As of previous close (2026-09-10) · OPRA historical data
Spot $326.4 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.73
2.1M P / 2.9M C
Put/Call (Volume)
0.35
753k P / 2.1M C that session
30d ATM IV
25%
annualized implied move
Call wall
$350
210k contracts
Put wall
$300
150k contracts
Tail hedging
1.9×
deep-OTM puts vs calls
All expiries combined. Amber lines mark the call and put walls; the dashed line is spot.
At-the-money implied volatility per expiry.
IV by strike — expiry 2026-10-09. A steep left side = expensive downside protection.
Daily ATM IV (~30 DTE bucket) collected since March 2026. Rising IV into an event = the market bracing; collapsing IV after = the crush.
| Expiry | Call OI | Put OI | P/C | Volume that session |
|---|---|---|---|---|
| 2026-09-11 | 208k | 139k | 0.67 | 1.8M |
| 2026-09-14 | 40k | 14k | 0.35 | 201k |
| 2026-09-16 | 14k | 4k | 0.27 | 61k |
| 2026-09-18 | 447k | 340k | 0.76 | 231k |
| 2026-09-21 | 14k | 2k | 0.16 | 33k |
| 2026-09-23 | 2k | 2k | 0.88 | 8k |
| 2026-09-25 | 39k | 22k | 0.55 | 54k |
| 2026-10-02 | 30k | 13k | 0.44 | 29k |
| 2026-10-09 | 12k | 7k | 0.60 | 13k |
| 2026-10-16 | 315k | 187k | 0.59 | 274k |
| 2026-10-23 | 7k | 9k | 1.25 | 10k |
| 2026-10-30 | 0 | 0 | — | 4k |
| 2026-11-20 | 208k | 144k | 0.69 | 41k |
| 2026-12-18 | 324k | 275k | 0.85 | 32k |
| 2027-01-15 | 582k | 448k | 0.77 | 32k |
| 2027-02-19 | 55k | 60k | 1.10 | 5k |
| 2027-03-19 | 84k | 75k | 0.89 | 10k |
| 2027-04-16 | 10k | 4k | 0.40 | 1k |
| 2027-06-17 | 149k | 130k | 0.87 | 8k |
| 2027-09-17 | 51k | 20k | 0.39 | 2k |
| 2027-12-17 | 99k | 85k | 0.86 | 5k |
| 2028-01-21 | 107k | 79k | 0.73 | 6k |
| 2028-03-17 | 28k | 17k | 0.58 | 453 |
| 2028-12-15 | 88k | 53k | 0.60 | 3k |
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.