As of previous close (2026-10-02) · OPRA historical data
Spot $1,280.3 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.68
9k P / 13k C
Put/Call (Volume)
0.13
48 P / 361 C that session
30d ATM IV
23%
annualized implied move
Call wall
$1,600
2k contracts
Put wall
$1,050
2k contracts
Tail hedging
1.0×
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 2026-10-16. 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 | 2k | 1k | 0.60 | 156 |
| 2026-11-20 | 59 | 209 | 3.54 | 9 |
| 2026-12-18 | 4k | 1k | 0.35 | 4 |
| 2027-01-15 | 2k | 2k | 1.09 | 1 |
| 2027-03-19 | 1k | 307 | 0.27 | 22 |
| 2027-04-16 | 262 | 12 | 0.05 | 174 |
| 2027-05-21 | 2k | 2k | 1.00 | 10 |
| 2027-06-17 | 84 | 57 | 0.68 | 11 |
| 2027-07-16 | 43 | 50 | 1.16 | 0 |
| 2027-08-20 | 348 | 372 | 1.07 | 0 |
| 2027-09-17 | 4 | 2 | 0.50 | 6 |
| 2027-10-15 | 315 | 424 | 1.35 | 4 |
| 2027-12-17 | 2k | 2k | 0.83 | 12 |
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.