As of previous close (2026-10-02) · OPRA historical data
Spot $303.9 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.77
23k P / 29k C
Put/Call (Volume)
0.39
2k P / 5k C that session
30d ATM IV
41%
annualized implied move
Call wall
$400
3k contracts
Put wall
$230
2k contracts
Tail hedging
1.3×
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 | 2k | 1k | 0.72 | 565 |
| 2026-10-16 | 2k | 2k | 0.77 | 634 |
| 2026-10-23 | 280 | 382 | 1.36 | 85 |
| 2026-10-30 | 332 | 304 | 0.92 | 97 |
| 2026-11-06 | 88 | 226 | 2.57 | 61 |
| 2026-11-13 | 1 | 6 | 6.00 | 6 |
| 2026-11-20 | 881 | 2k | 2.49 | 802 |
| 2026-12-18 | 2k | 2k | 0.96 | 55 |
| 2027-01-15 | 6k | 3k | 0.59 | 284 |
| 2027-03-19 | 726 | 1k | 1.94 | 42 |
| 2027-06-17 | 243 | 195 | 0.80 | 32 |
| 2027-09-17 | 77 | 103 | 1.34 | 7 |
| 2028-01-21 | 8k | 5k | 0.64 | 26 |
| 2029-01-19 | 62 | 42 | 0.68 | 18 |
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.