As of previous close (2026-10-02) · OPRA historical data
Spot $339.9 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.71
781k P / 1.1M C
Put/Call (Volume)
0.43
67k P / 156k C that session
30d ATM IV
35%
annualized implied move
Call wall
$400
83k contracts
Put wall
$300
50k 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.
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 | 36k | 24k | 0.67 | 49k |
| 2026-10-16 | 180k | 130k | 0.72 | 30k |
| 2026-10-23 | 20k | 18k | 0.90 | 6k |
| 2026-10-30 | 18k | 19k | 1.04 | 6k |
| 2026-11-06 | 5k | 8k | 1.72 | 2k |
| 2026-11-13 | 237 | 749 | 3.16 | 906 |
| 2026-11-20 | 88k | 63k | 0.72 | 8k |
| 2026-12-18 | 152k | 101k | 0.66 | 5k |
| 2027-01-15 | 206k | 159k | 0.77 | 7k |
| 2027-02-19 | 16k | 16k | 0.99 | 2k |
| 2027-03-19 | 59k | 44k | 0.75 | 5k |
| 2027-06-17 | 71k | 40k | 0.56 | 2k |
| 2027-09-17 | 18k | 16k | 0.88 | 2k |
| 2027-12-17 | 42k | 38k | 0.89 | 1k |
| 2028-01-21 | 57k | 35k | 0.62 | 768 |
| 2028-12-15 | 41k | 23k | 0.56 | 483 |
| 2029-01-19 | 2k | 2k | 0.93 | 918 |
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.