As of previous close (2026-10-05) · OPRA historical data
Spot $96.88 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
1.55
77k P / 49k C
Put/Call (Volume)
0.38
976 P / 3k C that session
30d ATM IV
26%
annualized implied move
Call wall
$100
9k contracts
Put wall
$90
8k contracts
Tail hedging
7.2×
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 2026-11-20. 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 | 6k | 3k | 0.56 | 2k |
| 2026-11-20 | 4k | 7k | 1.56 | 588 |
| 2026-12-18 | 9k | 14k | 1.51 | 255 |
| 2027-01-15 | 17k | 29k | 1.71 | 124 |
| 2027-03-19 | 4k | 4k | 1.11 | 150 |
| 2027-06-17 | 2k | 9k | 4.20 | 41 |
| 2027-09-17 | 91 | 514 | 5.65 | 97 |
| 2027-12-17 | 2k | 2k | 1.27 | 85 |
| 2028-01-21 | 5k | 7k | 1.52 | 169 |
| 2029-01-19 | 345 | 628 | 1.82 | 165 |
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.