As of previous close (2026-10-02) · OPRA historical data
Spot $106.8 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
1.27
49k P / 39k C
Put/Call (Volume)
2.12
3k P / 1k C that session
30d ATM IV
48%
annualized implied move
Call wall
$130
4k contracts
Put wall
$100
3k contracts
Tail hedging
0.8×
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.
| Expiry | Call OI | Put OI | P/C | Volume that session |
|---|---|---|---|---|
| 2026-10-09 | 969 | 1k | 1.37 | 1k |
| 2026-10-16 | 6k | 8k | 1.44 | 293 |
| 2026-10-23 | 351 | 402 | 1.15 | 289 |
| 2026-10-30 | 582 | 766 | 1.32 | 104 |
| 2026-11-06 | 62 | 160 | 2.58 | 109 |
| 2026-11-13 | 0 | 0 | — | 337 |
| 2026-11-20 | 6k | 7k | 1.15 | 255 |
| 2027-01-15 | 13k | 19k | 1.45 | 158 |
| 2027-02-19 | 3k | 2k | 0.80 | 160 |
| 2027-05-21 | 169 | 113 | 0.67 | 13 |
| 2027-06-17 | 2k | 4k | 2.44 | 20 |
| 2027-09-17 | 99 | 298 | 3.01 | 16 |
| 2028-01-21 | 4k | 3k | 0.94 | 21 |
| 2029-01-19 | 27 | 14 | 0.52 | 1 |
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.