As of previous close (2026-08-26) · OPRA historical data
Spot $259.36 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
1.06
6k P / 6k C
Put/Call (Volume)
0.07
30 P / 403 C that session
30d ATM IV
53%
annualized implied move
Call wall
$340
1k contracts
Put wall
$70
1k contracts
Tail hedging
3.2×
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 2026-09-18. 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 | 90 | 222 | 2.47 | 3 |
| 2026-11-20 | 457 | 395 | 0.86 | 3 |
| 2027-01-15 | 2k | 3k | 1.61 | 17 |
| 2027-02-19 | 48 | 96 | 2.00 | 2 |
| 2028-01-21 | 322 | 705 | 2.19 | 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.