As of previous close (2026-10-02) · OPRA historical data
Spot $358.96 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.93
20k P / 22k C
Put/Call (Volume)
0.44
310 P / 701 C that session
30d ATM IV
25%
annualized implied move
Call wall
$400
2k contracts
Put wall
$320
2k contracts
Tail hedging
1.5×
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 | 372 | 496 | 1.33 | 153 |
| 2026-10-16 | 4k | 3k | 0.61 | 157 |
| 2026-10-23 | 171 | 72 | 0.42 | 13 |
| 2026-10-30 | 110 | 20 | 0.18 | 16 |
| 2026-11-06 | 338 | 3 | 0.01 | 57 |
| 2026-11-13 | 0 | 1 | — | 2 |
| 2026-11-20 | 1k | 1k | 1.22 | 85 |
| 2026-12-18 | 4k | 3k | 0.87 | 59 |
| 2027-01-15 | 4k | 5k | 1.14 | 4 |
| 2027-03-19 | 2k | 2k | 0.77 | 30 |
| 2027-04-16 | 77 | 39 | 0.51 | 0 |
| 2027-06-17 | 918 | 1k | 1.24 | 30 |
| 2027-09-17 | 121 | 386 | 3.19 | 7 |
| 2028-01-21 | 2k | 2k | 0.86 | 15 |
| 2029-01-19 | 19 | 7 | 0.37 | 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.