As of previous close (2026-10-05) · OPRA historical data
Spot $193.2 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.92
13k P / 14k C
Put/Call (Volume)
0.32
161 P / 500 C that session
30d ATM IV
53%
annualized implied move
Call wall
$200
2k contracts
Put wall
$185
4k 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 2026-11-20. 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 | 6k | 1.22 | 541 |
| 2026-11-20 | 4k | 3k | 0.78 | 84 |
| 2026-12-18 | 0 | 0 | — | 5 |
| 2027-01-15 | 2k | 2k | 0.64 | 7 |
| 2027-04-16 | 420 | 187 | 0.45 | 7 |
| 2028-01-21 | 2k | 2k | 0.84 | 17 |
| 2029-01-19 | 2 | 10 | 5.00 | 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.