As of previous close (2026-10-02) · OPRA historical data
Spot $212 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.87
27k P / 31k C
Put/Call (Volume)
1.09
2k P / 2k C that session
30d ATM IV
41%
annualized implied move
Call wall
$270
2k contracts
Put wall
$200
2k contracts
Tail hedging
0.6×
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 | 412 | 0.39 | 2k |
| 2026-10-16 | 4k | 3k | 0.85 | 84 |
| 2026-10-23 | 425 | 1k | 2.38 | 231 |
| 2026-10-30 | 402 | 805 | 2.00 | 145 |
| 2026-11-06 | 23 | 13 | 0.57 | 101 |
| 2026-11-13 | 0 | 0 | — | 101 |
| 2026-11-20 | 518 | 574 | 1.11 | 73 |
| 2026-12-18 | 4k | 4k | 0.87 | 126 |
| 2027-01-15 | 7k | 7k | 1.07 | 57 |
| 2027-03-19 | 5k | 1k | 0.31 | 238 |
| 2027-04-16 | 101 | 380 | 3.76 | 1 |
| 2027-06-17 | 1k | 3k | 1.87 | 6 |
| 2027-09-17 | 343 | 189 | 0.55 | 2 |
| 2028-01-21 | 4k | 3k | 0.67 | 4 |
| 2029-01-19 | 103 | 51 | 0.50 | 5 |
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.