As of previous close (2026-10-02) · OPRA historical data
Spot $309.32 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.97
98k P / 102k C
Put/Call (Volume)
0.27
5k P / 17k C that session
30d ATM IV
38%
annualized implied move
Call wall
$350
15k contracts
Put wall
$300
20k 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 2026-10-30. 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 | 3k | 2k | 0.80 | 3k |
| 2026-10-16 | 25k | 11k | 0.45 | 13k |
| 2026-10-23 | 1k | 1k | 1.07 | 284 |
| 2026-10-30 | 969 | 1k | 1.52 | 250 |
| 2026-11-06 | 114 | 182 | 1.60 | 75 |
| 2026-11-13 | 10 | 6 | 0.60 | 71 |
| 2026-11-20 | 11k | 10k | 0.87 | 558 |
| 2026-12-18 | 12k | 16k | 1.28 | 381 |
| 2027-01-15 | 22k | 34k | 1.53 | 578 |
| 2027-03-19 | 5k | 9k | 1.67 | 827 |
| 2027-06-17 | 3k | 4k | 1.30 | 279 |
| 2027-09-17 | 490 | 1k | 2.37 | 51 |
| 2028-01-21 | 10k | 5k | 0.52 | 76 |
| 2029-01-19 | 304 | 349 | 1.15 | 27 |
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.