As of previous close (2026-10-06) · OPRA historical data
Spot $2,898.57 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.98
10k P / 10k C
Put/Call (Volume)
1.79
956 P / 533 C that session
30d ATM IV
32%
annualized implied move
Call wall
$5,600
903 contracts
Put wall
$2,000
350 contracts
Tail hedging
0.5×
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 | 3k | 3k | 0.99 | 610 |
| 2026-11-20 | 1k | 775 | 0.65 | 275 |
| 2026-12-18 | 2k | 3k | 1.78 | 61 |
| 2027-01-15 | 1k | 1k | 0.99 | 74 |
| 2027-03-19 | 2k | 1k | 0.59 | 12 |
| 2027-06-17 | 569 | 318 | 0.56 | 88 |
| 2027-09-17 | 562 | 370 | 0.66 | 369 |
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.