As of previous close (2026-09-11) · OPRA historical data
Spot $90.75 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.49
105k P / 215k C
Put/Call (Volume)
0.45
4k P / 10k C that session
30d ATM IV
22%
annualized implied move
Call wall
$95
34k contracts
Put wall
$75
20k contracts
Tail hedging
0.6×
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 2026-10-09. A steep left side = expensive downside protection.
| Expiry | Call OI | Put OI | P/C | Volume that session |
|---|---|---|---|---|
| 2026-09-18 | 78k | 34k | 0.44 | 4k |
| 2026-09-25 | 4k | 729 | 0.18 | 748 |
| 2026-10-02 | 3k | 624 | 0.21 | 136 |
| 2026-10-09 | 805 | 119 | 0.15 | 110 |
| 2026-10-16 | 38k | 9k | 0.24 | 2k |
| 2026-10-23 | 83 | 18 | 0.22 | 51 |
| 2026-10-30 | 0 | 0 | — | 49 |
| 2026-11-20 | 15k | 11k | 0.73 | 401 |
| 2026-12-18 | 14k | 16k | 1.17 | 3k |
| 2027-01-15 | 18k | 16k | 0.88 | 1k |
| 2027-02-19 | 2k | 918 | 0.59 | 14 |
| 2027-03-19 | 4k | 2k | 0.60 | 52 |
| 2027-06-17 | 6k | 5k | 0.71 | 97 |
| 2027-09-17 | 99 | 19 | 0.19 | 0 |
| 2028-01-21 | 8k | 4k | 0.44 | 78 |
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.