As of previous close (2026-10-16) · OPRA historical data
Spot $105 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.63
89k P / 141k C
Put/Call (Volume)
0.48
3k P / 7k C that session
30d ATM IV
33%
annualized implied move
Call wall
$110
19k contracts
Put wall
$100
10k contracts
Tail hedging
0.8×
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 2026-11-13. 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 |
|---|---|---|---|---|
| 2026-10-23 | 3k | 4k | 1.43 | 2k |
| 2026-10-30 | 4k | 1k | 0.33 | 733 |
| 2026-11-06 | 2k | 653 | 0.32 | 505 |
| 2026-11-13 | 604 | 158 | 0.26 | 149 |
| 2026-11-20 | 23k | 13k | 0.57 | 2k |
| 2026-11-27 | 139 | 12 | 0.09 | 78 |
| 2026-12-18 | 22k | 11k | 0.52 | 570 |
| 2027-01-15 | 30k | 18k | 0.59 | 865 |
| 2027-02-19 | 6k | 2k | 0.26 | 376 |
| 2027-03-19 | 16k | 9k | 0.56 | 599 |
| 2027-05-21 | 685 | 77 | 0.11 | 4 |
| 2027-06-17 | 3k | 4k | 1.47 | 6 |
| 2027-09-17 | 3k | 2k | 0.67 | 74 |
| 2028-01-21 | 8k | 10k | 1.29 | 19 |
| 2028-03-17 | 4k | 3k | 0.78 | 3 |
| 2029-01-19 | 205 | 189 | 0.92 | 2 |
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.