As of previous close (2026-10-16) · OPRA historical data
Spot $107.11 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.90
437k P / 483k C
Put/Call (Volume)
1.78
38k P / 21k C that session
30d ATM IV
44%
annualized implied move
Call wall
$120
42k contracts
Put wall
$100
41k contracts
Tail hedging
0.9×
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 2026-11-13. 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 |
|---|---|---|---|---|
| 2026-10-23 | 12k | 6k | 0.52 | 15k |
| 2026-10-30 | 9k | 6k | 0.71 | 2k |
| 2026-11-06 | 5k | 3k | 0.53 | 2k |
| 2026-11-13 | 2k | 1k | 0.71 | 1k |
| 2026-11-20 | 32k | 34k | 1.06 | 5k |
| 2026-11-27 | 322 | 173 | 0.54 | 265 |
| 2026-12-18 | 72k | 74k | 1.03 | 3k |
| 2027-01-15 | 118k | 90k | 0.76 | 4k |
| 2027-03-19 | 48k | 56k | 1.16 | 1k |
| 2027-04-16 | 2k | 4k | 2.49 | 974 |
| 2027-06-17 | 26k | 37k | 1.42 | 920 |
| 2027-09-17 | 6k | 6k | 0.96 | 550 |
| 2027-12-17 | 17k | 8k | 0.47 | 155 |
| 2028-01-21 | 41k | 31k | 0.74 | 1k |
| 2028-06-16 | 4k | 3k | 0.80 | 2 |
| 2028-12-15 | 4k | 2k | 0.60 | 24 |
| 2029-01-19 | 1k | 805 | 0.60 | 2k |
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.