As of previous close (2026-10-02) · OPRA historical data
Spot $2,073.46 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.93
653 P / 702 C
Put/Call (Volume)
0.14
1 P / 7 C that session
30d ATM IV
23%
annualized implied move
Call wall
$2,300
70 contracts
Put wall
$1,680
152 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 2026-10-16. 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 | 200 | 127 | 0.64 | 0 |
| 2026-11-20 | 324 | 277 | 0.85 | 3 |
| 2027-02-19 | 133 | 71 | 0.53 | 5 |
| 2027-05-21 | 9 | 4 | 0.44 | 0 |
| 2027-08-20 | 3 | 171 | 57.00 | 0 |
| 2027-11-19 | 33 | 3 | 0.09 | 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.