As of previous close (2026-10-16) · OPRA historical data
Spot $266.9 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.77
6k P / 8k C
Put/Call (Volume)
1.00
841 P / 843 C that session
30d ATM IV
47%
annualized implied move
Call wall
$290
2k contracts
Put wall
$250
1k contracts
Tail hedging
1.6×
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 | 3k | 2k | 0.82 | 2k |
| 2026-12-18 | 65 | 0 | 0.00 | 5 |
| 2027-01-15 | 2k | 1k | 0.71 | 3 |
| 2027-02-19 | 577 | 459 | 0.80 | 0 |
| 2027-05-21 | 168 | 151 | 0.90 | 0 |
| 2027-08-20 | 112 | 0 | 0.00 | 0 |
| 2027-11-19 | 92 | 34 | 0.37 | 1 |
| 2028-01-21 | 475 | 211 | 0.44 | 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.