As of previous close (2026-10-02) · OPRA historical data
Spot $234.2 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.71
5k P / 7k C
Put/Call (Volume)
0.17
51 P / 299 C that session
30d ATM IV
50%
annualized implied move
Call wall
$250
1k contracts
Put wall
$210
970 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 2026-10-16. 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 | 2k | 0.93 | 95 |
| 2026-11-20 | 1k | 2k | 1.43 | 220 |
| 2027-01-15 | 3k | 1k | 0.42 | 13 |
| 2027-02-19 | 640 | 273 | 0.43 | 1 |
| 2027-05-21 | 71 | 14 | 0.20 | 16 |
| 2027-12-17 | 516 | 229 | 0.44 | 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.