As of previous close (2026-10-02) · OPRA historical data
Spot $85.36 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.91
38k P / 42k C
Put/Call (Volume)
0.73
451 P / 614 C that session
30d ATM IV
36%
annualized implied move
Call wall
$100
6k contracts
Put wall
$60
6k contracts
Tail hedging
1.1×
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 2026-10-30. 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 | 2k | 124 | 0.08 | 96 |
| 2026-10-16 | 2k | 2k | 1.20 | 133 |
| 2026-10-23 | 212 | 63 | 0.30 | 112 |
| 2026-10-30 | 290 | 81 | 0.28 | 36 |
| 2026-11-06 | 274 | 280 | 1.02 | 6 |
| 2026-11-13 | 0 | 0 | — | 4 |
| 2026-11-20 | 1k | 387 | 0.38 | 52 |
| 2026-12-18 | 9k | 4k | 0.48 | 29 |
| 2027-01-15 | 17k | 16k | 0.96 | 20 |
| 2027-03-19 | 2k | 3k | 1.55 | 73 |
| 2027-06-17 | 927 | 2k | 2.69 | 10 |
| 2027-09-17 | 183 | 288 | 1.57 | 0 |
| 2028-01-21 | 8k | 8k | 1.06 | 412 |
| 2029-01-19 | 66 | 26 | 0.39 | 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.