As of previous close (2026-10-16) · OPRA historical data
Spot $1,330.7 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.68
10k P / 14k C
Put/Call (Volume)
0.29
178 P / 616 C that session
30d ATM IV
26%
annualized implied move
Call wall
$1,600
2k contracts
Put wall
$1,050
2k contracts
Tail hedging
1.3×
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 2026-11-20. 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 |
|---|---|---|---|---|
| 2026-11-20 | 200 | 289 | 1.45 | 206 |
| 2026-12-18 | 4k | 1k | 0.36 | 413 |
| 2027-01-15 | 2k | 2k | 1.05 | 9 |
| 2027-03-19 | 1k | 334 | 0.28 | 0 |
| 2027-04-16 | 444 | 12 | 0.03 | 0 |
| 2027-05-21 | 2k | 2k | 1.04 | 121 |
| 2027-06-17 | 90 | 138 | 1.53 | 0 |
| 2027-07-16 | 44 | 50 | 1.14 | 0 |
| 2027-08-20 | 356 | 375 | 1.05 | 0 |
| 2027-09-17 | 18 | 7 | 0.39 | 0 |
| 2027-10-15 | 322 | 426 | 1.32 | 0 |
| 2027-12-17 | 2k | 2k | 0.79 | 14 |
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.