As of previous close (2026-10-16) · OPRA historical data
Spot $82.83 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.82
69k P / 84k C
Put/Call (Volume)
1.53
13k P / 9k C that session
30d ATM IV
34%
annualized implied move
Call wall
$90
13k contracts
Put wall
$82
7k 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 2026-11-13. 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 |
|---|---|---|---|---|
| 2026-10-23 | 2k | 7k | 3.57 | 6k |
| 2026-10-30 | 901 | 929 | 1.03 | 962 |
| 2026-11-06 | 866 | 718 | 0.83 | 673 |
| 2026-11-13 | 180 | 207 | 1.15 | 545 |
| 2026-11-20 | 3k | 4k | 1.06 | 1k |
| 2026-11-27 | 104 | 128 | 1.23 | 99 |
| 2026-12-18 | 17k | 8k | 0.50 | 617 |
| 2027-01-15 | 35k | 23k | 0.66 | 479 |
| 2027-03-19 | 6k | 2k | 0.35 | 420 |
| 2027-06-17 | 1k | 827 | 0.81 | 98 |
| 2027-09-17 | 426 | 699 | 1.64 | 186 |
| 2028-01-21 | 4k | 6k | 1.28 | 52 |
| 2029-01-19 | 250 | 387 | 1.55 | 29 |
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.