As of previous close (2026-10-02) · OPRA historical data
Spot $162.2 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.87
21k P / 24k C
Put/Call (Volume)
1.18
1k P / 1k C that session
30d ATM IV
28%
annualized implied move
Call wall
$210
4k contracts
Put wall
$150
3k contracts
Tail hedging
0.2×
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 2026-10-16. 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 |
|---|---|---|---|---|
| 2026-10-16 | 5k | 4k | 0.75 | 160 |
| 2026-11-20 | 1k | 3k | 1.96 | 540 |
| 2026-12-18 | 3k | 3k | 0.88 | 144 |
| 2027-01-15 | 10k | 7k | 0.73 | 744 |
| 2027-03-19 | 2k | 2k | 0.95 | 79 |
| 2027-04-16 | 46 | 68 | 1.48 | 34 |
| 2027-06-17 | 412 | 729 | 1.77 | 62 |
| 2027-09-17 | 78 | 276 | 3.54 | 406 |
| 2027-10-15 | 245 | 204 | 0.83 | 6 |
| 2028-01-21 | 2k | 1k | 0.65 | 32 |
| 2028-04-21 | 42 | 188 | 4.48 | 2 |
| 2029-01-19 | 21 | 37 | 1.76 | 0 |
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.