As of previous close (2026-09-25) · OPRA historical data
Spot $112.91 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.47
61k P / 130k C
Put/Call (Volume)
0.47
3k P / 7k C that session
30d ATM IV
56%
annualized implied move
Call wall
$520
9k contracts
Put wall
$100
2k contracts
Tail hedging
0.1×
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 2026-10-23. 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 | 587 | 706 | 1.20 | 197 |
| 2026-10-16 | 10k | 13k | 1.28 | 2k |
| 2026-10-23 | 943 | 2k | 1.94 | 122 |
| 2026-10-30 | 1k | 562 | 0.53 | 143 |
| 2026-11-06 | 4 | 24 | 6.00 | 71 |
| 2026-11-20 | 8k | 6k | 0.81 | 3k |
| 2026-12-18 | 6k | 4k | 0.67 | 272 |
| 2027-01-15 | 37k | 21k | 0.57 | 399 |
| 2027-03-19 | 4k | 2k | 0.68 | 405 |
| 2027-06-17 | 624 | 1k | 2.17 | 128 |
| 2027-12-17 | 6k | 3k | 0.44 | 66 |
| 2028-01-21 | 51k | 4k | 0.07 | 2k |
| 2029-01-19 | 465 | 75 | 0.16 | 426 |
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.