As of previous close (2026-10-02) · OPRA historical data
Spot $40.48 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
1.00
14k P / 14k C
Put/Call (Volume)
0.00
0 P / 22 C that session
30d ATM IV
45%
annualized implied move
Call wall
$47
13k contracts
Put wall
$37
5k contracts
Tail hedging
0.4×
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 | 14k | 8k | 0.61 | 16 |
| 2026-11-20 | 12 | 5k | 416.83 | 1 |
| 2027-01-15 | 464 | 716 | 1.54 | 5 |
| 2027-04-16 | 138 | 225 | 1.63 | 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.