As of previous close (2026-10-02) · OPRA historical data
Spot $59.32 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.53
16k P / 31k C
Put/Call (Volume)
0.06
77 P / 1k C that session
30d ATM IV
40%
annualized implied move
Call wall
$70
5k contracts
Put wall
$50
4k 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 2026-10-16. 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 |
|---|---|---|---|---|
| 2026-10-16 | 9k | 8k | 0.95 | 703 |
| 2026-11-20 | 4k | 1k | 0.31 | 552 |
| 2027-01-15 | 11k | 3k | 0.24 | 24 |
| 2027-02-19 | 1k | 976 | 0.72 | 53 |
| 2027-05-21 | 226 | 7 | 0.03 | 10 |
| 2028-01-21 | 4k | 3k | 0.65 | 3 |
| 2028-12-15 | 717 | 75 | 0.10 | 0 |
| 2029-01-19 | 71 | 4 | 0.06 | 0 |
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.