As of previous close (2026-10-01) · OPRA historical data
Spot $339.02 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.64
1.4M P / 2.2M C
Put/Call (Volume)
0.38
175k P / 462k C that session
30d ATM IV
36%
annualized implied move
Call wall
$400
120k contracts
Put wall
$300
91k contracts
Tail hedging
0.7×
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 |
|---|---|---|---|---|
| 2026-10-02 | 169k | 69k | 0.41 | 300k |
| 2026-10-05 | 27k | 5k | 0.19 | 28k |
| 2026-10-07 | 9k | 2k | 0.18 | 17k |
| 2026-10-09 | 45k | 20k | 0.44 | 78k |
| 2026-10-12 | 1k | 3k | 2.18 | 2k |
| 2026-10-14 | 841 | 533 | 0.63 | 1k |
| 2026-10-16 | 360k | 159k | 0.44 | 60k |
| 2026-10-23 | 20k | 23k | 1.12 | 17k |
| 2026-10-30 | 20k | 33k | 1.67 | 18k |
| 2026-11-06 | 2k | 6k | 2.92 | 4k |
| 2026-11-13 | 0 | 0 | — | 1k |
| 2026-11-20 | 242k | 112k | 0.46 | 37k |
| 2026-12-18 | 260k | 168k | 0.65 | 18k |
| 2027-01-15 | 318k | 258k | 0.81 | 20k |
| 2027-02-19 | 21k | 31k | 1.49 | 6k |
| 2027-03-19 | 71k | 107k | 1.51 | 11k |
| 2027-04-16 | 7k | 13k | 1.86 | 2k |
| 2027-06-17 | 133k | 120k | 0.90 | 6k |
| 2027-09-17 | 41k | 35k | 0.86 | 3k |
| 2027-12-17 | 87k | 71k | 0.81 | 3k |
| 2028-01-21 | 183k | 72k | 0.39 | 3k |
| 2028-06-16 | 44k | 24k | 0.55 | 1k |
| 2028-12-15 | 101k | 61k | 0.61 | 3k |
| 2029-01-19 | 3k | 2k | 0.59 | 812 |
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.