As of previous close (2026-10-02) · OPRA historical data
Spot $97.2 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.60
84k P / 139k C
Put/Call (Volume)
0.49
5k P / 10k C that session
30d ATM IV
32%
annualized implied move
Call wall
$110
21k contracts
Put wall
$80
8k contracts
Tail hedging
0.3×
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 2026-10-30. 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 |
|---|---|---|---|---|
| 2026-10-09 | 1k | 3k | 2.27 | 786 |
| 2026-10-16 | 20k | 12k | 0.59 | 3k |
| 2026-10-23 | 1k | 767 | 0.62 | 178 |
| 2026-10-30 | 2k | 634 | 0.29 | 307 |
| 2026-11-06 | 805 | 139 | 0.17 | 52 |
| 2026-11-13 | 50 | 2 | 0.04 | 31 |
| 2026-11-20 | 23k | 11k | 0.49 | 3k |
| 2026-12-18 | 22k | 10k | 0.46 | 2k |
| 2027-01-15 | 28k | 17k | 0.62 | 3k |
| 2027-02-19 | 6k | 1k | 0.23 | 571 |
| 2027-03-19 | 16k | 8k | 0.52 | 451 |
| 2027-05-21 | 548 | 43 | 0.08 | 14 |
| 2027-06-17 | 2k | 3k | 1.40 | 706 |
| 2027-09-17 | 762 | 2k | 2.20 | 15 |
| 2028-01-21 | 8k | 10k | 1.27 | 38 |
| 2028-03-17 | 4k | 3k | 0.77 | 18 |
| 2029-01-19 | 153 | 78 | 0.51 | 10 |
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.