As of previous close (2026-10-16) · OPRA historical data
Spot $343.89 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.69
12k P / 18k C
Put/Call (Volume)
1.37
1k P / 898 C that session
30d ATM IV
26%
annualized implied move
Call wall
$390
1k contracts
Put wall
$320
973 contracts
Tail hedging
0.5×
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 2026-11-13. 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 |
|---|---|---|---|---|
| 2026-10-23 | 239 | 92 | 0.38 | 162 |
| 2026-10-30 | 254 | 146 | 0.57 | 37 |
| 2026-11-06 | 81 | 14 | 0.17 | 36 |
| 2026-11-13 | 59 | 38 | 0.64 | 6 |
| 2026-11-20 | 2k | 2k | 0.63 | 803 |
| 2026-11-27 | 13 | 12 | 0.92 | 500 |
| 2026-12-18 | 3k | 2k | 0.58 | 74 |
| 2027-01-15 | 5k | 3k | 0.73 | 28 |
| 2027-02-19 | 759 | 217 | 0.29 | 3 |
| 2027-03-19 | 866 | 982 | 1.13 | 250 |
| 2027-05-21 | 65 | 9 | 0.14 | 3 |
| 2027-06-17 | 1k | 871 | 0.87 | 5 |
| 2027-09-17 | 323 | 276 | 0.85 | 36 |
| 2028-01-21 | 2k | 1k | 0.63 | 7 |
| 2029-01-19 | 134 | 29 | 0.22 | 8 |
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.