As of previous close (2026-10-02) · OPRA historical data
Spot $55.12 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
2.47
113k P / 46k C
Put/Call (Volume)
0.38
690 P / 2k C that session
30d ATM IV
36%
annualized implied move
Call wall
$60
4k contracts
Put wall
$50
26k 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 2026-10-30. 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 |
|---|---|---|---|---|
| 2026-10-09 | 160 | 243 | 1.52 | 900 |
| 2026-10-16 | 10k | 12k | 1.30 | 24 |
| 2026-10-23 | 1k | 83 | 0.06 | 1 |
| 2026-10-30 | 90 | 27k | 299.11 | 9 |
| 2026-11-06 | 21 | 5 | 0.24 | 148 |
| 2026-11-13 | 4 | 4 | 1.00 | 9 |
| 2026-11-20 | 1k | 44k | 37.36 | 187 |
| 2026-12-18 | 6k | 6k | 1.06 | 119 |
| 2027-01-15 | 13k | 13k | 1.06 | 50 |
| 2027-03-19 | 5k | 2k | 0.36 | 24 |
| 2027-06-17 | 3k | 1k | 0.49 | 28 |
| 2027-09-17 | 156 | 827 | 5.30 | 0 |
| 2028-01-21 | 3k | 5k | 1.73 | 42 |
| 2029-01-19 | 539 | 26 | 0.05 | 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.