As of previous close (2026-10-01) · OPRA historical data
Spot $73.89 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.78
33k P / 43k C
Put/Call (Volume)
0.83
504 P / 609 C that session
30d ATM IV
26%
annualized implied move
Call wall
$80
6k contracts
Put wall
$72.5
3k contracts
Tail hedging
0.6×
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 2026-10-30. A steep left side = expensive downside protection.
| Expiry | Call OI | Put OI | P/C | Volume that session |
|---|---|---|---|---|
| 2026-10-09 | 257 | 295 | 1.15 | 292 |
| 2026-10-16 | 2k | 2k | 0.90 | 262 |
| 2026-10-23 | 86 | 46 | 0.53 | 3 |
| 2026-10-30 | 68 | 57 | 0.84 | 4 |
| 2026-11-06 | 0 | 0 | — | 0 |
| 2026-11-13 | 0 | 0 | — | 0 |
| 2026-11-20 | 668 | 805 | 1.21 | 212 |
| 2026-12-18 | 8k | 9k | 1.07 | 158 |
| 2027-01-15 | 17k | 9k | 0.53 | 18 |
| 2027-03-19 | 2k | 2k | 0.86 | 34 |
| 2027-06-17 | 2k | 3k | 1.33 | 43 |
| 2027-09-17 | 235 | 175 | 0.74 | 0 |
| 2028-01-21 | 10k | 7k | 0.73 | 144 |
| 2029-01-19 | 202 | 48 | 0.24 | 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.