As of previous close (2026-10-02) · OPRA historical data
Spot $42.92 at that close. Nothing on this page comes from the session in progress.
Put/Call (OI)
0.72
41k P / 57k C
Put/Call (Volume)
3.56
2k P / 551 C that session
30d ATM IV
26%
annualized implied move
Call wall
$50
7k contracts
Put wall
$37.5
9k contracts
Tail hedging
0.8×
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.
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 | 0.51 | 450 |
| 2026-11-20 | 3k | 776 | 0.25 | 329 |
| 2026-12-18 | 10k | 13k | 1.28 | 1k |
| 2027-01-15 | 20k | 15k | 0.78 | 137 |
| 2027-03-19 | 4k | 4k | 0.89 | 23 |
| 2027-06-17 | 4k | 3k | 0.80 | 185 |
| 2027-09-17 | 118 | 1k | 8.62 | 3 |
| 2028-01-21 | 9k | 1k | 0.11 | 37 |
| 2029-01-19 | 90 | 2 | 0.02 | 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.