As of previous close (2026-10-02) · OPRA historical data
Spot $391.5 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.80
56k P / 70k C
Put/Call (Volume)
0.82
2k P / 3k C that session
30d ATM IV
43%
annualized implied move
Call wall
$400
4k contracts
Put wall
$350
6k contracts
Tail hedging
0.7×
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 2026-10-30. 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 |
|---|---|---|---|---|
| 2026-10-09 | 1k | 523 | 0.39 | 1k |
| 2026-10-16 | 11k | 10k | 0.99 | 677 |
| 2026-10-23 | 1k | 1k | 0.90 | 143 |
| 2026-10-30 | 684 | 357 | 0.52 | 100 |
| 2026-11-06 | 97 | 77 | 0.79 | 156 |
| 2026-11-13 | 3 | 13 | 4.33 | 88 |
| 2026-11-20 | 7k | 6k | 0.86 | 356 |
| 2026-12-18 | 10k | 7k | 0.69 | 383 |
| 2027-01-15 | 12k | 10k | 0.79 | 102 |
| 2027-02-19 | 1k | 1k | 1.04 | 40 |
| 2027-03-19 | 2k | 3k | 1.54 | 180 |
| 2027-04-16 | 486 | 650 | 1.34 | 321 |
| 2027-06-17 | 4k | 4k | 1.06 | 90 |
| 2027-09-17 | 496 | 698 | 1.41 | 15 |
| 2028-01-21 | 11k | 5k | 0.43 | 58 |
| 2028-12-15 | 5k | 2k | 0.50 | 646 |
| 2029-01-19 | 73 | 114 | 1.56 | 5 |
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.