As of previous close (2026-10-02) · OPRA historical data
Spot $56.37 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.81
8k P / 10k C
Put/Call (Volume)
1.74
143 P / 82 C that session
30d ATM IV
26%
annualized implied move
Call wall
$70
2k contracts
Put wall
$47.5
3k 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 2026-10-16. 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 | 2k | 3k | 1.69 | 9 |
| 2026-11-20 | 2k | 647 | 0.33 | 137 |
| 2026-12-18 | 1k | 1k | 0.75 | 1 |
| 2027-01-15 | 3k | 669 | 0.20 | 6 |
| 2027-02-19 | 169 | 154 | 0.91 | 34 |
| 2027-03-19 | 413 | 1k | 3.56 | 0 |
| 2027-05-21 | 1 | 0 | 0.00 | 33 |
| 2027-06-17 | 182 | 350 | 1.92 | 0 |
| 2027-09-17 | 119 | 114 | 0.96 | 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.