Options

SITE options

Figures as of 28 Sep 2026

The options figures are from the close on 28 Sep 2026.

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At a glance

FigureValueDate
Priced move to 16 Oct13.3% down, 14.4% up28 Sep
Call wall and put wall95 and 8528 Sep
Last close90.9328 Sep

Options Snapshot

SITE's at the money implied volatility is 59.9 percent on 28 Sep 2026.

FigureValue
IV rankNot stated, 0 weeks of record
At the money IV59.9%, near month, 18 days
Put/call ratio, open interest0.65
Call open interest, strikes captured near the price295 contracts
Put open interest, strikes captured near the price193 contracts
Cost to trade at the moneyWide, 85.3% of the option's mid price

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, SITE options priced a move of 13.3 percent down and 14.4 percent up by 16 Oct 2026.

ExpiryDaysDownUpRange
16 Oct 20261813.3%14.4%78.83 to 104.03
20 Nov 20265322.7%22.7%70.33 to 111.53
15 Jan 202710926.6%29.1%66.73 to 117.43
16 Apr 202720039.0%39.0%55.43 to 126.43

The range is one standard deviation either side of the close of 90.93, 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, SITE's call wall is the 95 strike and its put wall is the 85 strike.

FigureValue
Call wall, most open call gamma95
Put wall, most open put gamma85
Net dollar gamma, calls minus puts$3,304
Total dollar gamma, both sides$65,205
Close90.93

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.

Net gamma changes sign at 3 strikes, so no single flip strike is named.

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, SITE's at the money IV is 59.9 percent against 20 day realized volatility of 29.7 percent.

FigureValue
At the money IV59.9%
Realized volatility, 20 trading days29.7%
Realized volatility, 60 trading days38.7%

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, SITE's at the money IV runs from 59.9 percent at 18 days to 52.8 percent at 200 days.

Days to expiryAt the money IV
1859.9%
5359.5%
10949.9%
20052.8%

Near expiries price more volatility than far ones, an inverted term structure.

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, SITE's surface spans 4 expiries out to 200 days, with IV from 45.9 to 71.0 percent near the price.

FigureValue
Expiries captured4
Nearest expiry16 Oct 2026, 18 days
Farthest expiry16 Apr 2027, 200 days
Points within 10% of the price, 7 days out or more11
Lowest IV among them45.9%
Highest IV among them71.0%

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

Open Volatility Surface in RingMasterThe Volatility Surface guide

Expiry Ladder

On 28 Sep 2026, SITE has 4 captured expiries, from 16 Oct 2026 to 16 Apr 2027.

ExpiryDaysAt the money IVCall open interestPut open interest
16 Oct 20261859.9%8888
20 Nov 20265359.5%64
15 Jan 202710949.9%19191
16 Apr 202720052.8%1010

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, SITE's largest open interest sits at the 95 strike, with 91 contracts across the captured expiries.

StrikeCall open interestPut open interestTotal
95583391
10059968
11558260
8504343
90112637
12534034

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, 356 SITE option contracts traded, 1.0 times its own recent average.

FigureValue
Calls traded122
Puts traded234
Against its recent average1.0 times
Open interest, whole chain786 contracts
Volume to open interest0.45
Unusual volume flagNo

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 2 trading days of SITE's option positioning, from 24 Sep 2026 to 28 Sep 2026.

DateCloseNet dollar gammaTop call strikeTop put strike
24 Sep 202692.18$7,5449585
28 Sep 202690.93$3,3049585

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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Price Chart

SITE closed at 90.93 on 28 Sep 2026.

FigureValue
Last close90.93
Change over 5 trading days-0.4%
Change over 21 trading days-4.8%
Change over 63 trading days-20.8%
Change over 252 trading days-29.2%
52 week high168.56
52 week low86.20
20 day moving average93.86
50 day moving average96.53
200 day moving average120.71
RSI, 14 days42

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 10 Septembers on record, SITE's average change was minus 4.0 percent, and it rose in 20.0 percent of them.

MonthAverage changeMiddle changeShare of years upYears
September-4.0%-4.9%20.0%10
October+1.0%-0.6%50.0%10
November+5.8%+5.5%90.0%10

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 SITE's IV rank?
SITE's at the money implied volatility is 59.9 percent on 28 Sep 2026.
What move are SITE options pricing?
On 28 Sep 2026, SITE options priced a move of 13.3 percent down and 14.4 percent up by 16 Oct 2026.
Where are SITE's call wall and put wall?
On 28 Sep 2026, SITE's call wall is the 95 strike and its put wall is the 85 strike.

Guides and the full list

Membership gets tonight's signals the night they publish. Free gets every options screen, never delayed, and the signals one trading day behind.

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