As of previous close (2026-10-02) · OPRA historical data
Spot $15.36 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.72
56k P / 78k C
Put/Call (Volume)
0.10
59 P / 564 C that session
30d ATM IV
32%
annualized implied move
Call wall
$19
19k contracts
Put wall
$15
6k contracts
Tail hedging
0.3×
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 2026-10-16. 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 | 43k | 33k | 0.77 | 345 |
| 2026-11-20 | 6k | 6k | 0.97 | 111 |
| 2026-12-18 | 6k | 4k | 0.67 | 20 |
| 2027-01-15 | 19k | 11k | 0.55 | 62 |
| 2027-04-16 | 670 | 2k | 2.50 | 47 |
| 2028-01-21 | 3k | 1k | 0.44 | 25 |
| 2029-01-19 | 193 | 4 | 0.02 | 13 |
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.