As of previous close (2026-09-15) · OPRA historical data
Spot $72.34 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.90
17k P / 19k C
Put/Call (Volume)
0.03
17 P / 554 C that session
30d ATM IV
42%
annualized implied move
Call wall
$75
2k contracts
Put wall
$45
7k contracts
Tail hedging
1.7×
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 | 676 | 0.42 | 58 |
| 2026-11-20 | 3k | 1k | 0.45 | 7 |
| 2027-01-15 | 8k | 13k | 1.58 | 200 |
| 2027-02-19 | 949 | 60 | 0.06 | 8 |
| 2027-03-19 | 47 | 42 | 0.89 | 11 |
| 2027-05-21 | 36 | 1 | 0.03 | 0 |
| 2027-08-20 | 51 | 0 | 0.00 | 3 |
| 2027-11-19 | 8 | 0 | 0.00 | 0 |
| 2028-01-21 | 2k | 814 | 0.41 | 0 |
| 2028-12-15 | 428 | 6 | 0.01 | 0 |
| 2029-01-19 | 0 | 0 | — | 1 |
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.