As of previous close (2026-10-21) · OPRA historical data
Spot $91.67 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.92
3.2M P / 3.5M C
Put/Call (Volume)
0.38
134k P / 353k C that session
30d ATM IV
66%
annualized implied move
Call wall
$130
228k contracts
Put wall
$80
225k 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 2026-11-20. 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 |
|---|---|---|---|---|
| 2026-10-23 | 316k | 127k | 0.40 | 236k |
| 2026-10-30 | 193k | 138k | 0.71 | 67k |
| 2026-11-06 | 44k | 42k | 0.95 | 13k |
| 2026-11-13 | 23k | 22k | 0.96 | 4k |
| 2026-11-20 | 574k | 293k | 0.51 | 37k |
| 2026-11-27 | 13k | 10k | 0.78 | 4k |
| 2026-12-18 | 520k | 501k | 0.96 | 48k |
| 2027-01-15 | 610k | 679k | 1.11 | 36k |
| 2027-02-19 | 75k | 135k | 1.81 | 4k |
| 2027-03-19 | 223k | 276k | 1.24 | 8k |
| 2027-04-16 | 28k | 116k | 4.11 | 7k |
| 2027-06-17 | 140k | 264k | 1.89 | 6k |
| 2027-09-17 | 38k | 110k | 2.92 | 3k |
| 2027-12-17 | 167k | 180k | 1.07 | 4k |
| 2028-01-21 | 312k | 193k | 0.62 | 7k |
| 2028-06-16 | 71k | 8k | 0.12 | 792 |
| 2028-12-15 | 105k | 75k | 0.72 | 874 |
| 2029-01-19 | 11k | 8k | 0.68 | 1k |
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.