As of previous close (2026-10-02) · OPRA historical data
Spot $87.05 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.86
152k P / 177k C
Put/Call (Volume)
0.12
3k P / 26k C that session
30d ATM IV
34%
annualized implied move
Call wall
$90
16k contracts
Put wall
$80
15k contracts
Tail hedging
1.2×
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 | 9k | 4k | 0.38 | 3k |
| 2026-10-16 | 17k | 12k | 0.69 | 1k |
| 2026-10-23 | 2k | 2k | 0.82 | 384 |
| 2026-10-30 | 3k | 855 | 0.30 | 234 |
| 2026-11-06 | 76 | 287 | 3.78 | 881 |
| 2026-11-13 | 9 | 1 | 0.11 | 10 |
| 2026-11-20 | 20k | 21k | 1.10 | 613 |
| 2026-12-18 | 22k | 28k | 1.28 | 424 |
| 2027-01-15 | 55k | 56k | 1.01 | 284 |
| 2027-02-19 | 2k | 1k | 0.52 | 48 |
| 2027-03-19 | 4k | 4k | 0.89 | 523 |
| 2027-05-21 | 288 | 36 | 0.13 | 23 |
| 2027-06-17 | 7k | 7k | 1.09 | 107 |
| 2027-09-17 | 2k | 1k | 0.59 | 39 |
| 2028-01-21 | 18k | 10k | 0.56 | 668 |
| 2028-12-15 | 1k | 236 | 0.19 | 28 |
| 2029-01-19 | 642 | 60 | 0.09 | 106 |
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.