As of previous close (2026-10-02) · OPRA historical data
Spot $22.56 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
1.38
5k P / 4k C
Put/Call (Volume)
0.63
15 P / 24 C that session
30d ATM IV
18%
annualized implied move
Call wall
$26.28
1k contracts
Put wall
$22.28
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 2026-10-16. 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 | 697 | 0.36 | 1 |
| 2026-11-20 | 563 | 20 | 0.04 | 23 |
| 2027-01-15 | 886 | 4k | 4.85 | 15 |
| 2027-04-16 | 29 | 12 | 0.41 | 0 |
| 2028-01-21 | 221 | 45 | 0.20 | 0 |
| 2029-01-19 | 21 | 0 | 0.00 | 0 |
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.