As of previous close (2026-10-02) · OPRA historical data
Spot $106.4 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.94
46k P / 48k C
Put/Call (Volume)
0.78
2k P / 2k C that session
30d ATM IV
35%
annualized implied move
Call wall
$115
14k contracts
Put wall
$100
9k contracts
Tail hedging
1.4×
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 | 776 | 5k | 6.83 | 2k |
| 2026-10-16 | 9k | 5k | 0.58 | 654 |
| 2026-10-23 | 219 | 47 | 0.21 | 108 |
| 2026-10-30 | 1k | 179 | 0.14 | 55 |
| 2026-11-06 | 82 | 41 | 0.50 | 47 |
| 2026-11-13 | 14 | 23 | 1.64 | 4 |
| 2026-11-20 | 4k | 2k | 0.55 | 499 |
| 2026-12-18 | 8k | 11k | 1.40 | 129 |
| 2027-01-15 | 15k | 13k | 0.89 | 66 |
| 2027-03-19 | 1k | 2k | 1.36 | 1 |
| 2027-04-16 | 14 | 209 | 14.93 | 2 |
| 2027-06-17 | 1k | 1k | 0.77 | 46 |
| 2027-09-17 | 222 | 1k | 5.63 | 0 |
| 2028-01-21 | 5k | 3k | 0.67 | 4 |
| 2029-01-19 | 231 | 54 | 0.23 | 7 |
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.