As of previous close (2026-10-02) · OPRA historical data
Spot $78.27 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.67
118k P / 177k C
Put/Call (Volume)
0.60
5k P / 8k C that session
30d ATM IV
42%
annualized implied move
Call wall
$100
30k contracts
Put wall
$60
10k contracts
Tail hedging
0.6×
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 | 0.90 | 2k |
| 2026-10-16 | 17k | 11k | 0.64 | 1k |
| 2026-10-23 | 3k | 2k | 0.60 | 475 |
| 2026-10-30 | 1k | 2k | 1.34 | 182 |
| 2026-11-06 | 160 | 225 | 1.41 | 39 |
| 2026-11-13 | 51 | 35 | 0.69 | 18 |
| 2026-11-20 | 9k | 2k | 0.22 | 819 |
| 2026-12-18 | 37k | 32k | 0.87 | 2k |
| 2027-01-15 | 45k | 39k | 0.86 | 487 |
| 2027-03-19 | 4k | 3k | 0.64 | 89 |
| 2027-06-17 | 30k | 6k | 0.21 | 192 |
| 2027-09-17 | 629 | 595 | 0.95 | 74 |
| 2028-01-21 | 15k | 13k | 0.88 | 2k |
| 2029-01-19 | 1k | 1k | 0.72 | 102 |
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.