As of previous close (2026-10-14) · OPRA historical data
Spot $306.41 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.84
107k P / 127k C
Put/Call (Volume)
0.53
3k P / 6k C that session
30d ATM IV
36%
annualized implied move
Call wall
$350
24k contracts
Put wall
$300
22k contracts
Tail hedging
0.4×
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 |
|---|---|---|---|---|
| 2026-10-16 | 49k | 12k | 0.25 | 2k |
| 2026-10-23 | 3k | 3k | 0.94 | 1k |
| 2026-10-30 | 2k | 2k | 1.18 | 771 |
| 2026-11-06 | 875 | 782 | 0.89 | 423 |
| 2026-11-13 | 211 | 317 | 1.50 | 112 |
| 2026-11-20 | 12k | 14k | 1.16 | 950 |
| 2026-11-27 | 82 | 83 | 1.01 | 52 |
| 2026-12-18 | 14k | 16k | 1.15 | 440 |
| 2027-01-15 | 24k | 35k | 1.48 | 793 |
| 2027-03-19 | 6k | 11k | 1.92 | 358 |
| 2027-06-17 | 5k | 5k | 0.96 | 258 |
| 2027-09-17 | 640 | 2k | 2.48 | 132 |
| 2028-01-21 | 10k | 5k | 0.51 | 445 |
| 2029-01-19 | 386 | 436 | 1.13 | 266 |
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.