As of previous close (2026-09-02) · OPRA historical data
Spot $95.86 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.93
18k P / 20k C
Put/Call (Volume)
0.98
944 P / 962 C that session
30d ATM IV
29%
annualized implied move
Call wall
$135
3k contracts
Put wall
$95
2k contracts
Tail hedging
0.3×
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 2026-10-02. A steep left side = expensive downside protection.
| Expiry | Call OI | Put OI | P/C | Volume that session |
|---|---|---|---|---|
| 2026-09-04 | 653 | 608 | 0.93 | 51 |
| 2026-09-11 | 218 | 414 | 1.90 | 467 |
| 2026-09-18 | 10k | 7k | 0.70 | 1k |
| 2026-09-25 | 218 | 321 | 1.47 | 1 |
| 2026-10-02 | 22 | 25 | 1.14 | 11 |
| 2026-10-09 | 0 | 0 | — | 12 |
| 2026-10-16 | 601 | 871 | 1.45 | 8 |
| 2026-12-18 | 650 | 2k | 3.35 | 232 |
| 2027-01-15 | 5k | 6k | 1.09 | 61 |
| 2027-03-19 | 162 | 666 | 4.11 | 4 |
| 2028-01-21 | 2k | 503 | 0.26 | 3 |
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.