As of previous close (2026-09-11) · OPRA historical data
Spot $99.77 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.78
10k P / 13k C
Put/Call (Volume)
0.10
8 P / 82 C that session
30d ATM IV
33%
annualized implied move
Call wall
$105
3k contracts
Put wall
$95
2k contracts
Tail hedging
0.3×
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 2026-10-16. A steep left side = expensive downside protection.
| Expiry | Call OI | Put OI | P/C | Volume that session |
|---|---|---|---|---|
| 2026-09-18 | 4k | 4k | 1.00 | 18 |
| 2026-10-16 | 3k | 2k | 0.53 | 51 |
| 2026-11-20 | 2k | 3k | 1.16 | 0 |
| 2026-12-18 | 3k | 1k | 0.40 | 20 |
| 2027-03-19 | 1k | 1k | 0.98 | 1 |
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.