strike, where net gamma changes sign	74.51
Net dollar gamma, calls minus puts	$156,306
Total dollar gamma, both sides	$1.34 million
Close	85.53

Dollar gamma is stated for a one percent move in the price.

Net is calls minus puts under the standard convention, not a record of who holds the contracts.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility History

On 28 Sep 2026, OLLI's at the money IV is 52.9 percent against 20 day realized volatility of 49.6 percent.

Figure	Value
At the money IV	52.9%
Realized volatility, 20 trading days	49.6%
Realized volatility, 60 trading days	47.6%
IV against its own weekly record	High, in the top fifth
Weekly readings on record	555, from 28 Aug 2015
Weeks the price moved more than the one week priced move	28.0% of 236 weeks

Realized volatility is worked out from the daily closes the desk holds, not from the option chain.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Weather

On 28 Sep 2026, OLLI's at the money IV runs from 52.9 percent at 18 days to 52.0 percent at 200 days.

Days to expiry	At the money IV
18	52.9%
53	51.4%
109	48.9%
172	49.5%
200	52.0%

Near and far expiries price about the same volatility, a flat term structure.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Smile

On 28 Sep 2026, at the 53 day expiry, OLLI's IV ten percent below the price sits 3.1 points above at the money IV.

Strike area	Implied volatility	Against at the money
10% below the price	54.5%	+3.1 points
At the money	51.4%	0.0 points
10% above the price	49.3%	-2.1 points

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Volatility Surface

On 28 Sep 2026, OLLI's surface spans 5 expiries out to 200 days, with IV from 48.5 to 59.7 percent near the price.

Figure	Value
Expiries captured	5
Nearest expiry	16 Oct 2026, 18 days
Farthest expiry	16 Apr 2027, 200 days
Points within 10% of the price, 7 days out or more	18
Lowest IV among them	48.5%
Highest IV among them	59.7%

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Expiry Ladder

On 28 Sep 2026, OLLI has 5 captured expiries, from 16 Oct 2026 to 16 Apr 2027.

Expiry	Days	At the money IV	Call open interest	Put open interest
16 Oct 2026	18	52.9%	2,198	2,862
20 Nov 2026	53	51.4%	90	98
15 Jan 2027	109	48.9%	2,573	4,862
19 Mar 2027	172	49.5%	93	1,339
16 Apr 2027	200	52.0%	54	145

Open interest is summed over the strikes captured near the price on each expiry.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Strike Table

On 28 Sep 2026, OLLI's largest open interest sits at the 55 strike, with 3,189 contracts across the captured expiries.

Strike	Call open interest	Put open interest	Total
55	0	3,189	3,189
70	469	2,096	2,565
85	1,486	202	1,688
65	82	1,577	1,659
80	931	512	1,443
90	381	426	807

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Since Yesterday

From 25 Sep 2026 to 28 Sep 2026, OLLI's at the money IV moved from 51.5 percent to 52.9 percent.

Figure	25 Sep	28 Sep	Change
At the money IV	51.5%	52.9%	+1.3 points
Open interest, strikes captured near the price	14,182	14,314	+132
Put/call ratio, open interest	1.86	1.86	-0.00

Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Changed Hands

On 28 Sep 2026, 548 OLLI option contracts traded, 0.9 times its own recent average.

Figure	Value
Calls traded	326
Puts traded	222
Against its recent average	0.9 times
Busier than	0 of its last 20 trading days
Open interest, whole chain	17,049 contracts
Volume to open interest	0.03
Unusual volume flag	No

Traded volume and open interest are shown side by side and never combined. Open interest changes cannot identify buyers or sellers.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Positioning Replay

The replay holds 32 trading days of OLLI's option positioning, from 11 Aug 2026 to 28 Sep 2026.

Date	Close	Net dollar gamma	Top call strike	Top put strike
11 Aug 2026	78.71	$1.47 million	80	75
21 Sep 2026	79.71	minus $17,956	80	70
28 Sep 2026	85.53	$156,306	85	70

Each frame restates one nightly capture. Net is calls minus puts, a convention, not who holds the contracts.

From the option chain at the close on 28 Sep 2026. Current on every plan.

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Read-out

On 25 Sep 2026 the desk's view of OLLI was neutral, paper trading.

Figure	Value
Side	Neutral at 45 trading days, no signal
Level above the close	85.84, the swing high of 28 Sep 2026
Level below the close	78.69, the swing low of 2 Sep 2026
Strategy family	Iron condor (sell both sides, defined risk)
Price target	None. The desk has no price model.

The levels are prices the shares turned at on the chart, with the date of each.

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Rank by Timeframe

On 25 Sep 2026 OLLI sat at the 54th percentile of the model's 45 trading day ranking, paper trading.

Timeframe	Percentile	Side
10 trading days	15 of 100	Bearish
20 trading days	23 of 100	Neutral
45 trading days	54 of 100	Neutral

100 is the top of the ranking. A name in the middle three fifths is neutral.

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Timeframe Agreement

On 25 Sep 2026 OLLI's near timeframes were bearish and its long timeframe was neutral, paper trading.

Group	Timeframes	Side	On that side
Near	10 day, 20 day	Bearish	1 of 2
Long	45 day	Neutral	0 of 1

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Signal History

On 25 Sep 2026 OLLI had carried no signal for at least 18 trading days, paper trading.

Trading day	Signal	45 day percentile
25 Sep 2026	None	54 of 100
24 Sep 2026	None	58 of 100
23 Sep 2026	None	71 of 100
22 Sep 2026	None	75 of 100
21 Sep 2026	None	76 of 100
18 Sep 2026	None	62 of 100
17 Sep 2026	None	87 of 100
16 Sep 2026	None	82 of 100

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Sector Split

On 25 Sep 2026, 9 of 50 Consumer Staples names were bullish and 22 were bearish, paper trading.

Sector	Names	Bullish	Bearish	Neutral
Consumer Staples	50	9	22	19

Paper trading. The model's figures from 25 Sep 2026, one trading day behind, as the Free plan shows them.

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Price Chart

OLLI closed at 85.53 on 28 Sep 2026.

Figure	Value
Last close	85.53
Change over 5 trading days	+7.3%
Change over 21 trading days	+19.6%
Change over 63 trading days	+18.2%
Change over 252 trading days	-36.0%
52 week high	134.80
52 week low	60.29
20 day moving average	77.07
50 day moving average	75.14
200 day moving average	89.93
RSI, 14 days	67

Worked out from the desk's own daily bars, adjusted for share splits.

From the daily bars through 28 Sep 2026. Current on every plan.

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Seasonality

In the 11 Septembers on record, OLLI's average change was minus 0.1 percent, and it rose in 63.6 percent of them.

Month	Average change	Middle change	Share of years up	Years
September	-0.1%	+1.2%	63.6%	11
October	+1.2%	-0.3%	45.5%	11
November	+2.8%	+2.4%	72.7%	11

Each figure is a month end to month end change in past years. A past month says nothing certain about the next one.

Monthly history through 28 Sep 2026. Current on every plan.

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Questions

What is OLLI's IV rank?: OLLI's IV rank is 81 of 100 on 28 Sep 2026.
What move are OLLI options pricing?: On 28 Sep 2026, OLLI options priced a move of 12.5 percent down and 10.7 percent up by 16 Oct 2026.
Where are OLLI's call wall and put wall?: On 28 Sep 2026, OLLI's call wall is the 85 strike and its put wall is the 70 strike.
What was the desk's latest view of OLLI on the Free plan?: On 25 Sep 2026 the desk's view of OLLI was neutral, paper trading.

More Consumer Staples names

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